daytrend

01/31/2016

Filed under: Market Stats — daytrend @ 4:21 pm

Market Stats at End of Day
by daytrend on 20160129. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 997.

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 (20160129 EOD)
63.8% of stocks are above yesterday’s high.
90.3% are above yesterday’s midpoint. (9.7% are below.)
1.6% are below yesterday’s low.
34.6% are inside yesterday’s range.
72.4% of stocks with today’s high > yesterday’s high. (27.6% less than).
13.5% of stocks with today’s low < yesterday’s low. (86.5% greater than).

EVIDENCE OF INTRADAY TREND (20160129 EOD)
92.2% of stocks are above today’s open. (7.6% are below).
91.1% of stocks are above today’s open and yesterday’s close.
4.1% are below both.
11.8% of stocks opened above yesterday’s high.
84.8% of stocks opened above yesterday’s close. (12.6% opened below yesterday’s close).
1.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160129 EOD)
61.9% of stocks are in the top 10% of today’s range.
74.0% are in the top 20%.
91.5% are in the top half. 8.5% of stocks are in the bottom half of today’s range.
1.2% are in the bottom 20%.
0.7% are in the bottom 10%.

GAIN (20160129 EOD)
94.8% of stocks are above yesterday’s close. (5.2% are below.)
20.8% are up 4.5% or more. 0.7% are down 4.5% or more.
37.3% are up 3.5% or more. 0.8% are down 3.5% or more.
8.0% are between +1% and -1%.

RSI on DAILY (20160129 EOD)
2-day: >=95:14.4%…>=90:34.2%…>=80:57.8%…>=50:90.2%…<=20:1.8%…<=10:1.2%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:58.6%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:42.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160129 EOD)
63.8% above previous 1 highs, 1.6% below previous 1 lows
52.6% above previous 2 highs, 0.8% below previous 2 lows
49.2% above previous 3 highs, 0.6% below previous 3 lows
45.1% above previous 4 highs, 0.5% below previous 4 lows
41.4% above previous 5 highs, 0.4% below previous 5 lows
40.2% above previous 6 highs, 0.4% below previous 6 lows
40.0% above previous 7 highs, 0.3% below previous 7 lows
36.7% above previous 8 highs, 0.3% below previous 8 lows
35.8% above previous 9 highs, 0.2% below previous 9 lows
31.8% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160129 EOD)
94.8% are above or equal to 1/28 close (1 days ago), 5.2% are below.
86.6% are above or equal to 1/27 close (2 days ago), 13.4% are below.
73.8% are above or equal to 1/26 close (3 days ago), 26.2% are below.
83.0% are above or equal to 1/25 close (4 days ago), 17.0% are below.
68.8% are above or equal to 1/22 close (5 days ago), 31.2% are below.
82.6% are above or equal to 1/21 close (6 days ago), 17.4% are below.
82.8% are above or equal to 1/20 close (7 days ago), 17.2% are below.
78.8% are above or equal to 1/19 close (8 days ago), 21.2% are below.
73.1% are above or equal to 1/15 close (9 days ago), 26.9% are below.
60.0% are above or equal to 1/14 close (10 days ago), 40.0% are below.
65.1% are above or equal to 1/13 close (11 days ago), 34.9% are below.
48.1% are above or equal to 1/12 close (12 days ago), 51.9% are below.
51.7% are above or equal to 1/11 close (13 days ago), 48.3% are below.
48.5% are above or equal to 1/8 close (14 days ago), 51.5% are below.
40.4% are above or equal to 1/7 close (15 days ago), 59.6% are below.
29.6% are above or equal to 1/6 close (16 days ago), 70.4% are below.
21.6% are above or equal to 1/5 close (17 days ago), 78.4% are below.
23.7% are above or equal to 1/4 close (18 days ago), 76.3% are below.
19.5% are above or equal to 12/31 close (19 days ago), 80.5% are below.
17.3% are above or equal to 12/30 close (20 days ago), 82.7% are below.
14.9% are above or equal to 12/29 close (21 days ago), 85.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160129 EOD)
20d: 10.1% new highs, 3.5% new lows
21d: 9.7% new highs, 3.5% new lows
42d: 4.9% new highs, 3.4% new lows
63d: 3.9% new highs, 3.3% new lows
126d: 3.0% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160129 EOD)
2-day: 94.7% above, 5.3% below
3-day: 91.8% above, 8.2% below
4-day: 86.3% above, 13.7% below
5-day: 85.2% above, 14.8% below
8-day: 83.8% above, 16.2% below
10-day: 82.3% above, 17.7% below
20-day: 53.3% above, 46.7% below
50-day: 23.3% above, 76.7% below
200-day: 21.8% above, 78.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160129 EOD)
META(18): 8.44% Top=TMST CNX NUE SLW SLCA STLD X AA ….. FNV PAAS ABX CMC GG NEM CCJ AEM=Bottom (Metals & Mining)
CHEM(28): 5.84% Top=AXLL OLN APD MEOH POL POT MOS IFF ….. RPM ALB DD DOW AGU CF WLK EMN=Bottom (Chemicals/Fertilizers)
ELEC(55): 4.32% Top=MU FLEX INVN QRVO SPWR CRUS AYI NXPI ….. TSL TRMB BRKR KEYS DLB SCTY CW MTSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): 4.28% Top=GIMO KN OLED SYNA SMCI STX SSYS PANW ….. CCI RCI BCE T ANET EFII NSR VRSN=Bottom (Computer Hardware/Telecom)
MATE(32): 4.05% Top=EXP RYN USG DY MLM VMC MTZ WY ….. RSG PHM DAR LEN AWI BIN WM WCN=Bottom (Materials & Construction)
CONS(62): 3.69% Top=SCSS WRK KS HAR PVH GPK POOL SEE ….. KMB UA MAT NKE FL GIL BLL BC=Bottom (Consumer)
MANU(51): 3.62% Top=ATI ZBRA CRS DDD OSIS HON CFX KMT ….. AME MHK TEX WWD SEDG ITW ETN BGG=Bottom (Manufacturing)
ENER(92): 3.36% Top=CLR RICE NBR ATW CRZO COG IOC PTEN ….. WES SEP ETE ETP ENLK CRR TLLP NGLS=Bottom (Energy)
DISV(57): 3.29% Top=EEFT V MA CATM VNTV AL ZG GPN ….. XRS LDOS WTW ADS DLX MRKT PRAA SCOR=Bottom (Diversified Services)
HEAL(59): 3.17% Top=ALGN THC HTWR CNC ADPT BKD AMSG NVRO ….. ZBH KANG XRAY SIRO RMD INCR ZLTQ STJ=Bottom (Health)
TRAN(35): 3.11% Top=XPO JBLU WERN SAVE GBX ODFL KNX UAL ….. SWFT EXPD CNI HA STNG NSC NAT CP=Bottom (Transportation)
RETA(70): 2.68% Top=JCP GES MIK DSW CAB KAR URBN WSM ….. COST CPRT PLCE ASNA BABA LL NFLX AMZN=Bottom (Retail & Specialty Retail)
COSW(98): 2.61% Top=CYBR FTNT GWRE MSFT TSS N XRX VIPS ….. LC CDK TRIP NOW NTCT PFPT EA QSII=Bottom (Computer Software/Internet)
REAL(103): 2.53% Top=PEB NRZ HST RLJ LHO MFA TREE FR ….. BXP OHI OFC AVB SC SPG KRC CLI=Bottom (Real Estate)
FINA(116): 2.53% Top=STT WETF NAVI SLM PYPL C WDR NDAQ ….. PSEC CMA ISBC CFR UBSI TCBI CFG BOFI=Bottom (Banks/Financials)
LEIS(40): 2.36% Top=GPRO WYNN LVS DRII RCL PLAY MGM WEN ….. PZZA ARMK EAT SONC CMG SEAS DRI CHUY=Bottom (Leisure)
INSU(37): 2.29% Top=CLGX MTG AJG BRO CINF HIG CNO AIG ….. AXS UNM VR RNR RDN ORI RLI AFL=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 End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

01/28/2016

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

Closing Stats
by daytrend on 20160128. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 982.

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 (20160128 Closing)
14.3% of stocks are above yesterday’s high.
40.7% are above yesterday’s midpoint. (59.3% are below.)
30.0% are below yesterday’s low.
55.7% are inside yesterday’s range.
43.6% of stocks with today’s high > yesterday’s high. (56.4% less than).
49.1% of stocks with today’s low < yesterday’s low. (50.9% greater than).

EVIDENCE OF INTRADAY TREND (20160128 Closing)
28.1% of stocks are above today’s open. (71.3% are below).
26.6% of stocks are above today’s open and yesterday’s close.
45.5% are below both.
14.0% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (8.9% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160128 Closing)
3.3% of stocks are in the top 10% of today’s range.
10.4% are in the top 20%.
33.1% are in the top half. 66.9% of stocks are in the bottom half of today’s range.
29.3% are in the bottom 20%.
11.8% are in the bottom 10%.

GAIN (20160128 Closing)
52.7% of stocks are above yesterday’s close. (47.3% are below.)
6.2% are up 4.5% or more. 4.1% are down 4.5% or more.
8.5% are up 3.5% or more. 8.2% are down 3.5% or more.
39.0% are between +1% and -1%.

