daytrend

06/30/2016

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

Closing Stats
by daytrend on 20160630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 992.

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 (20160630 Closing)
70.7% of stocks are above yesterday’s high.
88.5% are above yesterday’s midpoint. (11.5% are below.)
4.2% are below yesterday’s low.
25.1% are inside yesterday’s range.
79.4% of stocks with today’s high > yesterday’s high. (20.6% less than).
21.8% of stocks with today’s low < yesterday’s low. (78.2% greater than).

EVIDENCE OF INTRADAY TREND (20160630 Closing)
82.8% of stocks are above today’s open. (16.9% are below).
81.0% of stocks are above today’s open and yesterday’s close.
13.0% are below both.
27.4% of stocks opened above yesterday’s high.
71.7% of stocks opened above yesterday’s close. (23.5% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160630 Closing)
63.3% of stocks are in the top 10% of today’s range.
74.5% are in the top 20%.
91.0% are in the top half. 9.0% of stocks are in the bottom half of today’s range.
1.7% are in the bottom 20%.
0.5% are in the bottom 10%.

GAIN (20160630 Closing)
85.4% of stocks are above yesterday’s close. (14.6% are below.)
2.4% are up 4.5% or more. 0.4% are down 4.5% or more.
7.1% are up 3.5% or more. 1.5% are down 3.5% or more.
29.9% are between +1% and -1%.

RSI on DAILY (20160630 Closing)
2-day: >=95:7.6%…>=90:15.7%…>=80:54.4%…>=50:90.8%…<=20:1.4%…<=10:0.3%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.4%…>=50:59.6%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:55.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160630 Closing)
70.7% above previous 1 highs, 4.2% below previous 1 lows
70.2% above previous 2 highs, 2.0% below previous 2 lows
65.5% above previous 3 highs, 0.5% below previous 3 lows
38.0% above previous 4 highs, 0.5% below previous 4 lows
22.3% above previous 5 highs, 0.5% below previous 5 lows
22.0% above previous 6 highs, 0.5% below previous 6 lows
21.1% above previous 7 highs, 0.5% below previous 7 lows
19.8% above previous 8 highs, 0.5% below previous 8 lows
19.7% above previous 9 highs, 0.5% below previous 9 lows
19.4% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160630 Closing)
85.4% are above or equal to 6/29 close (1 days ago), 14.6% are below.
94.5% are above or equal to 6/28 close (2 days ago), 5.5% are below.
97.7% are above or equal to 6/27 close (3 days ago), 2.3% are below.
79.5% are above or equal to 6/24 close (4 days ago), 20.5% are below.
31.9% are above or equal to 6/23 close (5 days ago), 68.1% are below.
47.0% are above or equal to 6/22 close (6 days ago), 53.0% are below.
44.7% are above or equal to 6/21 close (7 days ago), 55.3% are below.
45.9% are above or equal to 6/20 close (8 days ago), 54.1% are below.
53.8% are above or equal to 6/17 close (9 days ago), 46.2% are below.
56.9% are above or equal to 6/16 close (10 days ago), 43.1% are below.
55.2% are above or equal to 6/15 close (11 days ago), 44.8% are below.
55.7% are above or equal to 6/14 close (12 days ago), 44.3% are below.
52.3% are above or equal to 6/13 close (13 days ago), 47.7% are below.
43.3% are above or equal to 6/10 close (14 days ago), 56.7% are below.
33.2% are above or equal to 6/9 close (15 days ago), 66.8% are below.
32.6% are above or equal to 6/8 close (16 days ago), 67.4% are below.
34.2% are above or equal to 6/7 close (17 days ago), 65.8% are below.
37.2% are above or equal to 6/6 close (18 days ago), 62.8% are below.
42.4% are above or equal to 6/3 close (19 days ago), 57.6% are below.
40.7% are above or equal to 6/2 close (20 days ago), 59.3% are below.
43.0% are above or equal to 6/1 close (21 days ago), 57.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160630 Closing)
20d: 16.8% new highs, 1.9% new lows
21d: 16.6% new highs, 1.9% new lows
42d: 13.7% new highs, 1.2% new lows
63d: 12.2% new highs, 1.2% new lows
126d: 11.7% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160630 Closing)
2-day: 85.0% above, 15.0% below
3-day: 92.2% above, 7.8% below
4-day: 95.8% above, 4.2% below
5-day: 93.9% above, 6.1% below
8-day: 71.6% above, 28.4% below
10-day: 64.8% above, 35.2% below
20-day: 49.5% above, 50.5% below
50-day: 52.5% above, 47.5% below
200-day: 61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160630 Closing)
META(28): 2.70% Top=SWC X CMC TCK NEM STLD FCX AG ….. GG CCJ CDE CNX AEM TAHO SLCA FMSA=Bottom (Metals & Mining)
INSU(34): 2.49% Top=RDN AXS WRB CNO XL L AFL AGO ….. TRV PRU MET AFSI CLGX PRI AWH MBI=Bottom (Insurance)
MANU(48): 2.46% Top=WOR DDD ATI RS MRC PH RBC TKR ….. PNR DHR DCI MHK ITT MIDD DE SEDG=Bottom (Manufacturing)
ELEC(52): 2.01% Top=IPHI CY WAT MU MSCC MEI JBL ISIL ….. AYI QLGC AVGO KEYS NXPI FLEX SCTY HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): 1.90% Top=SUM MLM OC PWR BECN MTZ AWI PHM ….. TOL TPH KBH DAR DY LEN BLD WCN=Bottom (Materials & Construction)
FINA(107): 1.88% Top=HBAN EVR BXS FMER MTB CIT WETF PACW ….. SCHW BMO PSEC ACAS PVTB BX ARCC KKR=Bottom (Banks/Financials)
DISV(54): 1.70% Top=PAYX KFY CAR RHI DV ZG RRD ACM ….. MYGN FLT AAN YY FDC TMH V MA=Bottom (Diversified Services)
COHW(42): 1.60% Top=SSYS WDC INFN HPQ CCOI PSTG SYNA GIMO ….. LITE CIEN NTAP TDC QCOM WIN TMUS PANW=Bottom (Computer Hardware/Telecom)
COSW(107): 1.52% Top=NTES VNET CYBR ATVI JD YELP PAYC FEYE ….. GDDY HUBS LXFT SPLK ATHM BITA EPAM SQ=Bottom (Computer Software/Internet)
CONS(59): 1.41% Top=OI EPC PAY LULU BERY POOL IP CHD ….. NKE KATE FL SCS SKX MFRM TPX HBI=Bottom (Consumer)
REAL(109): 1.13% Top=ALLY TREE SLG NRZ GPT HR GOV STOR ….. DOC CLNY ROIC SNH SC BRX MPW JLL=Bottom (Real Estate)
TRAN(32): 1.10% Top=XPO GWR GBX KNX WERN AAL SWFT CP ….. CHRW LUV WAB DAL BRS NAT KEX TK=Bottom (Transportation)
HEAL(60): 0.99% Top=PRXL CPHD EW NVRO HRC WST STE PEN ….. INCR GMED HCA ANTM THC WCG MOH CYH=Bottom (Health)
CHEM(28): 0.99% Top=OLN RPM FOE MOS FMC ASH APD WLK ….. ALB DOW MON HUN CF PAH CC MEOH=Bottom (Chemicals/Fertilizers)
RETA(68): 0.94% Top=DKS CORE GES PLCE TLRD CASY RH KORS ….. DLTR TGT W BIG ORLY AN PAG TSCO=Bottom (Retail & Specialty Retail)
LEIS(37): 0.32% Top=DPZ TVPT MAR EXPE H MTN WYN ARMK ….. SHAK RCL EAT PLNT DNKN CMG BWLD DRI=Bottom (Leisure)
ENER(97): 0.18% Top=SGY FET HES WMB NFG MDU OIS NBR ….. UNT CPE ECA CWEI WLL OAS MTDR 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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:32 pm

