daytrend

10/30/2015

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

Closing Stats
by daytrend on 20151030. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 947.

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 (20151030 Closing)
17.5% of stocks are above yesterday’s high.
47.0% are above yesterday’s midpoint. (53.0% are below.)
25.9% are below yesterday’s low.
56.6% are inside yesterday’s range.
44.4% of stocks with today’s high > yesterday’s high. (55.6% less than).
46.6% of stocks with today’s low < yesterday’s low. (53.4% greater than).

EVIDENCE OF INTRADAY TREND (20151030 Closing)
43.2% of stocks are above today’s open. (56.2% are below).
40.7% of stocks are above today’s open and yesterday’s close.
48.6% are below both.
7.9% of stocks opened above yesterday’s high.
63.1% of stocks opened above yesterday’s close. (31.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151030 Closing)
4.6% of stocks are in the top 10% of today’s range.
12.5% are in the top 20%.
42.1% are in the top half. 57.9% of stocks are in the bottom half of today’s range.
31.9% are in the bottom 20%.
19.2% are in the bottom 10%.

GAIN (20151030 Closing)
49.0% of stocks are above yesterday’s close. (51.0% are below.)
2.7% are up 4.5% or more. 1.3% are down 4.5% or more.
4.6% are up 3.5% or more. 2.2% are down 3.5% or more.
48.3% are between +1% and -1%.

RSI on DAILY (20151030 Closing)
2-day: >=95:4.3%…>=90:9.6%…>=80:20.8%…>=50:50.1%…<=20:17.3%…<=10:7.2%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.4%…>=80:1.8%…>=50:62.8%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:62.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151030 Closing)
17.5% above previous 1 highs, 25.9% below previous 1 lows
13.6% above previous 2 highs, 11.1% below previous 2 lows
12.9% above previous 3 highs, 9.3% below previous 3 lows
10.8% above previous 4 highs, 8.3% below previous 4 lows
9.3% above previous 5 highs, 7.6% below previous 5 lows
8.8% above previous 6 highs, 6.8% below previous 6 lows
8.0% above previous 7 highs, 6.1% below previous 7 lows
7.8% above previous 8 highs, 6.1% below previous 8 lows
7.7% above previous 9 highs, 5.8% below previous 9 lows
7.6% above previous 10 highs, 5.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151030 Closing)
49.0% are above or equal to 10/29 close (1 days ago), 51.0% are below.
40.1% are above or equal to 10/28 close (2 days ago), 59.9% are below.
68.1% are above or equal to 10/27 close (3 days ago), 31.9% are below.
57.8% are above or equal to 10/26 close (4 days ago), 42.2% are below.
49.5% are above or equal to 10/23 close (5 days ago), 50.5% are below.
55.5% are above or equal to 10/22 close (6 days ago), 44.5% are below.
62.9% are above or equal to 10/21 close (7 days ago), 37.1% are below.
54.1% are above or equal to 10/20 close (8 days ago), 45.9% are below.
56.7% are above or equal to 10/19 close (9 days ago), 43.3% are below.
55.6% are above or equal to 10/16 close (10 days ago), 44.4% are below.
56.4% are above or equal to 10/15 close (11 days ago), 43.6% are below.
63.4% are above or equal to 10/14 close (12 days ago), 36.6% are below.
61.7% are above or equal to 10/13 close (13 days ago), 38.3% are below.
54.9% are above or equal to 10/12 close (14 days ago), 45.1% are below.
52.9% are above or equal to 10/9 close (15 days ago), 47.1% are below.
52.7% are above or equal to 10/8 close (16 days ago), 47.3% are below.
58.5% are above or equal to 10/7 close (17 days ago), 41.5% are below.
64.4% are above or equal to 10/6 close (18 days ago), 35.6% are below.
65.5% are above or equal to 10/5 close (19 days ago), 34.5% are below.
70.9% are above or equal to 10/2 close (20 days ago), 29.1% are below.
76.6% are above or equal to 10/1 close (21 days ago), 23.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151030 Closing)
20d: 14.0% new highs, 5.0% new lows
21d: 14.0% new highs, 5.0% new lows
42d: 11.5% new highs, 3.6% new lows
63d: 6.8% new highs, 3.0% new lows
126d: 3.8% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151030 Closing)
2-day: 48.0% above, 52.0% below
3-day: 42.2% above, 57.8% below
4-day: 54.9% above, 45.1% below
5-day: 55.9% above, 44.1% below
8-day: 57.8% above, 42.2% below
10-day: 58.1% above, 41.9% below
20-day: 59.1% above, 40.9% below
50-day: 63.9% above, 36.1% below
200-day: 37.2% above, 62.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151030 Closing)
ENER(88): 1.16% Top=SM OIS MRO RDC WPX OAS UNT MWE ….. EGN APC RICE WNR TSO FANG CRR PAGP=Bottom (Energy)
ELEC(51): 1.03% Top=TRMB FSLR FIT NXPI ON CY FSL IDTI ….. GLW AMBA SPWR MSCC TSL CPHD SUNE SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(44): 0.75% Top=TEX FLS ETN ERII ATI JOY LECO LII ….. DE SWK AGCO GGG ZBRA GNRC GE DDD=Bottom (Manufacturing)
COSW(89): 0.69% Top=IMPV LNKD BIDU ROVI MDSO LC PTC SFUN ….. FB FEYE YELP TSS ELLI IMS EA NTCT=Bottom (Computer Software/Internet)
TRAN(39): 0.68% Top=GBX XPO TRN GWR KEX ECHO TK NAT ….. JBHT CSX UNP NSC KSU CNI ODFL CP=Bottom (Transportation)
RETA(67): 0.63% Top=GNC KSS BBBY MELI LAD NFLX FIVE M ….. EBAY HIBB WMT CHS W SFM BIG CVS=Bottom (Retail & Specialty Retail)
MATE(32): 0.41% Top=FLR MTZ MLM PHM VMC AWI KBH LEN ….. MTH SRCL RYN BCC CLH TPH WM CVA=Bottom (Materials & Construction)
CHEM(31): 0.31% Top=CHMT SHW OLN MEOH FMC FTK DOW AXLL ….. GRA ALB PX AGU AXTA EMN POT MOS=Bottom (Chemicals/Fertilizers)
CONS(58): 0.22% Top=DECK CRI GT PBI FOSL UFS KS BLL ….. UA SKX WHR KMB NWL EL ICON CL=Bottom (Consumer)
HEAL(65): -0.16% Top=STE ABMD LDRH ZLTQ DGX HCA IRWD EW ….. AMSG WMGI HLS CYH ELGX ADPT MMSI MOH=Bottom (Health)
DISV(56): -0.19% Top=NTRI WEX JEC SERV PCLN VRSK HURN ASGN ….. RCII MA MYGN DV CXW WTW MCO AAN=Bottom (Diversified Services)
LEIS(41): -0.23% Top=EXPE QUNR SHAK MGM LVS HOT BWLD WEN ….. SONC EAT BLMN YUM TXRH GPRO JACK DPZ=Bottom (Leisure)
COHW(44): -0.48% Top=BBRY PANW NSR TMUS VZ CIEN BRCD SMCI ….. HPQ RCI WDC WIN SSYS KN OLED RKUS=Bottom (Computer Hardware/Telecom)
META(20): -0.60% Top=X SLCA FCX AEM SCCO SWC NUE AA ….. FNV CNX ABX PAAS NEM CMC GG BTU=Bottom (Metals & Mining)
INSU(35): -0.91% Top=FNF AGO UNM CLGX VR ORI RDN WSH ….. PGR CINF CNO AON WRB FAF HIG AWH=Bottom (Insurance)
REAL(87): -0.99% Top=NRF DLR DFT BXP GLPI HST BRX AMT ….. WPG HCP CUZ CBG CLI HCN CPT LGIH=Bottom (Real Estate)
FINA(100): -1.62% Top=OCN BEN WDR PSEC WU SLM WETF BLK ….. CBOE RF AF ICE SIVB EVER KEY BOFI=Bottom (Banks/Financials)

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 @ 12:28 pm

Market Stats at 1:27 pm ET
by daytrend on 20151030. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 947.

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 (20151030 1:27 pm ET)
25.6% of stocks are above yesterday’s high.
54.3% are above yesterday’s midpoint. (45.7% are below.)
18.2% are below yesterday’s low.
56.3% are inside yesterday’s range.
41.3% of stocks with today’s high > yesterday’s high. (58.7% less than).
42.3% of stocks with today’s low < yesterday’s low. (57.7% greater than).

EVIDENCE OF INTRADAY TREND (20151030 1:27 pm ET)
54.2% of stocks are above today’s open. (45.2% are below).
52.2% of stocks are above today’s open and yesterday’s close.
38.3% are below both.
7.9% of stocks opened above yesterday’s high.
63.1% of stocks opened above yesterday’s close. (31.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151030 1:27 pm ET)
24.7% of stocks are in the top 10% of today’s range.
34.8% are in the top 20%.
62.8% are in the top half. 37.2% of stocks are in the bottom half of today’s range.
15.7% are in the bottom 20%.
8.9% are in the bottom 10%.

GAIN (20151030 1:27 pm ET)
59.8% of stocks are above yesterday’s close. (40.2% are below.)
3.0% are up 4.5% or more. 1.1% are down 4.5% or more.
6.0% are up 3.5% or more. 1.7% are down 3.5% or more.
50.8% are between +1% and -1%.