RSI on DAILY (20160128 Closing)
2-day: >=95:2.1%…>=90:8.6%…>=80:22.5%…>=50:50.6%…<=20:22.5%…<=10:10.5%…<=5:4.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:30.1%…<=20:3.4%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:21.4%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160128 Closing)
14.3% above previous 1 highs, 30.0% below previous 1 lows
12.8% above previous 2 highs, 22.5% below previous 2 lows
11.7% above previous 3 highs, 20.7% below previous 3 lows
9.9% above previous 4 highs, 19.5% below previous 4 lows
9.9% above previous 5 highs, 14.0% below previous 5 lows
9.9% above previous 6 highs, 6.6% below previous 6 lows
8.5% above previous 7 highs, 6.6% below previous 7 lows
8.4% above previous 8 highs, 6.3% below previous 8 lows
7.5% above previous 9 highs, 6.3% below previous 9 lows
6.0% above previous 10 highs, 6.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160128 Closing)
52.7% are above or equal to 1/27 close (1 days ago), 47.3% are below.
39.1% are above or equal to 1/26 close (2 days ago), 60.9% are below.
63.7% are above or equal to 1/25 close (3 days ago), 36.3% are below.
42.6% are above or equal to 1/22 close (4 days ago), 57.4% are below.
65.3% are above or equal to 1/21 close (5 days ago), 34.7% are below.
67.1% are above or equal to 1/20 close (6 days ago), 32.9% are below.
60.2% are above or equal to 1/19 close (7 days ago), 39.8% are below.
53.7% are above or equal to 1/15 close (8 days ago), 46.3% are below.
39.0% are above or equal to 1/14 close (9 days ago), 61.0% are below.
47.6% are above or equal to 1/13 close (10 days ago), 52.4% are below.
31.5% are above or equal to 1/12 close (11 days ago), 68.5% are below.
32.4% are above or equal to 1/11 close (12 days ago), 67.6% are below.
30.9% are above or equal to 1/8 close (13 days ago), 69.1% are below.
24.4% are above or equal to 1/7 close (14 days ago), 75.6% are below.
16.2% are above or equal to 1/6 close (15 days ago), 83.8% are below.
11.2% are above or equal to 1/5 close (16 days ago), 88.8% are below.
14.1% are above or equal to 1/4 close (17 days ago), 85.9% are below.
10.9% are above or equal to 12/31 close (18 days ago), 89.1% are below.
9.4% are above or equal to 12/30 close (19 days ago), 90.6% are below.
8.0% are above or equal to 12/29 close (20 days ago), 92.0% are below.
9.7% are above or equal to 12/28 close (21 days ago), 90.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160128 Closing)
20d: 3.8% new highs, 10.9% new lows
21d: 3.7% new highs, 10.9% new lows
42d: 2.0% new highs, 10.6% new lows
63d: 1.0% new highs, 9.3% new lows
126d: 0.8% new highs, 6.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160128 Closing)
2-day: 51.5% above, 48.5% below
3-day: 42.6% above, 57.4% below
4-day: 52.0% above, 48.0% below
5-day: 49.2% above, 50.8% below
8-day: 57.6% above, 42.4% below
10-day: 55.0% above, 45.0% below
20-day: 27.7% above, 72.3% below
50-day: 13.1% above, 86.9% below
200-day: 15.4% above, 84.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160128 Closing)
ENER(91): 3.79% Top=CPE MTDR CRZO HES PE DVN PTEN EGN ….. CLR RES ENLK ETE OII OIS MDU VLO=Bottom (Energy)
INSU(35): 0.80% Top=CNO RDN VR UNM WLTW XL CINF FAF ….. AIG AON FNF CLGX MBI AFSI LNC AJG=Bottom (Insurance)
CONS(64): 0.60% Top=UA COH COLM DECK BMS WWW POOL GIII ….. SKX PKG GT WRK SEE OI BC HAR=Bottom (Consumer)
MATE(31): 0.53% Top=MTH FAST PHM DY FLR PWR MTZ RSG ….. SRCL DAR CAA LEN MLM MAS AWI EXP=Bottom (Materials & Construction)
META(16): 0.44% Top=STLD CCJ NUE CMC SLCA SCCO X AA ….. NEM CNX AEM GG SLW ABX FNV RGLD=Bottom (Metals & Mining)
MANU(51): 0.43% Top=CAT ITW JOY EMR AOS PH BGG DOV ….. GNRC DDD IEX ZBRA ATI JKS TEX SWK=Bottom (Manufacturing)
CHEM(28): 0.33% Top=WLK VAL MOS AGU POT EMN ALB OLN ….. RPM PPG SHW AXTA PAH GRA ASH HUN=Bottom (Chemicals/Fertilizers)
ELEC(51): 0.22% Top=CRUS MLNX SCTY SWKS MTSI AVGO LRCX AMBA ….. FIT WAT INVN SANM BRKR MU TER CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(112): 0.21% Top=PB BOKF CFR BXS HBHC TCBI UMPQ TROW ….. LPLA TCB OMF AMP NAVI SEIC EWBC DFS=Bottom (Banks/Financials)
LEIS(39): 0.06% Top=DNKN SBUX LVS CAKE CMG WEN JACK BYD ….. WYN MAR PZZA CCL QUNR RCL HLT DRII=Bottom (Leisure)
RETA(72): -0.58% Top=AMZN ORLY NFLX LL KORS BID CHS COST ….. ASNA BABA LAD KMX PAG SIG AN EBAY=Bottom (Retail & Specialty Retail)
REAL(99): -0.60% Top=DFT DLR STOR SRC BAM ARR BXMT MFA ….. ALLY NRF ESRT CBL ESS VNO SC SLG=Bottom (Real Estate)
COSW(99): -0.63% Top=FB INXN DATA GOOG CTXS DOX IHS GDDY ….. WDAY LC DWRE CYBR SPLK TEAM NOW NTCT=Bottom (Computer Software/Internet)
TRAN(36): -0.69% Top=TK CP CNI KSU STNG CSX NAT UNP ….. HA DAL SWFT SAVE AAL KEX VA JBLU=Bottom (Transportation)
COHW(43): -1.10% Top=EFII WDC VRSN CCI BCE TDC NTAP CTL ….. CIEN EGHT PANW ARRS SSYS ADTN QCOM JNPR=Bottom (Computer Hardware/Telecom)
DISV(56): -1.43% Top=XRS SERV ACM GMT KBR RRD MMS HRB ….. WOOF ATHN AAN DV TMH WTW URI ADS=Bottom (Diversified Services)
HEAL(59): -2.63% Top=HTWR INCR KANG HCA HYH PRXL UNH XRAY ….. CNC ADPT TMO CYH KND HOLX EVHC ABT=Bottom (Health)

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

Filed under: Market Stats — daytrend @ 3:03 pm

Market Stats at 3:02 pm ET
by daytrend on 20160128. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 979.

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 (20160128 3:02 pm ET)
13.7% of stocks are above yesterday’s high.
37.9% are above yesterday’s midpoint. (62.1% are below.)
30.1% are below yesterday’s low.
56.2% are inside yesterday’s range.
42.6% of stocks with today’s high > yesterday’s high. (57.4% less than).
47.4% of stocks with today’s low < yesterday’s low. (52.6% greater than).

EVIDENCE OF INTRADAY TREND (20160128 3:02 pm ET)
26.7% of stocks are above today’s open. (72.7% are below).
24.8% of stocks are above today’s open and yesterday’s close.
48.5% are below both.
14.0% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (8.9% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160128 3:02 pm ET)
3.1% of stocks are in the top 10% of today’s range.
8.0% are in the top 20%.
30.8% are in the top half. 69.2% of stocks are in the bottom half of today’s range.
34.3% are in the bottom 20%.
20.6% are in the bottom 10%.

GAIN (20160128 3:02 pm ET)
49.6% of stocks are above yesterday’s close. (50.4% are below.)
4.8% are up 4.5% or more. 4.8% are down 4.5% or more.
7.4% are up 3.5% or more. 8.5% are down 3.5% or more.
39.6% are between +1% and -1%.

