daytrend

05/31/2016

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

Closing Stats
by daytrend on 20160531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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 (20160531 Closing)
34.0% of stocks are above yesterday’s high.
66.2% are above yesterday’s midpoint. (33.8% are below.)
10.8% are below yesterday’s low.
55.1% are inside yesterday’s range.
75.0% of stocks with today’s high > yesterday’s high. (25.0% less than).
34.2% of stocks with today’s low < yesterday’s low. (65.8% greater than).

EVIDENCE OF INTRADAY TREND (20160531 Closing)
45.2% of stocks are above today’s open. (53.8% are below).
42.9% of stocks are above today’s open and yesterday’s close.
43.0% are below both.
28.6% of stocks opened above yesterday’s high.
73.3% of stocks opened above yesterday’s close. (21.8% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160531 Closing)
8.6% of stocks are in the top 10% of today’s range.
17.6% are in the top 20%.
49.2% are in the top half. 50.8% of stocks are in the bottom half of today’s range.
12.0% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN (20160531 Closing)
54.8% of stocks are above yesterday’s close. (45.2% are below.)
0.5% are up 4.5% or more. 0.3% are down 4.5% or more.
2.8% are up 3.5% or more. 0.9% are down 3.5% or more.
68.4% are between +1% and -1%.

RSI on DAILY (20160531 Closing)
2-day: >=95:17.4%…>=90:27.2%…>=80:41.1%…>=50:71.1%…<=20:6.6%…<=10:1.8%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.4%…>=50:74.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:72.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160531 Closing)
34.0% above previous 1 highs, 10.8% below previous 1 lows
25.6% above previous 2 highs, 8.0% below previous 2 lows
22.2% above previous 3 highs, 6.1% below previous 3 lows
21.9% above previous 4 highs, 3.7% below previous 4 lows
21.1% above previous 5 highs, 2.2% below previous 5 lows
20.8% above previous 6 highs, 1.7% below previous 6 lows
20.5% above previous 7 highs, 1.2% below previous 7 lows
19.3% above previous 8 highs, 1.1% below previous 8 lows
18.0% above previous 9 highs, 1.1% below previous 9 lows
17.3% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160531 Closing)
54.8% are above or equal to 5/27 close (1 days ago), 45.2% are below.
73.1% are above or equal to 5/26 close (2 days ago), 26.9% are below.
63.5% are above or equal to 5/25 close (3 days ago), 36.5% are below.
77.2% are above or equal to 5/24 close (4 days ago), 22.8% are below.
86.8% are above or equal to 5/23 close (5 days ago), 13.2% are below.
85.0% are above or equal to 5/20 close (6 days ago), 15.0% are below.
89.7% are above or equal to 5/19 close (7 days ago), 10.3% are below.
85.6% are above or equal to 5/18 close (8 days ago), 14.4% are below.
78.9% are above or equal to 5/17 close (9 days ago), 21.1% are below.
71.8% are above or equal to 5/16 close (10 days ago), 28.2% are below.
79.2% are above or equal to 5/13 close (11 days ago), 20.8% are below.
71.4% are above or equal to 5/12 close (12 days ago), 28.6% are below.
69.6% are above or equal to 5/11 close (13 days ago), 30.4% are below.
62.6% are above or equal to 5/10 close (14 days ago), 37.4% are below.
68.5% are above or equal to 5/9 close (15 days ago), 31.5% are below.
66.7% are above or equal to 5/6 close (16 days ago), 33.3% are below.
69.3% are above or equal to 5/5 close (17 days ago), 30.7% are below.
68.6% are above or equal to 5/4 close (18 days ago), 31.4% are below.
63.3% are above or equal to 5/3 close (19 days ago), 36.7% are below.
55.7% are above or equal to 5/2 close (20 days ago), 44.3% are below.
59.5% are above or equal to 4/29 close (21 days ago), 40.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160531 Closing)
20d: 24.6% new highs, 2.1% new lows
21d: 23.0% new highs, 2.1% new lows
42d: 14.0% new highs, 1.2% new lows
63d: 13.9% new highs, 0.9% new lows
126d: 8.6% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160531 Closing)
2-day: 53.3% above, 46.7% below
3-day: 66.4% above, 33.6% below
4-day: 65.5% above, 34.5% below
5-day: 71.1% above, 28.9% below
8-day: 83.3% above, 16.7% below
10-day: 84.3% above, 15.7% below
20-day: 74.3% above, 25.7% below
50-day: 65.8% above, 34.2% below
200-day: 67.0% above, 33.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160531 Closing)
META(26): 1.08% Top=SWC SSRI CNX PAAS CDE AGI SLW RGLD ….. BVN STLD CMC FCX CCJ AA SLCA SCCO=Bottom (Metals & Mining)
ELEC(50): 0.85% Top=HIMX CY MU MTSI TRMB MXL NXPI CAVM ….. KEYS BRKR FLEX FSLR SIMO FEIC TXN FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): 0.76% Top=BRCD STX LITE WDC KN SSYS ARRS FNSR ….. PSTG INFN ZAYO BCE HRS OLED VSAT SYNA=Bottom (Computer Hardware/Telecom)
COSW(92): 0.61% Top=VNET SINA LNKD DBD WB CYBR PFPT IMS ….. INTU VRNT EQIX CDNS CTSH ADSK BIDU QLIK=Bottom (Computer Software/Internet)
ENER(93): 0.51% Top=SEMG SWN LPI ECA PAGP PAA MDU NBR ….. MPLX APA ENLK FANG FET OKS WNR CVE=Bottom (Energy)
DISV(51): 0.38% Top=CAR AHS ADS WTW HRB URI DV RHI ….. ALLE MYGN PCLN GDOT V FLT MA XRS=Bottom (Diversified Services)
MANU(42): 0.31% Top=MRC JOY DE TEX DDD ATI AGCO CMI ….. MHK DHR TKR ROP PNR ITT AOS NDSN=Bottom (Manufacturing)
TRAN(32): 0.28% Top=TK BRS CSX NAT UNP WERN AAL DAL ….. TRN CP WAB AAWW ALK CNI JBLU HA=Bottom (Transportation)
REAL(92): 0.19% Top=TREE SC WPG RLGY NNN PEB RLJ GPT ….. SKT REG CUZ DFT CONE ESRT AMH BAM=Bottom (Real Estate)
HEAL(54): 0.14% Top=CYH OPK ZLTQ EVHC ACHC HYH ANTM RMD ….. PODD ZBH CPHD NUVA DXCM EW ELGX INCR=Bottom (Health)
RETA(72): -0.02% Top=BIG KORS LL GPI DLTR BKE AMZN M ….. WSM HIBB CAB ANF AAP DDS PLCE CAL=Bottom (Retail & Specialty Retail)
FINA(96): -0.03% Top=SLM BOFI NAVI OMF SIVB RJF LM CIT ….. COF FMER VOYA LPLA HBAN TD BMO BX=Bottom (Banks/Financials)
INSU(30): -0.09% Top=FNF TMK AFSI AON AXS BRO AJG FAF ….. L MET CNO ORI LNC AGO AIG MBI=Bottom (Insurance)
CONS(55): -0.12% Top=VSTO FL SKX GIII ENR BC SHOO WWW ….. DECK GPK CRI KATE GIL SCSS NKE TPX=Bottom (Consumer)
MATE(32): -0.20% Top=CSTE STCK DAR DY PWR KBH MTZ SRCL ….. TPH EXP VMC USG MLM SUM BIN WCN=Bottom (Materials & Construction)
LEIS(36): -0.54% Top=SHAK BWLD DRI GPRO BYD JACK SIX WYNN ….. EAT FRGI SEAS DRII RRGB QSR CCL SONC=Bottom (Leisure)
CHEM(26): -0.61% Top=MON MEOH OLN WLK DD CF PAH SHW ….. HUN AGU FMC POT DOW MOS ALB CC=Bottom (Chemicals/Fertilizers)

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 @ 2:51 pm

Market Stats at 3:51 pm ET
by daytrend on 20160531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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 (20160531 3:51 pm ET)
35.0% of stocks are above yesterday’s high.
69.2% are above yesterday’s midpoint. (30.8% are below.)
9.8% are below yesterday’s low.
55.3% are inside yesterday’s range.
74.5% of stocks with today’s high > yesterday’s high. (25.5% less than).
34.2% of stocks with today’s low < yesterday’s low. (65.8% greater than).

EVIDENCE OF INTRADAY TREND (20160531 3:51 pm ET)
47.2% of stocks are above today’s open. (51.6% are below).
45.1% of stocks are above today’s open and yesterday’s close.
40.8% are below both.
28.6% of stocks opened above yesterday’s high.
73.6% of stocks opened above yesterday’s close. (21.8% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160531 3:51 pm ET)
11.6% of stocks are in the top 10% of today’s range.
22.0% are in the top 20%.
52.3% are in the top half. 47.7% of stocks are in the bottom half of today’s range.
8.7% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN (20160531 3:51 pm ET)
57.2% of stocks are above yesterday’s close. (42.8% are below.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
3.4% are up 3.5% or more. 0.4% are down 3.5% or more.
66.8% are between +1% and -1%.