RSI on DAILY (20151030 1:27 pm ET)
2-day: >=95:6.4%…>=90:12.6%…>=80:26.4%…>=50:59.8%…<=20:13.2%…<=10:6.0%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.6%…>=80:2.7%…>=50:65.0%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:65.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151030 1:27 pm ET)
25.6% above previous 1 highs, 18.2% below previous 1 lows
20.8% above previous 2 highs, 8.2% below previous 2 lows
19.2% above previous 3 highs, 6.9% below previous 3 lows
15.5% above previous 4 highs, 6.2% below previous 4 lows
13.1% above previous 5 highs, 6.0% below previous 5 lows
12.1% above previous 6 highs, 5.0% below previous 6 lows
11.3% above previous 7 highs, 4.8% below previous 7 lows
10.9% above previous 8 highs, 4.6% below previous 8 lows
10.6% above previous 9 highs, 4.5% below previous 9 lows
10.1% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151030 1:27 pm ET)
59.8% are above or equal to 10/29 close (1 days ago), 40.2% are below.
48.3% are above or equal to 10/28 close (2 days ago), 51.7% are below.
73.3% are above or equal to 10/27 close (3 days ago), 26.7% are below.
63.1% are above or equal to 10/26 close (4 days ago), 36.9% are below.
55.0% are above or equal to 10/23 close (5 days ago), 45.0% are below.
59.1% are above or equal to 10/22 close (6 days ago), 40.9% are below.
66.5% are above or equal to 10/21 close (7 days ago), 33.5% are below.
57.2% are above or equal to 10/20 close (8 days ago), 42.8% are below.
59.8% are above or equal to 10/19 close (9 days ago), 40.2% are below.
58.5% are above or equal to 10/16 close (10 days ago), 41.5% are below.
58.5% are above or equal to 10/15 close (11 days ago), 41.5% are below.
64.8% are above or equal to 10/14 close (12 days ago), 35.2% are below.
64.1% are above or equal to 10/13 close (13 days ago), 35.9% are below.
57.2% are above or equal to 10/12 close (14 days ago), 42.8% are below.
55.2% are above or equal to 10/9 close (15 days ago), 44.8% are below.
55.8% are above or equal to 10/8 close (16 days ago), 44.2% are below.
60.5% are above or equal to 10/7 close (17 days ago), 39.5% are below.
66.3% are above or equal to 10/6 close (18 days ago), 33.7% are below.
66.6% are above or equal to 10/5 close (19 days ago), 33.4% are below.
72.5% are above or equal to 10/2 close (20 days ago), 27.5% are below.
78.0% are above or equal to 10/1 close (21 days ago), 22.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151030 1:27 pm ET)
20d: 12.7% new highs, 4.3% new lows
21d: 12.7% new highs, 4.3% new lows
42d: 10.3% new highs, 3.2% new lows
63d: 6.1% new highs, 2.4% new lows
126d: 3.5% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151030 1:27 pm ET)
2-day: 58.9% above, 41.1% below
3-day: 51.1% above, 48.9% below
4-day: 64.2% above, 35.8% below
5-day: 64.4% above, 35.6% below
8-day: 64.2% above, 35.8% below
10-day: 62.9% above, 37.1% below
20-day: 61.7% above, 38.3% below
50-day: 65.4% above, 34.6% below
200-day: 38.8% above, 61.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151030 1:27 pm ET)
ENER(88): 1.52% Top=OIS SM MRO OAS UNT NOV PSX OKS ….. WNR SLB GPOR OII PAGP TSO HOS CRR=Bottom (Energy)
COSW(89): 1.18% Top=IMPV LNKD BIDU ROVI SFUN CYBR MDSO PTC ….. PAYC TSS MKTO ELLI YELP EA IMS NTCT=Bottom (Computer Software/Internet)
MANU(44): 1.16% Top=TEX FLS LECO ETN ERII LII TKR JOY ….. SWK GGG CMI GNRC JKS GE ZBRA TILE=Bottom (Manufacturing)
RETA(67): 1.09% Top=GNC BURL KSS NFLX M LAD BBBY DSW ….. WMT EBAY TFM W OUTR SFM BIG CVS=Bottom (Retail & Specialty Retail)
TRAN(39): 1.08% Top=GBX TRN GWR XPO KEX SAVE WAB VA ….. EXPD NSC CNI KSU ODFL UNP TDW CP=Bottom (Transportation)
ELEC(51): 0.89% Top=TRMB FSLR ON NXPI IDTI CY FIT FSL ….. XLNX CPHD SPWR VECO TSL MSCC SUNE SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(32): 0.85% Top=FLR DHI VMC LEN PHM OC MTZ KBH ….. SRCL DY WM CLH RYN BCC TPH CVA=Bottom (Materials & Construction)
CONS(58): 0.77% Top=DECK GT PBI CRI BLL FOSL KS TPX ….. UA HAS KMB ICON EL KATE NWL CL=Bottom (Consumer)
META(20): 0.50% Top=X AEM FCX RGLD ABX SWC SLW SCCO ….. STLD SLCA PAAS GG CMC CCJ CNX BTU=Bottom (Metals & Mining)
CHEM(31): 0.40% Top=CHMT OLN SHW FMC DOW FTK CE APD ….. CC PX ALB AGU MOS EMN AXTA POT=Bottom (Chemicals/Fertilizers)
HEAL(65): 0.31% Top=STE ABMD MDXG IRWD HCA LDRH DGX KND ….. CYH NVRO HLS WMGI ELGX ADPT MMSI MOH=Bottom (Health)
DISV(56): 0.26% Top=FCN NTRI WEX JEC PCLN APOL MAN SERV ….. EEFT BAH V MA MYGN WTW MCO AAN=Bottom (Diversified Services)
LEIS(41): 0.14% Top=EXPE QUNR MGM LVS SHAK HOT RCL WYNN ….. DRII DPZ EAT GPRO TXRH YUM JACK BLMN=Bottom (Leisure)
COHW(44): 0.03% Top=NSR PANW SMCI LXK BBRY CIEN BRCD JNPR ….. ZAYO UBNT RCI SSYS KN OLED WIN RKUS=Bottom (Computer Hardware/Telecom)
INSU(35): -0.39% Top=AGO UNM MBI CLGX L LNC MTG FNF ….. SLF PGR BRO AXS WRB FAF AWH AON=Bottom (Insurance)
REAL(87): -0.79% Top=DLR DFT NRF BXP AMT COR SHO OUT ….. PPS UDR MAA HCP CUZ HCN CPT ESS=Bottom (Real Estate)
FINA(100): -1.09% Top=WETF BEN OCN SLM BLK WDR TROW WU ….. ISBC RF ICE EVER NYCB AF KEY BOFI=Bottom (Banks/Financials)

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 1:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:37 am

Market Stats at 10:36 am ET
by daytrend on 20151030. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 947.

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 (20151030 10:36 am ET)
12.8% of stocks are above yesterday’s high.
45.0% are above yesterday’s midpoint. (55.0% are below.)
18.9% are below yesterday’s low.
68.3% are inside yesterday’s range.
32.8% of stocks with today’s high > yesterday’s high. (67.2% less than).
36.6% of stocks with today’s low < yesterday’s low. (63.4% greater than).

EVIDENCE OF INTRADAY TREND (20151030 10:36 am ET)
37.8% of stocks are above today’s open. (60.8% are below).
33.5% of stocks are above today’s open and yesterday’s close.
49.8% are below both.
7.9% of stocks opened above yesterday’s high.
63.1% of stocks opened above yesterday’s close. (31.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151030 10:36 am ET)
8.1% of stocks are in the top 10% of today’s range.
16.4% are in the top 20%.
41.2% are in the top half. 58.8% of stocks are in the bottom half of today’s range.
24.4% are in the bottom 20%.
9.0% are in the bottom 10%.

GAIN (20151030 10:36 am ET)
45.4% of stocks are above yesterday’s close. (54.6% are below.)
1.7% are up 4.5% or more. 1.4% are down 4.5% or more.
2.5% are up 3.5% or more. 2.2% are down 3.5% or more.
68.1% are between +1% and -1%.

