daytrend

11/30/2015

Filed under: Market Stats — daytrend @ 4:30 pm

Closing Stats
by daytrend on 20151130. 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 (20151130 Closing)
19.6% of stocks are above yesterday’s high.
47.3% are above yesterday’s midpoint. (52.7% are below.)
28.0% are below yesterday’s low.
52.4% are inside yesterday’s range.
63.2% of stocks with today’s high > yesterday’s high. (36.8% less than).
46.0% of stocks with today’s low < yesterday’s low. (54.0% greater than).

EVIDENCE OF INTRADAY TREND (20151130 Closing)
34.7% of stocks are above today’s open. (64.2% are below).
32.3% of stocks are above today’s open and yesterday’s close.
56.3% are below both.
14.4% of stocks opened above yesterday’s high.
70.7% of stocks opened above yesterday’s close. (23.7% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151130 Closing)
5.1% of stocks are in the top 10% of today’s range.
11.2% are in the top 20%.
33.2% are in the top half. 66.8% of stocks are in the bottom half of today’s range.
31.7% are in the bottom 20%.
16.5% are in the bottom 10%.

GAIN (20151130 Closing)
41.7% of stocks are above yesterday’s close. (58.3% are below.)
2.3% are up 4.5% or more. 1.3% are down 4.5% or more.
3.5% are up 3.5% or more. 3.0% are down 3.5% or more.
57.1% are between +1% and -1%.

RSI on DAILY (20151130 Closing)
2-day: >=95:7.7%…>=90:12.1%…>=80:22.2%…>=50:47.9%…<=20:17.9%…<=10:5.6%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.1%…>=50:62.6%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:61.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151130 Closing)
19.6% above previous 1 highs, 28.0% below previous 1 lows
13.3% above previous 2 highs, 21.2% below previous 2 lows
12.7% above previous 3 highs, 10.8% below previous 3 lows
10.6% above previous 4 highs, 8.6% below previous 4 lows
9.4% above previous 5 highs, 7.3% below previous 5 lows
9.3% above previous 6 highs, 5.7% below previous 6 lows
9.1% above previous 7 highs, 3.7% below previous 7 lows
9.0% above previous 8 highs, 2.5% below previous 8 lows
9.0% above previous 9 highs, 1.8% below previous 9 lows
8.9% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151130 Closing)
41.7% are above or equal to 11/27 close (1 days ago), 58.3% are below.
46.7% are above or equal to 11/25 close (2 days ago), 53.3% are below.
50.5% are above or equal to 11/24 close (3 days ago), 49.5% are below.
61.6% are above or equal to 11/23 close (4 days ago), 38.4% are below.
62.0% are above or equal to 11/20 close (5 days ago), 38.0% are below.
66.7% are above or equal to 11/19 close (6 days ago), 33.3% are below.
63.9% are above or equal to 11/18 close (7 days ago), 36.1% are below.
79.4% are above or equal to 11/17 close (8 days ago), 20.6% are below.
74.8% are above or equal to 11/16 close (9 days ago), 25.2% are below.
83.5% are above or equal to 11/13 close (10 days ago), 16.5% are below.
76.0% are above or equal to 11/12 close (11 days ago), 24.0% are below.
60.2% are above or equal to 11/11 close (12 days ago), 39.8% are below.
52.8% are above or equal to 11/10 close (13 days ago), 47.2% are below.
53.5% are above or equal to 11/9 close (14 days ago), 46.5% are below.
45.5% are above or equal to 11/6 close (15 days ago), 54.5% are below.
46.9% are above or equal to 11/5 close (16 days ago), 53.1% are below.
47.5% are above or equal to 11/4 close (17 days ago), 52.5% are below.
45.3% are above or equal to 11/3 close (18 days ago), 54.7% are below.
46.8% are above or equal to 11/2 close (19 days ago), 53.2% are below.
57.0% are above or equal to 10/30 close (20 days ago), 43.0% are below.
55.1% are above or equal to 10/29 close (21 days ago), 44.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151130 Closing)
20d: 12.1% new highs, 2.8% new lows
21d: 12.0% new highs, 2.6% new lows
42d: 9.2% new highs, 1.2% new lows
63d: 8.3% new highs, 1.1% new lows
126d: 3.8% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151130 Closing)
2-day: 40.8% above, 59.2% below
3-day: 43.4% above, 56.6% below
4-day: 46.2% above, 53.8% below
5-day: 51.4% above, 48.6% below
8-day: 59.1% above, 40.9% below
10-day: 67.7% above, 32.3% below
20-day: 59.1% above, 40.9% below
50-day: 62.6% above, 37.4% below
200-day: 41.4% above, 58.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151130 Closing)
META(19): 1.77% Top=NEM CNX SLCA SLW ABX GG PAAS SWC ….. FCX RGLD AA SCCO X STLD NUE CMC=Bottom (Metals & Mining)
ELEC(52): 1.21% Top=CRUS AMBA NXPI LSCC FSL IPHI FIT CY ….. TEL CGNX TSL SNPS WAT SANM CPHD SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(40): 0.80% Top=MRC TEX ZBRA SEDG KMT CFX ATI CAT ….. DHR ROK EMR XYL AME MHK AOS GE=Bottom (Manufacturing)
ENER(90): 0.73% Top=SGY BBG MWE PAGP MPLX FET BCEI PAA ….. SEMG SE MMP TSO LPI PBF HFC CIE=Bottom (Energy)
CHEM(30): 0.63% Top=GPRE MEOH POT CF EMN MOS PAH FMC ….. RPM PPG OLN APD PX HUN CC AXTA=Bottom (Chemicals/Fertilizers)
COHW(39): 0.24% Top=STX SSYS KN BBRY GOGO WDC ZAYO RKUS ….. JNPR CTL OLED HPQ CIEN LXK CDW TMUS=Bottom (Computer Hardware/Telecom)
FINA(96): 0.05% Top=ESNT LM VIRT MS SYF BLK NYCB CME ….. NTRS FII LAZ EV TCB KKR SBNY BOFI=Bottom (Banks/Financials)
INSU(34): -0.06% Top=AWH MTG L AIZ XL PRU MBI MET ….. TRV WSH TMK RDN AJG UNM AGO PGR=Bottom (Insurance)
LEIS(44): -0.13% Top=SGMS QUNR SHAK WYNN DRII FRGI GPRO CMG ….. SBUX TXRH DRI ARMK CAKE SIX CBRL BYD=Bottom (Leisure)
DISV(51): -0.15% Top=ADT YY URI MMS XRS JEC MRKT PRAA ….. RRD MYGN AAN GPN ULTA HMHC TMH CAR=Bottom (Diversified Services)
MATE(30): -0.18% Top=MTZ DAR PWR DY FAST FLR KBH CLH ….. CAA TPH VMC DHI LEN MDC TOL MLM=Bottom (Materials & Construction)
REAL(77): -0.63% Top=NRZ NSM AMH BAM SHO SNH DRH CBG ….. PEB PLD SPG UDR RLGY QTS CLI CBL=Bottom (Real Estate)
COSW(92): -0.78% Top=BIDU VNET WUBA RAX DWRE TWOU YHOO JD ….. FEYE QLIK CDK ATHM MENT LC IMS CSC=Bottom (Computer Software/Internet)
HEAL(54): -0.87% Top=NVRO KND HOLX INGN VWR STE PODD ZBH ….. ABMD ADPT UHS EVHC ZLTQ MOH MD DXCM=Bottom (Health)
TRAN(36): -0.93% Top=BRS SAVE KEX VA TRN GBX STNG AIRM ….. CSX CHRW TNK SWFT ODFL FDX KNX WERN=Bottom (Transportation)
CONS(60): -1.36% Top=PBI MAT BLL WRK HAR OI ECL GT ….. GIII SHOO UA TUMI COTY BC COLM LULU=Bottom (Consumer)
RETA(70): -1.74% Top=LL BABA EBAY KORS BBY DLTR MIK RAD ….. ANF ASNA DDS BIG AEO URBN SSI GES=Bottom (Retail & Specialty Retail)

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

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Filed under: Market Stats — daytrend @ 3:28 pm

Market Stats at 3:28 pm ET
by daytrend on 20151130. 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 (20151130 3:28 pm ET)
19.3% of stocks are above yesterday’s high.
44.0% are above yesterday’s midpoint. (56.0% are below.)
28.8% are below yesterday’s low.
52.0% are inside yesterday’s range.
62.5% of stocks with today’s high > yesterday’s high. (37.5% less than).
45.1% of stocks with today’s low < yesterday’s low. (54.9% greater than).

EVIDENCE OF INTRADAY TREND (20151130 3:28 pm ET)
31.0% of stocks are above today’s open. (68.3% are below).
28.6% of stocks are above today’s open and yesterday’s close.
58.5% are below both.
14.4% of stocks opened above yesterday’s high.
70.7% of stocks opened above yesterday’s close. (23.7% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151130 3:28 pm ET)
4.0% of stocks are in the top 10% of today’s range.
8.1% are in the top 20%.
29.8% are in the top half. 70.2% of stocks are in the bottom half of today’s range.
39.9% are in the bottom 20%.
23.9% are in the bottom 10%.

GAIN (20151130 3:28 pm ET)
38.9% of stocks are above yesterday’s close. (61.1% are below.)
1.1% are up 4.5% or more. 1.4% are down 4.5% or more.
2.5% are up 3.5% or more. 3.6% are down 3.5% or more.
57.5% are between +1% and -1%.

