daytrend

10/28/2015

Filed under: Market Stats — daytrend @ 9:49 am

Market Stats at 10:49 am ET
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 10:49 am ET)
49.6% of stocks are above yesterday’s high.
80.4% are above yesterday’s midpoint. (19.6% are below.)
4.2% are below yesterday’s low.
46.2% are inside yesterday’s range.
59.5% of stocks with today’s high > yesterday’s high. (40.5% less than).
20.0% of stocks with today’s low < yesterday’s low. (80.0% greater than).

EVIDENCE OF INTRADAY TREND (20151028 10:49 am ET)
79.1% of stocks are above today’s open. (19.8% are below).
76.4% of stocks are above today’s open and yesterday’s close.
13.7% 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 10:49 am ET)
48.7% of stocks are in the top 10% of today’s range.
62.1% are in the top 20%.
83.2% are in the top half. 16.8% of stocks are in the bottom half of today’s range.
5.6% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN (20151028 10:49 am ET)
83.8% of stocks are above yesterday’s close. (16.2% are below.)
7.4% are up 4.5% or more. 1.2% are down 4.5% or more.
13.7% are up 3.5% or more. 1.6% are down 3.5% or more.
35.7% are between +1% and -1%.

RSI on DAILY (20151028 10:49 am ET)
2-day: >=95:6.4%…>=90:12.3%…>=80:25.1%…>=50:74.1%…<=20:6.9%…<=10:2.7%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.2%…>=50:65.5%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:65.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151028 10:49 am ET)
49.6% above previous 1 highs, 4.2% below previous 1 lows
27.2% above previous 2 highs, 3.1% below previous 2 lows
20.8% above previous 3 highs, 2.5% below previous 3 lows
18.8% above previous 4 highs, 1.4% below previous 4 lows
17.0% above previous 5 highs, 1.3% below previous 5 lows
15.9% above previous 6 highs, 1.2% below previous 6 lows
14.9% above previous 7 highs, 1.2% below previous 7 lows
14.2% above previous 8 highs, 1.0% below previous 8 lows
14.1% above previous 9 highs, 1.0% below previous 9 lows
13.8% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151028 10:49 am ET)
83.8% are above or equal to 10/27 close (1 days ago), 16.2% are below.
62.4% are above or equal to 10/26 close (2 days ago), 37.6% are below.
52.0% are above or equal to 10/23 close (3 days ago), 48.0% are below.
59.8% are above or equal to 10/22 close (4 days ago), 40.2% are below.
66.8% are above or equal to 10/21 close (5 days ago), 33.2% are below.
56.6% are above or equal to 10/20 close (6 days ago), 43.4% are below.
58.9% are above or equal to 10/19 close (7 days ago), 41.1% are below.
56.3% are above or equal to 10/16 close (8 days ago), 43.7% are below.
58.0% are above or equal to 10/15 close (9 days ago), 42.0% are below.
64.4% are above or equal to 10/14 close (10 days ago), 35.6% are below.
62.7% are above or equal to 10/13 close (11 days ago), 37.3% are below.
56.3% are above or equal to 10/12 close (12 days ago), 43.7% are below.
54.8% are above or equal to 10/9 close (13 days ago), 45.2% are below.
54.2% are above or equal to 10/8 close (14 days ago), 45.8% are below.
60.7% are above or equal to 10/7 close (15 days ago), 39.3% are below.
66.0% are above or equal to 10/6 close (16 days ago), 34.0% are below.
66.7% are above or equal to 10/5 close (17 days ago), 33.3% are below.
73.8% are above or equal to 10/2 close (18 days ago), 26.2% are below.
78.2% are above or equal to 10/1 close (19 days ago), 21.8% are below.
79.8% are above or equal to 9/30 close (20 days ago), 20.2% are below.
82.0% are above or equal to 9/29 close (21 days ago), 18.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151028 10:49 am ET)
20d: 15.2% new highs, 2.9% new lows
21d: 15.2% new highs, 2.8% new lows
42d: 12.7% new highs, 2.2% new lows
63d: 7.2% new highs, 1.7% new lows
126d: 5.0% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151028 10:49 am ET)
2-day: 83.1% above, 16.9% below
3-day: 74.8% above, 25.2% below
4-day: 67.4% above, 32.6% below
5-day: 64.7% above, 35.3% below
8-day: 63.3% above, 36.7% below
10-day: 60.3% above, 39.7% below
20-day: 64.1% above, 35.9% below
50-day: 65.5% above, 34.5% below
200-day: 37.8% above, 62.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151028 10:49 am ET)
ENER(87): 3.92% Top=RES CRR CRZO HLX FET CLR RIG OAS ….. PSX MPC WNR NFG VLO PAGP TSO HES=Bottom (Energy)
META(21): 3.89% Top=SLCA NEM ABX PAAS X SLW AEM FCX ….. TCK BTU FNV SWC NUE STLD SCCO CMC=Bottom (Metals & Mining)
MATE(31): 2.51% Top=FLR CVA CSTE VMC MLM EXP USG DY ….. CAA KBH WM WY MDC RSG TREX SRCL=Bottom (Materials & Construction)
MANU(44): 2.50% Top=GNRC ATI ERII AGCO JOY TKR MRC CRS ….. MHK BWXT DHR ROP AME GE CMI KMT=Bottom (Manufacturing)
CHEM(31): 2.19% Top=AXLL GPRE HUN WLK MEOH CHMT OLN FTK ….. VAL MON DD CF SHW PX OMG AXTA=Bottom (Chemicals/Fertilizers)
COHW(42): 1.67% Top=INFN LVLT OLED HRS ZAYO BBRY NMBL SMCI ….. ARRS STX LXK VRSN ANET KN PANW NTGR=Bottom (Computer Hardware/Telecom)
ELEC(49): 1.45% Top=SUNE IPGP TER IPHI CSIQ AVGO TSL SWKS ….. TEL INTC WAT TXN FCS APH XLNX CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(35): 1.44% Top=MBI AFL MTG AIG FNF CNO AXS PRU ….. ACE RDN WRB TRV PGR XL AWH AIZ=Bottom (Insurance)
DISV(52): 1.43% Top=VNTV BAH URI JEC SSTK ACM APOL RRD ….. PAYX WOOF ATHN SERV YY ZG TMH VRSK=Bottom (Diversified Services)
RETA(66): 1.37% Top=CAB ASNA AEO ANF DSW GES PIR FINL ….. SBH ORLY EBAY COST CVS FIVE RAD WBA=Bottom (Retail & Specialty Retail)
FINA(97): 1.31% Top=CFR OCN WETF SIVB VLY FITB HBHC FMER ….. EFX CIT ESNT CBOE BX PSEC KKR EVER=Bottom (Banks/Financials)
CONS(58): 1.25% Top=KS SHOO WRK FL UFS DECK TPX SCSS ….. CL KMB HAS EPC BLL JAH COH OI=Bottom (Consumer)
LEIS(40): 0.97% Top=HOT PLAY DPZ SONC GPRO DRII SHAK DNKN ….. CMG CCL RCL LQ MAR HLT PNRA QUNR=Bottom (Leisure)
TRAN(38): 0.96% Top=NSC TDW BRS CNI TK GBX GWR STNG ….. WERN AAL UAL DAL ODFL ALK JBLU CHRW=Bottom (Transportation)
REAL(85): 0.63% Top=CBG LGIH NRF CBL BDN DRH PCL LHO ….. VTR EQR OHI DOC AGNC CONE LPT TREE=Bottom (Real Estate)
COSW(88): 0.34% Top=NCR TSS AZPN FEYE LC PFPT CVLT PAYC ….. ADP YELP BIDU TWOU MDSO SNCR TWTR AKAM=Bottom (Computer Software/Internet)
HEAL(63): 0.26% Top=BSX THC ELGX BKD CYH LPNT ACHC LIVN ….. HLS NUVA ADPT UNH CNC AET ZLTQ ANTM=Bottom (Health)

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 10:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:19 am

Market Stats at 10:18 am ET
by daytrend on 20151028. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 926.

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 10:18 am ET)
39.3% of stocks are above yesterday’s high.
76.3% are above yesterday’s midpoint. (23.7% are below.)
4.5% are below yesterday’s low.
56.2% are inside yesterday’s range.
52.4% of stocks with today’s high > yesterday’s high. (47.6% less than).
19.1% of stocks with today’s low < yesterday’s low. (80.9% greater than).

EVIDENCE OF INTRADAY TREND (20151028 10:18 am ET)
75.3% of stocks are above today’s open. (23.2% are below).
73.4% of stocks are above today’s open and yesterday’s close.
15.9% 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 10:18 am ET)
30.8% of stocks are in the top 10% of today’s range.
53.5% are in the top 20%.
81.0% are in the top half. 19.0% of stocks are in the bottom half of today’s range.
7.7% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN (20151028 10:18 am ET)
82.3% of stocks are above yesterday’s close. (17.7% are below.)
3.9% are up 4.5% or more. 1.3% are down 4.5% or more.
7.5% are up 3.5% or more. 1.6% are down 3.5% or more.
44.5% are between +1% and -1%.

