Market Stats at 11:24 am ET
by daytrend on 20150827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 984.

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COMPARED TO YESTERDAY’S RANGE (20150827 11:24 am ET)
83.9% of stocks are above yesterday’s high.
97.8% are above yesterday’s midpoint. (2.2% are below.)
0.3% are below yesterday’s low.
15.8% are inside yesterday’s range.
92.6% of stocks with today’s high > yesterday’s high. (7.4% less than).
1.0% of stocks with today’s low < yesterday’s low. (99.0% greater than).

EVIDENCE OF INTRADAY TREND (20150827 11:24 am ET)
77.7% of stocks are above today’s open. (21.3% are below).
77.2% of stocks are above today’s open and yesterday’s close.
4.1% are below both.
77.2% of stocks opened above yesterday’s high.
97.3% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
0.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150827 11:24 am ET)
26.4% of stocks are in the top 10% of today’s range.
50.7% are in the top 20%.
83.3% are in the top half. 16.7% of stocks are in the bottom half of today’s range.
3.3% are in the bottom 20%.
0.8% are in the bottom 10%.

GAIN (20150827 11:24 am ET)
95.4% of stocks are above yesterday’s close. (4.6% are below.)
14.8% are up 4.5% or more. 0.1% are down 4.5% or more.
23.9% are up 3.5% or more. 0.1% are down 3.5% or more.
20.7% are between +1% and -1%.