Market Stats at 3:32 pm ET
by daytrend on 20160630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 992.

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 (20160630 3:32 pm ET)
64.8% of stocks are above yesterday’s high.
87.7% are above yesterday’s midpoint. (12.3% are below.)
4.5% are below yesterday’s low.
30.6% are inside yesterday’s range.
77.9% of stocks with today’s high > yesterday’s high. (22.1% less than).
21.7% of stocks with today’s low < yesterday’s low. (78.3% greater than).

EVIDENCE OF INTRADAY TREND (20160630 3:32 pm ET)
77.8% of stocks are above today’s open. (21.2% are below).
76.3% of stocks are above today’s open and yesterday’s close.
16.3% are below both.
27.4% of stocks opened above yesterday’s high.
71.7% of stocks opened above yesterday’s close. (23.5% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160630 3:32 pm ET)
40.6% of stocks are in the top 10% of today’s range.
64.0% are in the top 20%.
88.0% are in the top half. 12.0% of stocks are in the bottom half of today’s range.
2.7% are in the bottom 20%.
1.2% are in the bottom 10%.

GAIN (20160630 3:32 pm ET)
82.3% of stocks are above yesterday’s close. (17.7% are below.)
1.9% are up 4.5% or more. 0.4% are down 4.5% or more.
4.7% are up 3.5% or more. 1.5% are down 3.5% or more.
36.5% are between +1% and -1%.

