daytrend

01/30/2015

Filed under: Market Stats — daytrend @ 1:33 pm

Market Stats at 1:33 pm ET
by daytrend on 20150130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 962.

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 (20150130 1:33 pm ET)
12.1% of stocks are above yesterday’s high.
43.6% are above yesterday’s midpoint. (56.4% are below.)
17.0% are below yesterday’s low.
70.9% are inside yesterday’s range.
28.6% of stocks with today’s high > yesterday’s high. (71.4% less than).
42.0% of stocks with today’s low < yesterday’s low. (58.0% greater than).

EVIDENCE OF INTRADAY TREND (20150130 1:33 pm ET)
46.7% of stocks are above today’s open. (53.0% are below).
23.4% of stocks are above today’s open and yesterday’s close.
52.0% are below both.
2.3% of stocks opened above yesterday’s high.
5.7% of stocks opened above yesterday’s close. (93.8% opened below yesterday’s close).
7.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150130 1:33 pm ET)
10.3% of stocks are in the top 10% of today’s range.
19.1% are in the top 20%.
47.3% are in the top half. 52.7% of stocks are in the bottom half of today’s range.
15.8% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN (20150130 1:33 pm ET)
24.9% of stocks are above yesterday’s close. (75.1% are below.)
1.1% are up 4.5% or more. 0.9% are down 4.5% or more.
2.1% are up 3.5% or more. 2.7% are down 3.5% or more.
44.2% are between +1% and -1%.

RSI on DAILY (20150130 1:33 pm ET)
2-day: >=95:1.6%…>=90:2.6%…>=80:5.8%…>=50:23.9%…<=20:32.6%…<=10:15.9%…<=5:8.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:38.9%…<=20:1.1%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:40.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150130 1:33 pm ET)
12.1% above previous 1 highs, 17.0% below previous 1 lows
3.8% above previous 2 highs, 15.6% below previous 2 lows
3.1% above previous 3 highs, 13.9% below previous 3 lows
2.3% above previous 4 highs, 12.9% below previous 4 lows
2.0% above previous 5 highs, 12.3% below previous 5 lows
2.0% above previous 6 highs, 10.4% below previous 6 lows
2.0% above previous 7 highs, 8.5% below previous 7 lows
2.0% above previous 8 highs, 7.8% below previous 8 lows
2.0% above previous 9 highs, 6.4% below previous 9 lows
1.9% above previous 10 highs, 6.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150130 1:33 pm ET)
24.9% are above or equal to 1/29 close (1 days ago), 75.1% are below.
47.2% are above or equal to 1/28 close (2 days ago), 52.8% are below.
20.7% are above or equal to 1/27 close (3 days ago), 79.3% are below.
18.1% are above or equal to 1/26 close (4 days ago), 81.9% are below.
31.5% are above or equal to 1/23 close (5 days ago), 68.5% are below.
28.6% are above or equal to 1/22 close (6 days ago), 71.4% are below.
46.2% are above or equal to 1/21 close (7 days ago), 53.8% are below.
52.8% are above or equal to 1/20 close (8 days ago), 47.2% are below.
48.1% are above or equal to 1/16 close (9 days ago), 51.9% are below.
62.8% are above or equal to 1/15 close (10 days ago), 37.2% are below.
52.4% are above or equal to 1/14 close (11 days ago), 47.6% are below.
48.5% are above or equal to 1/13 close (12 days ago), 51.5% are below.
45.2% are above or equal to 1/12 close (13 days ago), 54.8% are below.
40.2% are above or equal to 1/9 close (14 days ago), 59.8% are below.
36.2% are above or equal to 1/8 close (15 days ago), 63.8% are below.
47.1% are above or equal to 1/7 close (16 days ago), 52.9% are below.
53.1% are above or equal to 1/6 close (17 days ago), 46.9% are below.
46.2% are above or equal to 1/5 close (18 days ago), 53.8% are below.
36.5% are above or equal to 1/2 close (19 days ago), 63.5% are below.
36.8% are above or equal to 12/31 close (20 days ago), 63.2% are below.
34.2% are above or equal to 12/30 close (21 days ago), 65.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150130 1:33 pm ET)
20d: 3.4% new highs, 10.9% new lows
21d: 3.4% new highs, 10.9% new lows
42d: 2.9% new highs, 8.3% new lows
63d: 2.9% new highs, 5.8% new lows
126d: 2.4% new highs, 4.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150130 1:33 pm ET)
2-day: 24.4% above, 75.6% below
3-day: 32.3% above, 67.7% below
4-day: 24.4% above, 75.6% below
5-day: 20.6% above, 79.4% below
8-day: 27.9% above, 72.1% below
10-day: 35.0% above, 65.0% below
20-day: 42.2% above, 57.8% below
50-day: 40.4% above, 59.6% below
200-day: 51.9% above, 48.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150130 1:33 pm ET)
META(31): 1.29% Top=AG FNV NEM SSRI ABX AEM X GG ….. STLD NUE FCX TMST AA ZINC SLCA CENX=Bottom (Metals & Mining)
ENER(109): 0.65% Top=CJES CRZO UPL BCEI EPE NBR CAM LPI ….. ECA NBL PE PDCE CVX WPX SGY CIE=Bottom (Energy)
CHEM(32): 0.27% Top=EMN GRA POT ALB MOS WLK FMC CHMT ….. PX AXLL PPG DD OLN FTK CBT MEOH=Bottom (Chemicals/Fertilizers)
DISV(46): -0.58% Top=MAN V MA Z PCLN ABCO VRSK MCO ….. WTW JEC RCII BLOX LDOS APOL R URI=Bottom (Diversified Services)
COSW(89): -0.71% Top=FEYE GOOG TWTR VIPS VMW YHOO ROVI LNKD ….. GRPN VDSI SPLK CSC SFUN WUBA XRX CSOD=Bottom (Computer Software/Internet)
FINA(98): -0.78% Top=OCN LM BX ICE ISBC NDAQ AMG HBHC ….. UBSI PFG AF TCBI TD JNS RY BMO=Bottom (Banks/Financials)
MANU(44): -0.80% Top=MRC IR ATI CRS CR DDD CFX AOS ….. HON ITT DOV ATU SWK CMI AME KMT=Bottom (Manufacturing)
COHW(49): -0.91% Top=SYNA SSYS T JNPR CCI UBNT AAPL RCI ….. WDC WIN SMCI STX CIEN HPQ SWIR JDSU=Bottom (Computer Hardware/Telecom)
MATE(30): -0.92% Top=WY RYL FLR EXP OC MTH RYN DAR ….. AWI MAS MTZ LEN TPH SPF KBH PHM=Bottom (Materials & Construction)
REAL(86): -0.92% Top=RLGY MAC NSM SRC PCL AVB NNN BRX ….. PLD HLSS DRH SHO LHO PEB PEI HPT=Bottom (Real Estate)
ELEC(60): -0.97% Top=CPHD BRCM TSL MRVL CRUS HIMX ONNN GLW ….. TRMB LRCX TSRA FCS TER INVN ISIL CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(39): -0.97% Top=PRE AIG CLGX AXS SLF HIG AFL PRU ….. AFSI CINF MTG PGR WRB RDN LNC CB=Bottom (Insurance)
LEIS(34): -1.09% Top=QUNR WEN DNKN PNK LVS DPZ MCD JACK ….. GPRO MAR WYNN BLMN KING MGM LQ OWW=Bottom (Leisure)
HEAL(52): -1.20% Top=OPK PKI PRXL ZMH ABMD DGX ABT COV ….. SYK CYH THC WMGI KND EW BCR ALGN=Bottom (Health)
RETA(68): -1.21% Top=AMZN COST MIK DLTR W SFM BABA NFLX ….. FIVE ASNA TIF FINL GES RH LE DKS=Bottom (Retail & Specialty Retail)
CONS(58): -1.33% Top=HAR BERY MAT PAY OI ENR TUP CCK ….. CRI SKX BC LEG COH ICON IRBT DECK=Bottom (Consumer)
TRAN(37): -2.29% Top=TDW LSTR JBLU TK KEX JBHT CSX KSU ….. DAL AAL TRN STNG SAVE GBX DHT HA=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 1:33 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:25 am

Market Stats at 10:25 am ET
by daytrend on 20150130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 961.

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 (20150130 10:25 am ET)
8.3% of stocks are above yesterday’s high.
39.8% are above yesterday’s midpoint. (60.2% are below.)
17.6% are below yesterday’s low.
74.1% are inside yesterday’s range.
22.9% of stocks with today’s high > yesterday’s high. (77.1% less than).
28.2% of stocks with today’s low < yesterday’s low. (71.8% greater than).

EVIDENCE OF INTRADAY TREND (20150130 10:25 am ET)
40.8% of stocks are above today’s open. (57.5% are below).
19.4% of stocks are above today’s open and yesterday’s close.
56.9% are below both.
2.3% of stocks opened above yesterday’s high.
5.6% of stocks opened above yesterday’s close. (93.9% opened below yesterday’s close).
7.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150130 10:25 am ET)
6.7% of stocks are in the top 10% of today’s range.
12.6% are in the top 20%.
32.4% are in the top half. 67.6% of stocks are in the bottom half of today’s range.
41.1% are in the bottom 20%.
28.4% are in the bottom 10%.

GAIN (20150130 10:25 am ET)
21.1% of stocks are above yesterday’s close. (78.9% are below.)
0.5% are up 4.5% or more. 0.8% are down 4.5% or more.
1.2% are up 3.5% or more. 1.8% are down 3.5% or more.
43.2% are between +1% and -1%.

