daytrend

06/30/2015

Filed under: Market Stats — daytrend @ 12:46 pm

Market Stats at 1:45 pm ET
by daytrend on 20150630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1008.

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 (20150630 1:45 pm ET)
6.2% of stocks are above yesterday’s high.
27.0% are above yesterday’s midpoint. (73.0% are below.)
21.1% are below yesterday’s low.
72.7% are inside yesterday’s range.
17.3% of stocks with today’s high > yesterday’s high. (82.7% less than).
56.2% of stocks with today’s low < yesterday’s low. (43.8% greater than).

EVIDENCE OF INTRADAY TREND (20150630 1:45 pm ET)
27.6% of stocks are above today’s open. (71.0% are below).
27.1% of stocks are above today’s open and yesterday’s close.
28.9% are below both.
4.7% of stocks opened above yesterday’s high.
95.8% of stocks opened above yesterday’s close. (3.5% opened below yesterday’s close).
2.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150630 1:45 pm ET)
8.2% of stocks are in the top 10% of today’s range.
16.8% are in the top 20%.
42.7% are in the top half. 57.3% of stocks are in the bottom half of today’s range.
14.3% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN (20150630 1:45 pm ET)
70.6% of stocks are above yesterday’s close. (29.4% are below.)
0.9% are up 4.5% or more. 0.2% are down 4.5% or more.
2.0% are up 3.5% or more. 0.6% are down 3.5% or more.
68.4% are between +1% and -1%.

RSI on DAILY (20150630 1:45 pm ET)
2-day: >=95:0.4%…>=90:0.4%…>=80:1.1%…>=50:18.5%…<=20:37.4%…<=10:24.0%…<=5:16.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:19.3%…<=20:5.7%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:25.4%…<=20:1.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150630 1:45 pm ET)
6.2% above previous 1 highs, 21.1% below previous 1 lows
1.8% above previous 2 highs, 20.2% below previous 2 lows
1.2% above previous 3 highs, 19.8% below previous 3 lows
1.1% above previous 4 highs, 19.6% below previous 4 lows
0.9% above previous 5 highs, 18.9% below previous 5 lows
0.9% above previous 6 highs, 18.3% below previous 6 lows
0.8% above previous 7 highs, 17.9% below previous 7 lows
0.8% above previous 8 highs, 17.3% below previous 8 lows
0.8% above previous 9 highs, 16.8% below previous 9 lows
0.8% above previous 10 highs, 16.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150630 1:45 pm ET)
70.6% are above or equal to 6/29 close (1 days ago), 29.4% are below.
8.5% are above or equal to 6/26 close (2 days ago), 91.5% are below.
11.7% are above or equal to 6/25 close (3 days ago), 88.3% are below.
12.3% are above or equal to 6/24 close (4 days ago), 87.7% are below.
8.7% are above or equal to 6/23 close (5 days ago), 91.3% are below.
11.0% are above or equal to 6/22 close (6 days ago), 89.0% are below.
16.8% are above or equal to 6/19 close (7 days ago), 83.2% are below.
15.9% are above or equal to 6/18 close (8 days ago), 84.1% are below.
22.3% are above or equal to 6/17 close (9 days ago), 77.7% are below.
23.5% are above or equal to 6/16 close (10 days ago), 76.5% are below.
28.4% are above or equal to 6/15 close (11 days ago), 71.6% are below.
25.1% are above or equal to 6/12 close (12 days ago), 74.9% are below.
23.8% are above or equal to 6/11 close (13 days ago), 76.2% are below.
26.5% are above or equal to 6/10 close (14 days ago), 73.5% are below.
35.5% are above or equal to 6/9 close (15 days ago), 64.5% are below.
36.3% are above or equal to 6/8 close (16 days ago), 63.7% are below.
31.5% are above or equal to 6/5 close (17 days ago), 68.5% are below.
33.8% are above or equal to 6/4 close (18 days ago), 66.2% are below.
29.1% are above or equal to 6/3 close (19 days ago), 70.9% are below.
33.6% are above or equal to 6/2 close (20 days ago), 66.4% are below.
34.4% are above or equal to 6/1 close (21 days ago), 65.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150630 1:45 pm ET)
20d: 1.4% new highs, 31.8% new lows
21d: 1.4% new highs, 31.3% new lows
42d: 1.1% new highs, 24.4% new lows
63d: 0.8% new highs, 19.6% new lows
126d: 0.8% new highs, 12.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150630 1:45 pm ET)
2-day: 69.3% above, 30.7% below
3-day: 20.9% above, 79.1% below
4-day: 14.9% above, 85.1% below
5-day: 13.1% above, 86.9% below
8-day: 9.7% above, 90.3% below
10-day: 13.2% above, 86.8% below
20-day: 21.8% above, 78.2% below
50-day: 33.5% above, 66.5% below
200-day: 49.6% above, 50.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150630 1:45 pm ET)
COSW(107): 0.93% Top=ATHM TWTR IMPV CMCM BITA BOX JD VNET ….. TTWO ADSK VEEV ATVI SNCR MDRX CVLT ZEN=Bottom (Computer Software/Internet)
INSU(38): 0.79% Top=AFSI FNF FAF AFL AXS CLGX CNO AGO ….. AWH PRU MMC AON AJG SLF GNW MBI=Bottom (Insurance)
MANU(46): 0.77% Top=PNR JKS ITT DE FLS AGCO XYL ROK ….. PCP KMT JOY BGC RS ATI WOR CRS=Bottom (Manufacturing)
TRAN(38): 0.77% Top=JBLU HA XPO SAVE AAWW UAL KNX ALK ….. KSU CP GWR GBX GLOP TRN TDW TNK=Bottom (Transportation)
LEIS(41): 0.75% Top=WYNN LVS MGM EXPE RCL QUNR LQ TVPT ….. MCD LOCO PNK ARMK SGMS HABT GPRO SEAS=Bottom (Leisure)
CHEM(30): 0.68% Top=MON CF AGU GPRE MOS WLK POL DD ….. RPM ASH HUN CBT OMG EMN CHMT ALB=Bottom (Chemicals/Fertilizers)
ELEC(58): 0.58% Top=CRUS SIMO IPGP APH SIGM CY AMBA SWKS ….. JBL VSH SPWR FSLR IPHI FLEX MEI SMTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(59): 0.58% Top=KANG OPK INCR ACHC WX VWR IRWD ALGN ….. A CYH BSX BAX BKD HWAY HRC SPNC=Bottom (Health)
MATE(31): 0.54% Top=APOG USG CVA BCC AWI TOL MAS MTZ ….. DHI PWR MLM OC RYN MDC TPH BZH=Bottom (Materials & Construction)
FINA(103): 0.49% Top=LAZ JNS LEAF LM SYF OCN MS ARCC ….. PHH TLMR BX BMO FRC GWB WAL WRLD=Bottom (Banks/Financials)
RETA(71): 0.47% Top=PIR MIK SBH NFLX W WSM RH BIG ….. WMT WFM AEO GES LL KORS ANF CST=Bottom (Retail & Specialty Retail)
REAL(104): 0.30% Top=SHO CBG CUBE SPG AMH PSA RLGY PKY ….. SNH STOR OUT OHI ARCP NRF DFT SIR=Bottom (Real Estate)
DISV(52): 0.05% Top=EIGI PCLN AHS YY SERV SCI URI TNET ….. MRKT ADT DV CAR RRD CXW RCII APOL=Bottom (Diversified Services)
COHW(48): 0.01% Top=GOGO OLED PANW SYNA LVLT EMC BRCD NMBL ….. ARRS BBRY KN ZAYO SSYS STX WDC SNDK=Bottom (Computer Hardware/Telecom)
CONS(59): 0.00% Top=VFC PVH GT SHOO BC FL GPK FBHS ….. RL KS AVP SKX UFS KATE RFP MLHR=Bottom (Consumer)
ENER(97): -0.02% Top=VLO HFC MPC NFX PSX DK RICE PDCE ….. CRR WPX EEP HLX DPM HOS OKS BAS=Bottom (Energy)
META(26): -1.41% Top=CCJ ABX RGLD GG FNV BVN SLW NEM ….. TMST CNX STLD FCX TCK TAHO CMC SXC=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 1:45 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Filed under: Market Stats — daytrend @ 11:48 am

Market Stats at 12:48 pm ET
by daytrend on 20150630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1007.

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 (20150630 12:48 pm ET)
4.7% of stocks are above yesterday’s high.
16.3% are above yesterday’s midpoint. (83.7% are below.)
33.7% are below yesterday’s low.
61.7% are inside yesterday’s range.
16.2% of stocks with today’s high > yesterday’s high. (83.8% less than).
55.3% of stocks with today’s low < yesterday’s low. (44.7% greater than).

EVIDENCE OF INTRADAY TREND (20150630 12:48 pm ET)
17.8% of stocks are above today’s open. (81.2% are below).
17.1% of stocks are above today’s open and yesterday’s close.
45.4% are below both.
4.7% of stocks opened above yesterday’s high.
95.9% of stocks opened above yesterday’s close. (3.4% opened below yesterday’s close).
1.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150630 12:48 pm ET)
2.3% of stocks are in the top 10% of today’s range.
5.3% are in the top 20%.
19.3% are in the top half. 80.7% of stocks are in the bottom half of today’s range.
47.4% are in the bottom 20%.
24.7% are in the bottom 10%.

GAIN (20150630 12:48 pm ET)
53.8% of stocks are above yesterday’s close. (46.2% are below.)
0.4% are up 4.5% or more. 0.3% are down 4.5% or more.
1.3% are up 3.5% or more. 0.6% are down 3.5% or more.
73.2% are between +1% and -1%.

