daytrend

12/31/2015

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

Closing Stats
by daytrend on 20151231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

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 (20151231 Closing)
6.0% of stocks are above yesterday’s high.
14.8% are above yesterday’s midpoint. (85.2% are below.)
64.9% are below yesterday’s low.
29.2% are inside yesterday’s range.
18.4% of stocks with today’s high > yesterday’s high. (81.6% less than).
85.0% of stocks with today’s low < yesterday’s low. (15.0% greater than).

EVIDENCE OF INTRADAY TREND (20151231 Closing)
31.0% of stocks are above today’s open. (67.8% are below).
20.3% of stocks are above today’s open and yesterday’s close.
67.6% are below both.
0.1% of stocks opened above yesterday’s high.
6.7% of stocks opened above yesterday’s close. (90.6% opened below yesterday’s close).
53.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151231 Closing)
2.1% of stocks are in the top 10% of today’s range.
6.3% are in the top 20%.
21.4% are in the top half. 78.6% of stocks are in the bottom half of today’s range.
51.5% are in the bottom 20%.
41.5% are in the bottom 10%.

GAIN (20151231 Closing)
21.6% of stocks are above yesterday’s close. (78.4% are below.)
2.6% are up 4.5% or more. 0.1% are down 4.5% or more.
3.6% are up 3.5% or more. 0.8% are down 3.5% or more.
50.2% are between +1% and -1%.

RSI on DAILY (20151231 Closing)
2-day: >=95:0.5%…>=90:1.2%…>=80:3.5%…>=50:16.4%…<=20:45.6%…<=10:11.4%…<=5:4.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:34.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:34.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151231 Closing)
6.0% above previous 1 highs, 64.9% below previous 1 lows
3.2% above previous 2 highs, 57.1% below previous 2 lows
2.8% above previous 3 highs, 30.4% below previous 3 lows
1.4% above previous 4 highs, 29.5% below previous 4 lows
1.1% above previous 5 highs, 23.6% below previous 5 lows
0.9% above previous 6 highs, 9.4% below previous 6 lows
0.9% above previous 7 highs, 5.8% below previous 7 lows
0.8% above previous 8 highs, 4.6% below previous 8 lows
0.8% above previous 9 highs, 4.2% below previous 9 lows
0.8% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151231 Closing)
21.6% are above or equal to 12/30 close (1 days ago), 78.4% are below.
10.7% are above or equal to 12/29 close (2 days ago), 89.3% are below.
27.9% are above or equal to 12/28 close (3 days ago), 72.1% are below.
23.4% are above or equal to 12/24 close (4 days ago), 76.6% are below.
23.8% are above or equal to 12/23 close (5 days ago), 76.2% are below.
56.2% are above or equal to 12/22 close (6 days ago), 43.8% are below.
71.2% are above or equal to 12/21 close (7 days ago), 28.8% are below.
78.9% are above or equal to 12/18 close (8 days ago), 21.1% are below.
55.0% are above or equal to 12/17 close (9 days ago), 45.0% are below.
37.1% are above or equal to 12/16 close (10 days ago), 62.9% are below.
53.9% are above or equal to 12/15 close (11 days ago), 46.1% are below.
69.4% are above or equal to 12/14 close (12 days ago), 30.6% are below.
63.2% are above or equal to 12/11 close (13 days ago), 36.8% are below.
39.3% are above or equal to 12/10 close (14 days ago), 60.7% are below.
43.3% are above or equal to 12/9 close (15 days ago), 56.7% are below.
38.2% are above or equal to 12/8 close (16 days ago), 61.8% are below.
33.7% are above or equal to 12/7 close (17 days ago), 66.3% are below.
28.5% are above or equal to 12/4 close (18 days ago), 71.5% are below.
36.7% are above or equal to 12/3 close (19 days ago), 63.3% are below.
27.5% are above or equal to 12/2 close (20 days ago), 72.5% are below.
23.5% are above or equal to 12/1 close (21 days ago), 76.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151231 Closing)
20d: 1.8% new highs, 3.4% new lows
21d: 1.4% new highs, 3.4% new lows
42d: 1.1% new highs, 2.5% new lows
63d: 0.9% new highs, 1.7% new lows
126d: 0.6% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151231 Closing)
2-day: 20.6% above, 79.4% below
3-day: 13.6% above, 86.4% below
4-day: 17.2% above, 82.8% below
5-day: 16.7% above, 83.3% below
8-day: 31.1% above, 68.9% below
10-day: 44.0% above, 56.0% below
20-day: 38.6% above, 61.4% below
50-day: 32.5% above, 67.5% below
200-day: 33.3% above, 66.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151231 Closing)
ENER(89): 2.35% Top=OAS SM OKS PAGP RRC NS RICE GPOR ….. FTI NOV APA PTEN MPC MDU VLO PDCE=Bottom (Energy)
META(18): 0.05% Top=SLCA CCJ RGLD CNX NEM SLW GG AEM ….. NUE FNV STLD SCCO AA CMC X GSM=Bottom (Metals & Mining)
TRAN(36): -0.17% Top=TK XPO SWFT STNG GBX BRS ODFL KSU ….. CNI AAL EXPD ALK VA JBLU SAVE HA=Bottom (Transportation)
CONS(60): -0.61% Top=ICON KATE LULU MFRM HBI BERY COTY NWL ….. IRBT SON GT GIII KS MLHR SKX WWW=Bottom (Consumer)
HEAL(46): -0.70% Top=MR CYH BKD BAX KND ZBH THC EVHC ….. HCA RMD SYK HOLX AMSG INCR HRC STE=Bottom (Health)
REAL(85): -0.71% Top=NRF NSM NRZ STWD RLGY SRC ARR NLY ….. DFT DLR RLJ CLI HPT LHO HST DRH=Bottom (Real Estate)
CHEM(27): -0.73% Top=GPRE HUN PAH AXTA CE DOW MON EMN ….. DD FMC MEOH ASH APD POT OLN MOS=Bottom (Chemicals/Fertilizers)
LEIS(36): -0.79% Top=MGM WYNN QSR SIX TXRH DNKN PNRA DPZ ….. MAR RCL SONC EXPE LQ H GPRO QUNR=Bottom (Leisure)
COSW(88): -0.82% Top=TWTR SFUN BITA LC YELP WUBA VIPS JD ….. CA ADP CDNS DBD ADSK MENT CDK ELLI=Bottom (Computer Software/Internet)
DISV(48): -0.82% Top=GEO CAR HMHC R AL BAH XRS SBAC ….. MAN FISV PAYX MYGN ADT RBA SNX PRAA=Bottom (Diversified Services)
RETA(66): -0.83% Top=BLDR SIG SHLD LL DKS CAB FINL MIK ….. DSW AMZN NFLX GPS W OUTR DDS ASNA=Bottom (Retail & Specialty Retail)
MATE(28): -0.84% Top=EXP CVA DY MAS USG MLM TOL TPH ….. WM WY RSG PWR KBH DHI FAST MTZ=Bottom (Materials & Construction)
MANU(39): -0.98% Top=GE ZBRA MRC CFX TKR DDD KMT MHK ….. JOY DE SEDG AGCO AOS CRS TEX GNRC=Bottom (Manufacturing)
FINA(106): -1.02% Top=OMF OCN IVZ WDR ACAS SLM CG SYF ….. CFR WU BXS MBFI SF WETF WIBC FXCM=Bottom (Banks/Financials)
INSU(32): -1.06% Top=MBI FNF L UNM BRO TMK WSH HIG ….. AFSI AWH AON CINF XL PGR ORI WRB=Bottom (Insurance)
COHW(36): -1.15% Top=ZAYO LVLT HPQ COMM FNSR JNPR PANW BRCD ….. WDC AAPL SSYS KN CDW OLED LXK NSR=Bottom (Computer Hardware/Telecom)
ELEC(45): -1.35% Top=CSIQ MRVL RUN SCTY TSL INVN MU GRMN ….. TXN MCHP SANM TER BRKR SWKS CREE CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)

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

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

Market Stats at 3:00 pm ET
by daytrend on 20151231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

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 (20151231 3:00 pm ET)
7.3% of stocks are above yesterday’s high.
23.2% are above yesterday’s midpoint. (76.8% are below.)
43.4% are below yesterday’s low.
49.3% are inside yesterday’s range.
18.4% of stocks with today’s high > yesterday’s high. (81.6% less than).
83.6% of stocks with today’s low < yesterday’s low. (16.4% greater than).

EVIDENCE OF INTRADAY TREND (20151231 3:00 pm ET)
56.0% of stocks are above today’s open. (41.9% are below).
36.3% of stocks are above today’s open and yesterday’s close.
41.4% are below both.
0.1% of stocks opened above yesterday’s high.
6.7% of stocks opened above yesterday’s close. (90.6% opened below yesterday’s close).
53.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151231 3:00 pm ET)
7.1% of stocks are in the top 10% of today’s range.
15.6% are in the top 20%.
54.2% are in the top half. 45.8% of stocks are in the bottom half of today’s range.
14.5% are in the bottom 20%.
6.7% are in the bottom 10%.

GAIN (20151231 3:00 pm ET)
38.5% of stocks are above yesterday’s close. (61.5% are below.)
2.1% are up 4.5% or more. 0.1% are down 4.5% or more.
3.6% are up 3.5% or more. 0.1% are down 3.5% or more.
72.9% are between +1% and -1%.