RSI on DAILY (20151130 3:28 pm ET)
2-day: >=95:6.2%…>=90:11.3%…>=80:19.7%…>=50:44.9%…<=20:18.7%…<=10:5.7%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:61.8%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:61.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151130 3:28 pm ET)
19.3% above previous 1 highs, 28.8% below previous 1 lows
12.4% above previous 2 highs, 22.8% below previous 2 lows
11.5% above previous 3 highs, 11.4% below previous 3 lows
9.6% above previous 4 highs, 9.1% below previous 4 lows
8.4% above previous 5 highs, 7.3% below previous 5 lows
8.1% above previous 6 highs, 5.8% below previous 6 lows
7.8% above previous 7 highs, 4.0% below previous 7 lows
7.7% above previous 8 highs, 3.0% below previous 8 lows
7.7% above previous 9 highs, 2.1% below previous 9 lows
7.4% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151130 3:28 pm ET)
38.9% are above or equal to 11/27 close (1 days ago), 61.1% are below.
44.9% are above or equal to 11/25 close (2 days ago), 55.1% are below.
47.7% are above or equal to 11/24 close (3 days ago), 52.3% are below.
60.5% are above or equal to 11/23 close (4 days ago), 39.5% are below.
59.6% are above or equal to 11/20 close (5 days ago), 40.4% are below.
66.1% are above or equal to 11/19 close (6 days ago), 33.9% are below.
62.1% are above or equal to 11/18 close (7 days ago), 37.9% are below.
79.6% are above or equal to 11/17 close (8 days ago), 20.4% are below.
74.3% are above or equal to 11/16 close (9 days ago), 25.7% are below.
82.9% are above or equal to 11/13 close (10 days ago), 17.1% are below.
76.0% are above or equal to 11/12 close (11 days ago), 24.0% are below.
59.7% are above or equal to 11/11 close (12 days ago), 40.3% are below.
52.0% are above or equal to 11/10 close (13 days ago), 48.0% are below.
52.7% are above or equal to 11/9 close (14 days ago), 47.3% are below.
44.5% are above or equal to 11/6 close (15 days ago), 55.5% are below.
46.1% are above or equal to 11/5 close (16 days ago), 53.9% are below.
47.8% are above or equal to 11/4 close (17 days ago), 52.2% are below.
45.1% are above or equal to 11/3 close (18 days ago), 54.9% are below.
46.7% are above or equal to 11/2 close (19 days ago), 53.3% are below.
56.9% are above or equal to 10/30 close (20 days ago), 43.1% are below.
54.5% are above or equal to 10/29 close (21 days ago), 45.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151130 3:28 pm ET)
20d: 11.7% new highs, 2.7% new lows
21d: 11.6% new highs, 2.5% new lows
42d: 8.8% new highs, 1.1% new lows
63d: 8.0% new highs, 1.0% new lows
126d: 3.5% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151130 3:28 pm ET)
2-day: 36.8% above, 63.2% below
3-day: 39.1% above, 60.9% below
4-day: 43.7% above, 56.3% below
5-day: 48.5% above, 51.5% below
8-day: 58.3% above, 41.7% below
10-day: 67.7% above, 32.3% below
20-day: 58.3% above, 41.7% below
50-day: 62.3% above, 37.7% below
200-day: 40.7% above, 59.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151130 3:28 pm ET)
META(19): 1.79% Top=CNX NEM SLCA ABX SLW PAAS GG AEM ….. RGLD CCJ FCX AA CMC STLD NUE X=Bottom (Metals & Mining)
ELEC(52): 1.04% Top=CRUS AMBA LSCC IPHI NXPI FIT CY MU ….. SPWR MSCC CGNX WAT SNPS SANM CPHD SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30): 0.79% Top=GPRE MEOH POT CF FMC MOS EMN AGU ….. SHW PPG RPM APD PX HUN AXTA CC=Bottom (Chemicals/Fertilizers)
MANU(40): 0.62% Top=MRC TEX ZBRA KMT CFX JOY SEDG CAT ….. EMR ROK AME XYL JKS MHK GE AOS=Bottom (Manufacturing)
ENER(90): 0.53% Top=SGY BBG PAA PAGP FET MWE BCEI RES ….. LPI TSO SEMG COG NBR PBF HFC CIE=Bottom (Energy)
COHW(39): 0.25% Top=STX SSYS KN BBRY GOGO RKUS ZAYO WDC ….. JNPR CTL CDW HPQ LXK NMBL CIEN TMUS=Bottom (Computer Hardware/Telecom)
FINA(96): 0.01% Top=VIRT LM ESNT SYF BGCP MS NYCB ACAS ….. BKU SEIC SF TCB WDR EV KKR BOFI=Bottom (Banks/Financials)
INSU(34): -0.13% Top=AWH AIZ L XL MTG PRU VR HIG ….. AEL FNF AJG UNM WSH RDN PGR AGO=Bottom (Insurance)
MATE(30): -0.20% Top=MTZ DAR DY PWR CLH KBH FAST FLR ….. MAS RYN TPH DHI LEN TOL MDC MLM=Bottom (Materials & Construction)
DISV(51): -0.27% Top=ADT MMS URI SSTK XRS PRAA YY MRKT ….. GEO ZG AHS AAN HMHC ULTA CAR TMH=Bottom (Diversified Services)
LEIS(44): -0.30% Top=SHAK QUNR SGMS WYNN DRII DNKN PLAY FRGI ….. ARMK SBUX PZZA DRI SIX CAKE CBRL BYD=Bottom (Leisure)
REAL(77): -0.85% Top=NRZ NSM AMH SHO DRH SNH BAM CBG ….. GGP SPG TCO PEB RLGY CLI CBL QTS=Bottom (Real Estate)
HEAL(54): -0.95% Top=KND NVRO HOLX INGN VWR VAR PODD ZBH ….. MD THC UHS ABMD MOH ZLTQ EVHC DXCM=Bottom (Health)
TRAN(36): -1.02% Top=SAVE BRS VA GBX KEX TRN LUV AIRM ….. UAL JBLU TNK ODFL SWFT FDX KNX WERN=Bottom (Transportation)
COSW(92): -1.02% Top=VNET RAX DWRE TWOU WUBA BIDU YHOO VMW ….. IMPV MENT CDK FEYE LC IMS VIPS CSC=Bottom (Computer Software/Internet)
CONS(60): -1.51% Top=PBI MAT WRK OI BLL SEE RL HAR ….. COTY WWW GIII TUMI UA COLM BC LULU=Bottom (Consumer)
RETA(70): -1.92% Top=LL BABA EBAY KORS BBY MIK RAD DLTR ….. ANF BIG DDS AEO ASNA URBN SSI GES=Bottom (Retail & Specialty Retail)

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 3:28 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:56 pm

Market Stats at 2:56 pm ET
by daytrend on 20151130. 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 (20151130 2:56 pm ET)
21.0% of stocks are above yesterday’s high.
48.8% are above yesterday’s midpoint. (51.2% are below.)
26.6% are below yesterday’s low.
52.4% are inside yesterday’s range.
62.3% of stocks with today’s high > yesterday’s high. (37.7% less than).
43.3% of stocks with today’s low < yesterday’s low. (56.7% greater than).

EVIDENCE OF INTRADAY TREND (20151130 2:56 pm ET)
34.9% of stocks are above today’s open. (63.0% are below).
32.3% of stocks are above today’s open and yesterday’s close.
53.8% are below both.
14.4% of stocks opened above yesterday’s high.
70.7% of stocks opened above yesterday’s close. (23.7% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151130 2:56 pm ET)
4.6% of stocks are in the top 10% of today’s range.
11.7% are in the top 20%.
35.2% are in the top half. 64.8% of stocks are in the bottom half of today’s range.
32.1% are in the bottom 20%.
18.7% are in the bottom 10%.

GAIN (20151130 2:56 pm ET)
43.4% of stocks are above yesterday’s close. (56.6% are below.)
0.8% are up 4.5% or more. 1.4% are down 4.5% or more.
1.8% are up 3.5% or more. 3.4% are down 3.5% or more.
61.5% are between +1% and -1%.