RSI on DAILY (20150630 12:48 pm ET)
2-day: >=95:0.3%…>=90:0.4%…>=80:0.7%…>=50:12.3%…<=20:53.9%…<=10:35.4%…<=5:24.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:15.7%…<=20:7.1%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:22.2%…<=20:1.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150630 12:48 pm ET)
4.7% above previous 1 highs, 33.7% below previous 1 lows
1.0% above previous 2 highs, 32.2% below previous 2 lows
0.6% above previous 3 highs, 31.7% below previous 3 lows
0.6% above previous 4 highs, 31.4% below previous 4 lows
0.4% above previous 5 highs, 30.4% below previous 5 lows
0.4% above previous 6 highs, 29.8% below previous 6 lows
0.3% above previous 7 highs, 28.8% below previous 7 lows
0.2% above previous 8 highs, 27.4% below previous 8 lows
0.2% above previous 9 highs, 26.0% below previous 9 lows
0.2% above previous 10 highs, 25.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150630 12:48 pm ET)
53.8% are above or equal to 6/29 close (1 days ago), 46.2% are below.
6.2% are above or equal to 6/26 close (2 days ago), 93.8% are below.
7.8% are above or equal to 6/25 close (3 days ago), 92.2% are below.
9.5% are above or equal to 6/24 close (4 days ago), 90.5% are below.
6.7% are above or equal to 6/23 close (5 days ago), 93.3% are below.
9.1% are above or equal to 6/22 close (6 days ago), 90.9% are below.
14.0% are above or equal to 6/19 close (7 days ago), 86.0% are below.
14.2% are above or equal to 6/18 close (8 days ago), 85.8% are below.
19.8% are above or equal to 6/17 close (9 days ago), 80.2% are below.
21.3% are above or equal to 6/16 close (10 days ago), 78.7% are below.
24.9% are above or equal to 6/15 close (11 days ago), 75.1% are below.
22.6% are above or equal to 6/12 close (12 days ago), 77.4% are below.
21.0% are above or equal to 6/11 close (13 days ago), 79.0% are below.
23.7% are above or equal to 6/10 close (14 days ago), 76.3% are below.
33.1% are above or equal to 6/9 close (15 days ago), 66.9% are below.
33.1% are above or equal to 6/8 close (16 days ago), 66.9% are below.
28.5% are above or equal to 6/5 close (17 days ago), 71.5% are below.
30.9% are above or equal to 6/4 close (18 days ago), 69.1% are below.
26.2% are above or equal to 6/3 close (19 days ago), 73.8% are below.
31.1% are above or equal to 6/2 close (20 days ago), 68.9% are below.
32.6% are above or equal to 6/1 close (21 days ago), 67.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150630 12:48 pm ET)
20d: 1.1% new highs, 31.4% new lows
21d: 1.1% new highs, 30.7% new lows
42d: 0.8% new highs, 24.0% new lows
63d: 0.5% new highs, 19.3% new lows
126d: 0.5% new highs, 12.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150630 12:48 pm ET)
2-day: 52.3% above, 47.7% below
3-day: 12.8% above, 87.2% below
4-day: 9.9% above, 90.1% below
5-day: 9.4% above, 90.6% below
8-day: 8.3% above, 91.7% below
10-day: 9.9% above, 90.1% below
20-day: 18.3% above, 81.7% below
50-day: 31.7% above, 68.3% below
200-day: 49.1% above, 50.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150630 12:48 pm ET)
COSW(107): 0.53% Top=ATHM TWTR CMCM IMPV BITA JD VNET BOX ….. FIS VEEV TTWO ADP MDRX SNCR CVLT ZEN=Bottom (Computer Software/Internet)
TRAN(38): 0.41% Top=JBLU SAVE HA UAL ALK KNX AAWW ODFL ….. FDX UNP KEX CP KSU TRN TDW TNK=Bottom (Transportation)
INSU(37): 0.31% Top=FNF AFSI CLGX FAF AXS RDN ACGL CNO ….. AIG AJG MMC PRU AON SLF AGO GNW=Bottom (Insurance)
LEIS(41): 0.30% Top=LVS WYNN MGM QUNR EXPE RCL LQ TVPT ….. DPZ SBUX MCD LOCO ARMK GPRO SGMS SEAS=Bottom (Leisure)
MANU(46): 0.27% Top=PNR ITT JKS FLS XYL RXN DE GTLS ….. GNRC KMT JOY RS WOR BGC ATI CRS=Bottom (Manufacturing)
MATE(31): 0.27% Top=APOG CVA USG BCC AWI MAS TOL LEN ….. PWR FAST KBH MLM MDC RYN TPH BZH=Bottom (Materials & Construction)
HEAL(59): 0.25% Top=KANG OPK INCR ACHC WX VWR RMD DGX ….. KND HRC BSX ABMD HWAY AMED BKD SPNC=Bottom (Health)
CHEM(30): 0.23% Top=MON CF AGU GPRE MOS WLK CE OLN ….. CBT PPG FMC HUN EMN FTK CHMT ALB=Bottom (Chemicals/Fertilizers)
ELEC(58): 0.11% Top=CRUS SIMO HIMX IPGP APH AMBA SNPS CY ….. MEI SPWR TSL FSLR SCTY SMTC IPHI FLEX=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(103): 0.10% Top=LAZ JNS LEAF OCN SYF IBKR ARCC MS ….. AMTD WBS SLM EV CTLT GWB WAL WRLD=Bottom (Banks/Financials)
REAL(104): 0.10% Top=PKY AMH SPG CUBE CBG SHO EJ NLY ….. NSM CLI OHI OUT NRF ARCP SIR DFT=Bottom (Real Estate)
ENER(97): 0.08% Top=NFX VLO MPC HFC DK PSX PDCE WMB ….. CRR EEP DPM OKS OAS HLX HOS BAS=Bottom (Energy)
RETA(71): 0.05% Top=PIR MIK SBH RH W WSM NFLX BABA ….. LOW FIVE ASNA GES LL ANF KORS CST=Bottom (Retail & Specialty Retail)
DISV(52): -0.31% Top=PCLN YY EIGI SERV AHS TNET SCI URI ….. GDOT CAR BAH RRD DV CXW RCII APOL=Bottom (Diversified Services)
CONS(59): -0.39% Top=PVH FBHS VFC GPK FL GT SHOO BC ….. COH PAY KS UFS KATE RFP SKX MLHR=Bottom (Consumer)
COHW(48): -0.46% Top=GOGO SYNA PANW BRCD LVLT ANET OLED EMC ….. FNSR SSYS JDSU WIN STX WDC BBRY SNDK=Bottom (Computer Hardware/Telecom)
META(26): -1.60% Top=RGLD ABX FNV CCJ BVN SWC NEM GG ….. CENX STLD TMST FCX TCK TAHO CMC SXC=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 12:48 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:59 am

Market Stats at 11:59 am ET
by daytrend on 20150630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1007.

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 (20150630 11:59 am ET)
4.3% of stocks are above yesterday’s high.
17.5% are above yesterday’s midpoint. (82.5% are below.)
29.0% are below yesterday’s low.
66.7% are inside yesterday’s range.
15.8% of stocks with today’s high > yesterday’s high. (84.2% less than).
49.0% of stocks with today’s low < yesterday’s low. (51.0% greater than).

EVIDENCE OF INTRADAY TREND (20150630 11:59 am ET)
18.4% of stocks are above today’s open. (80.1% are below).
17.9% of stocks are above today’s open and yesterday’s close.
39.2% are below both.
4.7% of stocks opened above yesterday’s high.
95.9% of stocks opened above yesterday’s close. (3.4% opened below yesterday’s close).
1.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150630 11:59 am ET)
2.3% of stocks are in the top 10% of today’s range.
5.6% are in the top 20%.
23.0% are in the top half. 77.0% of stocks are in the bottom half of today’s range.
45.2% are in the bottom 20%.
31.0% are in the bottom 10%.

GAIN (20150630 11:59 am ET)
60.2% of stocks are above yesterday’s close. (39.8% are below.)
0.3% are up 4.5% or more. 0.2% are down 4.5% or more.
0.9% are up 3.5% or more. 0.9% are down 3.5% or more.
74.2% are between +1% and -1%.