RSI on DAILY (20160531 3:51 pm ET)
2-day: >=95:17.6%…>=90:27.4%…>=80:42.8%…>=50:72.7%…<=20:6.2%…<=10:1.6%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.5%…>=50:75.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:73.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160531 3:51 pm ET)
35.0% above previous 1 highs, 9.8% below previous 1 lows
26.5% above previous 2 highs, 6.9% below previous 2 lows
22.8% above previous 3 highs, 5.5% below previous 3 lows
22.3% above previous 4 highs, 3.4% below previous 4 lows
21.6% above previous 5 highs, 1.8% below previous 5 lows
21.2% above previous 6 highs, 1.3% below previous 6 lows
21.0% above previous 7 highs, 0.9% below previous 7 lows
19.6% above previous 8 highs, 0.9% below previous 8 lows
17.8% above previous 9 highs, 0.9% below previous 9 lows
17.1% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160531 3:51 pm ET)
57.2% are above or equal to 5/27 close (1 days ago), 42.8% are below.
75.1% are above or equal to 5/26 close (2 days ago), 24.9% are below.
65.5% are above or equal to 5/25 close (3 days ago), 34.5% are below.
79.2% are above or equal to 5/24 close (4 days ago), 20.8% are below.
86.7% are above or equal to 5/23 close (5 days ago), 13.3% are below.
85.0% are above or equal to 5/20 close (6 days ago), 15.0% are below.
90.0% are above or equal to 5/19 close (7 days ago), 10.0% are below.
86.5% are above or equal to 5/18 close (8 days ago), 13.5% are below.
80.0% are above or equal to 5/17 close (9 days ago), 20.0% are below.
72.5% are above or equal to 5/16 close (10 days ago), 27.5% are below.
79.5% are above or equal to 5/13 close (11 days ago), 20.5% are below.
71.8% are above or equal to 5/12 close (12 days ago), 28.2% are below.
69.9% are above or equal to 5/11 close (13 days ago), 30.1% are below.
62.8% are above or equal to 5/10 close (14 days ago), 37.2% are below.
68.9% are above or equal to 5/9 close (15 days ago), 31.1% are below.
67.4% are above or equal to 5/6 close (16 days ago), 32.6% are below.
70.2% are above or equal to 5/5 close (17 days ago), 29.8% are below.
69.0% are above or equal to 5/4 close (18 days ago), 31.0% are below.
64.0% are above or equal to 5/3 close (19 days ago), 36.0% are below.
55.7% are above or equal to 5/2 close (20 days ago), 44.3% are below.
59.6% are above or equal to 4/29 close (21 days ago), 40.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160531 3:51 pm ET)
20d: 24.2% new highs, 2.1% new lows
21d: 22.4% new highs, 1.8% new lows
42d: 13.8% new highs, 1.2% new lows
63d: 13.7% new highs, 0.9% new lows
126d: 8.5% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160531 3:51 pm ET)
2-day: 55.8% above, 44.2% below
3-day: 69.2% above, 30.8% below
4-day: 68.4% above, 31.6% below
5-day: 73.2% above, 26.8% below
8-day: 84.6% above, 15.4% below
10-day: 84.9% above, 15.1% below
20-day: 74.5% above, 25.5% below
50-day: 66.3% above, 33.7% below
200-day: 67.5% above, 32.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160531 3:51 pm ET)
META(26): 1.64% Top=CDE PAAS SWC CNX AGI SSRI SLW RGLD ….. STLD NUE FCX CMC CCJ AA SLCA SCCO=Bottom (Metals & Mining)
ELEC(50): 0.86% Top=CY HIMX MU MTSI CAVM MXL TRMB NXPI ….. BRKR KEYS FLEX FSLR SIMO FEIC TXN FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): 0.73% Top=BRCD LITE STX KN WDC SSYS ARRS FNSR ….. BCE ZAYO OLED AAPL HRS INFN VSAT SYNA=Bottom (Computer Hardware/Telecom)
ENER(93): 0.57% Top=SEMG ETE SWN ECA PAA LPI PAGP MDU ….. CWEI FANG ENLK APA FET OKS CVE WNR=Bottom (Energy)
COSW(92): 0.52% Top=SINA VNET LNKD DBD WB CYBR PFPT NTCT ….. VRNT CDNS SQ INTU CTSH ADSK BIDU QLIK=Bottom (Computer Software/Internet)
DISV(51): 0.39% Top=CAR AHS ADS WTW HRB URI RHI DV ….. ALLE VNTV GDOT V PCLN FLT MA XRS=Bottom (Diversified Services)
MANU(42): 0.37% Top=JOY MRC DE ATI DDD SEDG AGCO TEX ….. DHR MHK ROP PNR TKR ITT AOS NDSN=Bottom (Manufacturing)
TRAN(32): 0.36% Top=TK BRS NAT CSX UNP WERN AAL DAL ….. CP AAWW TRN WAB ALK CNI JBLU HA=Bottom (Transportation)
REAL(92): 0.34% Top=TREE SC RLJ PEB RLGY NNN WPG EDR ….. SKT DFT PKY CONE CUZ ESRT AMH BAM=Bottom (Real Estate)
HEAL(54): 0.21% Top=CYH OPK EVHC ZLTQ HYH ACHC ANTM RMD ….. SYK ZBH CPHD NUVA DXCM EW ELGX INCR=Bottom (Health)
FINA(96): 0.05% Top=BOFI SLM SIVB NAVI OMF LM RJF CIT ….. FMER BAC LPLA TD VOYA HBAN BMO BX=Bottom (Banks/Financials)
RETA(72): 0.03% Top=BIG GPI LL KORS DLTR M BKE AMZN ….. HIBB AAP CAB URBN ANF DDS PLCE CAL=Bottom (Retail & Specialty Retail)
INSU(30): -0.03% Top=FNF TMK AFSI AON BRO AXS FAF PGR ….. L MET CNO ORI LNC AIG AGO MBI=Bottom (Insurance)
MATE(32): -0.07% Top=DAR CSTE STCK DY PWR KBH MTZ SRCL ….. TPH EXP VMC USG MLM SUM BIN WCN=Bottom (Materials & Construction)
CONS(55): -0.09% Top=VSTO FL SKX ENR GIII BC WWW LEG ….. UFS GPK GIL KATE CRI SCSS NKE TPX=Bottom (Consumer)
LEIS(36): -0.48% Top=SHAK BWLD GPRO JACK BYD DRI WYNN SIX ….. EXPE EAT SEAS RRGB CCL DRII QSR SONC=Bottom (Leisure)
CHEM(26): -0.58% Top=MON MEOH OLN WLK PAH APD SHW IFF ….. AGU FMC POT DOW ALB MOS DD CC=Bottom (Chemicals/Fertilizers)

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 3:51 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:01 pm

Market Stats at 3:01 pm ET
by daytrend on 20160531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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 (20160531 3:01 pm ET)
20.3% of stocks are above yesterday’s high.
53.1% are above yesterday’s midpoint. (46.9% are below.)
19.9% are below yesterday’s low.
59.8% are inside yesterday’s range.
73.2% of stocks with today’s high > yesterday’s high. (26.8% less than).
33.4% of stocks with today’s low < yesterday’s low. (66.6% greater than).

EVIDENCE OF INTRADAY TREND (20160531 3:01 pm ET)
30.3% of stocks are above today’s open. (68.4% are below).
28.3% of stocks are above today’s open and yesterday’s close.
60.9% are below both.
28.6% of stocks opened above yesterday’s high.
73.6% of stocks opened above yesterday’s close. (21.8% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160531 3:01 pm ET)
1.5% of stocks are in the top 10% of today’s range.
5.6% are in the top 20%.
25.8% are in the top half. 74.2% of stocks are in the bottom half of today’s range.
47.0% are in the bottom 20%.
34.6% are in the bottom 10%.

GAIN (20160531 3:01 pm ET)
37.4% of stocks are above yesterday’s close. (62.6% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
1.5% are up 3.5% or more. 0.4% are down 3.5% or more.
66.4% are between +1% and -1%.