RSI on DAILY (20150130 10:25 am ET)
2-day: >=95:1.5%…>=90:1.8%…>=80:4.6%…>=50:18.3%…<=20:33.2%…<=10:17.9%…<=5:9.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:37.8%…<=20:1.2%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:39.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150130 10:25 am ET)
8.3% above previous 1 highs, 17.6% below previous 1 lows
2.4% above previous 2 highs, 15.8% below previous 2 lows
1.9% above previous 3 highs, 14.5% below previous 3 lows
1.4% above previous 4 highs, 12.6% below previous 4 lows
1.1% above previous 5 highs, 11.8% below previous 5 lows
1.0% above previous 6 highs, 9.8% below previous 6 lows
1.0% above previous 7 highs, 7.7% below previous 7 lows
1.0% above previous 8 highs, 6.9% below previous 8 lows
1.0% above previous 9 highs, 5.5% below previous 9 lows
1.0% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150130 10:25 am ET)
21.1% are above or equal to 1/29 close (1 days ago), 78.9% are below.
42.9% are above or equal to 1/28 close (2 days ago), 57.1% are below.
17.2% are above or equal to 1/27 close (3 days ago), 82.8% are below.
16.5% are above or equal to 1/26 close (4 days ago), 83.5% are below.
29.6% are above or equal to 1/23 close (5 days ago), 70.4% are below.
27.7% are above or equal to 1/22 close (6 days ago), 72.3% are below.
45.6% are above or equal to 1/21 close (7 days ago), 54.4% are below.
51.1% are above or equal to 1/20 close (8 days ago), 48.9% are below.
48.1% are above or equal to 1/16 close (9 days ago), 51.9% are below.
62.2% are above or equal to 1/15 close (10 days ago), 37.8% are below.
52.3% are above or equal to 1/14 close (11 days ago), 47.7% are below.
47.8% are above or equal to 1/13 close (12 days ago), 52.2% are below.
44.5% are above or equal to 1/12 close (13 days ago), 55.5% are below.
39.9% are above or equal to 1/9 close (14 days ago), 60.1% are below.
35.7% are above or equal to 1/8 close (15 days ago), 64.3% are below.
46.1% are above or equal to 1/7 close (16 days ago), 53.9% are below.
52.8% are above or equal to 1/6 close (17 days ago), 47.2% are below.
46.1% are above or equal to 1/5 close (18 days ago), 53.9% are below.
36.1% are above or equal to 1/2 close (19 days ago), 63.9% are below.
35.6% are above or equal to 12/31 close (20 days ago), 64.4% are below.
33.3% are above or equal to 12/30 close (21 days ago), 66.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150130 10:25 am ET)
20d: 2.5% new highs, 7.1% new lows
21d: 2.5% new highs, 7.1% new lows
42d: 2.2% new highs, 5.6% new lows
63d: 2.2% new highs, 4.4% new lows
126d: 1.8% new highs, 3.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150130 10:25 am ET)
2-day: 20.1% above, 79.9% below
3-day: 28.5% above, 71.5% below
4-day: 19.5% above, 80.5% below
5-day: 16.2% above, 83.8% below
8-day: 26.0% above, 74.0% below
10-day: 33.2% above, 66.8% below
20-day: 41.8% above, 58.2% below
50-day: 40.4% above, 59.6% below
200-day: 51.6% above, 48.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150130 10:25 am ET)
META(31): 1.11% Top=CLF GOLD AG X TCK SCCO SSRI FCX ….. RGLD HCLP SWC AA ZINC SLCA CENX TMST=Bottom (Metals & Mining)
ENER(109): 0.75% Top=BBG NBR LPI CJES VNR BCEI HP EPE ….. RSPP RRC MWE GPOR RICE NFG PE CRR=Bottom (Energy)
CHEM(32): -0.06% Top=EMN CHMT GRA FTK HUN DOW WLK POL ….. VAL MEOH IFF PX AXLL PPG CYT CBT=Bottom (Chemicals/Fertilizers)
DISV(46): -0.63% Top=MAN V MA ADT BAH MCO FLT YY ….. VNTV AL LDOS GEO ULTA APOL RCII TYC=Bottom (Diversified Services)
MANU(44): -0.64% Top=IR MRC ATI CRS DDD CFX EMR CR ….. DOV ATU SWK FLS WWD CMI MHK KMT=Bottom (Manufacturing)
COHW(49): -0.81% Top=SYNA SSYS JNPR COMM CCI KN UBNT AAPL ….. WIN ARUN STX OLED HPQ CIEN JDSU SWIR=Bottom (Computer Hardware/Telecom)
REAL(86): -0.92% Top=AGNC NLY RLGY CYS NSM BRX TWO PCL ….. DFT PLD CLDT PEB LHO HST HPT ASPS=Bottom (Real Estate)
ELEC(60): -1.04% Top=CPHD TSL BRCM SPWR HIMX CSIQ CRUS GLW ….. AFFX SIMO LRCX FLEX TRMB TER CAVM INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(89): -1.09% Top=GOOG FEYE CYBR SWI TWTR MBLY LNKD ROVI ….. CTXS MANH PTC NOW LOCK VDSI SFUN WUBA=Bottom (Computer Software/Internet)
FINA(97): -1.14% Top=BX ISBC NDAQ LM UMPQ KKR ARCC CIT ….. CMA PB JNS TCBI TD BMO RY PFG=Bottom (Banks/Financials)
MATE(30): -1.15% Top=WY RYL RYN MTH DAR OC CLH TPH ….. FAST MAS AWI RSG MLM LEN KBH PHM=Bottom (Materials & Construction)
INSU(39): -1.16% Top=MBI AIG FNF CLGX AGO PRE L WSH ….. AFSI AON XL SLF MTG RDN CB LNC=Bottom (Insurance)
HEAL(52): -1.16% Top=PKI OPK DGX ZMH COV BSX BAX CVD ….. HNT EW CYH PODD BKD KND BCR ALGN=Bottom (Health)
LEIS(34): -1.18% Top=QUNR DNKN EXPE KING WEN PNK MCD HLT ….. SONC YUM RCL LOCO EAT OWW WYNN MGM=Bottom (Leisure)
RETA(68): -1.41% Top=AMZN W COST DLTR BBY KR SFM WFM ….. KORS TIF PLCE JCP FINL RH GES DKS=Bottom (Retail & Specialty Retail)
CONS(58): -1.53% Top=HAR PAY OI MAT ENR BERY TUP BMS ….. CRI IRBT SKX ICON BC HBI LEG DECK=Bottom (Consumer)
TRAN(37): -2.05% Top=TDW GLOG WERN JBHT CNW FDX LSTR CSX ….. CPA AAL UAL SAVE DAL GBX DHT HA=Bottom (Transportation)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:25 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:15 am

Market Stats at 10:15 am ET
by daytrend on 20150130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 959.

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 (20150130 10:15 am ET)
7.1% of stocks are above yesterday’s high.
41.0% are above yesterday’s midpoint. (59.0% are below.)
15.6% are below yesterday’s low.
77.3% are inside yesterday’s range.
22.1% of stocks with today’s high > yesterday’s high. (77.9% less than).
26.7% of stocks with today’s low < yesterday’s low. (73.3% greater than).

EVIDENCE OF INTRADAY TREND (20150130 10:15 am ET)
43.6% of stocks are above today’s open. (55.3% are below).
19.1% of stocks are above today’s open and yesterday’s close.
54.3% are below both.
2.3% of stocks opened above yesterday’s high.
5.4% of stocks opened above yesterday’s close. (94.1% opened below yesterday’s close).
7.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150130 10:15 am ET)
5.6% of stocks are in the top 10% of today’s range.
11.9% are in the top 20%.
35.6% are in the top half. 64.4% of stocks are in the bottom half of today’s range.
34.9% are in the bottom 20%.
16.6% are in the bottom 10%.

GAIN (20150130 10:15 am ET)
20.8% of stocks are above yesterday’s close. (79.2% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
0.9% are up 3.5% or more. 1.9% are down 3.5% or more.
47.9% are between +1% and -1%.

