daytrend

08/03/2015

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

Closing Stats
by daytrend on 20150803. 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 (20150803 Closing)
9.9% of stocks are above yesterday’s high.
30.5% are above yesterday’s midpoint. (69.5% are below.)
43.2% are below yesterday’s low.
46.8% are inside yesterday’s range.
24.2% of stocks with today’s high > yesterday’s high. (75.8% less than).
72.0% of stocks with today’s low < yesterday’s low. (28.0% greater than).

EVIDENCE OF INTRADAY TREND (20150803 Closing)
34.1% of stocks are above today’s open. (64.0% are below).
29.2% of stocks are above today’s open and yesterday’s close.
59.3% are below both.
2.9% of stocks opened above yesterday’s high.
40.6% of stocks opened above yesterday’s close. (54.4% opened below yesterday’s close).
16.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150803 Closing)
11.1% of stocks are in the top 10% of today’s range.
17.1% are in the top 20%.
44.6% are in the top half. 55.4% of stocks are in the bottom half of today’s range.
17.9% are in the bottom 20%.
7.0% are in the bottom 10%.

GAIN (20150803 Closing)
35.2% of stocks are above yesterday’s close. (64.8% are below.)
0.8% are up 4.5% or more. 4.8% are down 4.5% or more.
1.5% are up 3.5% or more. 8.1% are down 3.5% or more.
53.6% are between +1% and -1%.

RSI on DAILY (20150803 Closing)
2-day: >=95:8.0%…>=90:14.6%…>=80:20.0%…>=50:40.7%…<=20:29.1%…<=10:11.7%…<=5:4.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.5%…>=50:42.3%…<=20:3.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:42.2%…<=20:1.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150803 Closing)
9.9% above previous 1 highs, 43.2% below previous 1 lows
8.6% above previous 2 highs, 29.0% below previous 2 lows
7.6% above previous 3 highs, 19.9% below previous 3 lows
7.6% above previous 4 highs, 12.7% below previous 4 lows
7.4% above previous 5 highs, 10.0% below previous 5 lows
6.4% above previous 6 highs, 9.8% below previous 6 lows
5.4% above previous 7 highs, 9.8% below previous 7 lows
5.1% above previous 8 highs, 9.3% below previous 8 lows
5.1% above previous 9 highs, 9.1% below previous 9 lows
4.9% above previous 10 highs, 9.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150803 Closing)
35.2% are above or equal to 7/31 close (1 days ago), 64.8% are below.
37.3% are above or equal to 7/30 close (2 days ago), 62.7% are below.
41.9% are above or equal to 7/29 close (3 days ago), 58.1% are below.
58.6% are above or equal to 7/28 close (4 days ago), 41.4% are below.
70.5% are above or equal to 7/27 close (5 days ago), 29.5% are below.
56.4% are above or equal to 7/24 close (6 days ago), 43.6% are below.
45.2% are above or equal to 7/23 close (7 days ago), 54.8% are below.
40.0% are above or equal to 7/22 close (8 days ago), 60.0% are below.
41.8% are above or equal to 7/21 close (9 days ago), 58.2% are below.
40.5% are above or equal to 7/20 close (10 days ago), 59.5% are below.
37.7% are above or equal to 7/17 close (11 days ago), 62.3% are below.
35.1% are above or equal to 7/16 close (12 days ago), 64.9% are below.
39.2% are above or equal to 7/15 close (13 days ago), 60.8% are below.
37.2% are above or equal to 7/14 close (14 days ago), 62.8% are below.
38.8% are above or equal to 7/13 close (15 days ago), 61.2% are below.
44.2% are above or equal to 7/10 close (16 days ago), 55.8% are below.
51.3% are above or equal to 7/9 close (17 days ago), 48.7% are below.
53.4% are above or equal to 7/8 close (18 days ago), 46.6% are below.
44.8% are above or equal to 7/7 close (19 days ago), 55.2% are below.
46.4% are above or equal to 7/6 close (20 days ago), 53.6% are below.
43.8% are above or equal to 7/2 close (21 days ago), 56.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150803 Closing)
20d: 7.1% new highs, 11.1% new lows
21d: 7.0% new highs, 11.1% new lows
42d: 5.6% new highs, 10.2% new lows
63d: 4.8% new highs, 9.5% new lows
126d: 3.5% new highs, 7.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150803 Closing)
2-day: 34.0% above, 66.0% below
3-day: 34.7% above, 65.3% below
4-day: 37.9% above, 62.1% below
5-day: 45.5% above, 54.5% below
8-day: 51.5% above, 48.5% below
10-day: 47.9% above, 52.1% below
20-day: 43.3% above, 56.7% below
50-day: 40.0% above, 60.0% below
200-day: 47.2% above, 52.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150803 Closing)
REAL(89): 0.47% Top=NSM NNN EQC SHO AMH BDN NRF KIM ….. CBL IVR TWO CBG DDR BEE CUZ RLGY=Bottom (Real Estate)
TRAN(42): 0.43% Top=YRCW AAL LUV HA UAL DAL ALK JBLU ….. BRS KEX NSC KSU TK GBX TRN TDW=Bottom (Transportation)
INSU(39): 0.30% Top=AXS AIZ ACE FNF HIG TMK AGO AJG ….. UNM CNO CLGX GNW ENH AEL AON L=Bottom (Insurance)
FINA(102): -0.02% Top=IBKR WETF ISBC CME UBSI LM STT ICE ….. TD APO BMO ZION DFS TCBI BX CG=Bottom (Banks/Financials)
LEIS(40): -0.04% Top=SHAK TXRH DNKN ARMK SEAS JACK MGM QUNR ….. EAT LVS HOT CCL BLMN WYNN ZOES DRII=Bottom (Leisure)
HEAL(57): -0.14% Top=ZLTQ ADPT AMED HNT MOH HLS CNC EVHC ….. BAX PODD XRAY GMED SPNC HYH RMD MDXG=Bottom (Health)
DISV(59): -0.60% Top=TAL AVOL PAYX CMPR TW R JEC AHS ….. BAH RBA CATM ADT URI SSTK Z HMSY=Bottom (Diversified Services)
COHW(50): -0.69% Top=CDW ZAYO NSR TDS TMUS STX CTL GOGO ….. GIMO FNSR BBRY RKUS PLCM NMBL UBNT SSYS=Bottom (Computer Hardware/Telecom)
CHEM(31): -0.76% Top=APD AXTA POT FOE MON SHW CYT FMC ….. AXLL FTK ALB POL OLN MEOH HUN GPRE=Bottom (Chemicals/Fertilizers)
COSW(100): -0.96% Top=ADSK VIPS SSNC VMW CSOD RNG NTCT EQIX ….. TRUE ROVI SINA WUBA LOCK BOX TWTR VDSI=Bottom (Computer Software/Internet)
MATE(32): -0.97% Top=FLR WY MAS OC TPH RSG PHM SRCL ….. RYL SPF USG EXP MTH BCC KBH MTZ=Bottom (Materials & Construction)
ELEC(62): -1.08% Top=INVN MU BRKR NVDA NXPI LLTC CPHD MLNX ….. SWKS SUNE SANM SLAB CRUS TSL CSIQ SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(68): -1.25% Top=FINL LB BLDR SBH EBAY ORLY KAR KR ….. OUTR ANF ASNA LL SPLS ZU KORS SHLD=Bottom (Retail & Specialty Retail)
CONS(56): -1.30% Top=CLX HAR CHD KATE SEE PAY KMB CL ….. PBI MAT SHOO CROX FOSL HBI ICON BERY=Bottom (Consumer)
MANU(47): -1.55% Top=SEDG RS AME BDC LII BWXT PH AOS ….. ATI JOY FLS TEX GTLS HEES JKS DDD=Bottom (Manufacturing)
META(23): -2.70% Top=STLD X CMC TMST NUE CCJ GG RGLD ….. NEM TCK FCX CENX ABX BVN CNX SWC=Bottom (Metals & Mining)
ENER(100): -2.70% Top=BAS PTEN GPOR MPLX HP FTI NFG HOS ….. QEP RIG NGLS BCEI WPX OAS UPL MEMP=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 @ 11:07 am

Market Stats at 12:07 pm ET
by daytrend on 20150803. 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 (20150803 12:07 pm ET)
7.6% of stocks are above yesterday’s high.
29.1% are above yesterday’s midpoint. (70.9% are below.)
37.3% are below yesterday’s low.
55.1% are inside yesterday’s range.
22.2% of stocks with today’s high > yesterday’s high. (77.8% less than).
62.6% of stocks with today’s low < yesterday’s low. (37.4% greater than).

EVIDENCE OF INTRADAY TREND (20150803 12:07 pm ET)
36.9% of stocks are above today’s open. (60.5% are below).
29.0% of stocks are above today’s open and yesterday’s close.
55.6% are below both.
2.9% of stocks opened above yesterday’s high.
40.6% of stocks opened above yesterday’s close. (54.4% opened below yesterday’s close).
16.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150803 12:07 pm ET)
5.4% of stocks are in the top 10% of today’s range.
11.7% are in the top 20%.
43.4% are in the top half. 56.6% of stocks are in the bottom half of today’s range.
24.2% are in the bottom 20%.
14.3% are in the bottom 10%.

GAIN (20150803 12:07 pm ET)
36.5% of stocks are above yesterday’s close. (63.5% are below.)
0.4% are up 4.5% or more. 2.5% are down 4.5% or more.
1.3% are up 3.5% or more. 4.2% are down 3.5% or more.
64.0% are between +1% and -1%.

