daytrend

09/30/2015

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

Closing Stats
by daytrend on 20150930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 937.

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 (20150930 Closing)
56.4% of stocks are above yesterday’s high.
83.9% are above yesterday’s midpoint. (16.1% are below.)
3.9% are below yesterday’s low.
39.7% are inside yesterday’s range.
75.1% of stocks with today’s high > yesterday’s high. (24.9% less than).
16.6% of stocks with today’s low < yesterday’s low. (83.4% greater than).

EVIDENCE OF INTRADAY TREND (20150930 Closing)
67.3% of stocks are above today’s open. (31.5% are below).
66.9% of stocks are above today’s open and yesterday’s close.
10.1% are below both.
43.9% of stocks opened above yesterday’s high.
96.4% of stocks opened above yesterday’s close. (3.0% opened below yesterday’s close).
1.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150930 Closing)
25.1% of stocks are in the top 10% of today’s range.
44.4% are in the top 20%.
77.7% are in the top half. 22.3% of stocks are in the bottom half of today’s range.
3.5% are in the bottom 20%.
1.3% are in the bottom 10%.

GAIN (20150930 Closing)
89.3% of stocks are above yesterday’s close. (10.7% are below.)
7.9% are up 4.5% or more. 0.7% are down 4.5% or more.
15.6% are up 3.5% or more. 1.2% are down 3.5% or more.
27.1% are between +1% and -1%.

RSI on DAILY (20150930 Closing)
2-day: >=95:1.1%…>=90:3.3%…>=80:15.7%…>=50:68.5%…<=20:9.3%…<=10:6.2%…<=5:3.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:25.5%…<=20:3.1%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:21.0%…<=20:1.0%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150930 Closing)
56.4% above previous 1 highs, 3.9% below previous 1 lows
27.0% above previous 2 highs, 3.5% below previous 2 lows
10.9% above previous 3 highs, 3.5% below previous 3 lows
10.2% above previous 4 highs, 3.2% below previous 4 lows
8.6% above previous 5 highs, 3.0% below previous 5 lows
7.4% above previous 6 highs, 3.0% below previous 6 lows
4.6% above previous 7 highs, 3.0% below previous 7 lows
3.9% above previous 8 highs, 3.0% below previous 8 lows
2.9% above previous 9 highs, 3.0% below previous 9 lows
2.8% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150930 Closing)
89.3% are above or equal to 9/29 close (1 days ago), 10.7% are below.
79.3% are above or equal to 9/28 close (2 days ago), 20.7% are below.
29.3% are above or equal to 9/25 close (3 days ago), 70.7% are below.
32.8% are above or equal to 9/24 close (4 days ago), 67.2% are below.
32.0% are above or equal to 9/23 close (5 days ago), 68.0% are below.
29.6% are above or equal to 9/22 close (6 days ago), 70.4% are below.
18.1% are above or equal to 9/21 close (7 days ago), 81.9% are below.
25.3% are above or equal to 9/18 close (8 days ago), 74.7% are below.
15.2% are above or equal to 9/17 close (9 days ago), 84.8% are below.
15.7% are above or equal to 9/16 close (10 days ago), 84.3% are below.
20.8% are above or equal to 9/15 close (11 days ago), 79.2% are below.
26.9% are above or equal to 9/14 close (12 days ago), 73.1% are below.
24.5% are above or equal to 9/11 close (13 days ago), 75.5% are below.
27.1% are above or equal to 9/10 close (14 days ago), 72.9% are below.
29.8% are above or equal to 9/9 close (15 days ago), 70.2% are below.
23.7% are above or equal to 9/8 close (16 days ago), 76.3% are below.
39.3% are above or equal to 9/4 close (17 days ago), 60.7% are below.
31.2% are above or equal to 9/3 close (18 days ago), 68.8% are below.
34.8% are above or equal to 9/2 close (19 days ago), 65.2% are below.
44.0% are above or equal to 9/1 close (20 days ago), 56.0% are below.
28.0% are above or equal to 8/31 close (21 days ago), 72.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150930 Closing)
20d: 4.1% new highs, 10.8% new lows
21d: 3.9% new highs, 10.8% new lows
42d: 1.3% new highs, 7.3% new lows
63d: 0.5% new highs, 6.8% new lows
126d: 0.5% new highs, 6.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150930 Closing)
2-day: 88.9% above, 11.1% below
3-day: 85.4% above, 14.6% below
4-day: 62.8% above, 37.2% below
5-day: 52.2% above, 47.8% below
8-day: 34.4% above, 65.6% below
10-day: 27.6% above, 72.4% below
20-day: 25.0% above, 75.0% below
50-day: 14.3% above, 85.7% below
200-day: 20.3% above, 79.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150930 Closing)
ELEC(53): 3.14% Top=SUNE TSL CAVM NXPI TER IDTI CSIQ FSL ….. MEI AMAT WAT TSRA TRMB SNPS MRVL MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(94): 2.91% Top=SXL PAA EPD TLLP ETE ETP EEP DPM ….. DO HOS SPN UNT FET RES OIS PTEN=Bottom (Energy)
COHW(45): 2.41% Top=SYNA WDC SNDK STX LVLT EMC HPQ UBNT ….. ARRS TMUS ANET VZ RCI BRCD TDC CUDA=Bottom (Computer Hardware/Telecom)
META(19): 2.28% Top=FCX CNX SLCA FNV AEM CCJ GG ABX ….. SWC SLW NEM RGLD NUE CMC PAAS X=Bottom (Metals & Mining)
LEIS(37): 2.17% Top=BYD QUNR YUM HLT GPRO MAR MGM RCL ….. LVS KKD TXRH SONC WYNN BLMN JACK PLAY=Bottom (Leisure)
COSW(87): 2.13% Top=ATHM SINA WUBA JD SFUN TWTR BITA SSNC ….. N CVLT TWOU TRIP LC SNCR ADSK WDAY=Bottom (Computer Software/Internet)
MANU(45): 2.09% Top=JKS GNRC ZBRA DDD MHK XYL GE DHR ….. CRS AGCO DE PNR CMI IR LECO MRC=Bottom (Manufacturing)
CHEM(31): 2.09% Top=CC CE DOW OLN GPRE WLK HUN ALB ….. PX ASH RPM VAL POL MOS AXLL FTK=Bottom (Chemicals/Fertilizers)
CONS(59): 1.84% Top=RL COTY PVH BERY HAR COH GT CRI ….. MAT FL UFS FOSL PG HAS CHD CROX=Bottom (Consumer)
MATE(33): 1.80% Top=CSTE VMC OC TREX DY USG AWI LEN ….. TOL MDC RYL SPF TPH FAST DAR RYN=Bottom (Materials & Construction)
HEAL(54): 1.76% Top=IRWD CYH HCA ABMD ACHC BKD HTWR ZLTQ ….. ESRX ZBH WMGI WX OPK MD SIRO ADPT=Bottom (Health)
FINA(97): 1.70% Top=HCBK BX KKR BMO SCHW IBKR SEIC WETF ….. SYF PSEC WAL ZION EV PB CTLT SLM=Bottom (Banks/Financials)
RETA(69): 1.45% Top=AAP MELI NFLX BURL KORS MIK LOW BBY ….. RAD SFM SPLS CPRT TFM CORE SHLD GPS=Bottom (Retail & Specialty Retail)
DISV(51): 1.44% Top=MAN G KBR PAYX YY CAR ADS PCLN ….. ZG RBA GEO BAH ENV ADT CXW FLT=Bottom (Diversified Services)
TRAN(35): 1.36% Top=XPO CP CSX STNG KSU NAT GWR GBX ….. ODFL JBHT CHRW AAL KNX TRN WERN SWFT=Bottom (Transportation)
INSU(37): 1.00% Top=PRI FAF FNF AIZ AIG ORI SLF ACE ….. AON MTG XL TRV AGO ALL TMK AXS=Bottom (Insurance)
REAL(91): 0.73% Top=BAM NRF GLPI DLR HST STWD LHO NRZ ….. FR SLG CLI NSM OHI OFC ACC CBL=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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Filed under: Market Stats — daytrend @ 12:55 pm

Market Stats at 1:55 pm ET
by daytrend on 20150930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 935.

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 (20150930 1:55 pm ET)
39.6% of stocks are above yesterday’s high.
73.2% are above yesterday’s midpoint. (26.8% are below.)
5.7% are below yesterday’s low.
54.8% are inside yesterday’s range.
70.8% of stocks with today’s high > yesterday’s high. (29.2% less than).
15.7% of stocks with today’s low < yesterday’s low. (84.3% greater than).

EVIDENCE OF INTRADAY TREND (20150930 1:55 pm ET)
47.3% of stocks are above today’s open. (51.7% are below).
46.4% of stocks are above today’s open and yesterday’s close.
17.2% are below both.
43.9% of stocks opened above yesterday’s high.
96.4% of stocks opened above yesterday’s close. (3.0% opened below yesterday’s close).
1.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150930 1:55 pm ET)
13.4% of stocks are in the top 10% of today’s range.
20.5% 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.
11.7% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN (20150930 1:55 pm ET)
82.0% of stocks are above yesterday’s close. (18.0% are below.)
4.9% are up 4.5% or more. 0.7% are down 4.5% or more.
8.9% are up 3.5% or more. 1.4% are down 3.5% or more.
44.3% are between +1% and -1%.