RSI on DAILY (20150130 10:15 am ET)
2-day: >=95:1.3%…>=90:1.8%…>=80:4.3%…>=50:19.7%…<=20:33.1%…<=10:17.1%…<=5:8.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:38.8%…<=20:1.3%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:39.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150130 10:15 am ET)
7.1% above previous 1 highs, 15.6% below previous 1 lows
2.2% above previous 2 highs, 14.2% below previous 2 lows
1.8% above previous 3 highs, 12.7% below previous 3 lows
1.5% above previous 4 highs, 11.4% below previous 4 lows
1.3% above previous 5 highs, 10.5% below previous 5 lows
1.1% above previous 6 highs, 9.3% below previous 6 lows
1.1% above previous 7 highs, 7.3% below previous 7 lows
1.1% above previous 8 highs, 6.6% below previous 8 lows
1.1% above previous 9 highs, 4.7% below previous 9 lows
1.1% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150130 10:15 am ET)
20.8% are above or equal to 1/29 close (1 days ago), 79.2% are below.
45.7% are above or equal to 1/28 close (2 days ago), 54.3% are below.
18.0% are above or equal to 1/27 close (3 days ago), 82.0% are below.
16.0% are above or equal to 1/26 close (4 days ago), 84.0% are below.
30.3% are above or equal to 1/23 close (5 days ago), 69.7% are below.
28.6% are above or equal to 1/22 close (6 days ago), 71.4% are below.
47.2% are above or equal to 1/21 close (7 days ago), 52.8% are below.
52.3% are above or equal to 1/20 close (8 days ago), 47.7% are below.
48.9% are above or equal to 1/16 close (9 days ago), 51.1% are below.
62.9% are above or equal to 1/15 close (10 days ago), 37.1% are below.
52.7% are above or equal to 1/14 close (11 days ago), 47.3% are below.
48.2% are above or equal to 1/13 close (12 days ago), 51.8% are below.
45.2% are above or equal to 1/12 close (13 days ago), 54.8% are below.
39.8% are above or equal to 1/9 close (14 days ago), 60.2% are below.
36.0% are above or equal to 1/8 close (15 days ago), 64.0% are below.
46.9% are above or equal to 1/7 close (16 days ago), 53.1% are below.
53.9% are above or equal to 1/6 close (17 days ago), 46.1% are below.
46.6% are above or equal to 1/5 close (18 days ago), 53.4% are below.
37.1% are above or equal to 1/2 close (19 days ago), 62.9% are below.
36.2% are above or equal to 12/31 close (20 days ago), 63.8% are below.
33.7% are above or equal to 12/30 close (21 days ago), 66.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150130 10:15 am ET)
20d: 2.4% new highs, 6.9% new lows
21d: 2.4% new highs, 6.9% new lows
42d: 2.1% new highs, 5.6% new lows
63d: 2.1% new highs, 4.4% new lows
126d: 1.8% new highs, 3.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150130 10:15 am ET)
2-day: 19.8% above, 80.2% below
3-day: 29.6% above, 70.4% below
4-day: 20.4% above, 79.6% below
5-day: 16.4% above, 83.6% below
8-day: 27.0% above, 73.0% below
10-day: 34.7% above, 65.3% below
20-day: 42.3% above, 57.7% below
50-day: 40.5% above, 59.5% below
200-day: 51.7% above, 48.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150130 10:15 am ET)
ENER(109): 0.56% Top=HP BBG NBR BCEI UPL CJES EPE CAM ….. RSPP INT RRC GPOR NFG RICE PE CRR=Bottom (Energy)
META(28): 0.41% Top=CLF X SCCO FCX GOLD TCK CMC ABX ….. GG SWC AA CNX SLCA ZINC CENX TMST=Bottom (Metals & Mining)
CHEM(32): 0.05% Top=EMN CHMT ALB GRA DOW HUN GPRE APD ….. PPG CF AXLL PX RPM CYT CBT MEOH=Bottom (Chemicals/Fertilizers)
MANU(44): -0.46% Top=IR MRC JKS DDD CFX ATI CRS AOS ….. HON FLS CMI SWK WOR WWD MHK KMT=Bottom (Manufacturing)
DISV(46): -0.64% Top=MAN V MA YY ADT BAH MCO FLT ….. TMH APOL AL GEO SERV RCII LDOS TYC=Bottom (Diversified Services)
COHW(49): -0.76% Top=SYNA COMM JNPR SSYS KN AAPL CCI QCOM ….. SMCI GOGO CIEN OLED STX ARUN HPQ SWIR=Bottom (Computer Hardware/Telecom)
ELEC(60): -0.85% Top=CPHD TSL BRCM CSIQ SPWR HIMX CRUS GLW ….. LRCX SIMO TRMB AFFX FLEX TER CAVM INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(86): -0.89% Top=AGNC NLY RLGY MAC BRX CYS NSM GGP ….. PKY DRH HST CLDT HPT PEB LHO ASPS=Bottom (Real Estate)
HEAL(52): -0.90% Top=PKI DGX OPK ZMH BAX COV BSX CVD ….. SYK CYH PODD HNT BKD KND BCR ALGN=Bottom (Health)
COSW(89): -1.03% Top=FEYE GOOG CYBR MBLY SWI TWTR VIPS LNKD ….. CSC XRX PTC LOCK VDSI SFUN WUBA NOW=Bottom (Computer Software/Internet)
MATE(30): -1.06% Top=WY RYL RYN OC DAR CLH TPH BECN ….. MTZ RSG VMC PWR LEN KBH MLM PHM=Bottom (Materials & Construction)
INSU(39): -1.07% Top=MBI AIG FNF ACGL CLGX ORI AGO VR ….. XL AFSI GNW SLF MTG RDN CB LNC=Bottom (Insurance)
FINA(98): -1.10% Top=OCN BX ISBC LM NDAQ UMPQ KKR AXP ….. CMA PB JNS TD TCBI PFG RY BMO=Bottom (Banks/Financials)
RETA(68): -1.14% Top=AMZN COST W WFM DLTR BBY CST ZU ….. KORS HSNI RH GME JCP FINL GES DKS=Bottom (Retail & Specialty Retail)
LEIS(34): -1.22% Top=QUNR EXPE DNKN WEN KING HLT PNK MCD ….. DRI SONC BLMN TXRH EAT WYNN MGM LOCO=Bottom (Leisure)
CONS(58): -1.29% Top=MAT PAY HAR OI ENR TUP TPX BMS ….. IRBT KS SKX ICON BC HBI LEG DECK=Bottom (Consumer)
TRAN(37): -1.97% Top=TDW GLOG WERN JBHT FDX LSTR UPS CNW ….. AAL STNG CPA DAL SAVE GBX DHT HA=Bottom (Transportation)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:15 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:53 am

Market Stats at 9:52 am ET
by daytrend on 20150130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 958.

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 (20150130 9:52 am ET)
7.9% of stocks are above yesterday’s high.
53.3% are above yesterday’s midpoint. (46.7% are below.)
9.2% are below yesterday’s low.
82.9% are inside yesterday’s range.
17.3% of stocks with today’s high > yesterday’s high. (82.7% less than).
20.0% of stocks with today’s low < yesterday’s low. (80.0% greater than).

EVIDENCE OF INTRADAY TREND (20150130 9:52 am ET)
62.0% of stocks are above today’s open. (36.0% are below).
21.5% of stocks are above today’s open and yesterday’s close.
34.8% are below both.
2.3% of stocks opened above yesterday’s high.
5.3% of stocks opened above yesterday’s close. (94.2% opened below yesterday’s close).
7.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150130 9:52 am ET)
12.4% of stocks are in the top 10% of today’s range.
21.7% are in the top 20%.
53.9% are in the top half. 46.1% of stocks are in the bottom half of today’s range.
18.7% are in the bottom 20%.
9.6% are in the bottom 10%.

GAIN (20150130 9:52 am ET)
23.9% of stocks are above yesterday’s close. (76.1% are below.)
0.8% are up 4.5% or more. 0.7% are down 4.5% or more.
1.4% are up 3.5% or more. 0.8% are down 3.5% or more.
68.4% are between +1% and -1%.

RSI on DAILY (20150130 9:52 am ET)
2-day: >=95:1.7%…>=90:3.0%…>=80:6.5%…>=50:26.6%…<=20:29.5%…<=10:16.1%…<=5:7.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:41.5%…<=20:1.4%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:42.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150130 9:52 am ET)
7.9% above previous 1 highs, 9.2% below previous 1 lows
2.7% above previous 2 highs, 8.7% below previous 2 lows
2.3% above previous 3 highs, 8.6% below previous 3 lows
1.6% above previous 4 highs, 7.5% below previous 4 lows
1.6% above previous 5 highs, 7.0% below previous 5 lows
1.6% above previous 6 highs, 6.1% below previous 6 lows
1.6% above previous 7 highs, 5.2% below previous 7 lows
1.5% above previous 8 highs, 5.0% below previous 8 lows
1.5% above previous 9 highs, 4.2% below previous 9 lows
1.5% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150130 9:52 am ET)
23.9% are above or equal to 1/29 close (1 days ago), 76.1% are below.
54.8% are above or equal to 1/28 close (2 days ago), 45.2% are below.
24.4% are above or equal to 1/27 close (3 days ago), 75.6% are below.
19.3% are above or equal to 1/26 close (4 days ago), 80.7% are below.
34.0% are above or equal to 1/23 close (5 days ago), 66.0% are below.
32.6% are above or equal to 1/22 close (6 days ago), 67.4% are below.
49.8% are above or equal to 1/21 close (7 days ago), 50.2% are below.
55.6% are above or equal to 1/20 close (8 days ago), 44.4% are below.
52.5% are above or equal to 1/16 close (9 days ago), 47.5% are below.
65.2% are above or equal to 1/15 close (10 days ago), 34.8% are below.
54.9% are above or equal to 1/14 close (11 days ago), 45.1% are below.
51.0% are above or equal to 1/13 close (12 days ago), 49.0% are below.
46.9% are above or equal to 1/12 close (13 days ago), 53.1% are below.
41.8% are above or equal to 1/9 close (14 days ago), 58.2% are below.
37.6% are above or equal to 1/8 close (15 days ago), 62.4% are below.
49.3% are above or equal to 1/7 close (16 days ago), 50.7% are below.
55.8% are above or equal to 1/6 close (17 days ago), 44.2% are below.
48.6% are above or equal to 1/5 close (18 days ago), 51.4% are below.
38.6% are above or equal to 1/2 close (19 days ago), 61.4% are below.
37.9% are above or equal to 12/31 close (20 days ago), 62.1% are below.
35.2% are above or equal to 12/30 close (21 days ago), 64.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150130 9:52 am ET)
20d: 2.1% new highs, 6.5% new lows
21d: 2.1% new highs, 6.5% new lows
42d: 1.9% new highs, 5.4% new lows
63d: 1.9% new highs, 4.3% new lows
126d: 1.6% new highs, 3.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150130 9:52 am ET)
2-day: 22.8% above, 77.2% below
3-day: 40.2% above, 59.8% below
4-day: 28.4% above, 71.6% below
5-day: 23.9% above, 76.1% below
8-day: 31.7% above, 68.3% below
10-day: 38.4% above, 61.6% below
20-day: 44.6% above, 55.4% below
50-day: 42.4% above, 57.6% below
200-day: 52.5% above, 47.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150130 9:52 am ET)
ELEC(60): 0.20% Top=CPHD TSL CSIQ BRCM SPWR HIMX ONNN MCHP ….. APH INTC LRCX TRMB FLEX CAVM TER INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(109): 0.09% Top=BBG UPL BCEI CJES CRZO HP LPI OAS ….. EMES ECA GPOR DPM RICE PE NFG CRR=Bottom (Energy)
CHEM(32): -0.00% Top=EMN CHMT POL DOW GPRE WLK GRA APD ….. PPG RPM PX IFF VAL CYT MEOH CBT=Bottom (Chemicals/Fertilizers)
META(28): -0.06% Top=CLF X SCCO GOLD CMC NUE FCX BTU ….. RGLD HCLP CNX AEM ZINC GG CENX TMST=Bottom (Metals & Mining)
COHW(49): -0.18% Top=SYNA BRCD COMM SSYS AAPL JNPR QCOM UBNT ….. CSCO GOGO HPQ JDSU SWIR EMC SNDK WIN=Bottom (Computer Hardware/Telecom)
DISV(46): -0.21% Top=MAN V MA Z PCLN YY ABCO ADT ….. CAR RCII ACM XRS LDOS JEC GEO TYC=Bottom (Diversified Services)
MANU(44): -0.31% Top=JKS IR DDD MRC EMR ATI XYL CFX ….. ROP WOR BWC TEX CMI MHK RS KMT=Bottom (Manufacturing)
COSW(89): -0.47% Top=FEYE GOOG TWTR SWI PFPT VIPS CYBR MBLY ….. WUBA SLH PTC CHKP SFUN CSC CTXS VDSI=Bottom (Computer Software/Internet)
RETA(68): -0.52% Top=AMZN W WFM COST SHLD CHS SFM DLTR ….. PLCE HSNI JCP WSM TIF GME GES DKS=Bottom (Retail & Specialty Retail)
HEAL(52): -0.55% Top=PKI OPK ZMH IRWD DGX PRXL ABMD ABT ….. BKD PODD EVHC HLS KND HOLX BCR ALGN=Bottom (Health)
CONS(58): -0.78% Top=PAY HAR MAT NWL TPX ENR OI UFS ….. SKX ICON BERY WHR AVP BC LEG DECK=Bottom (Consumer)
LEIS(34): -0.79% Top=QUNR EXPE WEN DNKN CCL PNK HLT KING ….. ARMK HOT BLMN EAT LVS WYNN LOCO MGM=Bottom (Leisure)
FINA(97): -0.86% Top=LM UMPQ NDAQ ISBC TCB BX SLM BNCL ….. CMA IVZ TCBI BEN TD BMO PFG RY=Bottom (Banks/Financials)
MATE(30): -0.86% Top=WY RYL RYN TPH OC CLH BECN FAST ….. FLR AWI TOL LEN MLM VMC RSG PHM=Bottom (Materials & Construction)
REAL(86): -0.88% Top=NSM PCL BRX STWD CYS SNH O AGNC ….. SLG HLSS SHO DRH HPT ASPS PEB LHO=Bottom (Real Estate)
INSU(39): -0.90% Top=FNF ORI AIG AJG AGO MBI FAF HIG ….. AFSI TRV AIZ MTG XL SLF LNC CB=Bottom (Insurance)
TRAN(37): -1.31% Top=XPO UPS TDW KSU WERN CSX JBLU EXPD ….. LUV CPA DAL GBX STNG SAVE DHT HA=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 9:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