RSI on DAILY (20151130 2:56 pm ET)
2-day: >=95:7.7%…>=90:12.8%…>=80:22.4%…>=50:50.0%…<=20:16.4%…<=10:5.4%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:64.0%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:62.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151130 2:56 pm ET)
21.0% above previous 1 highs, 26.6% below previous 1 lows
14.3% above previous 2 highs, 19.9% below previous 2 lows
13.2% above previous 3 highs, 9.1% below previous 3 lows
10.8% above previous 4 highs, 7.0% below previous 4 lows
9.4% above previous 5 highs, 5.6% below previous 5 lows
9.1% above previous 6 highs, 4.3% below previous 6 lows
8.8% above previous 7 highs, 2.7% below previous 7 lows
8.6% above previous 8 highs, 2.2% below previous 8 lows
8.6% above previous 9 highs, 1.6% below previous 9 lows
8.5% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151130 2:56 pm ET)
43.4% are above or equal to 11/27 close (1 days ago), 56.6% are below.
48.6% are above or equal to 11/25 close (2 days ago), 51.4% are below.
52.5% are above or equal to 11/24 close (3 days ago), 47.5% are below.
62.7% are above or equal to 11/23 close (4 days ago), 37.3% are below.
62.9% are above or equal to 11/20 close (5 days ago), 37.1% are below.
68.1% are above or equal to 11/19 close (6 days ago), 31.9% are below.
64.0% are above or equal to 11/18 close (7 days ago), 36.0% are below.
80.0% are above or equal to 11/17 close (8 days ago), 20.0% are below.
76.0% are above or equal to 11/16 close (9 days ago), 24.0% are below.
83.2% are above or equal to 11/13 close (10 days ago), 16.8% are below.
77.0% are above or equal to 11/12 close (11 days ago), 23.0% are below.
61.4% are above or equal to 11/11 close (12 days ago), 38.6% are below.
53.2% are above or equal to 11/10 close (13 days ago), 46.8% are below.
53.8% are above or equal to 11/9 close (14 days ago), 46.2% are below.
46.0% are above or equal to 11/6 close (15 days ago), 54.0% are below.
48.2% are above or equal to 11/5 close (16 days ago), 51.8% are below.
49.0% are above or equal to 11/4 close (17 days ago), 51.0% are below.
46.5% are above or equal to 11/3 close (18 days ago), 53.5% are below.
48.0% are above or equal to 11/2 close (19 days ago), 52.0% are below.
57.7% are above or equal to 10/30 close (20 days ago), 42.3% are below.
55.6% are above or equal to 10/29 close (21 days ago), 44.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151130 2:56 pm ET)
20d: 11.3% new highs, 2.2% new lows
21d: 11.2% new highs, 2.0% new lows
42d: 8.4% new highs, 1.0% new lows
63d: 7.7% new highs, 0.9% new lows
126d: 3.4% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151130 2:56 pm ET)
2-day: 42.3% above, 57.7% below
3-day: 46.1% above, 53.9% below
4-day: 48.0% above, 52.0% below
5-day: 52.4% above, 47.6% below
8-day: 62.5% above, 37.5% below
10-day: 69.8% above, 30.2% below
20-day: 60.5% above, 39.5% below
50-day: 63.0% above, 37.0% below
200-day: 41.2% above, 58.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151130 2:56 pm ET)
META(19): 1.62% Top=CNX NEM SLCA ABX SLW PAAS GG AEM ….. SCCO CCJ AA RGLD STLD CMC NUE X=Bottom (Metals & Mining)
ELEC(52): 1.08% Top=CRUS AMBA LSCC NXPI IPHI FIT FSL MU ….. TEL AVGO CGNX WAT SNPS SANM CPHD SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30): 0.84% Top=GPRE MEOH POT CF MOS FMC AGU PAH ….. SHW RPM APD OLN PX AXTA HUN CC=Bottom (Chemicals/Fertilizers)
MANU(40): 0.64% Top=MRC TEX ZBRA KMT SEDG CFX CAT JOY ….. EMR MHK XYL AME DCI GE JKS AOS=Bottom (Manufacturing)
ENER(90): 0.49% Top=SGY PAA BBG FET MWE RES WPX PE ….. QEP EGN MMP LPI COG PBF SEMG CIE=Bottom (Energy)
COHW(39): 0.30% Top=STX KN BBRY GOGO ZAYO SSYS NTGR RKUS ….. JNPR TDC HPQ NMBL LXK CIEN CDW TMUS=Bottom (Computer Hardware/Telecom)
FINA(96): 0.14% Top=VIRT LM ESNT ACAS MS SYF LPLA CME ….. EV NTRS TCB BKU SF WDR KKR BOFI=Bottom (Banks/Financials)
INSU(34): 0.04% Top=AIZ L AWH HIG XL VR PRU MTG ….. WSH AEL UNM AJG RDN AGO PGR MBI=Bottom (Insurance)
LEIS(44): -0.11% Top=SHAK SGMS QUNR WYNN DRII CMG SONC FRGI ….. PZZA JACK TXRH DRI CAKE SIX CBRL BYD=Bottom (Leisure)
DISV(51): -0.16% Top=ADT MMS URI XRS PRAA MRKT JEC WTW ….. SBAC ZG AHS AAN ULTA HMHC CAR TMH=Bottom (Diversified Services)
MATE(30): -0.21% Top=MTZ DAR DY PWR FAST FLR CLH KBH ….. DHI RYN TPH CAA LEN MDC TOL MLM=Bottom (Materials & Construction)
REAL(77): -0.47% Top=NRZ AMH NSM BAM SHO VER IVR SNH ….. SPG PLD TCO PEB RLGY CLI CBL QTS=Bottom (Real Estate)
TRAN(36): -0.90% Top=BRS SAVE GBX TRN CNI KEX LUV CP ….. HA UAL JBLU FDX SWFT TNK KNX WERN=Bottom (Transportation)
HEAL(54): -0.95% Top=KND INGN HOLX ZBH PODD BCR VAR VWR ….. CNC UHS ABMD MOH ZLTQ ADPT EVHC DXCM=Bottom (Health)
COSW(92): -0.98% Top=VNET RAX DWRE TWOU WUBA MSFT BIDU VMW ….. CDK CYBR FEYE LC MENT IMS VIPS CSC=Bottom (Computer Software/Internet)
CONS(60): -1.41% Top=PBI MAT WRK OI GT ECL HAR BLL ….. COTY SHOO TUMI UA GIII COLM BC LULU=Bottom (Consumer)
RETA(70): -1.92% Top=LL BABA EBAY BBY MIK KORS RAD DLTR ….. ANF BIG DDS AEO URBN ASNA SSI GES=Bottom (Retail & Specialty Retail)

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 2:56 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:38 pm

Market Stats at 2:38 pm ET
by daytrend on 20151130. 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 (20151130 2:38 pm ET)
24.3% of stocks are above yesterday’s high.
51.1% are above yesterday’s midpoint. (48.9% are below.)
23.7% are below yesterday’s low.
52.0% are inside yesterday’s range.
62.3% of stocks with today’s high > yesterday’s high. (37.7% less than).
42.9% of stocks with today’s low < yesterday’s low. (57.1% greater than).

EVIDENCE OF INTRADAY TREND (20151130 2:38 pm ET)
38.9% of stocks are above today’s open. (59.5% are below).
36.3% of stocks are above today’s open and yesterday’s close.
50.1% are below both.
14.4% of stocks opened above yesterday’s high.
70.7% of stocks opened above yesterday’s close. (23.7% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151130 2:38 pm ET)
6.9% of stocks are in the top 10% of today’s range.
16.0% are in the top 20%.
40.4% are in the top half. 59.6% of stocks are in the bottom half of today’s range.
25.9% are in the bottom 20%.
14.7% are in the bottom 10%.

GAIN (20151130 2:38 pm ET)
47.4% of stocks are above yesterday’s close. (52.6% are below.)
0.8% are up 4.5% or more. 1.2% are down 4.5% or more.
2.2% are up 3.5% or more. 2.7% are down 3.5% or more.
61.3% are between +1% and -1%.

RSI on DAILY (20151130 2:38 pm ET)
2-day: >=95:7.9%…>=90:14.2%…>=80:25.5%…>=50:53.8%…<=20:15.1%…<=10:5.0%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:64.8%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:64.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151130 2:38 pm ET)
24.3% above previous 1 highs, 23.7% below previous 1 lows
16.5% above previous 2 highs, 17.5% below previous 2 lows
15.0% above previous 3 highs, 8.5% below previous 3 lows
12.4% above previous 4 highs, 6.6% below previous 4 lows
10.5% above previous 5 highs, 4.9% below previous 5 lows
10.1% above previous 6 highs, 4.0% below previous 6 lows
9.7% above previous 7 highs, 2.4% below previous 7 lows
9.6% above previous 8 highs, 1.8% below previous 8 lows
9.6% above previous 9 highs, 1.4% below previous 9 lows
9.5% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151130 2:38 pm ET)
47.4% are above or equal to 11/27 close (1 days ago), 52.6% are below.
51.9% are above or equal to 11/25 close (2 days ago), 48.1% are below.
55.1% are above or equal to 11/24 close (3 days ago), 44.9% are below.
64.9% are above or equal to 11/23 close (4 days ago), 35.1% are below.
64.2% are above or equal to 11/20 close (5 days ago), 35.8% are below.
69.3% are above or equal to 11/19 close (6 days ago), 30.7% are below.
65.9% are above or equal to 11/18 close (7 days ago), 34.1% are below.
81.3% are above or equal to 11/17 close (8 days ago), 18.7% are below.
76.8% are above or equal to 11/16 close (9 days ago), 23.2% are below.
83.7% are above or equal to 11/13 close (10 days ago), 16.3% are below.
77.8% are above or equal to 11/12 close (11 days ago), 22.2% are below.
62.3% are above or equal to 11/11 close (12 days ago), 37.7% are below.
53.9% are above or equal to 11/10 close (13 days ago), 46.1% are below.
55.1% are above or equal to 11/9 close (14 days ago), 44.9% are below.
46.9% are above or equal to 11/6 close (15 days ago), 53.1% are below.
48.9% are above or equal to 11/5 close (16 days ago), 51.1% are below.
49.3% are above or equal to 11/4 close (17 days ago), 50.7% are below.
46.9% are above or equal to 11/3 close (18 days ago), 53.1% are below.
48.6% are above or equal to 11/2 close (19 days ago), 51.4% are below.
58.8% are above or equal to 10/30 close (20 days ago), 41.2% are below.
56.1% are above or equal to 10/29 close (21 days ago), 43.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151130 2:38 pm ET)
20d: 11.3% new highs, 2.1% new lows
21d: 11.2% new highs, 2.0% new lows
42d: 8.3% new highs, 1.0% new lows
63d: 7.5% new highs, 0.9% new lows
126d: 3.4% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151130 2:38 pm ET)
2-day: 46.0% above, 54.0% below
3-day: 48.6% above, 51.4% below
4-day: 51.1% above, 48.9% below
5-day: 55.4% above, 44.6% below
8-day: 64.2% above, 35.8% below
10-day: 72.2% above, 27.8% below
20-day: 61.7% above, 38.3% below
50-day: 63.6% above, 36.4% below
200-day: 41.4% above, 58.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151130 2:38 pm ET)
META(19): 1.72% Top=CNX NEM ABX SLCA SLW PAAS GG AEM ….. CCJ RGLD FCX AA CMC STLD X NUE=Bottom (Metals & Mining)
ELEC(52): 1.21% Top=CRUS AMBA LSCC FIT NXPI IPHI FSL MU ….. AVGO KEYS CGNX WAT SNPS SANM CPHD SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30): 0.83% Top=MEOH GPRE CF POT FMC MOS AGU EMN ….. OLN RPM APD SHW PX AXTA HUN CC=Bottom (Chemicals/Fertilizers)
MANU(40): 0.73% Top=MRC TEX ZBRA KMT SEDG CFX CAT JOY ….. EMR XYL AME DCI MHK GE AOS JKS=Bottom (Manufacturing)
ENER(90): 0.70% Top=SGY FET PAA MWE BBG RES UNT PAGP ….. NBR TSO MDU LPI COG SEMG PBF CIE=Bottom (Energy)
FINA(96): 0.27% Top=LM VIRT ACAS ESNT MS LPLA SYF BLK ….. SBNY LAZ BKU SF TCB WDR KKR BOFI=Bottom (Banks/Financials)
COHW(39): 0.26% Top=STX BBRY GOGO KN ZAYO NTGR WDC RKUS ….. BRCD TDC OLED NMBL CIEN LXK CDW TMUS=Bottom (Computer Hardware/Telecom)
INSU(34): 0.13% Top=AIZ L MTG AWH HIG PRU XL LNC ….. AEL TMK UNM AJG AGO MBI RDN PGR=Bottom (Insurance)
LEIS(44): 0.01% Top=SHAK SGMS QUNR WYNN DRII CMG ZOES PLAY ….. TXRH JACK CAKE PZZA DRI SIX CBRL BYD=Bottom (Leisure)
DISV(51): -0.09% Top=ADT MMS URI XRS WTW MRKT PRAA ENV ….. SBAC CXW AAN ZG ULTA HMHC CAR TMH=Bottom (Diversified Services)
MATE(30): -0.13% Top=MTZ DAR DY PWR FLR CLH FAST KBH ….. EXP PHM TPH DHI LEN TOL MDC MLM=Bottom (Materials & Construction)
REAL(77): -0.49% Top=NRZ NSM AMH BAM SHO IVR SNH VER ….. TCO UDR PLD PEB CLI CBL QTS RLGY=Bottom (Real Estate)
HEAL(54): -0.71% Top=KND HOLX PODD INGN ZBH BCR VAR STE ….. CNC UHS PINC ADPT MOH ZLTQ EVHC DXCM=Bottom (Health)
TRAN(36): -0.79% Top=BRS SAVE GBX CNI TRN AIRM STNG LUV ….. FDX GWR JBLU UAL SWFT TNK KNX WERN=Bottom (Transportation)
COSW(92): -0.92% Top=TWOU VNET DWRE RAX MSFT BIDU WUBA VMW ….. IMPV CDK IMS LC FEYE MENT VIPS CSC=Bottom (Computer Software/Internet)
CONS(60): -1.34% Top=PBI MAT OI GT GIL WRK ECL HAR ….. DECK SHOO TUMI UA COLM GIII BC LULU=Bottom (Consumer)
RETA(70): -1.78% Top=LL BABA EBAY BBY KORS MIK RAD DLTR ….. PLCE BIG DDS AEO URBN ASNA SSI GES=Bottom (Retail & Specialty Retail)