RSI on DAILY (20160128 3:02 pm ET)
2-day: >=95:2.2%…>=90:8.1%…>=80:20.6%…>=50:49.2%…<=20:23.2%…<=10:11.1%…<=5:4.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:29.1%…<=20:3.1%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:20.8%…<=20:1.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160128 3:02 pm ET)
13.7% above previous 1 highs, 30.1% below previous 1 lows
12.0% above previous 2 highs, 23.2% below previous 2 lows
10.9% above previous 3 highs, 21.5% below previous 3 lows
8.9% above previous 4 highs, 20.0% below previous 4 lows
8.8% above previous 5 highs, 14.6% below previous 5 lows
8.8% above previous 6 highs, 6.5% below previous 6 lows
7.9% above previous 7 highs, 6.5% below previous 7 lows
7.8% above previous 8 highs, 6.2% below previous 8 lows
7.2% above previous 9 highs, 6.2% below previous 9 lows
5.7% above previous 10 highs, 6.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160128 3:02 pm ET)
49.6% are above or equal to 1/27 close (1 days ago), 50.4% are below.
37.9% are above or equal to 1/26 close (2 days ago), 62.1% are below.
63.1% are above or equal to 1/25 close (3 days ago), 36.9% are below.
42.3% are above or equal to 1/22 close (4 days ago), 57.7% are below.
64.9% are above or equal to 1/21 close (5 days ago), 35.1% are below.
66.8% are above or equal to 1/20 close (6 days ago), 33.2% are below.
59.0% are above or equal to 1/19 close (7 days ago), 41.0% are below.
53.4% are above or equal to 1/15 close (8 days ago), 46.6% are below.
37.8% are above or equal to 1/14 close (9 days ago), 62.2% are below.
47.3% are above or equal to 1/13 close (10 days ago), 52.7% are below.
30.6% are above or equal to 1/12 close (11 days ago), 69.4% are below.
32.3% are above or equal to 1/11 close (12 days ago), 67.7% are below.
31.1% are above or equal to 1/8 close (13 days ago), 68.9% are below.
24.0% are above or equal to 1/7 close (14 days ago), 76.0% are below.
15.7% are above or equal to 1/6 close (15 days ago), 84.3% are below.
10.8% are above or equal to 1/5 close (16 days ago), 89.2% are below.
13.2% are above or equal to 1/4 close (17 days ago), 86.8% are below.
10.7% are above or equal to 12/31 close (18 days ago), 89.3% are below.
9.1% are above or equal to 12/30 close (19 days ago), 90.9% are below.
8.0% are above or equal to 12/29 close (20 days ago), 92.0% are below.
10.0% are above or equal to 12/28 close (21 days ago), 90.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160128 3:02 pm ET)
20d: 3.6% new highs, 10.0% new lows
21d: 3.5% new highs, 10.0% new lows
42d: 1.8% new highs, 9.7% new lows
63d: 1.0% new highs, 8.3% new lows
126d: 0.8% new highs, 5.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160128 3:02 pm ET)
2-day: 48.9% above, 51.1% below
3-day: 41.3% above, 58.7% below
4-day: 51.3% above, 48.7% below
5-day: 48.0% above, 52.0% below
8-day: 57.5% above, 42.5% below
10-day: 53.6% above, 46.4% below
20-day: 26.6% above, 73.4% below
50-day: 12.8% above, 87.2% below
200-day: 14.9% above, 85.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160128 3:02 pm ET)
ENER(91): 3.06% Top=CRZO CPE MTDR DVN HES PTEN EGN EEP ….. SHLX ETE RES OII OIS ENLK MDU VLO=Bottom (Energy)
INSU(35): 0.90% Top=RDN CNO UNM XL CINF VR AFL ALL ….. MMC AON BRO AFSI FNF CLGX LNC AJG=Bottom (Insurance)
FINA(111): 0.49% Top=PB CFR BOKF BXS HBHC TCBI UMPQ TROW ….. LPLA AXP OMF AMP NAVI SEIC EWBC DFS=Bottom (Banks/Financials)
META(16): 0.47% Top=STLD CCJ SLCA NUE CMC NEM SCCO AA ….. CNX AEM GG X SLW ABX FNV RGLD=Bottom (Metals & Mining)
CONS(64): 0.41% Top=UA BMS COH DECK COLM WWW NKE GIII ….. BERY CCK PKG GT SEE OI BC HAR=Bottom (Consumer)
MATE(31): 0.38% Top=MTH FAST PHM PWR FLR RSG MTZ CVA ….. DAR SRCL MLM LEN CAA MAS AWI EXP=Bottom (Materials & Construction)
CHEM(28): 0.35% Top=WLK EMN MOS ALB VAL POT OLN AGU ….. PPG RPM SHW AXTA PAH GRA ASH HUN=Bottom (Chemicals/Fertilizers)
MANU(51): 0.16% Top=CAT JOY AOS EMR ITW PH BGG LECO ….. CFX DDD IEX ZBRA ATI JKS TEX SWK=Bottom (Manufacturing)
ELEC(51): 0.07% Top=CRUS MLNX SCTY SWKS LRCX AVGO AMBA MTSI ….. WAT SANM CSIQ INVN BRKR TER CY MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(39): 0.04% Top=DNKN CAKE CMG SBUX LVS WEN JACK WYNN ….. PLAY MAR CCL PZZA QUNR DRII HLT RCL=Bottom (Leisure)
REAL(98): -0.41% Top=DFT DLR BAM SRC BXMT VER STOR ARR ….. WPG NRF CBL VNO ALLY ESS SC SLG=Bottom (Real Estate)
RETA(72): -0.60% Top=AMZN ORLY NFLX LL CHS BID KORS DLTR ….. WSM BABA LAD KMX PAG SIG AN EBAY=Bottom (Retail & Specialty Retail)
COSW(99): -1.03% Top=FB DATA GOOG DOX IHS INXN CTXS TRI ….. LC DWRE YELP CYBR TEAM SPLK NOW NTCT=Bottom (Computer Software/Internet)
TRAN(35): -1.06% Top=TK CP CNI KSU CSX UNP NAT EXPD ….. DAL KNX UAL SAVE AAL KEX VA JBLU=Bottom (Transportation)
COHW(43): -1.20% Top=EFII WDC VRSN CCI BCE TDS CTL TDC ….. ANET EGHT SSYS ADTN PANW ARRS QCOM JNPR=Bottom (Computer Hardware/Telecom)
DISV(56): -1.42% Top=XRS KBR SERV ACM MMS HRB RRD FISV ….. WOOF ATHN DV AAN TMH WTW ADS URI=Bottom (Diversified Services)
HEAL(59): -2.82% Top=HTWR INCR HYH HCA KANG CPHD UNH XRAY ….. CNC TMO ADPT KND CYH EVHC HOLX ABT=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:02 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:36 pm

Market Stats at 12:36 pm ET
by daytrend on 20160128. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 982.

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 (20160128 12:36 pm ET)
18.2% of stocks are above yesterday’s high.
50.4% are above yesterday’s midpoint. (49.6% are below.)
19.2% are below yesterday’s low.
62.5% are inside yesterday’s range.
40.0% of stocks with today’s high > yesterday’s high. (60.0% less than).
42.9% of stocks with today’s low < yesterday’s low. (57.1% greater than).

EVIDENCE OF INTRADAY TREND (20160128 12:36 pm ET)
37.3% of stocks are above today’s open. (61.9% are below).
35.6% of stocks are above today’s open and yesterday’s close.
34.2% are below both.
14.0% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (8.9% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160128 12:36 pm ET)
15.8% of stocks are in the top 10% of today’s range.
21.0% are in the top 20%.
50.2% are in the top half. 49.8% of stocks are in the bottom half of today’s range.
9.9% are in the bottom 20%.
1.7% are in the bottom 10%.

GAIN (20160128 12:36 pm ET)
64.0% of stocks are above yesterday’s close. (36.0% are below.)
6.7% are up 4.5% or more. 2.4% are down 4.5% or more.
9.4% are up 3.5% or more. 4.4% are down 3.5% or more.
42.1% are between +1% and -1%.

RSI on DAILY (20160128 12:36 pm ET)
2-day: >=95:2.5%…>=90:10.0%…>=80:27.4%…>=50:59.1%…<=20:16.0%…<=10:7.4%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:33.3%…<=20:2.3%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:24.0%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160128 12:36 pm ET)
18.2% above previous 1 highs, 19.2% below previous 1 lows
15.6% above previous 2 highs, 14.0% below previous 2 lows
14.5% above previous 3 highs, 13.3% below previous 3 lows
12.3% above previous 4 highs, 12.7% below previous 4 lows
11.9% above previous 5 highs, 9.6% below previous 5 lows
11.8% above previous 6 highs, 5.0% below previous 6 lows
10.3% above previous 7 highs, 5.0% below previous 7 lows
10.2% above previous 8 highs, 4.8% below previous 8 lows
8.9% above previous 9 highs, 4.8% below previous 9 lows
7.2% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160128 12:36 pm ET)
64.0% are above or equal to 1/27 close (1 days ago), 36.0% are below.
45.5% are above or equal to 1/26 close (2 days ago), 54.5% are below.
70.1% are above or equal to 1/25 close (3 days ago), 29.9% are below.
48.5% are above or equal to 1/22 close (4 days ago), 51.5% are below.
69.2% are above or equal to 1/21 close (5 days ago), 30.8% are below.
70.9% are above or equal to 1/20 close (6 days ago), 29.1% are below.
65.8% are above or equal to 1/19 close (7 days ago), 34.2% are below.
58.9% are above or equal to 1/15 close (8 days ago), 41.1% are below.
41.2% are above or equal to 1/14 close (9 days ago), 58.8% are below.
51.9% are above or equal to 1/13 close (10 days ago), 48.1% are below.
33.3% are above or equal to 1/12 close (11 days ago), 66.7% are below.
35.3% are above or equal to 1/11 close (12 days ago), 64.7% are below.
33.2% are above or equal to 1/8 close (13 days ago), 66.8% are below.
26.7% are above or equal to 1/7 close (14 days ago), 73.3% are below.
17.0% are above or equal to 1/6 close (15 days ago), 83.0% are below.
11.8% are above or equal to 1/5 close (16 days ago), 88.2% are below.
14.4% are above or equal to 1/4 close (17 days ago), 85.6% are below.
11.7% are above or equal to 12/31 close (18 days ago), 88.3% are below.
10.4% are above or equal to 12/30 close (19 days ago), 89.6% are below.
8.6% are above or equal to 12/29 close (20 days ago), 91.4% are below.
11.2% are above or equal to 12/28 close (21 days ago), 88.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160128 12:36 pm ET)
20d: 3.2% new highs, 9.2% new lows
21d: 3.2% new highs, 9.2% new lows
42d: 1.6% new highs, 8.9% new lows
63d: 0.9% new highs, 7.3% new lows
126d: 0.7% new highs, 5.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160128 12:36 pm ET)
2-day: 63.3% above, 36.7% below
3-day: 52.6% above, 47.4% below
4-day: 60.6% above, 39.4% below
5-day: 56.9% above, 43.1% below
8-day: 64.7% above, 35.3% below
10-day: 60.9% above, 39.1% below
20-day: 30.4% above, 69.6% below
50-day: 14.0% above, 86.0% below
200-day: 16.6% above, 83.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160128 12:36 pm ET)
ENER(91): 4.29% Top=CPE CRZO MTDR PTEN EGN DVN UNT HES ….. NOV WNR MPC INT OII ENLK MDU VLO=Bottom (Energy)
MATE(31): 1.06% Top=MTH FLR FAST DY PHM CVA MTZ PWR ….. WY SRCL CLH DHI MAS MLM AWI DAR=Bottom (Materials & Construction)
INSU(35): 0.99% Top=RDN CNO UNM FAF ALL CINF WLTW XL ….. MMC AFSI PGR AON FNF AIG LNC AJG=Bottom (Insurance)
FINA(112): 0.96% Top=PB CFR BOFI BXS BOKF HBHC OZRK TCBI ….. LPLA AMP OMF AXP EWBC BX DFS SEIC=Bottom (Banks/Financials)
CONS(64): 0.87% Top=UA BMS COH COLM DECK WWW TUP GIII ….. HBI PKG ENR CCK SEE OI BC HAR=Bottom (Consumer)
REAL(99): 0.78% Top=DLR DFT BAM EPR SRC ARR DRH OFC ….. PEI OHI WPG ESS CBL SC NRF ALLY=Bottom (Real Estate)
LEIS(39): 0.71% Top=DNKN WEN LVS WYNN CAKE CMG BYD SBUX ….. H BWLD WYN DRII HLT MAR CCL RCL=Bottom (Leisure)
MANU(51): 0.61% Top=CAT JOY MRC ITW BGG LECO DOV CMI ….. ROK SEDG ATI JKS ZBRA IEX TEX SWK=Bottom (Manufacturing)
CHEM(28): 0.41% Top=WLK ALB VAL EMN OLN POL CE AXLL ….. FMC POT AXTA CF PAH GRA ASH HUN=Bottom (Chemicals/Fertilizers)
META(16): 0.31% Top=SLCA STLD CCJ NEM NUE SCCO GG CNX ….. AEM AA CMC ABX FNV SLW RGLD X=Bottom (Metals & Mining)
ELEC(51): 0.30% Top=CRUS MLNX SCTY CAVM SWKS AMBA LRCX HIMX ….. AYI TSL BRKR WAT INVN TER MU CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(99): -0.05% Top=FB DATA CTXS GOOG IHS DOX CHKP SSNC ….. LC GRUB VIPS CYBR SPLK TEAM NOW NTCT=Bottom (Computer Software/Internet)
RETA(72): -0.21% Top=AMZN NFLX W ORLY BURL BID CHS GPS ….. SAH SIG KMX ABG LAD PAG AN EBAY=Bottom (Retail & Specialty Retail)
COHW(43): -0.26% Top=EFII WDC VRSN CCI SYNA BBRY TDC BCE ….. KN RCI ADTN ANET ARRS PANW QCOM JNPR=Bottom (Computer Hardware/Telecom)
TRAN(36): -0.43% Top=TK KSU CNI CP STNG TRN GBX CSX ….. AAL LUV SAVE DAL SWFT KNX KEX JBLU=Bottom (Transportation)
DISV(56): -0.54% Top=XRS KBR SERV AHS SCOR APOL VNTV MMS ….. TMH AAN WOOF ATHN CAR WTW ADS URI=Bottom (Diversified Services)
HEAL(59): -1.73% Top=HTWR HCA INCR AMSG XRAY DGX MOH HYH ….. VAR CYH KND TMO CNC ADPT HOLX ABT=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:36 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:32 am