RSI on DAILY (20160531 3:01 pm ET)
2-day: >=95:11.9%…>=90:18.4%…>=80:27.7%…>=50:57.0%…<=20:9.2%…<=10:2.7%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.0%…>=50:70.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:69.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160531 3:01 pm ET)
20.3% above previous 1 highs, 19.9% below previous 1 lows
14.6% above previous 2 highs, 14.2% below previous 2 lows
12.9% above previous 3 highs, 9.9% below previous 3 lows
12.5% above previous 4 highs, 5.0% below previous 4 lows
12.2% above previous 5 highs, 2.6% below previous 5 lows
11.9% above previous 6 highs, 2.0% below previous 6 lows
11.7% above previous 7 highs, 1.4% below previous 7 lows
11.2% above previous 8 highs, 1.4% below previous 8 lows
10.1% above previous 9 highs, 1.4% below previous 9 lows
9.9% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160531 3:01 pm ET)
37.4% are above or equal to 5/27 close (1 days ago), 62.6% are below.
62.6% are above or equal to 5/26 close (2 days ago), 37.4% are below.
51.7% are above or equal to 5/25 close (3 days ago), 48.3% are below.
70.3% are above or equal to 5/24 close (4 days ago), 29.7% are below.
84.5% are above or equal to 5/23 close (5 days ago), 15.5% are below.
81.9% are above or equal to 5/20 close (6 days ago), 18.1% are below.
88.6% are above or equal to 5/19 close (7 days ago), 11.4% are below.
84.5% are above or equal to 5/18 close (8 days ago), 15.5% are below.
75.4% are above or equal to 5/17 close (9 days ago), 24.6% are below.
68.7% are above or equal to 5/16 close (10 days ago), 31.3% are below.
75.8% are above or equal to 5/13 close (11 days ago), 24.2% are below.
68.1% are above or equal to 5/12 close (12 days ago), 31.9% are below.
67.2% are above or equal to 5/11 close (13 days ago), 32.8% are below.
59.9% are above or equal to 5/10 close (14 days ago), 40.1% are below.
67.4% are above or equal to 5/9 close (15 days ago), 32.6% are below.
65.2% are above or equal to 5/6 close (16 days ago), 34.8% are below.
68.3% are above or equal to 5/5 close (17 days ago), 31.7% are below.
67.3% are above or equal to 5/4 close (18 days ago), 32.7% are below.
61.4% are above or equal to 5/3 close (19 days ago), 38.6% are below.
52.9% are above or equal to 5/2 close (20 days ago), 47.1% are below.
57.4% are above or equal to 4/29 close (21 days ago), 42.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160531 3:01 pm ET)
20d: 23.5% new highs, 2.0% new lows
21d: 22.0% new highs, 1.7% new lows
42d: 13.3% new highs, 1.2% new lows
63d: 13.2% new highs, 0.9% new lows
126d: 8.2% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160531 3:01 pm ET)
2-day: 36.1% above, 63.9% below
3-day: 49.7% above, 50.3% below
4-day: 51.8% above, 48.2% below
5-day: 59.8% above, 40.2% below
8-day: 78.3% above, 21.7% below
10-day: 79.7% above, 20.3% below
20-day: 70.6% above, 29.4% below
50-day: 63.7% above, 36.3% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160531 3:01 pm ET)
META(26): 1.64% Top=AGI PAAS CDE CNX SWC SSRI AEM SLW ….. CCJ STLD FCX NUE SLCA AA CMC SCCO=Bottom (Metals & Mining)
ELEC(50): 0.39% Top=HIMX CY MTSI MU MXL CAVM TRMB NVDA ….. FEIC LRCX INTC XLNX KEYS TXN FSLR FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(92): 0.26% Top=SINA VNET LNKD VIPS DBD WB DATA NTCT ….. INXN SQ ACXM VRNT INTU CTSH BIDU ADSK=Bottom (Computer Software/Internet)
COHW(44): 0.25% Top=BRCD LITE STX WDC SSYS ARRS KN FNSR ….. ZAYO BCE HRS INFN AAPL WIN VSAT SYNA=Bottom (Computer Hardware/Telecom)
ENER(93): 0.18% Top=ETE SEMG LPI SWN PAGP PAA SM MDU ….. BPL CPG WNR APA FANG ENLK OKS CVE=Bottom (Energy)
REAL(92): -0.05% Top=TREE RLJ WPG SC NNN CBL RLGY CBG ….. ESRT DFT CUZ PKY GLPI PEI AMH BAM=Bottom (Real Estate)
DISV(51): -0.08% Top=CAR ADS AHS ABCO HRB RHI DV URI ….. VNTV FLT PRAA GDOT V PCLN MA XRS=Bottom (Diversified Services)
MANU(42): -0.17% Top=MRC DE DDD AGCO JOY GNRC CMI RS ….. MHK PNR ROK ITT ROP EMR AOS NDSN=Bottom (Manufacturing)
TRAN(32): -0.19% Top=TK BRS NAT CSX UNP WERN AAL JBHT ….. WAB UAL ALK SSW AAWW CNI JBLU HA=Bottom (Transportation)
HEAL(54): -0.26% Top=CYH ZLTQ HYH OPK VWR IRWD ANTM ACHC ….. TMO EW NUVA CPHD ZBH DXCM ELGX INCR=Bottom (Health)
MATE(32): -0.44% Top=DAR PWR STCK DY CSTE KBH SRCL MTZ ….. BIN WCN OC USG EXP VMC MLM SUM=Bottom (Materials & Construction)
RETA(72): -0.46% Top=BIG DLTR KORS GPI LL ASNA BKE GME ….. WSM CAB HIBB GPS ANF PLCE CAL DDS=Bottom (Retail & Specialty Retail)
FINA(96): -0.46% Top=SLM OMF NAVI BOFI SIVB RJF LM IBKR ….. WDR HBAN COF LPLA TD VOYA BMO BX=Bottom (Banks/Financials)
CONS(55): -0.55% Top=VSTO SKX GIII FL ENR BC SHOO COTY ….. UFS GPK NKE DECK CRI SCSS GIL TPX=Bottom (Consumer)
INSU(30): -0.57% Top=AFSI TMK AON FNF AJG BRO WLTW PGR ….. L MET AIG PRU CNO AGO LNC MBI=Bottom (Insurance)
LEIS(36): -0.86% Top=BYD BWLD JACK SHAK WYNN HLT LVS SIX ….. EXPE EAT SEAS CCL RRGB QSR DRII SONC=Bottom (Leisure)
CHEM(26): -1.04% Top=MON MEOH OLN WLK IFF SHW APD PX ….. HUN AGU POT DD DOW ALB MOS CC=Bottom (Chemicals/Fertilizers)

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 3:01 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:38 pm

Market Stats at 1:37 pm ET
by daytrend on 20160531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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 (20160531 1:37 pm ET)
35.5% of stocks are above yesterday’s high.
70.0% are above yesterday’s midpoint. (30.0% are below.)
9.3% are below yesterday’s low.
55.1% are inside yesterday’s range.
72.8% of stocks with today’s high > yesterday’s high. (27.2% less than).
26.8% of stocks with today’s low < yesterday’s low. (73.2% greater than).

EVIDENCE OF INTRADAY TREND (20160531 1:37 pm ET)
49.1% of stocks are above today’s open. (49.7% are below).
46.4% of stocks are above today’s open and yesterday’s close.
40.4% are below both.
28.6% of stocks opened above yesterday’s high.
73.5% of stocks opened above yesterday’s close. (21.8% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160531 1:37 pm ET)
13.5% of stocks are in the top 10% of today’s range.
24.2% are in the top 20%.
51.9% are in the top half. 48.1% of stocks are in the bottom half of today’s range.
15.3% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20160531 1:37 pm ET)
57.0% of stocks are above yesterday’s close. (43.0% are below.)
2.0% are up 4.5% or more. 0.1% are down 4.5% or more.
3.6% are up 3.5% or more. 0.2% are down 3.5% or more.
69.2% are between +1% and -1%.

RSI on DAILY (20160531 1:37 pm ET)
2-day: >=95:17.7%…>=90:26.7%…>=80:43.0%…>=50:72.8%…<=20:5.5%…<=10:1.6%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.1%…>=50:76.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:73.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160531 1:37 pm ET)
35.5% above previous 1 highs, 9.3% below previous 1 lows
24.5% above previous 2 highs, 6.0% below previous 2 lows
21.5% above previous 3 highs, 4.2% below previous 3 lows
20.9% above previous 4 highs, 2.4% below previous 4 lows
20.3% above previous 5 highs, 1.1% below previous 5 lows
20.0% above previous 6 highs, 0.9% below previous 6 lows
19.8% above previous 7 highs, 0.5% below previous 7 lows
18.6% above previous 8 highs, 0.5% below previous 8 lows
17.3% above previous 9 highs, 0.5% below previous 9 lows
16.8% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160531 1:37 pm ET)
57.0% are above or equal to 5/27 close (1 days ago), 43.0% are below.
76.4% are above or equal to 5/26 close (2 days ago), 23.6% are below.
67.4% are above or equal to 5/25 close (3 days ago), 32.6% are below.
78.5% are above or equal to 5/24 close (4 days ago), 21.5% are below.
88.4% are above or equal to 5/23 close (5 days ago), 11.6% are below.
85.8% are above or equal to 5/20 close (6 days ago), 14.2% are below.
90.4% are above or equal to 5/19 close (7 days ago), 9.6% are below.
86.9% are above or equal to 5/18 close (8 days ago), 13.1% are below.
79.6% are above or equal to 5/17 close (9 days ago), 20.4% are below.
73.2% are above or equal to 5/16 close (10 days ago), 26.8% are below.
78.3% are above or equal to 5/13 close (11 days ago), 21.7% are below.
72.2% are above or equal to 5/12 close (12 days ago), 27.8% are below.
71.1% are above or equal to 5/11 close (13 days ago), 28.9% are below.
63.3% are above or equal to 5/10 close (14 days ago), 36.7% are below.
69.2% are above or equal to 5/9 close (15 days ago), 30.8% are below.
67.3% are above or equal to 5/6 close (16 days ago), 32.7% are below.
71.7% are above or equal to 5/5 close (17 days ago), 28.3% are below.
69.8% are above or equal to 5/4 close (18 days ago), 30.2% are below.
64.1% are above or equal to 5/3 close (19 days ago), 35.9% are below.
56.0% are above or equal to 5/2 close (20 days ago), 44.0% are below.
60.1% are above or equal to 4/29 close (21 days ago), 39.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160531 1:37 pm ET)
20d: 23.4% new highs, 1.7% new lows
21d: 21.9% new highs, 1.5% new lows
42d: 13.2% new highs, 1.1% new lows
63d: 13.1% new highs, 0.8% new lows
126d: 8.1% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160531 1:37 pm ET)
2-day: 55.4% above, 44.6% below
3-day: 68.9% above, 31.1% below
4-day: 69.6% above, 30.4% below
5-day: 74.5% above, 25.5% below
8-day: 86.3% above, 13.7% below
10-day: 85.6% above, 14.4% below
20-day: 75.3% above, 24.7% below
50-day: 66.2% above, 33.8% below
200-day: 67.2% above, 32.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160531 1:37 pm ET)
META(26): 2.50% Top=CNX CDE AGI SWC PAAS TCK SSRI SLW ….. FCX SLCA STLD CCJ AA CMC NUE SCCO=Bottom (Metals & Mining)
ENER(93): 1.65% Top=SEMG PAGP SWN ETE LPI SM UNT ECA ….. PBF APA HAL XOM SLB CVE FANG XEC=Bottom (Energy)
COHW(44): 0.92% Top=BRCD LITE SSYS KN STX WDC ARRS TDC ….. CCI BCE WIN AAPL MSI HRS SYNA VSAT=Bottom (Computer Hardware/Telecom)
ELEC(50): 0.85% Top=MU HIMX MTSI CY CAVM MXL TRMB AYI ….. WAT LRCX AMAT SIMO XLNX FEIC FIT TXN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(92): 0.73% Top=VNET SINA LNKD DATA WB DBD VIPS NTCT ….. INXN CDNS VRNT SQ CTSH INTU BIDU ADSK=Bottom (Computer Software/Internet)
MANU(42): 0.45% Top=JOY DDD MRC DE SEDG ATI AGCO CFX ….. HON ROK ROP EMR DHR ITT NDSN AOS=Bottom (Manufacturing)
TRAN(32): 0.43% Top=TK BRS NAT CSX WERN UNP KEX XPO ….. AAWW SSW CNI EXPD ALK CHRW JBLU HA=Bottom (Transportation)
DISV(51): 0.35% Top=AHS CAR ADS ABCO URI WTW DV RHI ….. VNTV PAYX V YY PCLN MA GDOT XRS=Bottom (Diversified Services)
MATE(32): 0.18% Top=DY PWR DAR STCK CSTE KBH MTZ SRCL ….. WCN USG EXP SUM WM OC VMC MLM=Bottom (Materials & Construction)
HEAL(54): 0.15% Top=ZLTQ CYH OPK GMED THC EVHC HYH IRWD ….. BDX SYK TMO ZBH EW DXCM ELGX INCR=Bottom (Health)
RETA(72): 0.11% Top=ASNA BIG GPI BKE GME LL BLDR DLTR ….. URBN WSM HD GPS BURL DDS PLCE CAL=Bottom (Retail & Specialty Retail)
REAL(92): 0.07% Top=TREE SC RLJ LHO PEB WPG CBG RLGY ….. HTA SSS CONE UDR AMH GLPI DFT BAM=Bottom (Real Estate)
FINA(96): 0.06% Top=SLM NAVI BOFI OMF SIVB LM RJF CIT ….. BKU EFX CME TD COF VOYA BMO BX=Bottom (Banks/Financials)
CONS(55): -0.08% Top=GIII VSTO WWW BC HAR ENR COTY SKX ….. CLX GIL DECK COH GPK CRI NKE TPX=Bottom (Consumer)
INSU(30): -0.23% Top=AFSI MTG TMK FNF AON RDN BRO FAF ….. XL MBI ALL AIG LNC ORI AGO CINF=Bottom (Insurance)
CHEM(26): -0.32% Top=MEOH MON PAH OLN WLK HUN POL EMN ….. PPG GRA AXTA DD DOW MOS ALB CC=Bottom (Chemicals/Fertilizers)
LEIS(36): -0.41% Top=GPRO BYD WYNN BWLD LVS SHAK JACK HLT ….. DNKN EXPE EAT DRII CCL QSR SONC SEAS=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 1:37 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:44 am