RSI on DAILY (20151028 10:18 am ET)
2-day: >=95:5.8%…>=90:10.5%…>=80:21.4%…>=50:67.9%…<=20:7.8%…<=10:3.7%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.2%…>=50:61.8%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:61.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151028 10:18 am ET)
39.3% above previous 1 highs, 4.5% below previous 1 lows
19.1% above previous 2 highs, 3.5% below previous 2 lows
15.1% above previous 3 highs, 2.9% below previous 3 lows
13.5% above previous 4 highs, 2.1% below previous 4 lows
12.2% above previous 5 highs, 1.9% below previous 5 lows
11.4% above previous 6 highs, 1.7% below previous 6 lows
11.1% above previous 7 highs, 1.7% below previous 7 lows
10.4% above previous 8 highs, 1.5% below previous 8 lows
10.3% above previous 9 highs, 1.5% below previous 9 lows
10.0% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151028 10:18 am ET)
82.3% are above or equal to 10/27 close (1 days ago), 17.7% are below.
54.1% are above or equal to 10/26 close (2 days ago), 45.9% are below.
45.5% are above or equal to 10/23 close (3 days ago), 54.5% are below.
55.0% are above or equal to 10/22 close (4 days ago), 45.0% are below.
63.7% are above or equal to 10/21 close (5 days ago), 36.3% are below.
52.7% are above or equal to 10/20 close (6 days ago), 47.3% are below.
55.4% are above or equal to 10/19 close (7 days ago), 44.6% are below.
53.0% are above or equal to 10/16 close (8 days ago), 47.0% are below.
55.5% are above or equal to 10/15 close (9 days ago), 44.5% are below.
62.4% are above or equal to 10/14 close (10 days ago), 37.6% are below.
60.2% are above or equal to 10/13 close (11 days ago), 39.8% are below.
53.9% are above or equal to 10/12 close (12 days ago), 46.1% are below.
52.8% are above or equal to 10/9 close (13 days ago), 47.2% are below.
52.2% are above or equal to 10/8 close (14 days ago), 47.8% are below.
58.2% are above or equal to 10/7 close (15 days ago), 41.8% are below.
63.8% are above or equal to 10/6 close (16 days ago), 36.2% are below.
65.1% are above or equal to 10/5 close (17 days ago), 34.9% are below.
73.4% are above or equal to 10/2 close (18 days ago), 26.6% are below.
77.3% are above or equal to 10/1 close (19 days ago), 22.7% are below.
77.6% are above or equal to 9/30 close (20 days ago), 22.4% are below.
81.5% are above or equal to 9/29 close (21 days ago), 18.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151028 10:18 am ET)
20d: 13.2% new highs, 2.9% new lows
21d: 13.2% new highs, 2.8% new lows
42d: 10.9% new highs, 2.2% new lows
63d: 6.3% new highs, 1.7% new lows
126d: 4.5% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151028 10:18 am ET)
2-day: 81.6% above, 18.4% below
3-day: 68.9% above, 31.1% below
4-day: 58.4% above, 41.6% below
5-day: 57.2% above, 42.8% below
8-day: 57.6% above, 42.4% below
10-day: 56.5% above, 43.5% below
20-day: 61.2% above, 38.8% below
50-day: 63.4% above, 36.6% below
200-day: 37.6% above, 62.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151028 10:18 am ET)
META(21): 3.07% Top=SLCA NEM ABX CNX PAAS SLW AEM RGLD ….. FCX SWC FNV AA NUE STLD SCCO CMC=Bottom (Metals & Mining)
ENER(86): 2.78% Top=RES CRZO CRR FET LPI ETE CLR WPX ….. COG DVN GEL PAA NOV DO PAGP HES=Bottom (Energy)
MANU(44): 2.25% Top=GNRC ATI AGCO ERII JOY TKR ATU TEX ….. KMT SWK BWXT MHK DHR AME ROP GE=Bottom (Manufacturing)
CHEM(31): 1.77% Top=AXLL GPRE CHMT HUN OLN CC MEOH POL ….. RPM PX DD APD SHW FTK OMG AXTA=Bottom (Chemicals/Fertilizers)
MATE(31): 1.69% Top=CVA FLR CSTE MLM MTZ USG VMC RYN ….. DHI WY MDC CAA RSG KBH TREX SRCL=Bottom (Materials & Construction)
COHW(42): 1.43% Top=INFN LVLT OLED ZAYO RKUS NMBL SMCI BBRY ….. SSYS JNPR CDW VRSN ANET LXK PANW KN=Bottom (Computer Hardware/Telecom)
ELEC(49): 1.27% Top=IPGP TER IPHI SUNE CSIQ SWKS TSL SPWR ….. MCHP WAT QRVO XLNX TXN APH FCS CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(40): 1.07% Top=HOT DRII DPZ DNKN SONC GPRO MGM PLAY ….. YUM CMG ARMK CCL RCL EXPE PNRA QUNR=Bottom (Leisure)
DISV(52): 1.03% Top=VNTV BAH SSTK URI ACM JEC DV RRD ….. AHS WOOF YY PCLN ATHN ZG TMH VRSK=Bottom (Diversified Services)
INSU(35): 0.98% Top=MBI AIG AFL FNF CNO MTG AXS PRU ….. HIG RDN WRB TRV VR AWH PGR AIZ=Bottom (Insurance)
RETA(66): 0.96% Top=CAB ASNA AEO ANF GES DSW JCP GNC ….. ORLY EBAY COST LAD CVS FIVE WBA RAD=Bottom (Retail & Specialty Retail)
FINA(97): 0.84% Top=OCN CFR WETF VLY FMER HBHC FITB WAL ….. WU CIT PBCT CBOE PSEC BX KKR EVER=Bottom (Banks/Financials)
REAL(85): 0.74% Top=CBG HST LGIH LHO PEB DRH NRF HPT ….. AMH GGP SKT CIM LPT CONE AGNC TREE=Bottom (Real Estate)
CONS(58): 0.69% Top=KS SCSS TPX IP WRK ICON UFS DECK ….. HAS GT LULU JAH KATE COH SKX OI=Bottom (Consumer)
TRAN(38): 0.64% Top=NSC CNI TDW TK GBX BRS GWR STNG ….. AAL SWFT HA ALK DAL UAL CHRW JBLU=Bottom (Transportation)
COSW(88): 0.08% Top=TSS AZPN PAYC NCR FEYE LC DATA MENT ….. MDSO SFUN ADP YELP BIDU SNCR TWTR AKAM=Bottom (Computer Software/Internet)
HEAL(63): -0.34% Top=BSX ELGX LIVN THC VAR BKD AMSG LPNT ….. ADPT UNH HNT AET NUVA CNC ANTM ZLTQ=Bottom (Health)

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 10:18 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:51 am

Market Stats at 9:51 am ET
by daytrend on 20151028. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 926.

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 9:51 am ET)
22.2% of stocks are above yesterday’s high.
61.6% are above yesterday’s midpoint. (38.4% are below.)
6.8% are below yesterday’s low.
71.0% are inside yesterday’s range.
34.6% of stocks with today’s high > yesterday’s high. (65.4% less than).
17.9% of stocks with today’s low < yesterday’s low. (82.1% greater than).

EVIDENCE OF INTRADAY TREND (20151028 9:51 am ET)
56.2% of stocks are above today’s open. (41.6% are below).
52.5% of stocks are above today’s open and yesterday’s close.
25.7% 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 9:51 am ET)
26.2% of stocks are in the top 10% of today’s range.
37.4% are in the top 20%.
65.4% are in the top half. 34.6% of stocks are in the bottom half of today’s range.
11.9% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN (20151028 9:51 am ET)
70.3% of stocks are above yesterday’s close. (29.7% are below.)
1.9% are up 4.5% or more. 1.5% are down 4.5% or more.
2.9% are up 3.5% or more. 2.3% are down 3.5% or more.
68.0% are between +1% and -1%.