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 2:38 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:39 pm

Market Stats at 12:39 pm ET
by daytrend on 20151130. 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 (20151130 12:39 pm ET)
22.6% of stocks are above yesterday’s high.
52.8% are above yesterday’s midpoint. (47.2% are below.)
22.6% are below yesterday’s low.
54.7% are inside yesterday’s range.
60.8% of stocks with today’s high > yesterday’s high. (39.2% less than).
38.0% of stocks with today’s low < yesterday’s low. (62.0% greater than).

EVIDENCE OF INTRADAY TREND (20151130 12:39 pm ET)
38.6% of stocks are above today’s open. (60.3% are below).
36.2% of stocks are above today’s open and yesterday’s close.
50.3% are below both.
14.4% of stocks opened above yesterday’s high.
70.7% of stocks opened above yesterday’s close. (23.7% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151130 12:39 pm ET)
5.4% of stocks are in the top 10% of today’s range.
14.8% are in the top 20%.
42.9% are in the top half. 57.1% of stocks are in the bottom half of today’s range.
33.7% are in the bottom 20%.
20.6% are in the bottom 10%.

GAIN (20151130 12:39 pm ET)
47.4% of stocks are above yesterday’s close. (52.6% are below.)
1.3% are up 4.5% or more. 1.0% are down 4.5% or more.
2.7% are up 3.5% or more. 2.5% are down 3.5% or more.
60.4% are between +1% and -1%.

RSI on DAILY (20151130 12:39 pm ET)
2-day: >=95:7.7%…>=90:12.7%…>=80:23.7%…>=50:54.2%…<=20:13.2%…<=10:4.5%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:66.7%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:64.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151130 12:39 pm ET)
22.6% above previous 1 highs, 22.6% below previous 1 lows
14.1% above previous 2 highs, 17.1% below previous 2 lows
12.5% above previous 3 highs, 7.8% below previous 3 lows
10.3% above previous 4 highs, 6.0% below previous 4 lows
9.3% above previous 5 highs, 4.7% below previous 5 lows
9.2% above previous 6 highs, 3.9% below previous 6 lows
9.0% above previous 7 highs, 2.2% below previous 7 lows
8.8% above previous 8 highs, 1.6% below previous 8 lows
8.8% above previous 9 highs, 1.2% below previous 9 lows
8.4% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151130 12:39 pm ET)
47.4% are above or equal to 11/27 close (1 days ago), 52.6% are below.
51.8% are above or equal to 11/25 close (2 days ago), 48.2% are below.
56.7% are above or equal to 11/24 close (3 days ago), 43.3% are below.
65.0% are above or equal to 11/23 close (4 days ago), 35.0% are below.
64.0% are above or equal to 11/20 close (5 days ago), 36.0% are below.
69.7% are above or equal to 11/19 close (6 days ago), 30.3% are below.
65.4% are above or equal to 11/18 close (7 days ago), 34.6% are below.
81.1% are above or equal to 11/17 close (8 days ago), 18.9% are below.
77.0% are above or equal to 11/16 close (9 days ago), 23.0% are below.
84.5% are above or equal to 11/13 close (10 days ago), 15.5% are below.
77.8% are above or equal to 11/12 close (11 days ago), 22.2% are below.
61.6% are above or equal to 11/11 close (12 days ago), 38.4% are below.
53.8% are above or equal to 11/10 close (13 days ago), 46.2% are below.
55.5% are above or equal to 11/9 close (14 days ago), 44.5% are below.
45.8% are above or equal to 11/6 close (15 days ago), 54.2% are below.
47.9% are above or equal to 11/5 close (16 days ago), 52.1% are below.
49.2% are above or equal to 11/4 close (17 days ago), 50.8% are below.
46.9% are above or equal to 11/3 close (18 days ago), 53.1% are below.
48.7% are above or equal to 11/2 close (19 days ago), 51.3% are below.
58.4% are above or equal to 10/30 close (20 days ago), 41.6% are below.
56.8% are above or equal to 10/29 close (21 days ago), 43.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151130 12:39 pm ET)
20d: 10.7% new highs, 1.8% new lows
21d: 10.6% new highs, 1.8% new lows
42d: 7.9% new highs, 0.8% new lows
63d: 7.2% new highs, 0.7% new lows
126d: 3.3% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151130 12:39 pm ET)
2-day: 44.9% above, 55.1% below
3-day: 49.8% above, 50.2% below
4-day: 51.2% above, 48.8% below
5-day: 56.1% above, 43.9% below
8-day: 64.4% above, 35.6% below
10-day: 72.4% above, 27.6% below
20-day: 62.4% above, 37.6% below
50-day: 64.0% above, 36.0% below
200-day: 41.7% above, 58.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151130 12:39 pm ET)
META(19): 2.01% Top=CNX SLCA NEM PAAS ABX SLW FCX SWC ….. GG SCCO STLD X CCJ CMC RGLD NUE=Bottom (Metals & Mining)
ENER(90): 1.62% Top=SGY UNT FET RES OAS BBG BCEI OIS ….. MMP VLO HFC SEMG SE PBF MDU CIE=Bottom (Energy)
ELEC(52): 0.99% Top=CRUS AMBA FIT LSCC CSIQ SPWR MU CY ….. HIMX CGNX WAT SNPS AVGO SANM SCTY CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(40): 0.93% Top=MRC ATI TEX CFX JOY SEDG KMT ZBRA ….. IEX XYL EMR GE AME MHK JKS AOS=Bottom (Manufacturing)
CHEM(30): 0.43% Top=MEOH POT CF GPRE FMC AGU EMN MOS ….. AXTA PPG PX SHW HUN OLN FTK CC=Bottom (Chemicals/Fertilizers)
INSU(34): 0.21% Top=AIZ MTG L AWH HIG VR MBI XL ….. TMK ORI UNM AEL AJG PGR FNF RDN=Bottom (Insurance)
COHW(39): 0.19% Top=SSYS STX BBRY ZAYO NTGR KN WDC PANW ….. JNPR CTL OLED CIEN CDW HPQ LXK TMUS=Bottom (Computer Hardware/Telecom)
FINA(96): 0.06% Top=ESNT LM VIRT BLK SYF MS LPLA NYCB ….. SF CBOE BKU KKR TCB ARCC GWB BOFI=Bottom (Banks/Financials)
DISV(51): -0.05% Top=ADT SSTK URI ENV WTW PRAA TYC MMS ….. GPN SERV BLOX AAN HMHC CAR ULTA TMH=Bottom (Diversified Services)
MATE(30): -0.06% Top=MTZ DAR PWR FLR CLH DY KBH FAST ….. CAA LEN DHI MDC TOL TPH VMC MLM=Bottom (Materials & Construction)
LEIS(44): -0.18% Top=SGMS SHAK WYNN QUNR DRII CMG ZOES GPRO ….. CAKE TXRH DRI JACK SIX CBRL PZZA BYD=Bottom (Leisure)
REAL(77): -0.39% Top=NRZ NSM AMH SNH SHO HCP TWO HCN ….. SPG UDR CLI CBL PLD EQC RLGY QTS=Bottom (Real Estate)
TRAN(36): -0.60% Top=BRS TRN VA SAVE KEX GBX XPO STNG ….. JBLU CSX UAL FDX KNX NAT WERN TNK=Bottom (Transportation)
HEAL(54): -0.96% Top=KND HOLX ZBH PODD VWR BAX VAR OPK ….. CNC UHS NVRO MD EVHC ZLTQ ADPT DXCM=Bottom (Health)
COSW(92): -1.05% Top=RAX TWOU VNET JD DWRE YHOO ADSK WUBA ….. ATHM IMPV CDK FEYE IMS LC VIPS CSC=Bottom (Computer Software/Internet)
CONS(60): -1.18% Top=PBI WRK OI MAT HAR GT IP RL ….. UA COTY SHOO GIII DECK BC COLM LULU=Bottom (Consumer)
RETA(70): -1.44% Top=LL BABA BBY KORS MIK RAD EBAY W ….. ASNA AEO URBN DDS FIVE GES SSI BIG=Bottom (Retail & Specialty Retail)

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 12:39 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 10:10 am ET
by daytrend on 20151130. 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 (20151130 10:10 am ET)
23.7% of stocks are above yesterday’s high.
61.2% are above yesterday’s midpoint. (38.8% are below.)
14.4% are below yesterday’s low.
61.8% are inside yesterday’s range.
52.2% of stocks with today’s high > yesterday’s high. (47.8% less than).
28.4% of stocks with today’s low < yesterday’s low. (71.6% greater than).