RSI on DAILY (20151231 3:00 pm ET)
2-day: >=95:0.9%…>=90:2.4%…>=80:7.1%…>=50:29.2%…<=20:24.1%…<=10:6.1%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:43.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:41.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151231 3:00 pm ET)
7.3% above previous 1 highs, 43.4% below previous 1 lows
3.3% above previous 2 highs, 34.7% below previous 2 lows
2.6% above previous 3 highs, 14.0% below previous 3 lows
1.6% above previous 4 highs, 13.1% below previous 4 lows
1.4% above previous 5 highs, 9.4% below previous 5 lows
1.4% above previous 6 highs, 3.3% below previous 6 lows
1.2% above previous 7 highs, 1.5% below previous 7 lows
1.0% above previous 8 highs, 1.2% below previous 8 lows
1.0% above previous 9 highs, 1.1% below previous 9 lows
1.0% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151231 3:00 pm ET)
38.5% are above or equal to 12/30 close (1 days ago), 61.5% are below.
16.8% are above or equal to 12/29 close (2 days ago), 83.2% are below.
41.4% are above or equal to 12/28 close (3 days ago), 58.6% are below.
34.2% are above or equal to 12/24 close (4 days ago), 65.8% are below.
35.0% are above or equal to 12/23 close (5 days ago), 65.0% are below.
67.8% are above or equal to 12/22 close (6 days ago), 32.2% are below.
79.8% are above or equal to 12/21 close (7 days ago), 20.2% are below.
84.0% are above or equal to 12/18 close (8 days ago), 16.0% are below.
64.4% are above or equal to 12/17 close (9 days ago), 35.6% are below.
41.7% are above or equal to 12/16 close (10 days ago), 58.3% are below.
60.1% are above or equal to 12/15 close (11 days ago), 39.9% are below.
74.2% are above or equal to 12/14 close (12 days ago), 25.8% are below.
68.9% are above or equal to 12/11 close (13 days ago), 31.1% are below.
45.8% are above or equal to 12/10 close (14 days ago), 54.2% are below.
49.2% are above or equal to 12/9 close (15 days ago), 50.8% are below.
41.8% are above or equal to 12/8 close (16 days ago), 58.2% are below.
36.7% are above or equal to 12/7 close (17 days ago), 63.3% are below.
30.3% are above or equal to 12/4 close (18 days ago), 69.7% are below.
40.1% are above or equal to 12/3 close (19 days ago), 59.9% are below.
29.6% are above or equal to 12/2 close (20 days ago), 70.4% are below.
25.1% are above or equal to 12/1 close (21 days ago), 74.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151231 3:00 pm ET)
20d: 1.5% new highs, 2.7% new lows
21d: 1.4% new highs, 2.7% new lows
42d: 1.1% new highs, 2.0% new lows
63d: 0.9% new highs, 1.4% new lows
126d: 0.6% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151231 3:00 pm ET)
2-day: 37.2% above, 62.8% below
3-day: 22.0% above, 78.0% below
4-day: 27.5% above, 72.5% below
5-day: 28.4% above, 71.6% below
8-day: 48.6% above, 51.4% below
10-day: 59.4% above, 40.6% below
20-day: 47.2% above, 52.8% below
50-day: 37.4% above, 62.6% below
200-day: 35.1% above, 64.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151231 3:00 pm ET)
ENER(89): 2.45% Top=PAGP SM RRC OAS OKS ENLK RICE MPLX ….. DK PDCE NOV FTI APA PSX MPC VLO=Bottom (Energy)
CONS(60): -0.04% Top=ICON LULU KATE MFRM BERY HBI FL NWL ….. DECK CCK CRI KMB GIII GT SKX WWW=Bottom (Consumer)
REAL(85): -0.04% Top=NRF NSM NRZ ARR NLY MFA SRC IVR ….. SC DLR AMT HPT BAM LHO DRH HST=Bottom (Real Estate)
META(18): -0.11% Top=SLCA CCJ RGLD CNX NEM SLW NUE ABX ….. FCX FNV GSM SCCO AEM X CMC AA=Bottom (Metals & Mining)
TRAN(36): -0.13% Top=TK XPO GBX SWFT STNG ODFL KSU JBHT ….. DHT DAL JBLU AAL CNI VA HA SAVE=Bottom (Transportation)
MATE(28): -0.16% Top=EXP TPH MDC DY TOL DAR MAS USG ….. FLR RSG WY DHI KBH PWR MTZ FAST=Bottom (Materials & Construction)
COSW(88): -0.21% Top=TWTR BITA SFUN LC YELP WUBA RAX ROVI ….. PAYC NCR ADSK BIDU TTWO ATVI CDK ELLI=Bottom (Computer Software/Internet)
FINA(106): -0.21% Top=OCN WDR TCBI PSEC KKR SLM OMF LPLA ….. BBCN APO TD SF WU WIBC BX FXCM=Bottom (Banks/Financials)
DISV(48): -0.22% Top=GEO HMHC CAR CXW R KBR AL SBAC ….. FISV MA PAYX ZG SNX RBA ADT PRAA=Bottom (Diversified Services)
HEAL(46): -0.27% Top=CYH KND ZLTQ MR CPHD CNC BAX EVHC ….. DGX HOLX HCA RWLK SYK HRC STE INCR=Bottom (Health)
LEIS(36): -0.32% Top=WYNN MGM DNKN DRII JACK SIX QSR BYD ….. MAR RCL SONC GPRO EXPE H CMG QUNR=Bottom (Leisure)
CHEM(27): -0.37% Top=GPRE HUN PAH CE ALB EMN AXTA RPM ….. OLN FMC APD MEOH ASH CF POT MOS=Bottom (Chemicals/Fertilizers)
INSU(32): -0.40% Top=MBI FNF WSH L BRO UNM HIG CNO ….. TRV CINF ORI AFSI XL AWH WRB PGR=Bottom (Insurance)
RETA(66): -0.41% Top=BLDR LL SIG BURL MIK FINL RH CAB ….. AMZN KSS NFLX GPS OUTR ASNA W DDS=Bottom (Retail & Specialty Retail)
MANU(39): -0.44% Top=GE MRC ZBRA TKR KMT CFX DDD ITT ….. AOS EMR AGCO JOY DE TEX GNRC SEDG=Bottom (Manufacturing)
COHW(36): -0.70% Top=ZAYO LVLT FNSR PANW HPQ CCI COMM WIN ….. KN TMUS OLED SSYS AAPL LXK CDW NSR=Bottom (Computer Hardware/Telecom)
ELEC(45): -0.76% Top=MRVL RUN INVN CSIQ CY TSL SCTY MU ….. LLTC TER TXN MCHP SWKS CREE BRKR CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:00 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:39 pm

Market Stats at 1:38 pm ET
by daytrend on 20151231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

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 (20151231 1:38 pm ET)
7.6% of stocks are above yesterday’s high.
25.5% are above yesterday’s midpoint. (74.5% are below.)
38.5% are below yesterday’s low.
53.9% are inside yesterday’s range.
17.1% of stocks with today’s high > yesterday’s high. (82.9% less than).
83.4% of stocks with today’s low < yesterday’s low. (16.6% greater than).

EVIDENCE OF INTRADAY TREND (20151231 1:38 pm ET)
60.9% of stocks are above today’s open. (36.9% are below).
41.8% of stocks are above today’s open and yesterday’s close.
36.3% are below both.
0.1% of stocks opened above yesterday’s high.
6.7% of stocks opened above yesterday’s close. (90.6% opened below yesterday’s close).
53.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151231 1:38 pm ET)
9.7% of stocks are in the top 10% of today’s range.
21.1% are in the top 20%.
67.8% are in the top half. 32.2% of stocks are in the bottom half of today’s range.
9.8% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN (20151231 1:38 pm ET)
43.8% of stocks are above yesterday’s close. (56.2% are below.)
1.4% are up 4.5% or more. 0.1% are down 4.5% or more.
2.5% are up 3.5% or more. 0.1% are down 3.5% or more.
76.2% are between +1% and -1%.