RSI on DAILY (20150630 11:59 am ET)
2-day: >=95:0.3%…>=90:0.4%…>=80:0.7%…>=50:13.0%…<=20:48.4%…<=10:32.6%…<=5:21.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:16.0%…<=20:6.3%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:22.7%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150630 11:59 am ET)
4.3% above previous 1 highs, 29.0% below previous 1 lows
1.1% above previous 2 highs, 28.0% below previous 2 lows
0.8% above previous 3 highs, 27.5% below previous 3 lows
0.6% above previous 4 highs, 27.3% below previous 4 lows
0.5% above previous 5 highs, 26.6% below previous 5 lows
0.5% above previous 6 highs, 26.1% below previous 6 lows
0.4% above previous 7 highs, 25.1% below previous 7 lows
0.4% above previous 8 highs, 24.4% below previous 8 lows
0.3% above previous 9 highs, 23.3% below previous 9 lows
0.3% above previous 10 highs, 22.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150630 11:59 am ET)
60.2% are above or equal to 6/29 close (1 days ago), 39.8% are below.
6.5% are above or equal to 6/26 close (2 days ago), 93.5% are below.
8.4% are above or equal to 6/25 close (3 days ago), 91.6% are below.
10.1% are above or equal to 6/24 close (4 days ago), 89.9% are below.
6.8% are above or equal to 6/23 close (5 days ago), 93.2% are below.
9.2% are above or equal to 6/22 close (6 days ago), 90.8% are below.
14.8% are above or equal to 6/19 close (7 days ago), 85.2% are below.
14.9% are above or equal to 6/18 close (8 days ago), 85.1% are below.
21.1% are above or equal to 6/17 close (9 days ago), 78.9% are below.
21.5% are above or equal to 6/16 close (10 days ago), 78.5% are below.
25.9% are above or equal to 6/15 close (11 days ago), 74.1% are below.
23.0% are above or equal to 6/12 close (12 days ago), 77.0% are below.
21.8% are above or equal to 6/11 close (13 days ago), 78.2% are below.
24.3% are above or equal to 6/10 close (14 days ago), 75.7% are below.
33.4% are above or equal to 6/9 close (15 days ago), 66.6% are below.
33.7% are above or equal to 6/8 close (16 days ago), 66.3% are below.
28.8% are above or equal to 6/5 close (17 days ago), 71.2% are below.
31.5% are above or equal to 6/4 close (18 days ago), 68.5% are below.
26.4% are above or equal to 6/3 close (19 days ago), 73.6% are below.
31.2% are above or equal to 6/2 close (20 days ago), 68.8% are below.
33.1% are above or equal to 6/1 close (21 days ago), 66.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150630 11:59 am ET)
20d: 1.1% new highs, 28.1% new lows
21d: 1.1% new highs, 27.7% new lows
42d: 0.8% new highs, 21.9% new lows
63d: 0.5% new highs, 17.5% new lows
126d: 0.5% new highs, 11.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150630 11:59 am ET)
2-day: 58.7% above, 41.3% below
3-day: 14.3% above, 85.7% below
4-day: 10.1% above, 89.9% below
5-day: 9.1% above, 90.9% below
8-day: 8.0% above, 92.0% below
10-day: 10.7% above, 89.3% below
20-day: 19.7% above, 80.3% below
50-day: 32.2% above, 67.8% below
200-day: 49.2% above, 50.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150630 11:59 am ET)
HEAL(59): 0.53% Top=KANG OPK INCR ACHC WX ANTM XENT DGX ….. EVHC A MDXG ZLTQ HRC BSX BKD SPNC=Bottom (Health)
COSW(107): 0.50% Top=ATHM CMCM TWTR JD BOX NTES BITA VIPS ….. ADP SNCR PAYC TTWO VEEV MDRX ZEN CVLT=Bottom (Computer Software/Internet)
LEIS(41): 0.42% Top=WYNN LVS MGM QUNR EXPE RCL TVPT LQ ….. PNK MCD DPZ ARMK HABT GPRO SGMS SEAS=Bottom (Leisure)
TRAN(38): 0.41% Top=SAVE JBLU VA HA ALK UAL KNX CHRW ….. FDX CNI KSU CP NAT TRN TDW TNK=Bottom (Transportation)
INSU(37): 0.39% Top=AFSI FNF FAF RDN CLGX AXS ALL MTG ….. PGR AON AWH MMC PRU AGO SLF GNW=Bottom (Insurance)
MATE(31): 0.33% Top=APOG CVA BCC USG TOL MAS LEN AWI ….. MTZ WCN MDC FLR PWR RYN BZH TPH=Bottom (Materials & Construction)
REAL(104): 0.25% Top=PKY CUBE AMH SPG CBG SHO CIM NLY ….. BXMT BAM QTS OHI NRF OUT SIR DFT=Bottom (Real Estate)
FINA(103): 0.24% Top=LAZ JNS LEAF OCN IBKR SYF MS LM ….. BMO ASB WBS FRC WAL GWB SLM WRLD=Bottom (Banks/Financials)
MANU(46): 0.20% Top=PNR JKS FLS ITT SEDG XYL RXN ROK ….. KMT GNRC WOR RS BGC JOY ATI CRS=Bottom (Manufacturing)
ELEC(58): 0.17% Top=SIMO CRUS IPGP APH HIMX LRCX SWKS TRMB ….. KEYS MEI SCTY SMTC SPWR FSLR FLEX IPHI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(71): 0.13% Top=PIR MIK SBH W RH ZU ZUMZ BABA ….. AEO GES DANG ASNA CST LL ANF KORS=Bottom (Retail & Specialty Retail)
CHEM(30): 0.09% Top=GPRE MON CF AGU MOS WLK DD AXLL ….. OMG PPG HUN FMC EMN CHMT FTK ALB=Bottom (Chemicals/Fertilizers)
ENER(97): -0.03% Top=MPC VLO HFC NFX PSX DK WNR PDCE ….. BPL WPX EEP HLX OKS HOS OAS BAS=Bottom (Energy)
DISV(52): -0.21% Top=YY PCLN EIGI SERV AHS TNET URI WOOF ….. RRD G CAR BAH CXW RCII GDOT APOL=Bottom (Diversified Services)
COHW(48): -0.29% Top=PANW GOGO SYNA BRCD LVLT ANET OLED TMUS ….. STX UBNT FNSR WDC SNDK ARRS WIN BBRY=Bottom (Computer Hardware/Telecom)
CONS(59): -0.30% Top=FL PVH FBHS VFC GPK CROX NWL BC ….. PAY UFS KS COH RFP KATE SKX MLHR=Bottom (Consumer)
META(26): -1.80% Top=RGLD SLCA SWC FNV BVN ABX CCJ SLW ….. X CENX STLD FCX TAHO SXC CMC TCK=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:59 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:58 am

Market Stats at 9:57 am ET
by daytrend on 20150630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1007.

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 (20150630 9:57 am ET)
4.2% of stocks are above yesterday’s high.
21.7% are above yesterday’s midpoint. (78.3% are below.)
11.9% are below yesterday’s low.
83.9% are inside yesterday’s range.
14.0% of stocks with today’s high > yesterday’s high. (86.0% less than).
26.1% of stocks with today’s low < yesterday’s low. (73.9% greater than).

EVIDENCE OF INTRADAY TREND (20150630 9:57 am ET)
21.2% of stocks are above today’s open. (76.9% are below).
20.9% of stocks are above today’s open and yesterday’s close.
19.9% are below both.
4.7% of stocks opened above yesterday’s high.
95.8% of stocks opened above yesterday’s close. (3.4% opened below yesterday’s close).
1.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150630 9:57 am ET)
3.0% of stocks are in the top 10% of today’s range.
5.5% are in the top 20%.
23.1% are in the top half. 76.9% of stocks are in the bottom half of today’s range.
44.5% are in the bottom 20%.
27.2% are in the bottom 10%.

GAIN (20150630 9:57 am ET)
79.8% of stocks are above yesterday’s close. (20.2% are below.)
0.5% are up 4.5% or more. 0.1% are down 4.5% or more.
1.0% are up 3.5% or more. 0.1% are down 3.5% or more.
78.7% are between +1% and -1%.

RSI on DAILY (20150630 9:57 am ET)
2-day: >=95:0.3%…>=90:0.3%…>=80:0.8%…>=50:13.9%…<=20:32.3%…<=10:18.0%…<=5:11.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:17.8%…<=20:3.9%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:24.3%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150630 9:57 am ET)
4.2% above previous 1 highs, 11.9% below previous 1 lows
1.1% above previous 2 highs, 11.7% below previous 2 lows
0.7% above previous 3 highs, 11.3% below previous 3 lows
0.7% above previous 4 highs, 11.2% below previous 4 lows
0.6% above previous 5 highs, 10.7% below previous 5 lows
0.6% above previous 6 highs, 10.5% below previous 6 lows
0.5% above previous 7 highs, 10.3% below previous 7 lows
0.4% above previous 8 highs, 9.9% below previous 8 lows
0.4% above previous 9 highs, 9.3% below previous 9 lows
0.4% above previous 10 highs, 8.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150630 9:57 am ET)
79.8% are above or equal to 6/29 close (1 days ago), 20.2% are below.
6.7% are above or equal to 6/26 close (2 days ago), 93.3% are below.
9.3% are above or equal to 6/25 close (3 days ago), 90.7% are below.
10.5% are above or equal to 6/24 close (4 days ago), 89.5% are below.
7.4% are above or equal to 6/23 close (5 days ago), 92.6% are below.
10.8% are above or equal to 6/22 close (6 days ago), 89.2% are below.
16.5% are above or equal to 6/19 close (7 days ago), 83.5% are below.
15.8% are above or equal to 6/18 close (8 days ago), 84.2% are below.
22.7% are above or equal to 6/17 close (9 days ago), 77.3% are below.
22.3% are above or equal to 6/16 close (10 days ago), 77.7% are below.
27.2% are above or equal to 6/15 close (11 days ago), 72.8% are below.
24.4% are above or equal to 6/12 close (12 days ago), 75.6% are below.
22.0% are above or equal to 6/11 close (13 days ago), 78.0% are below.
25.2% are above or equal to 6/10 close (14 days ago), 74.8% are below.
35.5% are above or equal to 6/9 close (15 days ago), 64.5% are below.
35.8% are above or equal to 6/8 close (16 days ago), 64.2% are below.
29.9% are above or equal to 6/5 close (17 days ago), 70.1% are below.
33.1% are above or equal to 6/4 close (18 days ago), 66.9% are below.
27.9% are above or equal to 6/3 close (19 days ago), 72.1% are below.
32.2% are above or equal to 6/2 close (20 days ago), 67.8% are below.
34.0% are above or equal to 6/1 close (21 days ago), 66.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150630 9:57 am ET)
20d: 0.8% new highs, 13.8% new lows
21d: 0.8% new highs, 13.6% new lows
42d: 0.7% new highs, 11.4% new lows
63d: 0.5% new highs, 8.8% new lows
126d: 0.5% new highs, 6.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150630 9:57 am ET)
2-day: 78.2% above, 21.8% below
3-day: 17.8% above, 82.2% below
4-day: 11.6% above, 88.4% below
5-day: 9.9% above, 90.1% below
8-day: 8.0% above, 92.0% below
10-day: 11.4% above, 88.6% below
20-day: 20.8% above, 79.2% below
50-day: 33.2% above, 66.8% below
200-day: 50.1% above, 49.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150630 9:57 am ET)
MANU(46): 0.79% Top=PNR JKS FLS ITT CFX SEDG XYL RXN ….. GE GTLS KMT RS JOY ATI BGC CRS=Bottom (Manufacturing)
COSW(107): 0.76% Top=CMCM SFUN ATHM BOX JD BITA VIPS WUBA ….. ORCL ZEN CSOD FIS ADSK TWOU MDRX VEEV=Bottom (Computer Software/Internet)
ELEC(58): 0.72% Top=CSIQ CRUS APH HIMX CY SIMO SWKS INVN ….. FLEX SPWR AMAT KEYS FSLR NXPI MEI SMTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(38): 0.71% Top=JBLU SAVE UAL ALK HA GBX LUV DAL ….. OMAM NSC TDW UNP SWFT CSX KSU TNK=Bottom (Transportation)
ENER(97): 0.62% Top=VLO HFC WNR RDC PSX MPC CJES TSO ….. UNT HOS SN EPE OAS WPX HLX BAS=Bottom (Energy)
LEIS(41): 0.60% Top=WYNN LVS MGM QUNR SONC RCL SHAK TVPT ….. BOBE EAT BOJA WEN ARMK ZOES SEAS PNK=Bottom (Leisure)
HEAL(59): 0.59% Top=OPK WX ACHC KANG PKI VWR ALGN MR ….. WMGI EVHC HNT HWAY MDXG ABMD AMED SPNC=Bottom (Health)
INSU(37): 0.54% Top=AFSI CLGX FNF WRB AFL BRO FAF AJG ….. SLF PRU AIZ TRV AWH MTG AGO GNW=Bottom (Insurance)
FINA(103): 0.52% Top=LEAF LAZ SYF LM WETF IBKR CFG ACAS ….. TCB GWB TRCO KKR PHH WAL FCB WRLD=Bottom (Banks/Financials)
MATE(31): 0.51% Top=APOG EXP LEN USG MAS MTZ CVA PHM ….. RYL WY DAR FAST BZH WCN TPH RYN=Bottom (Materials & Construction)
RETA(71): 0.38% Top=PIR BABA DANG BIG BURL W GNC M ….. GES CHS ASNA AEO FIVE CST KORS ANF=Bottom (Retail & Specialty Retail)
CHEM(30): 0.35% Top=GPRE MON MOS WLK CF AGU POL DOW ….. EMN IFF PPG CHMT MEOH FMC FTK ALB=Bottom (Chemicals/Fertilizers)
REAL(104): 0.30% Top=ARCP CIM SHO TWO SPG PMT STWD CPT ….. NNN BXMT DRH CLI HT SIR QTS DFT=Bottom (Real Estate)
CONS(59): 0.21% Top=VFC HAR AVP GPK PVH FBHS PKG COTY ….. SKX RFP MAT BERY PAY KATE HAS MLHR=Bottom (Consumer)
COHW(48): 0.15% Top=GOGO BRCD ANET PANW OLED SYNA TMUS SMCI ….. PLCM HPQ ARRS WDC SNDK INFN FNSR WIN=Bottom (Computer Hardware/Telecom)
DISV(52): 0.07% Top=YY TNET PCLN EIGI Z WOOF CAR AL ….. GEO RBA BLOX GDOT CXW RCII DV APOL=Bottom (Diversified Services)
META(26): -1.23% Top=SWC SLCA BVN RGLD SCCO CCJ NUE FNV ….. FCX AEM PAAS X CENX CNX TCK SXC=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 9:57 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