RSI on DAILY (20160630 3:32 pm ET)
2-day: >=95:6.9%…>=90:14.4%…>=80:47.1%…>=50:90.0%…<=20:1.5%…<=10:0.5%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.4%…>=50:56.6%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:52.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160630 3:32 pm ET)
64.8% above previous 1 highs, 4.5% below previous 1 lows
64.1% above previous 2 highs, 1.9% below previous 2 lows
59.9% above previous 3 highs, 0.7% below previous 3 lows
33.8% above previous 4 highs, 0.7% below previous 4 lows
18.4% above previous 5 highs, 0.7% below previous 5 lows
17.7% above previous 6 highs, 0.7% below previous 6 lows
17.0% above previous 7 highs, 0.7% below previous 7 lows
16.2% above previous 8 highs, 0.7% below previous 8 lows
16.0% above previous 9 highs, 0.7% below previous 9 lows
15.8% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160630 3:32 pm ET)
82.3% are above or equal to 6/29 close (1 days ago), 17.7% are below.
94.1% are above or equal to 6/28 close (2 days ago), 5.9% are below.
97.6% are above or equal to 6/27 close (3 days ago), 2.4% are below.
76.8% are above or equal to 6/24 close (4 days ago), 23.2% are below.
29.9% are above or equal to 6/23 close (5 days ago), 70.1% are below.
44.7% are above or equal to 6/22 close (6 days ago), 55.3% are below.
41.7% are above or equal to 6/21 close (7 days ago), 58.3% are below.
44.5% are above or equal to 6/20 close (8 days ago), 55.5% are below.
51.6% are above or equal to 6/17 close (9 days ago), 48.4% are below.
54.4% are above or equal to 6/16 close (10 days ago), 45.6% are below.
53.3% are above or equal to 6/15 close (11 days ago), 46.7% are below.
54.0% are above or equal to 6/14 close (12 days ago), 46.0% are below.
50.5% are above or equal to 6/13 close (13 days ago), 49.5% are below.
41.5% are above or equal to 6/10 close (14 days ago), 58.5% are below.
32.1% are above or equal to 6/9 close (15 days ago), 67.9% are below.
31.1% are above or equal to 6/8 close (16 days ago), 68.9% are below.
33.3% are above or equal to 6/7 close (17 days ago), 66.7% are below.
35.7% are above or equal to 6/6 close (18 days ago), 64.3% are below.
41.0% are above or equal to 6/3 close (19 days ago), 59.0% are below.
39.6% are above or equal to 6/2 close (20 days ago), 60.4% are below.
42.4% are above or equal to 6/1 close (21 days ago), 57.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160630 3:32 pm ET)
20d: 15.5% new highs, 1.9% new lows
21d: 15.3% new highs, 1.9% new lows
42d: 13.0% new highs, 1.2% new lows
63d: 11.6% new highs, 1.2% new lows
126d: 11.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160630 3:32 pm ET)
2-day: 81.7% above, 18.3% below
3-day: 90.9% above, 9.1% below
4-day: 95.2% above, 4.8% below
5-day: 93.4% above, 6.6% below
8-day: 67.1% above, 32.9% below
10-day: 60.8% above, 39.2% below
20-day: 46.8% above, 53.2% below
50-day: 50.4% above, 49.6% below
200-day: 60.3% above, 39.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160630 3:32 pm ET)
META(28): 2.50% Top=SWC X CMC TCK NEM SSRI SLW STLD ….. RGLD AA GSM CNX AEM TAHO SLCA FMSA=Bottom (Metals & Mining)
MANU(48): 2.17% Top=WOR DDD ATI RS MRC PH TKR GE ….. PNR ZBRA DHR MHK ITT DE MIDD SEDG=Bottom (Manufacturing)
INSU(34): 2.12% Top=RDN AXS WRB CNO XL AFL L AON ….. TRV AFSI PRU CLGX MET PRI AWH MBI=Bottom (Insurance)
ELEC(52): 1.80% Top=IPHI CY WAT MSCC MU JBL GLW MEI ….. QLGC CAVM AVGO KEYS NXPI FLEX SCTY HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): 1.63% Top=SUM MLM PWR OC PHM MTZ EXP AWI ….. CVA TPH DAR KBH LEN DY WCN BLD=Bottom (Materials & Construction)
DISV(54): 1.44% Top=PAYX KFY CAR RHI ZG DV BAH ACM ….. FLT MYGN YY AAN FDC TMH V MA=Bottom (Diversified Services)
FINA(107): 1.38% Top=EVR HBAN BXS MTB WETF FMER CIT EV ….. BMO PSEC BGCP PVTB ACAS BX KKR ARCC=Bottom (Banks/Financials)
COHW(42): 1.35% Top=SSYS WDC INFN HPQ CCOI SYNA VRSN MSI ….. CIEN TDC NTAP LITE TMUS QCOM WIN PANW=Bottom (Computer Hardware/Telecom)
COSW(107): 1.30% Top=NTES ATVI YELP JD VNET CYBR WB MTCH ….. GDDY ATHM BITA SPLK HUBS LXFT SQ EPAM=Bottom (Computer Software/Internet)
CONS(59): 1.12% Top=EPC PAY OI BERY CHD LULU IP BMS ….. SHOO KATE FL SKX SCS TPX MFRM HBI=Bottom (Consumer)
TRAN(32): 0.89% Top=XPO GWR GBX WERN KNX CP SWFT AAL ….. ALK CHRW WAB DAL NAT BRS KEX TK=Bottom (Transportation)
CHEM(28): 0.76% Top=OLN RPM FOE MOS APD WLK FMC POT ….. GRA AXTA MON HUN CF PAH CC MEOH=Bottom (Chemicals/Fertilizers)
RETA(68): 0.75% Top=CORE DKS GES ANF MIK TLRD KMX PLCE ….. W TGT BIG BID ORLY AN PAG TSCO=Bottom (Retail & Specialty Retail)
REAL(109): 0.73% Top=ALLY TREE SLG NRZ HR GPT GOV PGRE ….. CLNY RPAI ROIC BRX SNH SC MPW JLL=Bottom (Real Estate)
HEAL(60): 0.65% Top=PRXL CPHD EW HRC NVRO VAR WST STE ….. GMED PRAH ADPT THC WCG INCR MOH CYH=Bottom (Health)
LEIS(37): 0.11% Top=DPZ TVPT MAR EXPE H WYN ARMK QSR ….. PLNT RCL SHAK EAT CMG DNKN BWLD DRI=Bottom (Leisure)
ENER(97): 0.07% Top=SGY FET WMB HES NFG NBR MDU PDCE ….. QEP UNT CPE ECA WLL MTDR OAS 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 3:32 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:27 pm

Market Stats at 2:27 pm ET
by daytrend on 20160630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 992.