EVIDENCE OF INTRADAY TREND (20151130 10:10 am ET)
44.4% of stocks are above today’s open. (53.7% are below).
40.7% of stocks are above today’s open and yesterday’s close.
41.7% are below both.
14.4% of stocks opened above yesterday’s high.
70.7% of stocks opened above yesterday’s close. (23.7% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151130 10:10 am ET)
19.1% of stocks are in the top 10% of today’s range.
29.6% are in the top 20%.
52.5% are in the top half. 47.5% of stocks are in the bottom half of today’s range.
18.1% are in the bottom 20%.
6.0% are in the bottom 10%.

GAIN (20151130 10:10 am ET)
55.1% of stocks are above yesterday’s close. (44.9% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
1.5% are up 3.5% or more. 0.4% are down 3.5% or more.
74.3% are between +1% and -1%.

RSI on DAILY (20151130 10:10 am ET)
2-day: >=95:9.4%…>=90:16.1%…>=80:28.6%…>=50:62.5%…<=20:8.5%…<=10:2.4%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:69.4%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:66.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151130 10:10 am ET)
23.7% above previous 1 highs, 14.4% below previous 1 lows
15.0% above previous 2 highs, 9.1% below previous 2 lows
13.1% above previous 3 highs, 3.4% below previous 3 lows
11.3% above previous 4 highs, 2.4% below previous 4 lows
10.3% above previous 5 highs, 1.6% below previous 5 lows
10.1% above previous 6 highs, 1.6% below previous 6 lows
10.0% above previous 7 highs, 0.8% below previous 7 lows
9.4% above previous 8 highs, 0.7% below previous 8 lows
9.4% above previous 9 highs, 0.5% below previous 9 lows
9.0% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151130 10:10 am ET)
55.1% are above or equal to 11/27 close (1 days ago), 44.9% are below.
56.3% are above or equal to 11/25 close (2 days ago), 43.7% are below.
61.1% are above or equal to 11/24 close (3 days ago), 38.9% are below.
70.0% are above or equal to 11/23 close (4 days ago), 30.0% are below.
68.4% are above or equal to 11/20 close (5 days ago), 31.6% are below.
70.2% are above or equal to 11/19 close (6 days ago), 29.8% are below.
67.3% are above or equal to 11/18 close (7 days ago), 32.7% are below.
82.8% are above or equal to 11/17 close (8 days ago), 17.2% are below.
78.9% are above or equal to 11/16 close (9 days ago), 21.1% are below.
86.2% are above or equal to 11/13 close (10 days ago), 13.8% are below.
80.4% are above or equal to 11/12 close (11 days ago), 19.6% are below.
63.8% are above or equal to 11/11 close (12 days ago), 36.2% are below.
54.6% are above or equal to 11/10 close (13 days ago), 45.4% are below.
54.8% are above or equal to 11/9 close (14 days ago), 45.2% are below.
46.7% are above or equal to 11/6 close (15 days ago), 53.3% are below.
50.5% are above or equal to 11/5 close (16 days ago), 49.5% are below.
50.8% are above or equal to 11/4 close (17 days ago), 49.2% are below.
47.8% are above or equal to 11/3 close (18 days ago), 52.2% are below.
48.1% are above or equal to 11/2 close (19 days ago), 51.9% are below.
59.6% are above or equal to 10/30 close (20 days ago), 40.4% are below.
57.8% are above or equal to 10/29 close (21 days ago), 42.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151130 10:10 am ET)
20d: 8.2% new highs, 1.4% new lows
21d: 8.0% new highs, 1.4% new lows
42d: 5.7% new highs, 0.5% new lows
63d: 5.3% new highs, 0.4% new lows
126d: 2.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151130 10:10 am ET)
2-day: 53.6% above, 46.4% below
3-day: 57.3% above, 42.7% below
4-day: 58.6% above, 41.4% below
5-day: 65.3% above, 34.7% below
8-day: 68.6% above, 31.4% below
10-day: 76.0% above, 24.0% below
20-day: 64.6% above, 35.4% below
50-day: 64.6% above, 35.4% below
200-day: 41.5% above, 58.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151130 10:10 am ET)
META(19): 1.59% Top=PAAS CNX SLW FCX NEM SLCA ABX AEM ….. SCCO CCJ FNV CMC RGLD STLD NUE X=Bottom (Metals & Mining)
ENER(90): 1.51% Top=SGY FET UNT PE BBG CPE OIS AR ….. MMP HFC EPD RSPP SE DK VLO CIE=Bottom (Energy)
ELEC(52): 0.75% Top=LSCC FIT CRUS AMBA CSIQ IPHI NXPI CREE ….. MSCC JBL CPHD WAT SWKS QRVO AVGO SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30): 0.71% Top=MEOH GPRE AXLL POT FMC WLK CHMT CF ….. APD RPM CC PPG OLN PX SHW HUN=Bottom (Chemicals/Fertilizers)
MANU(40): 0.61% Top=DDD ATI MRC CFX ZBRA TEX KMT SEDG ….. XYL GE SWK PNR AOS DHR MHK AME=Bottom (Manufacturing)
COHW(39): 0.51% Top=SSYS ZAYO STX BBRY WDC RKUS NTGR BRCD ….. CTL ARRS T NSR VZ CDW TMUS TDC=Bottom (Computer Hardware/Telecom)
REAL(77): 0.43% Top=NSM NRZ EDR SNH AVB DRE SHO ACC ….. PEB GGP QTS EQC CBL HST PLD RLGY=Bottom (Real Estate)
DISV(51): 0.24% Top=XRS URI ADT YY BLOX PCLN SSTK MRKT ….. HRB MCO V AAN SBAC HMHC CAR TMH=Bottom (Diversified Services)
MATE(30): 0.21% Top=DAR PWR DY MTZ RYN AWI FAST EXP ….. BECN PHM LEN MAS MLM TOL VMC DHI=Bottom (Materials & Construction)
LEIS(44): 0.11% Top=QUNR SGMS DRII WYNN GPRO DNKN CMG TVPT ….. CBRL CAKE MAR DRI EAT ARMK SIX BYD=Bottom (Leisure)
FINA(96): -0.14% Top=SLM VIRT ESNT LM NYCB LPLA WU SYF ….. SF NTRS AMTD BKU BX NDAQ CBOE ARCC=Bottom (Banks/Financials)
HEAL(54): -0.18% Top=KND OPK NVRO ADPT HOLX BSX MOH ZBH ….. ZLTQ THC INGN HCA EVHC ALGN DXCM UHS=Bottom (Health)
TRAN(36): -0.24% Top=BRS GBX SAVE TRN KEX VA AIRM TK ….. ODFL JBLU AAL KNX UAL EXPD FDX TNK=Bottom (Transportation)
INSU(34): -0.32% Top=MTG BRO AEL WRB AON AGO VR AJG ….. AFL PGR TMK MET HIG AFSI RDN MBI=Bottom (Insurance)
COSW(92): -0.51% Top=RAX WUBA RNG JD TWOU BITA YHOO DWRE ….. CYBR SFUN VMW VIPS LC TWTR FEYE CSC=Bottom (Computer Software/Internet)
CONS(60): -0.78% Top=WRK ICON OI PBI SON PAY PKG IP ….. COLM GIII UA SHOO BC COTY DECK LULU=Bottom (Consumer)
RETA(70): -0.82% Top=LL BABA W BBY KORS BLDR RAD EBAY ….. FIVE JCP URBN DDS BIG SSI AEO GES=Bottom (Retail & Specialty Retail)

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

11/27/2015

Filed under: Market Stats — daytrend @ 4:51 pm

Market Stats at End of Day
by daytrend on 20151127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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 (20151127 EOD)
24.1% of stocks are above yesterday’s high.
59.2% are above yesterday’s midpoint. (40.8% are below.)
13.2% are below yesterday’s low.
62.7% are inside yesterday’s range.
48.6% of stocks with today’s high > yesterday’s high. (51.4% less than).
41.2% of stocks with today’s low < yesterday’s low. (58.8% greater than).

EVIDENCE OF INTRADAY TREND (20151127 EOD)
60.3% of stocks are above today’s open. (37.8% are below).
51.1% of stocks are above today’s open and yesterday’s close.
32.8% are below both.
3.5% of stocks opened above yesterday’s high.
42.0% of stocks opened above yesterday’s close. (52.9% opened below yesterday’s close).
7.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151127 EOD)
9.2% of stocks are in the top 10% of today’s range.
24.6% 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.
9.8% are in the bottom 20%.
4.5% are in the bottom 10%.

GAIN (20151127 EOD)
58.1% of stocks are above yesterday’s close. (41.9% are below.)
0.2% are up 4.5% or more. 1.4% are down 4.5% or more.
0.3% are up 3.5% or more. 2.5% are down 3.5% or more.
70.6% are between +1% and -1%.