RSI on DAILY (20151030 10:36 am ET)
2-day: >=95:4.3%…>=90:8.3%…>=80:18.5%…>=50:50.6%…<=20:16.1%…<=10:6.1%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.5%…>=80:2.3%…>=50:61.1%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:61.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151030 10:36 am ET)
12.8% above previous 1 highs, 18.9% below previous 1 lows
10.5% above previous 2 highs, 8.3% below previous 2 lows
9.8% above previous 3 highs, 6.8% below previous 3 lows
7.9% above previous 4 highs, 6.2% below previous 4 lows
6.9% above previous 5 highs, 5.8% below previous 5 lows
6.4% above previous 6 highs, 5.5% below previous 6 lows
6.1% above previous 7 highs, 5.1% below previous 7 lows
5.9% above previous 8 highs, 5.0% below previous 8 lows
5.8% above previous 9 highs, 4.9% below previous 9 lows
5.8% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151030 10:36 am ET)
45.4% are above or equal to 10/29 close (1 days ago), 54.6% are below.
38.3% are above or equal to 10/28 close (2 days ago), 61.7% are below.
70.2% are above or equal to 10/27 close (3 days ago), 29.8% are below.
57.7% are above or equal to 10/26 close (4 days ago), 42.3% are below.
51.3% are above or equal to 10/23 close (5 days ago), 48.7% are below.
55.4% are above or equal to 10/22 close (6 days ago), 44.6% are below.
62.0% are above or equal to 10/21 close (7 days ago), 38.0% are below.
54.8% are above or equal to 10/20 close (8 days ago), 45.2% are below.
56.6% are above or equal to 10/19 close (9 days ago), 43.4% are below.
54.9% are above or equal to 10/16 close (10 days ago), 45.1% are below.
55.9% are above or equal to 10/15 close (11 days ago), 44.1% are below.
61.9% are above or equal to 10/14 close (12 days ago), 38.1% are below.
60.9% are above or equal to 10/13 close (13 days ago), 39.1% are below.
54.2% are above or equal to 10/12 close (14 days ago), 45.8% are below.
52.8% are above or equal to 10/9 close (15 days ago), 47.2% are below.
53.0% are above or equal to 10/8 close (16 days ago), 47.0% are below.
58.8% are above or equal to 10/7 close (17 days ago), 41.2% are below.
63.8% are above or equal to 10/6 close (18 days ago), 36.2% are below.
64.3% are above or equal to 10/5 close (19 days ago), 35.7% are below.
71.6% are above or equal to 10/2 close (20 days ago), 28.4% are below.
76.6% are above or equal to 10/1 close (21 days ago), 23.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151030 10:36 am ET)
20d: 9.1% new highs, 3.6% new lows
21d: 9.1% new highs, 3.6% new lows
42d: 7.7% new highs, 2.7% new lows
63d: 4.6% new highs, 2.2% new lows
126d: 2.9% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151030 10:36 am ET)
2-day: 44.0% above, 56.0% below
3-day: 38.8% above, 61.2% below
4-day: 58.1% above, 41.9% below
5-day: 57.1% above, 42.9% below
8-day: 58.5% above, 41.5% below
10-day: 56.7% above, 43.3% below
20-day: 58.1% above, 41.9% below
50-day: 64.1% above, 35.9% below
200-day: 37.7% above, 62.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151030 10:36 am ET)
COSW(89): 0.75% Top=IMPV LNKD BIDU LC SFUN CYBR PFPT MDSO ….. ADSK PAYC ATVI YELP MKTO IMS EA NTCT=Bottom (Computer Software/Internet)
MATE(32): 0.72% Top=MLM VMC KBH FLR CAA OC RSG CSTE ….. WCN WY RYN USG CLH BCC TPH CVA=Bottom (Materials & Construction)
ELEC(51): 0.72% Top=TRMB FSLR ON NXPI FSL FIT SWKS CY ….. AMAT AMBA VECO SPWR CSIQ SUNE TSL SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(44): 0.53% Top=ERII LECO FLS LII TKR ETN MHK ROK ….. DE ITT AGCO GE GNRC ZBRA MRC JKS=Bottom (Manufacturing)
HEAL(65): 0.46% Top=ABMD STE MDXG LDRH KND SPNC HCA DXCM ….. LIVN ALGN BKD ANTM ADPT HLS NVRO MOH=Bottom (Health)
CONS(58): 0.16% Top=DECK UFS GT PBI BLL COH FBHS OI ….. UA EL FL SCSS HBI ICON CL NWL=Bottom (Consumer)
RETA(67): 0.14% Top=GNC BURL DSW BABA KSS M NFLX ABG ….. W KORS LL SFM TFM BIG OUTR CVS=Bottom (Retail & Specialty Retail)
TRAN(39): 0.06% Top=SAVE GWR XPO KEX TRN GBX SKYW ALK ….. FDX EXPD NSC BRS CP ODFL ECHO TDW=Bottom (Transportation)
DISV(56): -0.10% Top=WEX LDOS FCN PCLN JEC NTRI ASGN MAN ….. ZG MA RCII DV MYGN WTW MCO AAN=Bottom (Diversified Services)
COHW(44): -0.19% Top=NSR SMCI NTGR PANW BRCD COMM SYNA JNPR ….. SSYS KN ZAYO UBNT WDC HPQ WIN RKUS=Bottom (Computer Hardware/Telecom)
LEIS(41): -0.45% Top=EXPE QUNR MAR MGM SHAK HOT SBUX QSR ….. PLAY SEAS BWLD GPRO TXRH JACK BLMN DRII=Bottom (Leisure)
INSU(35): -0.48% Top=VR UNM ORI LNC AGO CLGX AIZ AIG ….. AXS MMC BRO WSH MBI AWH FAF AON=Bottom (Insurance)
CHEM(31): -0.50% Top=SHW OLN CHMT APD FMC CE DD DOW ….. AGU ALB GPRE AXTA MEOH POT EMN MOS=Bottom (Chemicals/Fertilizers)
REAL(87): -0.63% Top=DFT DLR BXP BRX SHO NRF COR OUT ….. UDR VTR MAA HCP CBG CPT ESS HCN=Bottom (Real Estate)
FINA(100): -0.72% Top=WETF KKR WU ACAS FNFG PVTB EFX BEN ….. MTB CIT NYCB BX OCN AF BOFI KEY=Bottom (Banks/Financials)
ENER(88): -0.77% Top=PSX QEP MRO MPC INT FTI CVE WMB ….. SPN NBR EGN ECA OII UNT HOS CRR=Bottom (Energy)
META(20): -0.88% Top=SWC X FCX SCCO NUE STLD ABX CMC ….. FNV SLW CCJ NEM PAAS SLCA CNX BTU=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:36 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:16 am

Market Stats at 10:15 am ET
by daytrend on 20151030. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 947.

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 (20151030 10:15 am ET)
10.2% of stocks are above yesterday’s high.
39.5% are above yesterday’s midpoint. (60.5% are below.)
20.9% are below yesterday’s low.
68.8% are inside yesterday’s range.
31.0% of stocks with today’s high > yesterday’s high. (69.0% less than).
35.0% of stocks with today’s low < yesterday’s low. (65.0% greater than).

EVIDENCE OF INTRADAY TREND (20151030 10:15 am ET)
30.7% of stocks are above today’s open. (67.9% are below).
26.9% of stocks are above today’s open and yesterday’s close.
57.0% are below both.
7.9% of stocks opened above yesterday’s high.
63.1% of stocks opened above yesterday’s close. (31.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151030 10:15 am ET)
5.4% of stocks are in the top 10% of today’s range.
9.8% are in the top 20%.
30.4% are in the top half. 69.6% of stocks are in the bottom half of today’s range.
41.6% are in the bottom 20%.
25.6% are in the bottom 10%.

GAIN (20151030 10:15 am ET)
39.5% of stocks are above yesterday’s close. (60.5% are below.)
1.5% are up 4.5% or more. 1.5% are down 4.5% or more.
1.9% are up 3.5% or more. 2.2% are down 3.5% or more.
66.5% are between +1% and -1%.

RSI on DAILY (20151030 10:15 am ET)
2-day: >=95:3.7%…>=90:7.1%…>=80:14.8%…>=50:45.6%…<=20:16.4%…<=10:7.1%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.4%…>=80:2.3%…>=50:59.5%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:60.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151030 10:15 am ET)
10.2% above previous 1 highs, 20.9% below previous 1 lows
8.4% above previous 2 highs, 8.3% below previous 2 lows
7.9% above previous 3 highs, 7.0% below previous 3 lows
6.4% above previous 4 highs, 6.5% below previous 4 lows
5.6% above previous 5 highs, 5.7% below previous 5 lows
5.5% above previous 6 highs, 5.3% below previous 6 lows
5.3% above previous 7 highs, 4.9% below previous 7 lows
5.3% above previous 8 highs, 4.9% below previous 8 lows
5.1% above previous 9 highs, 4.6% below previous 9 lows
5.1% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151030 10:15 am ET)
39.5% are above or equal to 10/29 close (1 days ago), 60.5% are below.
34.7% are above or equal to 10/28 close (2 days ago), 65.3% are below.
68.1% are above or equal to 10/27 close (3 days ago), 31.9% are below.
55.3% are above or equal to 10/26 close (4 days ago), 44.7% are below.
48.5% are above or equal to 10/23 close (5 days ago), 51.5% are below.
53.5% are above or equal to 10/22 close (6 days ago), 46.5% are below.
60.4% are above or equal to 10/21 close (7 days ago), 39.6% are below.
53.1% are above or equal to 10/20 close (8 days ago), 46.9% are below.
54.9% are above or equal to 10/19 close (9 days ago), 45.1% are below.
53.7% are above or equal to 10/16 close (10 days ago), 46.3% are below.
54.3% are above or equal to 10/15 close (11 days ago), 45.7% are below.
61.0% are above or equal to 10/14 close (12 days ago), 39.0% are below.
60.2% are above or equal to 10/13 close (13 days ago), 39.8% are below.
53.5% are above or equal to 10/12 close (14 days ago), 46.5% are below.
51.8% are above or equal to 10/9 close (15 days ago), 48.2% are below.
52.5% are above or equal to 10/8 close (16 days ago), 47.5% are below.
57.7% are above or equal to 10/7 close (17 days ago), 42.3% are below.
63.4% are above or equal to 10/6 close (18 days ago), 36.6% are below.
63.6% are above or equal to 10/5 close (19 days ago), 36.4% are below.
71.0% are above or equal to 10/2 close (20 days ago), 29.0% are below.
75.7% are above or equal to 10/1 close (21 days ago), 24.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151030 10:15 am ET)
20d: 8.8% new highs, 3.1% new lows
21d: 8.8% new highs, 3.1% new lows
42d: 7.4% new highs, 2.3% new lows
63d: 4.6% new highs, 1.9% new lows
126d: 2.9% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151030 10:15 am ET)
2-day: 37.8% above, 62.2% below
3-day: 32.9% above, 67.1% below
4-day: 53.7% above, 46.3% below
5-day: 54.4% above, 45.6% below
8-day: 55.3% above, 44.7% below
10-day: 54.8% above, 45.2% below
20-day: 57.6% above, 42.4% below
50-day: 63.0% above, 37.0% below
200-day: 37.1% above, 62.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151030 10:15 am ET)
MANU(44): 0.54% Top=LECO FLS ERII LII TKR TILE ROK DCI ….. ITT AGCO GE CRS ZBRA GNRC MRC JKS=Bottom (Manufacturing)
COSW(89): 0.53% Top=IMPV LNKD BIDU LC SFUN CYBR MDSO CMCM ….. PAYC ATVI YELP ADSK MKTO IMS EA NTCT=Bottom (Computer Software/Internet)
ELEC(51): 0.31% Top=TRMB FSLR ON NXPI FSL IDTI NVDA CY ….. AMAT AMBA VECO SPWR CSIQ TSL SUNE SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(32): 0.30% Top=MLM VMC RSG EXP OC CSTE FLR MAS ….. DHI RYN MTH MDC CLH BCC TPH CVA=Bottom (Materials & Construction)
HEAL(65): 0.24% Top=STE LDRH ABMD MDXG KND MR SPNC HCA ….. ANTM ALGN AMSG BKD NVRO HLS HTWR MOH=Bottom (Health)
RETA(67): 0.04% Top=GNC BURL BABA DSW KSS M DKS BBBY ….. LL W KORS TFM SFM OUTR BIG CVS=Bottom (Retail & Specialty Retail)
CONS(58): 0.02% Top=DECK UFS PBI BLL GT KS COH OI ….. UA ICON EL SCSS FL HBI NWL CL=Bottom (Consumer)
TRAN(39): -0.07% Top=SAVE GWR KEX TRN SKYW GBX ALK LUV ….. FDX NSC SWFT BRS ODFL EXPD ECHO TDW=Bottom (Transportation)
COHW(44): -0.23% Top=NSR SMCI NTGR SYNA BRCD PANW COMM HRS ….. SSYS TMUS ZAYO UBNT WDC HPQ WIN RKUS=Bottom (Computer Hardware/Telecom)
DISV(56): -0.33% Top=WEX PCLN JEC LDOS ASGN NTRI ACM WOOF ….. FLT CAR RCII DV MYGN MCO WTW AAN=Bottom (Diversified Services)
CHEM(31): -0.46% Top=SHW CHMT OLN APD FMC CE DD POL ….. ALB FTK GPRE AXTA MEOH MOS POT EMN=Bottom (Chemicals/Fertilizers)
LEIS(41): -0.58% Top=EXPE LQ SBUX MAR QSR HOT LVS VAC ….. BWLD SEAS PLAY TXRH WYNN GPRO BLMN DRII=Bottom (Leisure)
INSU(35): -0.72% Top=VR UNM AGO ORI ALL AIG TRV L ….. TMK WSH HIG MBI AWH FAF RDN AON=Bottom (Insurance)
META(20): -0.77% Top=SWC ABX FCX X SCCO AA NUE AEM ….. SLW FNV CCJ NEM PAAS CNX SLCA BTU=Bottom (Metals & Mining)
ENER(88): -0.87% Top=QEP PSX CVE FTI INT NOV MPC RIG ….. NBR OIS RRC OII ECA UNT CRR HOS=Bottom (Energy)
REAL(87): -0.88% Top=DFT DLR BXP COR BRX OUT CONE AMT ….. CLI PEB VTR CBG HCP CPT ESS HCN=Bottom (Real Estate)
FINA(100): -0.92% Top=WETF KKR PSEC WU ACAS FNFG BEN HAWK ….. CBOE EVER BX NYCB OCN AF BOFI KEY=Bottom (Banks/Financials)