RSI on DAILY (20150930 1:55 pm ET)
2-day: >=95:1.0%…>=90:2.4%…>=80:9.8%…>=50:54.5%…<=20:15.8%…<=10:11.0%…<=5:7.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:21.4%…<=20:4.9%…<=10:0.4%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:17.1%…<=20:1.0%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150930 1:55 pm ET)
39.6% above previous 1 highs, 5.7% below previous 1 lows
18.1% above previous 2 highs, 5.1% below previous 2 lows
7.3% above previous 3 highs, 5.1% below previous 3 lows
6.5% above previous 4 highs, 4.6% below previous 4 lows
5.7% above previous 5 highs, 4.4% below previous 5 lows
4.7% above previous 6 highs, 4.3% below previous 6 lows
2.9% above previous 7 highs, 4.3% below previous 7 lows
2.5% above previous 8 highs, 4.3% below previous 8 lows
2.0% above previous 9 highs, 4.1% below previous 9 lows
2.0% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150930 1:55 pm ET)
82.0% are above or equal to 9/29 close (1 days ago), 18.0% are below.
69.7% are above or equal to 9/28 close (2 days ago), 30.3% are below.
21.5% are above or equal to 9/25 close (3 days ago), 78.5% are below.
26.0% are above or equal to 9/24 close (4 days ago), 74.0% are below.
26.7% are above or equal to 9/23 close (5 days ago), 73.3% are below.
24.3% are above or equal to 9/22 close (6 days ago), 75.7% are below.
13.5% are above or equal to 9/21 close (7 days ago), 86.5% are below.
20.9% are above or equal to 9/18 close (8 days ago), 79.1% are below.
12.9% are above or equal to 9/17 close (9 days ago), 87.1% are below.
13.7% are above or equal to 9/16 close (10 days ago), 86.3% are below.
18.2% are above or equal to 9/15 close (11 days ago), 81.8% are below.
24.1% are above or equal to 9/14 close (12 days ago), 75.9% are below.
21.3% are above or equal to 9/11 close (13 days ago), 78.7% are below.
23.6% are above or equal to 9/10 close (14 days ago), 76.4% are below.
27.1% are above or equal to 9/9 close (15 days ago), 72.9% are below.
21.0% are above or equal to 9/8 close (16 days ago), 79.0% are below.
35.7% are above or equal to 9/4 close (17 days ago), 64.3% are below.
28.7% are above or equal to 9/3 close (18 days ago), 71.3% are below.
31.4% are above or equal to 9/2 close (19 days ago), 68.6% are below.
40.9% are above or equal to 9/1 close (20 days ago), 59.1% are below.
25.1% are above or equal to 8/31 close (21 days ago), 74.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150930 1:55 pm ET)
20d: 3.5% new highs, 10.3% new lows
21d: 3.4% new highs, 10.3% new lows
42d: 1.1% new highs, 6.8% new lows
63d: 0.4% new highs, 6.4% new lows
126d: 0.4% new highs, 5.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150930 1:55 pm ET)
2-day: 80.5% above, 19.5% below
3-day: 76.5% above, 23.5% below
4-day: 51.3% above, 48.7% below
5-day: 39.3% above, 60.7% below
8-day: 27.2% above, 72.8% below
10-day: 22.8% above, 77.2% below
20-day: 21.5% above, 78.5% below
50-day: 12.7% above, 87.3% below
200-day: 19.6% above, 80.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150930 1:55 pm ET)
ELEC(53): 2.41% Top=SUNE NXPI CAVM TSL HIMX ADI FSL IDTI ….. TSRA CREE SNPS WAT IPGP TRMB MRVL MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): 1.84% Top=BYD QUNR YUM ZOES HLT MAR QSR HOT ….. CAKE WYNN KKD SONC LVS BLMN JACK PLAY=Bottom (Leisure)
COSW(87): 1.65% Top=ATHM SINA JD SFUN VIPS WUBA BITA PFPT ….. VEEV TRIP NOW SNCR TWOU LC ADSK WDAY=Bottom (Computer Software/Internet)
COHW(45): 1.60% Top=SYNA WDC SNDK STX LVLT UBNT EMC GOGO ….. ANET TDS VZ TMUS RCI TDC BRCD CUDA=Bottom (Computer Hardware/Telecom)
HEAL(54): 1.48% Top=IRWD HCA ACHC ABMD HTWR CYH HOLX MOH ….. SIRO WMGI ESRX ZBH HRC MD WX ADPT=Bottom (Health)
ENER(94): 1.42% Top=PAA SXL EPD ETE ETP MMP DPM BPL ….. NBR FET DO UNT OIS SPN PTEN RES=Bottom (Energy)
CONS(59): 1.26% Top=RL COTY PVH COH HAR SKX GT BERY ….. UFS WHR EPC PG MAT FOSL HAS CROX=Bottom (Consumer)
RETA(68): 1.15% Top=AAP MELI NFLX BURL KORS W BBY TSCO ….. ANF CPRT SFM TFM CORE PIR SHLD GPS=Bottom (Retail & Specialty Retail)
FINA(97): 1.15% Top=HCBK ARCC WETF ETFC SCHW IBKR SEIC LAZ ….. NYCB PB CIT CMA EV TRCO SLM ZION=Bottom (Banks/Financials)
CHEM(31): 1.14% Top=DOW GPRE HUN OLN CE ALB FMC SHW ….. RPM AXTA POT AGU MOS AXLL CC FTK=Bottom (Chemicals/Fertilizers)
MANU(45): 1.09% Top=JKS GNRC ZBRA DDD MHK DCI GE DHR ….. PH CRS CMI PNR JOY IR MRC ATI=Bottom (Manufacturing)
DISV(51): 0.97% Top=G YY MAN CAR ADS PAYX PCLN HRB ….. URI BAH ADT JEC CXW ENV FLT ZG=Bottom (Diversified Services)
MATE(33): 0.83% Top=CSTE OC DY VMC TREX WCN APOG RSG ….. MDC FAST TOL RYN KBH PHM SPF RYL=Bottom (Materials & Construction)
TRAN(35): 0.71% Top=CP CSX XPO JBLU KSU GWR WAB GBX ….. WERN JBHT CHRW KNX TDW TRN AAL SWFT=Bottom (Transportation)
INSU(36): 0.67% Top=PRI FAF FNF AIG AIZ ORI MET SLF ….. AWH AEL BRO MTG AGO AXS TMK ALL=Bottom (Insurance)
META(19): 0.56% Top=FCX SLCA STLD SCCO CNX CCJ AA NUE ….. CMC AEM GG NEM PAAS RGLD ABX X=Bottom (Metals & Mining)
REAL(91): 0.13% Top=BAM GLPI NRF HST DLR CONE EQR BEE ….. MFA HR CLI NSM OHI OFC CBL IVR=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 1:55 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:13 pm

Market Stats at 1:13 pm ET
by daytrend on 20150930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 935.

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 (20150930 1:13 pm ET)
30.6% of stocks are above yesterday’s high.
63.9% are above yesterday’s midpoint. (36.1% are below.)
7.0% are below yesterday’s low.
62.5% are inside yesterday’s range.
70.1% of stocks with today’s high > yesterday’s high. (29.9% less than).
14.5% of stocks with today’s low < yesterday’s low. (85.5% greater than).

EVIDENCE OF INTRADAY TREND (20150930 1:13 pm ET)
32.9% of stocks are above today’s open. (65.8% are below).
31.8% of stocks are above today’s open and yesterday’s close.
27.3% are below both.
44.0% of stocks opened above yesterday’s high.
96.4% of stocks opened above yesterday’s close. (3.0% opened below yesterday’s close).
1.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150930 1:13 pm ET)
3.9% of stocks are in the top 10% of today’s range.
6.6% are in the top 20%.
24.1% are in the top half. 75.9% of stocks are in the bottom half of today’s range.
39.9% are in the bottom 20%.
16.7% are in the bottom 10%.

GAIN (20150930 1:13 pm ET)
71.7% of stocks are above yesterday’s close. (28.3% are below.)
3.7% are up 4.5% or more. 0.9% are down 4.5% or more.
5.7% are up 3.5% or more. 1.3% are down 3.5% or more.
56.6% are between +1% and -1%.