Market Stats at 12:43 pm ET
by daytrend on 20160531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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 (20160531 12:43 pm ET)
30.6% of stocks are above yesterday’s high.
63.4% are above yesterday’s midpoint. (36.6% are below.)
11.9% are below yesterday’s low.
57.5% are inside yesterday’s range.
71.6% of stocks with today’s high > yesterday’s high. (28.4% less than).
26.4% of stocks with today’s low < yesterday’s low. (73.6% greater than).

EVIDENCE OF INTRADAY TREND (20160531 12:43 pm ET)
41.7% of stocks are above today’s open. (57.1% are below).
39.4% of stocks are above today’s open and yesterday’s close.
46.5% are below both.
28.6% of stocks opened above yesterday’s high.
73.6% of stocks opened above yesterday’s close. (21.8% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160531 12:43 pm ET)
7.3% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
38.9% are in the top half. 61.1% of stocks are in the bottom half of today’s range.
28.8% are in the bottom 20%.
13.2% are in the bottom 10%.

GAIN (20160531 12:43 pm ET)
51.5% of stocks are above yesterday’s close. (48.5% are below.)
1.4% are up 4.5% or more. 0.1% are down 4.5% or more.
3.7% are up 3.5% or more. 0.2% are down 3.5% or more.
68.8% are between +1% and -1%.

RSI on DAILY (20160531 12:43 pm ET)
2-day: >=95:15.0%…>=90:23.8%…>=80:36.2%…>=50:67.9%…<=20:6.1%…<=10:2.0%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:75.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:72.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160531 12:43 pm ET)
30.6% above previous 1 highs, 11.9% below previous 1 lows
20.4% above previous 2 highs, 7.6% below previous 2 lows
17.7% above previous 3 highs, 5.6% below previous 3 lows
17.2% above previous 4 highs, 3.4% below previous 4 lows
16.7% above previous 5 highs, 1.8% below previous 5 lows
16.4% above previous 6 highs, 1.4% below previous 6 lows
16.1% above previous 7 highs, 0.8% below previous 7 lows
15.2% above previous 8 highs, 0.8% below previous 8 lows
14.4% above previous 9 highs, 0.8% below previous 9 lows
14.0% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160531 12:43 pm ET)
51.5% are above or equal to 5/27 close (1 days ago), 48.5% are below.
72.3% are above or equal to 5/26 close (2 days ago), 27.7% are below.
61.9% are above or equal to 5/25 close (3 days ago), 38.1% are below.
75.9% are above or equal to 5/24 close (4 days ago), 24.1% are below.
88.9% are above or equal to 5/23 close (5 days ago), 11.1% are below.
85.3% are above or equal to 5/20 close (6 days ago), 14.7% are below.
88.9% are above or equal to 5/19 close (7 days ago), 11.1% are below.
85.4% are above or equal to 5/18 close (8 days ago), 14.6% are below.
78.1% are above or equal to 5/17 close (9 days ago), 21.9% are below.
71.3% are above or equal to 5/16 close (10 days ago), 28.7% are below.
77.1% are above or equal to 5/13 close (11 days ago), 22.9% are below.
71.7% are above or equal to 5/12 close (12 days ago), 28.3% are below.
70.3% are above or equal to 5/11 close (13 days ago), 29.7% are below.
62.7% are above or equal to 5/10 close (14 days ago), 37.3% are below.
68.6% are above or equal to 5/9 close (15 days ago), 31.4% are below.
66.5% are above or equal to 5/6 close (16 days ago), 33.5% are below.
70.3% are above or equal to 5/5 close (17 days ago), 29.7% are below.
69.1% are above or equal to 5/4 close (18 days ago), 30.9% are below.
63.4% are above or equal to 5/3 close (19 days ago), 36.6% are below.
54.8% are above or equal to 5/2 close (20 days ago), 45.2% are below.
59.2% are above or equal to 4/29 close (21 days ago), 40.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160531 12:43 pm ET)
20d: 22.5% new highs, 1.7% new lows
21d: 21.1% new highs, 1.5% new lows
42d: 13.0% new highs, 1.1% new lows
63d: 12.9% new highs, 0.8% new lows
126d: 8.1% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160531 12:43 pm ET)
2-day: 49.8% above, 50.2% below
3-day: 63.2% above, 36.8% below
4-day: 63.6% above, 36.4% below
5-day: 69.2% above, 30.8% below
8-day: 83.7% above, 16.3% below
10-day: 83.7% above, 16.3% below
20-day: 73.7% above, 26.3% below
50-day: 65.0% above, 35.0% below
200-day: 66.3% above, 33.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160531 12:43 pm ET)
META(26): 2.14% Top=PAAS CDE SWC CNX AGI TCK AEM SLW ….. BVN SLCA STLD SCCO CMC CCJ NUE AA=Bottom (Metals & Mining)
ENER(93): 1.65% Top=SEMG ETE PAGP LPI SM SWN UNT ECA ….. XOM FET HAL TSO SLB XEC CVE FANG=Bottom (Energy)
ELEC(50): 0.57% Top=HIMX MTSI MU TRMB MXL AYI SANM CAVM ….. ADI WAT INTC XLNX AMAT FIT TXN AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): 0.56% Top=BRCD LITE SSYS ARRS KN STX TDC WDC ….. INFN CCI ZAYO WIN MSI HRS SYNA VSAT=Bottom (Computer Hardware/Telecom)
COSW(92): 0.36% Top=VNET SINA CMCM LNKD NTCT WB DATA CYBR ….. CTXS BR CSRA CTSH SQ INTU ADSK BIDU=Bottom (Computer Software/Internet)
MANU(42): 0.35% Top=JOY DDD DE SEDG ATI MRC CFX AGCO ….. ROK HON EMR ROP DHR ITT NDSN AOS=Bottom (Manufacturing)
TRAN(32): 0.35% Top=TK BRS CSX UNP WERN NAT XPO NSC ….. EXPD DAL SAVE UAL CHRW ALK JBLU HA=Bottom (Transportation)
DISV(51): 0.13% Top=AHS CAR ABCO ADS URI DV RHI IILG ….. VNTV V PCLN PAYX GDOT YY MA XRS=Bottom (Diversified Services)
FINA(96): 0.04% Top=SLM NAVI BOFI SIVB LM RJF WETF OMF ….. EFX WU PYPL CME BMO BKU VOYA BX=Bottom (Banks/Financials)
RETA(72): 0.02% Top=ASNA BIG GPI BKE LL DLTR GME AMZN ….. GPS WSM BURL ANF HD DDS PLCE CAL=Bottom (Retail & Specialty Retail)
MATE(32): -0.02% Top=DAR PWR DY STCK CSTE MTZ KBH FLR ….. LEN WCN MLM USG WM SUM VMC OC=Bottom (Materials & Construction)
HEAL(54): -0.04% Top=ZLTQ GMED OPK IRWD HYH EVHC THC WCG ….. SYK BDX PODD ZBH EW ELGX DXCM INCR=Bottom (Health)
REAL(92): -0.08% Top=TREE RLJ LHO PEB SC WPG CBG IVR ….. AMH UDR CONE SSS GGP BAM GLPI DFT=Bottom (Real Estate)
CONS(55): -0.27% Top=VSTO GIII ENR BC WWW HAR FL SKX ….. GPK CLX KATE DECK COH CRI NKE TPX=Bottom (Consumer)
INSU(30): -0.33% Top=TMK MTG AFSI RDN FNF BRO AON FAF ….. CNO XL AIG ORI MBI CINF LNC AGO=Bottom (Insurance)
CHEM(26): -0.43% Top=MEOH MON PAH OLN WLK EMN PX POL ….. PPG POT DD AXTA DOW ALB MOS CC=Bottom (Chemicals/Fertilizers)
LEIS(36): -0.65% Top=BYD BWLD SHAK WYNN GPRO HLT LVS JACK ….. DNKN CCL EXPE RRGB QSR EAT SEAS SONC=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 12:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:03 am

Market Stats at 10:02 am ET
by daytrend on 20160531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 924.