06/29/2015

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

Closing Stats
by daytrend on 20150629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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 (20150629 Closing)
0.8% of stocks are above yesterday’s high.
3.3% are above yesterday’s midpoint. (96.7% are below.)
87.1% are below yesterday’s low.
12.1% are inside yesterday’s range.
11.7% of stocks with today’s high > yesterday’s high. (88.3% less than).
92.4% of stocks with today’s low < yesterday’s low. (7.6% greater than).

EVIDENCE OF INTRADAY TREND (20150629 Closing)
8.8% of stocks are above today’s open. (90.7% are below).
2.2% of stocks are above today’s open and yesterday’s close.
90.7% are below both.
0.3% of stocks opened above yesterday’s high.
3.4% of stocks opened above yesterday’s close. (95.7% opened below yesterday’s close).
57.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150629 Closing)
0.3% of stocks are in the top 10% of today’s range.
0.7% are in the top 20%.
5.6% are in the top half. 94.4% of stocks are in the bottom half of today’s range.
81.0% are in the bottom 20%.
64.2% are in the bottom 10%.

GAIN (20150629 Closing)
2.4% of stocks are above yesterday’s close. (97.6% are below.)
0.0% are up 4.5% or more. 5.9% are down 4.5% or more.
0.1% are up 3.5% or more. 14.7% are down 3.5% or more.
10.4% are between +1% and -1%.

RSI on DAILY (20150629 Closing)
2-day: >=95:0.2%…>=90:0.3%…>=80:0.6%…>=50:2.8%…<=20:81.5%…<=10:58.1%…<=5:37.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:13.0%…<=20:7.9%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:19.0%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150629 Closing)
0.8% above previous 1 highs, 87.1% below previous 1 lows
0.6% above previous 2 highs, 81.9% below previous 2 lows
0.5% above previous 3 highs, 79.7% below previous 3 lows
0.5% above previous 4 highs, 77.3% below previous 4 lows
0.4% above previous 5 highs, 74.2% below previous 5 lows
0.4% above previous 6 highs, 70.2% below previous 6 lows
0.3% above previous 7 highs, 66.4% below previous 7 lows
0.2% above previous 8 highs, 61.7% below previous 8 lows
0.2% above previous 9 highs, 57.5% below previous 9 lows
0.2% above previous 10 highs, 51.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150629 Closing)
2.4% are above or equal to 6/26 close (1 days ago), 97.6% are below.
5.9% are above or equal to 6/25 close (2 days ago), 94.1% are below.
6.6% are above or equal to 6/24 close (3 days ago), 93.4% are below.
5.3% are above or equal to 6/23 close (4 days ago), 94.7% are below.
8.0% are above or equal to 6/22 close (5 days ago), 92.0% are below.
12.3% are above or equal to 6/19 close (6 days ago), 87.7% are below.
12.6% are above or equal to 6/18 close (7 days ago), 87.4% are below.
17.5% are above or equal to 6/17 close (8 days ago), 82.5% are below.
19.1% are above or equal to 6/16 close (9 days ago), 80.9% are below.
23.9% are above or equal to 6/15 close (10 days ago), 76.1% are below.
19.6% are above or equal to 6/12 close (11 days ago), 80.4% are below.
18.4% are above or equal to 6/11 close (12 days ago), 81.6% are below.
21.7% are above or equal to 6/10 close (13 days ago), 78.3% are below.
31.1% are above or equal to 6/9 close (14 days ago), 68.9% are below.
31.6% are above or equal to 6/8 close (15 days ago), 68.4% are below.
27.1% are above or equal to 6/5 close (16 days ago), 72.9% are below.
29.5% are above or equal to 6/4 close (17 days ago), 70.5% are below.
25.4% are above or equal to 6/3 close (18 days ago), 74.6% are below.
29.5% are above or equal to 6/2 close (19 days ago), 70.5% are below.
30.7% are above or equal to 6/1 close (20 days ago), 69.3% are below.
32.7% are above or equal to 5/29 close (21 days ago), 67.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150629 Closing)
20d: 1.2% new highs, 42.7% new lows
21d: 1.2% new highs, 42.3% new lows
42d: 1.1% new highs, 30.7% new lows
63d: 0.9% new highs, 24.5% new lows
126d: 0.7% new highs, 14.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150629 Closing)
2-day: 2.2% above, 97.8% below
3-day: 3.1% above, 96.9% below
4-day: 3.9% above, 96.1% below
5-day: 3.8% above, 96.2% below
8-day: 5.7% above, 94.3% below
10-day: 8.4% above, 91.6% below
20-day: 16.0% above, 84.0% below
50-day: 29.8% above, 70.2% below
200-day: 48.6% above, 51.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150629 Closing)
REAL(104): -1.57% Top=SBRA AVB HR HTA HCP BRX BXMT MPW ….. CONE QTS PLD HST KW KRG NSM BAM=Bottom (Real Estate)
META(26): -1.74% Top=SLCA BVN AEM GOLD SWC RGLD GG ABX ….. CMC NUE TMST FCX AA STLD X CENX=Bottom (Metals & Mining)
HEAL(60): -1.80% Top=LPNT AMED CNC HNT ZMH BDX ACHC MOH ….. NUVA OPK A WX IRWD WMGI ZLTQ SPNC=Bottom (Health)
TRAN(37): -2.14% Top=NAT GLOP JBHT ODFL TNK STNG GWR CP ….. LUV VA CSX CNW HA XPO AAL AAWW=Bottom (Transportation)
COHW(49): -2.27% Top=PLCM KN RCI UBNT TDC T TMUS INFN ….. QCOM BRCD SMCI BBRY ZAYO SWIR NMBL GOGO=Bottom (Computer Hardware/Telecom)
MANU(46): -2.29% Top=PNR TILE DCI WOR PCP LII DHR IR ….. KMT RS RXN CRS GTLS BGC SEDG JKS=Bottom (Manufacturing)
ENER(98): -2.31% Top=BAS CJES NBR OAS PTEN FANG MRD CXO ….. NFX RICE NBL UPL CVE WPX EPE BCEI=Bottom (Energy)
MATE(29): -2.38% Top=RYN WM SPF WY RYL MLM AWI TOL ….. PWR MTZ MAS KBH MTH USG APOG BCC=Bottom (Materials & Construction)
CONS(58): -2.38% Top=RFP MWV COTY RKT GPK SKX IP PG ….. LULU UA MAT PAY AVP ICON GT HAR=Bottom (Consumer)
LEIS(41): -2.40% Top=ZOES BOJA DNKN ARMK LOCO WEN TXRH CMG ….. KKD YUM EXPE SHAK RCL MGM PLAY TVPT=Bottom (Leisure)
DISV(52): -2.48% Top=AHS ADT TNET Z AAN CXW WOOF HMHC ….. RCII ACM JEC GDOT WEX BLOX APOL DV=Bottom (Diversified Services)
RETA(71): -2.61% Top=ETSY KR AEO LL NFLX WMT CVS CPRT ….. BURL SHLD M BIG ZUMZ SPLS ZU ANF=Bottom (Retail & Specialty Retail)
FINA(103): -2.62% Top=WRLD CBOE TLMR ACAS CTLT ARCC FCB BNCL ….. LPLA SF JNS OZRK ETFC OCN LAZ WETF=Bottom (Banks/Financials)
COSW(108): -2.88% Top=WUBA NTCT DBD MDAS BR CERN HUBS ORCL ….. VDSI SNCR BOX RNG LNKD CYBR CMCM ROVI=Bottom (Computer Software/Internet)
CHEM(28): -2.90% Top=POT MOS EMN MON CE CF PX AGU ….. APD DOW POL WLK HUN AXLL ALB CHMT=Bottom (Chemicals/Fertilizers)
ELEC(58): -2.90% Top=APH SIGM MLNX SNPS AMBA MXIM INVN QRVO ….. MRVL MU SPWR MTSI CSIQ SUNE TSL MEI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(38): -3.02% Top=AXS FAF BRO RDN VR AFSI ACGL FNF ….. CLGX AFL SLF LNC PRU CNO AGO MBI=Bottom (Insurance)

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

Filed under: Market Stats — daytrend @ 2:21 pm

Market Stats at 3:20 pm ET
by daytrend on 20150629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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 (20150629 3:20 pm ET)
1.0% of stocks are above yesterday’s high.
5.1% are above yesterday’s midpoint. (94.9% are below.)
81.2% are below yesterday’s low.
17.8% are inside yesterday’s range.
11.7% of stocks with today’s high > yesterday’s high. (88.3% less than).
89.9% of stocks with today’s low < yesterday’s low. (10.1% greater than).