RSI on DAILY (20150930 1:13 pm ET)
2-day: >=95:0.9%…>=90:1.7%…>=80:7.0%…>=50:44.8%…<=20:23.9%…<=10:16.1%…<=5:10.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:16.8%…<=20:6.8%…<=10:0.4%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:14.7%…<=20:1.1%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150930 1:13 pm ET)
30.6% above previous 1 highs, 7.0% below previous 1 lows
12.7% above previous 2 highs, 6.4% below previous 2 lows
4.6% above previous 3 highs, 6.3% below previous 3 lows
4.4% above previous 4 highs, 5.7% below previous 4 lows
3.7% above previous 5 highs, 5.6% below previous 5 lows
3.2% above previous 6 highs, 5.5% below previous 6 lows
2.1% above previous 7 highs, 5.5% below previous 7 lows
2.0% above previous 8 highs, 5.5% below previous 8 lows
1.8% above previous 9 highs, 5.3% below previous 9 lows
1.8% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150930 1:13 pm ET)
71.7% are above or equal to 9/29 close (1 days ago), 28.3% are below.
62.7% are above or equal to 9/28 close (2 days ago), 37.3% are below.
16.6% are above or equal to 9/25 close (3 days ago), 83.4% are below.
22.4% are above or equal to 9/24 close (4 days ago), 77.6% are below.
21.8% are above or equal to 9/23 close (5 days ago), 78.2% are below.
21.3% are above or equal to 9/22 close (6 days ago), 78.7% are below.
11.9% are above or equal to 9/21 close (7 days ago), 88.1% are below.
17.8% are above or equal to 9/18 close (8 days ago), 82.2% are below.
11.3% are above or equal to 9/17 close (9 days ago), 88.7% are below.
12.2% are above or equal to 9/16 close (10 days ago), 87.8% are below.
16.8% are above or equal to 9/15 close (11 days ago), 83.2% are below.
21.8% are above or equal to 9/14 close (12 days ago), 78.2% are below.
18.8% are above or equal to 9/11 close (13 days ago), 81.2% are below.
21.9% are above or equal to 9/10 close (14 days ago), 78.1% are below.
24.3% are above or equal to 9/9 close (15 days ago), 75.7% are below.
18.9% are above or equal to 9/8 close (16 days ago), 81.1% are below.
32.7% are above or equal to 9/4 close (17 days ago), 67.3% are below.
26.4% are above or equal to 9/3 close (18 days ago), 73.6% are below.
28.3% are above or equal to 9/2 close (19 days ago), 71.7% are below.
38.6% are above or equal to 9/1 close (20 days ago), 61.4% are below.
22.5% are above or equal to 8/31 close (21 days ago), 77.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150930 1:13 pm ET)
20d: 3.5% new highs, 9.3% new lows
21d: 3.4% new highs, 9.3% new lows
42d: 1.1% new highs, 6.2% new lows
63d: 0.4% new highs, 5.8% new lows
126d: 0.4% new highs, 5.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150930 1:13 pm ET)
2-day: 70.6% above, 29.4% below
3-day: 66.2% above, 33.8% below
4-day: 40.4% above, 59.6% below
5-day: 31.6% above, 68.4% below
8-day: 21.7% above, 78.3% below
10-day: 17.6% above, 82.4% below
20-day: 19.0% above, 81.0% below
50-day: 11.9% above, 88.1% below
200-day: 18.8% above, 81.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150930 1:13 pm ET)
ELEC(53): 1.83% Top=TSL NXPI CAVM HIMX MU ADI TER FSL ….. CRUS SNPS TRMB CREE WAT MRVL IPGP MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): 1.11% Top=BYD ZOES QUNR YUM QSR MAR HLT GPRO ….. TXRH SONC KKD WYNN LVS BLMN JACK PLAY=Bottom (Leisure)
ENER(94): 1.06% Top=EPD SXL PAA ETP BPL MMP CPE GEL ….. HOS DO FET OIS UNT SPN PTEN RES=Bottom (Energy)
COHW(45): 1.03% Top=SYNA WDC SNDK STX EMC UBNT LVLT HPQ ….. VZ ANET RCI ARRS TMUS BRCD TDC CUDA=Bottom (Computer Hardware/Telecom)
CHEM(30): 1.01% Top=DOW GPRE OLN HUN CE ALB FMC WLK ….. ASH RPM AGU POT CF MOS FTK AXLL=Bottom (Chemicals/Fertilizers)
COSW(87): 0.98% Top=ATHM SINA VIPS JD SFUN WUBA BITA HQY ….. FTNT CYBR SNCR NOW TWOU LC ADSK WDAY=Bottom (Computer Software/Internet)
HEAL(54): 0.86% Top=IRWD HCA ACHC CYH HTWR UHS NUVA MOH ….. XRAY ESRX HRC BCR ZBH MD OPK ADPT=Bottom (Health)
CONS(59): 0.78% Top=RL COTY PVH COH HAR GT BERY PAY ….. EPC UFS WWW MAT FOSL WHR HAS CROX=Bottom (Consumer)
FINA(97): 0.75% Top=HCBK ARCC SCHW BMO IBKR OZRK TD ETFC ….. STT BX LEAF EV ZION CTLT SLM TRCO=Bottom (Banks/Financials)
RETA(68): 0.64% Top=AAP MELI BURL NFLX KORS W TSCO BBY ….. CPRT ANF SFM CORE PIR TFM SHLD GPS=Bottom (Retail & Specialty Retail)
MANU(45): 0.63% Top=JKS GNRC ZBRA DDD MHK GE DCI FLS ….. SEDG MRC CMI PH PNR IR JOY ATI=Bottom (Manufacturing)
DISV(51): 0.43% Top=G MAN YY CAR PAYX ADS SERV HRB ….. JEC TMH BAH CXW ADT ENV ZG FLT=Bottom (Diversified Services)
INSU(37): 0.35% Top=PRI FNF FAF ORI SLF L AIG MET ….. TRV AXS XL BRO AON AEL TMK ALL=Bottom (Insurance)
TRAN(35): 0.30% Top=CP CSX XPO STNG GWR KSU GBX WAB ….. TK JBHT CHRW TDW TRN KNX AAL SWFT=Bottom (Transportation)
MATE(33): 0.29% Top=CSTE OC VMC WCN APOG DY TREX RSG ….. RYN FAST TOL EXP PHM KBH SPF RYL=Bottom (Materials & Construction)
META(19): 0.28% Top=FCX SLCA CCJ STLD AA SCCO SWC SLW ….. FNV GG RGLD PAAS AEM NEM ABX X=Bottom (Metals & Mining)
REAL(91): -0.06% Top=BAM NRF GLPI DLR CONE BEE HST STWD ….. SLG BDN IVR OHI OFC CBL HR CLI=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 1:13 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 12:28 pm ET
by daytrend on 20150930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 936.

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 (20150930 12:28 pm ET)
32.3% of stocks are above yesterday’s high.
66.7% are above yesterday’s midpoint. (33.3% are below.)
6.9% are below yesterday’s low.
60.8% are inside yesterday’s range.
69.9% of stocks with today’s high > yesterday’s high. (30.1% less than).
12.5% of stocks with today’s low < yesterday’s low. (87.5% greater than).

EVIDENCE OF INTRADAY TREND (20150930 12:28 pm ET)
36.0% of stocks are above today’s open. (63.1% are below).
35.5% of stocks are above today’s open and yesterday’s close.
24.9% are below both.
43.9% of stocks opened above yesterday’s high.
96.4% of stocks opened above yesterday’s close. (3.0% opened below yesterday’s close).
1.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150930 12:28 pm ET)
2.2% of stocks are in the top 10% of today’s range.
4.8% are in the top 20%.
25.9% are in the top half. 74.1% of stocks are in the bottom half of today’s range.
39.9% are in the bottom 20%.
17.0% are in the bottom 10%.

GAIN (20150930 12:28 pm ET)
74.7% of stocks are above yesterday’s close. (25.3% are below.)
3.3% are up 4.5% or more. 0.6% are down 4.5% or more.
6.2% are up 3.5% or more. 0.9% are down 3.5% or more.
54.9% are between +1% and -1%.

RSI on DAILY (20150930 12:28 pm ET)
2-day: >=95:0.9%…>=90:1.8%…>=80:7.3%…>=50:46.3%…<=20:21.5%…<=10:14.1%…<=5:9.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:17.1%…<=20:5.9%…<=10:0.3%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:14.7%…<=20:1.2%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150930 12:28 pm ET)
32.3% above previous 1 highs, 6.9% below previous 1 lows
13.9% above previous 2 highs, 6.5% below previous 2 lows
4.8% above previous 3 highs, 6.5% below previous 3 lows
4.3% above previous 4 highs, 6.0% below previous 4 lows
3.6% above previous 5 highs, 5.8% below previous 5 lows
3.0% above previous 6 highs, 5.7% below previous 6 lows
2.0% above previous 7 highs, 5.7% below previous 7 lows
1.8% above previous 8 highs, 5.7% below previous 8 lows
1.5% above previous 9 highs, 5.3% below previous 9 lows
1.5% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150930 12:28 pm ET)
74.7% are above or equal to 9/29 close (1 days ago), 25.3% are below.
65.2% are above or equal to 9/28 close (2 days ago), 34.8% are below.
17.2% are above or equal to 9/25 close (3 days ago), 82.8% are below.
23.3% are above or equal to 9/24 close (4 days ago), 76.7% are below.
22.1% are above or equal to 9/23 close (5 days ago), 77.9% are below.
21.7% are above or equal to 9/22 close (6 days ago), 78.3% are below.
12.0% are above or equal to 9/21 close (7 days ago), 88.0% are below.
17.8% are above or equal to 9/18 close (8 days ago), 82.2% are below.
11.5% are above or equal to 9/17 close (9 days ago), 88.5% are below.
12.2% are above or equal to 9/16 close (10 days ago), 87.8% are below.
16.7% are above or equal to 9/15 close (11 days ago), 83.3% are below.
22.0% are above or equal to 9/14 close (12 days ago), 78.0% are below.
20.0% are above or equal to 9/11 close (13 days ago), 80.0% are below.
21.9% are above or equal to 9/10 close (14 days ago), 78.1% are below.
25.0% are above or equal to 9/9 close (15 days ago), 75.0% are below.
19.0% are above or equal to 9/8 close (16 days ago), 81.0% are below.
33.3% are above or equal to 9/4 close (17 days ago), 66.7% are below.
26.4% are above or equal to 9/3 close (18 days ago), 73.6% are below.
28.3% are above or equal to 9/2 close (19 days ago), 71.7% are below.
38.6% are above or equal to 9/1 close (20 days ago), 61.4% are below.
22.3% are above or equal to 8/31 close (21 days ago), 77.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150930 12:28 pm ET)
20d: 3.4% new highs, 7.6% new lows
21d: 3.3% new highs, 7.6% new lows
42d: 1.1% new highs, 5.1% new lows
63d: 0.4% new highs, 4.7% new lows
126d: 0.4% new highs, 4.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150930 12:28 pm ET)
2-day: 73.7% above, 26.3% below
3-day: 70.4% above, 29.6% below
4-day: 42.9% above, 57.1% below
5-day: 34.0% above, 66.0% below
8-day: 22.8% above, 77.2% below
10-day: 17.7% above, 82.3% below
20-day: 19.1% above, 80.9% below
50-day: 11.8% above, 88.2% below
200-day: 18.7% above, 81.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150930 12:28 pm ET)
ELEC(53): 1.98% Top=TSL MU HIMX NXPI SCTY SUNE CAVM CSIQ ….. MEI CREE SNPS MRVL CPHD WAT IPGP MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(94): 1.45% Top=BWP EPD BPL PAA SXL SM CPE TLLP ….. FTI DO FET UNT OIS SPN PTEN RES=Bottom (Energy)
META(19): 1.28% Top=FCX SLCA CCJ SWC SLW AA AEM STLD ….. FNV SCCO CMC NEM NUE ABX RGLD X=Bottom (Metals & Mining)
CHEM(31): 1.27% Top=GPRE DOW OLN HUN CE ALB FMC SHW ….. POL AXTA AGU POT MOS AXLL FTK CC=Bottom (Chemicals/Fertilizers)
COHW(45): 1.10% Top=SYNA WDC SNDK STX LVLT HPQ UBNT EMC ….. ARRS VZ CCOI PANW TMUS BRCD TDC CUDA=Bottom (Computer Hardware/Telecom)
LEIS(37): 1.06% Top=ZOES QUNR YUM BYD GPRO QSR HOT MAR ….. ARMK DRI BLMN KKD WYNN LVS JACK PLAY=Bottom (Leisure)
COSW(87): 1.03% Top=ATHM BITA SINA VIPS JD SFUN WUBA CMCM ….. CHKP SNCR FEYE ADSK NOW TWOU LC WDAY=Bottom (Computer Software/Internet)
CONS(59): 0.90% Top=RL COTY HAR PVH GT BERY COH PAY ….. UFS WHR FOSL FL MAT WWW HAS CROX=Bottom (Consumer)
RETA(68): 0.80% Top=AAP MELI NFLX BURL KORS TSCO BBY LOW ….. CST PIR SHLD FINL TFM FIVE CORE GPS=Bottom (Retail & Specialty Retail)
MANU(45): 0.79% Top=JKS GNRC DDD ZBRA MHK GE AME DCI ….. DOV MRC JOY CMI ATI PH PNR IR=Bottom (Manufacturing)
HEAL(54): 0.76% Top=IRWD HCA ACHC CYH HTWR AET WCG UHS ….. ZBH ESRX PRXL HRC BCR MD OPK ADPT=Bottom (Health)
FINA(97): 0.70% Top=ARCC SCHW TD AMTD ETFC BMO CFG AMG ….. LEAF ZION JNS BX SLM EV TRCO CTLT=Bottom (Banks/Financials)
MATE(33): 0.57% Top=CSTE OC VMC USG WCN MTH DY PWR ….. TPH WM EXP RYN FAST SRCL SPF RYL=Bottom (Materials & Construction)
DISV(51): 0.48% Top=G CAR YY MAN ADS KBR HRB SERV ….. BLOX ADT TMH BAH ENV CXW ZG FLT=Bottom (Diversified Services)
INSU(37): 0.42% Top=PRI SLF FAF FNF ORI L AIG UNM ….. MMC XL BRO AXS AON AEL TMK ALL=Bottom (Insurance)
TRAN(35): 0.36% Top=CP XPO STNG CSX GBX GWR KSU WAB ….. WERN SAVE HA JBHT TRN KNX SWFT AAL=Bottom (Transportation)
REAL(91): -0.03% Top=BAM NRF GLPI DLR HST CBG BEE STWD ….. BDN MFA OHI IVR CBL OFC CLI HR=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 12:28 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:12 am