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 (20160630 2:27 pm ET)
62.2% of stocks are above yesterday’s high.
85.3% are above yesterday’s midpoint. (14.7% are below.)
5.1% are below yesterday’s low.
32.7% are inside yesterday’s range.
75.8% of stocks with today’s high > yesterday’s high. (24.2% less than).
21.5% of stocks with today’s low < yesterday’s low. (78.5% greater than).

EVIDENCE OF INTRADAY TREND (20160630 2:27 pm ET)
74.9% of stocks are above today’s open. (23.6% are below).
72.7% of stocks are above today’s open and yesterday’s close.
17.2% are below both.
27.4% of stocks opened above yesterday’s high.
71.7% of stocks opened above yesterday’s close. (23.5% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160630 2:27 pm ET)
41.7% of stocks are in the top 10% of today’s range.
60.9% are in the top 20%.
85.8% are in the top half. 14.2% of stocks are in the bottom half of today’s range.
2.9% are in the bottom 20%.
0.9% are in the bottom 10%.

GAIN (20160630 2:27 pm ET)
80.5% of stocks are above yesterday’s close. (19.5% are below.)
1.3% are up 4.5% or more. 0.7% are down 4.5% or more.
3.6% are up 3.5% or more. 1.6% are down 3.5% or more.
39.7% are between +1% and -1%.

RSI on DAILY (20160630 2:27 pm ET)
2-day: >=95:7.0%…>=90:13.2%…>=80:44.0%…>=50:89.7%…<=20:1.5%…<=10:0.4%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.3%…>=50:55.2%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:51.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160630 2:27 pm ET)
62.2% above previous 1 highs, 5.1% below previous 1 lows
61.5% above previous 2 highs, 2.1% below previous 2 lows
57.1% above previous 3 highs, 0.6% below previous 3 lows
32.7% above previous 4 highs, 0.6% below previous 4 lows
18.0% above previous 5 highs, 0.6% below previous 5 lows
17.6% above previous 6 highs, 0.6% below previous 6 lows
16.7% above previous 7 highs, 0.6% below previous 7 lows
15.5% above previous 8 highs, 0.6% below previous 8 lows
15.4% above previous 9 highs, 0.6% below previous 9 lows
15.2% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160630 2:27 pm ET)
80.5% are above or equal to 6/29 close (1 days ago), 19.5% are below.
94.1% are above or equal to 6/28 close (2 days ago), 5.9% are below.
97.7% are above or equal to 6/27 close (3 days ago), 2.3% are below.
75.1% are above or equal to 6/24 close (4 days ago), 24.9% are below.
28.4% are above or equal to 6/23 close (5 days ago), 71.6% are below.
43.3% are above or equal to 6/22 close (6 days ago), 56.7% are below.
40.9% are above or equal to 6/21 close (7 days ago), 59.1% are below.
42.6% are above or equal to 6/20 close (8 days ago), 57.4% are below.
51.0% are above or equal to 6/17 close (9 days ago), 49.0% are below.
54.2% are above or equal to 6/16 close (10 days ago), 45.8% are below.
51.6% are above or equal to 6/15 close (11 days ago), 48.4% are below.
53.5% are above or equal to 6/14 close (12 days ago), 46.5% are below.
49.4% are above or equal to 6/13 close (13 days ago), 50.6% are below.
41.1% are above or equal to 6/10 close (14 days ago), 58.9% are below.
31.5% are above or equal to 6/9 close (15 days ago), 68.5% are below.
30.4% are above or equal to 6/8 close (16 days ago), 69.6% are below.
32.6% are above or equal to 6/7 close (17 days ago), 67.4% are below.
35.0% are above or equal to 6/6 close (18 days ago), 65.0% are below.
40.6% are above or equal to 6/3 close (19 days ago), 59.4% are below.
38.2% are above or equal to 6/2 close (20 days ago), 61.8% are below.
41.6% are above or equal to 6/1 close (21 days ago), 58.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160630 2:27 pm ET)
20d: 13.9% new highs, 1.8% new lows
21d: 13.6% new highs, 1.8% new lows
42d: 11.8% new highs, 1.0% new lows
63d: 10.5% new highs, 1.0% new lows
126d: 10.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160630 2:27 pm ET)
2-day: 79.5% above, 20.5% below
3-day: 90.3% above, 9.7% below
4-day: 94.9% above, 5.1% below
5-day: 92.7% above, 7.3% below
8-day: 65.5% above, 34.5% below
10-day: 59.0% above, 41.0% below
20-day: 45.9% above, 54.1% below
50-day: 50.4% above, 49.6% below
200-day: 59.9% above, 40.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160630 2:27 pm ET)
META(28): 2.11% Top=SWC X CMC TCK NEM AGI ABX SSRI ….. RGLD CDE AEM CNX SLCA GSM TAHO FMSA=Bottom (Metals & Mining)
MANU(48): 2.03% Top=WOR DDD ATI RS MRC PH CFX TKR ….. BWXT PNR DHR ATU DE ITT MIDD SEDG=Bottom (Manufacturing)
INSU(34): 1.99% Top=RDN AXS WRB CNO AIG XL MMC AON ….. CLGX TRV MET PRU PRI AWH AFSI MBI=Bottom (Insurance)
ELEC(52): 1.58% Top=IPHI CY WAT GLW MU MSCC MEI CREE ….. QLGC AVGO KEYS NXPI BW FLEX SCTY HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): 1.55% Top=SUM MLM PWR PHM OC EXP WY FAST ….. TPH LEN CVA KBH DY DAR BLD WCN=Bottom (Materials & Construction)
FINA(107): 1.34% Top=BXS EVR HBAN MTB WETF FMER CIT STT ….. PSEC ACAS PVTB BGCP OMF BX ARCC KKR=Bottom (Banks/Financials)
DISV(54): 1.25% Top=PAYX KFY CAR RHI DV XRS ZG RRD ….. YY PRAA AAN FDC WTW TMH MA V=Bottom (Diversified Services)
COHW(42): 1.03% Top=SSYS WDC INFN HPQ CCOI MSI T VRSN ….. TDC BRCD LITE NTAP QCOM TMUS WIN PANW=Bottom (Computer Hardware/Telecom)
COSW(107): 0.97% Top=NTES JD VNET YELP ATVI VIPS HPE MTCH ….. TWOU ROVI LXFT SQ BITA HUBS SPLK EPAM=Bottom (Computer Software/Internet)
CONS(59): 0.95% Top=OI EPC CHD LULU PAY BERY IP POOL ….. KATE SHOO SKX KS SCS TPX MFRM HBI=Bottom (Consumer)
TRAN(32): 0.87% Top=KNX GWR XPO WERN SWFT GBX CP EXPD ….. UAL KSU LUV DAL NAT BRS KEX TK=Bottom (Transportation)
CHEM(28): 0.76% Top=OLN RPM POT MOS APD DD ASH FMC ….. AXTA MON EMN HUN CF PAH CC MEOH=Bottom (Chemicals/Fertilizers)
RETA(68): 0.71% Top=DKS TLRD CORE LOW GES KMX ANF PLCE ….. BIG ORLY BID WSM AN W PAG TSCO=Bottom (Retail & Specialty Retail)
REAL(109): 0.65% Top=ALLY TREE HR NRZ SLG STOR GOV PGRE ….. RLGY CLNY ROIC MPW BRX SNH SC JLL=Bottom (Real Estate)
HEAL(60): 0.42% Top=CPHD EW PRXL NVRO HRC STE ABT VAR ….. THC AMSG ADPT WCG PRAH INCR MOH CYH=Bottom (Health)
LEIS(37): 0.09% Top=DPZ TVPT EXPE MAR H WYN ARMK MTN ….. SHAK SIX CMG EAT RCL DNKN BWLD DRI=Bottom (Leisure)
ENER(97): -0.03% Top=SGY FET HES NFG WMB FTI NBR RES ….. CPE ECA QEP WLL UNT OAS SN MTDR=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 2:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:35 am

