daytrend

03/31/2016

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

Closing Stats
by daytrend on 20160331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 950.

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 (20160331 Closing)
17.9% of stocks are above yesterday’s high.
49.8% are above yesterday’s midpoint. (50.2% are below.)
18.5% are below yesterday’s low.
63.6% are inside yesterday’s range.
42.1% of stocks with today’s high > yesterday’s high. (57.9% less than).
48.7% of stocks with today’s low < yesterday’s low. (51.3% greater than).

EVIDENCE OF INTRADAY TREND (20160331 Closing)
56.2% of stocks are above today’s open. (42.8% are below).
50.9% of stocks are above today’s open and yesterday’s close.
40.0% are below both.
1.9% of stocks opened above yesterday’s high.
30.9% of stocks opened above yesterday’s close. (60.1% opened below yesterday’s close).
7.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160331 Closing)
8.2% of stocks are in the top 10% of today’s range.
18.9% are in the top 20%.
53.1% are in the top half. 46.9% of stocks are in the bottom half of today’s range.
20.6% are in the bottom 20%.
9.9% are in the bottom 10%.

GAIN (20160331 Closing)
55.2% of stocks are above yesterday’s close. (44.8% are below.)
1.6% are up 4.5% or more. 0.2% are down 4.5% or more.
3.9% are up 3.5% or more. 0.9% are down 3.5% or more.
60.5% are between +1% and -1%.

RSI on DAILY (20160331 Closing)
2-day: >=95:12.5%…>=90:24.2%…>=80:39.4%…>=50:70.4%…<=20:5.6%…<=10:1.6%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.9%…>=50:83.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:87.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160331 Closing)
17.9% above previous 1 highs, 18.5% below previous 1 lows
17.4% above previous 2 highs, 2.5% below previous 2 lows
16.5% above previous 3 highs, 1.7% below previous 3 lows
16.3% above previous 4 highs, 1.3% below previous 4 lows
14.2% above previous 5 highs, 1.2% below previous 5 lows
12.4% above previous 6 highs, 1.1% below previous 6 lows
11.1% above previous 7 highs, 1.1% below previous 7 lows
10.2% above previous 8 highs, 1.1% below previous 8 lows
10.1% above previous 9 highs, 1.1% below previous 9 lows
10.0% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160331 Closing)
55.2% are above or equal to 3/30 close (1 days ago), 44.8% are below.
64.6% are above or equal to 3/29 close (2 days ago), 35.4% are below.
84.5% are above or equal to 3/28 close (3 days ago), 15.5% are below.
82.8% are above or equal to 3/24 close (4 days ago), 17.2% are below.
80.7% are above or equal to 3/23 close (5 days ago), 19.3% are below.
60.8% are above or equal to 3/22 close (6 days ago), 39.2% are below.
58.6% are above or equal to 3/21 close (7 days ago), 41.4% are below.
56.0% are above or equal to 3/18 close (8 days ago), 44.0% are below.
61.9% are above or equal to 3/17 close (9 days ago), 38.1% are below.
76.3% are above or equal to 3/16 close (10 days ago), 23.7% are below.
82.7% are above or equal to 3/15 close (11 days ago), 17.3% are below.
77.2% are above or equal to 3/14 close (12 days ago), 22.8% are below.
71.8% are above or equal to 3/11 close (13 days ago), 28.2% are below.
84.8% are above or equal to 3/10 close (14 days ago), 15.2% are below.
83.8% are above or equal to 3/9 close (15 days ago), 16.2% are below.
86.3% are above or equal to 3/8 close (16 days ago), 13.7% are below.
70.4% are above or equal to 3/7 close (17 days ago), 29.6% are below.
75.4% are above or equal to 3/4 close (18 days ago), 24.6% are below.
78.2% are above or equal to 3/3 close (19 days ago), 21.8% are below.
82.8% are above or equal to 3/2 close (20 days ago), 17.2% are below.
86.4% are above or equal to 3/1 close (21 days ago), 13.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160331 Closing)
20d: 20.8% new highs, 1.1% new lows
21d: 20.8% new highs, 0.9% new lows
42d: 19.4% new highs, 0.0% new lows
63d: 14.2% new highs, 0.0% new lows
126d: 8.4% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160331 Closing)
2-day: 53.5% above, 46.5% below
3-day: 60.5% above, 39.5% below
4-day: 74.3% above, 25.7% below
5-day: 78.7% above, 21.3% below
8-day: 72.8% above, 27.2% below
10-day: 68.2% above, 31.8% below
20-day: 78.4% above, 21.6% below
50-day: 92.5% above, 7.5% below
200-day: 51.8% above, 48.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160331 Closing)
ENER(94): 1.56% Top=MPLX PAGP MRO EGN SM DVN WPX ETE ….. PE CVE MUSA XOM PSX EOG RES FANG=Bottom (Energy)
REAL(97): 0.96% Top=SC TREE SHO OUT ALLY IVR STWD RLGY ….. BAM BDN NNN EDR GLPI DFT FR NRZ=Bottom (Real Estate)
COSW(96): 0.68% Top=WBMD FTNT GRUB RNG ELLI XRX RAX VIPS ….. MANH DBD CSRA DWRE BOX YELP JD UIS=Bottom (Computer Software/Internet)
DISV(57): 0.68% Top=GPN CAR RCII FDC SNX IILG HMHC ZG ….. AHS ROL JEC ACM URI RBA SCOR PCLN=Bottom (Diversified Services)
MATE(31): 0.66% Top=KBH MLM DAR CAA TPH PHM TOL AWI ….. WY PWR MAS USCR BECN WM FLR RSG=Bottom (Materials & Construction)
COHW(41): 0.51% Top=PSTG SSYS WDC NTAP LXK COMM SYNA INFN ….. AAPL ARRS BCE LITE HRS VRSN OLED NSR=Bottom (Computer Hardware/Telecom)
HEAL(56): 0.43% Top=OPK IRWD DXCM BKD CPHD ABMD NVRO RMD ….. ANTM EW AMSG STE MD DGX AET CNC=Bottom (Health)
CONS(60): 0.30% Top=UFS DECK HAR VRA KS WRK HAS WHR ….. KMB NKE UA GIII CLX BMS FL SKX=Bottom (Consumer)
RETA(70): 0.09% Top=W OUTR SIG RH ASNA BBY CHS FRAN ….. JCP WSM CPRT AAP WFM AN ABG PAG=Bottom (Retail & Specialty Retail)
LEIS(38): 0.03% Top=SHAK DRII RCL SONC LQ H TVPT BLMN ….. LVS EAT PNRA QSR GPRO SEAS BWLD PZZA=Bottom (Leisure)
ELEC(50): -0.01% Top=FIT SCTY MXL TEL CGNX KEYS FLEX AMBA ….. BRKR AVGO QRVO TXN IPHI SIMO CREE HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(34): -0.08% Top=TDW TK SWFT FDX VA EXPD AIRM JBHT ….. AAL GWR CP KEX UNP DAL NSC CSX=Bottom (Transportation)
MANU(42): -0.40% Top=ZBRA JKS FLS ATU LECO CMI TKR DDD ….. GNRC RS WOR BWXT CRS ATI AGCO DE=Bottom (Manufacturing)
INSU(32): -0.43% Top=MBI RDN AXS MTG BRO AON AEL PGR ….. PRU UNM TMK AIZ AWH MET LNC CNO=Bottom (Insurance)
FINA(99): -0.45% Top=OMF PSEC BANC NDAQ AXP ARCC DFS KKR ….. UMPQ ZION BOKF VOYA SLM LAZ CIT NPBC=Bottom (Banks/Financials)
CHEM(29): -1.20% Top=AXTA SHW AXLL RPM ALB PPG OLN PX ….. POL CF POT FMC AGU CC MON MOS=Bottom (Chemicals/Fertilizers)
META(24): -1.78% Top=SLCA FCX BVN CNX NEM AA PAAS GG ….. CMC FNV X CENX TCK TAHO AG SLW=Bottom (Metals & Mining)

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

Advertisements

Filed under: Market Stats — daytrend @ 2:37 pm

Market Stats at 3:36 pm ET
by daytrend on 20160331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 950.

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 (20160331 3:36 pm ET)
19.7% of stocks are above yesterday’s high.
54.2% are above yesterday’s midpoint. (45.8% are below.)
14.8% are below yesterday’s low.
65.5% are inside yesterday’s range.
41.2% of stocks with today’s high > yesterday’s high. (58.8% less than).
48.2% of stocks with today’s low < yesterday’s low. (51.8% greater than).

EVIDENCE OF INTRADAY TREND (20160331 3:36 pm ET)
61.8% of stocks are above today’s open. (37.4% are below).
56.4% of stocks are above today’s open and yesterday’s close.
34.5% are below both.
1.9% of stocks opened above yesterday’s high.
30.9% of stocks opened above yesterday’s close. (60.1% opened below yesterday’s close).
7.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160331 3:36 pm ET)
18.6% of stocks are in the top 10% of today’s range.
30.8% are in the top 20%.
62.1% are in the top half. 37.9% of stocks are in the bottom half of today’s range.
9.4% are in the bottom 20%.
2.5% are in the bottom 10%.

GAIN (20160331 3:36 pm ET)
59.9% of stocks are above yesterday’s close. (40.1% are below.)
1.8% are up 4.5% or more. 0.2% are down 4.5% or more.
4.6% are up 3.5% or more. 0.9% are down 3.5% or more.
61.9% are between +1% and -1%.