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 (20160531 10:02 am ET)
36.7% of stocks are above yesterday’s high.
75.0% are above yesterday’s midpoint. (25.0% are below.)
4.5% are below yesterday’s low.
58.8% are inside yesterday’s range.
65.5% of stocks with today’s high > yesterday’s high. (34.5% less than).
15.8% of stocks with today’s low < yesterday’s low. (84.2% greater than).

EVIDENCE OF INTRADAY TREND (20160531 10:02 am ET)
48.4% of stocks are above today’s open. (49.2% are below).
45.0% of stocks are above today’s open and yesterday’s close.
32.4% are below both.
28.7% of stocks opened above yesterday’s high.
73.6% of stocks opened above yesterday’s close. (21.8% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160531 10:02 am ET)
10.2% of stocks are in the top 10% of today’s range.
17.7% are in the top 20%.
51.5% are in the top half. 48.5% of stocks are in the bottom half of today’s range.
14.6% are in the bottom 20%.
6.1% are in the bottom 10%.

GAIN (20160531 10:02 am ET)
64.0% of stocks are above yesterday’s close. (36.0% are below.)
1.1% are up 4.5% or more. 0.0% are down 4.5% or more.
2.8% are up 3.5% or more. 0.2% are down 3.5% or more.
78.0% are between +1% and -1%.

RSI on DAILY (20160531 10:02 am ET)
2-day: >=95:16.6%…>=90:27.6%…>=80:44.0%…>=50:81.3%…<=20:3.5%…<=10:1.3%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.8%…>=50:77.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:74.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160531 10:02 am ET)
36.7% above previous 1 highs, 4.5% below previous 1 lows
22.9% above previous 2 highs, 2.6% below previous 2 lows
18.3% above previous 3 highs, 1.7% below previous 3 lows
18.1% above previous 4 highs, 1.3% below previous 4 lows
17.7% above previous 5 highs, 0.6% below previous 5 lows
17.3% above previous 6 highs, 0.4% below previous 6 lows
17.1% above previous 7 highs, 0.4% below previous 7 lows
16.2% above previous 8 highs, 0.4% below previous 8 lows
15.2% above previous 9 highs, 0.4% below previous 9 lows
14.9% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160531 10:02 am ET)
64.0% are above or equal to 5/27 close (1 days ago), 36.0% are below.
81.4% are above or equal to 5/26 close (2 days ago), 18.6% are below.
70.9% are above or equal to 5/25 close (3 days ago), 29.1% are below.
80.8% are above or equal to 5/24 close (4 days ago), 19.2% are below.
89.4% are above or equal to 5/23 close (5 days ago), 10.6% are below.
87.2% are above or equal to 5/20 close (6 days ago), 12.8% are below.
90.8% are above or equal to 5/19 close (7 days ago), 9.2% are below.
87.2% are above or equal to 5/18 close (8 days ago), 12.8% are below.
80.6% are above or equal to 5/17 close (9 days ago), 19.4% are below.
73.2% are above or equal to 5/16 close (10 days ago), 26.8% are below.
79.1% are above or equal to 5/13 close (11 days ago), 20.9% are below.
73.5% are above or equal to 5/12 close (12 days ago), 26.5% are below.
71.9% are above or equal to 5/11 close (13 days ago), 28.1% are below.
64.4% are above or equal to 5/10 close (14 days ago), 35.6% are below.
69.6% are above or equal to 5/9 close (15 days ago), 30.4% are below.
68.5% are above or equal to 5/6 close (16 days ago), 31.5% are below.
71.6% are above or equal to 5/5 close (17 days ago), 28.4% are below.
70.2% are above or equal to 5/4 close (18 days ago), 29.8% are below.
64.8% are above or equal to 5/3 close (19 days ago), 35.2% are below.
55.8% are above or equal to 5/2 close (20 days ago), 44.2% are below.
59.1% are above or equal to 4/29 close (21 days ago), 40.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160531 10:02 am ET)
20d: 19.7% new highs, 1.1% new lows
21d: 18.7% new highs, 0.9% new lows
42d: 11.4% new highs, 0.5% new lows
63d: 11.3% new highs, 0.5% new lows
126d: 6.8% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160531 10:02 am ET)
2-day: 62.3% above, 37.7% below
3-day: 74.6% above, 25.4% below
4-day: 76.2% above, 23.8% below
5-day: 80.5% above, 19.5% below
8-day: 88.9% above, 11.1% below
10-day: 87.7% above, 12.3% below
20-day: 77.3% above, 22.7% below
50-day: 66.5% above, 33.5% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160531 10:02 am ET)
META(26): 1.93% Top=CNX X SWC TCK AGI PAAS AEM GG ….. STLD AG SCCO NUE CCJ AA CMC BVN=Bottom (Metals & Mining)
ENER(93): 1.57% Top=SWN ETE SEMG ATW UNT NBR SM DO ….. TSO SLB MPLX ENLK CVX IOC OII PBF=Bottom (Energy)
MANU(42): 0.63% Top=DE AGCO JOY ATI DDD SEDG MRC CFX ….. MIDD GNRC AOS HON TTC DHR ROP NDSN=Bottom (Manufacturing)
ELEC(50): 0.54% Top=HIMX CAVM AYI SCTY MTSI NVDA GLW TRMB ….. FLEX AMBA INTC XLNX SIMO AMAT LRCX FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): 0.53% Top=BRCD LITE STX SSYS ARRS FNSR CTL TDC ….. BBRY MSI VSAT INFN PANW OLED SYNA HRS=Bottom (Computer Hardware/Telecom)
TRAN(32): 0.53% Top=BRS TK NAT CSX XPO TRN NSC SWFT ….. LUV AAL DAL ALK JBLU SAVE UAL HA=Bottom (Transportation)
COSW(93): 0.50% Top=MKTO SINA CMCM LNKD CYBR VNET JD WUBA ….. ADSK GRUB VRNT BIDU CTXS PAYC HPE SQ=Bottom (Computer Software/Internet)
INSU(30): 0.30% Top=MTG AFSI RDN AON TMK TRV AIZ BRO ….. AJG AXS ALL CINF MBI ORI CNO AGO=Bottom (Insurance)
FINA(96): 0.25% Top=WETF SLM SIVB BOFI CIT NAVI LM MS ….. UCBI NSAM BMO GWB BKU BX HAWK PYPL=Bottom (Banks/Financials)
DISV(51): 0.22% Top=AHS BLOX CAR AL URI FDC JEC DV ….. VNTV MA BAH SBAC GDOT WTW YY XRS=Bottom (Diversified Services)
CONS(55): 0.09% Top=ENR TUP COTY BC HAR VSTO UA IP ….. CRI PVH SCSS MAT NKE COH TPX DECK=Bottom (Consumer)
MATE(32): 0.07% Top=DAR PWR STCK DY MTZ WY FLR KBH ….. EXP OC TPH WM CVA MTH BIN WCN=Bottom (Materials & Construction)
HEAL(54): 0.04% Top=CNC AET RMD VWR WCG BSX DGX MOH ….. SYK ABMD AMSG ZBH NUVA INCR PODD DXCM=Bottom (Health)
RETA(72): -0.07% Top=ASNA BIG SPLS LL OUTR AMZN CHS BBBY ….. DKS PLCE TLRD FIVE GPS ANF RH CAL=Bottom (Retail & Specialty Retail)
CHEM(26): -0.14% Top=MEOH PAH MON OLN HUN GRA AXTA WLK ….. IFF FMC POL ALB CF POT MOS CC=Bottom (Chemicals/Fertilizers)
LEIS(36): -0.14% Top=GPRO BWLD BYD MGM WYNN RCL LVS FRGI ….. DNKN SEAS EXPE SHAK BLMN EAT PLAY SONC=Bottom (Leisure)
REAL(92): -0.23% Top=TREE SC BRX SLG ALLY VER GPT SRC ….. KRC DEI UDR ARE NRF GLPI SHO DRH=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 10:02 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

05/27/2016

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

Closing Stats
by daytrend on 20160527. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20160527 Closing)
34.4% of stocks are above yesterday’s high.
69.8% are above yesterday’s midpoint. (30.2% are below.)
10.5% are below yesterday’s low.
55.1% are inside yesterday’s range.
53.6% of stocks with today’s high > yesterday’s high. (46.4% less than).
37.6% of stocks with today’s low < yesterday’s low. (62.4% greater than).

EVIDENCE OF INTRADAY TREND (20160527 Closing)
78.5% of stocks are above today’s open. (20.5% are below).
73.6% of stocks are above today’s open and yesterday’s close.
17.0% are below both.
4.5% of stocks opened above yesterday’s high.
46.1% of stocks opened above yesterday’s close. (47.2% opened below yesterday’s close).
10.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160527 Closing)
27.0% of stocks are in the top 10% of today’s range.
41.5% are in the top 20%.
76.4% are in the top half. 23.6% of stocks are in the bottom half of today’s range.
5.0% are in the bottom 20%.
1.9% are in the bottom 10%.

GAIN (20160527 Closing)
77.9% of stocks are above yesterday’s close. (22.1% are below.)
1.2% are up 4.5% or more. 1.0% are down 4.5% or more.
2.5% are up 3.5% or more. 1.5% are down 3.5% or more.
61.6% are between +1% and -1%.