RSI on DAILY (20151028 9:51 am ET)
2-day: >=95:5.4%…>=90:9.4%…>=80:16.6%…>=50:50.9%…<=20:18.9%…<=10:10.2%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.7%…>=50:55.2%…<=20:1.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:57.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151028 9:51 am ET)
22.2% above previous 1 highs, 6.8% below previous 1 lows
11.1% above previous 2 highs, 5.8% below previous 2 lows
8.2% above previous 3 highs, 4.6% below previous 3 lows
7.9% above previous 4 highs, 3.6% below previous 4 lows
7.1% above previous 5 highs, 3.5% below previous 5 lows
6.7% above previous 6 highs, 3.2% below previous 6 lows
6.3% above previous 7 highs, 3.1% below previous 7 lows
5.9% above previous 8 highs, 2.9% below previous 8 lows
5.9% above previous 9 highs, 2.9% below previous 9 lows
5.8% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151028 9:51 am ET)
70.3% are above or equal to 10/27 close (1 days ago), 29.7% are below.
41.3% are above or equal to 10/26 close (2 days ago), 58.7% are below.
37.5% are above or equal to 10/23 close (3 days ago), 62.5% are below.
49.9% are above or equal to 10/22 close (4 days ago), 50.1% are below.
59.2% are above or equal to 10/21 close (5 days ago), 40.8% are below.
47.7% are above or equal to 10/20 close (6 days ago), 52.3% are below.
50.4% are above or equal to 10/19 close (7 days ago), 49.6% are below.
49.9% are above or equal to 10/16 close (8 days ago), 50.1% are below.
51.7% are above or equal to 10/15 close (9 days ago), 48.3% are below.
58.5% are above or equal to 10/14 close (10 days ago), 41.5% are below.
56.9% are above or equal to 10/13 close (11 days ago), 43.1% are below.
50.3% are above or equal to 10/12 close (12 days ago), 49.7% are below.
50.1% are above or equal to 10/9 close (13 days ago), 49.9% are below.
49.9% are above or equal to 10/8 close (14 days ago), 50.1% are below.
54.4% are above or equal to 10/7 close (15 days ago), 45.6% are below.
60.5% are above or equal to 10/6 close (16 days ago), 39.5% are below.
60.9% are above or equal to 10/5 close (17 days ago), 39.1% are below.
70.6% are above or equal to 10/2 close (18 days ago), 29.4% are below.
74.7% are above or equal to 10/1 close (19 days ago), 25.3% are below.
75.8% are above or equal to 9/30 close (20 days ago), 24.2% are below.
79.9% are above or equal to 9/29 close (21 days ago), 20.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151028 9:51 am ET)
20d: 8.3% new highs, 2.5% new lows
21d: 8.3% new highs, 2.4% new lows
42d: 7.1% new highs, 1.9% new lows
63d: 4.1% new highs, 1.6% new lows
126d: 2.7% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151028 9:51 am ET)
2-day: 68.8% above, 31.2% below
3-day: 48.8% above, 51.2% below
4-day: 43.5% above, 56.5% below
5-day: 44.7% above, 55.3% below
8-day: 51.0% above, 49.0% below
10-day: 51.0% above, 49.0% below
20-day: 56.2% above, 43.8% below
50-day: 60.8% above, 39.2% below
200-day: 36.3% above, 63.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151028 9:51 am ET)
META(21): 1.78% Top=SLCA NEM ABX PAAS RGLD AEM SLW GG ….. AA TCK NUE SCCO STLD X FCX CMC=Bottom (Metals & Mining)
MANU(44): 1.00% Top=GNRC TKR AGCO ERII ATU TEX ATI ITT ….. DHR GE AME DDD ROP RS CMI KMT=Bottom (Manufacturing)
COHW(42): 0.94% Top=INFN LVLT NMBL AAPL BRCD RKUS SMCI OLED ….. CCI VRSN JNPR ANET PANW WIN LXK KN=Bottom (Computer Hardware/Telecom)
CHEM(31): 0.94% Top=CHMT AXLL GPRE HUN OLN POL AGU MEOH ….. PPG PX SHW OMG EMN CF FTK AXTA=Bottom (Chemicals/Fertilizers)
MATE(31): 0.87% Top=CVA FLR BCC MTZ RYN MAS USG DY ….. TREX LEN WY SRCL MDC DHI KBH CAA=Bottom (Materials & Construction)
ELEC(49): 0.84% Top=IPHI TER IPGP QLGC AVGO CRUS SWKS FIT ….. MCHP SUNE FCS AYI XLNX MRVL CPHD SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(35): 0.69% Top=AIG AFL CNO MTG AXS SLF RDN PRU ….. FAF TRV VR CINF AWH PGR HIG AIZ=Bottom (Insurance)
LEIS(40): 0.52% Top=HOT DPZ HLT DNKN DRII WYN MAR SONC ….. RCL CMG CCL EAT EXPE WYNN PNRA QUNR=Bottom (Leisure)
REAL(85): 0.45% Top=CBG LGIH DDR HST HIW DRH PEB CBL ….. CIM OFC CONE HTA NNN LPT AGNC NRF=Bottom (Real Estate)
DISV(52): 0.38% Top=VNTV BAH ACM GPN JEC RBA EEFT SERV ….. ALLE ZG ATHN XRS AHS WTW TMH VRSK=Bottom (Diversified Services)
FINA(97): 0.35% Top=VLY CFR OCN WETF FHN WAL PVTB TCB ….. ESNT CIT WU PSEC ICE BX KKR EVER=Bottom (Banks/Financials)
ENER(86): 0.34% Top=RES ALJ DK HFC TSO VLO ETE MMP ….. NBR COG RRC APC DVN NOV SM HES=Bottom (Energy)
RETA(66): 0.32% Top=CAB ASNA AEO CHS GPS DKS URBN AN ….. COST CVS W NFLX EBAY FIVE WBA RAD=Bottom (Retail & Specialty Retail)
TRAN(38): 0.21% Top=CNI NSC SKYW GBX CSX GWR KSU CP ….. DAL XPO AAL ODFL WERN EXPD JBLU CHRW=Bottom (Transportation)
CONS(58): 0.15% Top=KS TPX UFS SON SCSS IP SHOO BMS ….. HAS ICON GT LULU COH KATE SKX OI=Bottom (Consumer)
COSW(88): -0.30% Top=NCR TSS AZPN MENT VMW TTWO NTCT IBM ….. BIDU TWOU ADP SFUN YELP TWTR SNCR AKAM=Bottom (Computer Software/Internet)
HEAL(63): -0.81% Top=BSX PRXL VAR STE LIVN CYH PKI MMSI ….. HCA UNH NUVA AET CNC ADPT ANTM ZLTQ=Bottom (Health)

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 9:51 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

10/27/2015

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

Closing Stats
by daytrend on 20151027. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 914.

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 (20151027 Closing)
13.1% of stocks are above yesterday’s high.
28.8% are above yesterday’s midpoint. (71.2% are below.)
47.4% are below yesterday’s low.
39.5% are inside yesterday’s range.
25.8% of stocks with today’s high > yesterday’s high. (74.2% less than).
72.6% of stocks with today’s low < yesterday’s low. (27.4% greater than).

EVIDENCE OF INTRADAY TREND (20151027 Closing)
39.3% of stocks are above today’s open. (59.8% are below).
23.6% of stocks are above today’s open and yesterday’s close.
57.9% are below both.
3.3% of stocks opened above yesterday’s high.
11.2% of stocks opened above yesterday’s close. (86.5% opened below yesterday’s close).
33.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151027 Closing)
10.9% of stocks are in the top 10% of today’s range.
18.9% are in the top 20%.
46.2% are in the top half. 53.8% of stocks are in the bottom half of today’s range.
16.6% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN (20151027 Closing)
25.8% of stocks are above yesterday’s close. (74.2% are below.)
1.3% are up 4.5% or more. 6.6% are down 4.5% or more.
2.3% are up 3.5% or more. 11.1% are down 3.5% or more.
43.8% are between +1% and -1%.

RSI on DAILY (20151027 Closing)
2-day: >=95:3.8%…>=90:7.7%…>=80:13.9%…>=50:33.3%…<=20:33.8%…<=10:17.9%…<=5:9.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.4%…>=50:51.9%…<=20:1.8%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:53.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151027 Closing)
13.1% above previous 1 highs, 47.4% below previous 1 lows
9.6% above previous 2 highs, 35.8% below previous 2 lows
8.2% above previous 3 highs, 24.8% below previous 3 lows
7.2% above previous 4 highs, 22.2% below previous 4 lows
6.8% above previous 5 highs, 20.7% below previous 5 lows
6.8% above previous 6 highs, 19.5% below previous 6 lows
6.7% above previous 7 highs, 18.8% below previous 7 lows
6.7% above previous 8 highs, 17.1% below previous 8 lows
6.3% above previous 9 highs, 15.9% below previous 9 lows
6.0% above previous 10 highs, 15.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151027 Closing)
25.8% are above or equal to 10/26 close (1 days ago), 74.2% are below.
30.5% are above or equal to 10/23 close (2 days ago), 69.5% are below.
44.0% are above or equal to 10/22 close (3 days ago), 56.0% are below.
55.9% are above or equal to 10/21 close (4 days ago), 44.1% are below.
44.6% are above or equal to 10/20 close (5 days ago), 55.4% are below.
47.9% are above or equal to 10/19 close (6 days ago), 52.1% are below.
46.6% are above or equal to 10/16 close (7 days ago), 53.4% are below.
49.3% are above or equal to 10/15 close (8 days ago), 50.7% are below.
57.5% are above or equal to 10/14 close (9 days ago), 42.5% are below.
53.8% are above or equal to 10/13 close (10 days ago), 46.2% are below.
46.5% are above or equal to 10/12 close (11 days ago), 53.5% are below.
47.5% are above or equal to 10/9 close (12 days ago), 52.5% are below.
47.9% are above or equal to 10/8 close (13 days ago), 52.1% are below.
52.7% are above or equal to 10/7 close (14 days ago), 47.3% are below.
58.6% are above or equal to 10/6 close (15 days ago), 41.4% are below.
59.6% are above or equal to 10/5 close (16 days ago), 40.4% are below.
70.2% are above or equal to 10/2 close (17 days ago), 29.8% are below.
74.5% are above or equal to 10/1 close (18 days ago), 25.5% are below.
75.7% are above or equal to 9/30 close (19 days ago), 24.3% are below.
80.1% are above or equal to 9/29 close (20 days ago), 19.9% are below.
78.3% are above or equal to 9/28 close (21 days ago), 21.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151027 Closing)
20d: 11.1% new highs, 8.1% new lows
21d: 11.1% new highs, 8.0% new lows
42d: 9.4% new highs, 7.0% new lows
63d: 4.8% new highs, 5.7% new lows
126d: 2.8% new highs, 5.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151027 Closing)
2-day: 25.5% above, 74.5% below
3-day: 26.9% above, 73.1% below
4-day: 32.9% above, 67.1% below
5-day: 42.9% above, 57.1% below
8-day: 44.6% above, 55.4% below
10-day: 46.9% above, 53.1% below
20-day: 54.7% above, 45.3% below
50-day: 57.5% above, 42.5% below
200-day: 35.7% above, 64.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151027 Closing)
HEAL(62): 0.56% Top=CNC ZLTQ WCG IRWD AET HNT EW MOH ….. BKD UHS ALGN MMSI HLS THC SPNC CYH=Bottom (Health)
RETA(66): -0.11% Top=RAD WBA BABA SFM W CVS TGT KSS ….. ANF BURL LAD ABG GES PIR LL BLDR=Bottom (Retail & Specialty Retail)
REAL(83): -0.23% Top=ACC TREE CUZ SPG KIM CLI CUBE BRX ….. AVB OUT NLY TWO NRZ AGNC NRF LGIH=Bottom (Real Estate)
LEIS(40): -0.23% Top=QUNR HOT WYN QSR DRII MAR HLT RCL ….. DRI PLAY LVS BJRI WYNN BLMN MGM CAKE=Bottom (Leisure)
ELEC(48): -0.40% Top=CPHD IDTI IPGP GLW FCS AMBA XLNX IPHI ….. SCTY FSLR TSL SPWR CSIQ QLGC SUNE MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(96): -0.78% Top=ICE WDR SYF NDAQ CBOE STT TD APO ….. WU AMP CIT ACAS SLM PFG LAZ OCN=Bottom (Banks/Financials)
COSW(86): -0.85% Top=BIDU JD ELLI CVLT YHOO VIPS CHKP CERN ….. SFUN IBM IACI LC YELP NCR XRX TWOU=Bottom (Computer Software/Internet)
CONS(58): -0.86% Top=COH WHR FOSL FL UA VFC TPX HBI ….. MAT SKX KS OI ICON KATE SEE DECK=Bottom (Consumer)
CHEM(31): -1.34% Top=OMG DD HUN CC EMN DOW MON APD ….. CF MOS MEOH POL WLK AXLL OLN FTK=Bottom (Chemicals/Fertilizers)
INSU(33): -1.39% Top=WRB ORI MMC TRV WSH CINF AON AGO ….. AWH MET ALL CNO TMK MTG HIG RDN=Bottom (Insurance)
COHW(42): -1.62% Top=NTGR PANW JNPR PLCM NTAP NMBL CSCO RKUS ….. SSYS ANET BBRY WIN TMUS CIEN LXK KN=Bottom (Computer Hardware/Telecom)
MATE(29): -1.73% Top=MAS WM RSG DY FAST VMC PHM WY ….. AWI USG TPH FLR MTZ CAA BCC MDC=Bottom (Materials & Construction)
MANU(45): -1.84% Top=CRS IR RS ROP AOS ITW XYL SWK ….. ERII ENS GNRC AME TEX MRC DDD CMI=Bottom (Manufacturing)
DISV(52): -1.92% Top=TMH WTW SERV MAN YY ALLE WOOF SSTK ….. APOL ZG FLT JEC GMT DV AAN RCII=Bottom (Diversified Services)
ENER(86): -2.18% Top=COG TSO VLO PBF PSX MPC ETE NFX ….. SEP WPX SM APC MUR RES UNT EXH=Bottom (Energy)
META(21): -3.09% Top=SLW FNV X ABX GG RGLD AEM STLD ….. CCJ SCCO SWC FCX SLCA TCK CNX BTU=Bottom (Metals & Mining)
TRAN(36): -3.58% Top=SWFT AAL UAL LUV DAL FDX HA ALK ….. UNP CP TDW TRN WERN NAT SAVE XPO=Bottom (Transportation)