RSI on DAILY (20160331 3:36 pm ET)
2-day: >=95:14.1%…>=90:26.0%…>=80:44.8%…>=50:75.2%…<=20:4.9%…<=10:1.7%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.9%…>=50:85.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:88.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160331 3:36 pm ET)
19.7% above previous 1 highs, 14.8% below previous 1 lows
18.9% above previous 2 highs, 2.0% below previous 2 lows
17.9% above previous 3 highs, 1.6% below previous 3 lows
17.6% above previous 4 highs, 1.2% below previous 4 lows
15.5% above previous 5 highs, 1.1% below previous 5 lows
13.4% above previous 6 highs, 1.1% below previous 6 lows
11.7% above previous 7 highs, 1.1% below previous 7 lows
10.5% above previous 8 highs, 1.1% below previous 8 lows
10.4% above previous 9 highs, 1.1% below previous 9 lows
10.3% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160331 3:36 pm ET)
59.9% are above or equal to 3/30 close (1 days ago), 40.1% are below.
69.7% are above or equal to 3/29 close (2 days ago), 30.3% are below.
85.9% are above or equal to 3/28 close (3 days ago), 14.1% are below.
84.6% are above or equal to 3/24 close (4 days ago), 15.4% are below.
82.0% are above or equal to 3/23 close (5 days ago), 18.0% are below.
62.9% are above or equal to 3/22 close (6 days ago), 37.1% are below.
60.6% are above or equal to 3/21 close (7 days ago), 39.4% are below.
57.6% are above or equal to 3/18 close (8 days ago), 42.4% are below.
63.3% are above or equal to 3/17 close (9 days ago), 36.7% are below.
77.5% are above or equal to 3/16 close (10 days ago), 22.5% are below.
83.3% are above or equal to 3/15 close (11 days ago), 16.7% are below.
77.8% are above or equal to 3/14 close (12 days ago), 22.2% are below.
73.4% are above or equal to 3/11 close (13 days ago), 26.6% are below.
85.8% are above or equal to 3/10 close (14 days ago), 14.2% are below.
85.3% are above or equal to 3/9 close (15 days ago), 14.7% are below.
86.8% are above or equal to 3/8 close (16 days ago), 13.2% are below.
71.8% are above or equal to 3/7 close (17 days ago), 28.2% are below.
76.2% are above or equal to 3/4 close (18 days ago), 23.8% are below.
79.2% are above or equal to 3/3 close (19 days ago), 20.8% are below.
83.7% are above or equal to 3/2 close (20 days ago), 16.3% are below.
86.9% are above or equal to 3/1 close (21 days ago), 13.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160331 3:36 pm ET)
20d: 20.1% new highs, 1.1% new lows
21d: 20.1% new highs, 0.9% new lows
42d: 18.5% new highs, 0.0% new lows
63d: 13.7% new highs, 0.0% new lows
126d: 8.0% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160331 3:36 pm ET)
2-day: 59.3% above, 40.7% below
3-day: 65.9% above, 34.1% below
4-day: 78.8% above, 21.2% below
5-day: 82.7% above, 17.3% below
8-day: 75.6% above, 24.4% below
10-day: 71.7% above, 28.3% below
20-day: 79.6% above, 20.4% below
50-day: 92.9% above, 7.1% below
200-day: 52.0% above, 48.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160331 3:36 pm ET)
ENER(94): 1.71% Top=MPLX EGN MRO SM DVN WPX PAGP PBF ….. PE XOM CXO SLB PSX EOG RES FANG=Bottom (Energy)
REAL(97): 1.07% Top=SC TREE SHO DRH ALLY IVR STWD OUT ….. DLR BAM REG GLPI EDR FR DFT NRZ=Bottom (Real Estate)
DISV(57): 0.87% Top=RCII FDC GPN CAR SNX PRAA HMHC ZG ….. ROL ACM ULTA URI SCOR JEC RBA PCLN=Bottom (Diversified Services)
MATE(31): 0.85% Top=KBH MLM CAA TOL DY TPH AWI PHM ….. WY OC BECN MAS USCR FLR WM RSG=Bottom (Materials & Construction)
COSW(96): 0.80% Top=WBMD RNG FTNT GRUB XRX ELLI VIPS ACIW ….. MANH HPE DWRE CSRA YELP BOX JD UIS=Bottom (Computer Software/Internet)
COHW(41): 0.67% Top=PSTG SSYS LXK WDC SYNA INFN BBRY NTAP ….. ARRS BCE T LITE VRSN HRS OLED NSR=Bottom (Computer Hardware/Telecom)
HEAL(56): 0.53% Top=IRWD OPK DXCM BKD CPHD NVRO KND GMED ….. ANTM XRAY AMSG STE DGX AET CNC MD=Bottom (Health)
CONS(60): 0.45% Top=UFS DECK VRA HAR KS HAS WRK PKG ….. ECL KMB NKE GIII BMS CLX FL SKX=Bottom (Consumer)
RETA(70): 0.32% Top=W OUTR ASNA RH SIG BBY CHS LL ….. WSM TGT AAP CPRT WFM AN ABG PAG=Bottom (Retail & Specialty Retail)
LEIS(38): 0.29% Top=SHAK DRII RCL LQ SONC H CMG TVPT ….. HLT PNRA TXRH JACK QSR SEAS BWLD PZZA=Bottom (Leisure)
ELEC(50): 0.15% Top=FIT SCTY MXL AMBA FLEX TEL CGNX MTSI ….. AVGO BRKR QRVO TXN IPHI HIMX CREE SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(34): 0.05% Top=TDW TK UAL FDX SWFT HA AIRM TRN ….. GBX DAL GWR KEX CP UNP NSC CSX=Bottom (Transportation)
FINA(99): -0.23% Top=OMF BANC AXP NDAQ DFS ARCC PSEC HAWK ….. IVZ CFG BOKF LAZ VOYA SLM CIT NPBC=Bottom (Banks/Financials)
MANU(42): -0.25% Top=ZBRA JKS DDD LECO SEDG FLS ATU CMI ….. ITT MRC WOR BWXT CRS AGCO ATI DE=Bottom (Manufacturing)
INSU(32): -0.28% Top=RDN MTG AEL AXS AON BRO MBI PGR ….. PRU TMK UNM AIZ AWH MET LNC CNO=Bottom (Insurance)
CHEM(29): -1.15% Top=AXTA AXLL ALB RPM SHW HUN PPG PX ….. WLK POT AGU CF FMC MOS CC MON=Bottom (Chemicals/Fertilizers)
META(24): -1.47% Top=FCX SLCA ABX NEM BVN GG PAAS CNX ….. NUE CCJ FNV CMC CENX TAHO AG SLW=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 3:36 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:42 pm

Market Stats at 2:42 pm ET
by daytrend on 20160331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 950.

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 (20160331 2:42 pm ET)
13.9% of stocks are above yesterday’s high.
43.5% are above yesterday’s midpoint. (56.5% are below.)
21.5% are below yesterday’s low.
64.6% are inside yesterday’s range.
38.8% of stocks with today’s high > yesterday’s high. (61.2% less than).
47.7% of stocks with today’s low < yesterday’s low. (52.3% greater than).

EVIDENCE OF INTRADAY TREND (20160331 2:42 pm ET)
50.2% of stocks are above today’s open. (48.3% are below).
44.6% of stocks are above today’s open and yesterday’s close.
44.8% are below both.
1.9% of stocks opened above yesterday’s high.
30.9% of stocks opened above yesterday’s close. (60.1% opened below yesterday’s close).
7.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160331 2:42 pm ET)
6.1% of stocks are in the top 10% of today’s range.
13.1% are in the top 20%.
45.1% are in the top half. 54.9% of stocks are in the bottom half of today’s range.
27.5% are in the bottom 20%.
19.5% are in the bottom 10%.

GAIN (20160331 2:42 pm ET)
49.2% of stocks are above yesterday’s close. (50.8% are below.)
1.5% are up 4.5% or more. 0.3% are down 4.5% or more.
3.3% are up 3.5% or more. 1.3% are down 3.5% or more.
61.9% are between +1% and -1%.