Market Stats at 11:11 am ET
by daytrend on 20150930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 936.

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 (20150930 11:11 am ET)
45.7% of stocks are above yesterday’s high.
78.5% are above yesterday’s midpoint. (21.5% are below.)
2.9% are below yesterday’s low.
51.4% are inside yesterday’s range.
69.2% of stocks with today’s high > yesterday’s high. (30.8% less than).
7.7% of stocks with today’s low < yesterday’s low. (92.3% greater than).

EVIDENCE OF INTRADAY TREND (20150930 11:11 am ET)
53.8% of stocks are above today’s open. (44.6% are below).
53.5% of stocks are above today’s open and yesterday’s close.
12.6% are below both.
43.9% of stocks opened above yesterday’s high.
96.4% of stocks opened above yesterday’s close. (3.0% opened below yesterday’s close).
1.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150930 11:11 am ET)
6.5% of stocks are in the top 10% of today’s range.
15.0% are in the top 20%.
51.1% are in the top half. 48.9% of stocks are in the bottom half of today’s range.
18.6% are in the bottom 20%.
7.1% are in the bottom 10%.

GAIN (20150930 11:11 am ET)
87.2% of stocks are above yesterday’s close. (12.8% are below.)
4.3% are up 4.5% or more. 0.4% are down 4.5% or more.
8.2% are up 3.5% or more. 0.4% are down 3.5% or more.
40.5% are between +1% and -1%.

RSI on DAILY (20150930 11:11 am ET)
2-day: >=95:0.9%…>=90:2.4%…>=80:10.9%…>=50:61.1%…<=20:12.7%…<=10:8.1%…<=5:6.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:21.7%…<=20:4.2%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:17.9%…<=20:1.2%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150930 11:11 am ET)
45.7% above previous 1 highs, 2.9% below previous 1 lows
21.3% above previous 2 highs, 2.6% below previous 2 lows
7.3% above previous 3 highs, 2.6% below previous 3 lows
6.7% above previous 4 highs, 2.6% below previous 4 lows
5.6% above previous 5 highs, 2.6% below previous 5 lows
4.6% above previous 6 highs, 2.6% below previous 6 lows
3.2% above previous 7 highs, 2.6% below previous 7 lows
2.9% above previous 8 highs, 2.6% below previous 8 lows
2.4% above previous 9 highs, 2.6% below previous 9 lows
2.4% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150930 11:11 am ET)
87.2% are above or equal to 9/29 close (1 days ago), 12.8% are below.
72.4% are above or equal to 9/28 close (2 days ago), 27.6% are below.
23.9% are above or equal to 9/25 close (3 days ago), 76.1% are below.
27.7% are above or equal to 9/24 close (4 days ago), 72.3% are below.
29.0% are above or equal to 9/23 close (5 days ago), 71.0% are below.
25.7% are above or equal to 9/22 close (6 days ago), 74.3% are below.
15.1% are above or equal to 9/21 close (7 days ago), 84.9% are below.
21.8% are above or equal to 9/18 close (8 days ago), 78.2% are below.
13.2% are above or equal to 9/17 close (9 days ago), 86.8% are below.
14.5% are above or equal to 9/16 close (10 days ago), 85.5% are below.
18.7% are above or equal to 9/15 close (11 days ago), 81.3% are below.
24.6% are above or equal to 9/14 close (12 days ago), 75.4% are below.
22.2% are above or equal to 9/11 close (13 days ago), 77.8% are below.
23.7% are above or equal to 9/10 close (14 days ago), 76.3% are below.
27.6% are above or equal to 9/9 close (15 days ago), 72.4% are below.
21.8% are above or equal to 9/8 close (16 days ago), 78.2% are below.
36.6% are above or equal to 9/4 close (17 days ago), 63.4% are below.
28.7% are above or equal to 9/3 close (18 days ago), 71.3% are below.
31.9% are above or equal to 9/2 close (19 days ago), 68.1% are below.
41.3% are above or equal to 9/1 close (20 days ago), 58.7% are below.
24.4% are above or equal to 8/31 close (21 days ago), 75.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150930 11:11 am ET)
20d: 3.4% new highs, 4.4% new lows
21d: 3.3% new highs, 4.4% new lows
42d: 1.1% new highs, 3.2% new lows
63d: 0.4% new highs, 2.8% new lows
126d: 0.4% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150930 11:11 am ET)
2-day: 86.4% above, 13.6% below
3-day: 81.0% above, 19.0% below
4-day: 55.7% above, 44.3% below
5-day: 44.4% above, 55.6% below
8-day: 29.5% above, 70.5% below
10-day: 23.7% above, 76.3% below
20-day: 21.3% above, 78.7% below
50-day: 12.8% above, 87.2% below
200-day: 19.2% above, 80.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150930 11:11 am ET)
ELEC(53): 2.32% Top=SUNE TSL MU SPWR CSIQ HIMX CAVM LLTC ….. TSRA MEI WAT MRVL IPGP CREE CPHD MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(94): 2.31% Top=PAA EPD TLLP SXL BWP ETE MMP DPM ….. PTEN FET NBR DO SPN UNT OIS RES=Bottom (Energy)
META(19): 1.94% Top=SLCA FCX CNX CCJ SWC NEM SLW SCCO ….. NUE AEM CMC RGLD GG FNV ABX X=Bottom (Metals & Mining)
CHEM(31): 1.93% Top=GPRE DOW OLN ALB CE HUN WLK FMC ….. POL RPM AGU MOS POT CC FTK AXTA=Bottom (Chemicals/Fertilizers)
LEIS(37): 1.53% Top=QUNR YUM GPRO RCL QSR CCL BYD MGM ….. CAKE PNRA WYNN DRI SONC KKD JACK PLAY=Bottom (Leisure)
COHW(45): 1.46% Top=WDC SYNA SNDK STX LVLT UBNT SSYS HPQ ….. RCI ANET TMUS PANW CCOI BRCD TDC CUDA=Bottom (Computer Hardware/Telecom)
CONS(59): 1.38% Top=RL COTY GT HAR UA PVH MFRM KATE ….. UFS FOSL WHR WWW FL MAT HAS CROX=Bottom (Consumer)
COSW(87): 1.38% Top=ATHM VIPS JD BITA SINA CMCM WUBA SFUN ….. FTNT IMPV CHKP FEYE SNCR TWOU LC WDAY=Bottom (Computer Software/Internet)
FINA(97): 1.34% Top=ARCC ETFC SCHW IBKR AMG AMTD TD RF ….. WU FNB APO ACAS JNS TRCO CTLT KKR=Bottom (Banks/Financials)
MANU(45): 1.32% Top=JKS GNRC ZBRA DDD MHK SEDG FLS AME ….. SPXC BWXT AOS PNR JOY CMI ATI IR=Bottom (Manufacturing)
HEAL(54): 1.25% Top=IRWD HCA ACHC CNC ABMD HTWR CYH AET ….. BCR OPK ZBH ALGN SIRO HRC MD ADPT=Bottom (Health)
TRAN(35): 1.10% Top=STNG CP GBX CSX VA GWR XPO KSU ….. CHRW JBHT TRN BRS WERN KNX AAL SWFT=Bottom (Transportation)
MATE(33): 1.10% Top=CSTE VMC OC PWR USG MTH FLR MAS ….. WM TPH TOL SPF SRCL RYN RYL FAST=Bottom (Materials & Construction)
RETA(68): 1.09% Top=AAP MELI NFLX BURL BABA KORS KMX TSCO ….. FIVE SPLS FINL CORE TFM ANF URBN GPS=Bottom (Retail & Specialty Retail)
DISV(51): 1.04% Top=SSTK G YY CAR ADS MAN KBR PCLN ….. ENV BLOX BAH CXW ZG TMH AHS FLT=Bottom (Diversified Services)
INSU(37): 0.83% Top=PRI SLF PRU AIG L MET FAF ORI ….. WSH BRO AON AXS AWH VR TMK ALL=Bottom (Insurance)
REAL(91): 0.46% Top=BAM NRF GLPI HST EQR DLR HCN NRZ ….. PMT AGNC CYS TWO MFA IVR CLI HR=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 11:11 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:54 am

Market Stats at 10:54 am ET
by daytrend on 20150930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 937.