EVIDENCE OF INTRADAY TREND (20150629 3:20 pm ET)
12.4% of stocks are above today’s open. (86.6% are below).
2.9% of stocks are above today’s open and yesterday’s close.
86.4% are below both.
0.3% of stocks opened above yesterday’s high.
3.4% of stocks opened above yesterday’s close. (95.7% opened below yesterday’s close).
57.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150629 3:20 pm ET)
0.5% of stocks are in the top 10% of today’s range.
1.2% are in the top 20%.
8.1% are in the top half. 91.9% of stocks are in the bottom half of today’s range.
72.1% are in the bottom 20%.
44.4% are in the bottom 10%.

GAIN (20150629 3:20 pm ET)
3.6% of stocks are above yesterday’s close. (96.4% are below.)
0.1% are up 4.5% or more. 4.6% are down 4.5% or more.
0.1% are up 3.5% or more. 10.5% are down 3.5% or more.
16.2% are between +1% and -1%.

RSI on DAILY (20150629 3:20 pm ET)
2-day: >=95:0.1%…>=90:0.5%…>=80:0.7%…>=50:4.0%…<=20:77.7%…<=10:54.4%…<=5:36.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:15.7%…<=20:6.9%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:21.7%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150629 3:20 pm ET)
1.0% above previous 1 highs, 81.2% below previous 1 lows
0.7% above previous 2 highs, 75.3% below previous 2 lows
0.5% above previous 3 highs, 73.0% below previous 3 lows
0.5% above previous 4 highs, 70.8% below previous 4 lows
0.5% above previous 5 highs, 67.4% below previous 5 lows
0.5% above previous 6 highs, 63.3% below previous 6 lows
0.4% above previous 7 highs, 59.2% below previous 7 lows
0.3% above previous 8 highs, 55.0% below previous 8 lows
0.3% above previous 9 highs, 50.0% below previous 9 lows
0.3% above previous 10 highs, 45.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150629 3:20 pm ET)
3.6% are above or equal to 6/26 close (1 days ago), 96.4% are below.
8.3% are above or equal to 6/25 close (2 days ago), 91.7% are below.
8.5% are above or equal to 6/24 close (3 days ago), 91.5% are below.
6.4% are above or equal to 6/23 close (4 days ago), 93.6% are below.
9.4% are above or equal to 6/22 close (5 days ago), 90.6% are below.
14.3% are above or equal to 6/19 close (6 days ago), 85.7% are below.
14.8% are above or equal to 6/18 close (7 days ago), 85.2% are below.
20.3% are above or equal to 6/17 close (8 days ago), 79.7% are below.
22.7% are above or equal to 6/16 close (9 days ago), 77.3% are below.
26.9% are above or equal to 6/15 close (10 days ago), 73.1% are below.
22.3% are above or equal to 6/12 close (11 days ago), 77.7% are below.
21.2% are above or equal to 6/11 close (12 days ago), 78.8% are below.
23.9% are above or equal to 6/10 close (13 days ago), 76.1% are below.
33.7% are above or equal to 6/9 close (14 days ago), 66.3% are below.
34.1% are above or equal to 6/8 close (15 days ago), 65.9% are below.
30.0% are above or equal to 6/5 close (16 days ago), 70.0% are below.
31.9% are above or equal to 6/4 close (17 days ago), 68.1% are below.
27.4% are above or equal to 6/3 close (18 days ago), 72.6% are below.
30.4% are above or equal to 6/2 close (19 days ago), 69.6% are below.
31.8% are above or equal to 6/1 close (20 days ago), 68.2% are below.
34.4% are above or equal to 5/29 close (21 days ago), 65.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150629 3:20 pm ET)
20d: 1.1% new highs, 38.7% new lows
21d: 1.1% new highs, 38.4% new lows
42d: 1.1% new highs, 28.2% new lows
63d: 0.9% new highs, 22.3% new lows
126d: 0.7% new highs, 13.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150629 3:20 pm ET)
2-day: 3.0% above, 97.0% below
3-day: 4.7% above, 95.3% below
4-day: 5.4% above, 94.6% below
5-day: 5.1% above, 94.9% below
8-day: 6.9% above, 93.1% below
10-day: 9.6% above, 90.4% below
20-day: 19.0% above, 81.0% below
50-day: 32.2% above, 67.8% below
200-day: 49.5% above, 50.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150629 3:20 pm ET)
REAL(104): -1.08% Top=SBRA ARCP HR HCP AVB HTA BRX OHI ….. CBG MAC OUT KRG CONE KW NSM BAM=Bottom (Real Estate)
HEAL(60): -1.37% Top=LPNT AMED CNC BDX HNT ACHC ZMH RMD ….. NUVA IRWD A PODD WMGI WX ZLTQ SPNC=Bottom (Health)
META(26): -1.42% Top=SLCA BVN GOLD AEM GG SWC RGLD ABX ….. FCX AA NUE TMST CCJ STLD X CENX=Bottom (Metals & Mining)
TRAN(37): -1.89% Top=NAT TNK JBHT CP GWR ODFL KEX UNP ….. LUV HA UAL CSX XPO VA AAL AAWW=Bottom (Transportation)
COHW(49): -1.93% Top=PLCM KN SYNA RCI TMUS ANET T WIN ….. BRCD NSR SMCI SNDK ZAYO SWIR NMBL GOGO=Bottom (Computer Hardware/Telecom)
ENER(98): -1.94% Top=BAS CJES PTEN NBR OAS CXO FANG PAGP ….. NBL EPE UPL SM PE BCEI WPX CVE=Bottom (Energy)
CONS(58): -2.02% Top=RFP MWV RKT COTY IP GPK SKX CROX ….. JAH MAT AVP UA PAY ICON HAR GT=Bottom (Consumer)
MANU(46): -2.06% Top=PNR WOR PCP TILE DCI IR SWK JOY ….. MRC RS RXN CRS BGC GTLS SEDG JKS=Bottom (Manufacturing)
LEIS(41): -2.11% Top=ZOES BOJA ARMK WEN DNKN MCD CMG SBUX ….. LQ KKD YUM EXPE RCL MGM PLAY TVPT=Bottom (Leisure)
MATE(29): -2.17% Top=RYN WM WY SPF OC PHM MLM RYL ….. FLR PWR KBH MAS MTH USG APOG BCC=Bottom (Materials & Construction)
DISV(52): -2.19% Top=AHS TNET WOOF Z EIGI CXW AAN HMHC ….. RCII GDOT ACM JEC BLOX YY APOL DV=Bottom (Diversified Services)
RETA(71): -2.35% Top=KR CVS WMT CPRT AEO LL NFLX WFM ….. ZUMZ BBY SHLD M W SPLS ZU ANF=Bottom (Retail & Specialty Retail)
FINA(103): -2.36% Top=WRLD ACAS TLMR CTLT WU CBOE FCB APO ….. SCHW EV IBKR OZRK ETFC OCN LAZ WETF=Bottom (Banks/Financials)
CHEM(28): -2.55% Top=POT MOS MON EMN CE CF SHW PX ….. APD WLK DOW POL HUN AXLL ALB CHMT=Bottom (Chemicals/Fertilizers)
COSW(108): -2.65% Top=NTCT DBD WUBA BR SINA SOHU CERN ORCL ….. TRUE SNCR QLYS LC LNKD CYBR ROVI CMCM=Bottom (Computer Software/Internet)
ELEC(58): -2.66% Top=APH SIGM MLNX AMBA INVN SNPS MXIM CY ….. MRVL SPWR MTSI MU CSIQ TSL SCTY MEI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(38): -2.72% Top=AXS BRO FAF RDN FNF VR HIG XL ….. AFL MET LNC CNO PRU SLF AGO MBI=Bottom (Insurance)

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 3:20 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:23 pm

Market Stats at 2:23 pm ET
by daytrend on 20150629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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 (20150629 2:23 pm ET)
0.9% of stocks are above yesterday’s high.
6.7% are above yesterday’s midpoint. (93.3% are below.)
78.1% are below yesterday’s low.
21.0% are inside yesterday’s range.
11.6% of stocks with today’s high > yesterday’s high. (88.4% less than).
87.4% of stocks with today’s low < yesterday’s low. (12.6% greater than).

EVIDENCE OF INTRADAY TREND (20150629 2:23 pm ET)
16.3% of stocks are above today’s open. (82.5% are below).
3.9% of stocks are above today’s open and yesterday’s close.
82.3% are below both.
0.3% of stocks opened above yesterday’s high.
3.4% of stocks opened above yesterday’s close. (95.7% opened below yesterday’s close).
57.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150629 2:23 pm ET)
0.6% of stocks are in the top 10% of today’s range.
2.1% are in the top 20%.
10.6% are in the top half. 89.4% of stocks are in the bottom half of today’s range.
71.5% are in the bottom 20%.
58.3% are in the bottom 10%.

GAIN (20150629 2:23 pm ET)
4.4% of stocks are above yesterday’s close. (95.6% are below.)
0.1% are up 4.5% or more. 3.6% are down 4.5% or more.
0.2% are up 3.5% or more. 8.4% are down 3.5% or more.
19.7% are between +1% and -1%.