RSI on DAILY (20160331 2:42 pm ET)
2-day: >=95:10.5%…>=90:20.5%…>=80:33.5%…>=50:66.4%…<=20:6.6%…<=10:1.8%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.2%…>=50:83.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:87.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160331 2:42 pm ET)
13.9% above previous 1 highs, 21.5% below previous 1 lows
13.4% above previous 2 highs, 2.4% below previous 2 lows
12.3% above previous 3 highs, 1.9% below previous 3 lows
12.3% above previous 4 highs, 1.6% below previous 4 lows
10.2% above previous 5 highs, 1.5% below previous 5 lows
8.7% above previous 6 highs, 1.4% below previous 6 lows
7.4% above previous 7 highs, 1.4% below previous 7 lows
6.5% above previous 8 highs, 1.4% below previous 8 lows
6.5% above previous 9 highs, 1.4% below previous 9 lows
6.4% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160331 2:42 pm ET)
49.2% are above or equal to 3/30 close (1 days ago), 50.8% are below.
58.6% are above or equal to 3/29 close (2 days ago), 41.4% are below.
83.1% are above or equal to 3/28 close (3 days ago), 16.9% are below.
81.3% are above or equal to 3/24 close (4 days ago), 18.7% are below.
79.8% are above or equal to 3/23 close (5 days ago), 20.2% are below.
59.5% are above or equal to 3/22 close (6 days ago), 40.5% are below.
58.0% are above or equal to 3/21 close (7 days ago), 42.0% are below.
54.5% are above or equal to 3/18 close (8 days ago), 45.5% are below.
60.7% are above or equal to 3/17 close (9 days ago), 39.3% are below.
73.9% are above or equal to 3/16 close (10 days ago), 26.1% are below.
81.6% are above or equal to 3/15 close (11 days ago), 18.4% are below.
76.5% are above or equal to 3/14 close (12 days ago), 23.5% are below.
70.3% are above or equal to 3/11 close (13 days ago), 29.7% are below.
83.9% are above or equal to 3/10 close (14 days ago), 16.1% are below.
83.8% are above or equal to 3/9 close (15 days ago), 16.2% are below.
85.7% are above or equal to 3/8 close (16 days ago), 14.3% are below.
69.6% are above or equal to 3/7 close (17 days ago), 30.4% are below.
74.8% are above or equal to 3/4 close (18 days ago), 25.2% are below.
77.5% are above or equal to 3/3 close (19 days ago), 22.5% are below.
82.5% are above or equal to 3/2 close (20 days ago), 17.5% are below.
85.4% are above or equal to 3/1 close (21 days ago), 14.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160331 2:42 pm ET)
20d: 18.7% new highs, 1.1% new lows
21d: 18.7% new highs, 0.9% new lows
42d: 17.4% new highs, 0.0% new lows
63d: 12.6% new highs, 0.0% new lows
126d: 7.2% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160331 2:42 pm ET)
2-day: 48.1% above, 51.9% below
3-day: 54.0% above, 46.0% below
4-day: 70.7% above, 29.3% below
5-day: 76.4% above, 23.6% below
8-day: 70.6% above, 29.4% below
10-day: 67.1% above, 32.9% below
20-day: 77.1% above, 22.9% below
50-day: 92.1% above, 7.9% below
200-day: 51.6% above, 48.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160331 2:42 pm ET)
ENER(94): 1.36% Top=MRO MPLX EGN DVN SM PAGP PBF WPX ….. XOM SLB MUSA CXO HAL EOG RES FANG=Bottom (Energy)
REAL(97): 0.64% Top=SC TREE OHI ALLY SHO RLJ STWD DOC ….. BDN BAM OFC FR EDR GLPI DFT NRZ=Bottom (Real Estate)
COSW(96): 0.51% Top=WBMD FTNT RNG GRUB SQ XRX ELLI VIPS ….. DBD TRIP GOOG CSRA BOX JD UIS YELP=Bottom (Computer Software/Internet)
MATE(31): 0.49% Top=KBH MLM CAA TOL DAR USG PHM DY ….. PWR BECN OC MAS WM USCR RSG FLR=Bottom (Materials & Construction)
DISV(57): 0.48% Top=RCII GPN FDC CAR SNX PRAA ZG HMHC ….. AHS ROL JEC ACM SCOR URI RBA PCLN=Bottom (Diversified Services)
COHW(41): 0.26% Top=PSTG INFN SYNA SSYS COMM LXK WDC NTAP ….. BCE LITE T OLED VRSN WIN HRS NSR=Bottom (Computer Hardware/Telecom)
HEAL(56): 0.22% Top=IRWD DXCM OPK BKD KND ZLTQ CPHD NVRO ….. EVHC EW LH A DGX STE MD CNC=Bottom (Health)
CONS(60): 0.20% Top=DECK UFS VRA HAR TSE HAS GIL WHR ….. BERY ECL NKE COH BMS CLX FL SKX=Bottom (Consumer)
RETA(70): 0.05% Top=W OUTR CHS ASNA RH BBY SIG FRAN ….. WSM TGT AAP WFM CPRT AN ABG PAG=Bottom (Retail & Specialty Retail)
ELEC(50): -0.05% Top=FIT SCTY MXL AMBA TEL MTSI AMAT CGNX ….. BRKR QRVO CY TXN IPHI HIMX CREE SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(34): -0.09% Top=TDW TK UAL VA FDX AIRM SWFT KNX ….. XPO SAVE CP UNP KEX GWR CSX NSC=Bottom (Transportation)
LEIS(38): -0.18% Top=DRII SHAK LQ RCL H SONC TVPT CMG ….. YUM SIX QSR JACK SEAS GPRO BWLD PZZA=Bottom (Leisure)
MANU(42): -0.52% Top=SEDG JKS ZBRA FLS LECO DDD ATU CMI ….. AME WOR RS BWXT CRS AGCO DE ATI=Bottom (Manufacturing)
FINA(99): -0.63% Top=OMF BANC ARCC PSEC AXP DFS NDAQ ACAS ….. ZION IVZ LAZ SIVB SLM VOYA CIT NPBC=Bottom (Banks/Financials)
INSU(32): -0.64% Top=MTG MBI BRO RDN AON PGR AXS MMC ….. UNM PRU TMK AWH AIZ MET CNO LNC=Bottom (Insurance)
CHEM(29): -1.28% Top=AXTA AXLL HUN PX RPM ALB SHW PPG ….. MEOH CC AGU POT FMC CF MON MOS=Bottom (Chemicals/Fertilizers)
META(24): -1.90% Top=SLCA ABX CNX FCX GG NEM BVN PAAS ….. FNV CMC SWC X CENX TAHO AG SLW=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 2:42 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:07 am

Market Stats at 11:06 am ET
by daytrend on 20160331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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 (20160331 11:06 am ET)
12.0% of stocks are above yesterday’s high.
47.2% are above yesterday’s midpoint. (52.8% are below.)
15.4% are below yesterday’s low.
72.6% are inside yesterday’s range.
27.6% of stocks with today’s high > yesterday’s high. (72.4% less than).
41.7% of stocks with today’s low < yesterday’s low. (58.3% greater than).

EVIDENCE OF INTRADAY TREND (20160331 11:06 am ET)
57.7% of stocks are above today’s open. (40.7% are below).
49.6% of stocks are above today’s open and yesterday’s close.
37.7% are below both.
1.9% of stocks opened above yesterday’s high.
30.9% of stocks opened above yesterday’s close. (60.0% opened below yesterday’s close).
7.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160331 11:06 am ET)
12.3% of stocks are in the top 10% of today’s range.
24.1% 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.
13.2% are in the bottom 20%.
6.5% are in the bottom 10%.

GAIN (20160331 11:06 am ET)
54.7% of stocks are above yesterday’s close. (45.3% are below.)
0.8% are up 4.5% or more. 0.5% are down 4.5% or more.
1.8% are up 3.5% or more. 0.7% are down 3.5% or more.
72.9% are between +1% and -1%.

RSI on DAILY (20160331 11:06 am ET)
2-day: >=95:12.0%…>=90:22.9%…>=80:37.6%…>=50:72.9%…<=20:5.7%…<=10:1.7%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.8%…>=50:83.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:87.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160331 11:06 am ET)
12.0% above previous 1 highs, 15.4% below previous 1 lows
11.6% above previous 2 highs, 1.4% below previous 2 lows
11.1% above previous 3 highs, 1.2% below previous 3 lows
11.0% above previous 4 highs, 0.5% below previous 4 lows
9.7% above previous 5 highs, 0.5% below previous 5 lows
8.9% above previous 6 highs, 0.5% below previous 6 lows
7.6% above previous 7 highs, 0.5% below previous 7 lows
6.6% above previous 8 highs, 0.5% below previous 8 lows
6.5% above previous 9 highs, 0.5% below previous 9 lows
6.4% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160331 11:06 am ET)
54.7% are above or equal to 3/30 close (1 days ago), 45.3% are below.
62.1% are above or equal to 3/29 close (2 days ago), 37.9% are below.
85.2% are above or equal to 3/28 close (3 days ago), 14.8% are below.
83.5% are above or equal to 3/24 close (4 days ago), 16.5% are below.
82.2% are above or equal to 3/23 close (5 days ago), 17.8% are below.
60.1% are above or equal to 3/22 close (6 days ago), 39.9% are below.
56.9% are above or equal to 3/21 close (7 days ago), 43.1% are below.
55.3% are above or equal to 3/18 close (8 days ago), 44.7% are below.
62.0% are above or equal to 3/17 close (9 days ago), 38.0% are below.
75.2% are above or equal to 3/16 close (10 days ago), 24.8% are below.
82.0% are above or equal to 3/15 close (11 days ago), 18.0% are below.
75.7% are above or equal to 3/14 close (12 days ago), 24.3% are below.
70.7% are above or equal to 3/11 close (13 days ago), 29.3% are below.
83.8% are above or equal to 3/10 close (14 days ago), 16.2% are below.
83.7% are above or equal to 3/9 close (15 days ago), 16.3% are below.
85.7% are above or equal to 3/8 close (16 days ago), 14.3% are below.
70.5% are above or equal to 3/7 close (17 days ago), 29.5% are below.
75.0% are above or equal to 3/4 close (18 days ago), 25.0% are below.
78.0% are above or equal to 3/3 close (19 days ago), 22.0% are below.
83.4% are above or equal to 3/2 close (20 days ago), 16.6% are below.
86.4% are above or equal to 3/1 close (21 days ago), 13.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160331 11:06 am ET)
20d: 12.9% new highs, 0.7% new lows
21d: 12.8% new highs, 0.7% new lows
42d: 12.0% new highs, 0.0% new lows
63d: 9.0% new highs, 0.0% new lows
126d: 5.2% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160331 11:06 am ET)
2-day: 52.7% above, 47.3% below
3-day: 60.0% above, 40.0% below
4-day: 76.2% above, 23.8% below
5-day: 80.8% above, 19.2% below
8-day: 73.9% above, 26.1% below
10-day: 68.7% above, 31.3% below
20-day: 78.2% above, 21.8% below
50-day: 92.0% above, 8.0% below
200-day: 51.6% above, 48.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160331 11:06 am ET)
ENER(93): 0.73% Top=EGN MRO OIS ATW MRD SPN SM RICE ….. RES MDU MMP WMB SHLX FANG ETE TSO=Bottom (Energy)
COSW(96): 0.67% Top=GRUB FTNT WBMD XRX VIPS RNG ELLI IBM ….. ZEN BOX VRNT TRIP SQ CSRA UIS YELP=Bottom (Computer Software/Internet)
MATE(31): 0.43% Top=MLM KBH CAA DAR TOL USG PHM BIN ….. OC TREX VMC USCR MAS DY RYN FLR=Bottom (Materials & Construction)
DISV(57): 0.37% Top=GPN SNX WTW PAYX XRS VRSK RCII RHI ….. ALLE WOOF HRB AL PCLN RRD KBR URI=Bottom (Diversified Services)
REAL(97): 0.36% Top=SC TREE OUT SHO RLJ NLY IVR OHI ….. DLR EQY BXMT RPAI OFC QTS BDN NRZ=Bottom (Real Estate)
COHW(41): 0.32% Top=SYNA PSTG LXK PANW COMM INFN NTAP FNSR ….. STX HPQ LVLT TMUS SSYS HRS LITE WIN=Bottom (Computer Hardware/Telecom)
HEAL(56): 0.26% Top=IRWD DXCM GB CPHD PRAH OPK RMD INCR ….. BSX ESRX ACHC LH MD EW ANTM STE=Bottom (Health)
CONS(60): 0.25% Top=UFS DECK VRA KS HAR TSE SHOO PKG ….. FL VFC BERY LULU RL CLX SKX BMS=Bottom (Consumer)
RETA(70): 0.22% Top=RH W BBY CHS BURL LL MIK OUTR ….. CPRT AAP BID WFM AN TGT ABG PAG=Bottom (Retail & Specialty Retail)
TRAN(34): 0.03% Top=TDW UAL HA NAT CNI TK ALK AIRM ….. XPO TRN GBX WERN GWR NSC CSX UNP=Bottom (Transportation)
INSU(32): -0.13% Top=BRO MBI AON AJG ORI MMC AIG AGO ….. AWH L AFL MTG TMK CNO XL LNC=Bottom (Insurance)
ELEC(50): -0.17% Top=FIT MXL SCTY AMBA CGNX AMAT TEL MRVL ….. ON IPHI SPWR QRVO MU CREE SIMO HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(38): -0.22% Top=LQ RCL SHAK CMG SONC H CCL DNKN ….. BLMN LVS PLAY JACK SEAS GPRO PZZA BWLD=Bottom (Leisure)
FINA(99): -0.38% Top=HAWK NDAQ BAC BANC PSEC MS DFS ACAS ….. BOKF TCBI ZION SIVB SLM CMA CIT NPBC=Bottom (Banks/Financials)
MANU(42): -0.43% Top=JKS KMT ATU GE ZBRA CMI SEDG LECO ….. AME SNA WOR DE MRC AGCO CRS ATI=Bottom (Manufacturing)
CHEM(29): -0.55% Top=AXTA HUN AGU IFF POL ALB POT SHW ….. CE EMN OLN WLK CC MEOH FMC MON=Bottom (Chemicals/Fertilizers)
META(24): -1.28% Top=SLCA CNX ABX X RGLD GG AA NEM ….. SWC TCK NUE SCCO CMC CENX AG SLW=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 11:06 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:59 am