Market Stats at 10:35 am ET
by daytrend on 20160630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 992.

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 (20160630 10:35 am ET)
25.0% of stocks are above yesterday’s high.
69.7% are above yesterday’s midpoint. (30.3% are below.)
9.7% are below yesterday’s low.
65.3% are inside yesterday’s range.
55.8% of stocks with today’s high > yesterday’s high. (44.2% less than).
19.0% of stocks with today’s low < yesterday’s low. (81.0% greater than).

EVIDENCE OF INTRADAY TREND (20160630 10:35 am ET)
35.2% of stocks are above today’s open. (62.2% are below).
32.5% of stocks are above today’s open and yesterday’s close.
47.3% are below both.
27.2% of stocks opened above yesterday’s high.
71.1% of stocks opened above yesterday’s close. (23.4% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160630 10:35 am ET)
12.1% of stocks are in the top 10% of today’s range.
20.7% are in the top 20%.
48.1% are in the top half. 51.9% of stocks are in the bottom half of today’s range.
18.8% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN (20160630 10:35 am ET)
50.3% of stocks are above yesterday’s close. (49.7% are below.)
0.4% are up 4.5% or more. 0.9% are down 4.5% or more.
0.6% are up 3.5% or more. 2.0% are down 3.5% or more.
71.9% are between +1% and -1%.