Market Stats at 10:31 am ET
by daytrend on 20160128. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 981.

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 (20160128 10:31 am ET)
5.3% of stocks are above yesterday’s high.
29.6% are above yesterday’s midpoint. (70.4% are below.)
30.0% are below yesterday’s low.
64.7% are inside yesterday’s range.
34.6% of stocks with today’s high > yesterday’s high. (65.4% less than).
34.6% of stocks with today’s low < yesterday’s low. (65.4% greater than).

EVIDENCE OF INTRADAY TREND (20160128 10:31 am ET)
13.6% of stocks are above today’s open. (85.3% are below).
11.9% of stocks are above today’s open and yesterday’s close.
55.2% are below both.
14.0% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (8.9% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160128 10:31 am ET)
0.2% of stocks are in the top 10% of today’s range.
1.7% are in the top 20%.
10.5% are in the top half. 89.5% of stocks are in the bottom half of today’s range.
77.1% are in the bottom 20%.
66.7% are in the bottom 10%.

GAIN (20160128 10:31 am ET)
43.0% of stocks are above yesterday’s close. (57.0% are below.)
1.9% are up 4.5% or more. 4.1% are down 4.5% or more.
3.4% are up 3.5% or more. 7.1% are down 3.5% or more.
51.8% are between +1% and -1%.

RSI on DAILY (20160128 10:31 am ET)
2-day: >=95:1.3%…>=90:3.5%…>=80:13.9%…>=50:43.6%…<=20:21.1%…<=10:10.6%…<=5:4.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:25.6%…<=20:3.6%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:16.6%…<=20:1.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160128 10:31 am ET)
5.3% above previous 1 highs, 30.0% below previous 1 lows
5.1% above previous 2 highs, 21.5% below previous 2 lows
4.5% above previous 3 highs, 19.2% below previous 3 lows
3.9% above previous 4 highs, 17.9% below previous 4 lows
3.8% above previous 5 highs, 13.4% below previous 5 lows
3.8% above previous 6 highs, 7.2% below previous 6 lows
3.5% above previous 7 highs, 7.1% below previous 7 lows
3.5% above previous 8 highs, 6.8% below previous 8 lows
3.0% above previous 9 highs, 6.8% below previous 9 lows
1.7% above previous 10 highs, 6.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160128 10:31 am ET)
43.0% are above or equal to 1/27 close (1 days ago), 57.0% are below.
27.8% are above or equal to 1/26 close (2 days ago), 72.2% are below.
62.2% are above or equal to 1/25 close (3 days ago), 37.8% are below.
36.5% are above or equal to 1/22 close (4 days ago), 63.5% are below.
62.9% are above or equal to 1/21 close (5 days ago), 37.1% are below.
66.0% are above or equal to 1/20 close (6 days ago), 34.0% are below.
58.4% are above or equal to 1/19 close (7 days ago), 41.6% are below.
53.1% are above or equal to 1/15 close (8 days ago), 46.9% are below.
34.9% are above or equal to 1/14 close (9 days ago), 65.1% are below.
45.3% are above or equal to 1/13 close (10 days ago), 54.7% are below.
26.8% are above or equal to 1/12 close (11 days ago), 73.2% are below.
29.4% are above or equal to 1/11 close (12 days ago), 70.6% are below.
29.3% are above or equal to 1/8 close (13 days ago), 70.7% are below.
22.3% are above or equal to 1/7 close (14 days ago), 77.7% are below.
13.7% are above or equal to 1/6 close (15 days ago), 86.3% are below.
9.6% are above or equal to 1/5 close (16 days ago), 90.4% are below.
11.8% are above or equal to 1/4 close (17 days ago), 88.2% are below.
10.1% are above or equal to 12/31 close (18 days ago), 89.9% are below.
8.5% are above or equal to 12/30 close (19 days ago), 91.5% are below.
6.8% are above or equal to 12/29 close (20 days ago), 93.2% are below.
8.8% are above or equal to 12/28 close (21 days ago), 91.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160128 10:31 am ET)
20d: 2.2% new highs, 7.7% new lows
21d: 2.2% new highs, 7.7% new lows
42d: 1.0% new highs, 7.4% new lows
63d: 0.3% new highs, 6.2% new lows
126d: 0.1% new highs, 4.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160128 10:31 am ET)
2-day: 41.7% above, 58.3% below
3-day: 31.4% above, 68.6% below
4-day: 47.1% above, 52.9% below
5-day: 43.4% above, 56.6% below
8-day: 54.8% above, 45.2% below
10-day: 51.0% above, 49.0% below
20-day: 22.7% above, 77.3% below
50-day: 11.8% above, 88.2% below
200-day: 14.4% above, 85.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160128 10:31 am ET)
ENER(91): 1.88% Top=MTDR CRR MPLX HES PE HP CPE NBR ….. MDU WES AR RIG RRC RES ENLK VLO=Bottom (Energy)
MATE(31): 0.33% Top=MTH FAST FLR CVA BIN DY USG KBH ….. MAS WY CLH MLM MTZ AWI OC DAR=Bottom (Materials & Construction)
REAL(99): 0.30% Top=DFT DLR HTS RLJ BXMT BAM SRC PSA ….. PCL GGP CBG RLGY ESS NRF ALLY SC=Bottom (Real Estate)
INSU(35): 0.18% Top=RDN FAF CNO CINF AWH AFSI CLGX MTG ….. AXS WLTW AON AJG PRU LNC MBI PGR=Bottom (Insurance)
FINA(112): 0.03% Top=BOKF CFR BOFI TCBI PB BXS HBHC ZION ….. BX ECPG LPLA EWBC OMF DFS SEIC AMP=Bottom (Banks/Financials)
CONS(64): -0.07% Top=UA BMS COLM COH SCS VFC TUP COTY ….. NWL SEE ICON BERY WRK OI BC HAR=Bottom (Consumer)
ELEC(51): -0.31% Top=CRUS MLNX CAVM SCTY LRCX INVN SWKS AMBA ….. CSIQ QRVO NVDA BRKR WAT TER MU CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): -0.48% Top=WLK MEOH ALB EMN CE POL VAL APD ….. DOW ASH POT CF MOS PAH AXLL HUN=Bottom (Chemicals/Fertilizers)
MANU(51): -0.52% Top=MRC BGG ITW PH CAT BWXT GGG EMR ….. SNA ROK ZBRA SEDG DDD IEX TEX SWK=Bottom (Manufacturing)
LEIS(39): -0.72% Top=DNKN CAKE LVS CMG DRI BYD SBUX YUM ….. WYN HLT MAR BWLD DRII QUNR CCL RCL=Bottom (Leisure)
RETA(72): -1.12% Top=AMZN RH ORLY BID BLDR PLCE BURL FRAN ….. LAD ABG ASNA SIG KMX PAG AN EBAY=Bottom (Retail & Specialty Retail)
COHW(43): -1.14% Top=EFII CCI WDC BCE VRSN SYNA NTAP EGHT ….. ANET STX CIEN PANW SMCI ARRS QCOM JNPR=Bottom (Computer Hardware/Telecom)
DISV(56): -1.43% Top=XRS VNTV RRD MYGN JEC CATM WEX ACM ….. R WOOF SCOR LDOS CAR WTW ADS URI=Bottom (Diversified Services)
COSW(99): -1.53% Top=FB CTXS GOOG CHKP DOX IHS LNKD GDDY ….. FEYE WDAY VIPS CSOD TEAM SPLK NOW NTCT=Bottom (Computer Software/Internet)
META(16): -1.60% Top=SLCA CCJ STLD SCCO FNV CMC AEM NEM ….. AA GG NUE CNX SLW RGLD ABX X=Bottom (Metals & Mining)
TRAN(35): -1.66% Top=TK KSU CP CNI CSX UNP NAT CHRW ….. DAL HA SWFT AAL JBLU SAVE KNX KEX=Bottom (Transportation)
HEAL(59): -2.47% Top=HTWR HCA AMSG XRAY KANG OPK MOH ADPT ….. TMO CPHD PKI NVRO CNC PODD HOLX ABT=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:31 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:13 am

Market Stats at 10:13 am ET
by daytrend on 20160128. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 982.