Market Stats at 9:58 am ET
by daytrend on 20160331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 950.

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 (20160331 9:58 am ET)
6.5% of stocks are above yesterday’s high.
40.9% are above yesterday’s midpoint. (59.1% are below.)
14.5% are below yesterday’s low.
78.9% are inside yesterday’s range.
20.0% of stocks with today’s high > yesterday’s high. (80.0% less than).
31.5% of stocks with today’s low < yesterday’s low. (68.5% greater than).

EVIDENCE OF INTRADAY TREND (20160331 9:58 am ET)
52.0% of stocks are above today’s open. (45.2% are below).
41.5% of stocks are above today’s open and yesterday’s close.
41.7% are below both.
1.9% of stocks opened above yesterday’s high.
30.8% of stocks opened above yesterday’s close. (60.0% opened below yesterday’s close).
7.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160331 9:58 am ET)
8.4% of stocks are in the top 10% of today’s range.
15.8% are in the top 20%.
45.1% are in the top half. 54.9% of stocks are in the bottom half of today’s range.
26.9% are in the bottom 20%.
15.3% are in the bottom 10%.

GAIN (20160331 9:58 am ET)
47.5% of stocks are above yesterday’s close. (52.5% are below.)
0.5% are up 4.5% or more. 0.1% are down 4.5% or more.
1.4% are up 3.5% or more. 0.2% are down 3.5% or more.
79.5% are between +1% and -1%.

RSI on DAILY (20160331 9:58 am ET)
2-day: >=95:8.7%…>=90:18.7%…>=80:35.3%…>=50:70.4%…<=20:5.4%…<=10:1.9%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.9%…>=50:83.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:87.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160331 9:58 am ET)
6.5% above previous 1 highs, 14.5% below previous 1 lows
6.3% above previous 2 highs, 2.0% below previous 2 lows
6.0% above previous 3 highs, 1.6% below previous 3 lows
6.0% above previous 4 highs, 0.9% below previous 4 lows
4.9% above previous 5 highs, 0.9% below previous 5 lows
4.3% above previous 6 highs, 0.9% below previous 6 lows
3.8% above previous 7 highs, 0.9% below previous 7 lows
3.6% above previous 8 highs, 0.9% below previous 8 lows
3.5% above previous 9 highs, 0.8% below previous 9 lows
3.5% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160331 9:58 am ET)
47.5% are above or equal to 3/30 close (1 days ago), 52.5% are below.
61.2% are above or equal to 3/29 close (2 days ago), 38.8% are below.
85.8% are above or equal to 3/28 close (3 days ago), 14.2% are below.
83.6% are above or equal to 3/24 close (4 days ago), 16.4% are below.
80.8% are above or equal to 3/23 close (5 days ago), 19.2% are below.
58.2% are above or equal to 3/22 close (6 days ago), 41.8% are below.
56.2% are above or equal to 3/21 close (7 days ago), 43.8% are below.
53.9% are above or equal to 3/18 close (8 days ago), 46.1% are below.
61.3% are above or equal to 3/17 close (9 days ago), 38.7% are below.
75.6% are above or equal to 3/16 close (10 days ago), 24.4% are below.
82.0% are above or equal to 3/15 close (11 days ago), 18.0% are below.
75.3% are above or equal to 3/14 close (12 days ago), 24.7% are below.
69.8% are above or equal to 3/11 close (13 days ago), 30.2% are below.
83.8% are above or equal to 3/10 close (14 days ago), 16.2% are below.
82.3% are above or equal to 3/9 close (15 days ago), 17.7% are below.
85.4% are above or equal to 3/8 close (16 days ago), 14.6% are below.
70.1% are above or equal to 3/7 close (17 days ago), 29.9% are below.
74.8% are above or equal to 3/4 close (18 days ago), 25.2% are below.
77.4% are above or equal to 3/3 close (19 days ago), 22.6% are below.
82.4% are above or equal to 3/2 close (20 days ago), 17.6% are below.
85.7% are above or equal to 3/1 close (21 days ago), 14.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160331 9:58 am ET)
20d: 9.3% new highs, 0.4% new lows
21d: 9.3% new highs, 0.4% new lows
42d: 8.7% new highs, 0.0% new lows
63d: 6.8% new highs, 0.0% new lows
126d: 4.0% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160331 9:58 am ET)
2-day: 45.9% above, 54.1% below
3-day: 56.5% above, 43.5% below
4-day: 74.8% above, 25.2% below
5-day: 80.7% above, 19.3% below
8-day: 74.3% above, 25.7% below
10-day: 69.3% above, 30.7% below
20-day: 76.9% above, 23.1% below
50-day: 91.9% above, 8.1% below
200-day: 51.6% above, 48.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160331 9:58 am ET)
ENER(94): 0.84% Top=EGN OIS SPN MRO UNT PAGP SM HES ….. MMP SHLX PSX MPC PBF VLO DK TSO=Bottom (Energy)
COHW(41): 0.23% Top=CTL FNSR CIEN BBRY WDC NTAP SYNA LXK ….. HRS STX TDC ANET HPQ OLED WIN LITE=Bottom (Computer Hardware/Telecom)
META(24): 0.23% Top=CNX AA X PAAS FCX SLCA TCK GG ….. BVN AG CCJ SWC CMC STLD NUE SLW=Bottom (Metals & Mining)
CONS(60): 0.18% Top=DECK UFS VRA TSE SHOO KATE UA PBI ….. KMB KS IP RL BERY CLX LULU BMS=Bottom (Consumer)
COSW(96): 0.16% Top=XRX WBMD FTNT LC GRUB RNG IBM SHOP ….. NOW ZEN RAX VRNT TRIP YELP DATA SQ=Bottom (Computer Software/Internet)
REAL(97): 0.13% Top=SC TREE RLJ OUT SHO CIM IVR CBL ….. EDR CONE OFC DFT SUI FR BDN NRZ=Bottom (Real Estate)
HEAL(56): 0.09% Top=IRWD CPHD DXCM INCR PRAH KANG OPK GB ….. BSX UNH ABMD ACHC WCG HTWR ANTM AET=Bottom (Health)
DISV(57): 0.06% Top=GPN ZG WTW SBAC ABCO PRAA SERV PAYX ….. JEC RRD PCLN TRU GMT V FDC URI=Bottom (Diversified Services)
TRAN(34): -0.04% Top=TDW TK NAT UAL GBX VA KNX CNI ….. AAL CHRW KSU NSC GWR AIRM CSX UNP=Bottom (Transportation)
INSU(32): -0.06% Top=MBI CNO BRO AEL AJG RDN AON AIG ….. CINF WLTW HIG XL AIZ TMK FNF LNC=Bottom (Insurance)
MATE(31): -0.15% Top=CVA KBH USG DAR BECN TOL PWR BIN ….. DHI VMC DY EXP MAS OC FLR USCR=Bottom (Materials & Construction)
MANU(42): -0.15% Top=WOR JKS KMT TKR JOY PNR ZBRA CAT ….. SNA ATI XYL DE BWXT AME AOS AGCO=Bottom (Manufacturing)
ELEC(50): -0.20% Top=FIT MXL SCTY AMBA MRVL CGNX FLEX CRUS ….. SPWR LLTC TXN KEYS SIMO MU CREE HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(70): -0.21% Top=RH W BBY BURL GME SIG COST TLRD ….. DLTR SFM SBH WFM WSM PAG AN TGT=Bottom (Retail & Specialty Retail)
FINA(99): -0.24% Top=ACAS BAC NAVI MS SYF PSEC OMF BANC ….. BOKF WETF VOYA PYPL AMP TCBI CIT NPBC=Bottom (Banks/Financials)
CHEM(29): -0.27% Top=CC PAH AXLL AXTA HUN AGU PX POT ….. MOS CE EMN OLN CF RPM FMC MON=Bottom (Chemicals/Fertilizers)
LEIS(38): -0.37% Top=RCL LQ SONC TVPT DNKN CCL MCD DRII ….. PZZA EAT LVS WYNN GPRO PLAY SEAS BWLD=Bottom (Leisure)

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/

Filed under: Market Stats — daytrend @ 8:47 am

Market Stats at 9:47 am ET
by daytrend on 20160331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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 (20160331 9:47 am ET)
7.7% of stocks are above yesterday’s high.
47.7% are above yesterday’s midpoint. (52.3% are below.)
10.9% are below yesterday’s low.
81.5% are inside yesterday’s range.
17.2% of stocks with today’s high > yesterday’s high. (82.8% less than).
29.2% of stocks with today’s low < yesterday’s low. (70.8% greater than).