RSI on DAILY (20160630 10:35 am ET)
2-day: >=95:3.8%…>=90:7.3%…>=80:20.6%…>=50:77.0%…<=20:2.4%…<=10:0.6%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.3%…>=50:42.3%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:41.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160630 10:35 am ET)
25.0% above previous 1 highs, 9.7% below previous 1 lows
24.5% above previous 2 highs, 2.9% below previous 2 lows
21.9% above previous 3 highs, 0.9% below previous 3 lows
10.4% above previous 4 highs, 0.8% below previous 4 lows
4.7% above previous 5 highs, 0.8% below previous 5 lows
4.7% above previous 6 highs, 0.8% below previous 6 lows
4.5% above previous 7 highs, 0.7% below previous 7 lows
4.2% above previous 8 highs, 0.7% below previous 8 lows
4.2% above previous 9 highs, 0.7% below previous 9 lows
4.2% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160630 10:35 am ET)
50.3% are above or equal to 6/29 close (1 days ago), 49.7% are below.
90.0% are above or equal to 6/28 close (2 days ago), 10.0% are below.
95.3% are above or equal to 6/27 close (3 days ago), 4.7% are below.
61.5% are above or equal to 6/24 close (4 days ago), 38.5% are below.
20.4% are above or equal to 6/23 close (5 days ago), 79.6% are below.
33.1% are above or equal to 6/22 close (6 days ago), 66.9% are below.
31.1% are above or equal to 6/21 close (7 days ago), 68.9% are below.
33.8% are above or equal to 6/20 close (8 days ago), 66.2% are below.
42.9% are above or equal to 6/17 close (9 days ago), 57.1% are below.
44.1% are above or equal to 6/16 close (10 days ago), 55.9% are below.
43.5% are above or equal to 6/15 close (11 days ago), 56.5% are below.
44.6% are above or equal to 6/14 close (12 days ago), 55.4% are below.
42.0% are above or equal to 6/13 close (13 days ago), 58.0% are below.
34.9% are above or equal to 6/10 close (14 days ago), 65.1% are below.
25.2% are above or equal to 6/9 close (15 days ago), 74.8% are below.
24.6% are above or equal to 6/8 close (16 days ago), 75.4% are below.
27.4% are above or equal to 6/7 close (17 days ago), 72.6% are below.
29.2% are above or equal to 6/6 close (18 days ago), 70.8% are below.
34.3% are above or equal to 6/3 close (19 days ago), 65.7% are below.
32.6% are above or equal to 6/2 close (20 days ago), 67.4% are below.
35.5% are above or equal to 6/1 close (21 days ago), 64.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160630 10:35 am ET)
20d: 6.7% new highs, 1.5% new lows
21d: 6.7% new highs, 1.5% new lows
42d: 6.0% new highs, 0.6% new lows
63d: 5.2% new highs, 0.6% new lows
126d: 4.9% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160630 10:35 am ET)
2-day: 47.9% above, 52.1% below
3-day: 80.6% above, 19.4% below
4-day: 91.1% above, 8.9% below
5-day: 86.3% above, 13.7% below
8-day: 48.9% above, 51.1% below
10-day: 44.4% above, 55.6% below
20-day: 36.7% above, 63.3% below
50-day: 43.8% above, 56.3% below
200-day: 56.6% above, 43.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160630 10:35 am ET)
ELEC(52): 0.62% Top=IPHI CY WAT MSCC MXL MU IDTI BRKR ….. FSLR SANM QRVO FIT SCTY BW NXPI FLEX=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(34): 0.60% Top=RDN AXS AON CNO XL FAF FNF VR ….. CLGX AFSI WRB PRU PRI LNC MET MBI=Bottom (Insurance)
MANU(48): 0.40% Top=WOR DDD RS TKR GE LII SWK PH ….. DE PNR JOY SEDG ITT MHK FLOW ZBRA=Bottom (Manufacturing)
FINA(107): 0.17% Top=BXS HBAN FMER CFG MTB STT SEIC STI ….. KKR SCHW NSAM OMF IBKR NAVI BGCP LPLA=Bottom (Banks/Financials)
COSW(107): 0.08% Top=NTES ATVI GRUB TTWO CYBR VIPS TSS CSRA ….. NOW EPAM HUBS TEAM VNET LXFT SPLK BITA=Bottom (Computer Software/Internet)
DISV(54): 0.04% Top=PAYX KFY VNTV LDOS PCLN DV G SCI ….. MA FLT V ADS FDC AAN PRAA TMH=Bottom (Diversified Services)
MATE(30): -0.03% Top=MLM WY PWR WM SUM FAST VMC RSG ….. AWI CAA LEN TPH DY KBH BLD CSTE=Bottom (Materials & Construction)
META(28): -0.09% Top=AGI CMC STLD SWC NUE ABX SSRI NEM ….. FNV CNX RGLD FCX TAHO CDE GSM FMSA=Bottom (Metals & Mining)
COHW(42): -0.15% Top=SSYS VIAV VG VRSN MSI T CCOI HPQ ….. STX PSTG TDC CDW BRCD NTAP QCOM WIN=Bottom (Computer Hardware/Telecom)
REAL(109): -0.16% Top=ALLY TREE ACC EXR SRC CONE STOR CSAL ….. RLGY RLJ CBG NRF CLNY BRX JLL SC=Bottom (Real Estate)
HEAL(60): -0.27% Top=CPHD EW PEN COO RMD STE VWR ABT ….. ELGX EVHC PRAH AMSG BKD THC INCR CYH=Bottom (Health)
CONS(59): -0.39% Top=LULU PAY BERY EPC BMS CHD AVY MLHR ….. SCS KS SKX UFS SHOO TPX HBI MFRM=Bottom (Consumer)
RETA(68): -0.42% Top=CORE SFM BURL BABA PLCE CST LOW FINL ….. BID WSM M LL PAG AN GNC TSCO=Bottom (Retail & Specialty Retail)
TRAN(32): -0.44% Top=XPO WERN GBX KNX EXPD JBLU GWR NSC ….. CSX ODFL NAT DAL KSU TK KEX BRS=Bottom (Transportation)
CHEM(28): -0.58% Top=FOE OLN RPM IFF SHW ASH PX POL ….. MOS EMN CF POT HUN CC PAH MEOH=Bottom (Chemicals/Fertilizers)
ENER(97): -1.08% Top=SGY HES FTI OIS MDU OII COG EGN ….. SN MTDR UNT CWEI CVI SM OAS WLL=Bottom (Energy)
LEIS(37): -1.14% Top=DPZ MTN TVPT EXPE MAR MCD ARMK WYN ….. JACK LVS DNKN BWLD GPRO EAT SHAK DRI=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 10:35 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:55 am

Market Stats at 9:54 am ET
by daytrend on 20160630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 992.