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 @ 1:43 pm

Market Stats at 2:43 pm ET
by daytrend on 20151027. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 914.

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 (20151027 2:43 pm ET)
10.5% of stocks are above yesterday’s high.
23.6% are above yesterday’s midpoint. (76.4% are below.)
54.3% are below yesterday’s low.
35.2% are inside yesterday’s range.
24.7% of stocks with today’s high > yesterday’s high. (75.3% less than).
72.2% of stocks with today’s low < yesterday’s low. (27.8% greater than).

EVIDENCE OF INTRADAY TREND (20151027 2:43 pm ET)
29.9% of stocks are above today’s open. (69.3% are below).
18.1% of stocks are above today’s open and yesterday’s close.
67.2% are below both.
3.3% of stocks opened above yesterday’s high.
11.2% of stocks opened above yesterday’s close. (86.5% opened below yesterday’s close).
33.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151027 2:43 pm ET)
4.7% of stocks are in the top 10% of today’s range.
9.8% are in the top 20%.
31.9% are in the top half. 68.1% of stocks are in the bottom half of today’s range.
30.2% are in the bottom 20%.
13.6% are in the bottom 10%.

GAIN (20151027 2:43 pm ET)
20.4% of stocks are above yesterday’s close. (79.6% are below.)
1.2% are up 4.5% or more. 7.8% are down 4.5% or more.
2.1% are up 3.5% or more. 12.0% are down 3.5% or more.
38.9% are between +1% and -1%.

RSI on DAILY (20151027 2:43 pm ET)
2-day: >=95:3.3%…>=90:6.3%…>=80:10.8%…>=50:27.0%…<=20:35.6%…<=10:19.9%…<=5:10.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.4%…>=50:48.6%…<=20:1.9%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:52.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151027 2:43 pm ET)
10.5% above previous 1 highs, 54.3% below previous 1 lows
8.1% above previous 2 highs, 42.3% below previous 2 lows
6.8% above previous 3 highs, 27.7% below previous 3 lows
6.0% above previous 4 highs, 24.8% below previous 4 lows
5.8% above previous 5 highs, 23.0% below previous 5 lows
5.6% above previous 6 highs, 22.0% below previous 6 lows
5.5% above previous 7 highs, 21.2% below previous 7 lows
5.5% above previous 8 highs, 18.8% below previous 8 lows
5.4% above previous 9 highs, 17.3% below previous 9 lows
5.0% above previous 10 highs, 16.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151027 2:43 pm ET)
20.4% are above or equal to 10/26 close (1 days ago), 79.6% are below.
26.3% are above or equal to 10/23 close (2 days ago), 73.7% are below.
39.9% are above or equal to 10/22 close (3 days ago), 60.1% are below.
54.3% are above or equal to 10/21 close (4 days ago), 45.7% are below.
42.5% are above or equal to 10/20 close (5 days ago), 57.5% are below.
45.0% are above or equal to 10/19 close (6 days ago), 55.0% are below.
44.9% are above or equal to 10/16 close (7 days ago), 55.1% are below.
46.5% are above or equal to 10/15 close (8 days ago), 53.5% are below.
55.5% are above or equal to 10/14 close (9 days ago), 44.5% are below.
52.4% are above or equal to 10/13 close (10 days ago), 47.6% are below.
45.3% are above or equal to 10/12 close (11 days ago), 54.7% are below.
45.7% are above or equal to 10/9 close (12 days ago), 54.3% are below.
46.1% are above or equal to 10/8 close (13 days ago), 53.9% are below.
51.2% are above or equal to 10/7 close (14 days ago), 48.8% are below.
57.0% are above or equal to 10/6 close (15 days ago), 43.0% are below.
57.9% are above or equal to 10/5 close (16 days ago), 42.1% are below.
69.1% are above or equal to 10/2 close (17 days ago), 30.9% are below.
73.7% are above or equal to 10/1 close (18 days ago), 26.3% are below.
75.3% are above or equal to 9/30 close (19 days ago), 24.7% are below.
79.0% are above or equal to 9/29 close (20 days ago), 21.0% are below.
78.1% are above or equal to 9/28 close (21 days ago), 21.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151027 2:43 pm ET)
20d: 10.7% new highs, 8.0% new lows
21d: 10.7% new highs, 7.9% new lows
42d: 9.1% new highs, 7.0% new lows
63d: 4.6% new highs, 5.7% new lows
126d: 2.7% new highs, 5.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151027 2:43 pm ET)
2-day: 20.1% above, 79.9% below
3-day: 22.1% above, 77.9% below
4-day: 27.8% above, 72.2% below
5-day: 36.7% above, 63.3% below
8-day: 40.6% above, 59.4% below
10-day: 44.3% above, 55.7% below
20-day: 52.2% above, 47.8% below
50-day: 57.1% above, 42.9% below
200-day: 34.6% above, 65.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151027 2:43 pm ET)
HEAL(62): 0.22% Top=CNC WCG MOH HNT LH UNH AET IRWD ….. HLS LDRH MMSI ALGN THC BKD SPNC CYH=Bottom (Health)
LEIS(40): -0.29% Top=QUNR HOT WYN QSR DRII MAR HLT RCL ….. BLMN LVS SIX PLAY BJRI MGM WYNN CAKE=Bottom (Leisure)
REAL(83): -0.43% Top=ACC BRX CUBE TREE SPG EXR KIM DDR ….. OUT NLY AVB TWO NRZ NRF AGNC LGIH=Bottom (Real Estate)
RETA(66): -0.45% Top=RAD WBA BABA SFM CVS W AMZN EBAY ….. ABG ANF LAD LL GES BURL PIR BLDR=Bottom (Retail & Specialty Retail)
ELEC(48): -0.64% Top=CPHD IDTI IPGP GLW AMBA FCS XLNX IPHI ….. SCTY FSLR TSL SPWR QLGC CSIQ SUNE MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(96): -1.01% Top=ICE WDR STT NDAQ CBOE SYF PBCT TD ….. CIT CFR ACAS LAZ WU SLM PFG OCN=Bottom (Banks/Financials)
CONS(58): -1.11% Top=COH WHR FOSL UA FL HBI GIL CL ….. SKX SCSS KS KATE OI ICON SEE DECK=Bottom (Consumer)
COSW(86): -1.20% Top=BIDU CVLT YHOO CDNS JD ELLI VIPS CHKP ….. IBM SNCR IACI LC XRX YELP NCR TWOU=Bottom (Computer Software/Internet)
CHEM(31): -1.49% Top=OMG HUN DD EMN CC DOW MON APD ….. ASH MEOH AXLL POL MOS OLN WLK FTK=Bottom (Chemicals/Fertilizers)
INSU(33): -1.60% Top=WRB ORI MMC TRV CINF AON AGO WSH ….. PRU MET ALL CNO TMK HIG MTG RDN=Bottom (Insurance)
COHW(42): -1.80% Top=NTGR PANW JNPR PLCM NTAP SYNA CSCO AAPL ….. ANET WIN SSYS BBRY TMUS CIEN LXK KN=Bottom (Computer Hardware/Telecom)
MANU(45): -2.03% Top=IR CRS SWK GE ITW XYL RS ROP ….. JKS ERII GNRC AME DDD TEX MRC CMI=Bottom (Manufacturing)
MATE(29): -2.13% Top=MAS WM RSG DY FAST PWR OC CLH ….. DHI TOL TPH AWI BCC CAA EXP MDC=Bottom (Materials & Construction)
DISV(52): -2.20% Top=WTW TMH WOOF SERV ALLE SSTK MAN YY ….. APOL JEC FLT ZG GMT DV AAN RCII=Bottom (Diversified Services)
ENER(86): -2.51% Top=COG VLO TSO PBF MRD MPC PSX MTDR ….. MWE APC ATW SPN SM WPX UNT EXH=Bottom (Energy)
META(21): -3.53% Top=FNV SLW ABX GG AEM NEM RGLD STLD ….. CCJ CMC SWC FCX SLCA TCK BTU CNX=Bottom (Metals & Mining)
TRAN(36): -4.05% Top=SWFT AAL UAL LUV DAL FDX HA ALK ….. BRS ODFL TRN WERN TDW NAT SAVE XPO=Bottom (Transportation)

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 2:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:23 pm

Market Stats at 1:22 pm ET
by daytrend on 20151027. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 914.

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 (20151027 1:22 pm ET)
7.4% of stocks are above yesterday’s high.
19.0% are above yesterday’s midpoint. (81.0% are below.)
57.1% are below yesterday’s low.
35.4% are inside yesterday’s range.
23.9% of stocks with today’s high > yesterday’s high. (76.1% less than).
70.8% of stocks with today’s low < yesterday’s low. (29.2% greater than).