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

10/29/2015

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20151029. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 934.

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 (20151029 Closing)
21.4% of stocks are above yesterday’s high.
65.1% are above yesterday’s midpoint. (34.9% are below.)
11.0% are below yesterday’s low.
67.6% are inside yesterday’s range.
55.0% of stocks with today’s high > yesterday’s high. (45.0% less than).
23.0% of stocks with today’s low < yesterday’s low. (77.0% greater than).

EVIDENCE OF INTRADAY TREND (20151029 Closing)
50.9% of stocks are above today’s open. (48.2% are below).
35.1% of stocks are above today’s open and yesterday’s close.
46.4% are below both.
7.4% of stocks opened above yesterday’s high.
18.0% of stocks opened above yesterday’s close. (77.5% opened below yesterday’s close).
5.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151029 Closing)
8.4% of stocks are in the top 10% of today’s range.
18.6% are in the top 20%.
46.1% are in the top half. 53.9% of stocks are in the bottom half of today’s range.
21.5% are in the bottom 20%.
10.4% are in the bottom 10%.

GAIN (20151029 Closing)
38.0% of stocks are above yesterday’s close. (62.0% are below.)
2.2% are up 4.5% or more. 5.7% are down 4.5% or more.
4.5% are up 3.5% or more. 9.1% are down 3.5% or more.
51.2% are between +1% and -1%.

RSI on DAILY (20151029 Closing)
2-day: >=95:5.5%…>=90:10.0%…>=80:22.2%…>=50:57.0%…<=20:11.5%…<=10:5.0%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.7%…>=50:61.1%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:62.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151029 Closing)
21.4% above previous 1 highs, 11.0% below previous 1 lows
18.7% above previous 2 highs, 9.3% below previous 2 lows
15.0% above previous 3 highs, 8.7% below previous 3 lows
12.8% above previous 4 highs, 8.1% below previous 4 lows
12.0% above previous 5 highs, 6.4% below previous 5 lows
10.6% above previous 6 highs, 5.8% below previous 6 lows
10.4% above previous 7 highs, 5.5% below previous 7 lows
9.9% above previous 8 highs, 5.2% below previous 8 lows
9.5% above previous 9 highs, 5.1% below previous 9 lows
9.4% above previous 10 highs, 4.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151029 Closing)
38.0% are above or equal to 10/28 close (1 days ago), 62.0% are below.
74.0% are above or equal to 10/27 close (2 days ago), 26.0% are below.
58.5% are above or equal to 10/26 close (3 days ago), 41.5% are below.
52.8% are above or equal to 10/23 close (4 days ago), 47.2% are below.
54.4% are above or equal to 10/22 close (5 days ago), 45.6% are below.
63.1% are above or equal to 10/21 close (6 days ago), 36.9% are below.
54.5% are above or equal to 10/20 close (7 days ago), 45.5% are below.
56.1% are above or equal to 10/19 close (8 days ago), 43.9% are below.
54.3% are above or equal to 10/16 close (9 days ago), 45.7% are below.
55.5% are above or equal to 10/15 close (10 days ago), 44.5% are below.
62.4% are above or equal to 10/14 close (11 days ago), 37.6% are below.
60.9% are above or equal to 10/13 close (12 days ago), 39.1% are below.
55.6% are above or equal to 10/12 close (13 days ago), 44.4% are below.
53.5% are above or equal to 10/9 close (14 days ago), 46.5% are below.
54.5% are above or equal to 10/8 close (15 days ago), 45.5% are below.
59.0% are above or equal to 10/7 close (16 days ago), 41.0% are below.
64.8% are above or equal to 10/6 close (17 days ago), 35.2% are below.
65.6% are above or equal to 10/5 close (18 days ago), 34.4% are below.
72.6% are above or equal to 10/2 close (19 days ago), 27.4% are below.
77.0% are above or equal to 10/1 close (20 days ago), 23.0% are below.
77.7% are above or equal to 9/30 close (21 days ago), 22.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151029 Closing)
20d: 22.1% new highs, 5.1% new lows
21d: 22.1% new highs, 4.9% new lows
42d: 18.2% new highs, 4.4% new lows
63d: 8.8% new highs, 3.0% new lows
126d: 5.9% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151029 Closing)
2-day: 36.9% above, 63.1% below
3-day: 63.3% above, 36.7% below
4-day: 61.1% above, 38.9% below
5-day: 58.9% above, 41.1% below
8-day: 57.6% above, 42.4% below
10-day: 56.7% above, 43.3% below
20-day: 59.1% above, 40.9% below
50-day: 65.0% above, 35.0% below
200-day: 38.5% above, 61.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151029 Closing)
TRAN(38): 0.75% Top=SAVE ODFL KNX XPO WERN LSTR CHRW SWFT ….. TRN NAT NSC KEX HA TK STNG TDW=Bottom (Transportation)
CHEM(31): 0.34% Top=FMC SHW CC PX OLN ALB MON MEOH ….. GPRE DOW CHMT CF AXTA POT APD FTK=Bottom (Chemicals/Fertilizers)
CONS(58): 0.33% Top=HBI BC ICON GIL SHOO KS WHR GIII ….. KATE PAY RL IP MLHR PBI JAH GT=Bottom (Consumer)
ENER(87): 0.29% Top=WPZ AR QEP PBF MUR VLO MWE TSO ….. OKS CRR OII NBR FET RES HOS SPN=Bottom (Energy)
INSU(35): 0.24% Top=MBI MTG AGO RDN HIG UNM AIZ LNC ….. AIG PRU ORI SLF CNO FNF CLGX FAF=Bottom (Insurance)
MANU(44): -0.27% Top=GNRC ATU TKR PH KMT FLS AME PNR ….. MRC JOY ATI JKS RS MHK DDD ERII=Bottom (Manufacturing)
REAL(84): -0.27% Top=HST PEB MAA DFT CBG SHO RLJ ESRT ….. O CONE OHI OFC TREE GLPI LGIH CBL=Bottom (Real Estate)
DISV(54): -0.43% Top=RCII R HURN WEX PCLN MAN SBAC MCO ….. ZG SSTK HMHC VRSK MYGN AAN WTW SCI=Bottom (Diversified Services)
RETA(67): -0.79% Top=ORLY FIVE AAP AMZN DLTR KMX TFM SIG ….. AEO LAD RAD JCP KSS ABG OUTR GNC=Bottom (Retail & Specialty Retail)
HEAL(65): -0.84% Top=ZBH LDRH AET SPNC XRAY EVHC SIRO VAR ….. OPK ELGX LIVN MD IRWD ZLTQ MDXG ABMD=Bottom (Health)
FINA(99): -0.86% Top=LPLA KKR ESNT ICE CME ACAS BLK VLY ….. WU LAZ KEY OCN FNFG BOFI AF NYCB=Bottom (Banks/Financials)
LEIS(41): -1.32% Top=QUNR MGM DRII WYNN SIX VAC CCL H ….. SHAK DRI BJRI CAKE TXRH LQ GPRO BWLD=Bottom (Leisure)
COSW(88): -1.41% Top=SNCR YELP MSCI MKTO ELLI WUBA IACI LNKD ….. SINA VDSI CSOD TWTR FEYE FFIV IMS ROVI=Bottom (Computer Software/Internet)
COHW(42): -1.43% Top=KN AAPL HRS WDC T BCE VZ VRSN ….. UBNT RKUS STX SYNA PANW TMUS ARRS INFN=Bottom (Computer Hardware/Telecom)
MATE(32): -1.53% Top=CVA AWI SRCL CLH RSG WCN USG VMC ….. OC DY TREX LEN DHI CAA KBH MTH=Bottom (Materials & Construction)
ELEC(49): -2.54% Top=SPWR SUNE CPHD TEL AMAT GRMN FSLR GLW ….. TER AVGO FCS IDTI ON AMBA FSL NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(20): -3.07% Top=NEM X ABX AEM CCJ AA STLD SLCA ….. CMC SWC FNV CNX PAAS SLW GG BTU=Bottom (Metals & Mining)

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

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

Market Stats at 12:11 pm ET
by daytrend on 20151029. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 934.