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 (20150930 10:54 am ET)
47.2% of stocks are above yesterday’s high.
79.1% are above yesterday’s midpoint. (20.9% are below.)
2.3% are below yesterday’s low.
50.5% are inside yesterday’s range.
69.1% of stocks with today’s high > yesterday’s high. (30.9% less than).
6.0% of stocks with today’s low < yesterday’s low. (94.0% greater than).

EVIDENCE OF INTRADAY TREND (20150930 10:54 am ET)
58.3% of stocks are above today’s open. (39.7% are below).
57.4% of stocks are above today’s open and yesterday’s close.
9.3% are below both.
43.9% of stocks opened above yesterday’s high.
96.4% of stocks opened above yesterday’s close. (3.0% opened below yesterday’s close).
1.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150930 10:54 am ET)
9.2% of stocks are in the top 10% of today’s range.
23.2% are in the top 20%.
55.4% are in the top half. 44.6% of stocks are in the bottom half of today’s range.
19.5% are in the bottom 20%.
11.1% are in the bottom 10%.

GAIN (20150930 10:54 am ET)
89.9% of stocks are above yesterday’s close. (10.1% are below.)
5.0% are up 4.5% or more. 0.3% are down 4.5% or more.
9.6% are up 3.5% or more. 0.4% are down 3.5% or more.
37.7% are between +1% and -1%.

RSI on DAILY (20150930 10:54 am ET)
2-day: >=95:0.7%…>=90:2.3%…>=80:10.8%…>=50:63.9%…<=20:11.5%…<=10:6.5%…<=5:5.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:22.3%…<=20:3.3%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:18.0%…<=20:1.3%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150930 10:54 am ET)
47.2% above previous 1 highs, 2.3% below previous 1 lows
22.1% above previous 2 highs, 2.2% below previous 2 lows
7.2% above previous 3 highs, 2.2% below previous 3 lows
6.5% above previous 4 highs, 2.2% below previous 4 lows
5.4% above previous 5 highs, 2.1% below previous 5 lows
4.5% above previous 6 highs, 2.1% below previous 6 lows
2.8% above previous 7 highs, 2.1% below previous 7 lows
2.8% above previous 8 highs, 2.1% below previous 8 lows
1.7% above previous 9 highs, 2.0% below previous 9 lows
1.7% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150930 10:54 am ET)
89.9% are above or equal to 9/29 close (1 days ago), 10.1% are below.
74.1% are above or equal to 9/28 close (2 days ago), 25.9% are below.
24.3% are above or equal to 9/25 close (3 days ago), 75.7% are below.
28.8% are above or equal to 9/24 close (4 days ago), 71.2% are below.
29.0% are above or equal to 9/23 close (5 days ago), 71.0% are below.
26.6% are above or equal to 9/22 close (6 days ago), 73.4% are below.
15.4% are above or equal to 9/21 close (7 days ago), 84.6% are below.
22.6% are above or equal to 9/18 close (8 days ago), 77.4% are below.
13.3% are above or equal to 9/17 close (9 days ago), 86.7% are below.
14.1% are above or equal to 9/16 close (10 days ago), 85.9% are below.
18.9% are above or equal to 9/15 close (11 days ago), 81.1% are below.
24.7% are above or equal to 9/14 close (12 days ago), 75.3% are below.
22.6% are above or equal to 9/11 close (13 days ago), 77.4% are below.
24.8% are above or equal to 9/10 close (14 days ago), 75.2% are below.
28.1% are above or equal to 9/9 close (15 days ago), 71.9% are below.
22.1% are above or equal to 9/8 close (16 days ago), 77.9% are below.
37.8% are above or equal to 9/4 close (17 days ago), 62.2% are below.
29.1% are above or equal to 9/3 close (18 days ago), 70.9% are below.
32.2% are above or equal to 9/2 close (19 days ago), 67.8% are below.
42.2% are above or equal to 9/1 close (20 days ago), 57.8% are below.
24.4% are above or equal to 8/31 close (21 days ago), 75.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150930 10:54 am ET)
20d: 3.4% new highs, 3.5% new lows
21d: 3.3% new highs, 3.5% new lows
42d: 1.1% new highs, 2.5% new lows
63d: 0.4% new highs, 2.2% new lows
126d: 0.4% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150930 10:54 am ET)
2-day: 89.0% above, 11.0% below
3-day: 82.3% above, 17.7% below
4-day: 59.7% above, 40.3% below
5-day: 45.9% above, 54.1% below
8-day: 30.5% above, 69.5% below
10-day: 25.2% above, 74.8% below
20-day: 22.5% above, 77.5% below
50-day: 13.0% above, 87.0% below
200-day: 19.6% above, 80.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150930 10:54 am ET)
ENER(94): 3.01% Top=PAA EPD DPM ETE BWP SXL SM TLLP ….. UNT DRQ DO NBR FTI SPN RES OIS=Bottom (Energy)
ELEC(53): 2.46% Top=SUNE TSL SPWR CSIQ MU HIMX CAVM IDTI ….. ITRI WAT IPGP TSRA CREE MRVL CPHD MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(31): 2.04% Top=GPRE DOW OLN ALB WLK HUN CE FMC ….. MOS POT POL AGU RPM FTK CC AXTA=Bottom (Chemicals/Fertilizers)
META(19): 1.72% Top=SLCA FCX CNX CCJ AA SWC CMC STLD ….. SLW NEM PAAS AEM GG RGLD FNV ABX=Bottom (Metals & Mining)
COHW(45): 1.65% Top=WDC SYNA SNDK STX LVLT UBNT SSYS LXK ….. BCE BRCD CCOI RCI TMUS ANET TDC CUDA=Bottom (Computer Hardware/Telecom)
COSW(87): 1.57% Top=ATHM BITA VIPS JD SINA SFUN WUBA CMCM ….. FEYE CVLT NOW IMPV CHKP TWOU LC WDAY=Bottom (Computer Software/Internet)
LEIS(37): 1.57% Top=QUNR GPRO YUM SHAK ZOES RCL CCL QSR ….. CAKE LVS LQ DNKN KKD SONC JACK PLAY=Bottom (Leisure)
MANU(45): 1.50% Top=JKS GNRC ZBRA DDD SEDG MHK FLS RS ….. CLC PH SPXC ROK AOS CMI PNR IR=Bottom (Manufacturing)
CONS(59): 1.46% Top=RL UA COTY PVH HAR GT PAY NWL ….. AVY PG WHR WWW FL MAT HAS CROX=Bottom (Consumer)
FINA(97): 1.45% Top=ARCC ETFC AMG IBKR SCHW AMTD RF WETF ….. SYF ISBC FNFG CTLT APO ACAS JNS KKR=Bottom (Banks/Financials)
HEAL(54): 1.45% Top=IRWD HCA ACHC CNC HTWR ABMD AET CYH ….. ALGN SIRO WX STJ MD ZBH HRC ADPT=Bottom (Health)
DISV(51): 1.22% Top=SSTK YY CAR G ADS KBR MAN PCLN ….. LDOS MCO AHS BLOX CXW TMH BAH FLT=Bottom (Diversified Services)
TRAN(35): 1.21% Top=STNG GBX CSX CP GWR TK TDW NAT ….. ODFL CHRW KNX BRS JBHT WERN AAL SWFT=Bottom (Transportation)
MATE(33): 1.19% Top=CSTE VMC OC USG FLR PWR AWI MTH ….. KBH TOL TPH SPF RYL SRCL RYN FAST=Bottom (Materials & Construction)
RETA(69): 1.17% Top=AAP NFLX MELI BURL BABA KORS KMX AMZN ….. RAD FIVE PIR SPLS URBN CORE FINL GPS=Bottom (Retail & Specialty Retail)
INSU(37): 0.91% Top=PRI PRU SLF MET FAF UNM AIG L ….. AWH BRO AXS TMK AON WSH ALL VR=Bottom (Insurance)
REAL(91): 0.29% Top=BAM NRF GLPI HST CBG DLR CONE HCN ….. HTA OFC PMT AGNC CYS IVR HR CLI=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 10:54 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:39 am

Market Stats at 10:38 am ET
by daytrend on 20150930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 937.

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 (20150930 10:38 am ET)
49.2% of stocks are above yesterday’s high.
80.0% are above yesterday’s midpoint. (20.0% are below.)
2.7% are below yesterday’s low.
48.1% are inside yesterday’s range.
68.5% of stocks with today’s high > yesterday’s high. (31.5% less than).
5.8% of stocks with today’s low < yesterday’s low. (94.2% greater than).

EVIDENCE OF INTRADAY TREND (20150930 10:38 am ET)
58.8% of stocks are above today’s open. (39.8% are below).
58.0% of stocks are above today’s open and yesterday’s close.
8.9% are below both.
43.9% of stocks opened above yesterday’s high.
96.4% of stocks opened above yesterday’s close. (3.0% opened below yesterday’s close).
1.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150930 10:38 am ET)
8.8% of stocks are in the top 10% of today’s range.
21.8% are in the top 20%.
55.3% are in the top half. 44.7% of stocks are in the bottom half of today’s range.
16.5% are in the bottom 20%.
7.0% are in the bottom 10%.

GAIN (20150930 10:38 am ET)
90.3% of stocks are above yesterday’s close. (9.7% are below.)
4.7% are up 4.5% or more. 0.3% are down 4.5% or more.
9.3% are up 3.5% or more. 0.3% are down 3.5% or more.
37.6% are between +1% and -1%.