RSI on DAILY (20150803 12:07 pm ET)
2-day: >=95:7.3%…>=90:12.5%…>=80:20.6%…>=50:42.1%…<=20:23.8%…<=10:9.1%…<=5:3.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.0%…>=50:44.7%…<=20:3.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:42.5%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150803 12:07 pm ET)
7.6% above previous 1 highs, 37.3% below previous 1 lows
6.4% above previous 2 highs, 23.0% below previous 2 lows
5.8% above previous 3 highs, 14.1% below previous 3 lows
5.6% above previous 4 highs, 8.6% below previous 4 lows
5.5% above previous 5 highs, 6.8% below previous 5 lows
4.7% above previous 6 highs, 6.6% below previous 6 lows
3.7% above previous 7 highs, 6.5% below previous 7 lows
3.5% above previous 8 highs, 6.3% below previous 8 lows
3.4% above previous 9 highs, 6.3% below previous 9 lows
3.3% above previous 10 highs, 6.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150803 12:07 pm ET)
36.5% are above or equal to 7/31 close (1 days ago), 63.5% are below.
39.0% are above or equal to 7/30 close (2 days ago), 61.0% are below.
43.6% are above or equal to 7/29 close (3 days ago), 56.4% are below.
61.2% are above or equal to 7/28 close (4 days ago), 38.8% are below.
73.5% are above or equal to 7/27 close (5 days ago), 26.5% are below.
59.3% are above or equal to 7/24 close (6 days ago), 40.7% are below.
46.1% are above or equal to 7/23 close (7 days ago), 53.9% are below.
41.4% are above or equal to 7/22 close (8 days ago), 58.6% are below.
42.7% are above or equal to 7/21 close (9 days ago), 57.3% are below.
42.0% are above or equal to 7/20 close (10 days ago), 58.0% are below.
38.8% are above or equal to 7/17 close (11 days ago), 61.2% are below.
36.2% are above or equal to 7/16 close (12 days ago), 63.8% are below.
39.7% are above or equal to 7/15 close (13 days ago), 60.3% are below.
37.3% are above or equal to 7/14 close (14 days ago), 62.7% are below.
38.7% are above or equal to 7/13 close (15 days ago), 61.3% are below.
44.9% are above or equal to 7/10 close (16 days ago), 55.1% are below.
51.2% are above or equal to 7/9 close (17 days ago), 48.8% are below.
54.7% are above or equal to 7/8 close (18 days ago), 45.3% are below.
44.2% are above or equal to 7/7 close (19 days ago), 55.8% are below.
46.9% are above or equal to 7/6 close (20 days ago), 53.1% are below.
43.9% are above or equal to 7/2 close (21 days ago), 56.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150803 12:07 pm ET)
20d: 6.3% new highs, 8.2% new lows
21d: 6.2% new highs, 8.2% new lows
42d: 5.1% new highs, 7.6% new lows
63d: 4.3% new highs, 7.2% new lows
126d: 3.0% new highs, 6.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150803 12:07 pm ET)
2-day: 34.9% above, 65.1% below
3-day: 35.7% above, 64.3% below
4-day: 39.2% above, 60.8% below
5-day: 47.9% above, 52.1% below
8-day: 53.5% above, 46.5% below
10-day: 49.1% above, 50.9% below
20-day: 44.7% above, 55.3% below
50-day: 40.2% above, 59.8% below
200-day: 47.4% above, 52.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150803 12:07 pm ET)
TRAN(42): 0.82% Top=LUV UAL AAL HA YRCW ALK DAL SWFT ….. NSC KSU UNP TDW GBX GWR TK TRN=Bottom (Transportation)
LEIS(40): 0.24% Top=SHAK SEAS QUNR TXRH MGM ARMK EXPE DNKN ….. PNRA LVS EAT BLMN HOT WYNN CCL DRII=Bottom (Leisure)
INSU(39): 0.19% Top=AXS AIZ HIG ACE FNF TMK AGO PRU ….. CINF AFL UNM CNO CLGX ENH AON L=Bottom (Insurance)
REAL(89): 0.17% Top=NSM GLPI KIM NRF NNN BRX SHO BXP ….. CPT FR TWO CBG BEE IVR CUBE RLGY=Bottom (Real Estate)
HEAL(57): -0.01% Top=ADPT AMED ZLTQ THC CNC MOH HNT AET ….. ESRX HTWR XRAY PODD SPNC GMED MDXG RMD=Bottom (Health)
FINA(102): -0.14% Top=WETF ISBC BGCP CFG CME PFG LM IBKR ….. AMG NYCB HBHC PBCT GWB FMER DFS TCBI=Bottom (Banks/Financials)
DISV(59): -0.33% Top=TAL AVOL R XRS RCII AHS CAR JEC ….. URI AL RBA CATM BAH Z SSTK HMSY=Bottom (Diversified Services)
COHW(50): -0.44% Top=CDW NSR STX TMUS ZAYO KN TDS CTL ….. ARRS RKUS EMC NMBL PLCM JDSU VG SSYS=Bottom (Computer Hardware/Telecom)
CHEM(31): -0.54% Top=APD MON AXTA FOE POT SHW FMC CYT ….. DOW AXLL ALB HUN POL OLN GPRE MEOH=Bottom (Chemicals/Fertilizers)
COSW(100): -0.67% Top=ADSK CSOD YELP VIPS EQIX NTCT GOOG SSNC ….. ROVI LOCK WUBA CMCM TWTR TRUE BOX VDSI=Bottom (Computer Software/Internet)
ELEC(62): -0.78% Top=INVN MU QLGC BRKR MLNX ADI AMBA NVDA ….. SWKS SUNE CRUS SANM SLAB TSL CSIQ SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(32): -0.78% Top=FLR WY TPH MLM PHM PWR RSG OC ….. DAR CLH SPF BCC MDC MTH KBH MTZ=Bottom (Materials & Construction)
RETA(68): -0.86% Top=FINL BLDR LB KAR RH RAD WMT CVS ….. SFM LL OUTR ETSY BID ZU KORS SHLD=Bottom (Retail & Specialty Retail)
MANU(47): -1.09% Top=SEDG BDC BWXT CFX AME LII CMI AOS ….. WWD CRS ITT TEX ATI HEES JKS DDD=Bottom (Manufacturing)
CONS(56): -1.21% Top=CLX HAR CHD PAY CL GT KATE TPX ….. SHOO COH RL CROX FOSL ICON HBI BERY=Bottom (Consumer)
ENER(100): -1.43% Top=BAS FANG RES GPOR HP PTEN IOC FTI ….. EEP SN NGLS UPL WPX DPM OAS MEMP=Bottom (Energy)
META(23): -2.22% Top=STLD X NUE CMC CCJ SCCO PAAS GG ….. NEM FCX ABX CENX TCK BVN SWC 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 12:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:33 am

Market Stats at 10:33 am ET
by daytrend on 20150803. 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 (20150803 10:33 am ET)
4.1% of stocks are above yesterday’s high.
24.2% are above yesterday’s midpoint. (75.8% are below.)
41.1% are below yesterday’s low.
54.8% are inside yesterday’s range.
18.6% of stocks with today’s high > yesterday’s high. (81.4% less than).
58.8% of stocks with today’s low < yesterday’s low. (41.2% greater than).

EVIDENCE OF INTRADAY TREND (20150803 10:33 am ET)
27.2% of stocks are above today’s open. (71.0% are below).
20.2% of stocks are above today’s open and yesterday’s close.
66.0% are below both.
2.9% of stocks opened above yesterday’s high.
40.6% of stocks opened above yesterday’s close. (54.4% opened below yesterday’s close).
16.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150803 10:33 am ET)
2.7% of stocks are in the top 10% of today’s range.
7.1% are in the top 20%.
29.3% are in the top half. 70.7% of stocks are in the bottom half of today’s range.
40.1% are in the bottom 20%.
23.7% are in the bottom 10%.

GAIN (20150803 10:33 am ET)
26.8% of stocks are above yesterday’s close. (73.2% are below.)
0.2% are up 4.5% or more. 1.7% are down 4.5% or more.
0.3% are up 3.5% or more. 3.2% are down 3.5% or more.
65.6% are between +1% and -1%.