EVIDENCE OF INTRADAY TREND (20151027 1:22 pm ET)
25.7% of stocks are above today’s open. (73.3% are below).
14.3% of stocks are above today’s open and yesterday’s close.
71.2% are below both.
3.3% of stocks opened above yesterday’s high.
11.2% of stocks opened above yesterday’s close. (86.5% opened below yesterday’s close).
33.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151027 1:22 pm ET)
1.0% of stocks are in the top 10% of today’s range.
3.9% are in the top 20%.
23.1% are in the top half. 76.9% of stocks are in the bottom half of today’s range.
51.3% are in the bottom 20%.
32.6% are in the bottom 10%.

GAIN (20151027 1:22 pm ET)
17.1% of stocks are above yesterday’s close. (82.9% are below.)
0.9% are up 4.5% or more. 8.5% are down 4.5% or more.
1.2% are up 3.5% or more. 13.5% are down 3.5% or more.
36.4% are between +1% and -1%.

RSI on DAILY (20151027 1:22 pm ET)
2-day: >=95:2.8%…>=90:4.8%…>=80:9.5%…>=50:22.5%…<=20:38.6%…<=10:21.3%…<=5:10.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:47.6%…<=20:2.2%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:49.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151027 1:22 pm ET)
7.4% above previous 1 highs, 57.1% below previous 1 lows
6.0% above previous 2 highs, 44.5% below previous 2 lows
5.0% above previous 3 highs, 30.4% below previous 3 lows
4.0% above previous 4 highs, 27.2% below previous 4 lows
3.7% above previous 5 highs, 25.4% below previous 5 lows
3.7% above previous 6 highs, 24.4% below previous 6 lows
3.7% above previous 7 highs, 23.6% below previous 7 lows
3.7% above previous 8 highs, 21.2% below previous 8 lows
3.6% above previous 9 highs, 19.6% below previous 9 lows
3.4% above previous 10 highs, 19.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151027 1:22 pm ET)
17.1% are above or equal to 10/26 close (1 days ago), 82.9% are below.
22.3% are above or equal to 10/23 close (2 days ago), 77.7% are below.
37.4% are above or equal to 10/22 close (3 days ago), 62.6% are below.
52.5% are above or equal to 10/21 close (4 days ago), 47.5% are below.
40.8% are above or equal to 10/20 close (5 days ago), 59.2% are below.
44.0% are above or equal to 10/19 close (6 days ago), 56.0% are below.
43.7% are above or equal to 10/16 close (7 days ago), 56.3% are below.
45.8% are above or equal to 10/15 close (8 days ago), 54.2% are below.
54.5% are above or equal to 10/14 close (9 days ago), 45.5% are below.
51.2% are above or equal to 10/13 close (10 days ago), 48.8% are below.
44.2% are above or equal to 10/12 close (11 days ago), 55.8% are below.
44.3% are above or equal to 10/9 close (12 days ago), 55.7% are below.
44.6% are above or equal to 10/8 close (13 days ago), 55.4% are below.
50.0% are above or equal to 10/7 close (14 days ago), 50.0% are below.
55.6% are above or equal to 10/6 close (15 days ago), 44.4% are below.
56.0% are above or equal to 10/5 close (16 days ago), 44.0% are below.
67.5% are above or equal to 10/2 close (17 days ago), 32.5% are below.
73.2% are above or equal to 10/1 close (18 days ago), 26.8% are below.
74.6% are above or equal to 9/30 close (19 days ago), 25.4% are below.
78.6% are above or equal to 9/29 close (20 days ago), 21.4% are below.
77.5% are above or equal to 9/28 close (21 days ago), 22.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151027 1:22 pm ET)
20d: 9.5% new highs, 7.7% new lows
21d: 9.5% new highs, 7.5% new lows
42d: 8.2% new highs, 6.7% new lows
63d: 4.2% new highs, 5.3% new lows
126d: 2.5% new highs, 5.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151027 1:22 pm ET)
2-day: 16.3% above, 83.7% below
3-day: 17.9% above, 82.1% below
4-day: 23.7% above, 76.3% below
5-day: 33.2% above, 66.8% below
8-day: 37.9% above, 62.1% below
10-day: 42.3% above, 57.7% below
20-day: 51.1% above, 48.9% below
50-day: 56.2% above, 43.8% below
200-day: 33.4% above, 66.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151027 1:22 pm ET)
HEAL(62): -0.29% Top=CNC EW HNT LH WCG BCR BAX ZLTQ ….. KND SPNC OPK ALGN BKD THC LDRH CYH=Bottom (Health)
ELEC(48): -0.64% Top=IDTI CPHD GLW IPGP AMBA FCS XLNX CAVM ….. QLGC FSLR TSL SCTY SPWR CSIQ SUNE MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(66): -0.81% Top=RAD WBA BABA SFM CVS W AMZN COST ….. DKS LL ASNA GES ANF BURL PIR BLDR=Bottom (Retail & Specialty Retail)
REAL(83): -0.81% Top=ACC BRX CUBE SPG TREE EXR KIM BXP ….. HPT LHO SHO DRH NRZ NRF LGIH AGNC=Bottom (Real Estate)
LEIS(40): -0.99% Top=QUNR QSR WYN DRII CCL RCL MAR MCD ….. SIX WYNN BJRI BLMN LVS PLAY MGM CAKE=Bottom (Leisure)
FINA(96): -1.06% Top=ICE STT PBCT CBOE TD WDR FMER HCBK ….. AMTD BX ACAS SCHW SLM LAZ PFG OCN=Bottom (Banks/Financials)
COSW(86): -1.12% Top=BIDU CVLT VIPS CDNS ELLI YHOO JD CERN ….. TRIP FEYE XRX IACI NCR LC YELP TWOU=Bottom (Computer Software/Internet)
CONS(58): -1.43% Top=COH WHR UA HBI GIL CL SHOO CLX ….. KATE UFS SKX ICON OI KS SEE DECK=Bottom (Consumer)
COHW(42): -1.71% Top=NTGR PANW PLCM JNPR SYNA NTAP WDC AAPL ….. CTL ANET BBRY SSYS TMUS CIEN LXK KN=Bottom (Computer Hardware/Telecom)
INSU(33): -1.81% Top=MMC WRB ORI TRV AON AFL VR CINF ….. MBI ALL MET CNO TMK MTG HIG RDN=Bottom (Insurance)
CHEM(31): -1.95% Top=OMG DD DOW EMN HUN MON CC APD ….. CF POL GPRE FTK MOS WLK OLN AXLL=Bottom (Chemicals/Fertilizers)
MANU(45): -2.15% Top=IR CRS RS GE SWK ITW XYL HON ….. JOY JKS AME DDD GNRC MRC TEX CMI=Bottom (Manufacturing)
DISV(52): -2.31% Top=WTW TMH WOOF SERV YY XRS ALLE MAN ….. APOL R JEC GMT ZG DV AAN RCII=Bottom (Diversified Services)
MATE(29): -2.43% Top=WM MAS RSG SRCL FAST PWR CLH PHM ….. DHI TOL AWI TPH BCC CAA MDC EXP=Bottom (Materials & Construction)
ENER(86): -2.76% Top=COG TSO PBF VLO SLB GPOR PAA MPC ….. OAS APC LPI WPX ATW UNT EXH SM=Bottom (Energy)
META(21): -3.32% Top=FNV SLW ABX STLD NEM AEM AA GG ….. CMC CCJ SLCA SWC FCX TCK BTU CNX=Bottom (Metals & Mining)
TRAN(36): -4.16% Top=SWFT UAL AAL LUV FDX DAL HA ALK ….. CP ODFL WERN NAT BRS TDW SAVE XPO=Bottom (Transportation)

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 1:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:26 am

Market Stats at 11:25 am ET
by daytrend on 20151027. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 914.

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 (20151027 11:25 am ET)
10.1% of stocks are above yesterday’s high.
29.9% are above yesterday’s midpoint. (70.1% are below.)
42.1% are below yesterday’s low.
47.8% are inside yesterday’s range.
22.3% of stocks with today’s high > yesterday’s high. (77.7% less than).
65.2% of stocks with today’s low < yesterday’s low. (34.8% greater than).

EVIDENCE OF INTRADAY TREND (20151027 11:25 am ET)
43.3% of stocks are above today’s open. (55.3% are below).
24.6% of stocks are above today’s open and yesterday’s close.
53.2% are below both.
3.3% of stocks opened above yesterday’s high.
11.2% of stocks opened above yesterday’s close. (86.5% opened below yesterday’s close).
33.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151027 11:25 am ET)
8.9% of stocks are in the top 10% of today’s range.
19.1% are in the top 20%.
45.2% are in the top half. 54.8% of stocks are in the bottom half of today’s range.
22.4% are in the bottom 20%.
9.2% are in the bottom 10%.

GAIN (20151027 11:25 am ET)
28.0% of stocks are above yesterday’s close. (72.0% are below.)
0.5% are up 4.5% or more. 3.7% are down 4.5% or more.
1.6% are up 3.5% or more. 7.0% are down 3.5% or more.
51.3% are between +1% and -1%.