RSI on DAILY (20150930 10:38 am ET)
2-day: >=95:0.9%…>=90:2.3%…>=80:11.0%…>=50:64.7%…<=20:9.9%…<=10:5.7%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:21.8%…<=20:3.0%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:18.2%…<=20:1.0%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150930 10:38 am ET)
49.2% above previous 1 highs, 2.7% below previous 1 lows
21.2% above previous 2 highs, 2.7% below previous 2 lows
7.7% above previous 3 highs, 2.7% below previous 3 lows
6.9% above previous 4 highs, 2.7% below previous 4 lows
6.0% above previous 5 highs, 2.7% below previous 5 lows
4.9% above previous 6 highs, 2.7% below previous 6 lows
3.5% above previous 7 highs, 2.7% below previous 7 lows
3.3% above previous 8 highs, 2.7% below previous 8 lows
2.5% above previous 9 highs, 2.6% below previous 9 lows
2.5% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150930 10:38 am ET)
90.3% are above or equal to 9/29 close (1 days ago), 9.7% are below.
74.0% are above or equal to 9/28 close (2 days ago), 26.0% are below.
23.9% are above or equal to 9/25 close (3 days ago), 76.1% are below.
28.3% are above or equal to 9/24 close (4 days ago), 71.7% are below.
28.5% are above or equal to 9/23 close (5 days ago), 71.5% are below.
25.9% are above or equal to 9/22 close (6 days ago), 74.1% are below.
14.9% are above or equal to 9/21 close (7 days ago), 85.1% are below.
22.0% are above or equal to 9/18 close (8 days ago), 78.0% are below.
13.8% are above or equal to 9/17 close (9 days ago), 86.2% are below.
14.6% are above or equal to 9/16 close (10 days ago), 85.4% are below.
19.0% are above or equal to 9/15 close (11 days ago), 81.0% are below.
24.4% are above or equal to 9/14 close (12 days ago), 75.6% are below.
22.4% are above or equal to 9/11 close (13 days ago), 77.6% are below.
24.7% are above or equal to 9/10 close (14 days ago), 75.3% are below.
27.7% are above or equal to 9/9 close (15 days ago), 72.3% are below.
22.5% are above or equal to 9/8 close (16 days ago), 77.5% are below.
37.6% are above or equal to 9/4 close (17 days ago), 62.4% are below.
29.0% are above or equal to 9/3 close (18 days ago), 71.0% are below.
31.9% are above or equal to 9/2 close (19 days ago), 68.1% are below.
42.2% are above or equal to 9/1 close (20 days ago), 57.8% are below.
24.8% are above or equal to 8/31 close (21 days ago), 75.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150930 10:38 am ET)
20d: 3.4% new highs, 3.4% new lows
21d: 3.3% new highs, 3.4% new lows
42d: 1.1% new highs, 2.5% new lows
63d: 0.4% new highs, 2.2% new lows
126d: 0.4% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150930 10:38 am ET)
2-day: 89.4% above, 10.6% below
3-day: 82.1% above, 17.9% below
4-day: 60.1% above, 39.9% below
5-day: 45.1% above, 54.9% below
8-day: 30.0% above, 70.0% below
10-day: 23.9% above, 76.1% below
20-day: 22.5% above, 77.5% below
50-day: 13.6% above, 86.4% below
200-day: 19.7% above, 80.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150930 10:38 am ET)
ELEC(53): 2.64% Top=SUNE TSL MU AMBA CAVM HIMX IDTI QRVO ….. TSRA WAT ITRI CREE IPGP MRVL CPHD MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(94): 2.34% Top=DPM ETE EPD PAA SXL WES BPL TLLP ….. SPN NBR HOS RDC RES DO UNT OIS=Bottom (Energy)
CHEM(31): 1.97% Top=DOW OLN GPRE ALB HUN WLK CE EMN ….. POT MOS APD RPM POL AXTA CC FTK=Bottom (Chemicals/Fertilizers)
COHW(45): 1.86% Top=SYNA WDC SNDK STX LVLT UBNT SMCI LXK ….. BRCD BCE TMUS CCOI ANET RCI TDC CUDA=Bottom (Computer Hardware/Telecom)
HEAL(54): 1.83% Top=CNC IRWD ACHC HCA CYH AET ABMD HTWR ….. SIRO STJ HRC WMGI MD WX ZBH ADPT=Bottom (Health)
COSW(87): 1.82% Top=ATHM BITA JD VIPS CMCM SINA SFUN WUBA ….. ATVI NOW CSOD CVLT TWOU CHKP LC WDAY=Bottom (Computer Software/Internet)
META(19): 1.62% Top=SLCA FCX CNX X AA STLD CCJ NUE ….. SWC NEM PAAS AEM GG FNV ABX RGLD=Bottom (Metals & Mining)
LEIS(37): 1.59% Top=QUNR YUM GPRO RCL MGM CCL BYD QSR ….. DRI KKD CAKE SONC BLMN DNKN JACK PLAY=Bottom (Leisure)
CONS(59): 1.53% Top=RL UA COTY HAR PAY PVH GT MFRM ….. CL CSL PG WWW FL HAS MAT CROX=Bottom (Consumer)
FINA(97): 1.32% Top=ARCC IBKR AMG ETFC BX SCHW AMTD WETF ….. TCB ISBC ACAS FNFG APO FNB JNS KKR=Bottom (Banks/Financials)
DISV(51): 1.26% Top=CAR SSTK G ADS YY MYGN WOOF MAN ….. HMHC ZG ADT PRAA MCO CXW BAH FLT=Bottom (Diversified Services)
MANU(45): 1.25% Top=JKS GNRC ZBRA SEDG MHK DDD TTC GE ….. CFX CMI ROK AOS SPXC JOY IR PNR=Bottom (Manufacturing)
TRAN(35): 1.17% Top=GBX STNG CP GWR CSX XPO KSU ALK ….. KNX TDW CHRW JBHT WERN AAL BRS SWFT=Bottom (Transportation)
MATE(33): 1.12% Top=CSTE VMC OC USG PWR AWI APOG MAS ….. TOL WM TPH SPF SRCL RYL RYN FAST=Bottom (Materials & Construction)
RETA(69): 1.04% Top=AAP MELI BABA NFLX BURL KORS TSCO KMX ….. COST CHS SPLS URBN CORE PIR FINL GPS=Bottom (Retail & Specialty Retail)
INSU(37): 0.85% Top=PRU SLF FAF PRI MET UNM AIG L ….. XL AON BRO TMK AWH WSH VR ALL=Bottom (Insurance)
REAL(91): 0.49% Top=BAM NRF CONE GLPI CBG HCN EQR DLR ….. AGNC IVR PMT TWO NSM HR CYS CLI=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 10:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:17 am

Market Stats at 10:17 am ET
by daytrend on 20150930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 937.

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 (20150930 10:17 am ET)
48.6% of stocks are above yesterday’s high.
81.0% are above yesterday’s midpoint. (19.0% are below.)
1.9% are below yesterday’s low.
49.5% are inside yesterday’s range.
66.3% of stocks with today’s high > yesterday’s high. (33.7% less than).
5.2% of stocks with today’s low < yesterday’s low. (94.8% greater than).

EVIDENCE OF INTRADAY TREND (20150930 10:17 am ET)
59.4% of stocks are above today’s open. (39.6% are below).
58.8% of stocks are above today’s open and yesterday’s close.
6.7% are below both.
43.9% of stocks opened above yesterday’s high.
96.4% of stocks opened above yesterday’s close. (3.0% opened below yesterday’s close).
1.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150930 10:17 am ET)
8.9% of stocks are in the top 10% of today’s range.
20.8% are in the top 20%.
56.5% are in the top half. 43.5% of stocks are in the bottom half of today’s range.
13.3% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN (20150930 10:17 am ET)
92.7% of stocks are above yesterday’s close. (7.3% are below.)
3.2% are up 4.5% or more. 0.4% are down 4.5% or more.
6.8% are up 3.5% or more. 0.4% are down 3.5% or more.
39.3% are between +1% and -1%.