RSI on DAILY (20150803 10:33 am ET)
2-day: >=95:6.0%…>=90:10.2%…>=80:15.8%…>=50:37.6%…<=20:26.8%…<=10:9.2%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.5%…>=50:41.1%…<=20:3.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:40.7%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150803 10:33 am ET)
4.1% above previous 1 highs, 41.1% below previous 1 lows
3.4% above previous 2 highs, 25.3% below previous 2 lows
2.8% above previous 3 highs, 15.4% below previous 3 lows
2.7% above previous 4 highs, 8.9% below previous 4 lows
2.7% above previous 5 highs, 6.7% below previous 5 lows
2.2% above previous 6 highs, 6.7% below previous 6 lows
1.7% above previous 7 highs, 6.6% below previous 7 lows
1.7% above previous 8 highs, 6.4% below previous 8 lows
1.7% above previous 9 highs, 6.4% below previous 9 lows
1.6% above previous 10 highs, 6.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150803 10:33 am ET)
26.8% are above or equal to 7/31 close (1 days ago), 73.2% are below.
34.4% are above or equal to 7/30 close (2 days ago), 65.6% are below.
40.2% are above or equal to 7/29 close (3 days ago), 59.8% are below.
59.2% are above or equal to 7/28 close (4 days ago), 40.8% are below.
72.4% are above or equal to 7/27 close (5 days ago), 27.6% are below.
57.7% are above or equal to 7/24 close (6 days ago), 42.3% are below.
44.5% are above or equal to 7/23 close (7 days ago), 55.5% are below.
40.1% are above or equal to 7/22 close (8 days ago), 59.9% are below.
41.2% are above or equal to 7/21 close (9 days ago), 58.8% are below.
40.5% are above or equal to 7/20 close (10 days ago), 59.5% are below.
36.5% are above or equal to 7/17 close (11 days ago), 63.5% are below.
34.4% are above or equal to 7/16 close (12 days ago), 65.6% are below.
39.0% are above or equal to 7/15 close (13 days ago), 61.0% are below.
36.9% are above or equal to 7/14 close (14 days ago), 63.1% are below.
37.8% are above or equal to 7/13 close (15 days ago), 62.2% are below.
44.0% are above or equal to 7/10 close (16 days ago), 56.0% are below.
51.1% are above or equal to 7/9 close (17 days ago), 48.9% are below.
54.1% are above or equal to 7/8 close (18 days ago), 45.9% are below.
43.4% are above or equal to 7/7 close (19 days ago), 56.6% are below.
46.3% are above or equal to 7/6 close (20 days ago), 53.7% are below.
43.3% are above or equal to 7/2 close (21 days ago), 56.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150803 10:33 am ET)
20d: 5.0% new highs, 7.3% new lows
21d: 4.9% new highs, 7.3% new lows
42d: 4.1% new highs, 6.7% new lows
63d: 3.4% new highs, 6.3% new lows
126d: 2.3% new highs, 5.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150803 10:33 am ET)
2-day: 25.2% above, 74.8% below
3-day: 29.5% above, 70.5% below
4-day: 34.5% above, 65.5% below
5-day: 41.9% above, 58.1% below
8-day: 49.4% above, 50.6% below
10-day: 45.7% above, 54.3% below
20-day: 43.4% above, 56.6% below
50-day: 39.3% above, 60.7% below
200-day: 46.9% above, 53.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150803 10:33 am ET)
REAL(89): 0.23% Top=NSM GLPI AMH CMO NNN BDN NRF BRX ….. LPT IVR HST DDR CONE CBG BEE RLGY=Bottom (Real Estate)
TRAN(42): 0.15% Top=UAL LUV AAL ALK DAL NAT JBLU HA ….. NSC KSU UNP KEX TK TDW TRN GWR=Bottom (Transportation)
HEAL(57): -0.00% Top=ZLTQ ADPT AMED THC HLS HNT CNC AET ….. BAX BSX XRAY RMD PODD SPNC GMED MDXG=Bottom (Health)
LEIS(40): -0.08% Top=SHAK SEAS GPRO ARMK TXRH QSR DNKN QUNR ….. HOT BWLD CCL LVS EAT SGMS WYNN DRII=Bottom (Leisure)
INSU(39): -0.11% Top=AXS FNF AIZ AGO RDN AEL FAF HIG ….. MMC GNW CNO CLGX AFL ENH AON L=Bottom (Insurance)
FINA(102): -0.26% Top=APO WETF CFG IBKR CME LM OCN ISBC ….. BAC HBHC FNFG WU DFS BMO TD TCBI=Bottom (Banks/Financials)
DISV(59): -0.46% Top=TAL CAR AHS MAN GPN V CXW CMPR ….. RBA BLOX AL Z CATM URI HMSY SSTK=Bottom (Diversified Services)
ELEC(62): -0.62% Top=QLGC MU INVN IDTI AMBA ON ADI MLNX ….. SCTY TSL CRUS GLW SWKS SANM CSIQ SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(50): -0.81% Top=CDW GOGO STX TMUS NSR INFN ZAYO KN ….. TDC UBNT PLCM CUDA JDSU NMBL BBRY SSYS=Bottom (Computer Hardware/Telecom)
CHEM(31): -0.81% Top=APD MON SHW CYT AXTA FMC CF OMG ….. POL ALB DOW MEOH HUN AXLL OLN GPRE=Bottom (Chemicals/Fertilizers)
COSW(100): -0.88% Top=ADSK VIPS JD EQIX PAYC CSOD ATHM CDK ….. SFUN LNKD SINA DATA LOCK ROVI CMCM VDSI=Bottom (Computer Software/Internet)
MATE(32): -0.89% Top=MTZ FLR RSG TPH PWR MAS AWI WM ….. CLH BCC MTH SPF USG EXP KBH MDC=Bottom (Materials & Construction)
RETA(68): -1.08% Top=BLDR FINL LB CVS KMX KAR WMT DLTR ….. LL W SFM PIR OUTR ZU KORS SHLD=Bottom (Retail & Specialty Retail)
CONS(56): -1.13% Top=CLX BLL CHD SEE LEG GT CL CRI ….. CROX PBI ICON HBI COH RL FOSL BERY=Bottom (Consumer)
MANU(47): -1.43% Top=BDC GNRC CMI AOS MHK LII DHR AME ….. HEES ITT SPW JKS JOY ATI TEX DDD=Bottom (Manufacturing)
ENER(100): -1.63% Top=BAS PBF TSO FANG RES MPC GPOR VLO ….. SM CRZO NGLS UPL SN OAS WPX MEMP=Bottom (Energy)
META(23): -2.17% Top=STLD GG NUE PAAS CMC X CCJ RGLD ….. ABX SLCA TCK SWC FCX CENX BVN 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 10:33 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:51 am

Market Stats at 9:51 am ET
by daytrend on 20150803. 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 (20150803 9:51 am ET)
5.3% of stocks are above yesterday’s high.
27.9% are above yesterday’s midpoint. (72.1% are below.)
34.1% are below yesterday’s low.
60.6% are inside yesterday’s range.
13.0% of stocks with today’s high > yesterday’s high. (87.0% less than).
52.6% of stocks with today’s low < yesterday’s low. (47.4% greater than).

EVIDENCE OF INTRADAY TREND (20150803 9:51 am ET)
32.7% of stocks are above today’s open. (65.2% are below).
25.6% of stocks are above today’s open and yesterday’s close.
58.3% are below both.
2.9% of stocks opened above yesterday’s high.
40.6% of stocks opened above yesterday’s close. (54.4% opened below yesterday’s close).
16.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150803 9:51 am ET)
9.0% of stocks are in the top 10% of today’s range.
16.1% are in the top 20%.
40.0% are in the top half. 60.0% of stocks are in the bottom half of today’s range.
23.4% are in the bottom 20%.
9.6% are in the bottom 10%.

GAIN (20150803 9:51 am ET)
34.0% of stocks are above yesterday’s close. (66.0% are below.)
0.1% are up 4.5% or more. 0.9% are down 4.5% or more.
0.3% are up 3.5% or more. 2.3% are down 3.5% or more.
72.4% are between +1% and -1%.

RSI on DAILY (20150803 9:51 am ET)
2-day: >=95:6.8%…>=90:12.6%…>=80:20.6%…>=50:43.4%…<=20:23.6%…<=10:7.9%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.3%…>=50:42.5%…<=20:2.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:41.7%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150803 9:51 am ET)
5.3% above previous 1 highs, 34.1% below previous 1 lows
4.0% above previous 2 highs, 22.1% below previous 2 lows
3.6% above previous 3 highs, 12.9% below previous 3 lows
3.5% above previous 4 highs, 7.1% below previous 4 lows
3.4% above previous 5 highs, 5.1% below previous 5 lows
2.7% above previous 6 highs, 4.8% below previous 6 lows
2.3% above previous 7 highs, 4.8% below previous 7 lows
2.1% above previous 8 highs, 4.7% below previous 8 lows
2.1% above previous 9 highs, 4.7% below previous 9 lows
2.0% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150803 9:51 am ET)
34.0% are above or equal to 7/31 close (1 days ago), 66.0% are below.
39.2% are above or equal to 7/30 close (2 days ago), 60.8% are below.
44.5% are above or equal to 7/29 close (3 days ago), 55.5% are below.
61.1% are above or equal to 7/28 close (4 days ago), 38.9% are below.
74.5% are above or equal to 7/27 close (5 days ago), 25.5% are below.
58.1% are above or equal to 7/24 close (6 days ago), 41.9% are below.
45.9% are above or equal to 7/23 close (7 days ago), 54.1% are below.
41.3% are above or equal to 7/22 close (8 days ago), 58.7% are below.
43.1% are above or equal to 7/21 close (9 days ago), 56.9% are below.
42.4% are above or equal to 7/20 close (10 days ago), 57.6% are below.
39.7% are above or equal to 7/17 close (11 days ago), 60.3% are below.
35.6% are above or equal to 7/16 close (12 days ago), 64.4% are below.
39.7% are above or equal to 7/15 close (13 days ago), 60.3% are below.
38.3% are above or equal to 7/14 close (14 days ago), 61.7% are below.
38.7% are above or equal to 7/13 close (15 days ago), 61.3% are below.
45.1% are above or equal to 7/10 close (16 days ago), 54.9% are below.
52.2% are above or equal to 7/9 close (17 days ago), 47.8% are below.
55.4% are above or equal to 7/8 close (18 days ago), 44.6% are below.
44.3% are above or equal to 7/7 close (19 days ago), 55.7% are below.
46.6% are above or equal to 7/6 close (20 days ago), 53.4% are below.
44.1% are above or equal to 7/2 close (21 days ago), 55.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150803 9:51 am ET)
20d: 3.2% new highs, 6.2% new lows
21d: 3.1% new highs, 6.2% new lows
42d: 2.7% new highs, 5.7% new lows
63d: 2.3% new highs, 5.4% new lows
126d: 1.5% new highs, 4.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150803 9:51 am ET)
2-day: 32.5% above, 67.5% below
3-day: 35.5% above, 64.5% below
4-day: 41.0% above, 59.0% below
5-day: 47.7% above, 52.3% below
8-day: 52.2% above, 47.8% below
10-day: 48.9% above, 51.1% below
20-day: 44.8% above, 55.2% below
50-day: 40.9% above, 59.1% below
200-day: 47.4% above, 52.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150803 9:51 am ET)
HEAL(57): 0.39% Top=ADPT AMED ZLTQ HYH HNT CNC HLS HTWR ….. BAX RMD PODD MDXG VAR XRAY SPNC GMED=Bottom (Health)
REAL(89): 0.30% Top=GLPI NSM NNN BMR EQR CMO CONE GGP ….. PCL HST DDR IVR LPT OUT RLGY BAM=Bottom (Real Estate)
LEIS(40): 0.26% Top=SHAK QUNR SEAS GPRO EXPE JACK SBUX BJRI ….. WYN HOT BLMN CCL LVS DRII WYNN EAT=Bottom (Leisure)
INSU(39): -0.04% Top=AXS FNF RDN AIZ AEL MTG FAF ACGL ….. MMC GNW MET CNO AFL AON ENH L=Bottom (Insurance)
TRAN(42): -0.25% Top=ALK LUV AAL HA DAL UAL VA XPO ….. WAB KSU KEX TK GBX TDW TRN GWR=Bottom (Transportation)
DISV(59): -0.25% Top=TAL WOOF AVOL ULTA MYGN AHS V NTRI ….. Z RCII CATM GMT HMSY AL SSTK URI=Bottom (Diversified Services)
COHW(50): -0.31% Top=CDW NSR INFN STX PANW ZAYO AAPL TMUS ….. NMBL GIMO TDC PLCM BBRY COMM SSYS JDSU=Bottom (Computer Hardware/Telecom)
FINA(102): -0.34% Top=CFG CME IBKR WETF BX APO VOYA UBSI ….. BMO TD SIVB FNFG GWB WDR TCBI OCN=Bottom (Banks/Financials)
COSW(100): -0.40% Top=ADSK ATHM JD VIPS CSOD RNG NCR EQIX ….. SFUN TRUE MKTO LOCK VDSI FFIV CMCM ROVI=Bottom (Computer Software/Internet)
RETA(68): -0.46% Top=FINL ETSY CVS AMZN KAR BURL KMX BIG ….. ZU WFM OUTR W SFM LL SHLD KORS=Bottom (Retail & Specialty Retail)
MATE(32): -0.56% Top=MTZ TPH RSG MLM CVA AWI MAS SRCL ….. DHI FAST RYL SPF EXP USG MDC KBH=Bottom (Materials & Construction)
CONS(56): -0.58% Top=CRI LEG CLX EL NWL SEE CHD DECK ….. MAT OI PBI RL COH FOSL HBI BERY=Bottom (Consumer)
ELEC(62): -0.62% Top=INVN AMBA MU ADI INTC ON CPHD MLNX ….. FSLR MTSI CRUS SANM CSIQ SUNE HIMX SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(31): -0.89% Top=APD MON CYT PX CE SHW OMG POT ….. POL AXLL FTK OLN DOW HUN MEOH GPRE=Bottom (Chemicals/Fertilizers)
MANU(47): -1.37% Top=BDC MHK AOS LII AME CMI CFX GE ….. CRS JKS SPW ATI ITT JOY TEX DDD=Bottom (Manufacturing)
ENER(100): -1.81% Top=DPM BAS VLO GPOR NFG FTI TSO PBF ….. CJES CLR CIE UPL LPI OAS WPX MEMP=Bottom (Energy)
META(23): -1.97% Top=GG PAAS STLD NUE FNV SLW CMC TMST ….. ABX BVN SLCA TCK FCX CNX SWC CENX=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 9:51 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:37 am