RSI on DAILY (20151127 EOD)
2-day: >=95:10.4%…>=90:20.3%…>=80:33.9%…>=50:68.3%…<=20:6.6%…<=10:1.9%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:69.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:66.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151127 EOD)
24.1% above previous 1 highs, 13.2% below previous 1 lows
20.8% above previous 2 highs, 5.7% below previous 2 lows
14.6% above previous 3 highs, 2.4% below previous 3 lows
13.6% above previous 4 highs, 2.0% below previous 4 lows
12.8% above previous 5 highs, 1.6% below previous 5 lows
12.5% above previous 6 highs, 1.1% below previous 6 lows
11.6% above previous 7 highs, 0.9% below previous 7 lows
11.6% above previous 8 highs, 0.8% below previous 8 lows
11.3% above previous 9 highs, 0.8% below previous 9 lows
10.5% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151127 EOD)
58.1% are above or equal to 11/25 close (1 days ago), 41.9% are below.
62.6% are above or equal to 11/24 close (2 days ago), 37.4% are below.
71.3% are above or equal to 11/23 close (3 days ago), 28.7% are below.
68.2% are above or equal to 11/20 close (4 days ago), 31.8% are below.
69.2% are above or equal to 11/19 close (5 days ago), 30.8% are below.
67.8% are above or equal to 11/18 close (6 days ago), 32.2% are below.
81.4% are above or equal to 11/17 close (7 days ago), 18.6% are below.
78.5% are above or equal to 11/16 close (8 days ago), 21.5% are below.
85.2% are above or equal to 11/13 close (9 days ago), 14.8% are below.
78.8% are above or equal to 11/12 close (10 days ago), 21.2% are below.
62.5% are above or equal to 11/11 close (11 days ago), 37.5% are below.
54.6% are above or equal to 11/10 close (12 days ago), 45.4% are below.
55.5% are above or equal to 11/9 close (13 days ago), 44.5% are below.
45.7% are above or equal to 11/6 close (14 days ago), 54.3% are below.
49.5% are above or equal to 11/5 close (15 days ago), 50.5% are below.
50.4% are above or equal to 11/4 close (16 days ago), 49.6% are below.
47.1% are above or equal to 11/3 close (17 days ago), 52.9% are below.
47.4% are above or equal to 11/2 close (18 days ago), 52.6% are below.
58.8% are above or equal to 10/30 close (19 days ago), 41.2% are below.
57.5% are above or equal to 10/29 close (20 days ago), 42.5% are below.
53.2% are above or equal to 10/28 close (21 days ago), 46.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151127 EOD)
20d: 9.5% new highs, 1.6% new lows
21d: 9.0% new highs, 1.4% new lows
42d: 7.7% new highs, 0.8% new lows
63d: 6.6% new highs, 0.8% new lows
126d: 3.7% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151127 EOD)
2-day: 57.0% above, 43.0% below
3-day: 62.2% above, 37.8% below
4-day: 66.6% above, 33.4% below
5-day: 67.4% above, 32.6% below
8-day: 74.7% above, 25.3% below
10-day: 79.2% above, 20.8% below
20-day: 64.3% above, 35.7% below
50-day: 63.9% above, 36.1% below
200-day: 42.0% above, 58.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151127 EOD)
REAL(77): 0.83% Top=NRZ MPW TREE PEB HTA CONE UDR WRI ….. DEI CBG VER CLI ESRT NSM NRF GLPI=Bottom (Real Estate)
HEAL(54): 0.71% Top=CNC ADPT MOH HNT ABMD MR DXCM PRXL ….. ALGN NVRO MD BSX ZBH KND BAX OPK=Bottom (Health)
ELEC(51): 0.64% Top=NXPI FSL MRVL ON CRUS SCTY SWKS MSCC ….. FSLR FIT MTSI TRMB IPHI GLW GRMN INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(36): 0.50% Top=TNK NAT WERN ODFL VA JBHT KNX CNI ….. CP NSC LUV UNP TK KEX XPO BRS=Bottom (Transportation)
COHW(39): 0.23% Top=NMBL NSR PANW NTGR OLED LXK COMM INFN ….. CCI ZAYO JNPR GOGO ANET BBRY QCOM SSYS=Bottom (Computer Hardware/Telecom)
DISV(51): 0.20% Top=BLOX HMHC ACM PRAA AHS SERV ALLE MCO ….. AAN RBA WTW CAR URI YY SSTK ZG=Bottom (Diversified Services)
FINA(96): 0.18% Top=ACAS FII EFX BGCP SF PFG HBAN PNC ….. BEN SYF WDR BLK BMO WAL HAWK WETF=Bottom (Banks/Financials)
INSU(34): 0.13% Top=AEL FAF AIG ALL FNF UNM MET PRU ….. ACE MMC L ORI PGR MTG AGO MBI=Bottom (Insurance)
COSW(92): 0.11% Top=VIPS MENT DBD BIDU MANH FEYE CDK WUBA ….. CYBR ZEN LOCK SYMC SINA CMCM NTES SFUN=Bottom (Computer Software/Internet)
MATE(30): -0.10% Top=FLR BECN RYN FAST VMC TOL MLM WCN ….. PHM OC USG MAS CAA TPH SRCL DAR=Bottom (Materials & Construction)
LEIS(44): -0.20% Top=QUNR SHAK GPRO QSR ARMK BYD ZOES YUM ….. TVPT LVS PLAY CBRL JACK WYNN DNKN SGMS=Bottom (Leisure)
CONS(60): -0.22% Top=KS PKG SKX SEE CCK FOSL BMS UFS ….. HAS VFC COH WWW KATE COLM UA DECK=Bottom (Consumer)
MANU(40): -0.24% Top=ROK AOS SEDG SWK AME BWXT MIDD DCI ….. MRC ZBRA DE ATI JKS CFX JOY DDD=Bottom (Manufacturing)
RETA(70): -0.31% Top=KR CHS WSM GES BURL KAR NFLX WBA ….. WFM BBY DSW GME SIG GPS URBN LL=Bottom (Retail & Specialty Retail)
CHEM(30): -0.40% Top=GPRE AXTA RPM PX CC EMN ALB SHW ….. CF POT FMC MOS FTK AXLL MEOH PAH=Bottom (Chemicals/Fertilizers)
META(19): -1.50% Top=CMC STLD NUE CCJ FCX SCCO SLW RGLD ….. X PAAS AEM SWC SLCA NEM ABX CNX=Bottom (Metals & Mining)
ENER(89): -1.93% Top=MWE MPLX WNR MPC PBF BPL NFG VLO ….. UNT WPX CPE RRC SM OAS BCEI SGY=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 End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

11/25/2015

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20151125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 919.

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 (20151125 Closing)
34.6% of stocks are above yesterday’s high.
78.3% are above yesterday’s midpoint. (21.7% are below.)
3.3% are below yesterday’s low.
62.1% are inside yesterday’s range.
65.9% of stocks with today’s high > yesterday’s high. (34.1% less than).
13.7% of stocks with today’s low < yesterday’s low. (86.3% greater than).

EVIDENCE OF INTRADAY TREND (20151125 Closing)
59.6% of stocks are above today’s open. (38.4% are below).
51.6% of stocks are above today’s open and yesterday’s close.
31.4% are below both.
10.1% of stocks opened above yesterday’s high.
50.7% of stocks opened above yesterday’s close. (42.3% opened below yesterday’s close).
1.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151125 Closing)
6.0% of stocks are in the top 10% of today’s range.
17.8% are in the top 20%.
59.7% are in the top half. 40.3% of stocks are in the bottom half of today’s range.
10.6% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN (20151125 Closing)
61.0% of stocks are above yesterday’s close. (39.0% are below.)
1.3% are up 4.5% or more. 0.1% are down 4.5% or more.
2.5% are up 3.5% or more. 0.2% are down 3.5% or more.
68.1% are between +1% and -1%.