RSI on DAILY (20151027 11:25 am ET)
2-day: >=95:3.3%…>=90:6.6%…>=80:13.6%…>=50:35.8%…<=20:30.5%…<=10:16.8%…<=5:9.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.6%…>=50:53.7%…<=20:1.4%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:55.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151027 11:25 am ET)
10.1% above previous 1 highs, 42.1% below previous 1 lows
6.9% above previous 2 highs, 32.5% below previous 2 lows
6.1% above previous 3 highs, 22.0% below previous 3 lows
5.3% above previous 4 highs, 19.5% below previous 4 lows
5.0% above previous 5 highs, 18.6% below previous 5 lows
4.8% above previous 6 highs, 17.5% below previous 6 lows
4.8% above previous 7 highs, 16.7% below previous 7 lows
4.7% above previous 8 highs, 14.8% below previous 8 lows
4.6% above previous 9 highs, 13.3% below previous 9 lows
4.4% above previous 10 highs, 12.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151027 11:25 am ET)
28.0% are above or equal to 10/26 close (1 days ago), 72.0% are below.
30.4% are above or equal to 10/23 close (2 days ago), 69.6% are below.
44.5% are above or equal to 10/22 close (3 days ago), 55.5% are below.
58.3% are above or equal to 10/21 close (4 days ago), 41.7% are below.
46.1% are above or equal to 10/20 close (5 days ago), 53.9% are below.
48.6% are above or equal to 10/19 close (6 days ago), 51.4% are below.
48.2% are above or equal to 10/16 close (7 days ago), 51.8% are below.
49.9% are above or equal to 10/15 close (8 days ago), 50.1% are below.
58.5% are above or equal to 10/14 close (9 days ago), 41.5% are below.
53.9% are above or equal to 10/13 close (10 days ago), 46.1% are below.
48.1% are above or equal to 10/12 close (11 days ago), 51.9% are below.
47.0% are above or equal to 10/9 close (12 days ago), 53.0% are below.
48.8% are above or equal to 10/8 close (13 days ago), 51.2% are below.
53.5% are above or equal to 10/7 close (14 days ago), 46.5% are below.
59.7% are above or equal to 10/6 close (15 days ago), 40.3% are below.
60.3% are above or equal to 10/5 close (16 days ago), 39.7% are below.
71.0% are above or equal to 10/2 close (17 days ago), 29.0% are below.
74.5% are above or equal to 10/1 close (18 days ago), 25.5% are below.
76.1% are above or equal to 9/30 close (19 days ago), 23.9% are below.
80.4% are above or equal to 9/29 close (20 days ago), 19.6% are below.
79.1% are above or equal to 9/28 close (21 days ago), 20.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151027 11:25 am ET)
20d: 8.6% new highs, 6.1% new lows
21d: 8.6% new highs, 5.8% new lows
42d: 7.2% new highs, 4.9% new lows
63d: 3.8% new highs, 4.2% new lows
126d: 2.3% new highs, 3.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151027 11:25 am ET)
2-day: 26.7% above, 73.3% below
3-day: 27.0% above, 73.0% below
4-day: 35.4% above, 64.6% below
5-day: 45.0% above, 55.0% below
8-day: 45.7% above, 54.3% below
10-day: 48.1% above, 51.9% below
20-day: 56.0% above, 44.0% below
50-day: 59.7% above, 40.3% below
200-day: 35.1% above, 64.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151027 11:25 am ET)
HEAL(62): 0.23% Top=EW CNC WCG BCR BAX IRWD RMD MOH ….. UHS BKD OPK ALGN THC ADPT LDRH CYH=Bottom (Health)
ELEC(48): 0.06% Top=IDTI CPHD IPGP FCS GLW AMBA IPHI JBL ….. QRVO TSL FSLR SPWR CSIQ SCTY SUNE MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(83): -0.26% Top=ACC CUBE BRX SPG EXR TCO OFC HTA ….. RLJ SHO DRH RLGY NRF LGIH NRZ AGNC=Bottom (Real Estate)
FINA(96): -0.42% Top=ICE FNFG FMER PVTB CTLT PBCT CFG SNV ….. HAWK LAZ PFG BX KKR AMTD OCN WU=Bottom (Banks/Financials)
COSW(86): -0.56% Top=CDNS BIDU CVLT VIPS YHOO CERN ELLI JD ….. SFUN WUBA NCR IACI XRX LC TWOU YELP=Bottom (Computer Software/Internet)
RETA(66): -0.75% Top=BABA SFM WBA KORS EBAY CVS AMZN TGT ….. KR DSW BURL DKS BLDR ANF GES PIR=Bottom (Retail & Specialty Retail)
LEIS(40): -0.85% Top=QSR WYN DRII VAC CCL MAR WEN RCL ….. PNRA WYNN SIX GPRO EAT LVS MGM CAKE=Bottom (Leisure)
CONS(58): -0.90% Top=COH WHR FL TPX CHD FOSL HBI RL ….. KATE GPK UFS OI KS SEE SKX DECK=Bottom (Consumer)
COHW(42): -1.22% Top=NTGR SYNA AAPL SMCI NTAP JNPR PLCM MSI ….. BCE BBRY CTL SSYS TMUS CIEN LXK KN=Bottom (Computer Hardware/Telecom)
MANU(45): -1.24% Top=CRS IR RS GE ITW HON ATI PNR ….. GNRC JKS JOY DDD TEX MRC AME CMI=Bottom (Manufacturing)
INSU(33): -1.26% Top=ORI WRB TRV MMC AFL CINF FAF VR ….. MET CNO ALL MBI TMK MTG HIG RDN=Bottom (Insurance)
MATE(29): -1.31% Top=WM MAS RSG PWR CLH SRCL WY RYN ….. CSTE TPH MLM BCC AWI CAA EXP MDC=Bottom (Materials & Construction)
CHEM(31): -1.33% Top=OMG HUN DD EMN DOW MON APD PX ….. POL GPRE MEOH MOS FTK OLN WLK AXLL=Bottom (Chemicals/Fertilizers)
DISV(52): -1.59% Top=TMH WTW SERV WOOF SSTK YY AHS ALLE ….. ZG R ADT GMT APOL DV AAN RCII=Bottom (Diversified Services)
ENER(86): -1.95% Top=COG PBF GPOR MTDR VLO SLB HP TSO ….. PAGP MUR WPX EXH CLR LPI CPE SM=Bottom (Energy)
META(21): -2.06% Top=FNV SLW STLD AA CMC GG NUE AEM ….. CCJ SCCO SWC SLCA FCX TCK CNX BTU=Bottom (Metals & Mining)
TRAN(36): -3.45% Top=UAL FDX AAL DAL EXPD LUV STNG HA ….. BRS CP ODFL TDW NAT JBLU SAVE XPO=Bottom (Transportation)

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 11:25 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:08 am

Market Stats at 10:07 am ET
by daytrend on 20151027. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 915.

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 (20151027 10:07 am ET)
9.0% of stocks are above yesterday’s high.
32.8% are above yesterday’s midpoint. (67.2% are below.)
31.5% are below yesterday’s low.
59.6% are inside yesterday’s range.
19.8% of stocks with today’s high > yesterday’s high. (80.2% less than).
58.3% of stocks with today’s low < yesterday’s low. (41.7% greater than).

EVIDENCE OF INTRADAY TREND (20151027 10:07 am ET)
55.5% of stocks are above today’s open. (43.0% are below).
28.7% of stocks are above today’s open and yesterday’s close.
41.0% are below both.
3.3% of stocks opened above yesterday’s high.
11.1% of stocks opened above yesterday’s close. (86.6% opened below yesterday’s close).
33.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151027 10:07 am ET)
14.3% of stocks are in the top 10% of today’s range.
27.5% are in the top 20%.
60.5% are in the top half. 39.5% of stocks are in the bottom half of today’s range.
16.6% are in the bottom 20%.
9.6% are in the bottom 10%.

GAIN (20151027 10:07 am ET)
31.4% of stocks are above yesterday’s close. (68.6% are below.)
0.8% are up 4.5% or more. 2.4% are down 4.5% or more.
1.1% are up 3.5% or more. 3.7% are down 3.5% or more.
65.5% are between +1% and -1%.