RSI on DAILY (20150629 2:23 pm ET)
2-day: >=95:0.2%…>=90:0.5%…>=80:1.0%…>=50:4.6%…<=20:74.9%…<=10:51.7%…<=5:34.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:17.5%…<=20:6.3%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:23.7%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150629 2:23 pm ET)
0.9% above previous 1 highs, 78.1% below previous 1 lows
0.8% above previous 2 highs, 71.7% below previous 2 lows
0.4% above previous 3 highs, 69.5% below previous 3 lows
0.4% above previous 4 highs, 67.0% below previous 4 lows
0.4% above previous 5 highs, 63.6% below previous 5 lows
0.4% above previous 6 highs, 60.4% below previous 6 lows
0.4% above previous 7 highs, 56.0% below previous 7 lows
0.3% above previous 8 highs, 52.2% below previous 8 lows
0.3% above previous 9 highs, 47.1% below previous 9 lows
0.3% above previous 10 highs, 42.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150629 2:23 pm ET)
4.4% are above or equal to 6/26 close (1 days ago), 95.6% are below.
9.5% are above or equal to 6/25 close (2 days ago), 90.5% are below.
10.2% are above or equal to 6/24 close (3 days ago), 89.8% are below.
8.0% are above or equal to 6/23 close (4 days ago), 92.0% are below.
10.8% are above or equal to 6/22 close (5 days ago), 89.2% are below.
16.1% are above or equal to 6/19 close (6 days ago), 83.9% are below.
16.2% are above or equal to 6/18 close (7 days ago), 83.8% are below.
21.9% are above or equal to 6/17 close (8 days ago), 78.1% are below.
23.2% are above or equal to 6/16 close (9 days ago), 76.8% are below.
29.3% are above or equal to 6/15 close (10 days ago), 70.7% are below.
24.3% are above or equal to 6/12 close (11 days ago), 75.7% are below.
22.5% are above or equal to 6/11 close (12 days ago), 77.5% are below.
25.2% are above or equal to 6/10 close (13 days ago), 74.8% are below.
35.5% are above or equal to 6/9 close (14 days ago), 64.5% are below.
36.1% are above or equal to 6/8 close (15 days ago), 63.9% are below.
31.5% are above or equal to 6/5 close (16 days ago), 68.5% are below.
33.3% are above or equal to 6/4 close (17 days ago), 66.7% are below.
28.0% are above or equal to 6/3 close (18 days ago), 72.0% are below.
31.7% are above or equal to 6/2 close (19 days ago), 68.3% are below.
33.1% are above or equal to 6/1 close (20 days ago), 66.9% are below.
34.8% are above or equal to 5/29 close (21 days ago), 65.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150629 2:23 pm ET)
20d: 1.1% new highs, 35.7% new lows
21d: 1.1% new highs, 35.4% new lows
42d: 1.1% new highs, 26.0% new lows
63d: 0.9% new highs, 20.5% new lows
126d: 0.7% new highs, 12.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150629 2:23 pm ET)
2-day: 4.2% above, 95.8% below
3-day: 5.7% above, 94.3% below
4-day: 6.2% above, 93.8% below
5-day: 6.0% above, 94.0% below
8-day: 8.4% above, 91.6% below
10-day: 11.7% above, 88.3% below
20-day: 21.5% above, 78.5% below
50-day: 32.5% above, 67.5% below
200-day: 49.4% above, 50.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150629 2:23 pm ET)
HEAL(60): -1.00% Top=AMED LPNT ACHC MDXG CNC BDX HNT RMD ….. PKI BKD IRWD A WMGI WX ZLTQ SPNC=Bottom (Health)
REAL(104): -1.03% Top=SBRA HR ESRT VTR ARCP BRX HCP AVB ….. HT CBG LPT CONE KW NSM NRF BAM=Bottom (Real Estate)
META(26): -1.34% Top=SLCA BVN GOLD RGLD AEM SCCO TAHO NEM ….. AA FCX NUE CCJ TMST X STLD CENX=Bottom (Metals & Mining)
TRAN(37): -1.66% Top=NAT TNK JBHT ODFL ALK KEX STNG SAVE ….. CSX UAL SWFT CNW XPO AAL VA AAWW=Bottom (Transportation)
CONS(58): -1.74% Top=RFP SKX CROX GPK MWV COTY IP RKT ….. COH MAT TPX JAH ICON PAY HAR GT=Bottom (Consumer)
COHW(49): -1.82% Top=KN PLCM TMUS UBNT INFN SYNA T RCI ….. BRCD BBRY SNDK SSYS WDC SWIR NMBL GOGO=Bottom (Computer Hardware/Telecom)
LEIS(41): -1.91% Top=ZOES BOJA SHAK ARMK WEN DNKN JACK MCD ….. QSR EXPE YUM RCL PLAY SEAS MGM TVPT=Bottom (Leisure)
ENER(98): -1.94% Top=BAS PTEN CJES FANG EPD CXO OAS HLX ….. NFX UPL EPE LPI WPX NBL CVE BCEI=Bottom (Energy)
MANU(46): -1.97% Top=PNR WOR TILE IR PCP DCI LII JOY ….. BWC RXN RS CRS BGC SEDG GTLS JKS=Bottom (Manufacturing)
DISV(52): -1.99% Top=AHS WOOF HMHC TNET EIGI AAN SBAC CXW ….. WEX URI BLOX JEC ACM APOL YY DV=Bottom (Diversified Services)
RETA(71): -2.07% Top=LL AEO KR FINL CVS CPRT WMT LOW ….. AAP KORS M BBY SPLS W ZU ANF=Bottom (Retail & Specialty Retail)
MATE(29): -2.09% Top=RYN WM WY WCN SPF DHI OC FAST ….. MAS MTH FLR PWR KBH USG APOG BCC=Bottom (Materials & Construction)
FINA(103): -2.26% Top=WRLD TLMR CTLT APO FCB WU BNCL PHH ….. AMTD VOYA OZRK SCHW ETFC OCN LAZ WETF=Bottom (Banks/Financials)
ELEC(58): -2.32% Top=APH SIGM MLNX AMBA INVN SNPS BRKR TRMB ….. SWKS MU SUNE MRVL MTSI TSL SCTY MEI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(108): -2.36% Top=MDAS DBD WUBA NTCT ACIW CERN SINA BR ….. SFUN SNCR GLUU CYBR LC LNKD ROVI CMCM=Bottom (Computer Software/Internet)
CHEM(28): -2.40% Top=POT MOS MON EMN SHW CE CF VAL ….. FTK APD DOW WLK HUN AXLL CHMT ALB=Bottom (Chemicals/Fertilizers)
INSU(38): -2.63% Top=AXS RDN BRO FAF MTG AWH FNF VR ….. CLGX LNC CNO MET PRU SLF AGO MBI=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:45 am

Market Stats at 12:44 pm ET
by daytrend on 20150629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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 (20150629 12:44 pm ET)
1.8% of stocks are above yesterday’s high.
10.6% are above yesterday’s midpoint. (89.4% are below.)
69.2% are below yesterday’s low.
29.0% are inside yesterday’s range.
11.5% of stocks with today’s high > yesterday’s high. (88.5% less than).
83.4% of stocks with today’s low < yesterday’s low. (16.6% greater than).

EVIDENCE OF INTRADAY TREND (20150629 12:44 pm ET)
26.8% of stocks are above today’s open. (71.5% are below).
7.1% of stocks are above today’s open and yesterday’s close.
71.4% are below both.
0.3% of stocks opened above yesterday’s high.
3.4% of stocks opened above yesterday’s close. (95.7% opened below yesterday’s close).
57.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150629 12:44 pm ET)
1.9% of stocks are in the top 10% of today’s range.
4.1% are in the top 20%.
16.8% are in the top half. 83.2% of stocks are in the bottom half of today’s range.
54.8% are in the bottom 20%.
40.4% are in the bottom 10%.

GAIN (20150629 12:44 pm ET)
7.9% of stocks are above yesterday’s close. (92.1% are below.)
0.0% are up 4.5% or more. 2.4% are down 4.5% or more.
0.1% are up 3.5% or more. 5.8% are down 3.5% or more.
32.3% are between +1% and -1%.