Market Stats at 9:37 am ET
by daytrend on 20150803. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 996.

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 (20150803 9:37 am ET)
3.3% of stocks are above yesterday’s high.
25.8% are above yesterday’s midpoint. (74.2% are below.)
31.5% are below yesterday’s low.
65.2% are inside yesterday’s range.
10.9% of stocks with today’s high > yesterday’s high. (89.1% less than).
41.4% of stocks with today’s low < yesterday’s low. (58.6% greater than).

EVIDENCE OF INTRADAY TREND (20150803 9:37 am ET)
29.9% of stocks are above today’s open. (67.5% are below).
20.4% of stocks are above today’s open and yesterday’s close.
56.1% are below both.
2.9% of stocks opened above yesterday’s high.
40.7% of stocks opened above yesterday’s close. (54.4% opened below yesterday’s close).
16.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150803 9:37 am ET)
5.3% of stocks are in the top 10% of today’s range.
8.7% are in the top 20%.
26.5% are in the top half. 73.5% of stocks are in the bottom half of today’s range.
44.4% are in the bottom 20%.
30.1% are in the bottom 10%.

GAIN (20150803 9:37 am ET)
34.7% of stocks are above yesterday’s close. (65.3% are below.)
0.1% are up 4.5% or more. 0.2% are down 4.5% or more.
0.1% are up 3.5% or more. 1.7% are down 3.5% or more.
76.0% are between +1% and -1%.

RSI on DAILY (20150803 9:37 am ET)
2-day: >=95:6.1%…>=90:10.3%…>=80:17.3%…>=50:44.0%…<=20:19.8%…<=10:6.5%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.8%…>=50:43.0%…<=20:2.7%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:42.4%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150803 9:37 am ET)
3.3% above previous 1 highs, 31.5% below previous 1 lows
2.4% above previous 2 highs, 18.4% below previous 2 lows
2.1% above previous 3 highs, 10.3% below previous 3 lows
2.0% above previous 4 highs, 5.6% below previous 4 lows
2.0% above previous 5 highs, 4.0% below previous 5 lows
1.4% above previous 6 highs, 3.9% below previous 6 lows
1.3% above previous 7 highs, 3.8% below previous 7 lows
1.3% above previous 8 highs, 3.7% below previous 8 lows
1.2% above previous 9 highs, 3.7% below previous 9 lows
1.2% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150803 9:37 am ET)
34.7% are above or equal to 7/31 close (1 days ago), 65.3% are below.
39.5% are above or equal to 7/30 close (2 days ago), 60.5% are below.
45.0% are above or equal to 7/29 close (3 days ago), 55.0% are below.
63.9% are above or equal to 7/28 close (4 days ago), 36.1% are below.
76.6% are above or equal to 7/27 close (5 days ago), 23.4% are below.
60.2% are above or equal to 7/24 close (6 days ago), 39.8% are below.
47.3% are above or equal to 7/23 close (7 days ago), 52.7% are below.
42.1% are above or equal to 7/22 close (8 days ago), 57.9% are below.
44.1% are above or equal to 7/21 close (9 days ago), 55.9% are below.
42.5% are above or equal to 7/20 close (10 days ago), 57.5% are below.
39.6% are above or equal to 7/17 close (11 days ago), 60.4% are below.
36.1% are above or equal to 7/16 close (12 days ago), 63.9% are below.
40.2% are above or equal to 7/15 close (13 days ago), 59.8% are below.
37.9% are above or equal to 7/14 close (14 days ago), 62.1% are below.
38.7% are above or equal to 7/13 close (15 days ago), 61.3% are below.
44.9% are above or equal to 7/10 close (16 days ago), 55.1% are below.
53.1% are above or equal to 7/9 close (17 days ago), 46.9% are below.
55.6% are above or equal to 7/8 close (18 days ago), 44.4% are below.
44.9% are above or equal to 7/7 close (19 days ago), 55.1% are below.
47.3% are above or equal to 7/6 close (20 days ago), 52.7% are below.
44.4% are above or equal to 7/2 close (21 days ago), 55.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150803 9:37 am ET)
20d: 2.4% new highs, 4.6% new lows
21d: 2.3% new highs, 4.6% new lows
42d: 2.0% new highs, 4.2% new lows
63d: 1.6% new highs, 4.0% new lows
126d: 1.0% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150803 9:37 am ET)
2-day: 31.3% above, 68.7% below
3-day: 36.6% above, 63.4% below
4-day: 39.5% above, 60.5% below
5-day: 49.5% above, 50.5% below
8-day: 55.7% above, 44.3% below
10-day: 50.3% above, 49.7% below
20-day: 45.2% above, 54.8% below
50-day: 40.8% above, 59.2% below
200-day: 47.0% above, 53.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150803 9:37 am ET)
INSU(39): 0.19% Top=AXS MBI AIZ FNF AEL AGO PRU RDN ….. CINF MMC WSH AON CNO AFL ENH L=Bottom (Insurance)
HEAL(57): 0.13% Top=AMED ABMD ADPT ZLTQ CYH MOH HLS HNT ….. WMGI BAX HAE RMD GMED SPNC PODD MDXG=Bottom (Health)
LEIS(40): 0.08% Top=MGM SHAK GPRO BJRI SBUX EXPE YUM BYD ….. BLMN BWLD CAKE QUNR ZOES CCL DRII EAT=Bottom (Leisure)
REAL(89): 0.03% Top=GLPI AVB VER EQR AIV UDR AGNC DLR ….. SLG BAM PCL STAG DDR LPT IVR RLGY=Bottom (Real Estate)
FINA(101): -0.01% Top=CFG IBKR UBSI CME APO WETF ISBC WBS ….. TD PSEC HCBK ARCC WU FNFG CG OCN=Bottom (Banks/Financials)
COHW(50): -0.23% Top=CDW CTL STX NTAP WDC AAPL BCE VZ ….. TDC CIEN COMM SYNA BBRY JDSU PLCM SSYS=Bottom (Computer Hardware/Telecom)
RETA(68): -0.28% Top=FINL KMX LB SHLD CVS KAR TJX RH ….. WBA WFM GES W SFM ETSY OUTR KORS=Bottom (Retail & Specialty Retail)
DISV(59): -0.36% Top=TAL AVOL WOOF ULTA SBAC DV SCI GEO ….. TYC ACM BLOX CATM SSTK CMPR URI Z=Bottom (Diversified Services)
TRAN(42): -0.37% Top=HA VA UAL LUV DAL ALK AAL JBLU ….. KSU AAWW KEX TK CP TRN TDW GWR=Bottom (Transportation)
CONS(56): -0.37% Top=NWL COTY TPX SEE CRI DECK EL LEG ….. KS MAT SHOO RL VFC HBI COH BERY=Bottom (Consumer)
ELEC(62): -0.54% Top=MU CY INTC MLNX BRKR TSL IDTI INVN ….. MEI CREE MTSI CSIQ SANM SIMO HIMX SUNE=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(32): -0.57% Top=MTZ SRCL RSG MLM CLH MAS CVA WM ….. BECN RYL VMC MTH DHI BCC EXP MDC=Bottom (Materials & Construction)
COSW(100): -0.64% Top=ADSK NCR SOHU QLYS RNG YHOO GOOG ACN ….. SFUN ROVI FFIV LOCK MKTO CMCM TRUE VDSI=Bottom (Computer Software/Internet)
CHEM(31): -0.79% Top=APD MON CYT CE OMG PX SHW DD ….. AGU AXLL HUN MEOH CF FTK FOE GPRE=Bottom (Chemicals/Fertilizers)
MANU(47): -0.90% Top=BDC MHK AME SEDG LII GE DHR HON ….. ATI ITT GTLS TEX JOY CRS JKS DDD=Bottom (Manufacturing)
META(23): -1.42% Top=TMST GG NEM FNV SLW PAAS RGLD BVN ….. SCCO TCK CENX ABX CNX SWC FCX SLCA=Bottom (Metals & Mining)
ENER(100): -1.70% Top=BAS IOC MPLX WMB NFG MPC TSO MWE ….. CIE INT UPL CJES WPX LPI OAS MEMP=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 9:37 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/02/2015

Filed under: Market Stats — daytrend @ 3:15 pm

Market Stats at End of Day
by daytrend on 20150731. 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 (20150731 EOD)
24.8% of stocks are above yesterday’s high.
56.4% are above yesterday’s midpoint. (43.6% are below.)
16.8% are below yesterday’s low.
58.5% are inside yesterday’s range.
62.7% of stocks with today’s high > yesterday’s high. (37.3% less than).
30.6% of stocks with today’s low < yesterday’s low. (69.4% greater than).