RSI on DAILY (20151231 1:38 pm ET)
2-day: >=95:1.8%…>=90:2.7%…>=80:7.7%…>=50:32.9%…<=20:20.3%…<=10:6.2%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:45.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:42.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151231 1:38 pm ET)
7.6% above previous 1 highs, 38.5% below previous 1 lows
2.9% above previous 2 highs, 30.6% below previous 2 lows
2.3% above previous 3 highs, 12.1% below previous 3 lows
1.5% above previous 4 highs, 11.1% below previous 4 lows
1.2% above previous 5 highs, 8.5% below previous 5 lows
1.1% above previous 6 highs, 3.5% below previous 6 lows
1.0% above previous 7 highs, 1.9% below previous 7 lows
0.8% above previous 8 highs, 1.6% below previous 8 lows
0.7% above previous 9 highs, 1.5% below previous 9 lows
0.7% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151231 1:38 pm ET)
43.8% are above or equal to 12/30 close (1 days ago), 56.2% are below.
18.0% are above or equal to 12/29 close (2 days ago), 82.0% are below.
46.9% are above or equal to 12/28 close (3 days ago), 53.1% are below.
36.2% are above or equal to 12/24 close (4 days ago), 63.8% are below.
35.3% are above or equal to 12/23 close (5 days ago), 64.7% are below.
70.5% are above or equal to 12/22 close (6 days ago), 29.5% are below.
80.7% are above or equal to 12/21 close (7 days ago), 19.3% are below.
84.7% are above or equal to 12/18 close (8 days ago), 15.3% are below.
66.8% are above or equal to 12/17 close (9 days ago), 33.2% are below.
43.5% are above or equal to 12/16 close (10 days ago), 56.5% are below.
61.1% are above or equal to 12/15 close (11 days ago), 38.9% are below.
75.7% are above or equal to 12/14 close (12 days ago), 24.3% are below.
70.2% are above or equal to 12/11 close (13 days ago), 29.8% are below.
46.8% are above or equal to 12/10 close (14 days ago), 53.2% are below.
50.3% are above or equal to 12/9 close (15 days ago), 49.7% are below.
42.7% are above or equal to 12/8 close (16 days ago), 57.3% are below.
37.7% are above or equal to 12/7 close (17 days ago), 62.3% are below.
31.4% are above or equal to 12/4 close (18 days ago), 68.6% are below.
40.2% are above or equal to 12/3 close (19 days ago), 59.8% are below.
29.8% are above or equal to 12/2 close (20 days ago), 70.2% are below.
26.0% are above or equal to 12/1 close (21 days ago), 74.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151231 1:38 pm ET)
20d: 1.2% new highs, 2.7% new lows
21d: 1.1% new highs, 2.7% new lows
42d: 0.9% new highs, 2.0% new lows
63d: 0.7% new highs, 1.4% new lows
126d: 0.6% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151231 1:38 pm ET)
2-day: 42.6% above, 57.4% below
3-day: 24.3% above, 75.7% below
4-day: 30.5% above, 69.5% below
5-day: 31.3% above, 68.7% below
8-day: 53.0% above, 47.0% below
10-day: 63.2% above, 36.8% below
20-day: 50.2% above, 49.8% below
50-day: 37.9% above, 62.1% below
200-day: 35.3% above, 64.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151231 1:38 pm ET)
ENER(89): 2.10% Top=RRC OAS SM OKS PAGP RICE CPE ETE ….. PBF MDU HFC PSX NOV MPC DK VLO=Bottom (Energy)
CONS(60): 0.06% Top=ICON LULU KATE HBI MFRM NWL BERY FL ….. CCK CRI FOSL GIII KS SKX WWW GT=Bottom (Consumer)
TRAN(36): 0.03% Top=TK XPO GBX KSU SWFT BRS ODFL JBHT ….. DAL NAT DHT VA JBLU AAL SAVE HA=Bottom (Transportation)
REAL(85): 0.02% Top=NRF NSM NRZ ACC STWD ARR NLY DRE ….. SHO DLR DRH BAM LHO DFT LGIH HST=Bottom (Real Estate)
META(18): -0.05% Top=SLCA CCJ NEM RGLD CNX NUE GG SLW ….. ABX AEM SCCO X AA FNV GSM CMC=Bottom (Metals & Mining)
FINA(106): -0.09% Top=WDR KKR BK LM SLM LPLA SEIC STT ….. WU TD EFX OCN SF BX WIBC FXCM=Bottom (Banks/Financials)
DISV(48): -0.11% Top=CAR GEO CXW VNTV R RRD SBAC KBR ….. PAYX MYGN WTW ZG RBA SNX ADT PRAA=Bottom (Diversified Services)
COSW(88): -0.18% Top=TWTR SFUN BITA LC VIPS RAX SPLK YELP ….. BIDU TTWO ATVI ADSK CDK GRUB RNG ELLI=Bottom (Computer Software/Internet)
HEAL(46): -0.19% Top=MR BAX CYH CPHD KND DXCM EW PKI ….. AMSG SYK HRC HCA RWLK ZLTQ STE INCR=Bottom (Health)
MATE(28): -0.20% Top=EXP CVA DAR MLM MAS TPH WCN MDC ….. DY CAA FLR DHI PWR KBH FAST MTZ=Bottom (Materials & Construction)
CHEM(27): -0.21% Top=GPRE HUN ALB CE EMN WLK RPM GRA ….. ASH FMC OLN AGU CF MEOH POT MOS=Bottom (Chemicals/Fertilizers)
INSU(32): -0.28% Top=FNF MBI BRO WSH L UNM HIG PRU ….. ACE ORI CINF XL AWH WRB PGR AFSI=Bottom (Insurance)
RETA(66): -0.28% Top=BLDR SIG MIK PLCE LL BBY RH RAD ….. HIBB ANF KSS GPS ASNA OUTR DDS W=Bottom (Retail & Specialty Retail)
LEIS(36): -0.33% Top=MGM WYNN DRII JACK DNKN SIX QSR BYD ….. DRI H EXPE LQ CMG SONC GPRO QUNR=Bottom (Leisure)
MANU(39): -0.40% Top=ATI KMT ZBRA GE MRC TKR DOV SWK ….. EMR DE ATU BWXT AOS TEX GNRC SEDG=Bottom (Manufacturing)
COHW(36): -0.55% Top=ZAYO LVLT HPQ WIN CCI HRS COMM CIEN ….. VZ LXK TMUS AAPL SSYS CDW OLED NSR=Bottom (Computer Hardware/Telecom)
ELEC(45): -0.76% Top=CY MRVL RUN CSIQ INVN KEYS TSL TRMB ….. MCHP TER SANM CREE BRKR SWKS HIMX CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:38 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:26 pm

Market Stats at 12:26 pm ET
by daytrend on 20151231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

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 (20151231 12:26 pm ET)
8.7% of stocks are above yesterday’s high.
32.4% are above yesterday’s midpoint. (67.6% are below.)
26.3% are below yesterday’s low.
65.0% are inside yesterday’s range.
14.7% of stocks with today’s high > yesterday’s high. (85.3% less than).
83.2% of stocks with today’s low < yesterday’s low. (16.8% greater than).

EVIDENCE OF INTRADAY TREND (20151231 12:26 pm ET)
75.0% of stocks are above today’s open. (23.4% are below).
54.0% of stocks are above today’s open and yesterday’s close.
22.5% are below both.
0.1% of stocks opened above yesterday’s high.
6.7% of stocks opened above yesterday’s close. (90.6% opened below yesterday’s close).
53.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151231 12:26 pm ET)
36.4% of stocks are in the top 10% of today’s range.
53.0% are in the top 20%.
82.9% are in the top half. 17.1% of stocks are in the bottom half of today’s range.
3.6% are in the bottom 20%.
1.2% are in the bottom 10%.

GAIN (20151231 12:26 pm ET)
57.4% of stocks are above yesterday’s close. (42.6% are below.)
0.7% are up 4.5% or more. 0.1% are down 4.5% or more.
1.4% are up 3.5% or more. 0.1% are down 3.5% or more.
79.0% are between +1% and -1%.

RSI on DAILY (20151231 12:26 pm ET)
2-day: >=95:2.7%…>=90:4.9%…>=80:11.9%…>=50:42.4%…<=20:13.4%…<=10:4.9%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:50.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:45.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151231 12:26 pm ET)
8.7% above previous 1 highs, 26.3% below previous 1 lows
4.7% above previous 2 highs, 19.1% below previous 2 lows
4.1% above previous 3 highs, 8.1% below previous 3 lows
2.9% above previous 4 highs, 7.7% below previous 4 lows
2.8% above previous 5 highs, 5.9% below previous 5 lows
2.7% above previous 6 highs, 2.4% below previous 6 lows
2.6% above previous 7 highs, 1.2% below previous 7 lows
2.3% above previous 8 highs, 0.9% below previous 8 lows
1.4% above previous 9 highs, 0.8% below previous 9 lows
1.4% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151231 12:26 pm ET)
57.4% are above or equal to 12/30 close (1 days ago), 42.6% are below.
22.0% are above or equal to 12/29 close (2 days ago), 78.0% are below.
53.4% are above or equal to 12/28 close (3 days ago), 46.6% are below.
41.0% are above or equal to 12/24 close (4 days ago), 59.0% are below.
40.7% are above or equal to 12/23 close (5 days ago), 59.3% are below.
74.7% are above or equal to 12/22 close (6 days ago), 25.3% are below.
83.1% are above or equal to 12/21 close (7 days ago), 16.9% are below.
86.2% are above or equal to 12/18 close (8 days ago), 13.8% are below.
70.3% are above or equal to 12/17 close (9 days ago), 29.7% are below.
46.0% are above or equal to 12/16 close (10 days ago), 54.0% are below.
65.2% are above or equal to 12/15 close (11 days ago), 34.8% are below.
77.2% are above or equal to 12/14 close (12 days ago), 22.8% are below.
71.1% are above or equal to 12/11 close (13 days ago), 28.9% are below.
49.3% are above or equal to 12/10 close (14 days ago), 50.7% are below.
52.5% are above or equal to 12/9 close (15 days ago), 47.5% are below.
44.9% are above or equal to 12/8 close (16 days ago), 55.1% are below.
39.5% are above or equal to 12/7 close (17 days ago), 60.5% are below.
32.8% are above or equal to 12/4 close (18 days ago), 67.2% are below.
41.5% are above or equal to 12/3 close (19 days ago), 58.5% are below.
31.8% are above or equal to 12/2 close (20 days ago), 68.2% are below.
26.6% are above or equal to 12/1 close (21 days ago), 73.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151231 12:26 pm ET)
20d: 0.9% new highs, 2.6% new lows
21d: 0.9% new highs, 2.6% new lows
42d: 0.8% new highs, 1.9% new lows
63d: 0.6% new highs, 1.2% new lows
126d: 0.5% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151231 12:26 pm ET)
2-day: 55.0% above, 45.0% below
3-day: 31.2% above, 68.8% below
4-day: 37.5% above, 62.5% below
5-day: 39.5% above, 60.5% below
8-day: 58.8% above, 41.2% below
10-day: 68.8% above, 31.2% below
20-day: 53.7% above, 46.3% below
50-day: 39.1% above, 60.9% below
200-day: 36.0% above, 64.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151231 12:26 pm ET)
ENER(89): 1.41% Top=SM RRC RICE CPE OKS CLR OAS PE ….. PAA TLLP MDU MPC DK NOV VLO SHLX=Bottom (Energy)
TRAN(36): 0.42% Top=XPO TK SWFT WERN KSU GBX ODFL KNX ….. DAL JBLU NAT UAL DHT AAL HA SAVE=Bottom (Transportation)
CONS(60): 0.28% Top=ICON LULU BERY KATE NWL HBI SCS MFRM ….. CRI GIII MAT KS FOSL GT WWW SKX=Bottom (Consumer)
META(18): 0.24% Top=SLCA RGLD NEM CCJ FCX NUE ABX GG ….. SLW AEM SCCO CNX FNV AA GSM CMC=Bottom (Metals & Mining)
MATE(28): 0.21% Top=EXP DAR MLM CVA MAS TOL MDC LEN ….. DHI DY WM KBH PWR FLR FAST MTZ=Bottom (Materials & Construction)
FINA(106): 0.20% Top=WDR SLM LPLA TCBI LM BK OMF BLK ….. SF CFR WU WIBC TD OCN BX FXCM=Bottom (Banks/Financials)
DISV(48): 0.17% Top=CAR R GEO CXW SBAC FLT VNTV AL ….. MYGN WTW ZG PAYX SNX RBA ADT PRAA=Bottom (Diversified Services)
REAL(85): 0.14% Top=NRF NSM ACC STWD NRZ IVR RLGY CBG ….. RPAI SHO HPT SC DRH BAM DLR HST=Bottom (Real Estate)
COSW(88): 0.11% Top=SFUN BITA TWTR LC VIPS RAX BOX YELP ….. TTWO TRI CTXS BIDU CDK TWOU ELLI GRUB=Bottom (Computer Software/Internet)
INSU(32): 0.08% Top=FNF MBI BRO HIG UNM WSH L TMK ….. ACE RDN CNO XL AWH PGR WRB AFSI=Bottom (Insurance)
LEIS(36): -0.03% Top=MGM DRII SHAK BYD HLT JACK WYNN SIX ….. BLMN H DRI SONC LQ CMG GPRO QUNR=Bottom (Leisure)
CHEM(27): -0.04% Top=GPRE WLK ALB HUN RPM EMN DD GRA ….. FMC CF OLN AGU AXLL MEOH POT MOS=Bottom (Chemicals/Fertilizers)
HEAL(46): -0.07% Top=MR BAX KND DXCM MD PKI UHS EVHC ….. CPHD HRC HOLX SYK ZLTQ STE RWLK INCR=Bottom (Health)
MANU(39): -0.11% Top=ZBRA KMT GE ATI TKR MRC CFX MHK ….. DDD EMR ATU BWXT TEX JOY SEDG GNRC=Bottom (Manufacturing)
RETA(66): -0.21% Top=SIG BLDR MIK COST FINL RH CPRT TSCO ….. BBBY GPS KSS WFM ASNA W OUTR DDS=Bottom (Retail & Specialty Retail)
COHW(36): -0.30% Top=ZAYO HPQ CIEN BRCD WIN LVLT VRSN INFN ….. VZ CTL STX OLED AAPL SSYS CDW NSR=Bottom (Computer Hardware/Telecom)
ELEC(45): -0.31% Top=RUN CY TSL AMBA MRVL TRMB SNPS FIT ….. ADI MCHP TER SANM SWKS BRKR LSCC CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:50 am