EVIDENCE OF INTRADAY TREND (20160331 9:47 am ET)
62.4% of stocks are above today’s open. (34.8% are below).
52.6% of stocks are above today’s open and yesterday’s close.
29.8% are below both.
1.9% of stocks opened above yesterday’s high.
30.9% of stocks opened above yesterday’s close. (60.0% opened below yesterday’s close).
7.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160331 9:47 am ET)
19.1% of stocks are in the top 10% of today’s range.
32.7% are in the top 20%.
61.2% are in the top half. 38.8% of stocks are in the bottom half of today’s range.
13.1% are in the bottom 20%.
7.3% are in the bottom 10%.

GAIN (20160331 9:47 am ET)
60.0% of stocks are above yesterday’s close. (40.0% 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. 0.3% are down 3.5% or more.
82.8% are between +1% and -1%.

RSI on DAILY (20160331 9:47 am ET)
2-day: >=95:10.3%…>=90:23.0%…>=80:41.1%…>=50:78.9%…<=20:4.1%…<=10:1.3%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.3%…>=50:85.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:88.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160331 9:47 am ET)
7.7% above previous 1 highs, 10.9% below previous 1 lows
7.4% above previous 2 highs, 1.3% below previous 2 lows
7.0% above previous 3 highs, 0.9% below previous 3 lows
6.8% above previous 4 highs, 0.5% below previous 4 lows
5.8% above previous 5 highs, 0.5% below previous 5 lows
5.1% above previous 6 highs, 0.5% below previous 6 lows
4.2% above previous 7 highs, 0.5% below previous 7 lows
4.0% above previous 8 highs, 0.4% below previous 8 lows
4.0% above previous 9 highs, 0.3% below previous 9 lows
4.0% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160331 9:47 am ET)
60.0% are above or equal to 3/30 close (1 days ago), 40.0% are below.
65.8% are above or equal to 3/29 close (2 days ago), 34.2% are below.
89.4% are above or equal to 3/28 close (3 days ago), 10.6% are below.
86.5% are above or equal to 3/24 close (4 days ago), 13.5% are below.
83.6% are above or equal to 3/23 close (5 days ago), 16.4% are below.
60.9% are above or equal to 3/22 close (6 days ago), 39.1% are below.
57.4% are above or equal to 3/21 close (7 days ago), 42.6% are below.
55.5% are above or equal to 3/18 close (8 days ago), 44.5% are below.
62.5% are above or equal to 3/17 close (9 days ago), 37.5% are below.
76.1% are above or equal to 3/16 close (10 days ago), 23.9% are below.
82.6% are above or equal to 3/15 close (11 days ago), 17.4% are below.
76.2% are above or equal to 3/14 close (12 days ago), 23.8% are below.
71.0% are above or equal to 3/11 close (13 days ago), 29.0% are below.
84.8% are above or equal to 3/10 close (14 days ago), 15.2% are below.
82.8% are above or equal to 3/9 close (15 days ago), 17.2% are below.
85.6% are above or equal to 3/8 close (16 days ago), 14.4% are below.
71.1% are above or equal to 3/7 close (17 days ago), 28.9% are below.
75.7% are above or equal to 3/4 close (18 days ago), 24.3% are below.
77.7% are above or equal to 3/3 close (19 days ago), 22.3% are below.
83.4% are above or equal to 3/2 close (20 days ago), 16.6% are below.
86.3% are above or equal to 3/1 close (21 days ago), 13.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160331 9:47 am ET)
20d: 7.9% new highs, 0.2% new lows
21d: 7.9% new highs, 0.2% new lows
42d: 7.5% new highs, 0.0% new lows
63d: 6.0% new highs, 0.0% new lows
126d: 3.7% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160331 9:47 am ET)
2-day: 57.7% above, 42.3% below
3-day: 65.4% above, 34.6% below
4-day: 80.8% above, 19.2% below
5-day: 85.0% above, 15.0% below
8-day: 78.1% above, 21.9% below
10-day: 72.5% above, 27.5% below
20-day: 79.3% above, 20.7% below
50-day: 92.4% above, 7.6% below
200-day: 51.7% above, 48.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160331 9:47 am ET)
ENER(93): 0.67% Top=SPN EGN OIS MRO HES RIG UNT RICE ….. VLO SHLX WPZ PSX MPC PBF DK TSO=Bottom (Energy)
META(24): 0.37% Top=X SLCA AA CENX CNX TAHO TCK GG ….. FNV BVN CCJ STLD CMC NUE SWC SLW=Bottom (Metals & Mining)
CONS(60): 0.36% Top=DECK UFS SHOO VRA SCSS HAR WWW SKX ….. IP KS PKG KMB BERY LULU CLX BMS=Bottom (Consumer)
TRAN(34): 0.34% Top=TDW NAT UAL TK VA JBLU DAL AAL ….. WAB CHRW KSU GWR UNP NSC AIRM CSX=Bottom (Transportation)
COHW(41): 0.26% Top=WDC NTAP PSTG BBRY LXK SYNA FNSR CIEN ….. AAPL LITE HRS PANW CRAY ANET OLED WIN=Bottom (Computer Hardware/Telecom)
INSU(32): 0.24% Top=CNO MTG AEL RDN BRO PRU AJG UNM ….. FAF CINF AIZ AGO PGR LNC XL TMK=Bottom (Insurance)
DISV(57): 0.18% Top=WTW GPN ZG PRAA SCI CXW ABCO LDOS ….. GEO TRU CAR CTAS PCLN V URI FDC=Bottom (Diversified Services)
MANU(42): 0.17% Top=JKS KMT WOR TKR CFX JOY CAT CMI ….. XYL DE CRS AME MHK AOS RS AGCO=Bottom (Manufacturing)
MATE(31): 0.14% Top=USG KBH MTZ DAR CAA PWR CVA TOL ….. WY EXP OC DY VMC FLR MAS USCR=Bottom (Materials & Construction)
FINA(99): 0.13% Top=NAVI BAC ACAS BANC MS AXP EV BMO ….. LAZ AMP SLM PYPL BOKF VOYA CIT NPBC=Bottom (Banks/Financials)
HEAL(56): 0.12% Top=IRWD CPHD OPK DXCM KANG ESRX PRAH ALGN ….. ABMD UHS ANTM LH THC AET ACHC HTWR=Bottom (Health)
COSW(96): 0.10% Top=WBMD XRX FTNT RNG WUBA GRUB VIPS IBM ….. DWRE RAX BOX TRIP ZEN DATA VRNT SQ=Bottom (Computer Software/Internet)
RETA(70): 0.04% Top=W BBY RH BURL SIG ASNA COST TLRD ….. BBBY PAG AAP WSM SFM WFM AN TGT=Bottom (Retail & Specialty Retail)
REAL(97): -0.02% Top=SC TREE CIM ALLY LHO SHO RLJ BAM ….. FR SUI VTR HR CPT BDN HCP NRZ=Bottom (Real Estate)
CHEM(29): -0.02% Top=CC PAH HUN AXTA AXLL ALB IFF AGU ….. PPG EMN WLK CE OLN RPM FMC MON=Bottom (Chemicals/Fertilizers)
ELEC(50): -0.03% Top=FIT AMBA SCTY MXL CSIQ CGNX FSLR GLW ….. LRCX INTC TXN MU KEYS CREE HIMX SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(38): -0.09% Top=RCL SHAK SONC TVPT LQ MCD CCL CAKE ….. EAT JACK LVS SEAS BLMN PLAY GPRO BWLD=Bottom (Leisure)

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 9:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:33 am

Market Stats at 9:32 am ET
by daytrend on 20160331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 940.

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 (20160331 9:32 am ET)
5.7% of stocks are above yesterday’s high.
40.0% are above yesterday’s midpoint. (60.0% are below.)
8.2% are below yesterday’s low.
86.1% are inside yesterday’s range.
9.0% of stocks with today’s high > yesterday’s high. (91.0% less than).
19.9% of stocks with today’s low < yesterday’s low. (80.1% greater than).

EVIDENCE OF INTRADAY TREND (20160331 9:32 am ET)
58.7% of stocks are above today’s open. (32.4% are below).
43.1% of stocks are above today’s open and yesterday’s close.
27.1% are below both.
1.9% of stocks opened above yesterday’s high.
31.1% of stocks opened above yesterday’s close. (60.4% opened below yesterday’s close).
7.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160331 9:32 am ET)
31.6% of stocks are in the top 10% of today’s range.
39.7% are in the top 20%.
64.5% are in the top half. 35.5% of stocks are in the bottom half of today’s range.
20.3% are in the bottom 20%.
14.6% are in the bottom 10%.

GAIN (20160331 9:32 am ET)
54.5% of stocks are above yesterday’s close. (45.5% are below.)
0.0% are up 4.5% or more. 0.1% are down 4.5% or more.
0.2% are up 3.5% or more. 0.1% are down 3.5% or more.
91.6% are between +1% and -1%.