RSI on DAILY (20150629 12:44 pm ET)
2-day: >=95:0.3%…>=90:1.0%…>=80:1.6%…>=50:8.3%…<=20:68.1%…<=10:46.3%…<=5:30.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:21.4%…<=20:5.6%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:26.4%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150629 12:44 pm ET)
1.8% above previous 1 highs, 69.2% below previous 1 lows
1.1% above previous 2 highs, 63.3% below previous 2 lows
0.7% above previous 3 highs, 60.7% below previous 3 lows
0.5% above previous 4 highs, 57.7% below previous 4 lows
0.4% above previous 5 highs, 55.0% below previous 5 lows
0.4% above previous 6 highs, 51.6% below previous 6 lows
0.3% above previous 7 highs, 48.4% below previous 7 lows
0.3% above previous 8 highs, 44.8% below previous 8 lows
0.3% above previous 9 highs, 40.7% below previous 9 lows
0.3% above previous 10 highs, 36.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150629 12:44 pm ET)
7.9% are above or equal to 6/26 close (1 days ago), 92.1% are below.
14.5% are above or equal to 6/25 close (2 days ago), 85.5% are below.
14.3% are above or equal to 6/24 close (3 days ago), 85.7% are below.
10.3% are above or equal to 6/23 close (4 days ago), 89.7% are below.
13.8% are above or equal to 6/22 close (5 days ago), 86.2% are below.
19.5% are above or equal to 6/19 close (6 days ago), 80.5% are below.
18.8% are above or equal to 6/18 close (7 days ago), 81.2% are below.
25.8% are above or equal to 6/17 close (8 days ago), 74.2% are below.
26.2% are above or equal to 6/16 close (9 days ago), 73.8% are below.
33.8% are above or equal to 6/15 close (10 days ago), 66.2% are below.
28.1% are above or equal to 6/12 close (11 days ago), 71.9% are below.
26.0% are above or equal to 6/11 close (12 days ago), 74.0% are below.
28.7% are above or equal to 6/10 close (13 days ago), 71.3% are below.
39.0% are above or equal to 6/9 close (14 days ago), 61.0% are below.
39.9% are above or equal to 6/8 close (15 days ago), 60.1% are below.
33.2% are above or equal to 6/5 close (16 days ago), 66.8% are below.
37.5% are above or equal to 6/4 close (17 days ago), 62.5% are below.
31.6% are above or equal to 6/3 close (18 days ago), 68.4% are below.
34.3% are above or equal to 6/2 close (19 days ago), 65.7% are below.
36.0% are above or equal to 6/1 close (20 days ago), 64.0% are below.
38.8% are above or equal to 5/29 close (21 days ago), 61.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150629 12:44 pm ET)
20d: 1.1% new highs, 32.4% new lows
21d: 1.1% new highs, 32.1% new lows
42d: 1.1% new highs, 22.9% new lows
63d: 0.9% new highs, 17.5% new lows
126d: 0.7% new highs, 10.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150629 12:44 pm ET)
2-day: 7.4% above, 92.6% below
3-day: 9.3% above, 90.7% below
4-day: 10.5% above, 89.5% below
5-day: 9.3% above, 90.7% below
8-day: 11.2% above, 88.8% below
10-day: 14.6% above, 85.4% below
20-day: 25.7% above, 74.3% below
50-day: 35.5% above, 64.5% below
200-day: 50.5% above, 49.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150629 12:44 pm ET)
REAL(104): -0.54% Top=SBRA ARCP CPT BRX HR AIV MPW VTR ….. IVR CBG LPT CONE KW EJ BAM NSM=Bottom (Real Estate)
HEAL(60): -0.63% Top=AMED LPNT INCR ACHC BDX DXCM CNC MOH ….. HWAY PKI KANG IRWD A WX ZLTQ SPNC=Bottom (Health)
CONS(58): -1.25% Top=SKX RFP GPK MWV COTY RKT IP PBI ….. COH UA JAH OI ICON PAY HAR GT=Bottom (Consumer)
TRAN(37): -1.35% Top=NAT TNK ALK ODFL GBX JBHT STNG GWR ….. CNI CNW SWFT UAL XPO VA TDW AAWW=Bottom (Transportation)
META(26): -1.39% Top=SLCA GOLD BVN SCCO TAHO GG RGLD CNX ….. FNV AA CCJ NUE X TMST STLD CENX=Bottom (Metals & Mining)
RETA(71): -1.44% Top=LL FINL AEO KR CVS LOW NFLX WFM ….. LE KORS TIF BBY SPLS W ANF ZU=Bottom (Retail & Specialty Retail)
LEIS(41): -1.45% Top=ZOES SHAK ARMK WEN MCD DNKN BOBE SBUX ….. HABT RCL SEAS EXPE YUM PLAY MGM TVPT=Bottom (Leisure)
COHW(49): -1.49% Top=KN PLCM TMUS INFN UBNT CCOI WIN T ….. BCE WDC BRCD SMCI BBRY SWIR NMBL GOGO=Bottom (Computer Hardware/Telecom)
DISV(52): -1.54% Top=AHS WOOF TNET HMHC AAN CXW Z ADT ….. MAN URI BLOX JEC ACM YY APOL DV=Bottom (Diversified Services)
MATE(29): -1.57% Top=RYN WY WM SPF MLM PHM AWI TOL ….. MAS KBH MTZ PWR USG FLR APOG BCC=Bottom (Materials & Construction)
MANU(46): -1.73% Top=PNR TILE WOR ROK LII IR AGCO DCI ….. RXN ATI RS CRS BGC SEDG GTLS JKS=Bottom (Manufacturing)
ENER(98): -1.74% Top=BAS PTEN CXO FANG OAS ETE FGP EPD ….. UNT EXH WPX NBL LPI UPL CVE BCEI=Bottom (Energy)
FINA(103): -1.87% Top=WRLD APO CTLT TLMR BNCL ACAS FCB HAWK ….. OZRK BMO WDR SCHW ETFC OCN LAZ WETF=Bottom (Banks/Financials)
ELEC(58): -1.91% Top=APH SIGM MLNX INVN AMBA BRKR SNPS WAT ….. SWKS CSIQ MRVL FSLR SCTY MTSI TSL MEI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): -2.07% Top=MOS CF MON SHW CE POT PX VAL ….. POL DOW WLK HUN APD CHMT AXLL ALB=Bottom (Chemicals/Fertilizers)
COSW(108): -2.11% Top=MDAS NEWR MDRX ACIW CERN NTCT MANH DBD ….. INOV LNKD TRUE JD GLUU SNCR ROVI CMCM=Bottom (Computer Software/Internet)
INSU(38): -2.23% Top=AXS RDN MTG AFSI VR BRO FAF FNF ….. UNM LNC MET CLGX PRU SLF AGO MBI=Bottom (Insurance)

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 12:44 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:08 am

Market Stats at 12:07 pm ET
by daytrend on 20150629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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 (20150629 12:07 pm ET)
2.8% of stocks are above yesterday’s high.
14.3% are above yesterday’s midpoint. (85.7% are below.)
62.0% are below yesterday’s low.
35.2% are inside yesterday’s range.
11.3% of stocks with today’s high > yesterday’s high. (88.7% less than).
82.2% of stocks with today’s low < yesterday’s low. (17.8% greater than).

EVIDENCE OF INTRADAY TREND (20150629 12:07 pm ET)
38.6% of stocks are above today’s open. (58.9% are below).
10.0% of stocks are above today’s open and yesterday’s close.
58.7% are below both.
0.3% of stocks opened above yesterday’s high.
3.4% of stocks opened above yesterday’s close. (95.7% opened below yesterday’s close).
57.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150629 12:07 pm ET)
3.0% of stocks are in the top 10% of today’s range.
7.4% are in the top 20%.
27.5% are in the top half. 72.5% of stocks are in the bottom half of today’s range.
33.9% are in the bottom 20%.
11.1% are in the bottom 10%.

GAIN (20150629 12:07 pm ET)
11.2% of stocks are above yesterday’s close. (88.8% are below.)
0.0% are up 4.5% or more. 1.8% are down 4.5% or more.
0.1% are up 3.5% or more. 4.9% are down 3.5% or more.
40.3% are between +1% and -1%.

RSI on DAILY (20150629 12:07 pm ET)
2-day: >=95:0.4%…>=90:1.1%…>=80:2.1%…>=50:10.7%…<=20:62.4%…<=10:42.6%…<=5:28.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:24.7%…<=20:5.6%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:28.3%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150629 12:07 pm ET)
2.8% above previous 1 highs, 62.0% below previous 1 lows
1.4% above previous 2 highs, 55.5% below previous 2 lows
0.5% above previous 3 highs, 52.7% below previous 3 lows
0.4% above previous 4 highs, 50.3% below previous 4 lows
0.3% above previous 5 highs, 47.2% below previous 5 lows
0.3% above previous 6 highs, 44.3% below previous 6 lows
0.2% above previous 7 highs, 40.9% below previous 7 lows
0.2% above previous 8 highs, 37.0% below previous 8 lows
0.2% above previous 9 highs, 34.2% below previous 9 lows
0.2% above previous 10 highs, 29.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150629 12:07 pm ET)
11.2% are above or equal to 6/26 close (1 days ago), 88.8% are below.
18.6% are above or equal to 6/25 close (2 days ago), 81.4% are below.
17.3% are above or equal to 6/24 close (3 days ago), 82.7% are below.
13.0% are above or equal to 6/23 close (4 days ago), 87.0% are below.
15.7% are above or equal to 6/22 close (5 days ago), 84.3% are below.
22.2% are above or equal to 6/19 close (6 days ago), 77.8% are below.
20.4% are above or equal to 6/18 close (7 days ago), 79.6% are below.
28.5% are above or equal to 6/17 close (8 days ago), 71.5% are below.
29.1% are above or equal to 6/16 close (9 days ago), 70.9% are below.
36.5% are above or equal to 6/15 close (10 days ago), 63.5% are below.
31.1% are above or equal to 6/12 close (11 days ago), 68.9% are below.
28.2% are above or equal to 6/11 close (12 days ago), 71.8% are below.
31.8% are above or equal to 6/10 close (13 days ago), 68.2% are below.
42.0% are above or equal to 6/9 close (14 days ago), 58.0% are below.
42.1% are above or equal to 6/8 close (15 days ago), 57.9% are below.
35.9% are above or equal to 6/5 close (16 days ago), 64.1% are below.
39.0% are above or equal to 6/4 close (17 days ago), 61.0% are below.
32.8% are above or equal to 6/3 close (18 days ago), 67.2% are below.
35.4% are above or equal to 6/2 close (19 days ago), 64.6% are below.
37.8% are above or equal to 6/1 close (20 days ago), 62.2% are below.
40.0% are above or equal to 5/29 close (21 days ago), 60.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150629 12:07 pm ET)
20d: 1.1% new highs, 31.0% new lows
21d: 1.1% new highs, 30.6% new lows
42d: 1.1% new highs, 21.9% new lows
63d: 0.9% new highs, 16.8% new lows
126d: 0.7% new highs, 9.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150629 12:07 pm ET)
2-day: 10.2% above, 89.8% below
3-day: 12.5% above, 87.5% below
4-day: 13.0% above, 87.0% below
5-day: 12.1% above, 87.9% below
8-day: 14.0% above, 86.0% below
10-day: 17.6% above, 82.4% below
20-day: 28.3% above, 71.7% below
50-day: 37.1% above, 62.9% below
200-day: 51.3% above, 48.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150629 12:07 pm ET)
REAL(104): -0.17% Top=SBRA HR BRX LXP CBL MPW CPT RLJ ….. LPT CBG CONE NRF EJ KW BAM NSM=Bottom (Real Estate)
HEAL(60): -0.57% Top=AMED LPNT INCR ACHC DXCM CNC BDX MOH ….. MR PKI XENT A ZLTQ IRWD WX SPNC=Bottom (Health)
TRAN(37): -0.97% Top=NAT TNK ALK ODFL SAVE JBHT GBX STNG ….. UAL CNW SWFT TDW CNI VA XPO AAWW=Bottom (Transportation)
CONS(58): -0.98% Top=RFP SKX GPK SCSS MWV PKG AVP IP ….. FOSL UA OI JAH ICON PAY HAR GT=Bottom (Consumer)
MATE(29): -1.11% Top=RYN SPF RYL PHM WY TOL MDC AWI ….. MAS DAR FAST MTZ USG PWR FLR BCC=Bottom (Materials & Construction)
LEIS(41): -1.14% Top=ZOES SHAK BOBE BOJA DNKN ARMK WEN MCD ….. RCL SGMS EXPE SEAS YUM MGM PLAY TVPT=Bottom (Leisure)
RETA(71): -1.16% Top=LL FINL KR AEO JCP ZUMZ CVS LOW ….. BABA KORS BBY W SPLS DANG ZU ANF=Bottom (Retail & Specialty Retail)
META(26): -1.21% Top=SLCA GOLD BVN CNX SCCO SXC GG TAHO ….. FNV PAAS NUE CCJ X STLD TMST CENX=Bottom (Metals & Mining)
COHW(49): -1.23% Top=KN INFN WIN PLCM SYNA UBNT CCOI TMUS ….. BCE BBRY WDC BRCD SMCI SWIR NMBL GOGO=Bottom (Computer Hardware/Telecom)
DISV(52): -1.31% Top=AHS WOOF TNET AAN HMHC CXW EIGI CTAS ….. GDOT URI APOL JEC ACM BLOX DV YY=Bottom (Diversified Services)
MANU(46): -1.43% Top=PNR WOR TILE ROK LII JOY MHK DHR ….. BWC RS ATI BGC CRS GTLS SEDG JKS=Bottom (Manufacturing)
FINA(103): -1.59% Top=APO WRLD TLMR BNCL HAWK CTLT ACAS PHH ….. TD BMO WDR SCHW ETFC OCN LAZ WETF=Bottom (Banks/Financials)
ENER(98): -1.61% Top=BAS PTEN CXO FANG OAS FGP NBR HAL ….. SN EPE UNT WPX NBL CVE LPI BCEI=Bottom (Energy)
CHEM(28): -1.81% Top=MOS CF MON PX ASH SHW VAL POT ….. FTK AXLL APD HUN WLK DOW CHMT ALB=Bottom (Chemicals/Fertilizers)
ELEC(58): -1.84% Top=APH SIGM MLNX INVN AMBA SNPS CRUS BRKR ….. SUNE SWKS SIMO FSLR MTSI SCTY TSL MEI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(38): -1.93% Top=AXS RDN FAF MTG ORI XL VR FNF ….. MET UNM LNC CLGX PRU SLF AGO MBI=Bottom (Insurance)
COSW(108): -1.94% Top=MDAS ACIW MDRX NTCT ULTI BR BOX TWOU ….. JD LNKD CYBR SNCR VDSI GLUU ROVI CMCM=Bottom (Computer Software/Internet)