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 (20151029 12:11 pm ET)
21.0% of stocks are above yesterday’s high.
65.8% are above yesterday’s midpoint. (34.2% are below.)
10.5% are below yesterday’s low.
68.5% are inside yesterday’s range.
51.5% of stocks with today’s high > yesterday’s high. (48.5% less than).
19.0% of stocks with today’s low < yesterday’s low. (81.0% greater than).

EVIDENCE OF INTRADAY TREND (20151029 12:11 pm ET)
52.4% of stocks are above today’s open. (46.4% are below).
35.3% of stocks are above today’s open and yesterday’s close.
44.0% are below both.
7.4% of stocks opened above yesterday’s high.
18.0% of stocks opened above yesterday’s close. (77.5% opened below yesterday’s close).
5.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151029 12:11 pm ET)
6.5% of stocks are in the top 10% of today’s range.
14.2% are in the top 20%.
44.2% are in the top half. 55.8% of stocks are in the bottom half of today’s range.
21.8% are in the bottom 20%.
11.8% are in the bottom 10%.

GAIN (20151029 12:11 pm ET)
38.8% of stocks are above yesterday’s close. (61.2% are below.)
2.2% are up 4.5% or more. 4.7% are down 4.5% or more.
3.7% are up 3.5% or more. 6.5% are down 3.5% or more.
55.1% are between +1% and -1%.

RSI on DAILY (20151029 12:11 pm ET)
2-day: >=95:4.9%…>=90:10.4%…>=80:22.2%…>=50:58.0%…<=20:12.6%…<=10:6.0%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.5%…>=50:62.6%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:63.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151029 12:11 pm ET)
21.0% above previous 1 highs, 10.5% below previous 1 lows
18.2% above previous 2 highs, 9.0% below previous 2 lows
15.1% above previous 3 highs, 8.2% below previous 3 lows
13.3% above previous 4 highs, 7.5% below previous 4 lows
12.1% above previous 5 highs, 6.0% below previous 5 lows
11.3% above previous 6 highs, 5.5% below previous 6 lows
10.9% above previous 7 highs, 4.9% below previous 7 lows
10.5% above previous 8 highs, 4.8% below previous 8 lows
10.2% above previous 9 highs, 4.8% below previous 9 lows
10.2% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151029 12:11 pm ET)
38.8% are above or equal to 10/28 close (1 days ago), 61.2% are below.
72.9% are above or equal to 10/27 close (2 days ago), 27.1% are below.
58.4% are above or equal to 10/26 close (3 days ago), 41.6% are below.
52.8% are above or equal to 10/23 close (4 days ago), 47.2% are below.
55.6% are above or equal to 10/22 close (5 days ago), 44.4% are below.
63.0% are above or equal to 10/21 close (6 days ago), 37.0% are below.
54.1% are above or equal to 10/20 close (7 days ago), 45.9% are below.
56.9% are above or equal to 10/19 close (8 days ago), 43.1% are below.
54.2% are above or equal to 10/16 close (9 days ago), 45.8% are below.
56.1% are above or equal to 10/15 close (10 days ago), 43.9% are below.
62.1% are above or equal to 10/14 close (11 days ago), 37.9% are below.
62.1% are above or equal to 10/13 close (12 days ago), 37.9% are below.
56.0% are above or equal to 10/12 close (13 days ago), 44.0% are below.
53.6% are above or equal to 10/9 close (14 days ago), 46.4% are below.
54.0% are above or equal to 10/8 close (15 days ago), 46.0% are below.
60.2% are above or equal to 10/7 close (16 days ago), 39.8% are below.
65.6% are above or equal to 10/6 close (17 days ago), 34.4% are below.
66.2% are above or equal to 10/5 close (18 days ago), 33.8% are below.
72.6% are above or equal to 10/2 close (19 days ago), 27.4% are below.
77.2% are above or equal to 10/1 close (20 days ago), 22.8% are below.
78.2% are above or equal to 9/30 close (21 days ago), 21.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151029 12:11 pm ET)
20d: 20.4% new highs, 4.5% new lows
21d: 20.4% new highs, 4.3% new lows
42d: 16.7% new highs, 3.6% new lows
63d: 7.6% new highs, 2.6% new lows
126d: 5.1% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151029 12:11 pm ET)
2-day: 37.8% above, 62.2% below
3-day: 62.8% above, 37.2% below
4-day: 61.0% above, 39.0% below
5-day: 57.7% above, 42.3% below
8-day: 59.2% above, 40.8% below
10-day: 56.6% above, 43.4% below
20-day: 60.8% above, 39.2% below
50-day: 64.9% above, 35.1% below
200-day: 39.5% above, 60.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151029 12:11 pm ET)
ENER(87): 0.72% Top=AR QEP WPZ MUR RRC CVE TSO VLO ….. CRR OII FET NGLS OIS RES HOS SPN=Bottom (Energy)
TRAN(38): 0.71% Top=SAVE ODFL GBX WERN XPO KNX LSTR SWFT ….. NSC EXPD HA KEX CSX STNG VA TDW=Bottom (Transportation)
INSU(35): 0.01% Top=MBI LNC UNM AGO TMK PGR AWH ALL ….. XL L FNF AIG CLGX SLF FAF CNO=Bottom (Insurance)
MANU(44): -0.05% Top=GNRC ATU KMT TKR AME GGG PH MRC ….. JKS HON RS JOY SWK ERII MHK DDD=Bottom (Manufacturing)
CONS(58): -0.09% Top=HBI SHOO BC ICON GIL KS CSL WHR ….. UA RL IP KATE JAH CRI PBI GT=Bottom (Consumer)
CHEM(31): -0.14% Top=SHW FMC PX OLN CC MON ASH ALB ….. CHMT DOW CF GPRE FTK POT APD AXTA=Bottom (Chemicals/Fertilizers)
FINA(99): -0.31% Top=LPLA CFR KKR GHL HBHC VLY OZRK ACAS ….. PBCT FNFG LAZ OCN IVZ BOFI AF NYCB=Bottom (Banks/Financials)
DISV(54): -0.37% Top=HURN R AHS MAN TMH RCII MA WOOF ….. YY BAH MYGN ZG AAN WTW VRSK SCI=Bottom (Diversified Services)
HEAL(65): -0.50% Top=ZBH SPNC AET LDRH XRAY SIRO EVHC ADPT ….. PRXL ELGX BSX IRWD MD ZLTQ MDXG ABMD=Bottom (Health)
REAL(84): -0.69% Top=HST SHO DFT MAA PEB DRH CBG RLJ ….. PSA O OFC OHI LGIH TREE GLPI CBL=Bottom (Real Estate)
COHW(42): -0.93% Top=WDC NMBL HRS WIN KN SMCI OLED MSI ….. HPQ UBNT PANW LXK STX TMUS ARRS INFN=Bottom (Computer Hardware/Telecom)
COSW(88): -1.06% Top=YELP ELLI SNCR MKTO MSCI LNKD CVLT IACI ….. SINA VDSI LC FEYE TWTR IMS FFIV ROVI=Bottom (Computer Software/Internet)
RETA(67): -1.20% Top=ORLY W AMZN FIVE HIBB WBA NFLX AAP ….. JCP BURL LAD DKS KSS PLCE OUTR GNC=Bottom (Retail & Specialty Retail)
LEIS(41): -1.23% Top=DRII QUNR MGM WYNN SIX VAC LVS BYD ….. BJRI WEN CAKE DRI TXRH LQ GPRO BWLD=Bottom (Leisure)
MATE(32): -1.61% Top=CVA AWI SRCL MTZ EXP PWR BCC CLH ….. TREX TOL TPH LEN CAA KBH DHI MTH=Bottom (Materials & Construction)
META(20): -1.68% Top=NEM ABX AEM X FCX CCJ STLD SLCA ….. RGLD FNV SWC CMC SLW PAAS GG BTU=Bottom (Metals & Mining)
ELEC(49): -2.07% Top=SPWR CPHD TEL AMAT SCTY GLW FSLR MSCC ….. CAVM IDTI AVGO CRUS ON AMBA FSL NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 12:11 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:25 am

Market Stats at 10:25 am ET
by daytrend on 20151029. 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 (20151029 10:25 am ET)
21.0% of stocks are above yesterday’s high.
68.9% are above yesterday’s midpoint. (31.1% are below.)
8.8% are below yesterday’s low.
70.2% are inside yesterday’s range.
48.9% of stocks with today’s high > yesterday’s high. (51.1% less than).
14.6% of stocks with today’s low < yesterday’s low. (85.4% greater than).

EVIDENCE OF INTRADAY TREND (20151029 10:25 am ET)
54.3% of stocks are above today’s open. (45.1% are below).
35.5% of stocks are above today’s open and yesterday’s close.
42.4% are below both.
7.4% of stocks opened above yesterday’s high.
17.9% of stocks opened above yesterday’s close. (77.6% opened below yesterday’s close).
5.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151029 10:25 am ET)
6.3% of stocks are in the top 10% of today’s range.
15.4% are in the top 20%.
48.0% are in the top half. 52.0% of stocks are in the bottom half of today’s range.
26.3% are in the bottom 20%.
16.0% are in the bottom 10%.

GAIN (20151029 10:25 am ET)
39.2% of stocks are above yesterday’s close. (60.8% are below.)
3.0% are up 4.5% or more. 3.3% are down 4.5% or more.
4.4% are up 3.5% or more. 5.0% are down 3.5% or more.
59.3% are between +1% and -1%.