01/29/2015

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20150129. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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

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

COMPARED TO YESTERDAY’S RANGE (20150129 Closing)
11.2% of stocks are above yesterday’s high.
36.3% are above yesterday’s midpoint. (63.7% are below.)
20.0% are below yesterday’s low.
68.9% are inside yesterday’s range.
17.3% of stocks with today’s high > yesterday’s high. (82.7% less than).
84.1% of stocks with today’s low < yesterday’s low. (15.9% greater than).

EVIDENCE OF INTRADAY TREND (20150129 Closing)
66.9% of stocks are above today’s open. (31.7% are below).
63.7% of stocks are above today’s open and yesterday’s close.
23.6% are below both.
2.5% of stocks opened above yesterday’s high.
62.0% of stocks opened above yesterday’s close. (32.3% opened below yesterday’s close).
15.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150129 Closing)
33.1% of stocks are in the top 10% of today’s range.
56.0% are in the top 20%.
82.8% are in the top half. 17.2% of stocks are in the bottom half of today’s range.
3.5% are in the bottom 20%.
1.1% are in the bottom 10%.

GAIN (20150129 Closing)
73.1% of stocks are above yesterday’s close. (26.9% are below.)
2.9% are up 4.5% or more. 2.0% are down 4.5% or more.
5.0% are up 3.5% or more. 3.5% are down 3.5% or more.
47.0% are between +1% and -1%.

RSI on DAILY (20150129 Closing)
2-day: >=95:4.5%…>=90:7.5%…>=80:14.1%…>=50:47.3%…<=20:21.7%…<=10:12.3%…<=5:5.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.9%…>=50:47.1%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:46.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150129 Closing)
11.2% above previous 1 highs, 20.0% below previous 1 lows
10.0% above previous 2 highs, 16.4% below previous 2 lows
7.5% above previous 3 highs, 13.8% below previous 3 lows
7.1% above previous 4 highs, 12.8% below previous 4 lows
7.0% above previous 5 highs, 11.0% below previous 5 lows
7.0% above previous 6 highs, 9.2% below previous 6 lows
6.6% above previous 7 highs, 7.8% below previous 7 lows
6.5% above previous 8 highs, 7.0% below previous 8 lows
5.8% above previous 9 highs, 6.8% below previous 9 lows
5.5% above previous 10 highs, 6.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150129 Closing)
73.1% are above or equal to 1/28 close (1 days ago), 26.9% are below.
33.6% are above or equal to 1/27 close (2 days ago), 66.4% are below.
24.9% are above or equal to 1/26 close (3 days ago), 75.1% are below.
41.9% are above or equal to 1/23 close (4 days ago), 58.1% are below.
37.5% are above or equal to 1/22 close (5 days ago), 62.5% are below.
56.4% are above or equal to 1/21 close (6 days ago), 43.6% are below.
63.7% are above or equal to 1/20 close (7 days ago), 36.3% are below.
59.2% are above or equal to 1/16 close (8 days ago), 40.8% are below.
72.6% are above or equal to 1/15 close (9 days ago), 27.4% are below.
60.6% are above or equal to 1/14 close (10 days ago), 39.4% are below.
55.6% are above or equal to 1/13 close (11 days ago), 44.4% are below.
52.9% are above or equal to 1/12 close (12 days ago), 47.1% are below.
46.6% are above or equal to 1/9 close (13 days ago), 53.4% are below.
40.5% are above or equal to 1/8 close (14 days ago), 59.5% are below.
52.3% are above or equal to 1/7 close (15 days ago), 47.7% are below.
57.9% are above or equal to 1/6 close (16 days ago), 42.1% are below.
50.9% are above or equal to 1/5 close (17 days ago), 49.1% are below.
40.7% are above or equal to 1/2 close (18 days ago), 59.3% are below.
39.9% are above or equal to 12/31 close (19 days ago), 60.1% are below.
37.7% are above or equal to 12/30 close (20 days ago), 62.3% are below.
34.9% are above or equal to 12/29 close (21 days ago), 65.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150129 Closing)
20d: 5.6% new highs, 20.1% new lows
21d: 5.4% new highs, 20.0% new lows
42d: 4.5% new highs, 14.9% new lows
63d: 4.5% new highs, 12.3% new lows
126d: 3.8% new highs, 8.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150129 Closing)
2-day: 71.8% above, 28.2% below
3-day: 48.5% above, 51.5% below
4-day: 34.8% above, 65.2% below
5-day: 36.0% above, 64.0% below
8-day: 46.3% above, 53.7% below
10-day: 52.2% above, 47.8% below
20-day: 50.0% above, 50.0% below
50-day: 44.7% above, 55.3% below
200-day: 53.2% above, 46.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150129 Closing)
MATE(30): 1.98% Top=MTH RYL KBH PHM DHI LEN TOL MDC ….. MTZ WCN AWI OC WM WY RSG CVA=Bottom (Materials & Construction)
CONS(57): 1.79% Top=HAR BC COH KATE CL SEE UFS COTY ….. ENR PKG MAT BERY BMS ICON CCK PAY=Bottom (Consumer)
HEAL(50): 1.17% Top=VAR MD HOLX OPK ZLTQ ABT TMO HLS ….. BDX RMD MDT PODD PRXL KND STJ ZMH=Bottom (Health)
ELEC(53): 1.04% Top=FSL CAVM CPHD JBL TSRA AFFX SWKS BRKR ….. DLB AMBA TER ONNN FSLR SPWR GLW CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(43): 0.99% Top=SWK JOY KMT WOR MHK FLS TEX ITT ….. CAT PCP XYL DDD GNRC JKS MRC TKR=Bottom (Manufacturing)
FINA(94): 0.98% Top=IVZ TCB HBAN CMA FII NTRS PNC BK ….. VLY LAZ WDR KKR APO SLM PSEC BMO=Bottom (Banks/Financials)
COSW(78): 0.74% Top=AZPN VDSI NOW GRPN LOCK PTC CRM DATA ….. NCR TRAK AWAY SFUN VIPS JD YHOO FTNT=Bottom (Computer Software/Internet)
LEIS(32): 0.70% Top=LOCO MCD BLMN DRI DNKN JACK SONC YUM ….. CCL MGM EAT LVS GPRO OWW LQ RCL=Bottom (Leisure)
TRAN(33): 0.69% Top=JBLU UAL HA SAVE DAL ALK AAL LUV ….. LSTR NAT CNW ODFL WERN KEX KNX SWFT=Bottom (Transportation)
DISV(46): 0.68% Top=RHI KBR SERV ABCO GEO WOOF CTAS MCO ….. YY VNTV PAYX ACM PRAA CAR R WTW=Bottom (Diversified Services)
INSU(37): 0.64% Top=WSH MTG WRB LNC ORI UNM CINF AFSI ….. MET TRV PRU VR FNF CLGX BRO AXS=Bottom (Insurance)
RETA(66): 0.45% Top=TSCO KORS BBY HD AMZN TFM LB TGT ….. CAB CST MIK SHLD ZU RAD GME BABA=Bottom (Retail & Specialty Retail)
REAL(82): 0.28% Top=LXP CLDT LPT MPW HPT DFT NSM SHO ….. CPT ACC SBRA OHI UDR GGP AVB HLSS=Bottom (Real Estate)
COHW(47): 0.24% Top=SWIR COMM PANW AAPL GOGO SYNA INFN ARRS ….. EMC SSYS UBNT CTL JDSU FNSR OLED QCOM=Bottom (Computer Hardware/Telecom)
CHEM(30): 0.19% Top=APD CYT DOW RPM AXLL CF PPG IFF ….. POT PX WPZ GRA MEOH GPRE CHMT ALB=Bottom (Chemicals/Fertilizers)
ENER(108): 0.02% Top=BBG SGY NFX FANG BBEP CRR PDCE PE ….. EMES HP RDC RIG CJES NGLS ECA DO=Bottom (Energy)
META(26): -1.33% Top=CENX SLCA SWC AA TCK BTU ZINC CMC ….. ABX SLW FCX HCLP TMST STLD RGLD CLF=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 @ 3:07 pm

Market Stats at 3:07 pm ET
by daytrend on 20150129. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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

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

COMPARED TO YESTERDAY’S RANGE (20150129 3:07 pm ET)
7.2% of stocks are above yesterday’s high.
25.9% are above yesterday’s midpoint. (74.1% are below.)
28.5% are below yesterday’s low.
64.3% are inside yesterday’s range.
13.9% of stocks with today’s high > yesterday’s high. (86.1% less than).
84.1% of stocks with today’s low < yesterday’s low. (15.9% greater than).