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 (20160128 10:13 am ET)
13.2% of stocks are above yesterday’s high.
47.0% are above yesterday’s midpoint. (53.0% are below.)
16.0% are below yesterday’s low.
70.8% are inside yesterday’s range.
34.4% of stocks with today’s high > yesterday’s high. (65.6% less than).
23.6% of stocks with today’s low < yesterday’s low. (76.4% greater than).

EVIDENCE OF INTRADAY TREND (20160128 10:13 am ET)
31.2% of stocks are above today’s open. (67.9% are below).
29.0% of stocks are above today’s open and yesterday’s close.
32.1% are below both.
14.0% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (8.9% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160128 10:13 am ET)
3.3% of stocks are in the top 10% of today’s range.
7.5% are in the top 20%.
26.2% are in the top half. 73.8% of stocks are in the bottom half of today’s range.
41.0% are in the bottom 20%.
24.5% are in the bottom 10%.

GAIN (20160128 10:13 am ET)
65.7% of stocks are above yesterday’s close. (34.3% are below.)
6.2% are up 4.5% or more. 2.9% are down 4.5% or more.
8.2% are up 3.5% or more. 4.0% are down 3.5% or more.
51.7% are between +1% and -1%.

RSI on DAILY (20160128 10:13 am ET)
2-day: >=95:1.9%…>=90:7.0%…>=80:23.1%…>=50:60.3%…<=20:14.3%…<=10:7.2%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:31.5%…<=20:2.7%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:21.5%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160128 10:13 am ET)
13.2% above previous 1 highs, 16.0% below previous 1 lows
12.1% above previous 2 highs, 11.3% below previous 2 lows
10.5% above previous 3 highs, 11.0% below previous 3 lows
8.7% above previous 4 highs, 10.3% below previous 4 lows
8.6% above previous 5 highs, 8.1% below previous 5 lows
8.4% above previous 6 highs, 4.2% below previous 6 lows
7.6% above previous 7 highs, 4.2% below previous 7 lows
7.2% above previous 8 highs, 4.1% below previous 8 lows
6.1% above previous 9 highs, 4.1% below previous 9 lows
4.5% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160128 10:13 am ET)
65.7% are above or equal to 1/27 close (1 days ago), 34.3% are below.
42.8% are above or equal to 1/26 close (2 days ago), 57.2% are below.
70.3% are above or equal to 1/25 close (3 days ago), 29.7% are below.
46.5% are above or equal to 1/22 close (4 days ago), 53.5% are below.
70.1% are above or equal to 1/21 close (5 days ago), 29.9% are below.
72.6% are above or equal to 1/20 close (6 days ago), 27.4% are below.
65.5% are above or equal to 1/19 close (7 days ago), 34.5% are below.
59.7% are above or equal to 1/15 close (8 days ago), 40.3% are below.
42.3% are above or equal to 1/14 close (9 days ago), 57.7% are below.
51.6% are above or equal to 1/13 close (10 days ago), 48.4% are below.
31.6% are above or equal to 1/12 close (11 days ago), 68.4% are below.
34.6% are above or equal to 1/11 close (12 days ago), 65.4% are below.
32.7% are above or equal to 1/8 close (13 days ago), 67.3% are below.
24.9% are above or equal to 1/7 close (14 days ago), 75.1% are below.
15.6% are above or equal to 1/6 close (15 days ago), 84.4% are below.
10.8% are above or equal to 1/5 close (16 days ago), 89.2% are below.
13.0% are above or equal to 1/4 close (17 days ago), 87.0% are below.
10.8% are above or equal to 12/31 close (18 days ago), 89.2% are below.
9.8% are above or equal to 12/30 close (19 days ago), 90.2% are below.
7.9% are above or equal to 12/29 close (20 days ago), 92.1% are below.
10.1% are above or equal to 12/28 close (21 days ago), 89.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160128 10:13 am ET)
20d: 2.2% new highs, 5.5% new lows
21d: 2.2% new highs, 5.5% new lows
42d: 1.0% new highs, 5.2% new lows
63d: 0.3% new highs, 4.4% new lows
126d: 0.1% new highs, 3.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160128 10:13 am ET)
2-day: 64.5% above, 35.5% below
3-day: 51.3% above, 48.7% below
4-day: 60.8% above, 39.2% below
5-day: 56.0% above, 44.0% below
8-day: 64.2% above, 35.8% below
10-day: 61.1% above, 38.9% below
20-day: 27.9% above, 72.1% below
50-day: 13.4% above, 86.6% below
200-day: 16.0% above, 84.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160128 10:13 am ET)
ENER(91): 4.37% Top=CRR MTDR HES PE CRZO CPE SM UNT ….. PSX ENLK WES RES MDU RRC MUSA VLO=Bottom (Energy)
MATE(31): 1.10% Top=MTH FLR FAST USG KBH TPH EXP CVA ….. WY CLH AWI SRCL TOL MTZ OC DAR=Bottom (Materials & Construction)
FINA(112): 0.99% Top=BOKF CFR TCBI PB ZION HBHC CMA BXS ….. LPLA AXP BX ECPG NDAQ SEIC AMP DFS=Bottom (Banks/Financials)
CHEM(28): 0.81% Top=MEOH WLK EMN POL SHW CE ALB PPG ….. DOW CF ASH AXLL MOS POT PAH HUN=Bottom (Chemicals/Fertilizers)
MANU(51): 0.80% Top=MRC CAT JOY PH BGG ITW TKR LECO ….. DDD AGCO SNA ROK ZBRA TEX IEX SWK=Bottom (Manufacturing)
ELEC(51): 0.79% Top=CRUS MLNX SCTY CAVM INVN LRCX SWKS MTSI ….. FSLR TRMB NVDA BRKR WAT TER MU CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(99): 0.70% Top=DFT HTS MFA DRH RLJ BXMT ARR IVR ….. O GGP HCN SNH ESS NRF ALLY SC=Bottom (Real Estate)
INSU(35): 0.67% Top=RDN CNO FAF MET AFSI L TMK UNM ….. PRU VR MMC AON AJG MBI WLTW PGR=Bottom (Insurance)
CONS(64): 0.65% Top=UA BMS TUP ECL TPX COLM FOSL COH ….. OI SKX NWL ICON GT WRK BC HAR=Bottom (Consumer)
COHW(43): -0.27% Top=EFII CCI WDC SYNA SSYS EGHT LXK OLED ….. KN SMCI ANET STX CIEN ARRS QCOM JNPR=Bottom (Computer Hardware/Telecom)
LEIS(39): -0.28% Top=LVS WYNN DNKN MGM BYD YUM SBUX CMG ….. EXPE QUNR SHAK PLAY DRII BWLD CCL RCL=Bottom (Leisure)
META(16): -0.47% Top=SLCA CCJ STLD CNX NUE CMC SCCO AA ….. X FNV AEM NEM GG SLW RGLD ABX=Bottom (Metals & Mining)
RETA(72): -0.50% Top=AMZN RH BURL ORLY PLCE NFLX BID BLDR ….. BABA SAH LAD KMX AAP PAG AN EBAY=Bottom (Retail & Specialty Retail)
COSW(99): -0.51% Top=FB CTXS CHKP GOOG DOX IHS GDDY EA ….. VEEV CSOD SPLK CYBR WDAY FEYE NTCT NOW=Bottom (Computer Software/Internet)
DISV(56): -0.61% Top=XRS VNTV WEX ADT RRD GMT JEC ACM ….. R WOOF SCOR CAR LDOS WTW ADS URI=Bottom (Diversified Services)
TRAN(36): -0.61% Top=TK KSU STNG CP CSX CNI TRN WAB ….. ALK LUV DAL KNX AAL SAVE JBLU KEX=Bottom (Transportation)
HEAL(59): -1.47% Top=HTWR HCA AMSG KANG CYH UHS MOH UNH ….. TMO CNC DGX PODD VAR NVRO ABT HOLX=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:13 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 9:54 am ET
by daytrend on 20160128. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 983.

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 (20160128 9:54 am ET)
19.1% of stocks are above yesterday’s high.
60.6% are above yesterday’s midpoint. (39.4% are below.)
8.9% are below yesterday’s low.
72.0% are inside yesterday’s range.
32.3% of stocks with today’s high > yesterday’s high. (67.7% less than).
16.7% of stocks with today’s low < yesterday’s low. (83.3% greater than).

EVIDENCE OF INTRADAY TREND (20160128 9:54 am ET)
49.7% of stocks are above today’s open. (49.0% are below).
47.4% of stocks are above today’s open and yesterday’s close.
17.1% are below both.
13.9% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (8.9% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160128 9:54 am ET)
19.5% of stocks are in the top 10% of today’s range.
28.2% are in the top 20%.
53.0% are in the top half. 47.0% of stocks are in the bottom half of today’s range.
18.3% are in the bottom 20%.
7.2% are in the bottom 10%.

GAIN (20160128 9:54 am ET)
80.5% of stocks are above yesterday’s close. (19.5% are below.)
8.3% are up 4.5% or more. 1.8% are down 4.5% or more.
11.2% are up 3.5% or more. 2.6% are down 3.5% or more.
45.6% are between +1% and -1%.