Market Stats at 11:49 am ET
by daytrend on 20151231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

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 (20151231 11:49 am ET)
4.9% of stocks are above yesterday’s high.
22.8% are above yesterday’s midpoint. (77.2% are below.)
40.8% are below yesterday’s low.
54.4% are inside yesterday’s range.
11.6% of stocks with today’s high > yesterday’s high. (88.4% less than).
82.9% of stocks with today’s low < yesterday’s low. (17.1% greater than).

EVIDENCE OF INTRADAY TREND (20151231 11:49 am ET)
60.8% of stocks are above today’s open. (38.0% are below).
38.3% of stocks are above today’s open and yesterday’s close.
37.1% are below both.
0.1% of stocks opened above yesterday’s high.
6.7% of stocks opened above yesterday’s close. (90.6% opened below yesterday’s close).
53.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151231 11:49 am ET)
24.1% of stocks are in the top 10% of today’s range.
39.7% are in the top 20%.
70.6% are in the top half. 29.4% of stocks are in the bottom half of today’s range.
5.8% are in the bottom 20%.
2.7% are in the bottom 10%.

GAIN (20151231 11:49 am ET)
40.8% of stocks are above yesterday’s close. (59.2% are below.)
0.3% are up 4.5% or more. 0.1% are down 4.5% or more.
0.7% are up 3.5% or more. 0.1% are down 3.5% or more.
78.1% are between +1% and -1%.

RSI on DAILY (20151231 11:49 am ET)
2-day: >=95:1.2%…>=90:2.6%…>=80:6.3%…>=50:30.4%…<=20:20.2%…<=10:6.3%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:44.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:40.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151231 11:49 am ET)
4.9% above previous 1 highs, 40.8% below previous 1 lows
2.3% above previous 2 highs, 33.4% below previous 2 lows
1.9% above previous 3 highs, 12.1% below previous 3 lows
1.2% above previous 4 highs, 11.5% below previous 4 lows
1.1% above previous 5 highs, 8.5% below previous 5 lows
1.0% above previous 6 highs, 3.7% below previous 6 lows
1.0% above previous 7 highs, 1.9% below previous 7 lows
0.9% above previous 8 highs, 1.7% below previous 8 lows
0.5% above previous 9 highs, 1.6% below previous 9 lows
0.5% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151231 11:49 am ET)
40.8% are above or equal to 12/30 close (1 days ago), 59.2% are below.
15.7% are above or equal to 12/29 close (2 days ago), 84.3% are below.
43.7% are above or equal to 12/28 close (3 days ago), 56.3% are below.
34.5% are above or equal to 12/24 close (4 days ago), 65.5% are below.
33.6% are above or equal to 12/23 close (5 days ago), 66.4% are below.
70.6% are above or equal to 12/22 close (6 days ago), 29.4% are below.
80.7% are above or equal to 12/21 close (7 days ago), 19.3% are below.
84.4% are above or equal to 12/18 close (8 days ago), 15.6% are below.
66.0% are above or equal to 12/17 close (9 days ago), 34.0% are below.
42.9% are above or equal to 12/16 close (10 days ago), 57.1% are below.
61.0% are above or equal to 12/15 close (11 days ago), 39.0% are below.
74.7% are above or equal to 12/14 close (12 days ago), 25.3% are below.
69.2% are above or equal to 12/11 close (13 days ago), 30.8% are below.
46.7% are above or equal to 12/10 close (14 days ago), 53.3% are below.
50.1% are above or equal to 12/9 close (15 days ago), 49.9% are below.
42.3% are above or equal to 12/8 close (16 days ago), 57.7% are below.
37.4% are above or equal to 12/7 close (17 days ago), 62.6% are below.
31.2% are above or equal to 12/4 close (18 days ago), 68.8% are below.
40.3% are above or equal to 12/3 close (19 days ago), 59.7% are below.
30.5% are above or equal to 12/2 close (20 days ago), 69.5% are below.
25.9% are above or equal to 12/1 close (21 days ago), 74.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151231 11:49 am ET)
20d: 0.7% new highs, 2.6% new lows
21d: 0.7% new highs, 2.6% new lows
42d: 0.6% new highs, 1.9% new lows
63d: 0.3% new highs, 1.2% new lows
126d: 0.2% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151231 11:49 am ET)
2-day: 39.1% above, 60.9% below
3-day: 22.1% above, 77.9% below
4-day: 27.3% above, 72.7% below
5-day: 29.2% above, 70.8% below
8-day: 49.8% above, 50.2% below
10-day: 61.5% above, 38.5% below
20-day: 48.7% above, 51.3% below
50-day: 37.2% above, 62.8% below
200-day: 35.3% above, 64.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151231 11:49 am ET)
ENER(89): 1.01% Top=SM RRC CPE RICE CLR OAS NS DPM ….. PTEN NOV MPC VLO MDU HFC SHLX DK=Bottom (Energy)
META(18): 0.27% Top=SLCA RGLD NEM FCX CCJ AEM GG NUE ….. STLD CNX FNV SLW SCCO AA GSM CMC=Bottom (Metals & Mining)
CONS(60): 0.13% Top=ICON LULU MFRM BERY PVH NWL HBI JAH ….. CRI KMB MAT GIII WWW KS GT SKX=Bottom (Consumer)
TRAN(36): 0.00% Top=XPO TK KSU SWFT KNX WERN ODFL JBHT ….. VA JBLU DAL NAT CNI AAL HA SAVE=Bottom (Transportation)
COSW(88): -0.08% Top=BITA SFUN TWTR VIPS LC YELP RAX BOX ….. CDNS BIDU ELLI GRUB CDK LOCK CTXS TWOU=Bottom (Computer Software/Internet)
DISV(48): -0.10% Top=CAR GEO FLT R SBAC CXW MCO AL ….. RRD MAN ZG SNX PAYX ADT RBA PRAA=Bottom (Diversified Services)
REAL(85): -0.12% Top=NRF NSM IVR RLGY AMH MFA NLY STWD ….. RLJ CBL BAM DLR HPT DRH SHO HST=Bottom (Real Estate)
HEAL(46): -0.13% Top=MR UHS CYH BAX KND EVHC PRXL MD ….. XRAY CPHD SYK HOLX STE ZLTQ INCR RWLK=Bottom (Health)
MATE(28): -0.15% Top=EXP DAR MLM CVA TOL MDC LEN SRCL ….. RSG WM FLR KBH FAST PWR MTZ DY=Bottom (Materials & Construction)
FINA(106): -0.23% Top=LPLA WDR TCBI KKR ARCC BLK LM FII ….. PB CBSH WU SF GWB CFR BX FXCM=Bottom (Banks/Financials)
INSU(32): -0.24% Top=FNF BRO MBI WSH HIG L AIG UNM ….. PGR ORI AWH XL MTG AFSI CNO WRB=Bottom (Insurance)
CHEM(27): -0.25% Top=HUN PAH GPRE WLK MON DOW DD ALB ….. AGU AXLL ASH CF OLN POT MEOH MOS=Bottom (Chemicals/Fertilizers)
MANU(39): -0.25% Top=KMT CFX ZBRA ATI MRC GE TKR DOV ….. DE ATU GNRC BWXT AGCO TEX JOY SEDG=Bottom (Manufacturing)
LEIS(36): -0.26% Top=SHAK MGM BYD DRII JACK WYNN PNRA HLT ….. DRI CMG H BLMN EXPE LQ GPRO QUNR=Bottom (Leisure)
ELEC(45): -0.46% Top=MRVL FIT RUN CY TSL MU NVDA INVN ….. BRKR MCHP ADI TER SANM SWKS LSCC CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(66): -0.47% Top=SIG BLDR LL MIK RH COST FINL CPRT ….. WFM KR GPS GME OUTR DDS ASNA W=Bottom (Retail & Specialty Retail)
COHW(36): -0.56% Top=ZAYO HPQ VRSN WIN LVLT FNSR CCI ANET ….. SSYS STX OLED AAPL LXK CDW TMUS NSR=Bottom (Computer Hardware/Telecom)

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 11:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:31 am

Market Stats at 11:30 am ET
by daytrend on 20151231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

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 (20151231 11:30 am ET)
2.8% of stocks are above yesterday’s high.
15.3% are above yesterday’s midpoint. (84.7% are below.)
55.8% are below yesterday’s low.
41.4% are inside yesterday’s range.
10.5% of stocks with today’s high > yesterday’s high. (89.5% less than).
82.8% of stocks with today’s low < yesterday’s low. (17.2% greater than).