RSI on DAILY (20151027 10:07 am ET)
2-day: >=95:3.3%…>=90:5.5%…>=80:13.3%…>=50:40.2%…<=20:24.6%…<=10:13.2%…<=5:7.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.1%…>=50:57.6%…<=20:1.4%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:58.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151027 10:07 am ET)
9.0% above previous 1 highs, 31.5% below previous 1 lows
7.0% above previous 2 highs, 24.2% below previous 2 lows
5.7% above previous 3 highs, 15.1% below previous 3 lows
4.6% above previous 4 highs, 13.0% below previous 4 lows
4.3% above previous 5 highs, 11.8% below previous 5 lows
4.0% above previous 6 highs, 10.8% below previous 6 lows
3.9% above previous 7 highs, 10.3% below previous 7 lows
3.8% above previous 8 highs, 9.6% below previous 8 lows
3.6% above previous 9 highs, 9.2% below previous 9 lows
3.4% above previous 10 highs, 9.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151027 10:07 am ET)
31.4% are above or equal to 10/26 close (1 days ago), 68.6% are below.
33.8% are above or equal to 10/23 close (2 days ago), 66.2% are below.
48.5% are above or equal to 10/22 close (3 days ago), 51.5% are below.
62.3% are above or equal to 10/21 close (4 days ago), 37.7% are below.
48.5% are above or equal to 10/20 close (5 days ago), 51.5% are below.
51.5% are above or equal to 10/19 close (6 days ago), 48.5% are below.
51.1% are above or equal to 10/16 close (7 days ago), 48.9% are below.
53.3% are above or equal to 10/15 close (8 days ago), 46.7% are below.
60.7% are above or equal to 10/14 close (9 days ago), 39.3% are below.
57.5% are above or equal to 10/13 close (10 days ago), 42.5% are below.
50.1% are above or equal to 10/12 close (11 days ago), 49.9% are below.
49.2% are above or equal to 10/9 close (12 days ago), 50.8% are below.
50.3% are above or equal to 10/8 close (13 days ago), 49.7% are below.
55.7% are above or equal to 10/7 close (14 days ago), 44.3% are below.
61.1% are above or equal to 10/6 close (15 days ago), 38.9% are below.
62.2% are above or equal to 10/5 close (16 days ago), 37.8% are below.
72.2% are above or equal to 10/2 close (17 days ago), 27.8% are below.
75.7% are above or equal to 10/1 close (18 days ago), 24.3% are below.
76.5% are above or equal to 9/30 close (19 days ago), 23.5% are below.
81.3% are above or equal to 9/29 close (20 days ago), 18.7% are below.
80.0% are above or equal to 9/28 close (21 days ago), 20.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151027 10:07 am ET)
20d: 7.0% new highs, 4.7% new lows
21d: 7.0% new highs, 4.6% new lows
42d: 5.7% new highs, 3.9% new lows
63d: 2.8% new highs, 3.5% new lows
126d: 1.6% new highs, 3.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151027 10:07 am ET)
2-day: 30.6% above, 69.4% below
3-day: 29.5% above, 70.5% below
4-day: 38.4% above, 61.6% below
5-day: 50.2% above, 49.8% below
8-day: 50.3% above, 49.7% below
10-day: 52.0% above, 48.0% below
20-day: 60.0% above, 40.0% below
50-day: 62.4% above, 37.6% below
200-day: 35.7% above, 64.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151027 10:07 am ET)
HEAL(62): 0.56% Top=EW CNC MOH IRWD BAX WCG HNT BCR ….. SIRO VAR STJ BKD LDRH ALGN MMSI OPK=Bottom (Health)
ELEC(48): 0.09% Top=IDTI GLW CPHD AMBA IPHI AMAT CAVM CRUS ….. SPWR TSL TEL FSLR SCTY CSIQ SUNE MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(83): -0.07% Top=BRX TCO EXR DFT ACC CUBE SPG PCL ….. VTR AVB LHO DLR NLY NRZ LGIH AGNC=Bottom (Real Estate)
RETA(66): -0.20% Top=BABA SFM KORS SPLS BIG WBA LL NFLX ….. LAD ABG BURL DKS GES DSW BLDR KR=Bottom (Retail & Specialty Retail)
CHEM(31): -0.30% Top=HUN OMG DD EMN DOW MON PX PPG ….. CHMT MOS CF SHW CC POL AXLL WLK=Bottom (Chemicals/Fertilizers)
COSW(86): -0.37% Top=YHOO CDNS VIPS BIDU CVLT ELLI VMW JD ….. PAYC NCR TRIP MDSO XRX LC IACI YELP=Bottom (Computer Software/Internet)
LEIS(40): -0.39% Top=WYN QSR DRII WYNN SEAS WEN PLAY VAC ….. BLMN JACK SIX SONC BJRI EAT QUNR CAKE=Bottom (Leisure)
FINA(96): -0.41% Top=ICE FNFG CTLT FMER WBS SNV PVTB BOFI ….. PFG KKR LAZ BX MS OCN AMTD WU=Bottom (Banks/Financials)
CONS(58): -0.52% Top=COH LULU FL RL UA PVH PAY CHD ….. OI HAR BLL CCK SHOO SEE SKX DECK=Bottom (Consumer)
META(21): -0.74% Top=SLW AA AEM RGLD NEM FNV GG X ….. FCX CMC SCCO CCJ SLCA TCK CNX BTU=Bottom (Metals & Mining)
COHW(42): -0.84% Top=NTGR SMCI NTAP WIN PANW BRCD SYNA ARRS ….. COMM BCE OLED SSYS TMUS LXK CIEN KN=Bottom (Computer Hardware/Telecom)
MATE(29): -0.94% Top=EXP RYN PWR WM CLH RSG OC MLM ….. DY LEN CSTE TOL KBH DHI CAA MDC=Bottom (Materials & Construction)
MANU(45): -0.99% Top=CRS ATI RS IR ZBRA AOS HON ITW ….. JOY DOV TKR ETN TEX MRC AME CMI=Bottom (Manufacturing)
INSU(33): -1.06% Top=WRB ORI TRV VR FAF AFL CINF AWH ….. PRU WSH MET MTG TMK XL RDN HIG=Bottom (Insurance)
DISV(52): -1.15% Top=WTW YY SERV WOOF SSTK MAN ATHN AHS ….. ADT CAR DV R APOL GMT AAN RCII=Bottom (Diversified Services)
ENER(87): -1.31% Top=CRR CIE HP FET PBF COG VLO RES ….. PXD SN SEP CPE SM CLR LPI APA=Bottom (Energy)
TRAN(36): -2.29% Top=SWFT UAL AAL LUV FDX DAL STNG VA ….. HA CP TDW ODFL NAT SAVE XPO JBLU=Bottom (Transportation)

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 10:07 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

10/26/2015

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

Closing Stats
by daytrend on 20151026. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 920.

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 (20151026 Closing)
15.5% of stocks are above yesterday’s high.
47.1% are above yesterday’s midpoint. (52.9% are below.)
22.7% are below yesterday’s low.
61.7% are inside yesterday’s range.
38.4% of stocks with today’s high > yesterday’s high. (61.6% less than).
40.5% of stocks with today’s low < yesterday’s low. (59.5% greater than).

EVIDENCE OF INTRADAY TREND (20151026 Closing)
39.3% of stocks are above today’s open. (58.5% are below).
33.7% of stocks are above today’s open and yesterday’s close.
54.2% are below both.
6.1% of stocks opened above yesterday’s high.
39.1% of stocks opened above yesterday’s close. (51.8% opened below yesterday’s close).
4.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151026 Closing)
6.6% of stocks are in the top 10% of today’s range.
17.2% are in the top 20%.
45.2% are in the top half. 54.8% of stocks are in the bottom half of today’s range.
27.1% are in the bottom 20%.
13.8% are in the bottom 10%.

GAIN (20151026 Closing)
40.5% of stocks are above yesterday’s close. (59.5% are below.)
1.3% are up 4.5% or more. 3.9% are down 4.5% or more.
1.8% are up 3.5% or more. 7.4% are down 3.5% or more.
55.4% are between +1% and -1%.

RSI on DAILY (20151026 Closing)
2-day: >=95:7.1%…>=90:12.4%…>=80:22.8%…>=50:54.8%…<=20:17.6%…<=10:9.1%…<=5:5.8%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.4%…>=50:64.0%…<=20:1.0%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:64.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151026 Closing)
15.5% above previous 1 highs, 22.7% below previous 1 lows
12.6% above previous 2 highs, 13.9% below previous 2 lows
10.7% above previous 3 highs, 11.4% below previous 3 lows
9.3% above previous 4 highs, 10.9% below previous 4 lows
8.7% above previous 5 highs, 9.9% below previous 5 lows
8.4% above previous 6 highs, 9.2% below previous 6 lows
8.4% above previous 7 highs, 7.8% below previous 7 lows
8.4% above previous 8 highs, 7.5% below previous 8 lows
8.3% above previous 9 highs, 7.3% below previous 9 lows
7.9% above previous 10 highs, 7.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151026 Closing)
40.5% are above or equal to 10/23 close (1 days ago), 59.5% are below.
56.6% are above or equal to 10/22 close (2 days ago), 43.4% are below.
65.8% are above or equal to 10/21 close (3 days ago), 34.2% are below.
53.2% are above or equal to 10/20 close (4 days ago), 46.8% are below.
57.1% are above or equal to 10/19 close (5 days ago), 42.9% are below.
56.0% are above or equal to 10/16 close (6 days ago), 44.0% are below.
56.8% are above or equal to 10/15 close (7 days ago), 43.2% are below.
63.3% are above or equal to 10/14 close (8 days ago), 36.7% are below.
61.5% are above or equal to 10/13 close (9 days ago), 38.5% are below.
54.5% are above or equal to 10/12 close (10 days ago), 45.5% are below.
52.1% are above or equal to 10/9 close (11 days ago), 47.9% are below.
52.7% are above or equal to 10/8 close (12 days ago), 47.3% are below.
58.0% are above or equal to 10/7 close (13 days ago), 42.0% are below.
64.9% are above or equal to 10/6 close (14 days ago), 35.1% are below.
65.9% are above or equal to 10/5 close (15 days ago), 34.1% are below.
74.9% are above or equal to 10/2 close (16 days ago), 25.1% are below.
79.2% are above or equal to 10/1 close (17 days ago), 20.8% are below.
78.9% are above or equal to 9/30 close (18 days ago), 21.1% are below.
83.0% are above or equal to 9/29 close (19 days ago), 17.0% are below.
81.4% are above or equal to 9/28 close (20 days ago), 18.6% are below.
72.6% are above or equal to 9/25 close (21 days ago), 27.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151026 Closing)
20d: 17.5% new highs, 3.9% new lows
21d: 17.2% new highs, 3.9% new lows
42d: 13.2% new highs, 3.2% new lows
63d: 7.5% new highs, 2.9% new lows
126d: 5.4% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151026 Closing)
2-day: 37.8% above, 62.2% below
3-day: 50.3% above, 49.7% below
4-day: 59.8% above, 40.2% below
5-day: 57.8% above, 42.2% below
8-day: 56.8% above, 43.2% below
10-day: 58.6% above, 41.4% below
20-day: 67.3% above, 32.7% below
50-day: 63.9% above, 36.1% below
200-day: 35.9% above, 64.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151026 Closing)
LEIS(40): 1.17% Top=QUNR SONC BWLD BLMN JACK CAKE EXPE QSR ….. MCD DRII LVS SIX SHAK GPRO WYNN BJRI=Bottom (Leisure)
COSW(87): 0.45% Top=YELP BIDU WUBA AWAY TWOU CYBR FEYE VMW ….. DATA MANH IACI MDSO SPLK QLIK XRX BITA=Bottom (Computer Software/Internet)
RETA(66): 0.32% Top=DKS PIR NFLX KSS SBH RH SPLS LB ….. GME RAD DSW BLDR TFM WFM LL SFM=Bottom (Retail & Specialty Retail)
HEAL(63): -0.08% Top=LH NVRO HLS HOLX AET UHS THC CNC ….. OPK ZLTQ EW KND EVHC LDRH CSII MD=Bottom (Health)
CONS(58): -0.08% Top=VFC TPX WHR FL UA PVH CRI LEG ….. KS SCSS MLHR UFS SHOO DECK PAY GIL=Bottom (Consumer)
DISV(51): -0.08% Top=PCLN WTW HRB ULTA V AAN SBAC XRS ….. FLT BAH RBA KBR ACM APOL DV ATHN=Bottom (Diversified Services)
REAL(83): -0.11% Top=LGIH RLGY EQR SRC CUBE HIW OUT KIM ….. ARE SHO HST MPW PEB DRH RLJ NRF=Bottom (Real Estate)
INSU(34): -0.19% Top=FNF RDN MTG PGR TRV AJG ACE CLGX ….. LNC UNM HIG MMC TMK MET CNO ORI=Bottom (Insurance)
FINA(97): -0.41% Top=HAWK CG SEIC IBKR RJF GS CBOE EFX ….. HBAN SIVB JNS RF COF WETF CFG OCN=Bottom (Banks/Financials)
CHEM(31): -0.57% Top=GRA FTK VAL CE SHW HUN RPM DOW ….. EMN CC CF AXLL MEOH OLN OMG GPRE=Bottom (Chemicals/Fertilizers)
TRAN(36): -0.59% Top=JBLU VA UAL HA SWFT KNX AAL LUV ….. TRN STNG NAT TK BRS SAVE TNK TDW=Bottom (Transportation)
MATE(29): -0.61% Top=SRCL AWI USG CVA OC RSG MAS PWR ….. CLH DY FLR RYN CSTE WY VMC MLM=Bottom (Materials & Construction)
MANU(45): -1.02% Top=ROP LII AME MHK IR ZBRA IEX ITW ….. ENS JOY TEX AGCO ERII DE CRS ATI=Bottom (Manufacturing)
COHW(43): -1.31% Top=CIEN ZAYO CCI CTL CUDA VZ COMM VRSN ….. AAPL HPQ SMCI STX NTAP UBNT SSYS SYNA=Bottom (Computer Hardware/Telecom)
ELEC(49): -1.67% Top=CSIQ XLNX LRCX APH SUNE SNPS MSCC FSLR ….. MU ON FSL AVGO NXPI SWKS QRVO CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(87): -2.72% Top=DK ALJ FANG PBF CPE LPI MPC VLO ….. WPX ECA RRC FET QEP UNT SM SN=Bottom (Energy)
META(21): -3.29% Top=FNV PAAS SLW FCX SCCO CCJ RGLD STLD ….. NEM AEM GG AA SWC CNX BTU X=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 @ 1:20 pm