RSI on DAILY (20160128 9:54 am ET)
2-day: >=95:2.4%…>=90:11.4%…>=80:29.5%…>=50:70.4%…<=20:9.6%…<=10:5.2%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:36.7%…<=20:1.7%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:24.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160128 9:54 am ET)
19.1% above previous 1 highs, 8.9% below previous 1 lows
17.2% above previous 2 highs, 6.6% below previous 2 lows
15.4% above previous 3 highs, 6.4% below previous 3 lows
12.5% above previous 4 highs, 5.8% below previous 4 lows
12.3% above previous 5 highs, 5.0% below previous 5 lows
12.3% above previous 6 highs, 2.1% below previous 6 lows
10.6% above previous 7 highs, 2.1% below previous 7 lows
10.2% above previous 8 highs, 2.0% below previous 8 lows
8.5% above previous 9 highs, 2.0% below previous 9 lows
7.0% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160128 9:54 am ET)
80.5% are above or equal to 1/27 close (1 days ago), 19.5% are below.
51.0% are above or equal to 1/26 close (2 days ago), 49.0% are below.
75.7% are above or equal to 1/25 close (3 days ago), 24.3% are below.
54.7% are above or equal to 1/22 close (4 days ago), 45.3% are below.
74.8% are above or equal to 1/21 close (5 days ago), 25.2% are below.
77.0% are above or equal to 1/20 close (6 days ago), 23.0% are below.
69.4% are above or equal to 1/19 close (7 days ago), 30.6% are below.
64.7% are above or equal to 1/15 close (8 days ago), 35.3% are below.
45.6% are above or equal to 1/14 close (9 days ago), 54.4% are below.
54.9% are above or equal to 1/13 close (10 days ago), 45.1% are below.
35.2% are above or equal to 1/12 close (11 days ago), 64.8% are below.
38.0% are above or equal to 1/11 close (12 days ago), 62.0% are below.
36.1% are above or equal to 1/8 close (13 days ago), 63.9% are below.
27.5% are above or equal to 1/7 close (14 days ago), 72.5% are below.
17.4% are above or equal to 1/6 close (15 days ago), 82.6% are below.
11.4% are above or equal to 1/5 close (16 days ago), 88.6% are below.
14.4% are above or equal to 1/4 close (17 days ago), 85.6% are below.
11.8% are above or equal to 12/31 close (18 days ago), 88.2% are below.
10.3% are above or equal to 12/30 close (19 days ago), 89.7% are below.
8.4% are above or equal to 12/29 close (20 days ago), 91.6% are below.
10.8% are above or equal to 12/28 close (21 days ago), 89.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160128 9:54 am ET)
20d: 2.0% new highs, 4.1% new lows
21d: 2.0% new highs, 4.1% new lows
42d: 0.9% new highs, 4.0% new lows
63d: 0.3% new highs, 3.6% new lows
126d: 0.1% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160128 9:54 am ET)
2-day: 79.6% above, 20.4% below
3-day: 63.5% above, 36.5% below
4-day: 71.2% above, 28.8% below
5-day: 66.2% above, 33.8% below
8-day: 73.1% above, 26.9% below
10-day: 67.4% above, 32.6% below
20-day: 31.9% above, 68.1% below
50-day: 14.3% above, 85.7% below
200-day: 16.8% above, 83.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160128 9:54 am ET)
ENER(92): 5.60% Top=CRR CPE MTDR HES PE LPI SXL RSPP ….. ENLK RRC PSX TSO MDU MUSA RES VLO=Bottom (Energy)
MATE(31): 1.96% Top=MTH PHM TPH FLR EXP KBH CVA CAA ….. BECN MAS CLH RSG SRCL OC WY DAR=Bottom (Materials & Construction)
FINA(112): 1.42% Top=CFR BOFI PB CMA ZION HBHC BOKF TCBI ….. CME IBKR AXP BX NDAQ SEIC DFS AMP=Bottom (Banks/Financials)
CONS(64): 1.38% Top=UA BMS COH RL FOSL COLM DECK SCSS ….. BLL PAY HAS SLGN GT BERY OI HAR=Bottom (Consumer)
MANU(51): 1.28% Top=MRC JOY CAT PH KMT DDD ETN TKR ….. AGCO AOS SNA ZBRA ROK TEX IEX SWK=Bottom (Manufacturing)
ELEC(51): 1.27% Top=CRUS SCTY MLNX CAVM LRCX SWKS FIT CREE ….. NVDA TER FSLR INVN BRKR WAT CY MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(35): 1.08% Top=RDN MTG CNO AGO ORI LNC MBI FAF ….. ACGL VR MMC AXS AON WLTW AJG PGR=Bottom (Insurance)
CHEM(28): 1.00% Top=MEOH WLK ALB EMN CE POL APD OLN ….. DOW CF HUN MOS AXTA PAH POT SHW=Bottom (Chemicals/Fertilizers)
REAL(99): 0.91% Top=DFT HTS ARR IVR MFA NRZ DRH GLPI ….. SNH HCP EQR GGP ESS HCN ALLY SC=Bottom (Real Estate)
LEIS(39): 0.63% Top=LVS WYNN MGM YUM BYD DNKN LQ SBUX ….. QUNR SEAS FRGI PLAY BWLD SHAK CCL RCL=Bottom (Leisure)
TRAN(36): 0.33% Top=TK STNG GBX WAB TRN KSU CSX CP ….. DAL UAL JBLU LUV KNX SAVE AAL KEX=Bottom (Transportation)
RETA(72): 0.24% Top=AMZN BLDR KORS MELI BURL BID GPS ORLY ….. SAH M LAD KMX AAP PAG AN EBAY=Bottom (Retail & Specialty Retail)
COHW(43): 0.23% Top=EFII SSYS WDC CCI SYNA INFN LXK TDC ….. PANW ANET CDW UBNT RCI ARRS QCOM JNPR=Bottom (Computer Hardware/Telecom)
COSW(99): 0.18% Top=FB CTXS CHKP GOOG GRUB DOX LNKD ROVI ….. PFPT ZEN SPLK FEYE CSOD WDAY NTCT NOW=Bottom (Computer Software/Internet)
DISV(56): 0.16% Top=XRS GMT ADT APOL RRD VNTV KBR ACM ….. ATHN R WOOF LDOS SCOR WTW ADS URI=Bottom (Diversified Services)
HEAL(59): -0.39% Top=HTWR HCA THC CYH UHS MOH COO INCR ….. DXCM PODD PKI TMO VAR NVRO HOLX ABT=Bottom (Health)
META(16): -0.65% Top=SLCA CCJ CNX STLD CMC NUE X SCCO ….. AA FNV AEM NEM GG SLW ABX RGLD=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:54 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

01/27/2016

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

Closing Stats
by daytrend on 20160127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 983.

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 (20160127 Closing)
16.1% of stocks are above yesterday’s high.
47.4% are above yesterday’s midpoint. (52.6% are below.)
21.3% are below yesterday’s low.
62.7% are inside yesterday’s range.
63.8% of stocks with today’s high > yesterday’s high. (36.2% less than).
38.0% of stocks with today’s low < yesterday’s low. (62.0% greater than).

EVIDENCE OF INTRADAY TREND (20160127 Closing)
34.4% of stocks are above today’s open. (64.6% are below).
24.8% of stocks are above today’s open and yesterday’s close.
62.7% are below both.
5.3% of stocks opened above yesterday’s high.
18.7% of stocks opened above yesterday’s close. (77.7% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160127 Closing)
0.9% of stocks are in the top 10% of today’s range.
2.1% are in the top 20%.
17.8% are in the top half. 82.2% of stocks are in the bottom half of today’s range.
27.5% are in the bottom 20%.
7.1% are in the bottom 10%.

GAIN (20160127 Closing)
27.5% of stocks are above yesterday’s close. (72.5% are below.)
1.8% are up 4.5% or more. 5.5% are down 4.5% or more.
3.1% are up 3.5% or more. 9.7% are down 3.5% or more.
40.1% are between +1% and -1%.

