Market Stats at 2:35 pm ET
by daytrend on 20150701. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1011.

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 (20150701 2:35 pm ET)
18.3% of stocks are above yesterday’s high.
48.7% are above yesterday’s midpoint. (51.3% are below.)
24.0% are below yesterday’s low.
57.7% are inside yesterday’s range.
59.5% of stocks with today’s high > yesterday’s high. (40.5% less than).
37.5% of stocks with today’s low < yesterday’s low. (62.5% greater than).

EVIDENCE OF INTRADAY TREND (20150701 2:35 pm ET)
28.2% of stocks are above today’s open. (70.7% are below).
27.2% of stocks are above today’s open and yesterday’s close.
43.8% are below both.
28.3% of stocks opened above yesterday’s high.
86.6% of stocks opened above yesterday’s close. (11.8% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150701 2:35 pm ET)
2.4% of stocks are in the top 10% of today’s range.
7.1% are in the top 20%.
27.4% are in the top half. 72.6% of stocks are in the bottom half of today’s range.
49.1% are in the bottom 20%.
31.8% are in the bottom 10%.

GAIN (20150701 2:35 pm ET)
55.3% of stocks are above yesterday’s close. (44.7% are below.)
0.8% are up 4.5% or more. 3.7% are down 4.5% or more.
1.2% are up 3.5% or more. 6.7% are down 3.5% or more.
58.0% are between +1% and -1%.