RSI on DAILY (20160331 9:32 am ET)
2-day: >=95:9.5%…>=90:20.3%…>=80:36.9%…>=50:77.9%…<=20:3.8%…<=10:1.5%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.2%…>=50:84.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:87.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160331 9:32 am ET)
5.7% above previous 1 highs, 8.2% below previous 1 lows
5.3% above previous 2 highs, 1.0% below previous 2 lows
5.2% above previous 3 highs, 1.0% below previous 3 lows
5.0% above previous 4 highs, 0.6% below previous 4 lows
4.5% above previous 5 highs, 0.6% below previous 5 lows
3.7% above previous 6 highs, 0.5% below previous 6 lows
3.5% above previous 7 highs, 0.5% below previous 7 lows
3.0% above previous 8 highs, 0.4% below previous 8 lows
2.9% above previous 9 highs, 0.3% below previous 9 lows
2.9% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160331 9:32 am ET)
54.5% are above or equal to 3/30 close (1 days ago), 45.5% are below.
63.5% are above or equal to 3/29 close (2 days ago), 36.5% are below.
89.0% are above or equal to 3/28 close (3 days ago), 11.0% are below.
84.8% are above or equal to 3/24 close (4 days ago), 15.2% are below.
81.9% are above or equal to 3/23 close (5 days ago), 18.1% are below.
58.8% are above or equal to 3/22 close (6 days ago), 41.2% are below.
57.2% are above or equal to 3/21 close (7 days ago), 42.8% are below.
53.8% are above or equal to 3/18 close (8 days ago), 46.2% are below.
62.8% are above or equal to 3/17 close (9 days ago), 37.2% are below.
75.2% are above or equal to 3/16 close (10 days ago), 24.8% are below.
83.4% are above or equal to 3/15 close (11 days ago), 16.6% are below.
75.2% are above or equal to 3/14 close (12 days ago), 24.8% are below.
70.5% are above or equal to 3/11 close (13 days ago), 29.5% are below.
85.0% are above or equal to 3/10 close (14 days ago), 15.0% are below.
83.2% are above or equal to 3/9 close (15 days ago), 16.8% are below.
84.6% are above or equal to 3/8 close (16 days ago), 15.4% are below.
70.0% are above or equal to 3/7 close (17 days ago), 30.0% are below.
74.9% are above or equal to 3/4 close (18 days ago), 25.1% are below.
77.7% are above or equal to 3/3 close (19 days ago), 22.3% are below.
83.7% are above or equal to 3/2 close (20 days ago), 16.3% are below.
86.3% are above or equal to 3/1 close (21 days ago), 13.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160331 9:32 am ET)
20d: 4.4% new highs, 0.1% new lows
21d: 4.4% new highs, 0.1% new lows
42d: 3.9% new highs, 0.0% new lows
63d: 3.0% new highs, 0.0% new lows
126d: 1.6% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160331 9:32 am ET)
2-day: 50.1% above, 49.9% below
3-day: 61.8% above, 38.2% below
4-day: 81.5% above, 18.5% below
5-day: 84.0% above, 16.0% below
8-day: 74.9% above, 25.1% below
10-day: 69.5% above, 30.5% below
20-day: 79.4% above, 20.6% below
50-day: 92.0% above, 8.0% below
200-day: 51.6% above, 48.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160331 9:32 am ET)
META(24): 0.68% Top=TAHO AG GG RGLD ABX PAAS SLCA AEM ….. CMC BVN STLD FCX SCCO SWC NUE SLW=Bottom (Metals & Mining)
RETA(70): 0.35% Top=BBY W DDS SIG RH FIVE BURL GPS ….. BID SFM AN SBH WFM TGT WSM AAP=Bottom (Retail & Specialty Retail)
CONS(59): 0.29% Top=UFS DECK VRA HAR LULU BLL WRK COH ….. SEE GEF KMB OI KS SCS GIII BMS=Bottom (Consumer)
CHEM(29): 0.16% Top=PAH CC OLN MOS POT ALB DD IFF ….. CE SHW GRA CBT MEOH WLK EMN MON=Bottom (Chemicals/Fertilizers)
COHW(39): 0.16% Top=CCOI CDW BRCD JNPR LXK BCE BBRY HRS ….. PANW LVLT STX OLED PSTG LITE TMUS ZAYO=Bottom (Computer Hardware/Telecom)
LEIS(38): 0.13% Top=RCL TVPT SONC PNRA MCD SHAK CCL EXPE ….. WYNN WYN BLMN LVS H BYD BWLD GPRO=Bottom (Leisure)
MATE(31): 0.09% Top=TPH BECN CAA TOL TREX PHM BIN KBH ….. VMC FAST SRCL EXP RYN FLR MAS USCR=Bottom (Materials & Construction)
MANU(42): 0.04% Top=JKS ATI ATU KMT PNR CRS SWK CMI ….. XYL MRC ITT AME SEDG RS BWXT DDD=Bottom (Manufacturing)
INSU(31): 0.04% Top=RDN AEL MTG AIG PRU AJG AON WLTW ….. ALL AIZ FAF BRO TMK AGO FNF XL=Bottom (Insurance)
HEAL(56): 0.02% Top=IRWD KANG NUVA PRAH GMED CPHD NVRO ESRX ….. VWR EVHC GB ABMD PKI HTWR BKD LH=Bottom (Health)
TRAN(33): 0.01% Top=UAL AAL TK TRN JBLU LUV EXPD SWFT ….. WERN KEX AIRM UNP GBX HA CSX NSC=Bottom (Transportation)
REAL(95): 0.00% Top=SC CIM TREE CONE ACC RPAI GLPI PSA ….. SUI ESS DEI EDR PGRE CPT BDN NRZ=Bottom (Real Estate)
COSW(96): -0.04% Top=WBMD WUBA FTNT NTES IBM XRX BIDU TRI ….. VIPS FEYE CHKP CRM CDK SQ HPE RAX=Bottom (Computer Software/Internet)
ENER(92): -0.10% Top=EGN SPN OIS TLLP PAGP MUSA FANG NS ….. VLO APA CRZO ENLK WPZ MPC CXO TSO=Bottom (Energy)
ELEC(50): -0.11% Top=FIT CGNX SCTY GLW AMBA FSLR GRMN TRMB ….. IDTI CREE MU MSCC SPWR SIMO LRCX HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(99): -0.16% Top=BOKF PSEC ARCC CBOE AXP SLM EWBC CME ….. SNV CFG STI JNS SIVB TCBI OMF NPBC=Bottom (Banks/Financials)
DISV(56): -0.22% Top=SCI GPN IILG RBA HRB WTW CXW HMHC ….. CAR ZG XRS SERV GMT KFY URI FDC=Bottom (Diversified Services)

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 9:32 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

03/30/2016

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

Closing Stats
by daytrend on 20160330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 960.

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 (20160330 Closing)
50.8% of stocks are above yesterday’s high.
92.2% are above yesterday’s midpoint. (7.8% are below.)
1.8% are below yesterday’s low.
47.4% are inside yesterday’s range.
94.0% of stocks with today’s high > yesterday’s high. (6.0% less than).
4.8% of stocks with today’s low < yesterday’s low. (95.2% greater than).

EVIDENCE OF INTRADAY TREND (20160330 Closing)
40.4% of stocks are above today’s open. (57.8% are below).
39.6% of stocks are above today’s open and yesterday’s close.
35.3% are below both.
70.8% of stocks opened above yesterday’s high.
91.0% of stocks opened above yesterday’s close. (7.5% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160330 Closing)
2.3% of stocks are in the top 10% of today’s range.
7.6% are in the top 20%.
36.7% are in the top half. 63.3% of stocks are in the bottom half of today’s range.
21.4% are in the bottom 20%.
9.9% are in the bottom 10%.

GAIN (20160330 Closing)
63.9% of stocks are above yesterday’s close. (36.1% are below.)
1.5% are up 4.5% or more. 0.5% are down 4.5% or more.
3.0% are up 3.5% or more. 1.1% are down 3.5% or more.
62.9% are between +1% and -1%.