RSI on DAILY (20150827 11:24 am ET)
2-day: >=95:0.7%…>=90:5.2%…>=80:37.5%…>=50:93.7%…<=20:0.6%…<=10:0.3%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:17.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:12.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150827 11:24 am ET)
83.9% above previous 1 highs, 0.3% below previous 1 lows
56.6% above previous 2 highs, 0.3% below previous 2 lows
46.7% above previous 3 highs, 0.0% below previous 3 lows
16.8% above previous 4 highs, 0.0% below previous 4 lows
6.9% above previous 5 highs, 0.0% below previous 5 lows
3.3% above previous 6 highs, 0.0% below previous 6 lows
1.9% above previous 7 highs, 0.0% below previous 7 lows
1.8% above previous 8 highs, 0.0% below previous 8 lows
1.5% above previous 9 highs, 0.0% below previous 9 lows
1.3% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150827 11:24 am ET)
95.4% are above or equal to 8/26 close (1 days ago), 4.6% are below.
98.1% are above or equal to 8/25 close (2 days ago), 1.9% are below.
93.0% are above or equal to 8/24 close (3 days ago), 7.0% are below.
48.7% are above or equal to 8/21 close (4 days ago), 51.3% are below.
23.0% are above or equal to 8/20 close (5 days ago), 77.0% are below.
10.2% are above or equal to 8/19 close (6 days ago), 89.8% are below.
6.1% are above or equal to 8/18 close (7 days ago), 93.9% are below.
5.0% are above or equal to 8/17 close (8 days ago), 95.0% are below.
6.7% are above or equal to 8/14 close (9 days ago), 93.3% are below.
7.7% are above or equal to 8/13 close (10 days ago), 92.3% are below.
8.4% are above or equal to 8/12 close (11 days ago), 91.6% are below.
9.7% are above or equal to 8/11 close (12 days ago), 90.3% are below.
8.6% are above or equal to 8/10 close (13 days ago), 91.4% are below.
15.4% are above or equal to 8/7 close (14 days ago), 84.6% are below.
15.0% are above or equal to 8/6 close (15 days ago), 85.0% are below.
12.4% are above or equal to 8/5 close (16 days ago), 87.6% are below.
14.1% are above or equal to 8/4 close (17 days ago), 85.9% are below.
14.6% are above or equal to 8/3 close (18 days ago), 85.4% are below.
12.6% are above or equal to 7/31 close (19 days ago), 87.4% are below.
13.5% are above or equal to 7/30 close (20 days ago), 86.5% are below.
14.9% are above or equal to 7/29 close (21 days ago), 85.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150827 11:24 am ET)
20d: 1.3% new highs, 0.1% new lows
21d: 1.2% new highs, 0.1% new lows
42d: 0.6% new highs, 0.1% new lows
63d: 0.6% new highs, 0.1% new lows
126d: 0.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150827 11:24 am ET)
2-day: 94.8% above, 5.2% below
3-day: 98.2% above, 1.8% below
4-day: 97.2% above, 2.8% below
5-day: 90.0% above, 10.0% below
8-day: 41.7% above, 58.3% below
10-day: 22.5% above, 77.5% below
20-day: 11.8% above, 88.2% below
50-day: 13.8% above, 86.2% below
200-day: 28.9% above, 71.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150827 11:24 am ET)
META(21): 7.66% Top=ACI FCX TCK CNX SLCA X SCCO AA ….. FNV NUE SWC SLW AEM GG RGLD ABX=Bottom (Metals & Mining)
ENER(96): 5.88% Top=UPL NFX OAS CRZO NBR QEP SM LPI ….. ALJ INT HFC BPL VLO WNR DK TSO=Bottom (Energy)
CHEM(34): 3.24% Top=DOW GPRE ALB MEOH CE FMC CBT OLN ….. DD IFF MON PX CF OMG CYT RYAM=Bottom (Chemicals/Fertilizers)
ELEC(57): 2.99% Top=SUNE SCTY SIMO AVGO MU IDTI SPWR TSL ….. AYI INTC ATML GRMN DLB SNPS TSRA CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(40): 2.74% Top=QUNR LOCO SGMS GPRO WYNN BYD MGM LVS ….. SONC PNRA DNKN SIX DRI RCL EAT TXRH=Bottom (Leisure)
TRAN(40): 2.74% Top=TK GBX GLOG TRN TDW SWFT CP GWR ….. CHRW UNP KNX LSTR DAL UAL BRS HA=Bottom (Transportation)
MANU(48): 2.67% Top=SEDG MRC DDD JOY ATI RS ITT JKS ….. DCI ZBRA WWD MHK DE AOS GNRC TILE=Bottom (Manufacturing)
FINA(104): 2.42% Top=WETF PSEC BX SIVB ETFC KKR CG APO ….. SF CBOE TRCO ICE LPLA ESNT HAWK SYF=Bottom (Banks/Financials)
CONS(55): 2.31% Top=ICON TUP PVH OI UA LULU MAT SKX ….. CHD KMB WWW BMS PG FL LEG CROX=Bottom (Consumer)
RETA(70): 2.29% Top=SHLD BURL SIG LL NFLX ETSY MIK KORS ….. RH GPS DLTR ANF W TIF PIR WSM=Bottom (Retail & Specialty Retail)
MATE(35): 2.28% Top=DY CSTE MTZ PWR FLR CLH MLM EXP ….. TPH OC WY CVA WM SRCL RSG BECN=Bottom (Materials & Construction)
COSW(95): 2.14% Top=CMCM BIDU SINA SOHU NTES VNET WUBA VIPS ….. MENT PAYC PTC VDSI ORCL CSOD NTCT ZEN=Bottom (Computer Software/Internet)
COHW(48): 1.84% Top=INFN KN BBRY COMM SSYS STX SNDK EMC ….. WIN QCOM CIEN BRCD CCOI HILL NMBL PANW=Bottom (Computer Hardware/Telecom)
DISV(58): 1.77% Top=URI SSTK CAR YY KBR AL JEC R ….. ABCO GEO TW AAN ENV BAH BLOX HMSY=Bottom (Diversified Services)
HEAL(57): 1.63% Top=STJ THC ACHC CYH BSX KND ABT WCG ….. ABMD ANTM AAC IRWD THOR CYBX ZLTQ OPK=Bottom (Health)
INSU(40): 1.60% Top=MBI PRU CNO MET AGO SLF LNC RDN ….. CINF AIZ AON TRV SYA WSH PRI FAF=Bottom (Insurance)
REAL(86): 0.84% Top=NSM JLL CUZ AMT VER SHO CBG HST ….. BDN HCN HTA BRX OUT WRI HR MPW=Bottom (Real Estate)

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 11:24 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/