RSI on DAILY (20150930 10:17 am ET)
2-day: >=95:0.7%…>=90:2.2%…>=80:9.9%…>=50:61.8%…<=20:9.5%…<=10:5.2%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:20.4%…<=20:3.4%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:18.0%…<=20:1.2%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150930 10:17 am ET)
48.6% above previous 1 highs, 1.9% below previous 1 lows
21.5% above previous 2 highs, 1.9% below previous 2 lows
7.7% above previous 3 highs, 1.9% below previous 3 lows
7.2% above previous 4 highs, 1.9% below previous 4 lows
5.8% above previous 5 highs, 1.9% below previous 5 lows
5.0% above previous 6 highs, 1.9% below previous 6 lows
3.5% above previous 7 highs, 1.9% below previous 7 lows
3.2% above previous 8 highs, 1.9% below previous 8 lows
2.6% above previous 9 highs, 1.9% below previous 9 lows
2.6% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150930 10:17 am ET)
92.7% are above or equal to 9/29 close (1 days ago), 7.3% are below.
74.3% are above or equal to 9/28 close (2 days ago), 25.7% are below.
24.0% are above or equal to 9/25 close (3 days ago), 76.0% are below.
27.9% are above or equal to 9/24 close (4 days ago), 72.1% are below.
27.7% are above or equal to 9/23 close (5 days ago), 72.3% are below.
25.5% are above or equal to 9/22 close (6 days ago), 74.5% are below.
14.5% are above or equal to 9/21 close (7 days ago), 85.5% are below.
21.8% are above or equal to 9/18 close (8 days ago), 78.2% are below.
13.4% are above or equal to 9/17 close (9 days ago), 86.6% are below.
14.4% are above or equal to 9/16 close (10 days ago), 85.6% are below.
18.8% are above or equal to 9/15 close (11 days ago), 81.2% are below.
24.9% are above or equal to 9/14 close (12 days ago), 75.1% are below.
22.2% are above or equal to 9/11 close (13 days ago), 77.8% are below.
23.5% are above or equal to 9/10 close (14 days ago), 76.5% are below.
27.2% are above or equal to 9/9 close (15 days ago), 72.8% are below.
22.1% are above or equal to 9/8 close (16 days ago), 77.9% are below.
36.6% are above or equal to 9/4 close (17 days ago), 63.4% are below.
28.7% are above or equal to 9/3 close (18 days ago), 71.3% are below.
31.5% are above or equal to 9/2 close (19 days ago), 68.5% are below.
41.7% are above or equal to 9/1 close (20 days ago), 58.3% are below.
23.8% are above or equal to 8/31 close (21 days ago), 76.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150930 10:17 am ET)
20d: 3.1% new highs, 3.2% new lows
21d: 3.0% new highs, 3.2% new lows
42d: 0.7% new highs, 2.3% new lows
63d: 0.3% new highs, 2.1% new lows
126d: 0.3% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150930 10:17 am ET)
2-day: 92.1% above, 7.9% below
3-day: 83.6% above, 16.4% below
4-day: 57.5% above, 42.5% below
5-day: 44.2% above, 55.8% below
8-day: 29.9% above, 70.1% below
10-day: 22.9% above, 77.1% below
20-day: 22.1% above, 77.9% below
50-day: 13.2% above, 86.8% below
200-day: 19.3% above, 80.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150930 10:17 am ET)
ENER(94): 2.49% Top=ETE DPM EPD PAA WMB CMLP BPL MMP ….. FTI WPX HOS SPN DO RDC RES OIS=Bottom (Energy)
ELEC(53): 2.31% Top=SUNE MU TSL CAVM CSIQ ON ADI AMBA ….. AMAT JBL SNPS ITRI MRVL IPGP CPHD MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(31): 1.99% Top=DOW OLN ALB WLK FMC CE GPRE EMN ….. MOS POT PX POL RPM AXTA FTK CC=Bottom (Chemicals/Fertilizers)
META(19): 1.68% Top=SLCA FCX CNX STLD SWC AA X SCCO ….. NEM SLW RGLD PAAS GG AEM FNV ABX=Bottom (Metals & Mining)
COSW(87): 1.53% Top=ATHM BITA VIPS JD SINA SFUN CMCM WUBA ….. ATVI CVLT CSOD NOW CHKP LC TWOU WDAY=Bottom (Computer Software/Internet)
LEIS(37): 1.46% Top=QUNR MGM YUM CCL HOT QSR SIX BYD ….. SONC CAKE WEN ZOES DNKN BLMN JACK PLAY=Bottom (Leisure)
MANU(45): 1.42% Top=JKS GNRC SEDG ZBRA MHK DDD RS GE ….. CLC PH AOS JOY CMI IR PNR CFX=Bottom (Manufacturing)
HEAL(54): 1.35% Top=ACHC IRWD CNC HCA BKD CYH ABMD HTWR ….. HYH STJ WX HRC ZBH ALGN MD ADPT=Bottom (Health)
TRAN(35): 1.29% Top=STNG GBX XPO CP GWR CSX TK KSU ….. ODFL WERN JBHT TDW BRS CHRW SWFT AAL=Bottom (Transportation)
CONS(59): 1.26% Top=RL COTY UA PAY HAR PVH GT NWL ….. PG GPK UFS WWW FL MAT HAS CROX=Bottom (Consumer)
COHW(45): 1.24% Top=WDC SNDK STX LVLT FNSR HPQ BBRY LXK ….. WIN GOGO BCE RCI ANET CCOI TDC CUDA=Bottom (Computer Hardware/Telecom)
FINA(97): 1.19% Top=ARCC BX ETFC AMG WETF SCHW TD HCBK ….. VLY TCB CBOE KKR SF JNS FNB ACAS=Bottom (Banks/Financials)
DISV(51): 1.19% Top=ADS SSTK CAR G MAN R YY RHI ….. TNET BLOX HMHC TMH ADT PRAA FLT ZG=Bottom (Diversified Services)
MATE(33): 1.12% Top=VMC CSTE PWR USG OC DY MAS FLR ….. FAST WM DAR SPF TPH RYL RYN SRCL=Bottom (Materials & Construction)
RETA(69): 0.91% Top=AAP MELI BURL KORS BABA KMX TSCO AMZN ….. ZUMZ CORE SPLS CHS URBN PIR FINL GPS=Bottom (Retail & Specialty Retail)
REAL(91): 0.75% Top=BAM GLPI CONE LHO NRF HCN SHO DRH ….. HR AGNC TWO ARR CLI IVR CYS PMT=Bottom (Real Estate)
INSU(37): 0.73% Top=SLF PRU MET UNM ACE L AFL AIG ….. AXS AON TMK BRO ALL AWH MTG VR=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 10:17 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:00 am

Market Stats at 10:00 am ET
by daytrend on 20150930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 937.

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 (20150930 10:00 am ET)
41.8% of stocks are above yesterday’s high.
77.9% are above yesterday’s midpoint. (22.1% are below.)
2.2% are below yesterday’s low.
55.9% are inside yesterday’s range.
63.6% of stocks with today’s high > yesterday’s high. (36.4% less than).
4.8% of stocks with today’s low < yesterday’s low. (95.2% greater than).

EVIDENCE OF INTRADAY TREND (20150930 10:00 am ET)
48.9% of stocks are above today’s open. (49.0% are below).
47.9% of stocks are above today’s open and yesterday’s close.
6.3% are below both.
43.9% of stocks opened above yesterday’s high.
96.4% of stocks opened above yesterday’s close. (3.0% opened below yesterday’s close).
1.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150930 10:00 am ET)
10.4% of stocks are in the top 10% of today’s range.
16.3% are in the top 20%.
39.1% are in the top half. 60.9% of stocks are in the bottom half of today’s range.
28.9% are in the bottom 20%.
17.8% are in the bottom 10%.

GAIN (20150930 10:00 am ET)
92.7% of stocks are above yesterday’s close. (7.3% are below.)
1.9% are up 4.5% or more. 0.4% are down 4.5% or more.
3.2% are up 3.5% or more. 0.4% are down 3.5% or more.
47.4% are between +1% and -1%.

RSI on DAILY (20150930 10:00 am ET)
2-day: >=95:0.9%…>=90:1.8%…>=80:8.8%…>=50:58.1%…<=20:10.9%…<=10:5.7%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:19.4%…<=20:4.3%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:16.5%…<=20:1.2%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150930 10:00 am ET)
41.8% above previous 1 highs, 2.2% below previous 1 lows
18.7% above previous 2 highs, 2.1% below previous 2 lows
6.4% above previous 3 highs, 2.1% below previous 3 lows
5.5% above previous 4 highs, 2.0% below previous 4 lows
4.5% above previous 5 highs, 2.0% below previous 5 lows
3.6% above previous 6 highs, 2.0% below previous 6 lows
2.8% above previous 7 highs, 2.0% below previous 7 lows
2.8% above previous 8 highs, 2.0% below previous 8 lows
2.1% above previous 9 highs, 1.9% below previous 9 lows
2.1% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150930 10:00 am ET)
92.7% are above or equal to 9/29 close (1 days ago), 7.3% are below.
72.5% are above or equal to 9/28 close (2 days ago), 27.5% are below.
21.0% are above or equal to 9/25 close (3 days ago), 79.0% are below.
26.1% are above or equal to 9/24 close (4 days ago), 73.9% are below.
24.7% are above or equal to 9/23 close (5 days ago), 75.3% are below.
22.9% are above or equal to 9/22 close (6 days ago), 77.1% are below.
13.1% are above or equal to 9/21 close (7 days ago), 86.9% are below.
19.9% are above or equal to 9/18 close (8 days ago), 80.1% are below.
13.2% are above or equal to 9/17 close (9 days ago), 86.8% are below.
13.8% are above or equal to 9/16 close (10 days ago), 86.2% are below.
18.1% are above or equal to 9/15 close (11 days ago), 81.9% are below.
23.6% are above or equal to 9/14 close (12 days ago), 76.4% are below.
20.8% are above or equal to 9/11 close (13 days ago), 79.2% are below.
22.8% are above or equal to 9/10 close (14 days ago), 77.2% are below.
26.0% are above or equal to 9/9 close (15 days ago), 74.0% are below.
21.2% are above or equal to 9/8 close (16 days ago), 78.8% are below.
35.0% are above or equal to 9/4 close (17 days ago), 65.0% are below.
27.6% are above or equal to 9/3 close (18 days ago), 72.4% are below.
30.1% are above or equal to 9/2 close (19 days ago), 69.9% are below.
41.4% are above or equal to 9/1 close (20 days ago), 58.6% are below.
22.4% are above or equal to 8/31 close (21 days ago), 77.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150930 10:00 am ET)
20d: 3.1% new highs, 3.0% new lows
21d: 3.0% new highs, 3.0% new lows
42d: 0.7% new highs, 2.2% new lows
63d: 0.3% new highs, 2.0% new lows
126d: 0.3% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150930 10:00 am ET)
2-day: 92.0% above, 8.0% below
3-day: 81.3% above, 18.7% below
4-day: 51.9% above, 48.1% below
5-day: 39.7% above, 60.3% below
8-day: 26.3% above, 73.7% below
10-day: 21.0% above, 79.0% below
20-day: 20.6% above, 79.4% below
50-day: 12.2% above, 87.8% below
200-day: 18.9% above, 81.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150930 10:00 am ET)
CHEM(31): 1.81% Top=ALB HUN DOW FMC OLN WLK CE CF ….. ASH CC RPM APD PX AXLL AXTA FTK=Bottom (Chemicals/Fertilizers)
ENER(94): 1.75% Top=ETE DPM PAA EPD BWP WMB MMP WES ….. SPN HOS FET WPX RICE RES UNT OIS=Bottom (Energy)
ELEC(53): 1.62% Top=MU SUNE TSL AMBA LLTC ADI CSIQ FSLR ….. MEI CREE TSRA MRVL ITRI IPGP CPHD MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): 1.51% Top=QUNR MGM YUM CCL MAR LVS SIX RCL ….. SONC DRI KKD DNKN BLMN JACK WEN PLAY=Bottom (Leisure)
COSW(87): 1.39% Top=ATHM BITA JD SFUN VIPS SINA WUBA CMCM ….. NOW CVLT SABR ATVI IMPV CHKP LC WDAY=Bottom (Computer Software/Internet)
TRAN(35): 1.35% Top=STNG CP GWR CSX GBX TK KSU DAL ….. JBHT AAL WERN TRN CHRW SWFT TDW BRS=Bottom (Transportation)
MANU(45): 1.25% Top=GNRC JKS MHK SEDG GE ZBRA DHR DCI ….. DDD IR TEX SPXC JOY AOS PNR CFX=Bottom (Manufacturing)
META(19): 1.21% Top=SLCA FCX CNX AA SCCO SWC NUE STLD ….. X NEM RGLD PAAS AEM FNV GG ABX=Bottom (Metals & Mining)
MATE(33): 1.19% Top=CSTE USG VMC PWR OC DHI AWI FLR ….. CVA WM APOG RYL TPH RYN SRCL DAR=Bottom (Materials & Construction)
HEAL(54): 1.17% Top=ACHC HCA BKD CYH WCG CNC IRWD HTWR ….. STJ WMGI HRC WX HYH ALGN MD ZBH=Bottom (Health)
CONS(59): 1.11% Top=RL UA HAR PAY PVH COTY GT NWL ….. MLHR SCSS UFS WWW FL HAS MAT CROX=Bottom (Consumer)
DISV(51): 0.98% Top=ADS CAR G YY MAN R RHI URI ….. MCO BAH ADT PRAA BLOX CXW FLT ZG=Bottom (Diversified Services)
COHW(45): 0.97% Top=WDC STX SNDK LVLT LXK HPQ COMM BBRY ….. PANW RCI TMUS CCOI ANET TDC WIN CUDA=Bottom (Computer Hardware/Telecom)
FINA(97): 0.88% Top=ARCC AMG ETFC TD MS HCBK AMP RF ….. APO NTRS LPLA TCB LEAF FNB ACAS JNS=Bottom (Banks/Financials)
RETA(69): 0.82% Top=AAP BURL BABA KMX MELI KORS AMZN TSCO ….. AEO CHS SPLS DSW URBN ZUMZ FINL GPS=Bottom (Retail & Specialty Retail)
INSU(37): 0.62% Top=SLF PRU MET L ACE UNM AFL LNC ….. CINF MTG ALL RDN AON BRO VR AWH=Bottom (Insurance)
REAL(91): 0.44% Top=BAM NRF CONE HCN GLPI EQR HCP TCO ….. NRZ TWO ARR AGNC CYS PMT NSM IVR=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 10:00 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/29/2015