RSI on DAILY (20151029 10:25 am ET)
2-day: >=95:3.1%…>=90:8.7%…>=80:21.4%…>=50:62.1%…<=20:12.0%…<=10:5.3%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.1%…>=50:64.4%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:64.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151029 10:25 am ET)
21.0% above previous 1 highs, 8.8% below previous 1 lows
18.8% above previous 2 highs, 7.2% below previous 2 lows
14.1% above previous 3 highs, 6.5% below previous 3 lows
11.0% above previous 4 highs, 6.2% below previous 4 lows
10.0% above previous 5 highs, 4.7% below previous 5 lows
9.1% above previous 6 highs, 4.4% below previous 6 lows
8.4% above previous 7 highs, 4.2% below previous 7 lows
7.9% above previous 8 highs, 4.0% below previous 8 lows
7.3% above previous 9 highs, 3.8% below previous 9 lows
7.2% above previous 10 highs, 3.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151029 10:25 am ET)
39.2% are above or equal to 10/28 close (1 days ago), 60.8% are below.
74.1% are above or equal to 10/27 close (2 days ago), 25.9% are below.
61.2% are above or equal to 10/26 close (3 days ago), 38.8% are below.
55.0% are above or equal to 10/23 close (4 days ago), 45.0% are below.
57.5% are above or equal to 10/22 close (5 days ago), 42.5% are below.
64.9% are above or equal to 10/21 close (6 days ago), 35.1% are below.
56.4% are above or equal to 10/20 close (7 days ago), 43.6% are below.
59.0% are above or equal to 10/19 close (8 days ago), 41.0% are below.
56.4% are above or equal to 10/16 close (9 days ago), 43.6% are below.
57.3% are above or equal to 10/15 close (10 days ago), 42.7% are below.
63.1% are above or equal to 10/14 close (11 days ago), 36.9% are below.
62.4% are above or equal to 10/13 close (12 days ago), 37.6% are below.
56.4% are above or equal to 10/12 close (13 days ago), 43.6% are below.
54.3% are above or equal to 10/9 close (14 days ago), 45.7% are below.
54.2% are above or equal to 10/8 close (15 days ago), 45.8% are below.
60.3% are above or equal to 10/7 close (16 days ago), 39.7% are below.
66.3% are above or equal to 10/6 close (17 days ago), 33.7% are below.
67.2% are above or equal to 10/5 close (18 days ago), 32.8% are below.
73.3% are above or equal to 10/2 close (19 days ago), 26.7% are below.
77.6% are above or equal to 10/1 close (20 days ago), 22.4% are below.
77.8% are above or equal to 9/30 close (21 days ago), 22.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151029 10:25 am ET)
20d: 19.2% new highs, 3.2% new lows
21d: 19.2% new highs, 3.1% new lows
42d: 15.6% new highs, 2.6% new lows
63d: 7.2% new highs, 1.8% new lows
126d: 4.7% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151029 10:25 am ET)
2-day: 38.0% above, 62.0% below
3-day: 65.2% above, 34.8% below
4-day: 63.7% above, 36.3% below
5-day: 61.1% above, 38.9% below
8-day: 61.5% above, 38.5% below
10-day: 60.0% above, 40.0% below
20-day: 62.2% above, 37.8% below
50-day: 66.3% above, 33.7% below
200-day: 39.4% above, 60.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151029 10:25 am ET)
ENER(89): 1.97% Top=QEP MUR RICE BCEI WPX AR RRC MRO ….. HFC OKS OII MDU RES NGLS HOS SPN=Bottom (Energy)
TRAN(38): 1.04% Top=ODFL SWFT KNX TDW XPO SAVE WERN NAT ….. DAL WAB UAL HA EXPD AAL KEX VA=Bottom (Transportation)
CHEM(31): 0.19% Top=SHW CC PX OLN FMC ALB MEOH AXLL ….. CHMT HUN AGU MOS CF AXTA APD POT=Bottom (Chemicals/Fertilizers)
MANU(44): 0.12% Top=GNRC ATU MRC KMT ATI JOY CRS AME ….. SWK DE ROK ZBRA LII JKS MHK DDD=Bottom (Manufacturing)
HEAL(65): -0.02% Top=ZBH AET SPNC THC XRAY ADPT BKD OPK ….. HTWR PRXL DXCM HLS MDXG ZLTQ MD ABMD=Bottom (Health)
INSU(35): -0.18% Top=MBI LNC UNM AGO AWH TMK AFL HIG ….. MET MMC AON RDN CNO FNF AIG FAF=Bottom (Insurance)
CONS(58): -0.18% Top=HBI SHOO ICON BC KS SKX GIL TPX ….. HAR UA BLL JAH RL CRI PBI GT=Bottom (Consumer)
DISV(54): -0.22% Top=R APOL MA HURN MAN GPN TMH HMHC ….. V RCII MYGN PAYX BAH VRSK ALLE SCI=Bottom (Diversified Services)
REAL(84): -0.53% Top=HST DFT SHO MAA DRH LHO AMT PEB ….. TWO NLY FR PSA OHI O GLPI CBL=Bottom (Real Estate)
RETA(67): -0.68% Top=ORLY LL AN WBA AAP BID TFM SFM ….. BABA LAD LB KSS DKS MELI OUTR GNC=Bottom (Retail & Specialty Retail)
COHW(42): -0.79% Top=WIN HRS RCI KN WDC OLED NTGR NMBL ….. PLCM HPQ UBNT SYNA STX TMUS INFN ARRS=Bottom (Computer Hardware/Telecom)
META(20): -0.82% Top=ABX SLCA NEM AEM X CNX FCX CCJ ….. SWC RGLD FNV PAAS SLW CMC GG BTU=Bottom (Metals & Mining)
FINA(99): -0.85% Top=LPLA CFR GHL ACAS ARCC APO VOYA BKU ….. WETF PBCT IVZ FNFG OCN BOFI AF NYCB=Bottom (Banks/Financials)
LEIS(41): -1.06% Top=QUNR DRII MGM WYNN LVS VAC BYD SIX ….. MAR CAKE TXRH DRI PLAY LQ GPRO BWLD=Bottom (Leisure)
MATE(32): -1.07% Top=CVA AWI PWR MTZ EXP TREX BCC FLR ….. PHM TOL LEN TPH CAA DHI KBH MTH=Bottom (Materials & Construction)
COSW(88): -1.09% Top=ELLI YELP SNCR MKTO CVLT CERN IACI QLIK ….. IMPV AKAM TWTR SABR LC IMS FFIV ROVI=Bottom (Computer Software/Internet)
ELEC(49): -1.94% Top=SPWR SCTY CPHD GRMN TEL IPHI FSLR APH ….. AVGO FCS IDTI CAVM ON AMBA FSL NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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

Filed under: Market Stats — daytrend @ 8:44 am

Market Stats at 9:43 am ET
by daytrend on 20151029. 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 (20151029 9:43 am ET)
23.7% of stocks are above yesterday’s high.
75.9% are above yesterday’s midpoint. (24.1% are below.)
5.8% are below yesterday’s low.
70.5% are inside yesterday’s range.
36.6% of stocks with today’s high > yesterday’s high. (63.4% less than).
11.6% of stocks with today’s low < yesterday’s low. (88.4% greater than).

EVIDENCE OF INTRADAY TREND (20151029 9:43 am ET)
68.7% of stocks are above today’s open. (29.7% are below).
43.2% of stocks are above today’s open and yesterday’s close.
26.1% are below both.
7.4% of stocks opened above yesterday’s high.
18.0% of stocks opened above yesterday’s close. (77.5% opened below yesterday’s close).
5.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151029 9:43 am ET)
25.5% of stocks are in the top 10% of today’s range.
39.3% are in the top 20%.
69.2% are in the top half. 30.8% of stocks are in the bottom half of today’s range.
11.3% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN (20151029 9:43 am ET)
48.0% of stocks are above yesterday’s close. (52.0% are below.)
1.7% are up 4.5% or more. 2.5% are down 4.5% or more.
2.6% are up 3.5% or more. 3.4% are down 3.5% or more.
71.8% are between +1% and -1%.