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 @ 10:06 am

Market Stats at 11:05 am ET
by daytrend on 20150629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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 (20150629 11:05 am ET)
3.2% of stocks are above yesterday’s high.
14.9% are above yesterday’s midpoint. (85.1% are below.)
59.9% are below yesterday’s low.
36.9% are inside yesterday’s range.
11.2% of stocks with today’s high > yesterday’s high. (88.8% less than).
80.1% of stocks with today’s low < yesterday’s low. (19.9% greater than).

EVIDENCE OF INTRADAY TREND (20150629 11:05 am ET)
41.7% of stocks are above today’s open. (56.7% are below).
9.5% of stocks are above today’s open and yesterday’s close.
56.5% are below both.
0.3% of stocks opened above yesterday’s high.
3.4% of stocks opened above yesterday’s close. (95.7% opened below yesterday’s close).
57.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150629 11:05 am ET)
2.1% of stocks are in the top 10% of today’s range.
5.9% are in the top 20%.
29.8% are in the top half. 70.2% of stocks are in the bottom half of today’s range.
39.7% are in the bottom 20%.
29.6% are in the bottom 10%.

GAIN (20150629 11:05 am ET)
11.1% of stocks are above yesterday’s close. (88.9% are below.)
0.1% are up 4.5% or more. 1.3% are down 4.5% or more.
0.2% are up 3.5% or more. 3.4% are down 3.5% or more.
43.7% are between +1% and -1%.

RSI on DAILY (20150629 11:05 am ET)
2-day: >=95:0.2%…>=90:0.8%…>=80:2.6%…>=50:10.7%…<=20:62.8%…<=10:42.0%…<=5:27.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:25.3%…<=20:4.2%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:29.1%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150629 11:05 am ET)
3.2% above previous 1 highs, 59.9% below previous 1 lows
1.9% above previous 2 highs, 53.6% below previous 2 lows
0.8% above previous 3 highs, 51.0% below previous 3 lows
0.3% above previous 4 highs, 48.7% below previous 4 lows
0.2% above previous 5 highs, 45.5% below previous 5 lows
0.2% above previous 6 highs, 42.3% below previous 6 lows
0.2% above previous 7 highs, 38.8% below previous 7 lows
0.1% above previous 8 highs, 35.6% below previous 8 lows
0.1% above previous 9 highs, 32.0% below previous 9 lows
0.1% above previous 10 highs, 27.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150629 11:05 am ET)
11.1% are above or equal to 6/26 close (1 days ago), 88.9% are below.
19.2% are above or equal to 6/25 close (2 days ago), 80.8% are below.
17.7% are above or equal to 6/24 close (3 days ago), 82.3% are below.
13.1% are above or equal to 6/23 close (4 days ago), 86.9% are below.
15.7% are above or equal to 6/22 close (5 days ago), 84.3% are below.
22.1% are above or equal to 6/19 close (6 days ago), 77.9% are below.
20.1% are above or equal to 6/18 close (7 days ago), 79.9% are below.
29.0% are above or equal to 6/17 close (8 days ago), 71.0% are below.
29.6% are above or equal to 6/16 close (9 days ago), 70.4% are below.
37.0% are above or equal to 6/15 close (10 days ago), 63.0% are below.
31.3% are above or equal to 6/12 close (11 days ago), 68.7% are below.
28.1% are above or equal to 6/11 close (12 days ago), 71.9% are below.
31.3% are above or equal to 6/10 close (13 days ago), 68.7% are below.
42.5% are above or equal to 6/9 close (14 days ago), 57.5% are below.
43.1% are above or equal to 6/8 close (15 days ago), 56.9% are below.
36.0% are above or equal to 6/5 close (16 days ago), 64.0% are below.
39.1% are above or equal to 6/4 close (17 days ago), 60.9% are below.
32.7% are above or equal to 6/3 close (18 days ago), 67.3% are below.
35.9% are above or equal to 6/2 close (19 days ago), 64.1% are below.
38.6% are above or equal to 6/1 close (20 days ago), 61.4% are below.
40.3% are above or equal to 5/29 close (21 days ago), 59.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150629 11:05 am ET)
20d: 1.0% new highs, 28.4% new lows
21d: 1.0% new highs, 28.1% new lows
42d: 1.0% new highs, 20.1% new lows
63d: 0.8% new highs, 15.1% new lows
126d: 0.7% new highs, 8.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150629 11:05 am ET)
2-day: 9.7% above, 90.3% below
3-day: 13.4% above, 86.6% below
4-day: 13.6% above, 86.4% below
5-day: 11.6% above, 88.4% below
8-day: 13.5% above, 86.5% below
10-day: 17.4% above, 82.6% below
20-day: 28.9% above, 71.1% below
50-day: 36.8% above, 63.2% below
200-day: 51.5% above, 48.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150629 11:05 am ET)
REAL(104): -0.09% Top=CIM SBRA BRX HR CBL CUZ DLR MPW ….. HT LPT CBG NRF EJ KW NSM BAM=Bottom (Real Estate)
HEAL(60): -0.70% Top=LPNT INCR THC BDX AMED ACHC CNC DXCM ….. MR A AET HWAY IRWD WX ZLTQ SPNC=Bottom (Health)
META(26): -0.85% Top=CNX SLCA BVN GOLD SXC PAAS AEM GG ….. NUE SWC AA TMST X STLD CCJ CENX=Bottom (Metals & Mining)
TRAN(37): -0.87% Top=NAT TNK ALK ODFL JBHT GBX TRN KEX ….. CP UAL SWFT XPO CNI AAL VA AAWW=Bottom (Transportation)
CONS(58): -0.93% Top=RFP GPK SKX SCSS PKG FL MLHR DECK ….. COH BERY UA FOSL PAY ICON HAR GT=Bottom (Consumer)
COHW(49): -0.93% Top=INFN KN UBNT SYNA CTL PLCM TMUS CCOI ….. QCOM NSR BCE BBRY SMCI SWIR NMBL GOGO=Bottom (Computer Hardware/Telecom)
MATE(29): -0.99% Top=RYN SPF MLM AWI EXP RYL PHM WY ….. DHI RSG FAST DAR USG FLR PWR BCC=Bottom (Materials & Construction)
LEIS(41): -1.13% Top=ZOES SHAK LOCO BOJA MCD WEN HABT BLMN ….. SONC SEAS WYNN EXPE YUM PLAY MGM TVPT=Bottom (Leisure)
ENER(98): -1.15% Top=BAS PTEN RIG OAS CXO CJES HLX NBR ….. RSPP WPX BBG PE SN NBL CVE BCEI=Bottom (Energy)
RETA(71): -1.22% Top=LL FINL KR AEO LOW ZUMZ WSM CVS ….. BBY DANG M LE SPLS ANF W ZU=Bottom (Retail & Specialty Retail)
DISV(52): -1.29% Top=AHS AAN HMHC WOOF ADT WSTC CTAS CXW ….. V MRKT URI DV JEC APOL BLOX YY=Bottom (Diversified Services)
MANU(46): -1.32% Top=PNR WOR DE DOV CFX ROK MHK AGCO ….. BWC RS BGC ATI CRS GTLS SEDG JKS=Bottom (Manufacturing)
CHEM(28): -1.51% Top=CF MOS MON PX POT SHW IFF ASH ….. POL CHMT AXLL HUN GPRE WLK DOW ALB=Bottom (Chemicals/Fertilizers)
ELEC(58): -1.58% Top=APH INVN MLNX SIGM BRKR WAT SNPS INTC ….. FSLR SIMO TSL MEI CAVM MTSI SUNE SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(103): -1.78% Top=WRLD APO TLMR ACAS CTLT WU FCB CG ….. SF STT AMTD WDR SCHW LAZ ETFC WETF=Bottom (Banks/Financials)
COSW(108): -1.79% Top=MDRX ACIW ULTI MDAS TWOU NTCT DBD MANH ….. LNKD VDSI WB SNCR ROVI JD GLUU CMCM=Bottom (Computer Software/Internet)
INSU(38): -2.10% Top=FAF AXS RDN WRB VR FNF ORI BRO ….. LNC MET PRU UNM CLGX SLF AGO MBI=Bottom (Insurance)

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 11:05 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Older Posts »

Create a free website or blog at WordPress.com.