RSI on DAILY (20150701 2:35 pm ET)
2-day: >=95:0.3%…>=90:1.1%…>=80:5.2%…>=50:38.3%…<=20:33.3%…<=10:21.6%…<=5:14.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:24.8%…<=20:6.5%…<=10:0.4%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:28.9%…<=20:1.4%…<=10:0.1%…<=5:0.1%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150701 2:35 pm ET)
18.3% above previous 1 highs, 24.0% below previous 1 lows
7.8% above previous 2 highs, 21.8% below previous 2 lows
4.4% above previous 3 highs, 21.6% below previous 3 lows
3.4% above previous 4 highs, 21.4% below previous 4 lows
3.3% above previous 5 highs, 21.3% below previous 5 lows
2.8% above previous 6 highs, 21.0% below previous 6 lows
2.3% above previous 7 highs, 20.7% below previous 7 lows
2.2% above previous 8 highs, 20.0% below previous 8 lows
2.1% above previous 9 highs, 19.7% below previous 9 lows
2.1% above previous 10 highs, 19.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150701 2:35 pm ET)
55.3% are above or equal to 6/30 close (1 days ago), 44.7% are below.
61.0% are above or equal to 6/29 close (2 days ago), 39.0% are below.
13.7% are above or equal to 6/26 close (3 days ago), 86.3% are below.
17.3% are above or equal to 6/25 close (4 days ago), 82.7% are below.
15.1% are above or equal to 6/24 close (5 days ago), 84.9% are below.
11.3% are above or equal to 6/23 close (6 days ago), 88.7% are below.
13.4% are above or equal to 6/22 close (7 days ago), 86.6% are below.
20.2% are above or equal to 6/19 close (8 days ago), 79.8% are below.
17.8% are above or equal to 6/18 close (9 days ago), 82.2% are below.
26.1% are above or equal to 6/17 close (10 days ago), 73.9% are below.
26.4% are above or equal to 6/16 close (11 days ago), 73.6% are below.
31.6% are above or equal to 6/15 close (12 days ago), 68.4% are below.
28.0% are above or equal to 6/12 close (13 days ago), 72.0% are below.
26.4% are above or equal to 6/11 close (14 days ago), 73.6% are below.
28.8% are above or equal to 6/10 close (15 days ago), 71.2% are below.
38.4% are above or equal to 6/9 close (16 days ago), 61.6% are below.
38.1% are above or equal to 6/8 close (17 days ago), 61.9% are below.
33.8% are above or equal to 6/5 close (18 days ago), 66.2% are below.
35.6% are above or equal to 6/4 close (19 days ago), 64.4% are below.
30.9% are above or equal to 6/3 close (20 days ago), 69.1% are below.
34.4% are above or equal to 6/2 close (21 days ago), 65.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150701 2:35 pm ET)
20d: 4.6% new highs, 24.8% new lows
21d: 4.6% new highs, 24.7% new lows
42d: 3.7% new highs, 21.1% new lows
63d: 3.3% new highs, 17.5% new lows
126d: 2.7% new highs, 11.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150701 2:35 pm ET)
2-day: 54.4% above, 45.6% below
3-day: 59.3% above, 40.7% below
4-day: 35.9% above, 64.1% below
5-day: 27.4% above, 72.6% below
8-day: 16.8% above, 83.2% below
10-day: 15.5% above, 84.5% below
20-day: 25.5% above, 74.5% below
50-day: 35.0% above, 65.0% below
200-day: 49.5% above, 50.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150701 2:35 pm ET)
INSU(38): 1.04% Top=HIG WRB CINF AWH ACGL VR TRV AXS ….. CNO AON AFL RDN MTG AFSI GNW AMBC=Bottom (Insurance)
REAL(104): 0.80% Top=PMT CUZ QTS BXMT PPS PEB MAC HST ….. CLI KIM EJ CBL BRX ESRT OUT NSM=Bottom (Real Estate)
FINA(104): 0.64% Top=UBSI IBKR LEAF BKU CBOE PVTB WETF FRC ….. CG OCN LM NDAQ PHH WDR APO JNS=Bottom (Banks/Financials)
LEIS(41): 0.20% Top=WYNN QSR LVS SGMS YUM BLMN MGM SIX ….. PLAY ZOES DRI LOCO CAKE EXPE GPRO WEN=Bottom (Leisure)
RETA(71): 0.09% Top=GME KORS DSW BBY AAP ORLY TJX URBN ….. SHLD SFM CST SBH PIR ZU DANG LE=Bottom (Retail & Specialty Retail)
DISV(54): 0.06% Top=MRKT TW DV GPN HMHC Z BAH PRAA ….. AAN RCII AHS KBR APOL YY ROL URI=Bottom (Diversified Services)
COHW(48): -0.13% Top=CIEN VRSN SMCI INFN UBNT CDW JNPR BCE ….. NMBL BBRY ZAYO SSYS SNDK NSR TDC SYNA=Bottom (Computer Hardware/Telecom)
COSW(107): -0.19% Top=EPAM BR NEWR ATVI EA DATA RHT DOX ….. TWTR ATHM SINA CVLT JD TWOU INOV CMCM=Bottom (Computer Software/Internet)
CHEM(30): -0.31% Top=AGU SHW CF VAL PPG APD MON DOW ….. MEOH FMC AXLL OLN WLK ALB GPRE DD=Bottom (Chemicals/Fertilizers)
CONS(59): -0.36% Top=RFP SKX TPX RKT PKG CLX VFC DECK ….. CROX SHOO PBI OI BC GPK WHR ENR=Bottom (Consumer)
MATE(32): -0.38% Top=VMC RYN AWI BCC MLM MYRG WY PHM ….. OC FLR LEN TPH USG EXP DAR MAS=Bottom (Materials & Construction)
MANU(47): -0.42% Top=SWK AOS CRS ITW ZBRA WOR MHK ROK ….. JKS CFX TEX AGCO DDD MRC JOY GTLS=Bottom (Manufacturing)
ELEC(59): -0.73% Top=AVGO AMAT MRVL LRCX NVDA KLAC TXN ADI ….. SPWR MCHP CREE ITRI FSLR SCTY CSIQ MTSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(37): -0.77% Top=TNK NAT GBX KNX STNG JBHT KSU ODFL ….. TDW SAVE UAL AAL DAL LUV HA JBLU=Bottom (Transportation)
HEAL(58): -0.99% Top=THC SEM AMED A MD ACHC HLS LH ….. KND RMD XENT HYH PODD MDXG SPNC BAX=Bottom (Health)
META(26): -1.30% Top=HSC TAHO STLD NUE CMC SWC CCJ RGLD ….. ABX PAAS CENX BVN GOLD TCK CNX SLCA=Bottom (Metals & Mining)
ENER(96): -2.77% Top=DK TSO PBF WNR VLO MPC HFC PSX ….. PDS CRR UPL EPE BCEI OAS BAS BBG=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:35 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/