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

Closing Stats
by daytrend on 20150929. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 938.

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 (20150929 Closing)
7.6% of stocks are above yesterday’s high.
25.1% are above yesterday’s midpoint. (74.9% are below.)
33.6% are below yesterday’s low.
58.8% are inside yesterday’s range.
18.2% of stocks with today’s high > yesterday’s high. (81.8% less than).
72.5% of stocks with today’s low < yesterday’s low. (27.5% greater than).

EVIDENCE OF INTRADAY TREND (20150929 Closing)
46.2% of stocks are above today’s open. (52.9% are below).
45.0% of stocks are above today’s open and yesterday’s close.
46.3% are below both.
0.9% of stocks opened above yesterday’s high.
63.1% of stocks opened above yesterday’s close. (28.6% opened below yesterday’s close).
5.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150929 Closing)
8.1% of stocks are in the top 10% of today’s range.
18.6% are in the top 20%.
45.4% are in the top half. 54.6% of stocks are in the bottom half of today’s range.
17.6% are in the bottom 20%.
7.4% are in the bottom 10%.

GAIN (20150929 Closing)
52.3% of stocks are above yesterday’s close. (47.7% are below.)
0.6% are up 4.5% or more. 3.5% are down 4.5% or more.
1.4% are up 3.5% or more. 6.4% are down 3.5% or more.
48.7% are between +1% and -1%.

RSI on DAILY (20150929 Closing)
2-day: >=95:0.3%…>=90:0.6%…>=80:1.9%…>=50:17.6%…<=20:52.7%…<=10:40.6%…<=5:30.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:10.9%…<=20:11.9%…<=10:0.7%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:10.0%…<=20:2.9%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150929 Closing)
7.6% above previous 1 highs, 33.6% below previous 1 lows
2.3% above previous 2 highs, 33.4% below previous 2 lows
2.2% above previous 3 highs, 30.6% below previous 3 lows
1.8% above previous 4 highs, 30.4% below previous 4 lows
1.6% above previous 5 highs, 29.7% below previous 5 lows
1.2% above previous 6 highs, 29.6% below previous 6 lows
1.1% above previous 7 highs, 29.1% below previous 7 lows
0.6% above previous 8 highs, 29.1% below previous 8 lows
0.6% above previous 9 highs, 29.0% below previous 9 lows
0.6% above previous 10 highs, 28.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150929 Closing)
52.3% are above or equal to 9/28 close (1 days ago), 47.7% are below.
8.4% are above or equal to 9/25 close (2 days ago), 91.6% are below.
13.4% are above or equal to 9/24 close (3 days ago), 86.6% are below.
14.1% are above or equal to 9/23 close (4 days ago), 85.9% are below.
14.2% are above or equal to 9/22 close (5 days ago), 85.8% are below.
9.7% are above or equal to 9/21 close (6 days ago), 90.3% are below.
13.1% are above or equal to 9/18 close (7 days ago), 86.9% are below.
9.1% are above or equal to 9/17 close (8 days ago), 90.9% are below.
10.0% are above or equal to 9/16 close (9 days ago), 90.0% are below.
13.6% are above or equal to 9/15 close (10 days ago), 86.4% are below.
17.6% are above or equal to 9/14 close (11 days ago), 82.4% are below.
16.0% are above or equal to 9/11 close (12 days ago), 84.0% are below.
17.6% are above or equal to 9/10 close (13 days ago), 82.4% are below.
19.6% are above or equal to 9/9 close (14 days ago), 80.4% are below.
16.0% are above or equal to 9/8 close (15 days ago), 84.0% are below.
27.7% are above or equal to 9/4 close (16 days ago), 72.3% are below.
21.2% are above or equal to 9/3 close (17 days ago), 78.8% are below.
24.2% are above or equal to 9/2 close (18 days ago), 75.8% are below.
33.3% are above or equal to 9/1 close (19 days ago), 66.7% are below.
18.2% are above or equal to 8/31 close (20 days ago), 81.8% are below.
15.4% are above or equal to 8/28 close (21 days ago), 84.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150929 Closing)
20d: 1.0% new highs, 44.9% new lows
21d: 1.0% new highs, 44.7% new lows
42d: 0.3% new highs, 25.7% new lows
63d: 0.2% new highs, 24.7% new lows
126d: 0.2% new highs, 22.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150929 Closing)
2-day: 51.4% above, 48.6% below
3-day: 18.3% above, 81.7% below
4-day: 14.8% above, 85.2% below
5-day: 13.9% above, 86.1% below
8-day: 12.0% above, 88.0% below
10-day: 10.3% above, 89.7% below
20-day: 14.4% above, 85.6% below
50-day: 9.1% above, 90.9% below
200-day: 17.3% above, 82.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150929 Closing)
ELEC(53): 0.66% Top=FCS IPGP TSL MU GLW MCHP JBL LRCX ….. CRUS SNPS KLAC ITRI CY AVGO CPHD SUNE=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(89): 0.60% Top=AVB EQR BDN CPT EDR BXP GGP CONE ….. CIM AGNC NLY ARR OUT NRZ PMT NRF=Bottom (Real Estate)
INSU(37): 0.42% Top=LNC CNO HIG AFL SLF ALL AIZ AWH ….. BRO RDN AON AXS AJG ORI FAF FNF=Bottom (Insurance)
MANU(45): 0.12% Top=SEDG TEX BWXT JKS PH TKR AGCO ETN ….. SNA ATI SPXC SWK MHK ZBRA AOS DDD=Bottom (Manufacturing)
CHEM(31): 0.08% Top=GPRE AXTA FUL ALB OLN PPG PX DOW ….. MEOH ASH SHW FTK POL AXLL CC HUN=Bottom (Chemicals/Fertilizers)
META(19): 0.01% Top=X FCX SWC CCJ RGLD STLD SCCO PAAS ….. AEM FNV ABX NEM AA GG SLCA CNX=Bottom (Metals & Mining)
TRAN(35): -0.02% Top=XPO HA UNP GBX KEX VA EXPD UPS ….. DAL TDW TRN NAT TK KNX UAL GWR=Bottom (Transportation)
FINA(98): -0.05% Top=CFG AMP WDR HBAN WU CFR TRCO PB ….. ACAS CTLT ARCC KKR BX PSEC LAZ APO=Bottom (Banks/Financials)
DISV(53): -0.29% Top=ACM V ZG GPN JEC DV RBA PRAA ….. ULTA AL FLT ALLE MAN TMH KFY AHS=Bottom (Diversified Services)
COSW(87): -0.31% Top=BITA WUBA SFUN NTES LC BIDU TWOU YHOO ….. IMPV SYMC CDK QLIK CSOD HDP CYBR CMCM=Bottom (Computer Software/Internet)
HEAL(53): -0.44% Top=EW VAR RMD PKI TMO ZBH UNH HLS ….. ZLTQ HYH ACHC THC UHS WMGI ABMD HTWR=Bottom (Health)
CONS(59): -0.48% Top=EPC MLHR EL CROX DECK PAY CL WRK ….. CRI MFRM FL MAT FBHS GPK PVH UA=Bottom (Consumer)
ENER(95): -0.69% Top=UPL PE PDCE ATW RIG RSPP HP CRZO ….. SEMG MWE ETE BPL OKS NGLS GEL WPZ=Bottom (Energy)
RETA(69): -0.69% Top=AEO WFM ASNA ANF URBN SHLD BBY DKS ….. BIG SIG DLTR MELI FIVE BLDR W PIR=Bottom (Retail & Specialty Retail)
COHW(44): -0.74% Top=UBNT TDC WDC SYNA CDW RCI HRS KN ….. ZAYO TMUS AAPL CUDA BBRY PANW WIN SSYS=Bottom (Computer Hardware/Telecom)
LEIS(38): -1.13% Top=ZOES MCD PNRA JACK GPRO CAKE YUM EAT ….. EXPE DPZ WEN SONC BYD QSR MGM LVS=Bottom (Leisure)
MATE(33): -1.86% Top=PWR FLR FAST WY KBH RYN SRCL WCN ….. APOG AWI DAR MTZ MAS OC TREX CSTE=Bottom (Materials & Construction)

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

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