EVIDENCE OF INTRADAY TREND (20151231 11:30 am ET)
42.4% of stocks are above today’s open. (56.2% are below).
22.6% of stocks are above today’s open and yesterday’s close.
55.7% are below both.
0.1% of stocks opened above yesterday’s high.
6.7% of stocks opened above yesterday’s close. (90.6% opened below yesterday’s close).
53.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151231 11:30 am ET)
4.4% of stocks are in the top 10% of today’s range.
10.7% are in the top 20%.
42.3% are in the top half. 57.7% of stocks are in the bottom half of today’s range.
22.3% are in the bottom 20%.
11.4% are in the bottom 10%.

GAIN (20151231 11:30 am ET)
24.7% of stocks are above yesterday’s close. (75.3% are below.)
0.2% are up 4.5% or more. 0.1% are down 4.5% or more.
0.3% are up 3.5% or more. 0.2% are down 3.5% or more.
72.0% are between +1% and -1%.

RSI on DAILY (20151231 11:30 am ET)
2-day: >=95:0.7%…>=90:1.4%…>=80:2.8%…>=50:18.0%…<=20:33.2%…<=10:9.6%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:38.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:37.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151231 11:30 am ET)
2.8% above previous 1 highs, 55.8% below previous 1 lows
1.4% above previous 2 highs, 47.9% below previous 2 lows
0.9% above previous 3 highs, 18.2% below previous 3 lows
0.5% above previous 4 highs, 17.6% below previous 4 lows
0.5% above previous 5 highs, 12.9% below previous 5 lows
0.5% above previous 6 highs, 5.8% below previous 6 lows
0.5% above previous 7 highs, 3.3% below previous 7 lows
0.5% above previous 8 highs, 2.7% below previous 8 lows
0.3% above previous 9 highs, 2.4% below previous 9 lows
0.3% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151231 11:30 am ET)
24.7% are above or equal to 12/30 close (1 days ago), 75.3% are below.
9.6% are above or equal to 12/29 close (2 days ago), 90.4% are below.
31.5% are above or equal to 12/28 close (3 days ago), 68.5% are below.
27.2% are above or equal to 12/24 close (4 days ago), 72.8% are below.
27.3% are above or equal to 12/23 close (5 days ago), 72.7% are below.
63.5% are above or equal to 12/22 close (6 days ago), 36.5% are below.
76.7% are above or equal to 12/21 close (7 days ago), 23.3% are below.
81.6% are above or equal to 12/18 close (8 days ago), 18.4% are below.
61.4% are above or equal to 12/17 close (9 days ago), 38.6% are below.
39.2% are above or equal to 12/16 close (10 days ago), 60.8% are below.
57.4% are above or equal to 12/15 close (11 days ago), 42.6% are below.
72.0% are above or equal to 12/14 close (12 days ago), 28.0% are below.
65.1% are above or equal to 12/11 close (13 days ago), 34.9% are below.
43.3% are above or equal to 12/10 close (14 days ago), 56.7% are below.
45.1% are above or equal to 12/9 close (15 days ago), 54.9% are below.
39.4% are above or equal to 12/8 close (16 days ago), 60.6% are below.
35.8% are above or equal to 12/7 close (17 days ago), 64.2% are below.
29.2% are above or equal to 12/4 close (18 days ago), 70.8% are below.
38.3% are above or equal to 12/3 close (19 days ago), 61.7% are below.
28.7% are above or equal to 12/2 close (20 days ago), 71.3% are below.
24.3% are above or equal to 12/1 close (21 days ago), 75.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151231 11:30 am ET)
20d: 0.7% new highs, 2.6% new lows
21d: 0.7% new highs, 2.6% new lows
42d: 0.6% new highs, 1.9% new lows
63d: 0.3% new highs, 1.2% new lows
126d: 0.2% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151231 11:30 am ET)
2-day: 23.3% above, 76.7% below
3-day: 12.8% above, 87.2% below
4-day: 17.4% above, 82.6% below
5-day: 19.3% above, 80.7% below
8-day: 37.5% above, 62.5% below
10-day: 51.8% above, 48.2% below
20-day: 42.9% above, 57.1% below
50-day: 34.4% above, 65.6% below
200-day: 33.8% above, 66.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151231 11:30 am ET)
ENER(89): 0.32% Top=SM RRC CPE RICE WMB NS CLR DVN ….. NOV WNR MPC PTEN VLO MDU HFC DK=Bottom (Energy)
META(18): 0.05% Top=SLCA NEM RGLD FCX AEM GG ABX CCJ ….. CNX FNV SLW STLD SCCO GSM AA CMC=Bottom (Metals & Mining)
CONS(60): -0.19% Top=ICON LULU BERY PVH MFRM KATE HBI NWL ….. GIII MAT DECK PKG WWW SKX GT KS=Bottom (Consumer)
HEAL(46): -0.29% Top=MR CYH UHS THC EVHC BAX OPK AET ….. HRC XRAY SYK HOLX STE ZLTQ INCR RWLK=Bottom (Health)
TRAN(36): -0.40% Top=TK XPO SWFT KSU KNX JBHT ODFL GBX ….. DAL NAT DHT JBLU CNI AAL HA SAVE=Bottom (Transportation)
DISV(48): -0.44% Top=CAR WTW SBAC R GEO FLT AHS MCO ….. ADT ACM RBA RRD SNX PAYX AAN PRAA=Bottom (Diversified Services)
REAL(85): -0.44% Top=NRF NSM IVR NLY RLGY STWD ACC ARR ….. SHO RLJ BAM DFT DRH SNH HPT HST=Bottom (Real Estate)
COSW(88): -0.46% Top=BITA SFUN VIPS TWTR JD LC BOX YELP ….. CDNS GRUB TWOU MENT CDK ELLI CTXS LOCK=Bottom (Computer Software/Internet)
MATE(28): -0.48% Top=EXP DAR MLM CVA TOL LEN MDC SRCL ….. WM KBH WY FLR FAST PWR MTZ DY=Bottom (Materials & Construction)
RETA(66): -0.55% Top=SIG BLDR MIK LL RH FINL BBY BABA ….. FIVE GPS KR SPLS BBBY DDS W ASNA=Bottom (Retail & Specialty Retail)
LEIS(36): -0.58% Top=MGM SHAK DRII BYD WYNN JACK PNRA DPZ ….. YUM DRI H EXPE BLMN GPRO LQ QUNR=Bottom (Leisure)
INSU(32): -0.61% Top=BRO MBI FNF WSH HIG L UNM TMK ….. MTG FAF XL RDN AFSI ORI WRB CNO=Bottom (Insurance)
MANU(39): -0.62% Top=KMT CFX ZBRA ATI MRC DDD DOV MHK ….. AOS ATU GNRC BWXT AGCO TEX JOY SEDG=Bottom (Manufacturing)
CHEM(27): -0.64% Top=PAH GPRE WLK MON EMN DOW HUN DD ….. AGU CF ASH AXLL OLN POT MOS MEOH=Bottom (Chemicals/Fertilizers)
FINA(106): -0.66% Top=LPLA KKR WDR SLM FII TCBI BLK PSEC ….. MBFI PB OCN SF WIBC CFR BX FXCM=Bottom (Banks/Financials)
ELEC(45): -0.79% Top=FIT MRVL TSL CY MU INVN NVDA HIMX ….. MCHP QRVO LSCC ADI SWKS SANM TER CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(36): -0.82% Top=ZAYO HPQ WIN LVLT VRSN CCI FNSR TDC ….. AAPL STX CDW KN OLED LXK TMUS NSR=Bottom (Computer Hardware/Telecom)

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 11:30 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:47 am

Market Stats at 10:47 am ET
by daytrend on 20151231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

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 (20151231 10:47 am ET)
2.7% of stocks are above yesterday’s high.
13.3% are above yesterday’s midpoint. (86.7% are below.)
60.0% are below yesterday’s low.
37.3% are inside yesterday’s range.
9.0% of stocks with today’s high > yesterday’s high. (91.0% less than).
82.0% of stocks with today’s low < yesterday’s low. (18.0% greater than).

EVIDENCE OF INTRADAY TREND (20151231 10:47 am ET)
36.6% of stocks are above today’s open. (61.8% are below).
19.2% of stocks are above today’s open and yesterday’s close.
61.2% are below both.
0.1% of stocks opened above yesterday’s high.
6.7% of stocks opened above yesterday’s close. (90.6% opened below yesterday’s close).
53.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151231 10:47 am ET)
5.9% of stocks are in the top 10% of today’s range.
11.4% are in the top 20%.
31.0% are in the top half. 69.0% of stocks are in the bottom half of today’s range.
30.7% are in the bottom 20%.
11.5% are in the bottom 10%.

GAIN (20151231 10:47 am ET)
21.0% of stocks are above yesterday’s close. (79.0% are below.)
0.2% are up 4.5% or more. 0.1% are down 4.5% or more.
0.6% are up 3.5% or more. 0.1% are down 3.5% or more.
67.7% are between +1% and -1%.