EVIDENCE OF INTRADAY TREND (20150129 3:07 pm ET)
56.6% of stocks are above today’s open. (41.2% are below).
53.2% of stocks are above today’s open and yesterday’s close.
33.1% are below both.
2.5% of stocks opened above yesterday’s high.
62.0% of stocks opened above yesterday’s close. (32.3% opened below yesterday’s close).
15.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150129 3:07 pm ET)
21.1% of stocks are in the top 10% of today’s range.
40.1% are in the top 20%.
73.7% are in the top half. 26.3% of stocks are in the bottom half of today’s range.
5.5% are in the bottom 20%.
1.9% are in the bottom 10%.

GAIN (20150129 3:07 pm ET)
63.2% of stocks are above yesterday’s close. (36.8% are below.)
2.4% are up 4.5% or more. 2.3% are down 4.5% or more.
3.7% are up 3.5% or more. 4.4% are down 3.5% or more.
55.8% are between +1% and -1%.

RSI on DAILY (20150129 3:07 pm ET)
2-day: >=95:3.6%…>=90:6.6%…>=80:11.3%…>=50:37.0%…<=20:29.5%…<=10:15.0%…<=5:6.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:43.3%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:43.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150129 3:07 pm ET)
7.2% above previous 1 highs, 28.5% below previous 1 lows
6.7% above previous 2 highs, 23.4% below previous 2 lows
5.2% above previous 3 highs, 19.7% below previous 3 lows
4.9% above previous 4 highs, 17.8% below previous 4 lows
4.8% above previous 5 highs, 15.7% below previous 5 lows
4.7% above previous 6 highs, 12.8% below previous 6 lows
4.6% above previous 7 highs, 10.5% below previous 7 lows
4.6% above previous 8 highs, 9.4% below previous 8 lows
3.9% above previous 9 highs, 8.8% below previous 9 lows
3.8% above previous 10 highs, 8.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150129 3:07 pm ET)
63.2% are above or equal to 1/28 close (1 days ago), 36.8% are below.
25.5% are above or equal to 1/27 close (2 days ago), 74.5% are below.
19.8% are above or equal to 1/26 close (3 days ago), 80.2% are below.
36.1% are above or equal to 1/23 close (4 days ago), 63.9% are below.
33.1% are above or equal to 1/22 close (5 days ago), 66.9% are below.
53.2% are above or equal to 1/21 close (6 days ago), 46.8% are below.
59.8% are above or equal to 1/20 close (7 days ago), 40.2% are below.
55.9% are above or equal to 1/16 close (8 days ago), 44.1% are below.
69.7% are above or equal to 1/15 close (9 days ago), 30.3% are below.
56.9% are above or equal to 1/14 close (10 days ago), 43.1% are below.
52.0% are above or equal to 1/13 close (11 days ago), 48.0% are below.
49.0% are above or equal to 1/12 close (12 days ago), 51.0% are below.
42.7% are above or equal to 1/9 close (13 days ago), 57.3% are below.
38.0% are above or equal to 1/8 close (14 days ago), 62.0% are below.
49.6% are above or equal to 1/7 close (15 days ago), 50.4% are below.
55.9% are above or equal to 1/6 close (16 days ago), 44.1% are below.
49.5% are above or equal to 1/5 close (17 days ago), 50.5% are below.
39.1% are above or equal to 1/2 close (18 days ago), 60.9% are below.
38.0% are above or equal to 12/31 close (19 days ago), 62.0% are below.
35.4% are above or equal to 12/30 close (20 days ago), 64.6% are below.
33.2% are above or equal to 12/29 close (21 days ago), 66.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150129 3:07 pm ET)
20d: 4.6% new highs, 20.1% new lows
21d: 4.3% new highs, 20.0% new lows
42d: 3.8% new highs, 14.9% new lows
63d: 3.8% new highs, 12.3% new lows
126d: 3.2% new highs, 8.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150129 3:07 pm ET)
2-day: 61.5% above, 38.5% below
3-day: 37.2% above, 62.8% below
4-day: 25.9% above, 74.1% below
5-day: 28.8% above, 71.2% below
8-day: 40.6% above, 59.4% below
10-day: 47.0% above, 53.0% below
20-day: 45.4% above, 54.6% below
50-day: 42.4% above, 57.6% below
200-day: 53.1% above, 46.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150129 3:07 pm ET)
MATE(30): 1.65% Top=RYL KBH PHM MTH DHI TOL LEN MDC ….. WCN MTZ OC AWI WM WY RSG CVA=Bottom (Materials & Construction)
CONS(57): 1.52% Top=HAR BC KATE COH CL COTY SEE UFS ….. PBI BERY BMS PKG ICON ENR CCK PAY=Bottom (Consumer)
HEAL(50): 0.73% Top=VAR MD OPK HOLX ZLTQ ABT TMO BAX ….. EVHC BKD CYH UHS PRXL KND STJ ZMH=Bottom (Health)
FINA(94): 0.65% Top=TCB IVZ HBAN CMA NTRS KEY FII PNC ….. RY DFS ICE WDR APO VLY PSEC BMO=Bottom (Banks/Financials)
MANU(43): 0.58% Top=SWK KMT JOY WOR MHK DOV DCI SPW ….. XYL CAT AOS DDD GNRC JKS MRC TKR=Bottom (Manufacturing)
ELEC(53): 0.52% Top=FSL TSRA CAVM LSCC AFFX JBL SWKS BRKR ….. LRCX CREE TER FSLR ONNN SPWR GLW CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(32): 0.44% Top=LOCO MCD BLMN DNKN DRI BYD SBUX SONC ….. CCL EAT OWW MGM LVS LQ GPRO RCL=Bottom (Leisure)
INSU(37): 0.38% Top=UNM WRB LNC WSH MTG ORI AFSI ALL ….. FNF AON PRU TRV CLGX BRO GNW AXS=Bottom (Insurance)
COSW(78): 0.37% Top=AZPN VDSI NOW GRPN CTXS CRM PTC XRX ….. AWAY CVLT SFUN TRAK VIPS JD YHOO FTNT=Bottom (Computer Software/Internet)
TRAN(33): 0.26% Top=JBLU UAL SAVE HA ALK DAL LUV AAL ….. TDW CNW ODFL NAT WERN KEX KNX SWFT=Bottom (Transportation)
DISV(46): 0.25% Top=RHI KBR ABCO SERV CTAS MCO WOOF TMH ….. LDOS ACM PAYX VNTV PRAA R CAR WTW=Bottom (Diversified Services)
RETA(66): 0.18% Top=TSCO KORS BBY HD AMZN TGT BIG PIR ….. CHS ASNA MIK SHLD ZU RAD GME BABA=Bottom (Retail & Specialty Retail)
REAL(82): 0.10% Top=CLDT LPT LXP DFT HPT SHO NSM NRF ….. AEC SBRA SLG OHI MFA GGP AVB HLSS=Bottom (Real Estate)
COHW(47): -0.03% Top=AAPL PANW COMM SWIR INFN CSCO LXK ARRS ….. SNDK SSYS KN JDSU CTL OLED FNSR QCOM=Bottom (Computer Hardware/Telecom)
CHEM(30): -0.23% Top=APD CYT DOW RPM AXLL SHW CF PPG ….. POT PX WPZ GRA MEOH CHMT GPRE ALB=Bottom (Chemicals/Fertilizers)
ENER(108): -0.79% Top=BBEP CRR NFX EPD FANG WMB NBL PSX ….. RES EMES APL RIG ECA DO NGLS CJES=Bottom (Energy)
META(26): -1.90% Top=CENX SWC AA TCK ZINC NEM AEM SCCO ….. SLW HCLP FCX X TMST RGLD STLD CLF=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 3:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:42 pm

Market Stats at 1:42 pm ET
by daytrend on 20150129. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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

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

COMPARED TO YESTERDAY’S RANGE (20150129 1:42 pm ET)
4.9% of stocks are above yesterday’s high.
20.0% are above yesterday’s midpoint. (80.0% are below.)
33.3% are below yesterday’s low.
61.7% are inside yesterday’s range.
10.4% of stocks with today’s high > yesterday’s high. (89.6% less than).
84.2% of stocks with today’s low < yesterday’s low. (15.8% greater than).

EVIDENCE OF INTRADAY TREND (20150129 1:42 pm ET)
45.7% of stocks are above today’s open. (52.7% are below).
42.5% of stocks are above today’s open and yesterday’s close.
40.7% are below both.
2.5% of stocks opened above yesterday’s high.
62.1% of stocks opened above yesterday’s close. (32.2% opened below yesterday’s close).
15.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150129 1:42 pm ET)
22.3% of stocks are in the top 10% of today’s range.
32.7% are in the top 20%.
64.7% are in the top half. 35.3% of stocks are in the bottom half of today’s range.
7.7% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN (20150129 1:42 pm ET)
55.7% of stocks are above yesterday’s close. (44.3% are below.)
2.3% are up 4.5% or more. 2.9% are down 4.5% or more.
3.4% are up 3.5% or more. 4.8% are down 3.5% or more.
60.9% are between +1% and -1%.