RSI on DAILY (20151125 Closing)
2-day: >=95:13.4%…>=90:23.5%…>=80:37.5%…>=50:70.1%…<=20:8.2%…<=10:2.2%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:69.2%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:66.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151125 Closing)
34.6% above previous 1 highs, 3.3% below previous 1 lows
21.0% above previous 2 highs, 2.1% below previous 2 lows
18.2% above previous 3 highs, 1.7% below previous 3 lows
16.4% above previous 4 highs, 1.3% below previous 4 lows
15.6% above previous 5 highs, 0.7% below previous 5 lows
14.8% above previous 6 highs, 0.5% below previous 6 lows
14.6% above previous 7 highs, 0.4% below previous 7 lows
13.6% above previous 8 highs, 0.4% below previous 8 lows
12.3% above previous 9 highs, 0.4% below previous 9 lows
10.0% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151125 Closing)
61.0% are above or equal to 11/24 close (1 days ago), 39.0% are below.
66.9% are above or equal to 11/23 close (2 days ago), 33.1% are below.
66.4% are above or equal to 11/20 close (3 days ago), 33.6% are below.
69.4% are above or equal to 11/19 close (4 days ago), 30.6% are below.
65.5% are above or equal to 11/18 close (5 days ago), 34.5% are below.
83.1% are above or equal to 11/17 close (6 days ago), 16.9% are below.
78.1% are above or equal to 11/16 close (7 days ago), 21.9% are below.
86.5% are above or equal to 11/13 close (8 days ago), 13.5% are below.
79.9% are above or equal to 11/12 close (9 days ago), 20.1% are below.
62.9% are above or equal to 11/11 close (10 days ago), 37.1% are below.
52.4% are above or equal to 11/10 close (11 days ago), 47.6% are below.
55.5% are above or equal to 11/9 close (12 days ago), 44.5% are below.
45.0% are above or equal to 11/6 close (13 days ago), 55.0% are below.
47.3% are above or equal to 11/5 close (14 days ago), 52.7% are below.
49.5% are above or equal to 11/4 close (15 days ago), 50.5% are below.
45.3% are above or equal to 11/3 close (16 days ago), 54.7% are below.
46.6% are above or equal to 11/2 close (17 days ago), 53.4% are below.
58.2% are above or equal to 10/30 close (18 days ago), 41.8% are below.
56.8% are above or equal to 10/29 close (19 days ago), 43.2% are below.
53.6% are above or equal to 10/28 close (20 days ago), 46.4% are below.
62.4% are above or equal to 10/27 close (21 days ago), 37.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151125 Closing)
20d: 9.7% new highs, 1.1% new lows
21d: 9.6% new highs, 1.1% new lows
42d: 7.2% new highs, 0.4% new lows
63d: 6.2% new highs, 0.4% new lows
126d: 3.3% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151125 Closing)
2-day: 58.4% above, 41.6% below
3-day: 67.1% above, 32.9% below
4-day: 66.6% above, 33.4% below
5-day: 70.2% above, 29.8% below
8-day: 77.1% above, 22.9% below
10-day: 80.5% above, 19.5% below
20-day: 62.0% above, 38.0% below
50-day: 64.3% above, 35.7% below
200-day: 42.0% above, 58.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151125 Closing)
LEIS(44): 1.10% Top=QUNR GPRO SGMS DRII PLAY LQ BWLD EAT ….. CBRL MGM LVS ARMK HLT WYN WEN WYNN=Bottom (Leisure)
RETA(69): 0.98% Top=GES LL FINL BURL CST TFM VSI BLDR ….. KSS LB W WSM JCP MIK DKS GME=Bottom (Retail & Specialty Retail)
ELEC(51): 0.76% Top=MSCC FIT AMBA MTSI QRVO INVN CY SCTY ….. MRVL FLEX BRKR GRMN TEL TXN HIMX SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(92): 0.76% Top=RAX WUBA VEEV CYBR EA ROVI SABR LC ….. CMCM IMPV VIPS MSFT LOCK JD BIDU IMS=Bottom (Computer Software/Internet)
MANU(40): 0.55% Top=DDD DE DCI TEX GNRC JKS MIDD SEDG ….. FLS PNR BWXT MRC GE DOV ATU ATI=Bottom (Manufacturing)
REAL(80): 0.46% Top=NSM RMAX RLJ NRZ LHO UDR HST CLI ….. DFT CBL VNO RPAI NLY AMH AGNC TREE=Bottom (Real Estate)
FINA(98): 0.43% Top=ACAS WETF HAWK LM CIT LAZ SLM BX ….. FRC RF PNC LEAF FMER GWB BOFI CFR=Bottom (Banks/Financials)
MATE(31): 0.38% Top=MTH TPH DAR KBH CAA CVA PHM CLH ….. OC PWR MLM WCN SRCL FLR VMC DY=Bottom (Materials & Construction)
CONS(61): 0.31% Top=KATE COTY DECK MAT SCSS WWW TUMI WHR ….. CL ECL CSL PG BLL CCK PKG OI=Bottom (Consumer)
DISV(49): 0.31% Top=WTW ALLE MMS ATHN SSTK YY XRS VRSK ….. KBR MCO MYGN SCI FLT SERV JEC GEO=Bottom (Diversified Services)
HEAL(54): 0.27% Top=INGN PODD OPK EW KND WCG A STE ….. LPNT ZBH MD ADPT ZLTQ MR MOH AET=Bottom (Health)
META(19): 0.24% Top=CNX AA SLCA X SWC FNV PAAS RGLD ….. NEM CCJ GG NUE CMC SCCO FCX STLD=Bottom (Metals & Mining)
TRAN(36): -0.04% Top=WAB TNK SAVE CP JBHT NSC CNI CHRW ….. CSX LUV DAL GBX UAL JBLU STNG NAT=Bottom (Transportation)
CHEM(30): -0.04% Top=AXLL CC MEOH PAH PPG FTK OLN FMC ….. PX APD WLK CF CE VAL EMN DOW=Bottom (Chemicals/Fertilizers)
COHW(40): -0.12% Top=OLED SSYS CCOI VRSN BCE SMCI NMBL STX ….. COMM QCOM AAPL CTL ANET NSR TMUS HPQ=Bottom (Computer Hardware/Telecom)
INSU(35): -0.24% Top=CLGX AFSI ORI CNO MET FAF AIG VR ….. AFL TRV CINF AGO ALL XL AIZ PGR=Bottom (Insurance)
ENER(90): -0.28% Top=BCEI BBG MWE SGY PAGP RICE SEMG MPLX ….. EOG ETE CVE MRO WPZ OAS NGLS MRD=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:24 pm

Market Stats at 2:23 pm ET
by daytrend on 20151125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 919.

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 (20151125 2:23 pm ET)
39.3% of stocks are above yesterday’s high.
82.5% are above yesterday’s midpoint. (17.5% are below.)
2.7% are below yesterday’s low.
58.0% are inside yesterday’s range.
65.4% of stocks with today’s high > yesterday’s high. (34.6% less than).
13.4% of stocks with today’s low < yesterday’s low. (86.6% greater than).

EVIDENCE OF INTRADAY TREND (20151125 2:23 pm ET)
65.5% of stocks are above today’s open. (32.4% are below).
59.0% of stocks are above today’s open and yesterday’s close.
26.6% are below both.
10.1% of stocks opened above yesterday’s high.
50.7% of stocks opened above yesterday’s close. (42.3% opened below yesterday’s close).
1.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151125 2:23 pm ET)
21.0% of stocks are in the top 10% of today’s range.
35.5% are in the top 20%.
67.5% are in the top half. 32.5% of stocks are in the bottom half of today’s range.
7.3% are in the bottom 20%.
2.7% are in the bottom 10%.

GAIN (20151125 2:23 pm ET)
66.7% of stocks are above yesterday’s close. (33.3% are below.)
2.0% are up 4.5% or more. 0.1% are down 4.5% or more.
3.3% are up 3.5% or more. 0.1% are down 3.5% or more.
65.6% are between +1% and -1%.

RSI on DAILY (20151125 2:23 pm ET)
2-day: >=95:15.2%…>=90:25.0%…>=80:40.9%…>=50:74.1%…<=20:6.5%…<=10:1.8%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:70.6%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:67.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151125 2:23 pm ET)
39.3% above previous 1 highs, 2.7% below previous 1 lows
25.6% above previous 2 highs, 2.2% below previous 2 lows
22.6% above previous 3 highs, 1.8% below previous 3 lows
20.5% above previous 4 highs, 1.4% below previous 4 lows
19.0% above previous 5 highs, 0.9% below previous 5 lows
18.5% above previous 6 highs, 0.8% below previous 6 lows
18.3% above previous 7 highs, 0.5% below previous 7 lows
17.2% above previous 8 highs, 0.5% below previous 8 lows
15.7% above previous 9 highs, 0.4% below previous 9 lows
12.5% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151125 2:23 pm ET)
66.7% are above or equal to 11/24 close (1 days ago), 33.3% are below.
71.4% are above or equal to 11/23 close (2 days ago), 28.6% are below.
67.6% are above or equal to 11/20 close (3 days ago), 32.4% are below.
70.9% are above or equal to 11/19 close (4 days ago), 29.1% are below.
67.7% are above or equal to 11/18 close (5 days ago), 32.3% are below.
84.4% are above or equal to 11/17 close (6 days ago), 15.6% are below.
79.7% are above or equal to 11/16 close (7 days ago), 20.3% are below.
87.3% are above or equal to 11/13 close (8 days ago), 12.7% are below.
81.5% are above or equal to 11/12 close (9 days ago), 18.5% are below.
64.9% are above or equal to 11/11 close (10 days ago), 35.1% are below.
54.7% are above or equal to 11/10 close (11 days ago), 45.3% are below.
57.1% are above or equal to 11/9 close (12 days ago), 42.9% are below.
45.9% are above or equal to 11/6 close (13 days ago), 54.1% are below.
48.1% are above or equal to 11/5 close (14 days ago), 51.9% are below.
50.5% are above or equal to 11/4 close (15 days ago), 49.5% are below.
46.2% are above or equal to 11/3 close (16 days ago), 53.8% are below.
47.3% are above or equal to 11/2 close (17 days ago), 52.7% are below.
59.6% are above or equal to 10/30 close (18 days ago), 40.4% are below.
57.6% are above or equal to 10/29 close (19 days ago), 42.4% are below.
53.5% are above or equal to 10/28 close (20 days ago), 46.5% are below.
63.5% are above or equal to 10/27 close (21 days ago), 36.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151125 2:23 pm ET)
20d: 9.4% new highs, 1.0% new lows
21d: 9.2% new highs, 1.0% new lows
42d: 6.9% new highs, 0.4% new lows
63d: 5.9% new highs, 0.4% new lows
126d: 3.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151125 2:23 pm ET)
2-day: 64.9% above, 35.1% below
3-day: 70.9% above, 29.1% below
4-day: 70.7% above, 29.3% below
5-day: 72.5% above, 27.5% below
8-day: 78.6% above, 21.4% below
10-day: 82.7% above, 17.3% below
20-day: 64.2% above, 35.8% below
50-day: 65.4% above, 34.6% below
200-day: 42.3% above, 57.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151125 2:23 pm ET)
LEIS(44): 1.34% Top=SGMS QUNR TVPT GPRO LQ SONC BWLD PLAY ….. H LVS WEN ARMK MGM WYN HLT WYNN=Bottom (Leisure)
RETA(69): 1.29% Top=GES LL TFM CST FINL BURL VSI M ….. LB WSM RAD JCP MIK EBAY DKS GME=Bottom (Retail & Specialty Retail)
ELEC(51): 0.95% Top=MSCC FIT AMBA QRVO CSIQ TSL INVN MTSI ….. CAVM GRMN ADI JBL MU BRKR TXN HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(92): 0.91% Top=RAX WUBA CYBR VEEV FTNT SABR CSOD EA ….. DOX CSC CMCM JD IMPV VIPS BIDU IMS=Bottom (Computer Software/Internet)
MANU(40): 0.69% Top=DDD DE TEX GNRC SEDG DCI MIDD JKS ….. BWXT TKR AOS ITT GE DOV ATU ATI=Bottom (Manufacturing)
ENER(90): 0.65% Top=BBG BCEI SGY RICE FET SM MPLX MWE ….. MRO SE EOG HFC ETE MRD WMB WPZ=Bottom (Energy)
HEAL(54): 0.59% Top=INGN PODD KND EW CYH A ABMD STE ….. XRAY MD BAX MOH MR ZLTQ ADPT AET=Bottom (Health)
DISV(49): 0.48% Top=WTW ALLE MMS SSTK ATHN AAN VRSK YY ….. MA MCO FLT PRAA SERV JEC MYGN GEO=Bottom (Diversified Services)
CONS(61): 0.47% Top=TUMI KATE COTY DECK WWW MAT FL SCSS ….. ECL PG BLL CL KMB SKX PKG OI=Bottom (Consumer)
MATE(31): 0.44% Top=DAR MTH KBH CAA TPH PHM CVA CLH ….. OC EXP PWR MLM FLR SRCL VMC DY=Bottom (Materials & Construction)
REAL(80): 0.37% Top=NSM RMAX PEB RLJ HST CBG LHO SHO ….. SRC STWD DFT VNO RPAI AMH TREE AGNC=Bottom (Real Estate)
FINA(98): 0.36% Top=ACAS HAWK WETF LM SLM BX BLK IVZ ….. PNC FRC BOFI HBHC FULT GWB FMER CFR=Bottom (Banks/Financials)
META(19): 0.29% Top=CNX AA SLCA X PAAS SWC FNV ABX ….. CCJ GG NEM SCCO CMC NUE FCX STLD=Bottom (Metals & Mining)
CHEM(30): 0.07% Top=AXLL FTK MEOH CC PPG FMC PAH HUN ….. ALB PX APD CHMT CE VAL EMN DOW=Bottom (Chemicals/Fertilizers)
TRAN(36): -0.01% Top=WAB BRS SAVE CP TK NSC VA TRN ….. CSX LUV JBLU UAL DAL XPO NAT STNG=Bottom (Transportation)
COHW(40): -0.04% Top=SSYS OLED CCOI STX SMCI INFN VRSN GOGO ….. VZ NMBL COMM CTL NSR ANET TMUS HPQ=Bottom (Computer Hardware/Telecom)
INSU(35): -0.32% Top=CLGX AFSI CNO ORI MET AIG MMC LNC ….. WRB CINF XL AGO AEL AIZ PGR MBI=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:06 pm