EVIDENCE OF INTRADAY TREND (20150731 EOD)
35.8% of stocks are above today’s open. (63.3% are below).
33.2% of stocks are above today’s open and yesterday’s close.
49.0% are below both.
25.7% of stocks opened above yesterday’s high.
69.6% of stocks opened above yesterday’s close. (26.5% opened below yesterday’s close).
3.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150731 EOD)
3.4% of stocks are in the top 10% of today’s range.
9.0% are in the top 20%.
32.7% are in the top half. 67.3% of stocks are in the bottom half of today’s range.
33.5% are in the bottom 20%.
14.3% are in the bottom 10%.

GAIN (20150731 EOD)
48.4% of stocks are above yesterday’s close. (51.6% are below.)
2.1% are up 4.5% or more. 3.3% are down 4.5% or more.
2.4% are up 3.5% or more. 4.6% are down 3.5% or more.
61.5% are between +1% and -1%.

RSI on DAILY (20150731 EOD)
2-day: >=95:10.2%…>=90:18.5%…>=80:31.1%…>=50:56.5%…<=20:13.0%…<=10:4.3%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.3%…>=50:47.1%…<=20:1.9%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:44.4%…<=20:0.9%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150731 EOD)
24.8% above previous 1 highs, 16.8% below previous 1 lows
20.6% above previous 2 highs, 9.6% below previous 2 lows
19.5% above previous 3 highs, 5.4% below previous 3 lows
18.5% above previous 4 highs, 4.6% below previous 4 lows
15.7% above previous 5 highs, 4.5% below previous 5 lows
12.6% above previous 6 highs, 4.4% below previous 6 lows
11.6% above previous 7 highs, 4.4% below previous 7 lows
10.9% above previous 8 highs, 4.4% below previous 8 lows
10.6% above previous 9 highs, 4.4% below previous 9 lows
10.0% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150731 EOD)
48.4% are above or equal to 7/30 close (1 days ago), 51.6% are below.
51.1% are above or equal to 7/29 close (2 days ago), 48.9% are below.
68.7% are above or equal to 7/28 close (3 days ago), 31.3% are below.
80.7% are above or equal to 7/27 close (4 days ago), 19.3% are below.
65.1% are above or equal to 7/24 close (5 days ago), 34.9% are below.
50.2% are above or equal to 7/23 close (6 days ago), 49.8% are below.
45.4% are above or equal to 7/22 close (7 days ago), 54.6% are below.
46.2% are above or equal to 7/21 close (8 days ago), 53.8% are below.
45.0% are above or equal to 7/20 close (9 days ago), 55.0% are below.
41.8% are above or equal to 7/17 close (10 days ago), 58.2% are below.
37.5% are above or equal to 7/16 close (11 days ago), 62.5% are below.
41.4% are above or equal to 7/15 close (12 days ago), 58.6% are below.
38.9% are above or equal to 7/14 close (13 days ago), 61.1% are below.
40.6% are above or equal to 7/13 close (14 days ago), 59.4% are below.
46.8% are above or equal to 7/10 close (15 days ago), 53.2% are below.
55.3% are above or equal to 7/9 close (16 days ago), 44.7% are below.
56.9% are above or equal to 7/8 close (17 days ago), 43.1% are below.
46.5% are above or equal to 7/7 close (18 days ago), 53.5% are below.
48.9% are above or equal to 7/6 close (19 days ago), 51.1% are below.
45.3% are above or equal to 7/2 close (20 days ago), 54.7% are below.
43.9% are above or equal to 7/1 close (21 days ago), 56.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150731 EOD)
20d: 17.5% new highs, 5.8% new lows
21d: 17.1% new highs, 5.8% new lows
42d: 12.0% new highs, 4.4% new lows
63d: 10.4% new highs, 4.1% new lows
126d: 6.9% new highs, 3.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150731 EOD)
2-day: 47.2% above, 52.8% below
3-day: 49.1% above, 50.9% below
4-day: 59.3% above, 40.7% below
5-day: 68.0% above, 32.0% below
8-day: 58.5% above, 41.5% below
10-day: 53.7% above, 46.3% below
20-day: 47.7% above, 52.3% below
50-day: 41.5% above, 58.5% below
200-day: 48.3% above, 51.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150731 EOD)
LEIS(40): 1.29% Top=EXPE SHAK RCL QUNR CCL BLMN SONC EAT ….. DNKN CMG ZOES YUM SEAS LQ MYCC WYNN=Bottom (Leisure)
HEAL(57): 0.92% Top=MOH EVHC ZLTQ RMD MD PKI UHS HOLX ….. THC EW WMGI ZBH AET CYH SPNC MDXG=Bottom (Health)
REAL(89): 0.60% Top=TCO FR EQY CUBE VER DDR CBL SKT ….. AIV HST LHO SHO GOV GLPI NSM RLGY=Bottom (Real Estate)
COHW(50): 0.54% Top=TDS NSR TMUS VG NMBL KN INFN JNPR ….. UBNT AAPL BRCD NTAP STX GOGO BBRY SSYS=Bottom (Computer Hardware/Telecom)
DISV(59): 0.40% Top=AVOL AL CATM AAN TYC SCI RHI SBAC ….. DV R JEC Z NTRI CMPR APOL TAL=Bottom (Diversified Services)
TRAN(42): 0.36% Top=YRCW VA AAWW UPS HTLD ALK SWFT DAL ….. TRN STNG CNW KSU NSC BRS KEX DHT=Bottom (Transportation)
MATE(32): 0.30% Top=MTZ FAST RYL LEN PHM OC SPF BECN ….. WM EXP MLM RSG VMC PWR WCN FLR=Bottom (Materials & Construction)
RETA(68): 0.18% Top=GNC SPLS NFLX AEO ASNA BLDR SFM MIK ….. LB EBAY FIVE URBN CAB ETSY BABA OUTR=Bottom (Retail & Specialty Retail)
CHEM(31): -0.07% Top=AXTA ALB AGU FTK POT POL FMC DD ….. GRA FOE DOW HUN MON WLK GPRE MEOH=Bottom (Chemicals/Fertilizers)
COSW(100): -0.13% Top=ELLI RNG IMS DBD DST SOHU AKAM XRX ….. YHOO BOX ACIW VDSI TRUE FEYE LNKD ROVI=Bottom (Computer Software/Internet)
CONS(56): -0.17% Top=TPX PBI BC KATE DECK UFS CROX SHOO ….. AVY HAR HAS BERY BLL LEG GIL HBI=Bottom (Consumer)
INSU(39): -0.34% Top=ENH AXS AEL MRH CNO ACE VR PGR ….. HIG ACGL XL AON PRU LNC MET AGO=Bottom (Insurance)
FINA(102): -0.49% Top=WETF WU CTLT HAWK CIT WDR LM GWB ….. HCBK BAC AMTD CFG RF IBKR TRCO OCN=Bottom (Banks/Financials)
MANU(47): -0.55% Top=HEES WWD DE SWK ITT IR MHK DCI ….. SEDG CRS XYL ATI GTLS KMT DDD BDC=Bottom (Manufacturing)
META(23): -0.68% Top=GG TCK AEM SCCO RGLD FNV PAAS SWC ….. AA NUE STLD CNX X BVN TMST SLCA=Bottom (Metals & Mining)
ELEC(62): -1.35% Top=KLAC BRKR SANM MTSI WAT DLB JBL TER ….. CREE MLNX QRVO SIMO SPWR MU SUNE QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(100): -1.83% Top=PBF MDU VLO UPL BAS DPM MPC TSO ….. RIG BCEI DRQ SPN MUR EPE CRR INT=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.
FRIDAY’S Market Stats at End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

07/31/2015

Filed under: Market Stats — daytrend @ 10:28 am

Market Stats at 11:28 am ET
by daytrend on 20150731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 980.

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 (20150731 11:28 am ET)
36.9% of stocks are above yesterday’s high.
70.5% are above yesterday’s midpoint. (29.5% are below.)
7.7% are below yesterday’s low.
55.4% are inside yesterday’s range.
58.8% of stocks with today’s high > yesterday’s high. (41.2% less than).
23.5% of stocks with today’s low < yesterday’s low. (76.5% greater than).

EVIDENCE OF INTRADAY TREND (20150731 11:28 am ET)
54.4% of stocks are above today’s open. (43.9% are below).
50.7% of stocks are above today’s open and yesterday’s close.
27.8% are below both.
25.0% of stocks opened above yesterday’s high.
69.3% of stocks opened above yesterday’s close. (26.9% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150731 11:28 am ET)
18.7% of stocks are in the top 10% of today’s range.
32.3% are in the top 20%.
64.5% are in the top half. 35.5% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
5.0% are in the bottom 10%.

GAIN (20150731 11:28 am ET)
68.4% of stocks are above yesterday’s close. (31.6% are below.)
1.5% are up 4.5% or more. 1.3% are down 4.5% or more.
2.6% are up 3.5% or more. 2.3% are down 3.5% or more.
64.9% are between +1% and -1%.