RSI on DAILY (20150129 1:42 pm ET)
2-day: >=95:3.4%…>=90:5.4%…>=80:9.5%…>=50:27.5%…<=20:35.9%…<=10:17.8%…<=5:7.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:40.1%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:40.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150129 1:42 pm ET)
4.9% above previous 1 highs, 33.3% below previous 1 lows
4.7% above previous 2 highs, 27.2% below previous 2 lows
4.1% above previous 3 highs, 23.1% below previous 3 lows
3.8% above previous 4 highs, 20.9% below previous 4 lows
3.7% above previous 5 highs, 18.3% below previous 5 lows
3.7% above previous 6 highs, 15.0% below previous 6 lows
3.6% above previous 7 highs, 13.2% below previous 7 lows
3.5% above previous 8 highs, 11.2% below previous 8 lows
3.1% above previous 9 highs, 10.2% below previous 9 lows
3.0% above previous 10 highs, 9.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150129 1:42 pm ET)
55.7% are above or equal to 1/28 close (1 days ago), 44.3% are below.
20.7% are above or equal to 1/27 close (2 days ago), 79.3% are below.
16.6% are above or equal to 1/26 close (3 days ago), 83.4% are below.
30.4% are above or equal to 1/23 close (4 days ago), 69.6% are below.
30.8% are above or equal to 1/22 close (5 days ago), 69.2% are below.
49.6% are above or equal to 1/21 close (6 days ago), 50.4% are below.
56.8% are above or equal to 1/20 close (7 days ago), 43.2% are below.
51.2% are above or equal to 1/16 close (8 days ago), 48.8% are below.
66.0% are above or equal to 1/15 close (9 days ago), 34.0% are below.
54.5% are above or equal to 1/14 close (10 days ago), 45.5% are below.
50.0% are above or equal to 1/13 close (11 days ago), 50.0% are below.
47.1% are above or equal to 1/12 close (12 days ago), 52.9% are below.
41.3% are above or equal to 1/9 close (13 days ago), 58.7% are below.
37.0% are above or equal to 1/8 close (14 days ago), 63.0% are below.
48.0% are above or equal to 1/7 close (15 days ago), 52.0% are below.
54.6% are above or equal to 1/6 close (16 days ago), 45.4% are below.
48.1% are above or equal to 1/5 close (17 days ago), 51.9% are below.
37.1% are above or equal to 1/2 close (18 days ago), 62.9% are below.
37.0% are above or equal to 12/31 close (19 days ago), 63.0% are below.
34.2% are above or equal to 12/30 close (20 days ago), 65.8% are below.
32.2% are above or equal to 12/29 close (21 days ago), 67.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150129 1:42 pm ET)
20d: 3.1% new highs, 20.0% new lows
21d: 3.0% new highs, 19.8% new lows
42d: 2.7% new highs, 14.8% new lows
63d: 2.7% new highs, 12.3% new lows
126d: 2.2% new highs, 8.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150129 1:42 pm ET)
2-day: 54.2% above, 45.8% below
3-day: 29.2% above, 70.8% below
4-day: 19.7% above, 80.3% below
5-day: 22.5% above, 77.5% below
8-day: 34.8% above, 65.2% below
10-day: 41.3% above, 58.7% below
20-day: 42.9% above, 57.1% below
50-day: 41.0% above, 59.0% below
200-day: 52.6% above, 47.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150129 1:42 pm ET)
CONS(57): 1.20% Top=HAR KATE COH BC CL COTY GT AVP ….. MAT BERY BMS PKG ENR CCK ICON PAY=Bottom (Consumer)
MATE(30): 1.01% Top=RYL PHM KBH MTH DHI LEN TOL TPH ….. RYN WM MLM AWI WY RSG OC CVA=Bottom (Materials & Construction)
HEAL(50): 0.39% Top=VAR MD ZLTQ OPK HOLX ABT TMO WMGI ….. PRXL THC UHS STJ CYH SEM ZMH KND=Bottom (Health)
FINA(95): 0.38% Top=IVZ TCB HBAN FII CMA FRC NTRS STI ….. KKR CIT WDR PSEC APO VLY BMO OCN=Bottom (Banks/Financials)
ELEC(53): 0.20% Top=FSL AFFX LSCC JBL SWKS TSRA NVDA BRKR ….. LRCX CREE SPWR MRVL ONNN FSLR GLW CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(32): 0.20% Top=LOCO MCD DNKN BLMN BYD DRI DPZ JACK ….. CCL WYNN LVS MGM OWW LQ GPRO RCL=Bottom (Leisure)
TRAN(33): 0.14% Top=JBLU SAVE ALK UAL DAL LUV AAL HA ….. GWR CNW ODFL NAT WERN KEX KNX SWFT=Bottom (Transportation)
MANU(43): 0.13% Top=SWK JOY DCI ITW FLS PNR MHK BWC ….. RS CAT GNRC AOS DDD JKS MRC TKR=Bottom (Manufacturing)
INSU(37): 0.07% Top=WSH AGO AFSI UNM ALL SLF MBI MTG ….. TRV PRE AWH VR BRO CLGX AXS GNW=Bottom (Insurance)
RETA(66): 0.07% Top=TSCO KORS HD BBY LE BIG LOW PIR ….. OUTR MIK ASNA SHLD RAD ZU GME BABA=Bottom (Retail & Specialty Retail)
DISV(46): 0.01% Top=RHI KBR SERV MYGN ABCO MCO CTAS RRD ….. PAYX LDOS VNTV R PRAA WTW CAR BAH=Bottom (Diversified Services)
COSW(78): -0.01% Top=AZPN NOW VDSI GRPN PTC EQIX CTXS XRX ….. NCR FEYE CVLT TRAK JD VIPS YHOO FTNT=Bottom (Computer Software/Internet)
CHEM(30): -0.22% Top=APD CYT DOW SHW MON RPM IFF DD ….. PX WPZ HUN GRA GPRE CHMT MEOH ALB=Bottom (Chemicals/Fertilizers)
REAL(82): -0.26% Top=LPT CLDT CBG BAM NSM DFT LXP MPW ….. GGP CYS NLY SLG IVR AVB OHI SBRA=Bottom (Real Estate)
COHW(47): -0.45% Top=PANW AAPL COMM SWIR SMCI LXK CSCO ADTN ….. SNDK RKUS JDSU EMC CTL FNSR OLED QCOM=Bottom (Computer Hardware/Telecom)
ENER(108): -0.56% Top=CRR NFX EPD BBG PSX FANG OXY WMB ….. IOC RIG DO EMES NGLS ECA RES CJES=Bottom (Energy)
META(25): -2.89% Top=CENX SWC TCK AA CNX SCCO ZINC CCJ ….. GG FCX SLW FNV X CLF STLD RGLD=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 1:42 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:14 pm

Market Stats at 12:14 pm ET
by daytrend on 20150129. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 913.

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

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

COMPARED TO YESTERDAY’S RANGE (20150129 12:14 pm ET)
3.9% of stocks are above yesterday’s high.
13.5% are above yesterday’s midpoint. (86.5% are below.)
47.5% are below yesterday’s low.
48.5% are inside yesterday’s range.
9.5% of stocks with today’s high > yesterday’s high. (90.5% less than).
83.5% of stocks with today’s low < yesterday’s low. (16.5% greater than).

EVIDENCE OF INTRADAY TREND (20150129 12:14 pm ET)
32.6% of stocks are above today’s open. (66.5% are below).
29.5% of stocks are above today’s open and yesterday’s close.
57.7% are below both.
2.5% of stocks opened above yesterday’s high.
62.0% of stocks opened above yesterday’s close. (32.3% opened below yesterday’s close).
15.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150129 12:14 pm ET)
5.5% of stocks are in the top 10% of today’s range.
13.1% are in the top 20%.
44.2% are in the top half. 55.8% of stocks are in the bottom half of today’s range.
18.6% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN (20150129 12:14 pm ET)
39.1% of stocks are above yesterday’s close. (60.9% are below.)
1.9% are up 4.5% or more. 2.7% are down 4.5% or more.
2.1% are up 3.5% or more. 4.9% are down 3.5% or more.
61.2% are between +1% and -1%.