RSI on DAILY (20160527 Closing)
2-day: >=95:16.9%…>=90:28.3%…>=80:48.5%…>=50:82.3%…<=20:3.2%…<=10:1.5%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.5%…>=50:77.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:72.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160527 Closing)
34.4% above previous 1 highs, 10.5% below previous 1 lows
23.9% above previous 2 highs, 3.9% below previous 2 lows
23.1% above previous 3 highs, 1.9% below previous 3 lows
22.7% above previous 4 highs, 1.1% below previous 4 lows
22.4% above previous 5 highs, 0.8% below previous 5 lows
22.3% above previous 6 highs, 0.6% below previous 6 lows
20.5% above previous 7 highs, 0.6% below previous 7 lows
18.0% above previous 8 highs, 0.6% below previous 8 lows
17.5% above previous 9 highs, 0.6% below previous 9 lows
16.9% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160527 Closing)
77.9% are above or equal to 5/26 close (1 days ago), 22.1% are below.
64.5% are above or equal to 5/25 close (2 days ago), 35.5% are below.
80.9% are above or equal to 5/24 close (3 days ago), 19.1% are below.
89.4% are above or equal to 5/23 close (4 days ago), 10.6% are below.
86.6% are above or equal to 5/20 close (5 days ago), 13.4% are below.
90.4% are above or equal to 5/19 close (6 days ago), 9.6% are below.
87.4% are above or equal to 5/18 close (7 days ago), 12.6% are below.
79.0% are above or equal to 5/17 close (8 days ago), 21.0% are below.
73.2% are above or equal to 5/16 close (9 days ago), 26.8% are below.
78.6% are above or equal to 5/13 close (10 days ago), 21.4% are below.
72.7% are above or equal to 5/12 close (11 days ago), 27.3% are below.
70.4% are above or equal to 5/11 close (12 days ago), 29.6% are below.
62.5% are above or equal to 5/10 close (13 days ago), 37.5% are below.
69.1% are above or equal to 5/9 close (14 days ago), 30.9% are below.
67.1% are above or equal to 5/6 close (15 days ago), 32.9% are below.
69.6% are above or equal to 5/5 close (16 days ago), 30.4% are below.
68.3% are above or equal to 5/4 close (17 days ago), 31.7% are below.
63.2% are above or equal to 5/3 close (18 days ago), 36.8% are below.
54.2% are above or equal to 5/2 close (19 days ago), 45.8% are below.
57.6% are above or equal to 4/29 close (20 days ago), 42.4% are below.
54.3% are above or equal to 4/28 close (21 days ago), 45.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160527 Closing)
20d: 16.9% new highs, 0.9% new lows
21d: 14.2% new highs, 0.9% new lows
42d: 10.2% new highs, 0.8% new lows
63d: 9.9% new highs, 0.6% new lows
126d: 7.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160527 Closing)
2-day: 77.5% above, 22.5% below
3-day: 73.0% above, 27.0% below
4-day: 77.6% above, 22.4% below
5-day: 84.8% above, 15.2% below
8-day: 88.5% above, 11.5% below
10-day: 86.7% above, 13.3% below
20-day: 75.2% above, 24.8% below
50-day: 65.8% above, 34.2% below
200-day: 66.9% above, 33.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160527 Closing)
LEIS(37): 1.26% Top=FRGI DRII SHAK RCL SONC GPRO BWLD CCL ….. DRI YUM WEN SBUX MCD DPZ CMG SIX=Bottom (Leisure)
TRAN(32): 1.16% Top=BRS JBLU TK SAVE UAL XPO SSW LUV ….. CSX CHRW SWFT NSC AAWW KSU CNI EXPD=Bottom (Transportation)
RETA(71): 1.14% Top=BIG FIVE M WSM FINL BABA DSW SIG ….. AAP SHLD AMZN COST SFM WFM GME ANF=Bottom (Retail & Specialty Retail)
CONS(55): 1.05% Top=DECK PAY LULU GPK OI SHOO BC WWW ….. GIII CL CLX ECL NWL CHD VSTO HBI=Bottom (Consumer)
COSW(93): 1.04% Top=MKTO WB VEEV TWTR HPE JD BIDU VIPS ….. PFPT PAYC SQ FTNT CYBR WDAY CHKP CMCM=Bottom (Computer Software/Internet)
FINA(96): 0.96% Top=WETF LPLA NSAM PVTB SF AMTD COF TCB ….. ONB PYPL FNFG TD OZRK BANC BMO BOFI=Bottom (Banks/Financials)
HEAL(55): 0.94% Top=DXCM NVRO NUVA CPHD GMED PODD ACHC HYH ….. BSX PKI DGX OPK BDX BCR BAX BKD=Bottom (Health)
DISV(52): 0.92% Top=ULTA PRAA IILG CAR MYGN TMH DV ATHN ….. SBAC EXAM VNTV ABCO WTW XRS AL KBR=Bottom (Diversified Services)
INSU(30): 0.80% Top=LNC MTG MBI AON MET UNM PRU CNO ….. L HIG ALL BRO AGO AFSI PGR FNF=Bottom (Insurance)
ELEC(49): 0.58% Top=SIMO MU AMAT LRCX GLW MLNX JBL ON ….. BRKR CAVM QRVO CSIQ MRVL MTSI CRUS SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(92): 0.48% Top=TREE NRF BAM CSAL MAA HIW COR SHO ….. TWO HTS EDR AGNC IVR NLY PEI CBL=Bottom (Real Estate)
MATE(31): 0.34% Top=CSTE WCN BIN CAA KBH TOL MTH MAS ….. DHI FAST MTZ SRCL USG EXP VMC DY=Bottom (Materials & Construction)
CHEM(28): 0.18% Top=KRA GRA AXTA ALB PAH SHW OLN RPM ….. EMN APD MON POT LXU MOS CC CF=Bottom (Chemicals/Fertilizers)
COHW(44): 0.14% Top=SYNA WIN CIEN LITE NTAP FNSR WDC ANET ….. UBNT HRS GIMO QCOM BCE SSYS PSTG PANW=Bottom (Computer Hardware/Telecom)
ENER(94): 0.06% Top=ETE SEMG DK WMB WNR RICE SPN PSXP ….. PDCE TEP CPE MTDR LPI OAS CWEI SN=Bottom (Energy)
MANU(42): -0.31% Top=ZBRA MIDD TTC SEDG MHK ATI DCI AOS ….. FLS TKR DDD KMT RS ITT JOY TEX=Bottom (Manufacturing)
META(26): -2.24% Top=SLCA CCJ NUE SCCO STLD CNX TCK FNV ….. ABX SWC SLW PAAS BVN AG CDE SSRI=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 1:33 pm

Market Stats at 2:33 pm ET
by daytrend on 20160527. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20160527 2:33 pm ET)
28.3% of stocks are above yesterday’s high.
62.8% are above yesterday’s midpoint. (37.2% are below.)
12.3% are below yesterday’s low.
59.4% are inside yesterday’s range.
50.7% of stocks with today’s high > yesterday’s high. (49.3% less than).
37.4% of stocks with today’s low < yesterday’s low. (62.6% greater than).

EVIDENCE OF INTRADAY TREND (20160527 2:33 pm ET)
73.2% of stocks are above today’s open. (25.9% are below).
68.3% of stocks are above today’s open and yesterday’s close.
21.4% are below both.
4.5% of stocks opened above yesterday’s high.
46.1% of stocks opened above yesterday’s close. (47.2% opened below yesterday’s close).
10.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160527 2:33 pm ET)
10.9% of stocks are in the top 10% of today’s range.
23.6% are in the top 20%.
66.3% are in the top half. 33.7% of stocks are in the bottom half of today’s range.
8.2% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN (20160527 2:33 pm ET)
74.1% of stocks are above yesterday’s close. (25.9% are below.)
1.0% are up 4.5% or more. 0.9% are down 4.5% or more.
1.7% are up 3.5% or more. 1.7% are down 3.5% or more.
66.9% are between +1% and -1%.