RSI on DAILY (20160330 Closing)
2-day: >=95:11.7%…>=90:26.9%…>=80:46.6%…>=50:82.0%…<=20:3.4%…<=10:1.0%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.2%…>=50:85.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:88.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160330 Closing)
50.8% above previous 1 highs, 1.8% below previous 1 lows
42.7% above previous 2 highs, 1.4% below previous 2 lows
41.3% above previous 3 highs, 1.0% below previous 3 lows
30.2% above previous 4 highs, 0.9% below previous 4 lows
25.4% above previous 5 highs, 0.9% below previous 5 lows
22.4% above previous 6 highs, 0.9% below previous 6 lows
19.5% above previous 7 highs, 0.7% below previous 7 lows
18.8% above previous 8 highs, 0.3% below previous 8 lows
18.8% above previous 9 highs, 0.1% below previous 9 lows
18.2% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160330 Closing)
63.9% are above or equal to 3/29 close (1 days ago), 36.1% are below.
89.9% are above or equal to 3/28 close (2 days ago), 10.1% are below.
86.0% are above or equal to 3/24 close (3 days ago), 14.0% are below.
83.9% are above or equal to 3/23 close (4 days ago), 16.1% are below.
59.4% are above or equal to 3/22 close (5 days ago), 40.6% are below.
56.5% are above or equal to 3/21 close (6 days ago), 43.5% are below.
53.8% are above or equal to 3/18 close (7 days ago), 46.3% are below.
61.8% are above or equal to 3/17 close (8 days ago), 38.2% are below.
75.2% are above or equal to 3/16 close (9 days ago), 24.8% are below.
83.2% are above or equal to 3/15 close (10 days ago), 16.8% are below.
75.9% are above or equal to 3/14 close (11 days ago), 24.1% are below.
71.1% are above or equal to 3/11 close (12 days ago), 28.9% are below.
84.4% are above or equal to 3/10 close (13 days ago), 15.6% are below.
83.3% are above or equal to 3/9 close (14 days ago), 16.7% are below.
85.2% are above or equal to 3/8 close (15 days ago), 14.8% are below.
70.6% are above or equal to 3/7 close (16 days ago), 29.4% are below.
75.3% are above or equal to 3/4 close (17 days ago), 24.7% are below.
77.3% are above or equal to 3/3 close (18 days ago), 22.7% are below.
83.2% are above or equal to 3/2 close (19 days ago), 16.8% are below.
86.1% are above or equal to 3/1 close (20 days ago), 13.9% are below.
90.8% are above or equal to 2/29 close (21 days ago), 9.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160330 Closing)
20d: 35.4% new highs, 0.1% new lows
21d: 35.4% new highs, 0.1% new lows
42d: 31.5% new highs, 0.0% new lows
63d: 21.5% new highs, 0.0% new lows
126d: 12.3% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160330 Closing)
2-day: 62.2% above, 37.8% below
3-day: 84.2% above, 15.8% below
4-day: 86.6% above, 13.4% below
5-day: 87.4% above, 12.6% below
8-day: 71.9% above, 28.1% below
10-day: 72.3% above, 27.7% below
20-day: 79.9% above, 20.1% below
50-day: 92.5% above, 7.5% below
200-day: 50.5% above, 49.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160330 Closing)
LEIS(38): 1.05% Top=SONC RCL CCL GPRO SEAS SHAK SIX H ….. WYNN PLAY EAT PNRA LVS BWLD PZZA DRII=Bottom (Leisure)
INSU(32): 0.96% Top=MET RDN AEL AIG PRU AGO AIZ MTG ….. AJG CINF XL PGR CNO BRO AFSI AWH=Bottom (Insurance)
FINA(103): 0.75% Top=WAL FNGN LAZ TCBI WDR SIVB VOYA APAM ….. SLM AXP NDAQ ICE PYPL NSAM HAWK WETF=Bottom (Banks/Financials)
COSW(99): 0.74% Top=SQ YELP DWRE ATHM VIPS LNKD JD CHKP ….. SPLK CDNS FB CMCM ROVI WUBA QLIK VRNT=Bottom (Computer Software/Internet)
ENER(95): 0.63% Top=RES WPZ ETP WES MPLX OKS SHLX ENLK ….. VLO RRC PBF EOG HFC TSO WNR UNT=Bottom (Energy)
CHEM(29): 0.60% Top=OLN PX ASH ALB AGU WLK PPG AXLL ….. APD EMN IFF SHW AXTA POT MEOH PAH=Bottom (Chemicals/Fertilizers)
ELEC(50): 0.55% Top=SIMO SCTY CREE AMAT CRUS AVGO SWKS TXN ….. MXL MSCC AYI KEYS JBL ON HIMX FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(24): 0.44% Top=TCK BVN CNX CCJ NUE X CENX SLCA ….. NEM SLW PAAS AEM FNV AG ABX TAHO=Bottom (Metals & Mining)
TRAN(34): 0.35% Top=NSC CP UAL KEX CNI CSX VA TDW ….. WERN JBHT KNX XPO FDX NAT AIRM TRN=Bottom (Transportation)
CONS(60): 0.34% Top=LULU GIII UA MAT COH SKX BERY UFS ….. DECK OI KATE SCS PKG NWL WRK KS=Bottom (Consumer)
COHW(40): 0.31% Top=OLED LITE COMM BBRY AAPL PANW SYNA CSCO ….. JNPR ARRS CIEN WIN TDC FNSR NTAP WDC=Bottom (Computer Hardware/Telecom)
DISV(56): 0.25% Top=AHS RBA SCI AL V YY SERV ADS ….. HRB CAR LDOS GDOT PRAA FDC PAYX CXW=Bottom (Diversified Services)
RETA(70): 0.25% Top=BID RH CASY CAB WSM DLTR GNC LB ….. LL KSS JCP NFLX FINL SIG STMP W=Bottom (Retail & Specialty Retail)
MANU(42): 0.24% Top=ATI GNRC ROK TKR PNR ITW AME GE ….. DOV JOY MRC CMI MHK ZBRA ATU TEX=Bottom (Manufacturing)
HEAL(57): 0.05% Top=DXCM ZLTQ LH HTWR BSX NUVA ACHC UHS ….. WCG THC KND MOH TFX NVRO BKD OPK=Bottom (Health)
REAL(100): -0.15% Top=GLPI SUI BAM CONE PEB CUZ NRF DRH ….. SNH OHI HCP TREE JLL MPW DOC HTS=Bottom (Real Estate)
MATE(31): -0.55% Top=AWI DAR FLR MAS MLM SRCL PWR WY ….. CAA BIN KBH BECN DHI DY TOL USCR=Bottom (Materials & Construction)

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 @ 2:43 pm

Market Stats at 3:42 pm ET
by daytrend on 20160330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 960.

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 (20160330 3:42 pm ET)
55.9% of stocks are above yesterday’s high.
92.8% are above yesterday’s midpoint. (7.2% are below.)
1.7% are below yesterday’s low.
42.4% are inside yesterday’s range.
94.0% of stocks with today’s high > yesterday’s high. (6.0% less than).
4.8% of stocks with today’s low < yesterday’s low. (95.2% greater than).

EVIDENCE OF INTRADAY TREND (20160330 3:42 pm ET)
45.0% of stocks are above today’s open. (53.6% are below).
44.2% of stocks are above today’s open and yesterday’s close.
29.9% are below both.
70.8% of stocks opened above yesterday’s high.
91.0% of stocks opened above yesterday’s close. (7.5% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160330 3:42 pm ET)
4.5% of stocks are in the top 10% of today’s range.
12.8% are in the top 20%.
44.3% are in the top half. 55.7% of stocks are in the bottom half of today’s range.
13.9% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN (20160330 3:42 pm ET)
69.2% of stocks are above yesterday’s close. (30.8% are below.)
1.6% are up 4.5% or more. 0.5% are down 4.5% or more.
2.9% are up 3.5% or more. 1.0% are down 3.5% or more.
61.0% are between +1% and -1%.

RSI on DAILY (20160330 3:42 pm ET)
2-day: >=95:13.3%…>=90:29.6%…>=80:51.7%…>=50:84.3%…<=20:2.7%…<=10:0.8%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.6%…>=50:86.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:88.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160330 3:42 pm ET)
55.9% above previous 1 highs, 1.7% below previous 1 lows
48.0% above previous 2 highs, 1.4% below previous 2 lows
46.1% above previous 3 highs, 1.0% below previous 3 lows
34.6% above previous 4 highs, 1.0% below previous 4 lows
29.2% above previous 5 highs, 1.0% below previous 5 lows
25.3% above previous 6 highs, 1.0% below previous 6 lows
21.5% above previous 7 highs, 0.7% below previous 7 lows
20.8% above previous 8 highs, 0.4% below previous 8 lows
20.8% above previous 9 highs, 0.2% below previous 9 lows
20.4% above previous 10 highs, 0.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160330 3:42 pm ET)
69.2% are above or equal to 3/29 close (1 days ago), 30.8% are below.
90.9% are above or equal to 3/28 close (2 days ago), 9.1% are below.
86.7% are above or equal to 3/24 close (3 days ago), 13.3% are below.
84.4% are above or equal to 3/23 close (4 days ago), 15.6% are below.
61.6% are above or equal to 3/22 close (5 days ago), 38.4% are below.
58.5% are above or equal to 3/21 close (6 days ago), 41.5% are below.
55.6% are above or equal to 3/18 close (7 days ago), 44.4% are below.
63.6% are above or equal to 3/17 close (8 days ago), 36.4% are below.
76.8% are above or equal to 3/16 close (9 days ago), 23.2% are below.
83.8% are above or equal to 3/15 close (10 days ago), 16.3% are below.
77.1% are above or equal to 3/14 close (11 days ago), 22.9% are below.
71.5% are above or equal to 3/11 close (12 days ago), 28.5% are below.
85.0% are above or equal to 3/10 close (13 days ago), 15.0% are below.
83.6% are above or equal to 3/9 close (14 days ago), 16.4% are below.
86.3% are above or equal to 3/8 close (15 days ago), 13.8% are below.
71.6% are above or equal to 3/7 close (16 days ago), 28.4% are below.
75.9% are above or equal to 3/4 close (17 days ago), 24.1% are below.
77.8% are above or equal to 3/3 close (18 days ago), 22.2% are below.
84.2% are above or equal to 3/2 close (19 days ago), 15.8% are below.
86.8% are above or equal to 3/1 close (20 days ago), 13.2% are below.
91.3% are above or equal to 2/29 close (21 days ago), 8.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160330 3:42 pm ET)
20d: 35.4% new highs, 0.1% new lows
21d: 35.4% new highs, 0.1% new lows
42d: 31.5% new highs, 0.0% new lows
63d: 21.5% new highs, 0.0% new lows
126d: 12.3% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160330 3:42 pm ET)
2-day: 67.8% above, 32.2% below
3-day: 85.3% above, 14.7% below
4-day: 88.3% above, 11.7% below
5-day: 88.5% above, 11.5% below
8-day: 74.4% above, 25.6% below
10-day: 74.1% above, 25.9% below
20-day: 81.6% above, 18.4% below
50-day: 92.7% above, 7.3% below
200-day: 51.0% above, 49.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160330 3:42 pm ET)
LEIS(38): 1.18% Top=SONC RCL CCL GPRO SEAS SHAK SIX WYN ….. LQ EAT PNRA PLAY LVS PZZA BWLD DRII=Bottom (Leisure)
INSU(32): 1.01% Top=MET AEL RDN AIG AGO PRU MTG AIZ ….. AJG CINF CNO BRO PGR XL AFSI AWH=Bottom (Insurance)
COSW(99): 0.88% Top=SQ YELP ATHM DWRE LNKD VIPS JD CHKP ….. SHOP CDNS FB ROVI CMCM WUBA QLIK VRNT=Bottom (Computer Software/Internet)
FINA(103): 0.83% Top=WAL FNGN WDR TCBI SIVB LAZ TD APAM ….. CBOE ICE SLM NDAQ NSAM HAWK PYPL WETF=Bottom (Banks/Financials)
ENER(95): 0.78% Top=WPZ RES MPLX OKS ETP WES ENLK SHLX ….. OII RRC EOG PBF HFC WNR TSO UNT=Bottom (Energy)
CHEM(29): 0.67% Top=OLN PX ASH ALB AGU WLK PPG CC ….. CF RPM PAH SHW IFF POT AXTA MEOH=Bottom (Chemicals/Fertilizers)
ELEC(50): 0.56% Top=SIMO CREE AMAT IPHI AVGO BRKR CY SWKS ….. AYI MXL MSCC KEYS JBL ON HIMX FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(34): 0.52% Top=NSC CP KEX UAL CNI CSX TDW VA ….. WERN JBHT AIRM SWFT FDX NAT KNX TRN=Bottom (Transportation)
COHW(40): 0.45% Top=OLED LITE PANW COMM BBRY AAPL CSCO STX ….. JNPR ARRS CIEN WIN TDC FNSR NTAP WDC=Bottom (Computer Hardware/Telecom)
CONS(60): 0.45% Top=LULU GIII UA COH MAT SKX BERY UFS ….. IP DECK JAH SCS PKG NWL WRK KS=Bottom (Consumer)
RETA(70): 0.44% Top=BID RH CASY WSM CAB DLTR GNC LB ….. CST KSS JCP NFLX FINL SIG STMP W=Bottom (Retail & Specialty Retail)
DISV(56): 0.36% Top=AHS RBA SCI AL V YY ADS TRU ….. GDOT HRB LDOS CAR FDC PAYX PRAA CXW=Bottom (Diversified Services)
META(24): 0.29% Top=TCK BVN CNX CENX CCJ X NUE SLCA ….. NEM SLW PAAS AEM FNV AG ABX TAHO=Bottom (Metals & Mining)
MANU(42): 0.27% Top=ATI GNRC ROK TKR GE ITW PNR AME ….. MHK DE SWK DOV CMI ZBRA ATU TEX=Bottom (Manufacturing)
HEAL(57): 0.21% Top=DXCM ZLTQ LH HTWR NUVA BSX UHS RMD ….. PRAH THC WCG NVRO MOH TFX BKD OPK=Bottom (Health)
REAL(100): 0.04% Top=GLPI SUI CONE BAM NRF CUZ DRH CLNY ….. GPT SNH HCP OHI JLL MPW DOC HTS=Bottom (Real Estate)
MATE(31): -0.47% Top=AWI DAR MAS FLR MLM WY SRCL MTZ ….. BECN WCN DY KBH BIN TOL DHI USCR=Bottom (Materials & Construction)