RSI on DAILY (20151029 9:43 am ET)
2-day: >=95:4.9%…>=90:12.8%…>=80:28.7%…>=50:67.0%…<=20:10.5%…<=10:5.3%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.8%…>=50:65.2%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:65.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151029 9:43 am ET)
23.7% above previous 1 highs, 5.8% below previous 1 lows
21.6% above previous 2 highs, 4.5% below previous 2 lows
17.9% above previous 3 highs, 4.5% below previous 3 lows
15.6% above previous 4 highs, 4.3% below previous 4 lows
14.5% above previous 5 highs, 3.4% below previous 5 lows
13.6% above previous 6 highs, 3.1% below previous 6 lows
13.0% above previous 7 highs, 3.0% below previous 7 lows
12.6% above previous 8 highs, 3.0% below previous 8 lows
12.2% above previous 9 highs, 3.0% below previous 9 lows
12.2% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151029 9:43 am ET)
48.0% are above or equal to 10/28 close (1 days ago), 52.0% are below.
79.1% are above or equal to 10/27 close (2 days ago), 20.9% are below.
64.5% are above or equal to 10/26 close (3 days ago), 35.5% are below.
57.8% are above or equal to 10/23 close (4 days ago), 42.2% are below.
58.7% are above or equal to 10/22 close (5 days ago), 41.3% are below.
66.5% are above or equal to 10/21 close (6 days ago), 33.5% are below.
57.0% are above or equal to 10/20 close (7 days ago), 43.0% are below.
59.3% are above or equal to 10/19 close (8 days ago), 40.7% are below.
57.0% are above or equal to 10/16 close (9 days ago), 43.0% are below.
58.6% are above or equal to 10/15 close (10 days ago), 41.4% are below.
64.1% are above or equal to 10/14 close (11 days ago), 35.9% are below.
62.6% are above or equal to 10/13 close (12 days ago), 37.4% are below.
57.6% are above or equal to 10/12 close (13 days ago), 42.4% are below.
55.6% are above or equal to 10/9 close (14 days ago), 44.4% are below.
55.5% are above or equal to 10/8 close (15 days ago), 44.5% are below.
61.3% are above or equal to 10/7 close (16 days ago), 38.7% are below.
66.5% are above or equal to 10/6 close (17 days ago), 33.5% are below.
67.7% are above or equal to 10/5 close (18 days ago), 32.3% are below.
73.3% are above or equal to 10/2 close (19 days ago), 26.7% are below.
78.3% are above or equal to 10/1 close (20 days ago), 21.7% are below.
78.9% are above or equal to 9/30 close (21 days ago), 21.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151029 9:43 am ET)
20d: 15.6% new highs, 2.6% new lows
21d: 15.6% new highs, 2.6% new lows
42d: 12.4% new highs, 2.0% new lows
63d: 5.8% new highs, 1.4% new lows
126d: 4.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151029 9:43 am ET)
2-day: 47.1% above, 52.9% below
3-day: 71.8% above, 28.2% below
4-day: 68.3% above, 31.7% below
5-day: 64.6% above, 35.4% below
8-day: 63.9% above, 36.1% below
10-day: 62.6% above, 37.4% below
20-day: 63.4% above, 36.6% below
50-day: 66.4% above, 33.6% below
200-day: 40.7% above, 59.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151029 9:43 am ET)
ENER(88): 0.91% Top=CRR QEP WPZ PE CVE MUR CIE RICE ….. OKS NOV ATW RES OII COP HOS SPN=Bottom (Energy)
INSU(35): 0.39% Top=MBI LNC UNM AWH PRU AGO TMK HIG ….. CNO MTG MMC AXS AIG AJG RDN FNF=Bottom (Insurance)
TRAN(38): 0.19% Top=ODFL SWFT TDW XPO KNX WERN NAT BRS ….. STNG CSX KEX DAL HA AAL UAL VA=Bottom (Transportation)
MANU(44): 0.14% Top=GNRC ATU KMT ERII AME CRS MRC CFX ….. EMR DE GE MHK RS ROK JKS DDD=Bottom (Manufacturing)
FINA(99): 0.10% Top=LPLA CFR SLM GHL FHN HBHC MS CBSH ….. IVZ BMO AF KKR FNFG BOFI OCN NYCB=Bottom (Banks/Financials)
CHEM(31): -0.08% Top=SHW OLN PX ALB AXLL CC CHMT MON ….. FMC AGU AXTA APD MOS CF MEOH POT=Bottom (Chemicals/Fertilizers)
CONS(58): -0.13% Top=HBI SHOO BC KS HAR AVY COTY UFS ….. IP NWL HAS RL PBI JAH CRI GT=Bottom (Consumer)
DISV(54): -0.13% Top=APOL R HMHC ALLE MAN MA GPN DV ….. YY PAYX MYGN VRSK WTW AAN SCI RCII=Bottom (Diversified Services)
REAL(84): -0.16% Top=DFT CLI HST MAA ARE CUZ DRH SHO ….. FR LGIH EQY PSA OHI O GLPI CBL=Bottom (Real Estate)
HEAL(65): -0.21% Top=ZBH AET MOH XRAY LDRH SPNC ESRX LPNT ….. ZLTQ RMD KND PRXL ELGX HTWR MD ABMD=Bottom (Health)
RETA(67): -0.26% Top=ORLY W AAP WBA TFM SIG SFM BID ….. GES HIBB RAD OUTR GPS PLCE MELI GNC=Bottom (Retail & Specialty Retail)
META(20): -0.36% Top=ABX NEM AEM SLCA CCJ FCX X STLD ….. SWC SLW SCCO FNV RGLD GG CMC BTU=Bottom (Metals & Mining)
MATE(32): -0.48% Top=AWI CVA PWR MTZ BCC CLH MAS FAST ….. CSTE PHM TOL LEN DHI CAA KBH MTH=Bottom (Materials & Construction)
COHW(42): -0.52% Top=WIN RCI NTGR OLED BBRY COMM MSI WDC ….. PLCM SSYS ANET UBNT HPQ INFN STX ARRS=Bottom (Computer Hardware/Telecom)
COSW(88): -0.75% Top=YELP ELLI SNCR EQIX LNKD SPLK NTCT VEEV ….. SABR AKAM TWTR PTC IMS LC FFIV ROVI=Bottom (Computer Software/Internet)
LEIS(41): -1.11% Top=DRII MGM QUNR WYNN BYD SIX LVS DPZ ….. PLAY TXRH DRI CAKE MAR LQ BWLD GPRO=Bottom (Leisure)
ELEC(49): -1.33% Top=SPWR SCTY CSIQ SUNE IPHI APH TRMB GLW ….. FIT CAVM CRUS AVGO ON AMBA FSL NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 9:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

10/28/2015

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

Closing Stats
by daytrend on 20151028. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 (20151028 Closing)
60.3% of stocks are above yesterday’s high.
83.6% are above yesterday’s midpoint. (16.4% are below.)
5.2% are below yesterday’s low.
34.5% are inside yesterday’s range.
74.5% of stocks with today’s high > yesterday’s high. (25.5% less than).
31.1% of stocks with today’s low < yesterday’s low. (68.9% greater than).

EVIDENCE OF INTRADAY TREND (20151028 Closing)
84.3% of stocks are above today’s open. (15.3% are below).
82.1% of stocks are above today’s open and yesterday’s close.
11.9% are below both.
14.5% of stocks opened above yesterday’s high.
71.1% of stocks opened above yesterday’s close. (24.2% opened below yesterday’s close).
4.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151028 Closing)
38.4% of stocks are in the top 10% of today’s range.
57.3% are in the top 20%.
87.2% are in the top half. 12.8% of stocks are in the bottom half of today’s range.
2.2% are in the bottom 20%.
0.6% are in the bottom 10%.

GAIN (20151028 Closing)
86.1% of stocks are above yesterday’s close. (13.9% are below.)
12.2% are up 4.5% or more. 1.0% are down 4.5% or more.
23.9% are up 3.5% or more. 1.5% are down 3.5% or more.
26.3% are between +1% and -1%.

RSI on DAILY (20151028 Closing)
2-day: >=95:9.3%…>=90:16.9%…>=80:37.0%…>=50:76.5%…<=20:8.7%…<=10:4.5%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.2%…>=50:66.9%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:66.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151028 Closing)
60.3% above previous 1 highs, 5.2% below previous 1 lows
41.1% above previous 2 highs, 4.0% below previous 2 lows
32.9% above previous 3 highs, 3.3% below previous 3 lows
31.0% above previous 4 highs, 2.8% below previous 4 lows
27.2% above previous 5 highs, 2.8% below previous 5 lows
26.1% above previous 6 highs, 2.8% below previous 6 lows
24.9% above previous 7 highs, 2.7% below previous 7 lows
24.5% above previous 8 highs, 2.5% below previous 8 lows
24.5% above previous 9 highs, 2.0% below previous 9 lows
24.1% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151028 Closing)
86.1% are above or equal to 10/27 close (1 days ago), 13.9% are below.
69.1% are above or equal to 10/26 close (2 days ago), 30.9% are below.
59.7% are above or equal to 10/23 close (3 days ago), 40.3% are below.
62.5% are above or equal to 10/22 close (4 days ago), 37.5% are below.
68.1% are above or equal to 10/21 close (5 days ago), 31.9% are below.
58.9% are above or equal to 10/20 close (6 days ago), 41.1% are below.
60.8% are above or equal to 10/19 close (7 days ago), 39.2% are below.
58.1% are above or equal to 10/16 close (8 days ago), 41.9% are below.
59.8% are above or equal to 10/15 close (9 days ago), 40.2% are below.
65.2% are above or equal to 10/14 close (10 days ago), 34.8% are below.
64.3% are above or equal to 10/13 close (11 days ago), 35.7% are below.
59.2% are above or equal to 10/12 close (12 days ago), 40.8% are below.
56.3% are above or equal to 10/9 close (13 days ago), 43.7% are below.
56.1% are above or equal to 10/8 close (14 days ago), 43.9% are below.
62.8% are above or equal to 10/7 close (15 days ago), 37.2% are below.
67.5% are above or equal to 10/6 close (16 days ago), 32.5% are below.
68.4% are above or equal to 10/5 close (17 days ago), 31.6% are below.
74.5% are above or equal to 10/2 close (18 days ago), 25.5% are below.
80.2% are above or equal to 10/1 close (19 days ago), 19.8% are below.
80.3% are above or equal to 9/30 close (20 days ago), 19.7% are below.
83.2% are above or equal to 9/29 close (21 days ago), 16.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151028 Closing)
20d: 26.1% new highs, 4.2% new lows
21d: 26.1% new highs, 4.0% new lows
42d: 21.1% new highs, 2.9% new lows
63d: 11.5% new highs, 2.2% new lows
126d: 8.1% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151028 Closing)
2-day: 85.7% above, 14.3% below
3-day: 78.0% above, 22.0% below
4-day: 71.8% above, 28.2% below
5-day: 69.5% above, 30.5% below
8-day: 66.0% above, 34.0% below
10-day: 64.8% above, 35.2% below
20-day: 66.0% above, 34.0% below
50-day: 67.1% above, 32.9% below
200-day: 40.6% above, 59.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151028 Closing)
ENER(87): 3.43% Top=CRR FET HLX RES OIS MWE PDCE NBL ….. NFG DVN UNT TSO APC HES RRC PAGP=Bottom (Energy)
MANU(44): 2.99% Top=GNRC AGCO ATI ERII TKR CRS TEX ZBRA ….. CMI KMT MHK ROP IEX CFX PNR GE=Bottom (Manufacturing)
FINA(97): 2.88% Top=WETF CFR SIVB SF BAC IBKR FHN CMA ….. PSEC CYN EFX SYF APO ESNT KKR EVER=Bottom (Banks/Financials)
COHW(42): 2.86% Top=INFN LVLT OLED LXK NMBL HRS CIEN PLCM ….. MSI WDC BCE JNPR STX CCI ANET KN=Bottom (Computer Hardware/Telecom)
CHEM(31): 2.60% Top=HUN GPRE AXLL FTK WLK POL CHMT FMC ….. CF MON MOS POT PX MEOH OMG AXTA=Bottom (Chemicals/Fertilizers)
ELEC(49): 2.50% Top=IPHI SUNE TER CRUS IPGP CSIQ AVGO SANM ….. INTC NXPI TXN CAVM FCS XLNX CPHD QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): 2.35% Top=FLR CSTE DY MTZ MLM EXP CLH VMC ….. OC WY CAA MDC WM RSG SRCL CVA=Bottom (Materials & Construction)
INSU(35): 2.06% Top=AIG PRU MBI MET CNO LNC UNM ALL ….. AGO TRV WRB ACE VR AIZ AWH RDN=Bottom (Insurance)
HEAL(63): 1.98% Top=BSX THC HYH ABMD OPK NVRO CYH MDXG ….. BKD HNT WX SIRO ALGN ADPT ANTM ZLTQ=Bottom (Health)
RETA(66): 1.85% Top=CAB ASNA AEO ANF URBN GNC TFM GES ….. EBAY SFM HD KMX CVS FIVE RAD WBA=Bottom (Retail & Specialty Retail)
DISV(52): 1.82% Top=BAH VNTV AHS GPN RRD ACM URI EEFT ….. SBAC PCLN RCII ZG WTW TMH WOOF VRSK=Bottom (Diversified Services)
LEIS(40): 1.76% Top=GPRO PLAY HOT DPZ SHAK JACK DRII WYNN ….. HLT EXPE CCL LQ PNRA MAR RCL QUNR=Bottom (Leisure)
COSW(88): 1.69% Top=NCR PAYC PFPT CMCM TSS QLIK CYBR FEYE ….. BITA INXN MDSO ADP TWOU YELP SNCR AKAM=Bottom (Computer Software/Internet)
META(21): 1.41% Top=SLCA AA X BTU CCJ NEM STLD ABX ….. PAAS SCCO FNV SWC AEM RGLD GG CMC=Bottom (Metals & Mining)
CONS(58): 1.29% Top=KS PAY TPX MLHR SHOO SCSS UFS DECK ….. TUP KMB CL EL PG COH OI KATE=Bottom (Consumer)
TRAN(38): 0.58% Top=TDW NSC BRS CNI TK GBX GWR STNG ….. DAL EXPD UAL JBLU CHRW ODFL SKYW ALK=Bottom (Transportation)
REAL(85): 0.56% Top=CBG LGIH NRF CBL TREE RLJ HPT LHO ….. AVB AIV AMH CPT HCP OHI HCN BRX=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/