RSI on DAILY (20150129 12:14 pm ET)
2-day: >=95:2.5%…>=90:3.5%…>=80:7.4%…>=50:19.7%…<=20:47.9%…<=10:25.2%…<=5:9.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:36.8%…<=20:1.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:38.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150129 12:14 pm ET)
3.9% above previous 1 highs, 47.5% below previous 1 lows
3.6% above previous 2 highs, 38.3% below previous 2 lows
3.2% above previous 3 highs, 33.0% below previous 3 lows
3.1% above previous 4 highs, 29.8% below previous 4 lows
3.1% above previous 5 highs, 24.8% below previous 5 lows
3.1% above previous 6 highs, 21.0% below previous 6 lows
2.8% above previous 7 highs, 17.1% below previous 7 lows
2.7% above previous 8 highs, 13.8% below previous 8 lows
2.2% above previous 9 highs, 12.7% below previous 9 lows
2.2% above previous 10 highs, 11.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150129 12:14 pm ET)
39.1% are above or equal to 1/28 close (1 days ago), 60.9% are below.
14.7% are above or equal to 1/27 close (2 days ago), 85.3% are below.
13.8% are above or equal to 1/26 close (3 days ago), 86.2% are below.
26.4% are above or equal to 1/23 close (4 days ago), 73.6% are below.
25.5% are above or equal to 1/22 close (5 days ago), 74.5% are below.
45.8% are above or equal to 1/21 close (6 days ago), 54.2% are below.
51.3% are above or equal to 1/20 close (7 days ago), 48.7% are below.
46.3% are above or equal to 1/16 close (8 days ago), 53.7% are below.
62.8% are above or equal to 1/15 close (9 days ago), 37.2% are below.
51.0% are above or equal to 1/14 close (10 days ago), 49.0% are below.
46.5% are above or equal to 1/13 close (11 days ago), 53.5% are below.
43.8% are above or equal to 1/12 close (12 days ago), 56.2% are below.
38.3% are above or equal to 1/9 close (13 days ago), 61.7% are below.
34.2% are above or equal to 1/8 close (14 days ago), 65.8% are below.
45.1% are above or equal to 1/7 close (15 days ago), 54.9% are below.
52.0% are above or equal to 1/6 close (16 days ago), 48.0% are below.
44.8% are above or equal to 1/5 close (17 days ago), 55.2% are below.
34.9% are above or equal to 1/2 close (18 days ago), 65.1% are below.
35.5% are above or equal to 12/31 close (19 days ago), 64.5% are below.
32.3% are above or equal to 12/30 close (20 days ago), 67.7% are below.
30.8% are above or equal to 12/29 close (21 days ago), 69.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150129 12:14 pm ET)
20d: 3.0% new highs, 19.5% new lows
21d: 2.8% new highs, 19.4% new lows
42d: 2.6% new highs, 14.7% new lows
63d: 2.6% new highs, 12.0% new lows
126d: 2.1% new highs, 8.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150129 12:14 pm ET)
2-day: 37.9% above, 62.1% below
3-day: 20.8% above, 79.2% below
4-day: 15.0% above, 85.0% below
5-day: 17.7% above, 82.3% below
8-day: 29.6% above, 70.4% below
10-day: 36.7% above, 63.3% below
20-day: 39.5% above, 60.5% below
50-day: 39.4% above, 60.6% below
200-day: 51.6% above, 48.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150129 12:14 pm ET)
CONS(57): 1.00% Top=HAR KATE COH CL BC COTY TUP AVP ….. IP ENR MAT BERY PKG CCK ICON PAY=Bottom (Consumer)
MATE(30): 0.74% Top=PHM KBH MTH DHI RYL LEN TOL SPF ….. WM DAR WCN CVA RSG WY OC MLM=Bottom (Materials & Construction)
FINA(95): 0.18% Top=IVZ TCB HBAN AMTD FRC NTRS JPM AF ….. PSEC KKR RY APO VLY UMPQ BMO OCN=Bottom (Banks/Financials)
INSU(37): 0.11% Top=MBI UNM WSH AGO ALL AFSI TMK HIG ….. MET L VR AIG BRO TRV AXS GNW=Bottom (Insurance)
HEAL(50): 0.03% Top=VAR ZLTQ OPK ABT MD TMO HOLX BAX ….. UHS SEM STJ ZMH PRXL THC CYH KND=Bottom (Health)
CHEM(30): 0.00% Top=APD CYT DOW WLK CE MON IFF RPM ….. PX POT GRA WPZ GPRE CHMT MEOH ALB=Bottom (Chemicals/Fertilizers)
MANU(43): -0.12% Top=SWK JOY DCI ITW EMR PLL KMT FLS ….. CAT RS XYL HON JKS DDD MRC TKR=Bottom (Manufacturing)
RETA(66): -0.16% Top=TSCO KORS HD LOW LE BBY BIG GNC ….. CST ASNA SHLD JCP ZU RAD GME BABA=Bottom (Retail & Specialty Retail)
DISV(46): -0.19% Top=KBR RHI SERV ABCO MYGN JEC AAN AL ….. BLOX LDOS PAYX PRAA VNTV CAR R BAH=Bottom (Diversified Services)
LEIS(32): -0.24% Top=MCD LOCO BLMN DNKN DRI DPZ SBUX SONC ….. CCL WYNN LVS MGM GPRO LQ OWW RCL=Bottom (Leisure)
TRAN(33): -0.37% Top=JBLU AAL UAL ALK DAL LUV SAVE GBX ….. TDW ODFL XPO NAT WERN KEX KNX SWFT=Bottom (Transportation)
ELEC(53): -0.44% Top=FSL SWKS JBL INVN BRKR TSRA AFFX APH ….. FSLR FCS ONNN SPWR MRVL AMBA GLW CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(78): -0.57% Top=AZPN NOW VDSI CTXS GRPN NTES EQIX IBM ….. SPLK FEYE CVLT JD TRAK VIPS YHOO FTNT=Bottom (Computer Software/Internet)
REAL(82): -0.65% Top=NSM LPT CBG RLJ CLDT SPG WRI PCL ….. GGP IVR AVB PKY O AEC OHI SBRA=Bottom (Real Estate)
COHW(47): -1.11% Top=PANW AAPL COMM LXK CSCO JNPR NSR HPQ ….. SSYS CTL JDSU KN CIEN OLED FNSR QCOM=Bottom (Computer Hardware/Telecom)
ENER(108): -1.70% Top=EPD NFX PSX VLO SM OXY INT WMB ….. DO HP VNR DPM ECA NGLS CJES RES=Bottom (Energy)
META(26): -2.66% Top=CENX AA SWC TCK BTU SCCO CNX NUE ….. GG FNV SLCA CLF SLW X STLD RGLD=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 12:14 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:29 am

Market Stats at 11:29 am ET
by daytrend on 20150129. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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

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

COMPARED TO YESTERDAY’S RANGE (20150129 11:29 am ET)
3.5% of stocks are above yesterday’s high.
8.8% are above yesterday’s midpoint. (91.2% are below.)
57.3% are below yesterday’s low.
39.1% are inside yesterday’s range.
9.1% of stocks with today’s high > yesterday’s high. (90.9% less than).
82.7% of stocks with today’s low < yesterday’s low. (17.3% greater than).

EVIDENCE OF INTRADAY TREND (20150129 11:29 am ET)
20.7% of stocks are above today’s open. (77.7% are below).
17.0% of stocks are above today’s open and yesterday’s close.
68.5% are below both.
2.5% of stocks opened above yesterday’s high.
62.1% of stocks opened above yesterday’s close. (32.2% opened below yesterday’s close).
15.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150129 11:29 am ET)
2.5% of stocks are in the top 10% of today’s range.
6.4% are in the top 20%.
24.6% are in the top half. 75.4% of stocks are in the bottom half of today’s range.
35.2% are in the bottom 20%.
15.2% are in the bottom 10%.

GAIN (20150129 11:29 am ET)
27.6% of stocks are above yesterday’s close. (72.4% are below.)
1.6% are up 4.5% or more. 3.4% are down 4.5% or more.
2.2% are up 3.5% or more. 6.5% are down 3.5% or more.
58.7% are between +1% and -1%.

RSI on DAILY (20150129 11:29 am ET)
2-day: >=95:2.2%…>=90:3.5%…>=80:6.1%…>=50:15.1%…<=20:57.3%…<=10:31.8%…<=5:12.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:34.4%…<=20:1.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:37.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150129 11:29 am ET)
3.5% above previous 1 highs, 57.3% below previous 1 lows
3.4% above previous 2 highs, 48.5% below previous 2 lows
3.1% above previous 3 highs, 42.1% below previous 3 lows
2.9% above previous 4 highs, 39.3% below previous 4 lows
2.9% above previous 5 highs, 32.0% below previous 5 lows
2.7% above previous 6 highs, 26.9% below previous 6 lows
2.7% above previous 7 highs, 23.8% below previous 7 lows
2.6% above previous 8 highs, 18.3% below previous 8 lows
2.1% above previous 9 highs, 17.5% below previous 9 lows
2.1% above previous 10 highs, 15.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150129 11:29 am ET)
27.6% are above or equal to 1/28 close (1 days ago), 72.4% are below.
12.8% are above or equal to 1/27 close (2 days ago), 87.2% are below.
12.5% are above or equal to 1/26 close (3 days ago), 87.5% are below.
24.2% are above or equal to 1/23 close (4 days ago), 75.8% are below.
25.7% are above or equal to 1/22 close (5 days ago), 74.3% are below.
43.5% are above or equal to 1/21 close (6 days ago), 56.5% are below.
47.9% are above or equal to 1/20 close (7 days ago), 52.1% are below.
44.3% are above or equal to 1/16 close (8 days ago), 55.7% are below.
59.5% are above or equal to 1/15 close (9 days ago), 40.5% are below.
48.1% are above or equal to 1/14 close (10 days ago), 51.9% are below.
44.4% are above or equal to 1/13 close (11 days ago), 55.6% are below.
41.6% are above or equal to 1/12 close (12 days ago), 58.4% are below.
36.2% are above or equal to 1/9 close (13 days ago), 63.8% are below.
32.5% are above or equal to 1/8 close (14 days ago), 67.5% are below.
43.5% are above or equal to 1/7 close (15 days ago), 56.5% are below.
50.2% are above or equal to 1/6 close (16 days ago), 49.8% are below.
43.5% are above or equal to 1/5 close (17 days ago), 56.5% are below.
34.9% are above or equal to 1/2 close (18 days ago), 65.1% are below.
34.6% are above or equal to 12/31 close (19 days ago), 65.4% are below.
31.7% are above or equal to 12/30 close (20 days ago), 68.3% are below.
29.9% are above or equal to 12/29 close (21 days ago), 70.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150129 11:29 am ET)
20d: 3.0% new highs, 19.5% new lows
21d: 2.9% new highs, 19.4% new lows
42d: 2.6% new highs, 14.7% new lows
63d: 2.6% new highs, 12.1% new lows
126d: 2.1% new highs, 8.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150129 11:29 am ET)
2-day: 25.9% above, 74.1% below
3-day: 13.7% above, 86.3% below
4-day: 12.5% above, 87.5% below
5-day: 14.5% above, 85.5% below
8-day: 25.7% above, 74.3% below
10-day: 32.7% above, 67.3% below
20-day: 37.6% above, 62.4% below
50-day: 38.2% above, 61.8% below
200-day: 51.0% above, 49.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150129 11:29 am ET)
CONS(57): 0.63% Top=HAR KATE COH CL BC COTY TUP AVP ….. CSL KS IP ICON OI CCK PKG PAY=Bottom (Consumer)
MATE(30): 0.50% Top=PHM MTH KBH RYL DHI LEN TOL MDC ….. WCN FAST RSG WM WY CVA OC MLM=Bottom (Materials & Construction)
HEAL(50): 0.03% Top=VAR ZLTQ MD OPK HOLX ABT TMO HLS ….. UHS ALGN ZMH STJ PRXL CYH THC KND=Bottom (Health)
LEIS(32): -0.17% Top=MCD LOCO BLMN DNKN BYD SONC DPZ SBUX ….. WYNN CCL MGM GPRO LQ LVS OWW RCL=Bottom (Leisure)
FINA(95): -0.22% Top=IVZ TCB AMTD FULT FRC HBAN BK NTRS ….. PSEC OCN RY KKR APO VLY UMPQ BMO=Bottom (Banks/Financials)
INSU(37): -0.23% Top=MBI AGO WSH ALL MTG UNM HIG RDN ….. VR AWH MET L TRV AXS SLF GNW=Bottom (Insurance)
DISV(46): -0.43% Top=KBR ABCO SERV MYGN RHI WOOF CXW CTAS ….. ACM LDOS PAYX VNTV BLOX CAR R BAH=Bottom (Diversified Services)
RETA(66): -0.50% Top=TSCO KORS HD BBY LE LOW PLCE OUTR ….. KSS CST SHLD ZU JCP RAD GME BABA=Bottom (Retail & Specialty Retail)
REAL(82): -0.51% Top=HLSS NSM LPT RLJ MPW CLDT HCN WRI ….. CYS CPT AEC RLGY AVB IVR OHI SBRA=Bottom (Real Estate)
MANU(43): -0.58% Top=SWK JOY DCI DE ITW MHK GE CR ….. CAT CFX HON DDD KMT JKS MRC TKR=Bottom (Manufacturing)
COSW(78): -0.67% Top=AZPN NOW VDSI CTXS NTES SFUN XRX ADBE ….. TWTR CVLT FEYE JD TRAK VIPS FTNT YHOO=Bottom (Computer Software/Internet)
ELEC(53): -0.69% Top=FSL INVN JBL BRKR AFFX SWKS TSRA WAT ….. MRVL FSLR CSIQ CAVM AMBA SPWR GLW CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30): -0.79% Top=APD CYT DOW MON WLK IFF SHW RPM ….. PX HUN GRA WPZ MEOH CHMT GPRE ALB=Bottom (Chemicals/Fertilizers)
TRAN(33): -0.91% Top=JBLU ALK UAL GBX AAL LUV DAL SAVE ….. ODFL TRN XPO WERN NAT KEX KNX SWFT=Bottom (Transportation)
COHW(47): -1.37% Top=PANW AAPL INFN CSCO ADTN NSR RCI T ….. RKUS SNDK KN JDSU OLED CIEN FNSR QCOM=Bottom (Computer Hardware/Telecom)
ENER(108): -2.29% Top=LPI PSX NFX EPD BBEP VLO SM RSPP ….. ECA MRD VNR NGLS HP PE CJES RES=Bottom (Energy)
META(25): -3.26% Top=CENX AA SWC TCK CNX SCCO ZINC TMST ….. SLW SLCA HCLP X FCX RGLD CLF STLD=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:29 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:47 am