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 3:42 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:57 pm

Market Stats at 1:56 pm ET
by daytrend on 20160330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 960.

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 (20160330 1:56 pm ET)
48.9% of stocks are above yesterday’s high.
91.6% are above yesterday’s midpoint. (8.4% are below.)
2.5% are below yesterday’s low.
48.6% are inside yesterday’s range.
93.4% of stocks with today’s high > yesterday’s high. (6.6% less than).
4.8% of stocks with today’s low < yesterday’s low. (95.2% greater than).

EVIDENCE OF INTRADAY TREND (20160330 1:56 pm ET)
39.3% of stocks are above today’s open. (58.6% are below).
38.2% of stocks are above today’s open and yesterday’s close.
34.8% are below both.
70.8% of stocks opened above yesterday’s high.
91.0% of stocks opened above yesterday’s close. (7.5% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160330 1:56 pm ET)
4.2% of stocks are in the top 10% of today’s range.
8.4% are in the top 20%.
34.6% are in the top half. 65.4% of stocks are in the bottom half of today’s range.
23.0% are in the bottom 20%.
8.2% are in the bottom 10%.

GAIN (20160330 1:56 pm ET)
64.2% of stocks are above yesterday’s close. (35.8% are below.)
1.1% are up 4.5% or more. 0.7% are down 4.5% or more.
2.6% are up 3.5% or more. 1.3% are down 3.5% or more.
63.4% are between +1% and -1%.

RSI on DAILY (20160330 1:56 pm ET)
2-day: >=95:12.0%…>=90:26.3%…>=80:47.0%…>=50:80.2%…<=20:4.3%…<=10:1.8%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.3%…>=50:84.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:88.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160330 1:56 pm ET)
48.9% above previous 1 highs, 2.5% below previous 1 lows
41.3% above previous 2 highs, 1.8% below previous 2 lows
39.8% above previous 3 highs, 1.4% below previous 3 lows
29.7% above previous 4 highs, 1.3% below previous 4 lows
25.4% above previous 5 highs, 1.3% below previous 5 lows
22.5% above previous 6 highs, 1.3% below previous 6 lows
18.9% above previous 7 highs, 1.1% below previous 7 lows
18.1% above previous 8 highs, 0.5% below previous 8 lows
18.0% above previous 9 highs, 0.3% below previous 9 lows
17.5% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160330 1:56 pm ET)
64.2% are above or equal to 3/29 close (1 days ago), 35.8% are below.
88.6% are above or equal to 3/28 close (2 days ago), 11.4% are below.
84.2% are above or equal to 3/24 close (3 days ago), 15.8% are below.
82.1% are above or equal to 3/23 close (4 days ago), 17.9% are below.
58.3% are above or equal to 3/22 close (5 days ago), 41.7% are below.
55.1% are above or equal to 3/21 close (6 days ago), 44.9% are below.
53.3% are above or equal to 3/18 close (7 days ago), 46.7% are below.
61.7% are above or equal to 3/17 close (8 days ago), 38.3% are below.
75.0% are above or equal to 3/16 close (9 days ago), 25.0% are below.
82.4% are above or equal to 3/15 close (10 days ago), 17.6% are below.
74.4% are above or equal to 3/14 close (11 days ago), 25.6% are below.
70.2% are above or equal to 3/11 close (12 days ago), 29.8% are below.
84.6% are above or equal to 3/10 close (13 days ago), 15.4% are below.
83.5% are above or equal to 3/9 close (14 days ago), 16.5% are below.
84.6% are above or equal to 3/8 close (15 days ago), 15.4% are below.
70.4% are above or equal to 3/7 close (16 days ago), 29.6% are below.
75.3% are above or equal to 3/4 close (17 days ago), 24.7% are below.
77.5% are above or equal to 3/3 close (18 days ago), 22.5% are below.
83.1% are above or equal to 3/2 close (19 days ago), 16.9% are below.
86.5% are above or equal to 3/1 close (20 days ago), 13.5% are below.
90.8% are above or equal to 2/29 close (21 days ago), 9.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160330 1:56 pm ET)
20d: 34.5% new highs, 0.1% new lows
21d: 34.5% new highs, 0.1% new lows
42d: 30.6% new highs, 0.0% new lows
63d: 20.7% new highs, 0.0% new lows
126d: 11.9% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160330 1:56 pm ET)
2-day: 62.9% above, 37.1% below
3-day: 82.3% above, 17.7% below
4-day: 85.0% above, 15.0% below
5-day: 85.8% above, 14.2% below
8-day: 70.9% above, 29.1% below
10-day: 69.6% above, 30.4% below
20-day: 79.6% above, 20.4% below
50-day: 92.3% above, 7.7% below
200-day: 50.9% above, 49.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160330 1:56 pm ET)
INSU(32): 0.95% Top=MET MTG RDN AGO AEL AIG PRU FAF ….. HIG BRO CINF CNO XL PGR AFSI AWH=Bottom (Insurance)
LEIS(38): 0.76% Top=SONC CCL RCL SHAK GPRO SIX QSR SEAS ….. JACK LQ LVS DRI PLAY PZZA BWLD DRII=Bottom (Leisure)
COSW(99): 0.74% Top=RAX SQ ATHM JD DWRE LNKD YELP VIPS ….. FEYE FB CDNS CMCM ROVI IMPV QLIK VRNT=Bottom (Computer Software/Internet)
TRAN(34): 0.58% Top=NSC TDW CP CNI UAL CSX JBLU VA ….. GBX SAVE FDX WERN TRN SWFT NAT KNX=Bottom (Transportation)
CHEM(29): 0.58% Top=OLN PX FMC ASH ALB WLK AGU AXLL ….. EMN AXTA HUN IFF POT SHW PAH MEOH=Bottom (Chemicals/Fertilizers)
FINA(103): 0.54% Top=WAL FNGN LAZ TCBI SIVB WDR AMG BMO ….. ARCC PACW ICE NDAQ PYPL NSAM HAWK WETF=Bottom (Banks/Financials)
ELEC(50): 0.44% Top=SIMO CREE MU SCTY CY AVGO AMAT SWKS ….. AMBA MXL AYI KEYS JBL ON HIMX FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(95): 0.32% Top=MPLX WPZ OKS RES WES CLR PAGP ETP ….. VLO OII HFC ATW PBF WNR TSO UNT=Bottom (Energy)
COHW(40): 0.28% Top=OLED BBRY PANW AAPL COMM SYNA TDS CSCO ….. PSTG INFN SSYS CIEN FNSR TDC NTAP WDC=Bottom (Computer Hardware/Telecom)
DISV(56): 0.20% Top=RBA SCI AL V AHS ADS TRU YY ….. HRB ABCO PRAA CAR LDOS PAYX FDC CXW=Bottom (Diversified Services)
HEAL(57): 0.20% Top=DXCM HTWR ZLTQ LH DGX NUVA ESRX RMD ….. TFX KND INCR WCG MOH CNC BKD OPK=Bottom (Health)
RETA(70): 0.20% Top=RH BID CASY WSM CAB DLTR GNC COST ….. HIBB KSS NFLX JCP SIG FINL STMP W=Bottom (Retail & Specialty Retail)
CONS(60): 0.13% Top=LULU MAT COH UA GIII BERY SKX UFS ….. TUP PKG KATE OI NWL SCS WRK KS=Bottom (Consumer)
REAL(100): 0.08% Top=GLPI CONE SUI BAM DRH GGP PEB ARI ….. GPT SNH HTA HCP JLL MPW DOC HTS=Bottom (Real Estate)
MANU(42): 0.03% Top=ATI GNRC TKR GE ROK ITW PNR XYL ….. CMI FLS MHK DDD ZBRA TEX ATU JOY=Bottom (Manufacturing)
META(24): -0.09% Top=TCK CCJ CENX CNX NUE X SLCA BVN ….. SLW PAAS SWC AEM FNV ABX AG TAHO=Bottom (Metals & Mining)
MATE(31): -0.86% Top=AWI MAS WY SRCL DAR FAST PWR FLR ….. TOL WCN USG DHI KBH BECN DY USCR=Bottom (Materials & Construction)

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 1:56 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Older Posts »

Blog at WordPress.com.