RSI on DAILY (20160127 Closing)
2-day: >=95:2.0%…>=90:3.6%…>=80:11.6%…>=50:48.1%…<=20:11.5%…<=10:4.2%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:24.8%…<=20:2.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:16.3%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160127 Closing)
16.1% above previous 1 highs, 21.3% below previous 1 lows
10.8% above previous 2 highs, 17.0% below previous 2 lows
6.5% above previous 3 highs, 15.3% below previous 3 lows
6.2% above previous 4 highs, 8.9% below previous 4 lows
6.2% above previous 5 highs, 3.3% below previous 5 lows
4.5% above previous 6 highs, 3.3% below previous 6 lows
4.3% above previous 7 highs, 3.1% below previous 7 lows
3.4% above previous 8 highs, 3.1% below previous 8 lows
2.5% above previous 9 highs, 3.1% below previous 9 lows
2.0% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160127 Closing)
27.5% are above or equal to 1/26 close (1 days ago), 72.5% are below.
69.7% are above or equal to 1/25 close (2 days ago), 30.3% are below.
37.8% are above or equal to 1/22 close (3 days ago), 62.2% are below.
68.4% are above or equal to 1/21 close (4 days ago), 31.6% are below.
70.8% are above or equal to 1/20 close (5 days ago), 29.2% are below.
60.8% are above or equal to 1/19 close (6 days ago), 39.2% are below.
55.0% are above or equal to 1/15 close (7 days ago), 45.0% are below.
35.9% are above or equal to 1/14 close (8 days ago), 64.1% are below.
46.1% are above or equal to 1/13 close (9 days ago), 53.9% are below.
28.0% are above or equal to 1/12 close (10 days ago), 72.0% are below.
31.0% are above or equal to 1/11 close (11 days ago), 69.0% are below.
30.1% are above or equal to 1/8 close (12 days ago), 69.9% are below.
22.8% are above or equal to 1/7 close (13 days ago), 77.2% are below.
13.0% are above or equal to 1/6 close (14 days ago), 87.0% are below.
9.2% are above or equal to 1/5 close (15 days ago), 90.8% are below.
11.4% are above or equal to 1/4 close (16 days ago), 88.6% are below.
9.6% are above or equal to 12/31 close (17 days ago), 90.4% are below.
7.7% are above or equal to 12/30 close (18 days ago), 92.3% are below.
6.1% are above or equal to 12/29 close (19 days ago), 93.9% are below.
8.9% are above or equal to 12/28 close (20 days ago), 91.1% are below.
9.0% are above or equal to 12/24 close (21 days ago), 91.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160127 Closing)
20d: 3.2% new highs, 4.8% new lows
21d: 3.2% new highs, 4.8% new lows
42d: 2.0% new highs, 4.7% new lows
63d: 1.3% new highs, 4.1% new lows
126d: 1.0% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160127 Closing)
2-day: 26.9% above, 73.1% below
3-day: 52.4% above, 47.6% below
4-day: 45.9% above, 54.1% below
5-day: 56.4% above, 43.6% below
8-day: 60.3% above, 39.7% below
10-day: 53.7% above, 46.3% below
20-day: 20.5% above, 79.5% below
50-day: 11.7% above, 88.3% below
200-day: 15.4% above, 84.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160127 Closing)
META(16): 0.10% Top=CNX NEM RGLD GG ABX SLCA AEM SLW ….. FNV CCJ SCCO STLD NUE CMC AA X=Bottom (Metals & Mining)
INSU(35): 0.09% Top=MTG MBI PGR RDN L AFSI AXS VR ….. AJG XL PRU CLGX FNF ORI BRO AIG=Bottom (Insurance)
ENER(90): 0.03% Top=RES UNT NBR HES GPOR LPI PTEN SM ….. HFC DPM GEL WMB WPZ PAGP PAA ETE=Bottom (Energy)
FINA(111): 0.00% Top=PB TCBI CFR COF CFG HBAN ASB ZION ….. WU KKR PSEC HAWK BX STT OMF SEIC=Bottom (Banks/Financials)
MANU(51): -0.11% Top=TEX ATI DDD ITW MIDD KMT XYL CFX ….. HON WWD RS ZBRA MRC CRS AOS JOY=Bottom (Manufacturing)
CHEM(28): -0.44% Top=HUN PAH CF SHW POT CE PPG AXLL ….. MOS ASH ALB GRA DOW AXTA MEOH DD=Bottom (Chemicals/Fertilizers)
MATE(31): -0.85% Top=AWI MTZ EXP KBH MAS MLM FAST CLH ….. LEN OC DY DHI FLR USG TOL DAR=Bottom (Materials & Construction)
CONS(67): -0.87% Top=COH UA OI WRK BERY TPX MFRM VSTO ….. SCS SCSS WWW BLL NWL PAY ICON TUP=Bottom (Consumer)
HEAL(60): -0.97% Top=BKD ZLTQ CYH CNC SYK THC HNT KND ….. HYH AET ABMD ANTM INCR NVRO CPHD ADPT=Bottom (Health)
TRAN(35): -1.05% Top=HA NSC UAL VA FDX SWFT CNI AAL ….. SAVE DAL XPO TK KNX WERN NAT HTLD=Bottom (Transportation)
RETA(72): -1.17% Top=JCP KR DDS SPLS KORS SFM OUTR DLTR ….. AMZN CPRT AN PAG ABG BLDR NFLX SAH=Bottom (Retail & Specialty Retail)
COHW(42): -1.18% Top=CRAY SMCI MSI VZ ANET UBNT CTL T ….. EGHT NTAP WDC KN COMM SYNA ARRS AAPL=Bottom (Computer Hardware/Telecom)
LEIS(41): -1.39% Top=QUNR MGM LVS BYD SIX PNRA SEAS MCD ….. HLT DRII CCL RCL QSR LQ SHAK EXPE=Bottom (Leisure)
REAL(98): -1.68% Top=NRF ALLY NRZ SRC BAM STWD ARR AMT ….. SNH VTR WPG CBL OHI HCP HCN SC=Bottom (Real Estate)
ELEC(51): -1.71% Top=GLW TER MLNX LLTC ADI TXN AYI GRMN ….. IPHI JBL SCTY MTSI FIT SWKS INVN QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(56): -1.87% Top=WTW XRS RBA EEFT ATHN MRKT JEC WOOF ….. KBR APOL AL LDOS PCLN BAH SCOR DV=Bottom (Diversified Services)
COSW(99): -2.09% Top=CVLT SSNC CA IHS NTES NTCT CSC BR ….. BIDU PAYC DATA JD PFPT TEAM VMW TSS=Bottom (Computer Software/Internet)

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 @ 2:38 pm

Market Stats at 2:37 pm ET
by daytrend on 20160127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 984.

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 (20160127 2:37 pm ET)
27.4% of stocks are above yesterday’s high.
63.4% are above yesterday’s midpoint. (36.6% are below.)
13.3% are below yesterday’s low.
59.2% are inside yesterday’s range.
63.7% of stocks with today’s high > yesterday’s high. (36.3% less than).
26.0% of stocks with today’s low < yesterday’s low. (74.0% greater than).

EVIDENCE OF INTRADAY TREND (20160127 2:37 pm ET)
51.3% of stocks are above today’s open. (48.1% are below).
41.8% of stocks are above today’s open and yesterday’s close.
46.0% are below both.
5.3% of stocks opened above yesterday’s high.
18.7% of stocks opened above yesterday’s close. (77.7% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160127 2:37 pm ET)
0.8% of stocks are in the top 10% of today’s range.
5.4% are in the top 20%.
38.4% are in the top half. 61.6% of stocks are in the bottom half of today’s range.
24.4% are in the bottom 20%.
12.9% are in the bottom 10%.

GAIN (20160127 2:37 pm ET)
44.4% of stocks are above yesterday’s close. (55.6% are below.)
2.3% are up 4.5% or more. 3.5% are down 4.5% or more.
4.8% are up 3.5% or more. 5.9% are down 3.5% or more.
47.0% are between +1% and -1%.

RSI on DAILY (20160127 2:37 pm ET)
2-day: >=95:2.8%…>=90:6.7%…>=80:20.2%…>=50:63.2%…<=20:8.1%…<=10:3.4%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:29.4%…<=20:1.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:19.7%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160127 2:37 pm ET)
27.4% above previous 1 highs, 13.3% below previous 1 lows
20.0% above previous 2 highs, 10.6% below previous 2 lows
11.9% above previous 3 highs, 8.9% below previous 3 lows
11.1% above previous 4 highs, 5.3% below previous 4 lows
10.8% above previous 5 highs, 1.7% below previous 5 lows
8.2% above previous 6 highs, 1.7% below previous 6 lows
7.7% above previous 7 highs, 1.6% below previous 7 lows
5.8% above previous 8 highs, 1.6% below previous 8 lows
4.1% above previous 9 highs, 1.6% below previous 9 lows
3.7% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160127 2:37 pm ET)
44.4% are above or equal to 1/26 close (1 days ago), 55.6% are below.
77.6% are above or equal to 1/25 close (2 days ago), 22.4% are below.
47.2% are above or equal to 1/22 close (3 days ago), 52.8% are below.
75.9% are above or equal to 1/21 close (4 days ago), 24.1% are below.
77.8% are above or equal to 1/20 close (5 days ago), 22.2% are below.
68.4% are above or equal to 1/19 close (6 days ago), 31.6% are below.
60.9% are above or equal to 1/15 close (7 days ago), 39.1% are below.
41.8% are above or equal to 1/14 close (8 days ago), 58.2% are below.
51.6% are above or equal to 1/13 close (9 days ago), 48.4% are below.
31.1% are above or equal to 1/12 close (10 days ago), 68.9% are below.
34.6% are above or equal to 1/11 close (11 days ago), 65.4% are below.
32.8% are above or equal to 1/8 close (12 days ago), 67.2% are below.
26.1% are above or equal to 1/7 close (13 days ago), 73.9% are below.
14.9% are above or equal to 1/6 close (14 days ago), 85.1% are below.
10.1% are above or equal to 1/5 close (15 days ago), 89.9% are below.
13.6% are above or equal to 1/4 close (16 days ago), 86.4% are below.
10.7% are above or equal to 12/31 close (17 days ago), 89.3% are below.
8.3% are above or equal to 12/30 close (18 days ago), 91.7% are below.
7.5% are above or equal to 12/29 close (19 days ago), 92.5% are below.
9.8% are above or equal to 12/28 close (20 days ago), 90.2% are below.
10.0% are above or equal to 12/24 close (21 days ago), 90.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160127 2:37 pm ET)
20d: 3.2% new highs, 2.8% new lows
21d: 3.2% new highs, 2.8% new lows
42d: 2.0% new highs, 2.5% new lows
63d: 1.3% new highs, 2.0% new lows
126d: 1.0% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160127 2:37 pm ET)
2-day: 43.9% above, 56.1% below
3-day: 66.8% above, 33.2% below
4-day: 60.2% above, 39.8% below
5-day: 66.9% above, 33.1% below
8-day: 70.2% above, 29.8% below
10-day: 61.6% above, 38.4% below
20-day: 23.9% above, 76.1% below
50-day: 13.5% above, 86.5% below
200-day: 16.2% above, 83.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160127 2:37 pm ET)
ENER(91): 0.93% Top=RES HES UNT NBR SM SPN PTEN LPI ….. DPM WES HFC GEL WPZ ETE PAGP PAA=Bottom (Energy)
FINA(111): 0.81% Top=TCBI PB CFR CFG COF OZRK HBAN ASB ….. WU JNS BX PSEC KKR SEIC STT OMF=Bottom (Banks/Financials)
MANU(51): 0.69% Top=TEX ATI DDD ITW SEDG MIDD KMT AGCO ….. DCI BGG HON RS MRC CRS AOS JOY=Bottom (Manufacturing)
CHEM(28): 0.65% Top=HUN PAH CF POT SHW AXLL OLN CE ….. IFF DOW MON ASH ALB DD AXTA GRA=Bottom (Chemicals/Fertilizers)
INSU(35): 0.56% Top=MTG MBI PGR RDN L AFSI ALL VR ….. CLGX FNF AJG ORI AGO AWH AIG BRO=Bottom (Insurance)
META(16): 0.30% Top=CNX NEM RGLD SLCA GG ABX SLW FNV ….. CCJ AEM SCCO STLD NUE CMC AA X=Bottom (Metals & Mining)
MATE(31): -0.05% Top=MTZ AWI EXP KBH MLM MTH MAS CVA ….. OC PHM LEN DHI FLR USG TOL DAR=Bottom (Materials & Construction)
TRAN(35): -0.11% Top=HA FDX UAL NSC VA KEX CNI SWFT ….. AIRM TK LUV SAVE NAT WERN KNX HTLD=Bottom (Transportation)
HEAL(60): -0.26% Top=BKD ZLTQ CYH THC KND SYK CNC HNT ….. ABMD NUVA AET NVRO ANTM CPHD ADPT INCR=Bottom (Health)
CONS(67): -0.27% Top=COH WRK OI PKG BERY UA LULU UFS ….. HELE NKE SCS NWL DECK PAY ICON TUP=Bottom (Consumer)
COHW(42): -0.40% Top=MSI SMCI ANET CRAY VZ SSYS UBNT HPQ ….. STX KN COMM NTAP BRCD SYNA ARRS AAPL=Bottom (Computer Hardware/Telecom)
RETA(72): -0.54% Top=JCP KR SPLS KORS SFM DDS DLTR GME ….. URBN CPRT LAD ABG PAG BLDR NFLX SAH=Bottom (Retail & Specialty Retail)
LEIS(41): -0.81% Top=QUNR MGM BYD LVS SIX PNRA H DRI ….. DRII TVPT CCL LQ RCL QSR SHAK EXPE=Bottom (Leisure)
ELEC(51): -0.83% Top=TER GLW HIMX MLNX AYI CRUS LLTC ADI ….. TSL FIT CREE MTSI IPHI SWKS INVN QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(56): -1.29% Top=EEFT WTW XRS RBA JEC MCO MAN VRSK ….. CATM AL LDOS PCLN APOL BAH SCOR DV=Bottom (Diversified Services)
REAL(98): -1.30% Top=NRF ALLY BAM SRC NRZ LPT ARR AMT ….. WPG CBL EDR SNH OHI HCP HCN SC=Bottom (Real Estate)
COSW(99): -1.32% Top=CVLT SSNC CA NTCT IHS NTES MSCI TWTR ….. QLIK TEAM LC PFPT JD PAYC VMW TSS=Bottom (Computer Software/Internet)