RSI on DAILY (20150731 11:28 am ET)
2-day: >=95:13.1%…>=90:24.7%…>=80:42.1%…>=50:71.9%…<=20:7.9%…<=10:3.3%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.6%…>=50:51.5%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:46.2%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150731 11:28 am ET)
36.9% above previous 1 highs, 7.7% below previous 1 lows
30.2% above previous 2 highs, 4.7% below previous 2 lows
28.2% above previous 3 highs, 2.3% below previous 3 lows
26.7% above previous 4 highs, 2.1% below previous 4 lows
21.6% above previous 5 highs, 2.0% below previous 5 lows
17.0% above previous 6 highs, 1.9% below previous 6 lows
16.3% above previous 7 highs, 1.9% below previous 7 lows
15.5% above previous 8 highs, 1.9% below previous 8 lows
14.5% above previous 9 highs, 1.8% below previous 9 lows
13.6% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150731 11:28 am ET)
68.4% are above or equal to 7/30 close (1 days ago), 31.6% are below.
63.7% are above or equal to 7/29 close (2 days ago), 36.3% are below.
77.4% are above or equal to 7/28 close (3 days ago), 22.6% are below.
84.6% are above or equal to 7/27 close (4 days ago), 15.4% are below.
70.6% are above or equal to 7/24 close (5 days ago), 29.4% are below.
55.9% are above or equal to 7/23 close (6 days ago), 44.1% are below.
49.6% are above or equal to 7/22 close (7 days ago), 50.4% are below.
51.0% are above or equal to 7/21 close (8 days ago), 49.0% are below.
48.2% are above or equal to 7/20 close (9 days ago), 51.8% are below.
45.6% are above or equal to 7/17 close (10 days ago), 54.4% are below.
41.2% are above or equal to 7/16 close (11 days ago), 58.8% are below.
43.3% are above or equal to 7/15 close (12 days ago), 56.7% are below.
40.6% are above or equal to 7/14 close (13 days ago), 59.4% are below.
43.1% are above or equal to 7/13 close (14 days ago), 56.9% are below.
49.1% are above or equal to 7/10 close (15 days ago), 50.9% are below.
56.3% are above or equal to 7/9 close (16 days ago), 43.7% are below.
59.7% are above or equal to 7/8 close (17 days ago), 40.3% are below.
48.4% are above or equal to 7/7 close (18 days ago), 51.6% are below.
51.3% are above or equal to 7/6 close (19 days ago), 48.7% are below.
48.2% are above or equal to 7/2 close (20 days ago), 51.8% are below.
45.6% are above or equal to 7/1 close (21 days ago), 54.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150731 11:28 am ET)
20d: 15.4% new highs, 4.2% new lows
21d: 14.9% new highs, 4.2% new lows
42d: 10.3% new highs, 3.1% new lows
63d: 8.9% new highs, 2.9% new lows
126d: 5.7% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150731 11:28 am ET)
2-day: 67.0% above, 33.0% below
3-day: 64.4% above, 35.6% below
4-day: 72.0% above, 28.0% below
5-day: 79.5% above, 20.5% below
8-day: 67.6% above, 32.4% below
10-day: 60.8% above, 39.2% below
20-day: 51.4% above, 48.6% below
50-day: 43.0% above, 57.0% below
200-day: 48.9% above, 51.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150731 11:28 am ET)
HEAL(56): 1.55% Top=MOH ZLTQ EVHC HTWR RMD UHS AMED PKI ….. EW ISRG ESRX ZBH CYH ANTM BAX MDXG=Bottom (Health)
LEIS(40): 1.43% Top=EXPE RCL SHAK CCL GPRO EAT SONC BYD ….. SEAS PNRA SBUX ZOES WYNN MGM MYCC CMG=Bottom (Leisure)
REAL(87): 0.83% Top=TCO EQY CUBE CPT NNN CBL MAA MAC ….. SHO AIV LHO GOV GLPI HST NSM RLGY=Bottom (Real Estate)
MATE(32): 0.81% Top=MTZ RYL SPF BCC TPH PHM FAST OC ….. AWI WM RSG SRCL WCN RYN PWR FLR=Bottom (Materials & Construction)
COHW(49): 0.72% Top=TMUS SMCI NSR CTL NMBL GIMO CUDA ZAYO ….. WDC NTAP BBRY AAPL GOGO SYNA STX SSYS=Bottom (Computer Hardware/Telecom)
DISV(56): 0.67% Top=AL SCI TYC PCLN URI AHS AAN ADT ….. KBR YY BAH APOL ASGN JEC CMPR NTRI=Bottom (Diversified Services)
RETA(67): 0.63% Top=GNC W BLDR AEO NFLX PIR TFM ORLY ….. SHLD WMT GME ZU DANG URBN BABA CAB=Bottom (Retail & Specialty Retail)
META(22): 0.45% Top=GG TCK PAAS CCJ SCCO AEM RGLD CENX ….. FCX NUE ABX STLD X CNX BVN SLCA=Bottom (Metals & Mining)
CHEM(31): 0.35% Top=POT AGU AXTA FTK CF MOS MEOH CE ….. VAL OMG CYT WLK MON ASH FOE OLN=Bottom (Chemicals/Fertilizers)
TRAN(41): 0.31% Top=VA HTLD AAWW KNX SWFT UPS TDW JBLU ….. LUV CSX NSC STNG KSU TRN KEX DHT=Bottom (Transportation)
CONS(55): 0.24% Top=TPX BC PBI UFS BERY GPK CRI NWL ….. OI HAS RL HAR AVY MAT LEG HBI=Bottom (Consumer)
COSW(99): 0.12% Top=ELLI IMS CYBR YELP DST NTCT AKAM SPLK ….. NCR BOX VDSI JD TRUE FEYE ROVI LNKD=Bottom (Computer Software/Internet)
INSU(36): 0.01% Top=AXS ACE MTG CINF TMK VR GNW ALL ….. MBI LNC HIG AIZ AON PRU MET AGO=Bottom (Insurance)
FINA(102): -0.04% Top=WU WETF LM CTLT CIT HAWK WDR BMO ….. BK BAC AMTD SLM CFG CME IBKR OCN=Bottom (Banks/Financials)
MANU(46): -0.15% Top=JOY JKS ITT SEDG WWD SWK DE AOS ….. ETN CFX XYL TEX GTLS DDD BDC KMT=Bottom (Manufacturing)
ENER(100): -0.18% Top=PBF SN BCEI MDU VLO BAS SM TSO ….. EEP CLR CVX XOM MUR SPN LPI CRR=Bottom (Energy)
ELEC(61): -0.70% Top=SANM CSIQ CPHD WAT KEYS NXPI HIMX GLW ….. AVGO SPWR SIMO CREE QRVO MU SUNE QLGC=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 11:28 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:08 am

Market Stats at 10:08 am ET
by daytrend on 20150731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 980.

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 (20150731 10:08 am ET)
23.2% of stocks are above yesterday’s high.
65.9% are above yesterday’s midpoint. (34.1% are below.)
6.9% are below yesterday’s low.
69.9% are inside yesterday’s range.
50.3% of stocks with today’s high > yesterday’s high. (49.7% less than).
19.9% of stocks with today’s low < yesterday’s low. (80.1% greater than).

EVIDENCE OF INTRADAY TREND (20150731 10:08 am ET)
39.9% of stocks are above today’s open. (58.3% are below).
33.9% of stocks are above today’s open and yesterday’s close.
39.9% are below both.
25.0% of stocks opened above yesterday’s high.
69.3% of stocks opened above yesterday’s close. (26.9% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150731 10:08 am ET)
10.1% of stocks are in the top 10% of today’s range.
19.4% are in the top 20%.
49.1% are in the top half. 50.9% of stocks are in the bottom half of today’s range.
20.9% are in the bottom 20%.
9.6% are in the bottom 10%.

GAIN (20150731 10:08 am ET)
54.0% of stocks are above yesterday’s close. (46.0% are below.)
1.3% are up 4.5% or more. 1.4% are down 4.5% or more.
2.0% are up 3.5% or more. 1.6% are down 3.5% or more.
74.2% are between +1% and -1%.