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 (20160630 9:54 am ET)
15.8% of stocks are above yesterday’s high.
63.7% are above yesterday’s midpoint. (36.3% are below.)
10.6% are below yesterday’s low.
73.6% are inside yesterday’s range.
52.0% of stocks with today’s high > yesterday’s high. (48.0% less than).
15.2% of stocks with today’s low < yesterday’s low. (84.8% greater than).

EVIDENCE OF INTRADAY TREND (20160630 9:54 am ET)
20.6% of stocks are above today’s open. (77.8% are below).
18.4% of stocks are above today’s open and yesterday’s close.
59.6% are below both.
27.2% of stocks opened above yesterday’s high.
71.1% of stocks opened above yesterday’s close. (23.4% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160630 9:54 am ET)
2.0% of stocks are in the top 10% of today’s range.
4.7% are in the top 20%.
23.2% are in the top half. 76.8% of stocks are in the bottom half of today’s range.
45.5% are in the bottom 20%.
27.5% are in the bottom 10%.

GAIN (20160630 9:54 am ET)
38.3% of stocks are above yesterday’s close. (61.7% are below.)
0.3% are up 4.5% or more. 0.6% are down 4.5% or more.
0.7% are up 3.5% or more. 2.4% are down 3.5% or more.
74.9% are between +1% and -1%.

RSI on DAILY (20160630 9:54 am ET)
2-day: >=95:1.8%…>=90:4.3%…>=80:13.6%…>=50:73.0%…<=20:2.4%…<=10:0.5%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:39.9%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:39.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160630 9:54 am ET)
15.8% above previous 1 highs, 10.6% below previous 1 lows
15.7% above previous 2 highs, 2.4% below previous 2 lows
14.4% above previous 3 highs, 0.5% below previous 3 lows
7.2% above previous 4 highs, 0.5% below previous 4 lows
2.9% above previous 5 highs, 0.5% below previous 5 lows
2.9% above previous 6 highs, 0.5% below previous 6 lows
2.8% above previous 7 highs, 0.5% below previous 7 lows
2.5% above previous 8 highs, 0.5% below previous 8 lows
2.5% above previous 9 highs, 0.5% below previous 9 lows
2.5% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160630 9:54 am ET)
38.3% are above or equal to 6/29 close (1 days ago), 61.7% are below.
88.1% are above or equal to 6/28 close (2 days ago), 11.9% are below.
95.7% are above or equal to 6/27 close (3 days ago), 4.3% are below.
59.0% are above or equal to 6/24 close (4 days ago), 41.0% are below.
18.9% are above or equal to 6/23 close (5 days ago), 81.1% are below.
31.5% are above or equal to 6/22 close (6 days ago), 68.5% are below.
28.9% are above or equal to 6/21 close (7 days ago), 71.1% are below.
31.0% are above or equal to 6/20 close (8 days ago), 69.0% are below.
41.2% are above or equal to 6/17 close (9 days ago), 58.8% are below.
42.1% are above or equal to 6/16 close (10 days ago), 57.9% are below.
41.4% are above or equal to 6/15 close (11 days ago), 58.6% are below.
42.1% are above or equal to 6/14 close (12 days ago), 57.9% are below.
39.8% are above or equal to 6/13 close (13 days ago), 60.2% are below.
33.2% are above or equal to 6/10 close (14 days ago), 66.8% are below.
24.5% are above or equal to 6/9 close (15 days ago), 75.5% are below.
24.6% are above or equal to 6/8 close (16 days ago), 75.4% are below.
26.1% are above or equal to 6/7 close (17 days ago), 73.9% are below.
28.1% are above or equal to 6/6 close (18 days ago), 71.9% are below.
32.6% are above or equal to 6/3 close (19 days ago), 67.4% are below.
31.6% are above or equal to 6/2 close (20 days ago), 68.4% are below.
34.3% are above or equal to 6/1 close (21 days ago), 65.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160630 9:54 am ET)
20d: 5.6% new highs, 0.6% new lows
21d: 5.6% new highs, 0.6% new lows
42d: 5.0% new highs, 0.2% new lows
63d: 4.5% new highs, 0.2% new lows
126d: 4.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160630 9:54 am ET)
2-day: 36.1% above, 63.9% below
3-day: 77.3% above, 22.7% below
4-day: 91.2% above, 8.8% below
5-day: 85.4% above, 14.6% below
8-day: 44.9% above, 55.1% below
10-day: 41.5% above, 58.5% below
20-day: 33.9% above, 66.1% below
50-day: 42.5% above, 57.5% below
200-day: 56.1% above, 43.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160630 9:54 am ET)
META(28): 0.41% Top=AGI STLD NEM CMC ABX SSRI AG NUE ….. AA TAHO CCJ SLCA CNX FCX GSM FMSA=Bottom (Metals & Mining)
INSU(34): 0.35% Top=RDN AXS AGO VR AON ALL AIZ CNO ….. UNM TMK HIG AFSI PRU MET PRI LNC=Bottom (Insurance)
ELEC(52): 0.32% Top=IPHI CY MTSI MSCC IDTI MXL BRKR SNPS ….. GRMN QRVO MRVL NXPI SCTY FLEX BW FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(48): 0.06% Top=WOR RS DDD ATI GE ROK LII AOS ….. RXN MHK TEX TILE ZBRA FLOW JOY SEDG=Bottom (Manufacturing)
COSW(107): -0.07% Top=NTES GRUB ZEN TTWO ATVI WB TSS CYBR ….. NOW BOX SPLK SQ TEAM FEYE BITA VNET=Bottom (Computer Software/Internet)
FINA(107): -0.08% Top=BXS HBAN FMER CFG STT MTB BK CMA ….. SCHW NAVI AXP WETF WDR BGCP LPLA OMF=Bottom (Banks/Financials)
DISV(54): -0.20% Top=PAYX PCLN VNTV LDOS DV KFY G FISV ….. ADS KBR TMH R CAR FDC AAN PRAA=Bottom (Diversified Services)
HEAL(60): -0.29% Top=CPHD PRXL COO ABMD NXTM EW WST VWR ….. PODD OPK ADPT ELGX BKD INCR THC CYH=Bottom (Health)
COHW(42): -0.33% Top=SSYS PANW VIAV MSI CCOI VG BBRY UBNT ….. INFN WDC CDW NTAP QCOM PSTG WIN STX=Bottom (Computer Hardware/Telecom)
MATE(30): -0.37% Top=WY WM FAST OC RSG MLM PWR VMC ….. MAS CSTE DY CAA BLD LEN TPH KBH=Bottom (Materials & Construction)
REAL(109): -0.51% Top=ALLY TREE CONE GOV MAC SRC OUT AGNC ….. RPAI NRF CBL WPG CBG JLL BRX SC=Bottom (Real Estate)
CONS(59): -0.52% Top=BERY LULU BMS FN CHD EPC MLHR FBHS ….. SCS FOSL SKX UFS DECK TPX MFRM HBI=Bottom (Consumer)
RETA(68): -0.53% Top=BABA PLCE WFM CORE GES BURL TLRD SFM ….. SBH BBBY GPS OLLI PAG LL GNC TSCO=Bottom (Retail & Specialty Retail)
TRAN(32): -0.70% Top=WAB JBLU EXPD WERN HA GBX CP KNX ….. DAL SWFT XPO ODFL NAT BRS KEX TK=Bottom (Transportation)
CHEM(28): -0.72% Top=FOE POL IFF RPM OLN ASH APD PX ….. FMC MOS PAH POT HUN CF CC MEOH=Bottom (Chemicals/Fertilizers)
LEIS(37): -1.03% Top=DPZ MTN TVPT MCD MAR SBUX QSR EXPE ….. MGM RCL EAT SHAK PLAY DNKN GPRO DRI=Bottom (Leisure)
ENER(97): -1.47% Top=SGY HES PAGP FTI SLB OIS HAL WMB ….. MTDR HFC OAS SM CVI WNR CWEI WLL=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 9:54 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