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 2:37 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:10 pm

Market Stats at 1:09 pm ET
by daytrend on 20160127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 985.

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 (20160127 1:09 pm ET)
39.0% of stocks are above yesterday’s high.
76.2% are above yesterday’s midpoint. (23.8% are below.)
7.6% are below yesterday’s low.
53.4% are inside yesterday’s range.
61.5% of stocks with today’s high > yesterday’s high. (38.5% less than).
23.5% of stocks with today’s low < yesterday’s low. (76.5% greater than).

EVIDENCE OF INTRADAY TREND (20160127 1:09 pm ET)
64.9% of stocks are above today’s open. (34.1% are below).
54.1% of stocks are above today’s open and yesterday’s close.
31.5% are below both.
5.3% of stocks opened above yesterday’s high.
18.7% of stocks opened above yesterday’s close. (77.8% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160127 1:09 pm ET)
8.2% of stocks are in the top 10% of today’s range.
27.3% are in the top 20%.
70.2% are in the top half. 29.8% of stocks are in the bottom half of today’s range.
10.3% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20160127 1:09 pm ET)
57.8% of stocks are above yesterday’s close. (42.2% are below.)
3.4% are up 4.5% or more. 1.8% are down 4.5% or more.
6.4% are up 3.5% or more. 4.0% are down 3.5% or more.
48.4% are between +1% and -1%.

RSI on DAILY (20160127 1:09 pm ET)
2-day: >=95:4.3%…>=90:10.2%…>=80:29.2%…>=50:73.7%…<=20:5.5%…<=10:2.2%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:35.3%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:22.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160127 1:09 pm ET)
39.0% above previous 1 highs, 7.6% below previous 1 lows
29.3% above previous 2 highs, 5.7% below previous 2 lows
20.2% above previous 3 highs, 5.0% below previous 3 lows
18.8% above previous 4 highs, 2.8% below previous 4 lows
18.6% above previous 5 highs, 1.1% below previous 5 lows
14.8% above previous 6 highs, 1.1% below previous 6 lows
14.2% above previous 7 highs, 1.1% below previous 7 lows
11.3% above previous 8 highs, 1.1% below previous 8 lows
8.0% above previous 9 highs, 1.1% below previous 9 lows
7.1% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160127 1:09 pm ET)
57.8% are above or equal to 1/26 close (1 days ago), 42.2% are below.
84.8% are above or equal to 1/25 close (2 days ago), 15.2% are below.
57.8% are above or equal to 1/22 close (3 days ago), 42.2% are below.
80.8% are above or equal to 1/21 close (4 days ago), 19.2% are below.
82.5% are above or equal to 1/20 close (5 days ago), 17.5% are below.
75.1% are above or equal to 1/19 close (6 days ago), 24.9% are below.
66.6% are above or equal to 1/15 close (7 days ago), 33.4% are below.
45.3% are above or equal to 1/14 close (8 days ago), 54.7% are below.
57.5% are above or equal to 1/13 close (9 days ago), 42.5% are below.
34.6% are above or equal to 1/12 close (10 days ago), 65.4% are below.
38.9% are above or equal to 1/11 close (11 days ago), 61.1% are below.
35.8% are above or equal to 1/8 close (12 days ago), 64.2% are below.
27.8% are above or equal to 1/7 close (13 days ago), 72.2% are below.
18.2% are above or equal to 1/6 close (14 days ago), 81.8% are below.
11.6% are above or equal to 1/5 close (15 days ago), 88.4% are below.
14.4% are above or equal to 1/4 close (16 days ago), 85.6% are below.
11.1% are above or equal to 12/31 close (17 days ago), 88.9% are below.
9.3% are above or equal to 12/30 close (18 days ago), 90.7% are below.
7.8% are above or equal to 12/29 close (19 days ago), 92.2% are below.
10.1% are above or equal to 12/28 close (20 days ago), 89.9% are below.
10.1% are above or equal to 12/24 close (21 days ago), 89.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160127 1:09 pm ET)
20d: 3.1% new highs, 2.3% new lows
21d: 3.1% new highs, 2.3% new lows
42d: 2.0% new highs, 2.0% new lows
63d: 1.3% new highs, 1.7% new lows
126d: 1.0% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160127 1:09 pm ET)
2-day: 56.9% above, 43.1% below
3-day: 78.5% above, 21.5% below
4-day: 70.8% above, 29.2% below
5-day: 75.9% above, 24.1% below
8-day: 78.2% above, 21.8% below
10-day: 69.9% above, 30.1% below
20-day: 28.3% above, 71.7% below
50-day: 15.0% above, 85.0% below
200-day: 16.6% above, 83.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160127 1:09 pm ET)
FINA(111): 1.86% Top=TCBI CFR PB CFG ZION COF OZRK HBAN ….. APO PSEC OAK JNS HAWK KKR STT OMF=Bottom (Banks/Financials)
INSU(35): 1.30% Top=MTG RDN MBI PGR L LNC ALL VR ….. AWH AJG CLGX AIG ORI FNF FAF BRO=Bottom (Insurance)
CHEM(28): 1.24% Top=HUN PAH AXLL CF POT OLN FMC SHW ….. RPM EMN ASH IFF VAL ALB AXTA GRA=Bottom (Chemicals/Fertilizers)
ENER(92): 1.12% Top=HES UNT RES NBR MRO PTEN LPI CLR ….. ENLK WES WPZ GEL WMB PAA ETE PAGP=Bottom (Energy)
MANU(51): 0.92% Top=TEX ATI DDD KMT MIDD ITW JKS ATU ….. CR RS MRC WWD DCI CRS AOS JOY=Bottom (Manufacturing)
META(16): 0.67% Top=CNX RGLD NEM SLCA GG STLD SCCO CCJ ….. AA FNV ABX NUE AEM SLW CMC X=Bottom (Metals & Mining)
HEAL(60): 0.56% Top=CYH THC BKD SYK ZLTQ KND CNC VAR ….. PRXL CPHD AET KANG INCR NVRO ANTM ADPT=Bottom (Health)
MATE(31): 0.34% Top=MTZ EXP KBH AWI FAST MLM MAS CVA ….. MDC CLH FLR PHM DHI TOL USG DAR=Bottom (Materials & Construction)
TRAN(35): 0.33% Top=HA FDX UAL VA NSC CNI KEX AAL ….. SAVE LUV XPO GWR NAT KNX WERN HTLD=Bottom (Transportation)
COHW(42): 0.28% Top=MSI SMCI UBNT SSYS ANET HPQ CRAY VZ ….. OLED NTAP EGHT SYNA KN BRCD ARRS AAPL=Bottom (Computer Hardware/Telecom)
RETA(72): 0.24% Top=JCP W KORS SPLS KR GME SFM DLTR ….. KAR LAD PAG CPRT ABG NFLX BLDR SAH=Bottom (Retail & Specialty Retail)
CONS(67): 0.22% Top=COH WRK UA GT PKG BERY COTY UFS ….. NKE WWW SCS BLL PAY ICON DECK TUP=Bottom (Consumer)
ELEC(51): 0.06% Top=TER CRUS GLW MLNX HIMX FIT SPWR TXN ….. CREE TSL JBL MTSI SWKS IPHI INVN QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(41): -0.49% Top=BYD MGM SIX QUNR LVS PNRA CMG MCD ….. DNKN TVPT CAKE LQ DRII EXPE QSR SHAK=Bottom (Leisure)
COSW(99): -0.59% Top=CVLT SSNC CA TWTR MSCI WUBA CSC NTES ….. DATA QLIK JD PFPT PAYC LC VMW TSS=Bottom (Computer Software/Internet)
DISV(56): -0.70% Top=EEFT XRS GMT JEC RCII WOOF VRSK RBA ….. CATM AL SCOR LDOS APOL PCLN BAH DV=Bottom (Diversified Services)
REAL(98): -1.03% Top=NRF NRZ ALLY STOR BAM TREE SRC ARR ….. WPG CBL EDR SNH OHI HCP HCN SC=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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