Market Stats at 12:05 pm ET
by daytrend on 20151125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 919.

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 (20151125 12:05 pm ET)
32.9% of stocks are above yesterday’s high.
81.2% are above yesterday’s midpoint. (18.8% are below.)
1.8% are below yesterday’s low.
65.3% are inside yesterday’s range.
60.9% of stocks with today’s high > yesterday’s high. (39.1% less than).
11.9% of stocks with today’s low < yesterday’s low. (88.1% greater than).

EVIDENCE OF INTRADAY TREND (20151125 12:05 pm ET)
62.4% of stocks are above today’s open. (35.6% are below).
55.4% of stocks are above today’s open and yesterday’s close.
28.5% are below both.
10.1% of stocks opened above yesterday’s high.
50.7% of stocks opened above yesterday’s close. (42.3% opened below yesterday’s close).
1.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151125 12:05 pm ET)
15.2% of stocks are in the top 10% of today’s range.
31.0% are in the top 20%.
66.1% are in the top half. 33.9% of stocks are in the bottom half of today’s range.
9.5% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN (20151125 12:05 pm ET)
65.1% of stocks are above yesterday’s close. (34.9% are below.)
1.1% are up 4.5% or more. 0.1% are down 4.5% or more.
2.0% are up 3.5% or more. 0.2% are down 3.5% or more.
72.6% are between +1% and -1%.

RSI on DAILY (20151125 12:05 pm ET)
2-day: >=95:13.3%…>=90:22.4%…>=80:39.2%…>=50:73.8%…<=20:7.0%…<=10:2.5%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:69.9%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:66.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151125 12:05 pm ET)
32.9% above previous 1 highs, 1.8% below previous 1 lows
20.5% above previous 2 highs, 1.6% below previous 2 lows
18.2% above previous 3 highs, 1.4% below previous 3 lows
16.2% above previous 4 highs, 1.0% below previous 4 lows
15.5% above previous 5 highs, 0.9% below previous 5 lows
14.7% above previous 6 highs, 0.8% below previous 6 lows
14.5% above previous 7 highs, 0.5% below previous 7 lows
13.6% above previous 8 highs, 0.4% below previous 8 lows
12.1% above previous 9 highs, 0.4% below previous 9 lows
9.6% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151125 12:05 pm ET)
65.1% are above or equal to 11/24 close (1 days ago), 34.9% are below.
68.7% are above or equal to 11/23 close (2 days ago), 31.3% are below.
67.2% are above or equal to 11/20 close (3 days ago), 32.8% are below.
70.5% are above or equal to 11/19 close (4 days ago), 29.5% are below.
67.5% are above or equal to 11/18 close (5 days ago), 32.5% are below.
83.4% are above or equal to 11/17 close (6 days ago), 16.6% are below.
78.8% are above or equal to 11/16 close (7 days ago), 21.2% are below.
86.4% are above or equal to 11/13 close (8 days ago), 13.6% are below.
80.3% are above or equal to 11/12 close (9 days ago), 19.7% are below.
63.7% are above or equal to 11/11 close (10 days ago), 36.3% are below.
53.4% are above or equal to 11/10 close (11 days ago), 46.6% are below.
56.8% are above or equal to 11/9 close (12 days ago), 43.2% are below.
44.6% are above or equal to 11/6 close (13 days ago), 55.4% are below.
46.6% are above or equal to 11/5 close (14 days ago), 53.4% are below.
49.0% are above or equal to 11/4 close (15 days ago), 51.0% are below.
46.0% are above or equal to 11/3 close (16 days ago), 54.0% are below.
47.7% are above or equal to 11/2 close (17 days ago), 52.3% are below.
58.9% are above or equal to 10/30 close (18 days ago), 41.1% are below.
56.6% are above or equal to 10/29 close (19 days ago), 43.4% are below.
53.4% are above or equal to 10/28 close (20 days ago), 46.6% are below.
62.5% are above or equal to 10/27 close (21 days ago), 37.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151125 12:05 pm ET)
20d: 8.3% new highs, 1.0% new lows
21d: 8.2% new highs, 1.0% new lows
42d: 6.0% new highs, 0.4% new lows
63d: 5.3% new highs, 0.4% new lows
126d: 3.0% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151125 12:05 pm ET)
2-day: 62.0% above, 38.0% below
3-day: 70.0% above, 30.0% below
4-day: 68.2% above, 31.8% below
5-day: 71.3% above, 28.7% below
8-day: 78.0% above, 22.0% below
10-day: 81.7% above, 18.3% below
20-day: 62.0% above, 38.0% below
50-day: 64.7% above, 35.3% below
200-day: 42.1% above, 57.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151125 12:05 pm ET)
META(19): 1.20% Top=CNX X AA SLCA FNV FCX SLW AEM ….. ABX GG NEM CCJ SCCO CMC NUE STLD=Bottom (Metals & Mining)
LEIS(44): 1.03% Top=SGMS DRII TVPT QUNR PLAY EAT SONC QSR ….. ARMK WEN MGM HLT BYD WYN FRGI WYNN=Bottom (Leisure)
ELEC(51): 0.89% Top=FIT MSCC IPHI QRVO CSIQ AMBA INVN MXL ….. MRVL GRMN JBL TXN CAVM XLNX FLEX HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(69): 0.84% Top=GES BURL LL FINL CST BBBY VSI TFM ….. BKE MIK EBAY DKS JCP ASNA GME CHS=Bottom (Retail & Specialty Retail)
COSW(92): 0.83% Top=WUBA CYBR RAX VEEV EA FTNT TWTR ROVI ….. VNET IBM VIPS LOCK CSC IMS CMCM IMPV=Bottom (Computer Software/Internet)
MANU(40): 0.59% Top=DDD DE DCI SEDG CMI JOY GNRC TEX ….. AME ITT PNR BWXT GE DOV ATI ATU=Bottom (Manufacturing)
FINA(98): 0.37% Top=ACAS HAWK LM IVZ WDR BEN WETF SLM ….. C STI FRC HBHC GWB FMER BOFI CFR=Bottom (Banks/Financials)
DISV(49): 0.36% Top=WTW MMS ALLE TMH VRSK CXW VNTV RBA ….. MYGN TYC JEC AL ULTA SERV PRAA GEO=Bottom (Diversified Services)
HEAL(54): 0.31% Top=INGN PODD EW OPK KND A CYH NVRO ….. ZBH MR ANTM BAX UHS AET ZLTQ MOH=Bottom (Health)
MATE(31): 0.27% Top=MTH KBH TPH CAA PHM TOL CLH CVA ….. DHI VMC WCN OC USG FLR SRCL DY=Bottom (Materials & Construction)
CONS(61): 0.25% Top=COTY DECK ICON KATE SCSS PAY TUMI EPC ….. ECL CCK AVY GIII SEE BLL OI PKG=Bottom (Consumer)
REAL(80): 0.25% Top=RLJ LHO SHO CBG NSM PEB HST UDR ….. NRZ WRI RPAI CIM STWD TREE AMH AGNC=Bottom (Real Estate)
CHEM(30): 0.15% Top=AXLL PAH FTK MEOH PPG FMC HUN CC ….. DD WLK PX CHMT CE EMN VAL DOW=Bottom (Chemicals/Fertilizers)
ENER(90): 0.08% Top=BBG SPN SEMG NBR FET RDC RICE MPC ….. MTDR CRZO CXO ETE WMB MRD RRC OAS=Bottom (Energy)
COHW(40): -0.16% Top=SSYS CCOI INFN OLED ZAYO STX ARRS HRS ….. AAPL PANW CTL ANET NMBL NSR TMUS HPQ=Bottom (Computer Hardware/Telecom)
TRAN(36): -0.19% Top=WAB SAVE TK CNI CP NSC BRS JBHT ….. WERN UAL DAL JBLU SWFT HA NAT STNG=Bottom (Transportation)
INSU(35): -0.33% Top=CLGX ORI MET CNO AWH AFSI MTG AIG ….. ALL WRB XL AGO AIZ PGR AEL MBI=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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