RSI on DAILY (20151231 10:47 am ET)
2-day: >=95:0.3%…>=90:0.8%…>=80:3.1%…>=50:16.2%…<=20:38.3%…<=10:9.6%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:37.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:36.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151231 10:47 am ET)
2.7% above previous 1 highs, 60.0% below previous 1 lows
0.9% above previous 2 highs, 50.5% below previous 2 lows
0.8% above previous 3 highs, 21.9% below previous 3 lows
0.5% above previous 4 highs, 21.2% below previous 4 lows
0.5% above previous 5 highs, 15.3% below previous 5 lows
0.3% above previous 6 highs, 6.0% below previous 6 lows
0.3% above previous 7 highs, 4.0% below previous 7 lows
0.3% above previous 8 highs, 3.2% below previous 8 lows
0.2% above previous 9 highs, 2.9% below previous 9 lows
0.2% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151231 10:47 am ET)
21.0% are above or equal to 12/30 close (1 days ago), 79.0% are below.
9.4% are above or equal to 12/29 close (2 days ago), 90.6% are below.
29.2% are above or equal to 12/28 close (3 days ago), 70.8% are below.
25.3% are above or equal to 12/24 close (4 days ago), 74.7% are below.
25.1% are above or equal to 12/23 close (5 days ago), 74.9% are below.
59.8% are above or equal to 12/22 close (6 days ago), 40.2% are below.
76.3% are above or equal to 12/21 close (7 days ago), 23.7% are below.
80.9% are above or equal to 12/18 close (8 days ago), 19.1% are below.
59.2% are above or equal to 12/17 close (9 days ago), 40.8% are below.
38.8% are above or equal to 12/16 close (10 days ago), 61.2% are below.
55.4% are above or equal to 12/15 close (11 days ago), 44.6% are below.
71.2% are above or equal to 12/14 close (12 days ago), 28.8% are below.
64.4% are above or equal to 12/11 close (13 days ago), 35.6% are below.
42.0% are above or equal to 12/10 close (14 days ago), 58.0% are below.
45.0% are above or equal to 12/9 close (15 days ago), 55.0% are below.
38.6% are above or equal to 12/8 close (16 days ago), 61.4% are below.
35.3% are above or equal to 12/7 close (17 days ago), 64.7% are below.
28.8% are above or equal to 12/4 close (18 days ago), 71.2% are below.
37.9% are above or equal to 12/3 close (19 days ago), 62.1% are below.
27.7% are above or equal to 12/2 close (20 days ago), 72.3% are below.
23.4% are above or equal to 12/1 close (21 days ago), 76.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151231 10:47 am ET)
20d: 0.7% new highs, 2.5% new lows
21d: 0.7% new highs, 2.5% new lows
42d: 0.6% new highs, 1.9% new lows
63d: 0.3% new highs, 1.2% new lows
126d: 0.2% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151231 10:47 am ET)
2-day: 19.7% above, 80.3% below
3-day: 11.6% above, 88.4% below
4-day: 16.7% above, 83.3% below
5-day: 17.7% above, 82.3% below
8-day: 35.3% above, 64.7% below
10-day: 49.2% above, 50.8% below
20-day: 41.4% above, 58.6% below
50-day: 33.7% above, 66.3% below
200-day: 33.9% above, 66.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151231 10:47 am ET)
ENER(89): 0.80% Top=SM OKS RICE WMB OAS CPE RRC CLR ….. WNR FTI OIS SHLX MDU NOV DK PTEN=Bottom (Energy)
CONS(60): -0.06% Top=ICON LULU PVH KATE HBI SCS BERY FOSL ….. CCK PKG CL KMB WWW SKX GT KS=Bottom (Consumer)
META(18): -0.33% Top=SLCA CNX NEM FCX RGLD CCJ NUE GG ….. STLD ABX FNV SLW SCCO AA GSM CMC=Bottom (Metals & Mining)
MANU(39): -0.45% Top=DDD KMT ATI JKS CFX ZBRA MRC DOV ….. XYL ITT PH JOY ATU AOS AGCO BWXT=Bottom (Manufacturing)
TRAN(36): -0.51% Top=TK XPO BRS KSU SWFT JBHT KNX ODFL ….. DHT JBLU ALK CNI WAB AAL HA SAVE=Bottom (Transportation)
HEAL(46): -0.51% Top=OPK CYH MR UHS BAX EVHC PRXL CPHD ….. XRAY ZLTQ STE UNH SYK RWLK INCR MOH=Bottom (Health)
REAL(85): -0.55% Top=NRF NSM NLY IVR MFA STWD CIM TWO ….. RLJ OUT NRZ SHO DRH HPT TREE HST=Bottom (Real Estate)
RETA(66): -0.55% Top=SIG KORS PLCE DLTR GES MIK FINL SHLD ….. BBBY FIVE W DDS TGT WBA ASNA SPLS=Bottom (Retail & Specialty Retail)
LEIS(36): -0.57% Top=SHAK JACK MGM EAT PNRA DRII BYD SIX ….. MCD QSR EXPE BLMN H LQ GPRO QUNR=Bottom (Leisure)
MATE(28): -0.59% Top=EXP DAR MLM CVA TPH TOL LEN MTZ ….. APOG WM MAS CAA KBH WY FAST DY=Bottom (Materials & Construction)
DISV(48): -0.64% Top=CAR SBAC R GEO AHS CXW FLT TW ….. MMS MAN RRD KBR ZG SNX PAYX PRAA=Bottom (Diversified Services)
COSW(88): -0.65% Top=SFUN BITA YELP TWTR JD ATHM WUBA BOX ….. CTXS TTWO CDK CDNS ADP MENT ELLI LOCK=Bottom (Computer Software/Internet)
ELEC(45): -0.79% Top=RUN INVN TSL FIT AMBA CSIQ MRVL SPWR ….. TXN ADI LSCC SWKS SANM TER CRUS QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): -0.82% Top=GPRE HUN DOW WLK EMN MON PAH VAL ….. CF APD AXLL OLN ASH POT MEOH MOS=Bottom (Chemicals/Fertilizers)
COHW(36): -0.86% Top=SSYS ZAYO HPQ LVLT WIN VRSN CCI CIEN ….. STX AAPL CDW LXK OLED TMUS KN NSR=Bottom (Computer Hardware/Telecom)
FINA(106): -0.88% Top=LPLA ACAS CG ARCC KKR SLM PSEC WDR ….. OCN BOFI WU SF WETF WIBC BX FXCM=Bottom (Banks/Financials)
INSU(32): -0.93% Top=MBI FNF BRO WSH AGO HIG L UNM ….. ORI FAF XL AFSI WRB CNO MTG RDN=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:33 am

Market Stats at 10:33 am ET
by daytrend on 20151231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

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 (20151231 10:33 am ET)
3.5% of stocks are above yesterday’s high.
13.2% are above yesterday’s midpoint. (86.8% are below.)
61.9% are below yesterday’s low.
34.6% are inside yesterday’s range.
8.8% of stocks with today’s high > yesterday’s high. (91.2% less than).
81.8% of stocks with today’s low < yesterday’s low. (18.2% greater than).

EVIDENCE OF INTRADAY TREND (20151231 10:33 am ET)
35.4% of stocks are above today’s open. (63.1% are below).
20.2% of stocks are above today’s open and yesterday’s close.
62.8% are below both.
0.1% of stocks opened above yesterday’s high.
6.7% of stocks opened above yesterday’s close. (90.6% opened below yesterday’s close).
53.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151231 10:33 am ET)
5.9% of stocks are in the top 10% of today’s range.
11.2% are in the top 20%.
28.2% are in the top half. 71.8% of stocks are in the bottom half of today’s range.
46.1% are in the bottom 20%.
30.2% are in the bottom 10%.

GAIN (20151231 10:33 am ET)
21.4% of stocks are above yesterday’s close. (78.6% are below.)
0.2% are up 4.5% or more. 0.1% are down 4.5% or more.
0.6% are up 3.5% or more. 0.5% are down 3.5% or more.
63.6% are between +1% and -1%.