RSI on DAILY (20150731 10:08 am ET)
2-day: >=95:8.9%…>=90:17.9%…>=80:31.5%…>=50:68.2%…<=20:8.3%…<=10:3.8%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.9%…>=50:48.6%…<=20:1.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:43.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150731 10:08 am ET)
23.2% above previous 1 highs, 6.9% below previous 1 lows
18.1% above previous 2 highs, 4.1% below previous 2 lows
16.2% above previous 3 highs, 2.3% below previous 3 lows
15.7% above previous 4 highs, 1.8% below previous 4 lows
12.6% above previous 5 highs, 1.7% below previous 5 lows
10.1% above previous 6 highs, 1.7% below previous 6 lows
9.8% above previous 7 highs, 1.7% below previous 7 lows
9.5% above previous 8 highs, 1.7% below previous 8 lows
9.0% above previous 9 highs, 1.7% below previous 9 lows
8.5% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150731 10:08 am ET)
54.0% are above or equal to 7/30 close (1 days ago), 46.0% are below.
57.9% are above or equal to 7/29 close (2 days ago), 42.1% are below.
75.3% are above or equal to 7/28 close (3 days ago), 24.7% are below.
83.6% are above or equal to 7/27 close (4 days ago), 16.4% are below.
68.3% are above or equal to 7/24 close (5 days ago), 31.7% are below.
53.2% are above or equal to 7/23 close (6 days ago), 46.8% are below.
47.8% are above or equal to 7/22 close (7 days ago), 52.2% are below.
48.1% are above or equal to 7/21 close (8 days ago), 51.9% are below.
46.2% are above or equal to 7/20 close (9 days ago), 53.8% are below.
43.7% are above or equal to 7/17 close (10 days ago), 56.3% are below.
38.9% are above or equal to 7/16 close (11 days ago), 61.1% are below.
41.8% are above or equal to 7/15 close (12 days ago), 58.2% are below.
39.0% are above or equal to 7/14 close (13 days ago), 61.0% are below.
41.3% are above or equal to 7/13 close (14 days ago), 58.7% are below.
47.6% are above or equal to 7/10 close (15 days ago), 52.4% are below.
54.9% are above or equal to 7/9 close (16 days ago), 45.1% are below.
58.1% are above or equal to 7/8 close (17 days ago), 41.9% are below.
47.7% are above or equal to 7/7 close (18 days ago), 52.3% are below.
49.4% are above or equal to 7/6 close (19 days ago), 50.6% are below.
46.4% are above or equal to 7/2 close (20 days ago), 53.6% are below.
43.9% are above or equal to 7/1 close (21 days ago), 56.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150731 10:08 am ET)
20d: 11.8% new highs, 3.8% new lows
21d: 11.5% new highs, 3.8% new lows
42d: 8.0% new highs, 2.7% new lows
63d: 6.7% new highs, 2.4% new lows
126d: 4.5% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150731 10:08 am ET)
2-day: 52.1% above, 47.9% below
3-day: 57.0% above, 43.0% below
4-day: 67.9% above, 32.1% below
5-day: 76.9% above, 23.1% below
8-day: 63.1% above, 36.9% below
10-day: 58.1% above, 41.9% below
20-day: 49.2% above, 50.8% below
50-day: 41.2% above, 58.8% below
200-day: 47.8% above, 52.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150731 10:08 am ET)
HEAL(56): 1.18% Top=MOH EVHC ZLTQ UHS RMD PODD HOLX AMED ….. CYH HAE A THC ZBH ISRG ABMD MDXG=Bottom (Health)
REAL(87): 0.96% Top=TCO EQY CUBE CPT DFT CUZ CBL EQR ….. GOV BEE ARCP SHO NSM GLPI HST RLGY=Bottom (Real Estate)
LEIS(40): 0.69% Top=EXPE RCL CCL GPRO BYD SHAK SIX EAT ….. SEAS DNKN BJRI ZOES MAR MYCC WYNN MGM=Bottom (Leisure)
META(22): 0.62% Top=GG AEM TCK PAAS RGLD SLW SWC FNV ….. FCX NUE CMC X STLD CNX SLCA BVN=Bottom (Metals & Mining)
COHW(49): 0.35% Top=NSR TMUS CTL SMCI GIMO NMBL ARRS TDC ….. GOGO AAPL NTAP STX WDC INFN SSYS SYNA=Bottom (Computer Hardware/Telecom)
DISV(56): 0.35% Top=AL PCLN Z URI GEO TYC HCSG AHS ….. YY R APOL HRB EXAM BAH ASGN NTRI=Bottom (Diversified Services)
MATE(32): 0.26% Top=MTZ WY DAR BECN OC RYL SPF PHM ….. KBH AWI VMC WCN SRCL PWR MTH FLR=Bottom (Materials & Construction)
INSU(36): -0.00% Top=AXS MBI FAF ACE MTG CINF VR ORI ….. LNC UNM HIG GNW AIZ PRU CNO MET=Bottom (Insurance)
RETA(67): -0.01% Top=W GNC NFLX BLDR AN ORLY PIR TSCO ….. BABA SHLD FIVE CAB KORS URBN WFM ETSY=Bottom (Retail & Specialty Retail)
COSW(99): -0.04% Top=ELLI IMS NTCT DBD FTNT DST QLIK RUBI ….. TWTR VIPS VNET MDAS TRUE FEYE ROVI LNKD=Bottom (Computer Software/Internet)
TRAN(41): -0.15% Top=VA HTLD ODFL HA CP UPS KNX JBLU ….. STNG TDW ALK CNW WAB LUV DHT KEX=Bottom (Transportation)
CHEM(31): -0.22% Top=MEOH AGU POT APD MOS ALB OMG FTK ….. EMN POL AXLL WLK HUN GPRE FOE OLN=Bottom (Chemicals/Fertilizers)
MANU(46): -0.26% Top=FLS ITT JOY SWK AOS DE GE MRC ….. SEDG TKR ATI TEX DDD KMT GTLS BDC=Bottom (Manufacturing)
FINA(102): -0.28% Top=WU WETF LM CTLT HAWK CIT BMO JNS ….. BK NTRS CFG SIVB TRCO IBKR AMTD OCN=Bottom (Banks/Financials)
CONS(55): -0.33% Top=TPX BC UFS EPC NWL CROX GPK WWW ….. HAS KATE PVH ICON SHOO OI LEG HBI=Bottom (Consumer)
ENER(100): -0.40% Top=PBF BAS COG ECA VLO MDU SM BCEI ….. CLR CRR COP SPN MUR CVX XOM EEP=Bottom (Energy)
ELEC(61): -0.64% Top=HIMX AMBA SANM WAT CSIQ GLW KEYS NXPI ….. MEI SIMO MLNX SPWR SCTY QRVO SUNE QLGC=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 10:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:38 am

Market Stats at 9:38 am ET
by daytrend on 20150731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 979.

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 (20150731 9:38 am ET)
20.9% of stocks are above yesterday’s high.
65.1% are above yesterday’s midpoint. (34.9% are below.)
5.8% are below yesterday’s low.
73.2% are inside yesterday’s range.
43.5% of stocks with today’s high > yesterday’s high. (56.5% less than).
13.4% of stocks with today’s low < yesterday’s low. (86.6% greater than).

EVIDENCE OF INTRADAY TREND (20150731 9:38 am ET)
33.0% of stocks are above today’s open. (63.2% are below).
28.2% of stocks are above today’s open and yesterday’s close.
38.4% are below both.
25.0% of stocks opened above yesterday’s high.
69.4% of stocks opened above yesterday’s close. (27.0% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150731 9:38 am ET)
8.3% of stocks are in the top 10% of today’s range.
13.9% are in the top 20%.
35.1% are in the top half. 64.9% of stocks are in the bottom half of today’s range.
29.5% are in the bottom 20%.
19.8% are in the bottom 10%.

GAIN (20150731 9:38 am ET)
56.5% of stocks are above yesterday’s close. (43.5% are below.)
1.1% are up 4.5% or more. 1.0% are down 4.5% or more.
1.7% are up 3.5% or more. 1.3% are down 3.5% or more.
81.7% are between +1% and -1%.

RSI on DAILY (20150731 9:38 am ET)
2-day: >=95:9.4%…>=90:18.5%…>=80:33.1%…>=50:65.7%…<=20:9.4%…<=10:3.8%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.2%…>=50:48.1%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:43.4%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150731 9:38 am ET)
20.9% above previous 1 highs, 5.8% below previous 1 lows
16.6% above previous 2 highs, 3.5% below previous 2 lows
15.6% above previous 3 highs, 1.8% below previous 3 lows
14.9% above previous 4 highs, 1.7% below previous 4 lows
12.0% above previous 5 highs, 1.6% below previous 5 lows
10.6% above previous 6 highs, 1.6% below previous 6 lows
9.8% above previous 7 highs, 1.6% below previous 7 lows
8.9% above previous 8 highs, 1.6% below previous 8 lows
8.3% above previous 9 highs, 1.6% below previous 9 lows
7.9% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150731 9:38 am ET)
56.5% are above or equal to 7/30 close (1 days ago), 43.5% are below.
55.8% are above or equal to 7/29 close (2 days ago), 44.2% are below.
74.5% are above or equal to 7/28 close (3 days ago), 25.5% are below.
82.0% are above or equal to 7/27 close (4 days ago), 18.0% are below.
66.4% are above or equal to 7/24 close (5 days ago), 33.6% are below.
53.3% are above or equal to 7/23 close (6 days ago), 46.7% are below.
47.4% are above or equal to 7/22 close (7 days ago), 52.6% are below.
48.4% are above or equal to 7/21 close (8 days ago), 51.6% are below.
44.6% are above or equal to 7/20 close (9 days ago), 55.4% are below.
43.0% are above or equal to 7/17 close (10 days ago), 57.0% are below.
38.2% are above or equal to 7/16 close (11 days ago), 61.8% are below.
41.8% are above or equal to 7/15 close (12 days ago), 58.2% are below.
38.9% are above or equal to 7/14 close (13 days ago), 61.1% are below.
41.2% are above or equal to 7/13 close (14 days ago), 58.8% are below.
46.5% are above or equal to 7/10 close (15 days ago), 53.5% are below.
55.5% are above or equal to 7/9 close (16 days ago), 44.5% are below.
57.6% are above or equal to 7/8 close (17 days ago), 42.4% are below.
47.5% are above or equal to 7/7 close (18 days ago), 52.5% are below.
48.7% are above or equal to 7/6 close (19 days ago), 51.3% are below.
46.1% are above or equal to 7/2 close (20 days ago), 53.9% are below.
43.8% are above or equal to 7/1 close (21 days ago), 56.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150731 9:38 am ET)
20d: 10.3% new highs, 2.2% new lows
21d: 10.1% new highs, 2.1% new lows
42d: 6.9% new highs, 1.3% new lows
63d: 5.5% new highs, 1.1% new lows
126d: 3.8% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150731 9:38 am ET)
2-day: 55.4% above, 44.6% below
3-day: 55.9% above, 44.1% below
4-day: 65.7% above, 34.3% below
5-day: 75.3% above, 24.7% below
8-day: 62.6% above, 37.4% below
10-day: 56.6% above, 43.4% below
20-day: 48.4% above, 51.6% below
50-day: 41.4% above, 58.6% below
200-day: 48.0% above, 52.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150731 9:38 am ET)
HEAL(56): 0.90% Top=ZLTQ MOH EVHC UHS HTWR RMD PKI HOLX ….. ZBH SPNC ALGN DXCM IRWD PODD BAX MDXG=Bottom (Health)
META(22): 0.85% Top=SWC GG AEM CENX TCK ABX PAAS SLW ….. NUE AA CMC CNX STLD X SLCA BVN=Bottom (Metals & Mining)
LEIS(40): 0.71% Top=EXPE RCL GPRO CCL SHAK SIX HLT SEAS ….. CMG BWLD LVS HOT QUNR WYNN MGM ZOES=Bottom (Leisure)
REAL(86): 0.67% Top=TCO EQY VTR CPT HCN WRI EXR DDR ….. AMT BEE HT GLPI KRC PEB HST RLGY=Bottom (Real Estate)
DISV(56): 0.50% Top=AL Z PCLN URI TYC RHI SBAC CAR ….. GPN BLOX BAH EXAM SERV ADS ASGN ATHN=Bottom (Diversified Services)
MANU(46): 0.34% Top=ITT FLS JOY SPW AOS DCI DDD ROK ….. ETN TKR CRS SEDG MRC KMT BDC GTLS=Bottom (Manufacturing)
COHW(49): 0.25% Top=NSR TMUS STX SMCI CTL RCI GIMO EMC ….. CUDA WDC PANW NTGR GOGO RKUS INFN SYNA=Bottom (Computer Hardware/Telecom)
TRAN(41): 0.13% Top=VA HTLD ODFL KNX CP CHRW LSTR UPS ….. KEX WAB DHT TRN LUV TDW STNG NAT=Bottom (Transportation)
CONS(55): 0.08% Top=TPX BERY NWL DECK BLL COTY KS SEE ….. HAR SKX WWW PVH KATE ICON LEG HBI=Bottom (Consumer)
INSU(36): 0.08% Top=AON ACE AXS VR PGR XL CINF TRV ….. GNW PRI AIZ UNM PRU LNC MET CNO=Bottom (Insurance)
CHEM(31): 0.04% Top=POT MEOH AGU ALB CE SHW MOS APD ….. GRA VAL HUN ASH FOE FTK GPRE OLN=Bottom (Chemicals/Fertilizers)
RETA(67): -0.09% Top=W PIR GNC AMZN MIK BLDR AN BURL ….. BABA KORS DANG CAB RH ETSY WFM URBN=Bottom (Retail & Specialty Retail)
MATE(32): -0.16% Top=WY BECN AWI DAR TPH RSG WM WCN ….. TOL DHI PWR SPF RYL MTH MTZ FLR=Bottom (Materials & Construction)
COSW(99): -0.24% Top=ELLI IMS RUBI NTCT SNCR ACN DBD XRX ….. MDAS CYBR PAYC VNET LOCK ROVI FEYE LNKD=Bottom (Computer Software/Internet)
FINA(102): -0.38% Top=WU WETF HAWK CTLT BMO LM TD LAZ ….. ISBC ETFC PVTB BXS SCHW AMTD IBKR OCN=Bottom (Banks/Financials)
ENER(100): -0.54% Top=PBF MDU BAS TSO VLO ETE ECA DO ….. CRR EEP MRD MUR EPE CVX XOM DRQ=Bottom (Energy)
ELEC(61): -0.82% Top=AMBA WAT SANM GLW HIMX KEYS LRCX MTSI ….. SIMO IDTI CY SCTY SPWR QRVO SUNE QLGC=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 9:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