Market Stats at 2:19 pm ET
by daytrend on 20151026. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 920.

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 (20151026 2:19 pm ET)
12.8% of stocks are above yesterday’s high.
43.6% are above yesterday’s midpoint. (56.4% are below.)
22.6% are below yesterday’s low.
64.6% are inside yesterday’s range.
36.8% of stocks with today’s high > yesterday’s high. (63.2% less than).
38.7% of stocks with today’s low < yesterday’s low. (61.3% greater than).

EVIDENCE OF INTRADAY TREND (20151026 2:19 pm ET)
36.3% of stocks are above today’s open. (61.2% are below).
31.6% of stocks are above today’s open and yesterday’s close.
57.2% are below both.
6.1% of stocks opened above yesterday’s high.
39.1% of stocks opened above yesterday’s close. (51.8% opened below yesterday’s close).
4.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151026 2:19 pm ET)
5.4% of stocks are in the top 10% of today’s range.
14.0% are in the top 20%.
41.3% are in the top half. 58.7% of stocks are in the bottom half of today’s range.
31.4% are in the bottom 20%.
20.0% are in the bottom 10%.

GAIN (20151026 2:19 pm ET)
37.8% of stocks are above yesterday’s close. (62.2% are below.)
0.9% are up 4.5% or more. 3.9% are down 4.5% or more.
2.0% are up 3.5% or more. 7.1% are down 3.5% or more.
55.5% are between +1% and -1%.

RSI on DAILY (20151026 2:19 pm ET)
2-day: >=95:5.9%…>=90:12.0%…>=80:20.4%…>=50:53.4%…<=20:18.0%…<=10:9.8%…<=5:5.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.9%…>=50:63.3%…<=20:1.0%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:63.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151026 2:19 pm ET)
12.8% above previous 1 highs, 22.6% below previous 1 lows
10.0% above previous 2 highs, 13.5% below previous 2 lows
8.6% above previous 3 highs, 11.1% below previous 3 lows
7.8% above previous 4 highs, 10.4% below previous 4 lows
7.4% above previous 5 highs, 9.7% below previous 5 lows
7.2% above previous 6 highs, 9.0% below previous 6 lows
7.1% above previous 7 highs, 8.2% below previous 7 lows
7.1% above previous 8 highs, 7.9% below previous 8 lows
7.0% above previous 9 highs, 7.7% below previous 9 lows
6.6% above previous 10 highs, 7.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151026 2:19 pm ET)
37.8% are above or equal to 10/23 close (1 days ago), 62.2% are below.
53.7% are above or equal to 10/22 close (2 days ago), 46.3% are below.
65.9% are above or equal to 10/21 close (3 days ago), 34.1% are below.
52.4% are above or equal to 10/20 close (4 days ago), 47.6% are below.
56.0% are above or equal to 10/19 close (5 days ago), 44.0% are below.
55.1% are above or equal to 10/16 close (6 days ago), 44.9% are below.
56.4% are above or equal to 10/15 close (7 days ago), 43.6% are below.
62.7% are above or equal to 10/14 close (8 days ago), 37.3% are below.
61.4% are above or equal to 10/13 close (9 days ago), 38.6% are below.
53.7% are above or equal to 10/12 close (10 days ago), 46.3% are below.
51.4% are above or equal to 10/9 close (11 days ago), 48.6% are below.
53.2% are above or equal to 10/8 close (12 days ago), 46.8% are below.
58.5% are above or equal to 10/7 close (13 days ago), 41.5% are below.
64.8% are above or equal to 10/6 close (14 days ago), 35.2% are below.
65.7% are above or equal to 10/5 close (15 days ago), 34.3% are below.
74.7% are above or equal to 10/2 close (16 days ago), 25.3% are below.
78.7% are above or equal to 10/1 close (17 days ago), 21.3% are below.
79.1% are above or equal to 9/30 close (18 days ago), 20.9% are below.
83.2% are above or equal to 9/29 close (19 days ago), 16.8% are below.
81.5% are above or equal to 9/28 close (20 days ago), 18.5% are below.
72.2% are above or equal to 9/25 close (21 days ago), 27.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151026 2:19 pm ET)
20d: 16.6% new highs, 3.3% new lows
21d: 16.3% new highs, 3.3% new lows
42d: 12.5% new highs, 2.6% new lows
63d: 7.2% new highs, 2.4% new lows
126d: 5.2% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151026 2:19 pm ET)
2-day: 35.3% above, 64.7% below
3-day: 48.9% above, 51.1% below
4-day: 58.7% above, 41.3% below
5-day: 56.3% above, 43.7% below
8-day: 55.5% above, 44.5% below
10-day: 58.2% above, 41.8% below
20-day: 66.8% above, 33.2% below
50-day: 63.2% above, 36.8% below
200-day: 35.7% above, 64.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151026 2:19 pm ET)
LEIS(40): 1.11% Top=QUNR SONC BLMN QSR BWLD JACK EXPE CMG ….. SIX BYD LVS SHAK DRII GPRO WYNN BJRI=Bottom (Leisure)
RETA(66): 0.39% Top=DKS KSS PIR RH SBH NFLX WSM LB ….. RAD DSW GES LL BLDR WFM TFM SFM=Bottom (Retail & Specialty Retail)
COSW(87): 0.26% Top=YELP WUBA BIDU FEYE AWAY VMW CYBR CMCM ….. IACI MDSO WDAY MANH SPLK XRX DATA BITA=Bottom (Computer Software/Internet)
CONS(58): 0.12% Top=VFC WHR FL PVH UA TPX CRI SKX ….. BMS WRK SEE MLHR UFS DECK PAY GIL=Bottom (Consumer)
INSU(34): -0.20% Top=FNF ACE PGR AJG MTG TRV WRB AIZ ….. UNM LNC FAF HIG AGO TMK MET ORI=Bottom (Insurance)
DISV(51): -0.25% Top=PCLN WTW XRS ULTA HRB V AAN RCII ….. BAH RBA KBR ACM TMH APOL DV ATHN=Bottom (Diversified Services)
REAL(83): -0.25% Top=LGIH RLGY EQR LPT HIW SRC GGP HR ….. SNH MPW LHO HST DRH RLJ PEB NRF=Bottom (Real Estate)
HEAL(63): -0.30% Top=LH NVRO HLS AET THC BAX LPNT UHS ….. OPK KND EVHC LDRH BKD CSII NUVA MD=Bottom (Health)
FINA(97): -0.40% Top=HAWK CG IBKR OZRK FRC SEIC BOFI FII ….. CTLT SIVB HBAN JNS CFG COF WETF OCN=Bottom (Banks/Financials)
CHEM(31): -0.57% Top=GRA VAL CE DOW SHW HUN RPM POT ….. EMN CC MEOH CF OMG GPRE AXLL OLN=Bottom (Chemicals/Fertilizers)
TRAN(36): -0.72% Top=JBLU VA UAL KNX HA AAL CNI LUV ….. GBX STNG NAT TK SAVE TNK BRS TDW=Bottom (Transportation)
MATE(29): -0.94% Top=SRCL AWI OC USG CVA BCC RSG WM ….. TPH LEN RYN KBH WY CSTE VMC MLM=Bottom (Materials & Construction)
MANU(45): -1.14% Top=ROP LII DDD AME MHK ZBRA ITW IEX ….. MRC GNRC AGCO DE JOY CRS ERII ATI=Bottom (Manufacturing)
COHW(43): -1.31% Top=CIEN BBRY ZAYO CCI CTL VRSN RCI VZ ….. WDC NMBL UBNT NTAP SSYS SMCI STX SYNA=Bottom (Computer Hardware/Telecom)
ELEC(49): -1.83% Top=CSIQ XLNX SNPS APH LRCX TEL FSLR QLGC ….. MU FSL ON NXPI AVGO SWKS QRVO CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(21): -2.37% Top=BTU PAAS FNV SLW FCX RGLD SCCO TCK ….. GG SLCA NEM CMC AA SWC CNX X=Bottom (Metals & Mining)
ENER(87): -2.64% Top=DK ALJ FANG LPI PBF MPC VLO TSO ….. ATW QEP RICE RRC SM UNT FET SN=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:19 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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