RSI on DAILY (20151231 10:33 am ET)
2-day: >=95:0.3%…>=90:1.1%…>=80:2.6%…>=50:15.8%…<=20:40.8%…<=10:10.5%…<=5:3.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:36.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:36.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151231 10:33 am ET)
3.5% above previous 1 highs, 61.9% below previous 1 lows
1.2% above previous 2 highs, 52.2% below previous 2 lows
1.0% above previous 3 highs, 23.2% below previous 3 lows
0.7% above previous 4 highs, 22.1% below previous 4 lows
0.6% above previous 5 highs, 16.5% below previous 5 lows
0.6% above previous 6 highs, 6.6% below previous 6 lows
0.6% above previous 7 highs, 3.8% below previous 7 lows
0.3% above previous 8 highs, 2.6% below previous 8 lows
0.2% above previous 9 highs, 2.6% below previous 9 lows
0.2% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151231 10:33 am ET)
21.4% are above or equal to 12/30 close (1 days ago), 78.6% are below.
8.9% are above or equal to 12/29 close (2 days ago), 91.1% are below.
28.0% are above or equal to 12/28 close (3 days ago), 72.0% are below.
23.3% are above or equal to 12/24 close (4 days ago), 76.7% are below.
23.8% are above or equal to 12/23 close (5 days ago), 76.2% are below.
59.5% are above or equal to 12/22 close (6 days ago), 40.5% are below.
74.8% are above or equal to 12/21 close (7 days ago), 25.2% are below.
80.2% are above or equal to 12/18 close (8 days ago), 19.8% are below.
57.9% are above or equal to 12/17 close (9 days ago), 42.1% are below.
37.7% are above or equal to 12/16 close (10 days ago), 62.3% are below.
54.8% are above or equal to 12/15 close (11 days ago), 45.2% are below.
70.2% are above or equal to 12/14 close (12 days ago), 29.8% are below.
64.2% are above or equal to 12/11 close (13 days ago), 35.8% are below.
41.9% are above or equal to 12/10 close (14 days ago), 58.1% are below.
44.7% are above or equal to 12/9 close (15 days ago), 55.3% are below.
38.4% are above or equal to 12/8 close (16 days ago), 61.6% are below.
34.9% are above or equal to 12/7 close (17 days ago), 65.1% are below.
28.6% are above or equal to 12/4 close (18 days ago), 71.4% are below.
36.9% are above or equal to 12/3 close (19 days ago), 63.1% are below.
27.6% are above or equal to 12/2 close (20 days ago), 72.4% are below.
23.1% are above or equal to 12/1 close (21 days ago), 76.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151231 10:33 am ET)
20d: 0.7% new highs, 2.4% new lows
21d: 0.7% new highs, 2.4% new lows
42d: 0.6% new highs, 1.8% new lows
63d: 0.3% new highs, 1.2% new lows
126d: 0.2% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151231 10:33 am ET)
2-day: 20.2% above, 79.8% below
3-day: 11.1% above, 88.9% below
4-day: 14.8% above, 85.2% below
5-day: 15.5% above, 84.5% below
8-day: 33.4% above, 66.6% below
10-day: 47.3% above, 52.7% below
20-day: 40.8% above, 59.2% below
50-day: 33.4% above, 66.6% below
200-day: 33.6% above, 66.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151231 10:33 am ET)
ENER(89): 1.19% Top=SM OAS RICE PE RRC CPE GPOR OKS ….. VLO SU FTI OIS NOV MDU DK PTEN=Bottom (Energy)
META(18): -0.18% Top=SLCA CNX FCX NEM CCJ RGLD NUE SCCO ….. STLD GG SLW ABX FNV AA CMC GSM=Bottom (Metals & Mining)
CONS(60): -0.27% Top=ICON LULU PVH BERY KATE HBI SCS MFRM ….. PKG DECK CL SKX KMB WWW GT KS=Bottom (Consumer)
MANU(39): -0.41% Top=DDD KMT ATI CFX JKS MRC SEDG ZBRA ….. PH XYL JOY TEX ATU AOS BWXT AGCO=Bottom (Manufacturing)
RETA(66): -0.57% Top=SIG BURL RH FINL AAP PLCE KORS DLTR ….. FIVE GPS KR TGT WBA W SPLS ASNA=Bottom (Retail & Specialty Retail)
MATE(28): -0.60% Top=DAR EXP MLM CVA TPH LEN TOL MDC ….. WM CAA USG KBH FAST MAS WY DY=Bottom (Materials & Construction)
TRAN(36): -0.60% Top=TK XPO BRS KSU STNG SWFT JBHT KNX ….. DHT DAL CNI JBLU ALK AAL HA SAVE=Bottom (Transportation)
HEAL(46): -0.60% Top=CYH MR OPK EVHC PRXL PKI CPHD UHS ….. STE STJ BKD ZLTQ UNH SYK MOH INCR=Bottom (Health)
LEIS(36): -0.65% Top=SHAK JACK WYNN EAT MGM DRII SONC PNRA ….. MCD QSR MAR H BLMN LQ GPRO QUNR=Bottom (Leisure)
CHEM(27): -0.67% Top=GPRE HUN DOW PAH MON EMN WLK CF ….. GRA AGU OLN ASH APD MEOH POT MOS=Bottom (Chemicals/Fertilizers)
COSW(88): -0.70% Top=BITA SFUN YELP TWTR ATHM JD BOX CYBR ….. TTWO CDNS LOCK CTXS ADP ATVI CDK MENT=Bottom (Computer Software/Internet)
DISV(48): -0.71% Top=CAR SBAC URI FLT R CXW AHS YY ….. FISV MA RRD MMS SNX PRAA PAYX WTW=Bottom (Diversified Services)
REAL(85): -0.78% Top=NRF IVR NLY NSM MFA STWD CIM TWO ….. LGIH OUT DRH BAM HPT PEB LHO HST=Bottom (Real Estate)
COHW(36): -0.84% Top=SSYS ZAYO HPQ LVLT PANW WIN VRSN BBRY ….. CSCO AAPL CDW LXK OLED TMUS KN NSR=Bottom (Computer Hardware/Telecom)
ELEC(45): -0.90% Top=RUN INVN TSL FIT MRVL AMBA SPWR CSIQ ….. MCHP TXN ADI SANM TER SWKS CRUS QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(106): -0.93% Top=PSEC ACAS CG KKR LPLA WDR ARCC APO ….. BBCN PACW WU BOFI WIBC WETF BX FXCM=Bottom (Banks/Financials)
INSU(32): -1.07% Top=MBI BRO WSH FNF L HIG UNM AGO ….. ACE XL FAF WRB CNO MTG AFSI RDN=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:33 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:24 am

Market Stats at 10:24 am ET
by daytrend on 20151231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

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 (20151231 10:24 am ET)
3.1% of stocks are above yesterday’s high.
14.5% are above yesterday’s midpoint. (85.5% are below.)
55.9% are below yesterday’s low.
41.0% are inside yesterday’s range.
8.5% of stocks with today’s high > yesterday’s high. (91.5% less than).
80.8% of stocks with today’s low < yesterday’s low. (19.2% greater than).

EVIDENCE OF INTRADAY TREND (20151231 10:24 am ET)
43.5% of stocks are above today’s open. (55.3% are below).
24.0% of stocks are above today’s open and yesterday’s close.
55.0% are below both.
0.1% of stocks opened above yesterday’s high.
6.7% of stocks opened above yesterday’s close. (90.6% opened below yesterday’s close).
53.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151231 10:24 am ET)
9.3% of stocks are in the top 10% of today’s range.
17.6% are in the top 20%.
38.9% are in the top half. 61.1% of stocks are in the bottom half of today’s range.
32.3% are in the bottom 20%.
21.4% are in the bottom 10%.

GAIN (20151231 10:24 am ET)
25.2% of stocks are above yesterday’s close. (74.8% are below.)
0.1% are up 4.5% or more. 0.1% are down 4.5% or more.
0.3% are up 3.5% or more. 0.5% are down 3.5% or more.
75.5% are between +1% and -1%.

RSI on DAILY (20151231 10:24 am ET)
2-day: >=95:0.3%…>=90:1.0%…>=80:2.6%…>=50:18.0%…<=20:31.9%…<=10:9.3%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:38.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:37.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151231 10:24 am ET)
3.1% above previous 1 highs, 55.9% below previous 1 lows
1.1% above previous 2 highs, 48.1% below previous 2 lows
0.9% above previous 3 highs, 17.6% below previous 3 lows
0.8% above previous 4 highs, 16.9% below previous 4 lows
0.6% above previous 5 highs, 12.4% below previous 5 lows
0.6% above previous 6 highs, 5.0% below previous 6 lows
0.6% above previous 7 highs, 2.8% below previous 7 lows
0.3% above previous 8 highs, 1.9% below previous 8 lows
0.1% above previous 9 highs, 1.9% below previous 9 lows
0.1% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151231 10:24 am ET)
25.2% are above or equal to 12/30 close (1 days ago), 74.8% are below.
10.2% are above or equal to 12/29 close (2 days ago), 89.8% are below.
31.8% are above or equal to 12/28 close (3 days ago), 68.2% are below.
26.3% are above or equal to 12/24 close (4 days ago), 73.7% are below.
27.0% are above or equal to 12/23 close (5 days ago), 73.0% are below.
62.7% are above or equal to 12/22 close (6 days ago), 37.3% are below.
76.9% are above or equal to 12/21 close (7 days ago), 23.1% are below.
82.1% are above or equal to 12/18 close (8 days ago), 17.9% are below.
61.1% are above or equal to 12/17 close (9 days ago), 38.9% are below.
39.8% are above or equal to 12/16 close (10 days ago), 60.2% are below.
56.9% are above or equal to 12/15 close (11 days ago), 43.1% are below.
72.4% are above or equal to 12/14 close (12 days ago), 27.6% are below.
65.4% are above or equal to 12/11 close (13 days ago), 34.6% are below.
43.6% are above or equal to 12/10 close (14 days ago), 56.4% are below.
47.0% are above or equal to 12/9 close (15 days ago), 53.0% are below.
40.5% are above or equal to 12/8 close (16 days ago), 59.5% are below.
36.7% are above or equal to 12/7 close (17 days ago), 63.3% are below.
29.3% are above or equal to 12/4 close (18 days ago), 70.7% are below.
38.4% are above or equal to 12/3 close (19 days ago), 61.6% are below.
28.6% are above or equal to 12/2 close (20 days ago), 71.4% are below.
23.8% are above or equal to 12/1 close (21 days ago), 76.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151231 10:24 am ET)
20d: 0.7% new highs, 2.4% new lows
21d: 0.7% new highs, 2.4% new lows
42d: 0.6% new highs, 1.8% new lows
63d: 0.3% new highs, 1.2% new lows
126d: 0.2% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151231 10:24 am ET)
2-day: 24.3% above, 75.7% below
3-day: 12.5% above, 87.5% below
4-day: 17.7% above, 82.3% below
5-day: 18.8% above, 81.2% below
8-day: 38.2% above, 61.8% below
10-day: 52.0% above, 48.0% below
20-day: 43.5% above, 56.5% below
50-day: 34.9% above, 65.1% below
200-day: 34.0% above, 66.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151231 10:24 am ET)
ENER(89): 1.07% Top=SM OAS PE RICE WMB RRC CPE CLR ….. XOM SU FTI NOV MDU OIS DK PTEN=Bottom (Energy)
CONS(60): -0.08% Top=ICON PVH LULU HBI MFRM KATE FOSL BERY ….. CL SON WWW SKX KMB PKG GT KS=Bottom (Consumer)
META(18): -0.13% Top=SLCA FCX CNX NEM X CCJ SCCO NUE ….. AEM SLW GG FNV ABX AA GSM CMC=Bottom (Metals & Mining)
MANU(39): -0.29% Top=DDD CFX KMT JKS ATI ZBRA MRC ETN ….. ITT XYL DCI DE BWXT AOS ATU AGCO=Bottom (Manufacturing)
RETA(66): -0.39% Top=SIG RH BURL KORS DLTR GES KSS TIF ….. BLDR TGT CHS KR WBA SPLS ASNA W=Bottom (Retail & Specialty Retail)
HEAL(46): -0.48% Top=MR CYH CPHD PKI EVHC DXCM TMO BAX ….. ANTM UNH ZLTQ SYK BKD MOH RWLK INCR=Bottom (Health)
CHEM(27): -0.49% Top=GPRE HUN DOW WLK PAH DD MON AXTA ….. GRA OLN AGU ASH POT APD MEOH MOS=Bottom (Chemicals/Fertilizers)
COSW(88): -0.51% Top=SFUN BITA YELP ATHM TWTR JD CYBR BOX ….. CDNS TWOU CTXS ADP TTWO ATVI LOCK MENT=Bottom (Computer Software/Internet)
TRAN(36): -0.51% Top=TK KSU XPO BRS JBHT SWFT ODFL STNG ….. DAL DHT JBLU ALK CNI AAL HA SAVE=Bottom (Transportation)
MATE(28): -0.52% Top=EXP DAR MLM TOL CVA LEN TPH MTZ ….. KBH PWR FAST CAA MAS APOG WY DY=Bottom (Materials & Construction)
LEIS(36): -0.57% Top=WYNN JACK MGM EAT PNRA DRII DPZ SIX ….. H RCL MAR QSR BLMN LQ GPRO QUNR=Bottom (Leisure)
DISV(48): -0.58% Top=CAR URI SBAC AL R VNTV FLT MCO ….. ZG GPN RRD MMS PAYX SNX PRAA WTW=Bottom (Diversified Services)
COHW(36): -0.67% Top=SSYS ZAYO PANW LVLT HPQ WIN BBRY HRS ….. INFN OLED AAPL CDW LXK TMUS KN NSR=Bottom (Computer Hardware/Telecom)
FINA(106): -0.67% Top=ACAS LPLA WDR PSEC KKR CG TROW BEN ….. LAZ BOFI WU OZRK WIBC WETF BX FXCM=Bottom (Banks/Financials)
ELEC(45): -0.72% Top=RUN MRVL TSL INVN FIT CSIQ AMBA MU ….. NXPI ADI SANM LSCC SWKS TER CRUS QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(85): -0.74% Top=NRF NSM IVR NLY STWD MFA ACC CIM ….. KRC SHO RLJ LGIH LHO PEB DRH HST=Bottom (Real Estate)
INSU(32): -0.84% Top=MBI BRO WSH FNF L AGO UNM AIG ….. PGR ORI FAF WRB CNO MTG AFSI RDN=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:24 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:59 am