Filed under: Market Stats — daytrend @ 1:16 pm

Market Stats at 2:15 pm ET
by daytrend on 20151028. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 925.

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 (20151028 2:15 pm ET)
31.4% of stocks are above yesterday’s high.
58.3% are above yesterday’s midpoint. (41.7% are below.)
15.0% are below yesterday’s low.
53.6% are inside yesterday’s range.
71.7% of stocks with today’s high > yesterday’s high. (28.3% less than).
29.3% of stocks with today’s low < yesterday’s low. (70.7% greater than).

EVIDENCE OF INTRADAY TREND (20151028 2:15 pm ET)
54.4% of stocks are above today’s open. (45.1% are below).
51.7% of stocks are above today’s open and yesterday’s close.
36.0% are below both.
14.5% of stocks opened above yesterday’s high.
71.1% of stocks opened above yesterday’s close. (24.1% opened below yesterday’s close).
4.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151028 2:15 pm ET)
0.2% of stocks are in the top 10% of today’s range.
6.4% are in the top 20%.
37.5% are in the top half. 62.5% of stocks are in the bottom half of today’s range.
35.0% are in the bottom 20%.
24.3% are in the bottom 10%.

GAIN (20151028 2:15 pm ET)
61.2% of stocks are above yesterday’s close. (38.8% are below.)
3.6% are up 4.5% or more. 1.6% are down 4.5% or more.
6.2% are up 3.5% or more. 2.2% are down 3.5% or more.
43.5% are between +1% and -1%.

RSI on DAILY (20151028 2:15 pm ET)
2-day: >=95:4.1%…>=90:7.2%…>=80:17.9%…>=50:50.7%…<=20:21.5%…<=10:11.8%…<=5:7.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:57.0%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:58.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151028 2:15 pm ET)
31.4% above previous 1 highs, 15.0% below previous 1 lows
18.1% above previous 2 highs, 12.6% below previous 2 lows
13.9% above previous 3 highs, 10.6% below previous 3 lows
12.6% above previous 4 highs, 8.2% below previous 4 lows
11.1% above previous 5 highs, 7.7% below previous 5 lows
10.4% above previous 6 highs, 7.2% below previous 6 lows
10.3% above previous 7 highs, 6.6% below previous 7 lows
9.9% above previous 8 highs, 5.8% below previous 8 lows
9.8% above previous 9 highs, 5.0% below previous 9 lows
9.6% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151028 2:15 pm ET)
61.2% are above or equal to 10/27 close (1 days ago), 38.8% are below.
42.7% are above or equal to 10/26 close (2 days ago), 57.3% are below.
38.5% are above or equal to 10/23 close (3 days ago), 61.5% are below.
48.3% are above or equal to 10/22 close (4 days ago), 51.7% are below.
59.1% are above or equal to 10/21 close (5 days ago), 40.9% are below.
48.3% are above or equal to 10/20 close (6 days ago), 51.7% are below.
50.7% are above or equal to 10/19 close (7 days ago), 49.3% are below.
49.4% are above or equal to 10/16 close (8 days ago), 50.6% are below.
52.4% are above or equal to 10/15 close (9 days ago), 47.6% are below.
58.9% are above or equal to 10/14 close (10 days ago), 41.1% are below.
57.0% are above or equal to 10/13 close (11 days ago), 43.0% are below.
50.2% are above or equal to 10/12 close (12 days ago), 49.8% are below.
49.2% are above or equal to 10/9 close (13 days ago), 50.8% are below.
50.5% are above or equal to 10/8 close (14 days ago), 49.5% are below.
56.0% are above or equal to 10/7 close (15 days ago), 44.0% are below.
61.7% are above or equal to 10/6 close (16 days ago), 38.3% are below.
62.1% are above or equal to 10/5 close (17 days ago), 37.9% are below.
70.7% are above or equal to 10/2 close (18 days ago), 29.3% are below.
75.6% are above or equal to 10/1 close (19 days ago), 24.4% are below.
76.9% are above or equal to 9/30 close (20 days ago), 23.1% are below.
80.6% are above or equal to 9/29 close (21 days ago), 19.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151028 2:15 pm ET)
20d: 22.5% new highs, 3.9% new lows
21d: 22.5% new highs, 3.6% new lows
42d: 17.6% new highs, 2.7% new lows
63d: 9.8% new highs, 1.9% new lows
126d: 6.6% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151028 2:15 pm ET)
2-day: 60.4% above, 39.6% below
3-day: 49.5% above, 50.5% below
4-day: 44.9% above, 55.1% below
5-day: 45.1% above, 54.9% below
8-day: 49.9% above, 50.1% below
10-day: 51.5% above, 48.5% below
20-day: 57.3% above, 42.7% below
50-day: 62.2% above, 37.8% below
200-day: 36.5% above, 63.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151028 2:15 pm ET)
FINA(97): 1.49% Top=CFR SIVB FITB RF HBHC FHN ZION UMPQ ….. CYN PSEC EFX ESNT APO SYF KKR EVER=Bottom (Banks/Financials)
MANU(44): 1.42% Top=GNRC AGCO ATI ERII TKR ZBRA CRS ATU ….. XYL CFX IEX AME CMI ROP GE KMT=Bottom (Manufacturing)
COHW(42): 1.37% Top=INFN LVLT OLED LXK HRS NMBL ZAYO PLCM ….. BCE WIN JNPR ANET NTGR STX CCI KN=Bottom (Computer Hardware/Telecom)
ENER(86): 1.25% Top=CRR RES FET MWE OXY CRZO OIS NBL ….. RRC APC TSO OII PAGP HES UNT SM=Bottom (Energy)
INSU(35): 1.07% Top=AIG LNC PRU MET MBI CNO TMK MTG ….. VR AGO TRV ACE WRB AWH RDN AIZ=Bottom (Insurance)
CHEM(31): 1.06% Top=HUN GPRE AXLL FTK CHMT WLK ALB POL ….. OMG PPG RPM VAL SHW PX CF AXTA=Bottom (Chemicals/Fertilizers)
ELEC(49): 0.99% Top=TER IPHI SUNE CRUS IPGP AVGO CSIQ AMBA ….. SCTY FLEX CREE XLNX TXN FCS QRVO CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(52): 0.61% Top=BAH VNTV GPN RRD AHS RBA AAN URI ….. PAYX SBAC RCII WTW ZG WOOF TMH VRSK=Bottom (Diversified Services)
RETA(66): 0.55% Top=CAB ASNA AEO GNC URBN ANF HIBB TFM ….. LL COST HD SFM CVS RAD FIVE WBA=Bottom (Retail & Specialty Retail)
MATE(31): 0.50% Top=FLR CSTE DY MTZ MLM VMC AWI EXP ….. TREX RSG KBH DHI TPH SRCL MDC CAA=Bottom (Materials & Construction)
HEAL(63): 0.49% Top=BSX THC ACHC CYH UHS LPNT OPK AMSG ….. AET LDRH STJ CNC ALGN ADPT ANTM ZLTQ=Bottom (Health)
LEIS(40): 0.43% Top=HOT DPZ PLAY SHAK GPRO WEN SONC MGM ….. YUM LQ CCL PNRA HLT MAR RCL QUNR=Bottom (Leisure)
COSW(88): 0.41% Top=NCR PAYC TSS PFPT CYBR QLIK CMCM AZPN ….. TWTR BIDU YELP ADP TWOU MDSO SNCR AKAM=Bottom (Computer Software/Internet)
META(20): 0.24% Top=SLCA AA X CCJ FCX CNX SLW STLD ….. PAAS NEM AEM FNV RGLD SWC GG CMC=Bottom (Metals & Mining)
CONS(58): 0.14% Top=PAY SHOO CRI KS WRK SCSS FL MAT ….. CL KMB RL ICON PG KATE COH OI=Bottom (Consumer)
TRAN(38): -0.70% Top=NSC TDW CNI TK STNG KSU GWR KEX ….. DAL WERN UAL ALK JBLU ODFL SKYW CHRW=Bottom (Transportation)
REAL(85): -0.98% Top=CBG NRF LGIH TREE CBL STWD AMT MAC ….. BRX MAA CONE DOC HCN EQR CPT OHI=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 2:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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