Market Stats at 10:47 am ET
by daytrend on 20150129. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 913.

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

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

COMPARED TO YESTERDAY’S RANGE (20150129 10:47 am ET)
3.0% of stocks are above yesterday’s high.
8.2% are above yesterday’s midpoint. (91.8% are below.)
63.1% are below yesterday’s low.
34.0% are inside yesterday’s range.
8.5% of stocks with today’s high > yesterday’s high. (91.5% less than).
80.6% of stocks with today’s low < yesterday’s low. (19.4% greater than).

EVIDENCE OF INTRADAY TREND (20150129 10:47 am ET)
18.3% of stocks are above today’s open. (80.0% are below).
14.3% of stocks are above today’s open and yesterday’s close.
72.8% are below both.
2.5% of stocks opened above yesterday’s high.
62.0% of stocks opened above yesterday’s close. (32.3% opened below yesterday’s close).
15.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150129 10:47 am ET)
1.5% of stocks are in the top 10% of today’s range.
3.6% are in the top 20%.
17.4% are in the top half. 82.6% of stocks are in the bottom half of today’s range.
58.9% are in the bottom 20%.
37.6% are in the bottom 10%.

GAIN (20150129 10:47 am ET)
23.1% of stocks are above yesterday’s close. (76.9% are below.)
1.4% are up 4.5% or more. 4.3% are down 4.5% or more.
2.1% are up 3.5% or more. 6.5% are down 3.5% or more.
58.4% are between +1% and -1%.

RSI on DAILY (20150129 10:47 am ET)
2-day: >=95:2.0%…>=90:2.8%…>=80:6.0%…>=50:14.2%…<=20:60.9%…<=10:34.0%…<=5:13.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:33.7%…<=20:1.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:36.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150129 10:47 am ET)
3.0% above previous 1 highs, 63.1% below previous 1 lows
2.8% above previous 2 highs, 54.5% below previous 2 lows
2.6% above previous 3 highs, 48.4% below previous 3 lows
2.3% above previous 4 highs, 44.4% below previous 4 lows
2.3% above previous 5 highs, 36.6% below previous 5 lows
2.3% above previous 6 highs, 30.0% below previous 6 lows
2.3% above previous 7 highs, 26.2% below previous 7 lows
2.2% above previous 8 highs, 21.8% below previous 8 lows
1.6% above previous 9 highs, 20.6% below previous 9 lows
1.6% above previous 10 highs, 17.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150129 10:47 am ET)
23.1% are above or equal to 1/28 close (1 days ago), 76.9% are below.
12.3% are above or equal to 1/27 close (2 days ago), 87.7% are below.
11.9% are above or equal to 1/26 close (3 days ago), 88.1% are below.
22.1% are above or equal to 1/23 close (4 days ago), 77.9% are below.
24.8% are above or equal to 1/22 close (5 days ago), 75.2% are below.
42.2% are above or equal to 1/21 close (6 days ago), 57.8% are below.
46.7% are above or equal to 1/20 close (7 days ago), 53.3% are below.
42.7% are above or equal to 1/16 close (8 days ago), 57.3% are below.
57.9% are above or equal to 1/15 close (9 days ago), 42.1% are below.
46.5% are above or equal to 1/14 close (10 days ago), 53.5% are below.
43.7% are above or equal to 1/13 close (11 days ago), 56.3% are below.
40.6% are above or equal to 1/12 close (12 days ago), 59.4% are below.
35.9% are above or equal to 1/9 close (13 days ago), 64.1% are below.
32.0% are above or equal to 1/8 close (14 days ago), 68.0% are below.
43.2% are above or equal to 1/7 close (15 days ago), 56.8% are below.
49.2% are above or equal to 1/6 close (16 days ago), 50.8% are below.
42.9% are above or equal to 1/5 close (17 days ago), 57.1% are below.
34.3% are above or equal to 1/2 close (18 days ago), 65.7% are below.
34.5% are above or equal to 12/31 close (19 days ago), 65.5% are below.
31.7% are above or equal to 12/30 close (20 days ago), 68.3% are below.
29.6% are above or equal to 12/29 close (21 days ago), 70.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150129 10:47 am ET)
20d: 2.7% new highs, 18.4% new lows
21d: 2.6% new highs, 18.3% new lows
42d: 2.3% new highs, 13.9% new lows
63d: 2.3% new highs, 11.4% new lows
126d: 1.8% new highs, 7.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150129 10:47 am ET)
2-day: 21.4% above, 78.6% below
3-day: 13.1% above, 86.9% below
4-day: 12.4% above, 87.6% below
5-day: 14.5% above, 85.5% below
8-day: 25.2% above, 74.8% below
10-day: 31.7% above, 68.3% below
20-day: 37.1% above, 62.9% below
50-day: 38.0% above, 62.0% below
200-day: 50.7% above, 49.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150129 10:47 am ET)
CONS(57): 0.66% Top=HAR KATE BC CL COH COTY TUP AVP ….. ICON CSL SKX IP OI CCK PKG PAY=Bottom (Consumer)
MATE(30): 0.50% Top=PHM MTH KBH DHI RYL LEN SPF MDC ….. WY FAST WM DAR EXP OC PWR MLM=Bottom (Materials & Construction)
HEAL(50): -0.14% Top=VAR ZLTQ MD OPK HOLX TMO ABT PODD ….. ZMH MDT DXCM HUM CYH ALGN KND THC=Bottom (Health)
REAL(82): -0.33% Top=HCN LPT MPW RLJ SIR FR LXP SPG ….. AMT NRF NSM RLGY CPT IVR SBRA OHI=Bottom (Real Estate)
INSU(37): -0.41% Top=MBI AGO WSH MTG RDN ALL WRB TMK ….. TRV AIG MET SLF PGR L AXS GNW=Bottom (Insurance)
LEIS(32): -0.42% Top=MCD LOCO DNKN BLMN SONC BYD TXRH SBUX ….. GPRO CCL MGM WYNN LQ OWW LVS RCL=Bottom (Leisure)
FINA(95): -0.44% Top=IVZ TCB AMTD FULT AMP CME NTRS BK ….. RY NYCB KKR BMO BX UMPQ VLY OCN=Bottom (Banks/Financials)
RETA(66): -0.54% Top=TSCO KORS HD PLCE LE OUTR AEO LOW ….. WFM AMZN SHLD ZU RAD JCP GME BABA=Bottom (Retail & Specialty Retail)
TRAN(33): -0.71% Top=JBLU UAL AAL ALK DAL LUV HA SAVE ….. WERN XPO TRN TK NAT KNX KEX SWFT=Bottom (Transportation)
DISV(46): -0.72% Top=SERV KBR MYGN RHI WOOF CXW V ABCO ….. YY R PAYX ACM BLOX ADT CAR BAH=Bottom (Diversified Services)
COSW(78): -0.81% Top=AZPN NOW VDSI CTXS EA NTES EQIX SFUN ….. SPLK CVLT VIPS FEYE TRAK JD FTNT YHOO=Bottom (Computer Software/Internet)
MANU(43): -0.89% Top=SWK JOY DCI DE MHK GE CRS PLL ….. RS TEX CFX KMT DDD MRC TKR JKS=Bottom (Manufacturing)
ELEC(53): -0.93% Top=FSL TER INVN JBL AFFX LSCC CGNX TSRA ….. TSL CSIQ AMBA FSLR GLW SPWR CAVM CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30): -1.15% Top=APD DOW CYT MON IFF FTK MOS AXLL ….. HUN PX GRA CHMT WPZ MEOH GPRE ALB=Bottom (Chemicals/Fertilizers)
COHW(47): -1.29% Top=AAPL PANW RCI INFN SWIR SMCI ADTN SYNA ….. BBRY JDSU SNDK SSYS OLED CIEN FNSR QCOM=Bottom (Computer Hardware/Telecom)
ENER(108): -2.73% Top=PSX BBEP VLO INT WNR EPD DK EMES ….. BCEI PE CRR BBG ECA CJES HP RES=Bottom (Energy)
META(26): -3.27% Top=CENX TCK AA SWC BTU CNX SCCO TMST ….. SLW FCX SLCA HCLP STLD RGLD X CLF=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 10:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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