Market Stats at 9:58 am ET
by daytrend on 20151231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

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 (20151231 9:58 am ET)
0.8% of stocks are above yesterday’s high.
10.6% are above yesterday’s midpoint. (89.4% are below.)
54.0% are below yesterday’s low.
45.2% are inside yesterday’s range.
6.1% of stocks with today’s high > yesterday’s high. (93.9% less than).
78.6% of stocks with today’s low < yesterday’s low. (21.4% greater than).

EVIDENCE OF INTRADAY TREND (20151231 9:58 am ET)
45.6% of stocks are above today’s open. (52.2% are below).
17.3% of stocks are above today’s open and yesterday’s close.
51.5% are below both.
0.1% of stocks opened above yesterday’s high.
6.7% of stocks opened above yesterday’s close. (90.6% opened below yesterday’s close).
53.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151231 9:58 am ET)
7.7% of stocks are in the top 10% of today’s range.
13.4% are in the top 20%.
38.3% are in the top half. 61.7% of stocks are in the bottom half of today’s range.
25.1% are in the bottom 20%.
13.6% are in the bottom 10%.

GAIN (20151231 9:58 am ET)
19.4% of stocks are above yesterday’s close. (80.6% are below.)
0.0% are up 4.5% or more. 0.1% are down 4.5% or more.
0.1% are up 3.5% or more. 0.3% are down 3.5% or more.
85.0% are between +1% and -1%.

RSI on DAILY (20151231 9:58 am ET)
2-day: >=95:0.6%…>=90:1.1%…>=80:2.4%…>=50:14.2%…<=20:30.8%…<=10:8.0%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:38.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:38.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151231 9:58 am ET)
0.8% above previous 1 highs, 54.0% below previous 1 lows
0.1% above previous 2 highs, 44.6% below previous 2 lows
0.0% above previous 3 highs, 15.7% below previous 3 lows
0.0% above previous 4 highs, 15.0% below previous 4 lows
0.0% above previous 5 highs, 10.7% below previous 5 lows
0.0% above previous 6 highs, 4.4% below previous 6 lows
0.0% above previous 7 highs, 2.4% below previous 7 lows
0.0% above previous 8 highs, 2.0% below previous 8 lows
0.0% above previous 9 highs, 2.0% below previous 9 lows
0.0% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151231 9:58 am ET)
19.4% are above or equal to 12/30 close (1 days ago), 80.6% are below.
7.2% are above or equal to 12/29 close (2 days ago), 92.8% are below.
30.8% are above or equal to 12/28 close (3 days ago), 69.2% are below.
27.7% are above or equal to 12/24 close (4 days ago), 72.3% are below.
27.8% are above or equal to 12/23 close (5 days ago), 72.2% are below.
66.0% are above or equal to 12/22 close (6 days ago), 34.0% are below.
77.4% are above or equal to 12/21 close (7 days ago), 22.6% are below.
82.7% are above or equal to 12/18 close (8 days ago), 17.3% are below.
61.5% are above or equal to 12/17 close (9 days ago), 38.5% are below.
39.8% are above or equal to 12/16 close (10 days ago), 60.2% are below.
58.4% are above or equal to 12/15 close (11 days ago), 41.6% are below.
72.5% are above or equal to 12/14 close (12 days ago), 27.5% are below.
65.0% are above or equal to 12/11 close (13 days ago), 35.0% are below.
44.5% are above or equal to 12/10 close (14 days ago), 55.5% are below.
47.0% are above or equal to 12/9 close (15 days ago), 53.0% are below.
41.0% are above or equal to 12/8 close (16 days ago), 59.0% are below.
36.6% are above or equal to 12/7 close (17 days ago), 63.4% are below.
29.8% are above or equal to 12/4 close (18 days ago), 70.2% are below.
39.0% are above or equal to 12/3 close (19 days ago), 61.0% are below.
28.9% are above or equal to 12/2 close (20 days ago), 71.1% are below.
24.5% are above or equal to 12/1 close (21 days ago), 75.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151231 9:58 am ET)
20d: 0.7% new highs, 2.3% new lows
21d: 0.7% new highs, 2.3% new lows
42d: 0.6% new highs, 1.7% new lows
63d: 0.3% new highs, 1.0% new lows
126d: 0.2% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151231 9:58 am ET)
2-day: 18.0% above, 82.0% below
3-day: 7.3% above, 92.7% below
4-day: 13.6% above, 86.4% below
5-day: 16.9% above, 83.1% below
8-day: 37.5% above, 62.5% below
10-day: 53.7% above, 46.3% below
20-day: 43.8% above, 56.2% below
50-day: 35.7% above, 64.3% below
200-day: 34.2% above, 65.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151231 9:58 am ET)
ENER(89): -0.02% Top=DPM PE OAS RRC NS CLR EQM QEP ….. SEMG MRO FET OIS MPLX WNR PTEN DK=Bottom (Energy)
META(18): -0.26% Top=SLCA NEM SCCO FCX NUE X SLW CCJ ….. RGLD STLD FNV CNX GSM ABX AA CMC=Bottom (Metals & Mining)
REAL(85): -0.36% Top=NRF NSM IVR NLY ACC VER CIM HCP ….. LHO RLJ DRH OUT TREE HST SHO LGIH=Bottom (Real Estate)
RETA(66): -0.36% Top=BIG SIG DLTR GES LL KMX AAP RH ….. TGT KR SFM CHS SPLS BLDR ASNA W=Bottom (Retail & Specialty Retail)
CONS(60): -0.37% Top=ICON LULU HBI FOSL FL BERY KATE PVH ….. CRI SEE SKX PAY SON GT PKG KS=Bottom (Consumer)
MANU(39): -0.41% Top=DDD JKS KMT CFX ZBRA CRS MRC ETN ….. EMR CMI AGCO ATU TKR PNR ITT DE=Bottom (Manufacturing)
CHEM(27): -0.42% Top=MON DOW PAH AXTA HUN FMC DD GPRE ….. PPG POT AGU APD ASH AXLL MOS MEOH=Bottom (Chemicals/Fertilizers)
DISV(48): -0.43% Top=WTW TMH CAR G AL FLT SBAC YY ….. ACM PRAA KBR ZG MMS RRD PAYX SNX=Bottom (Diversified Services)
HEAL(46): -0.43% Top=RWLK CYH MR THC PKI EW RMD TMO ….. SYK OPK BKD STE PRXL ZLTQ MOH INCR=Bottom (Health)
COSW(88): -0.44% Top=SFUN TWTR BITA YELP LC BOX ATHM SINA ….. CSC TWOU CVG ATVI MENT NTCT TTWO PFPT=Bottom (Computer Software/Internet)
FINA(106): -0.47% Top=ACAS KKR LPLA CG SLM IVZ BLK DFS ….. PACW CFR WU OZRK WETF WIBC BX FXCM=Bottom (Banks/Financials)
INSU(32): -0.50% Top=MBI BRO FNF WSH AGO L MMC TRV ….. AWH FAF AJG WRB RDN AFSI MTG CNO=Bottom (Insurance)
LEIS(36): -0.56% Top=WYNN MGM EAT SONC BYD JACK DPZ DNKN ….. MAR H WYN MCD LQ TVPT BLMN QUNR=Bottom (Leisure)
TRAN(36): -0.60% Top=TK KSU NSC ODFL BRS JBHT UNP CSX ….. JBLU ALK WAB CNI DHT AAL HA SAVE=Bottom (Transportation)
MATE(28): -0.62% Top=DAR EXP TPH CVA MLM LEN TOL WCN ….. VMC PHM FAST WY APOG KBH USG DY=Bottom (Materials & Construction)
COHW(36): -0.72% Top=ZAYO SSYS WIN VRSN CCI HPQ LVLT BRCD ….. OLED COMM CSCO AAPL LXK TMUS NSR KN=Bottom (Computer Hardware/Telecom)
ELEC(45): -0.77% Top=MRVL RUN TSL MU NVDA CSIQ AMBA JBL ….. TER SCTY ADI LSCC FIT SWKS CRUS QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:58 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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