RSI on DAILY (20160527 2:33 pm ET)
2-day: >=95:15.3%…>=90:25.4%…>=80:41.6%…>=50:78.3%…<=20:3.6%…<=10:1.3%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.9%…>=50:75.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:71.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160527 2:33 pm ET)
28.3% above previous 1 highs, 12.3% below previous 1 lows
20.6% above previous 2 highs, 4.5% below previous 2 lows
19.4% above previous 3 highs, 2.0% below previous 3 lows
19.0% above previous 4 highs, 1.3% below previous 4 lows
19.0% above previous 5 highs, 1.0% below previous 5 lows
18.8% above previous 6 highs, 0.8% below previous 6 lows
17.0% above previous 7 highs, 0.8% below previous 7 lows
14.6% above previous 8 highs, 0.8% below previous 8 lows
13.9% above previous 9 highs, 0.8% below previous 9 lows
13.8% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160527 2:33 pm ET)
74.1% are above or equal to 5/26 close (1 days ago), 25.9% are below.
58.6% are above or equal to 5/25 close (2 days ago), 41.4% are below.
77.3% are above or equal to 5/24 close (3 days ago), 22.7% are below.
88.2% are above or equal to 5/23 close (4 days ago), 11.8% are below.
85.4% are above or equal to 5/20 close (5 days ago), 14.6% are below.
90.1% are above or equal to 5/19 close (6 days ago), 9.9% are below.
86.3% are above or equal to 5/18 close (7 days ago), 13.7% are below.
77.7% are above or equal to 5/17 close (8 days ago), 22.3% are below.
72.3% are above or equal to 5/16 close (9 days ago), 27.7% are below.
78.2% are above or equal to 5/13 close (10 days ago), 21.8% are below.
71.3% are above or equal to 5/12 close (11 days ago), 28.7% are below.
68.6% are above or equal to 5/11 close (12 days ago), 31.4% are below.
61.2% are above or equal to 5/10 close (13 days ago), 38.8% are below.
69.1% are above or equal to 5/9 close (14 days ago), 30.9% are below.
66.1% are above or equal to 5/6 close (15 days ago), 33.9% are below.
68.0% are above or equal to 5/5 close (16 days ago), 32.0% are below.
67.9% are above or equal to 5/4 close (17 days ago), 32.1% are below.
62.5% are above or equal to 5/3 close (18 days ago), 37.5% are below.
53.1% are above or equal to 5/2 close (19 days ago), 46.9% are below.
57.2% are above or equal to 4/29 close (20 days ago), 42.8% are below.
52.5% are above or equal to 4/28 close (21 days ago), 47.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160527 2:33 pm ET)
20d: 15.4% new highs, 0.9% new lows
21d: 12.7% new highs, 0.9% new lows
42d: 9.1% new highs, 0.8% new lows
63d: 8.7% new highs, 0.6% new lows
126d: 6.4% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160527 2:33 pm ET)
2-day: 73.4% above, 26.6% below
3-day: 66.2% above, 33.8% below
4-day: 73.2% above, 26.8% below
5-day: 80.5% above, 19.5% below
8-day: 87.4% above, 12.6% below
10-day: 85.2% above, 14.8% below
20-day: 73.5% above, 26.5% below
50-day: 64.4% above, 35.6% below
200-day: 66.3% above, 33.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160527 2:33 pm ET)
LEIS(37): 1.20% Top=SHAK DRII FRGI RCL SONC BWLD LQ CCL ….. EXPE YUM WEN SBUX MCD DPZ CMG SIX=Bottom (Leisure)
TRAN(32): 1.10% Top=BRS JBLU TK UAL SAVE LUV ALK XPO ….. AAWW SWFT CSX CHRW NSC KSU CNI EXPD=Bottom (Transportation)
HEAL(55): 0.89% Top=DXCM NVRO GMED NUVA CPHD CYH PODD EVHC ….. BSX PKI SYK BDX BCR BAX OPK BKD=Bottom (Health)
RETA(71): 0.88% Top=BIG FIVE BABA FINL WSM DSW JCP RH ….. TIF KORS COST SHLD SFM WFM ANF GME=Bottom (Retail & Specialty Retail)
CONS(55): 0.84% Top=DECK PAY WWW BC OI SHOO GPK LULU ….. CL RL ECL CHD ENR COTY VSTO HBI=Bottom (Consumer)
DISV(52): 0.79% Top=ULTA PRAA IILG MYGN TMH DV CAR ZG ….. PCLN R SBAC JEC WTW XRS AL KBR=Bottom (Diversified Services)
COSW(93): 0.78% Top=MKTO VEEV WB TWTR HPE JD BIDU CSRA ….. SQ FTNT PAYC PFPT CHKP CYBR WDAY CMCM=Bottom (Computer Software/Internet)
INSU(30): 0.64% Top=MBI LNC MTG AON MET UNM PRU WLTW ….. AFL BRO AJG ALL AFSI HIG PGR FNF=Bottom (Insurance)
FINA(96): 0.61% Top=WETF LPLA NSAM SF BX PVTB AMTD HAWK ….. ONB FNFG TD GWB OZRK BANC BOFI BMO=Bottom (Banks/Financials)
ELEC(49): 0.45% Top=SIMO MU AMAT LRCX MLNX ON VSH JBL ….. CAVM LLTC IPHI MRVL CSIQ MTSI CRUS SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(92): 0.42% Top=NRF BAM SHO RLJ TREE CLNY COR DRH ….. HTS CLI AGNC TWO NLY IVR PEI CBL=Bottom (Real Estate)
CHEM(28): 0.26% Top=KRA PAH OLN AXTA ALB GRA SHW HUN ….. EMN MEOH APD POT LXU CC MOS CF=Bottom (Chemicals/Fertilizers)
MATE(31): 0.23% Top=CSTE BIN WCN TPH MTH CAA KBH TOL ….. DAR MTZ SUM SRCL USG EXP VMC DY=Bottom (Materials & Construction)
COHW(44): -0.07% Top=WIN SYNA NTAP LITE CIEN EFII VZ ZAYO ….. HRS OLED GIMO BCE QCOM SSYS PSTG PANW=Bottom (Computer Hardware/Telecom)
ENER(94): -0.40% Top=ETE DK SEMG WMB MPLX PSXP ETP MPC ….. CRZO PDCE ATW MTDR LPI OAS SN CWEI=Bottom (Energy)
MANU(42): -0.53% Top=ZBRA SEDG MHK MIDD TTC GE ATI ROP ….. KMT AGCO FLS RS ITT MRC JOY TEX=Bottom (Manufacturing)
META(26): -2.28% Top=CCJ SCCO NUE SLCA STLD CNX FNV AA ….. AEM ABX SLW PAAS BVN CDE AG SSRI=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 2:33 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:30 pm

Market Stats at 1:29 pm ET
by daytrend on 20160527. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20160527 1:29 pm ET)
26.5% of stocks are above yesterday’s high.
60.7% are above yesterday’s midpoint. (39.3% are below.)
11.9% are below yesterday’s low.
61.6% are inside yesterday’s range.
49.6% of stocks with today’s high > yesterday’s high. (50.4% less than).
36.6% of stocks with today’s low < yesterday’s low. (63.4% greater than).

EVIDENCE OF INTRADAY TREND (20160527 1:29 pm ET)
71.4% of stocks are above today’s open. (27.1% are below).
64.5% of stocks are above today’s open and yesterday’s close.
20.4% are below both.
4.5% of stocks opened above yesterday’s high.
46.1% of stocks opened above yesterday’s close. (47.2% opened below yesterday’s close).
10.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160527 1:29 pm ET)
8.4% of stocks are in the top 10% of today’s range.
21.5% are in the top 20%.
65.8% are in the top half. 34.2% of stocks are in the bottom half of today’s range.
8.8% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN (20160527 1:29 pm ET)
72.5% of stocks are above yesterday’s close. (27.5% are below.)
0.9% are up 4.5% or more. 0.3% are down 4.5% or more.
1.7% are up 3.5% or more. 1.1% are down 3.5% or more.
70.4% are between +1% and -1%.

RSI on DAILY (20160527 1:29 pm ET)
2-day: >=95:15.1%…>=90:25.1%…>=80:41.4%…>=50:79.2%…<=20:2.6%…<=10:1.3%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:76.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:72.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160527 1:29 pm ET)
26.5% above previous 1 highs, 11.9% below previous 1 lows
18.8% above previous 2 highs, 4.7% below previous 2 lows
18.2% above previous 3 highs, 1.8% below previous 3 lows
17.8% above previous 4 highs, 1.1% below previous 4 lows
17.8% above previous 5 highs, 0.8% below previous 5 lows
17.6% above previous 6 highs, 0.6% below previous 6 lows
15.6% above previous 7 highs, 0.6% below previous 7 lows
12.8% above previous 8 highs, 0.6% below previous 8 lows
12.2% above previous 9 highs, 0.5% below previous 9 lows
12.0% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160527 1:29 pm ET)
72.5% are above or equal to 5/26 close (1 days ago), 27.5% are below.
57.9% are above or equal to 5/25 close (2 days ago), 42.1% are below.
77.3% are above or equal to 5/24 close (3 days ago), 22.7% are below.
88.8% are above or equal to 5/23 close (4 days ago), 11.2% are below.
86.4% are above or equal to 5/20 close (5 days ago), 13.6% are below.
90.2% are above or equal to 5/19 close (6 days ago), 9.8% are below.
87.5% are above or equal to 5/18 close (7 days ago), 12.5% are below.
78.9% are above or equal to 5/17 close (8 days ago), 21.1% are below.
72.3% are above or equal to 5/16 close (9 days ago), 27.7% are below.
78.1% are above or equal to 5/13 close (10 days ago), 21.9% are below.
71.2% are above or equal to 5/12 close (11 days ago), 28.8% are below.
68.4% are above or equal to 5/11 close (12 days ago), 31.6% are below.
61.4% are above or equal to 5/10 close (13 days ago), 38.6% are below.
69.4% are above or equal to 5/9 close (14 days ago), 30.6% are below.
66.6% are above or equal to 5/6 close (15 days ago), 33.4% are below.
68.8% are above or equal to 5/5 close (16 days ago), 31.2% are below.
68.0% are above or equal to 5/4 close (17 days ago), 32.0% are below.
62.8% are above or equal to 5/3 close (18 days ago), 37.2% are below.
52.6% are above or equal to 5/2 close (19 days ago), 47.4% are below.
56.3% are above or equal to 4/29 close (20 days ago), 43.7% are below.
52.4% are above or equal to 4/28 close (21 days ago), 47.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160527 1:29 pm ET)
20d: 15.1% new highs, 0.9% new lows
21d: 12.6% new highs, 0.9% new lows
42d: 9.1% new highs, 0.8% new lows
63d: 8.7% new highs, 0.6% new lows
126d: 6.4% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160527 1:29 pm ET)
2-day: 70.7% above, 29.3% below
3-day: 63.3% above, 36.7% below
4-day: 72.6% above, 27.4% below
5-day: 82.3% above, 17.7% below
8-day: 87.6% above, 12.4% below
10-day: 85.1% above, 14.9% below
20-day: 73.6% above, 26.4% below
50-day: 64.6% above, 35.4% below
200-day: 66.1% above, 33.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160527 1:29 pm ET)
LEIS(37): 1.25% Top=SHAK DRII FRGI RCL SONC BWLD LQ CCL ….. YUM WEN SBUX PLAY MCD DPZ CMG SIX=Bottom (Leisure)
TRAN(32): 1.03% Top=BRS JBLU TK UAL SAVE LUV ALK XPO ….. NSC SSW CSX WERN SWFT EXPD KSU CNI=Bottom (Transportation)
CONS(55): 0.86% Top=DECK PAY BC WWW OI SHOO GPK LULU ….. AVY CLX VSTO NWL ENR CHD COTY HBI=Bottom (Consumer)
RETA(71): 0.78% Top=BIG FIVE BABA DSW SIG WSM FINL AN ….. KR DDS SHLD COST SFM WFM ANF GME=Bottom (Retail & Specialty Retail)
HEAL(55): 0.77% Top=NVRO GMED PODD DXCM NUVA ELGX CPHD EVHC ….. BSX SYK PKI BCR BDX BAX OPK BKD=Bottom (Health)
DISV(52): 0.76% Top=ULTA PRAA IILG MYGN ZG TMH DV ADS ….. PCLN URI JEC FDC WTW AL KBR XRS=Bottom (Diversified Services)
COSW(93): 0.68% Top=VEEV WB MKTO TWTR HPE BIDU JD CSRA ….. FTNT PAYC SQ CHKP WDAY CMCM CYBR PFPT=Bottom (Computer Software/Internet)
INSU(30): 0.48% Top=MBI LNC MTG UNM MET PRU AON AXS ….. AFSI ALL PGR FAF AJG BRO HIG FNF=Bottom (Insurance)
CHEM(28): 0.47% Top=KRA PAH AXTA HUN OLN ALB GRA SHW ….. PX APD POL IFF LXU POT MOS CF=Bottom (Chemicals/Fertilizers)
ELEC(49): 0.46% Top=MU AMAT SIMO LRCX MLNX ON SPWR JBL ….. MRVL QRVO CREE AVGO IPHI MTSI CRUS SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(92): 0.44% Top=NRF BAM HCP OHI SHO CLNY DRE STOR ….. IVR AGNC NLY TWO CLI PEI SC CBL=Bottom (Real Estate)
FINA(96): 0.36% Top=WETF LPLA NSAM BX PVTB IBKR IVZ OMF ….. FNB ONB ASB BMO GWB BOFI BANC OZRK=Bottom (Banks/Financials)
MATE(31): 0.29% Top=CSTE BIN WCN MTH KBH TPH WY TOL ….. FAST MLM SRCL MTZ EXP SUM VMC DY=Bottom (Materials & Construction)
COHW(44): -0.14% Top=SYNA WIN NTAP WDC ARRS VZ TDC CIEN ….. HRS OLED BCE QCOM GIMO SSYS PSTG PANW=Bottom (Computer Hardware/Telecom)
ENER(94): -0.20% Top=ETE WMB DK SEMG MPLX ETP DPM PSXP ….. MRO PDCE TEP MTDR CPE OAS SN CWEI=Bottom (Energy)
MANU(42): -0.53% Top=ZBRA ATI NDSN MHK MIDD SEDG TTC GE ….. KMT CFX AGCO RS MRC ITT JOY TEX=Bottom (Manufacturing)
META(26): -0.96% Top=FNV SCCO AGI CCJ NUE SLCA RGLD GG ….. SWC CMC PAAS X SLW AG CDE SSRI=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 1:29 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:06 am