07/30/2015

Filed under: Market Stats — daytrend @ 3:24 pm

Closing Stats
by daytrend on 20150730. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 965.

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 (20150730 Closing)
31.0% of stocks are above yesterday’s high.
69.1% are above yesterday’s midpoint. (30.9% are below.)
9.1% are below yesterday’s low.
59.9% are inside yesterday’s range.
54.4% of stocks with today’s high > yesterday’s high. (45.6% less than).
30.3% of stocks with today’s low < yesterday’s low. (69.7% greater than).

EVIDENCE OF INTRADAY TREND (20150730 Closing)
62.3% of stocks are above today’s open. (36.8% are below).
48.9% of stocks are above today’s open and yesterday’s close.
34.5% are below both.
6.4% of stocks opened above yesterday’s high.
17.9% of stocks opened above yesterday’s close. (78.2% opened below yesterday’s close).
5.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150730 Closing)
13.7% of stocks are in the top 10% of today’s range.
31.6% 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.
11.0% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20150730 Closing)
53.1% of stocks are above yesterday’s close. (46.9% are below.)
2.8% are up 4.5% or more. 2.5% are down 4.5% or more.
4.5% are up 3.5% or more. 4.5% are down 3.5% or more.
57.4% are between +1% and -1%.

RSI on DAILY (20150730 Closing)
2-day: >=95:7.8%…>=90:17.6%…>=80:36.3%…>=50:67.9%…<=20:9.1%…<=10:4.0%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:46.5%…<=20:1.7%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:40.8%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150730 Closing)
31.0% above previous 1 highs, 9.1% below previous 1 lows
28.6% above previous 2 highs, 5.5% below previous 2 lows
26.2% above previous 3 highs, 4.2% below previous 3 lows
17.4% above previous 4 highs, 4.0% below previous 4 lows
13.2% above previous 5 highs, 3.8% below previous 5 lows
12.2% above previous 6 highs, 3.6% below previous 6 lows
11.5% above previous 7 highs, 3.4% below previous 7 lows
10.9% above previous 8 highs, 3.3% below previous 8 lows
10.1% above previous 9 highs, 3.3% below previous 9 lows
9.2% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150730 Closing)
53.1% are above or equal to 7/29 close (1 days ago), 46.9% are below.
74.8% are above or equal to 7/28 close (2 days ago), 25.2% are below.
82.8% are above or equal to 7/27 close (3 days ago), 17.2% are below.
68.3% are above or equal to 7/24 close (4 days ago), 31.7% are below.
50.3% are above or equal to 7/23 close (5 days ago), 49.7% are below.
44.5% are above or equal to 7/22 close (6 days ago), 55.5% are below.
45.2% are above or equal to 7/21 close (7 days ago), 54.8% are below.
43.0% are above or equal to 7/20 close (8 days ago), 57.0% are below.
40.5% are above or equal to 7/17 close (9 days ago), 59.5% are below.
36.5% are above or equal to 7/16 close (10 days ago), 63.5% are below.
40.1% are above or equal to 7/15 close (11 days ago), 59.9% are below.
37.2% are above or equal to 7/14 close (12 days ago), 62.8% are below.
39.3% are above or equal to 7/13 close (13 days ago), 60.7% are below.
45.8% are above or equal to 7/10 close (14 days ago), 54.2% are below.
55.5% are above or equal to 7/9 close (15 days ago), 44.5% are below.
57.2% are above or equal to 7/8 close (16 days ago), 42.8% are below.
46.0% are above or equal to 7/7 close (17 days ago), 54.0% are below.
49.3% are above or equal to 7/6 close (18 days ago), 50.7% are below.
46.0% are above or equal to 7/2 close (19 days ago), 54.0% are below.
43.9% are above or equal to 7/1 close (20 days ago), 56.1% are below.
46.6% are above or equal to 6/30 close (21 days ago), 53.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150730 Closing)
20d: 12.6% new highs, 5.8% new lows
21d: 12.5% new highs, 5.6% new lows
42d: 8.4% new highs, 4.4% new lows
63d: 7.4% new highs, 3.9% new lows
126d: 5.6% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150730 Closing)
2-day: 51.3% above, 48.7% below
3-day: 67.6% above, 32.4% below
4-day: 76.4% above, 23.6% below
5-day: 74.2% above, 25.8% below
8-day: 60.3% above, 39.7% below
10-day: 53.5% above, 46.5% below
20-day: 46.6% above, 53.4% below
50-day: 40.0% above, 60.0% below
200-day: 47.4% above, 52.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150730 Closing)
COHW(49): 0.78% Top=WDC ANET TMUS STX UBNT NTGR INFN FNSR ….. AAPL SYNA CCI GIMO BBRY LXK CUDA SSYS=Bottom (Computer Hardware/Telecom)
CONS(54): 0.74% Top=SKX CROX SEE BERY DECK KATE GPK MAT ….. LULU CL PAY PBI SHOO BC KS PG=Bottom (Consumer)
LEIS(40): 0.54% Top=WYNN MGM DRII ZOES LVS BWLD BLMN SGMS ….. WEN RCL SEAS SHAK LQ HLT HOT MAR=Bottom (Leisure)
CHEM(30): 0.49% Top=APD HUN FTK ALB AGU AXLL POL MON ….. GRA CF SHW OLN MEOH PX ASH GPRE=Bottom (Chemicals/Fertilizers)
RETA(66): 0.48% Top=GNC ETSY BLDR KORS NFLX DSW SPLS ABG ….. PIR LB W ASNA URBN SFM SHLD WFM=Bottom (Retail & Specialty Retail)
FINA(101): 0.42% Top=GWB IVZ COF CFG OCN DFS SEIC WETF ….. TD GHL IBKR BEN LAZ CTLT BMO KKR=Bottom (Banks/Financials)
MATE(32): 0.34% Top=AWI DHI USG BCC PHM KBH OC LEN ….. MTZ DAR TPH FAST WCN MTH CLH RYL=Bottom (Materials & Construction)
COSW(97): 0.23% Top=MDAS ACIW NTCT FIS CVLT TRI NOW YELP ….. ADP VIPS ATHM PTC RUBI DATA LOCK NCR=Bottom (Computer Software/Internet)
DISV(53): 0.23% Top=Z CAR AAN HMSY WOOF BLOX MA RBA ….. ALLE GEO XRS PAYX HCSG AL ADT EXAM=Bottom (Diversified Services)
ELEC(60): 0.21% Top=NXPI CAVM FSL TER SIMO INVN SCTY TRMB ….. GRMN IDTI HIMX CSIQ AMBA MLNX TSL QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(54): 0.16% Top=PODD HOLX XRAY BAX ADPT ABMD A HAE ….. OPK ESRX MOH WST ZBH HLS VAR MDXG=Bottom (Health)
INSU(36): -0.07% Top=FAF CINF VR AXS AIZ ORI XL MTG ….. AGO MET AFL GNW LNC MBI UNM CNO=Bottom (Insurance)
TRAN(42): -0.18% Top=VA ODFL HA AIRM LUV CNW WERN KNX ….. AAL SAVE XPO TK NAT DHT GBX AAWW=Bottom (Transportation)
REAL(87): -0.41% Top=NSM MAA EXR STAG AGNC CUBE CBG NLY ….. HT ACC DFT RLJ BXP GOV WPG HST=Bottom (Real Estate)
MANU(45): -0.51% Top=BDC LECO TEX SEDG KMT TKR CAT DHR ….. ETN RS SPW ATI MRC SWK DDD GTLS=Bottom (Manufacturing)
ENER(97): -0.97% Top=CRR SU HOS HFC EPE QEP PDCE MUR ….. BCEI NGLS OAS RICE UPL CJES BBG RRC=Bottom (Energy)
META(22): -2.34% Top=CNX CCJ X SLW STLD NUE SWC FNV ….. RGLD CMC BVN TCK PAAS FCX CENX AEM=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/

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