Market Stats at 10:06 am ET
by daytrend on 20160527. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 926.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20160527 10:06 am ET)
26.1% of stocks are above yesterday’s high.
58.1% are above yesterday’s midpoint. (41.9% are below.)
11.0% are below yesterday’s low.
62.9% are inside yesterday’s range.
38.3% of stocks with today’s high > yesterday’s high. (61.7% less than).
31.3% of stocks with today’s low < yesterday’s low. (68.7% greater than).

EVIDENCE OF INTRADAY TREND (20160527 10:06 am ET)
70.4% of stocks are above today’s open. (28.1% are below).
61.9% of stocks are above today’s open and yesterday’s close.
20.3% are below both.
4.5% of stocks opened above yesterday’s high.
46.1% of stocks opened above yesterday’s close. (47.2% opened below yesterday’s close).
10.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160527 10:06 am ET)
21.3% of stocks are in the top 10% of today’s range.
36.7% 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.
8.0% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN (20160527 10:06 am ET)
71.5% of stocks are above yesterday’s close. (28.5% are below.)
0.8% are up 4.5% or more. 0.3% are down 4.5% or more.
1.1% are up 3.5% or more. 0.6% are down 3.5% or more.
73.7% are between +1% and -1%.

RSI on DAILY (20160527 10:06 am ET)
2-day: >=95:16.0%…>=90:25.5%…>=80:40.8%…>=50:76.9%…<=20:4.4%…<=10:1.8%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.9%…>=50:75.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:70.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160527 10:06 am ET)
26.1% above previous 1 highs, 11.0% below previous 1 lows
18.5% above previous 2 highs, 4.8% below previous 2 lows
16.8% above previous 3 highs, 2.3% below previous 3 lows
16.5% above previous 4 highs, 1.6% below previous 4 lows
16.5% above previous 5 highs, 1.4% below previous 5 lows
16.1% above previous 6 highs, 1.0% below previous 6 lows
13.6% above previous 7 highs, 0.9% below previous 7 lows
11.2% above previous 8 highs, 0.9% below previous 8 lows
10.8% above previous 9 highs, 0.8% below previous 9 lows
10.4% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160527 10:06 am ET)
71.5% are above or equal to 5/26 close (1 days ago), 28.5% are below.
55.5% are above or equal to 5/25 close (2 days ago), 44.5% are below.
76.9% are above or equal to 5/24 close (3 days ago), 23.1% are below.
87.1% are above or equal to 5/23 close (4 days ago), 12.9% are below.
85.5% are above or equal to 5/20 close (5 days ago), 14.5% are below.
89.5% are above or equal to 5/19 close (6 days ago), 10.5% are below.
85.6% are above or equal to 5/18 close (7 days ago), 14.4% are below.
78.1% are above or equal to 5/17 close (8 days ago), 21.9% are below.
71.1% are above or equal to 5/16 close (9 days ago), 28.9% are below.
77.8% are above or equal to 5/13 close (10 days ago), 22.2% are below.
71.3% are above or equal to 5/12 close (11 days ago), 28.7% are below.
68.9% are above or equal to 5/11 close (12 days ago), 31.1% are below.
60.8% are above or equal to 5/10 close (13 days ago), 39.2% are below.
68.0% are above or equal to 5/9 close (14 days ago), 32.0% are below.
64.8% are above or equal to 5/6 close (15 days ago), 35.2% are below.
67.8% are above or equal to 5/5 close (16 days ago), 32.2% are below.
67.3% are above or equal to 5/4 close (17 days ago), 32.7% are below.
61.2% are above or equal to 5/3 close (18 days ago), 38.8% are below.
52.4% are above or equal to 5/2 close (19 days ago), 47.6% are below.
56.8% are above or equal to 4/29 close (20 days ago), 43.2% are below.
52.6% are above or equal to 4/28 close (21 days ago), 47.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160527 10:06 am ET)
20d: 10.8% new highs, 0.5% new lows
21d: 9.0% new highs, 0.5% new lows
42d: 6.6% new highs, 0.5% new lows
63d: 6.3% new highs, 0.4% new lows
126d: 4.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160527 10:06 am ET)
2-day: 70.0% above, 30.0% below
3-day: 60.7% above, 39.3% below
4-day: 69.5% above, 30.5% below
5-day: 81.2% above, 18.8% below
8-day: 86.4% above, 13.6% below
10-day: 84.9% above, 15.1% below
20-day: 72.8% above, 27.2% below
50-day: 64.0% above, 36.0% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160527 10:06 am ET)
LEIS(37): 0.84% Top=DRII RCL CCL BWLD RRGB LQ H SHAK ….. DNKN EXPE MCD DPZ WEN GPRO CMG SIX=Bottom (Leisure)
REAL(92): 0.83% Top=NRF DRH CLNY STOR SRC PEB SHO LHO ….. RLGY IVR CSAL HTS AGNC CIM NLY PEI=Bottom (Real Estate)
CONS(55): 0.63% Top=DECK SHOO OI WWW BC LULU PVH SKX ….. MAT ECL RL AVY HBI COTY FOSL VSTO=Bottom (Consumer)
RETA(71): 0.62% Top=BIG FIVE STMP BABA LL RH JCP OUTR ….. ROST DLTR KR NFLX SFM WFM ANF GME=Bottom (Retail & Specialty Retail)
DISV(52): 0.62% Top=ULTA ZG IILG CAR MYGN FDC ATHN ADS ….. AHS JEC URI WTW AL SBAC YY KBR=Bottom (Diversified Services)
HEAL(55): 0.60% Top=CYH NUVA EVHC MOH GMED THC AMSG ACHC ….. BDX BAX HAE PKI EW TMO ELGX OPK=Bottom (Health)
TRAN(32): 0.54% Top=BRS JBLU XPO UAL DAL HA LUV ALK ….. CP EXPD NSC UNP SSW CNI KSU TK=Bottom (Transportation)
INSU(30): 0.51% Top=MTG RDN MBI AXS LNC AIZ AGO CNO ….. XL MMC ALL AJG PGR BRO CINF FNF=Bottom (Insurance)
ELEC(49): 0.48% Top=AMAT MU LRCX SPWR TER MXL JBL FIT ….. FSLR CSIQ IPHI CREE MTSI QRVO CRUS SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(93): 0.43% Top=VEEV WB HPE TWTR JD BIDU TRIP RAX ….. SPLK CMCM CHKP IMPV FTNT VNET WDAY PFPT=Bottom (Computer Software/Internet)
MATE(31): 0.32% Top=USG TPH CVA KBH TOL WY PHM MTH ….. PWR FAST FLR MLM EXP VMC MTZ DY=Bottom (Materials & Construction)
FINA(96): 0.32% Top=WETF OMF HAWK BX JNS SLM LPLA LAZ ….. BOFI GWB CATY FNB ONB OZRK ASB BANC=Bottom (Banks/Financials)
COHW(44): 0.07% Top=NTAP WDC WIN BRCD SSYS HPQ ZAYO STX ….. TMUS BCE MSI UBNT QCOM OLED GIMO PANW=Bottom (Computer Hardware/Telecom)
CHEM(28): 0.05% Top=AGU ALB AXTA SHW HUN PAH PPG GRA ….. DD IFF MOS POL WLK CC CF LXU=Bottom (Chemicals/Fertilizers)
MANU(42): -0.53% Top=DDD ZBRA MIDD MHK ATI NDSN SEDG SNA ….. KMT PNR MRC FLS GNRC RS JOY TEX=Bottom (Manufacturing)
META(26): -0.70% Top=CNX AGI NEM GG CCJ FNV RGLD TAHO ….. BVN CMC PAAS SLW AG TCK SSRI CDE=Bottom (Metals & Mining)
ENER(93): -0.76% Top=WMB SEMG COG RICE MRD MPLX RDC FTI ….. TEP NBL ECA DO NFX OAS CPE SN=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:06 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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