06/29/2016

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

Closing Stats
by daytrend on 20160629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 991.

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 (20160629 Closing)
82.5% of stocks are above yesterday’s high.
96.4% are above yesterday’s midpoint. (3.6% are below.)
0.9% are below yesterday’s low.
16.5% are inside yesterday’s range.
93.5% of stocks with today’s high > yesterday’s high. (6.5% less than).
3.4% of stocks with today’s low < yesterday’s low. (96.6% greater than).

EVIDENCE OF INTRADAY TREND (20160629 Closing)
82.2% of stocks are above today’s open. (17.2% are below).
82.0% of stocks are above today’s open and yesterday’s close.
4.7% are below both.
67.8% of stocks opened above yesterday’s high.
97.7% of stocks opened above yesterday’s close. (1.7% opened below yesterday’s close).
0.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160629 Closing)
24.5% of stocks are in the top 10% of today’s range.
47.8% are in the top 20%.
80.7% are in the top half. 19.3% of stocks are in the bottom half of today’s range.
4.7% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN (20160629 Closing)
95.1% of stocks are above yesterday’s close. (4.9% are below.)
7.2% are up 4.5% or more. 0.2% are down 4.5% or more.
17.8% are up 3.5% or more. 0.2% are down 3.5% or more.
16.5% are between +1% and -1%.

RSI on DAILY (20160629 Closing)
2-day: >=95:4.6%…>=90:8.4%…>=80:20.6%…>=50:90.1%…<=20:0.3%…<=10:0.2%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.8%…>=50:43.1%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:42.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160629 Closing)
82.5% above previous 1 highs, 0.9% below previous 1 lows
66.9% above previous 2 highs, 0.2% below previous 2 lows
27.3% above previous 3 highs, 0.2% below previous 3 lows
12.7% above previous 4 highs, 0.2% below previous 4 lows
12.3% above previous 5 highs, 0.2% below previous 5 lows
11.8% above previous 6 highs, 0.2% below previous 6 lows
11.2% above previous 7 highs, 0.2% below previous 7 lows
11.1% above previous 8 highs, 0.2% below previous 8 lows
11.0% above previous 9 highs, 0.2% below previous 9 lows
10.7% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160629 Closing)
95.1% are above or equal to 6/28 close (1 days ago), 4.9% are below.
98.1% are above or equal to 6/27 close (2 days ago), 1.9% are below.
63.7% are above or equal to 6/24 close (3 days ago), 36.3% are below.
21.1% are above or equal to 6/23 close (4 days ago), 78.9% are below.
33.1% are above or equal to 6/22 close (5 days ago), 66.9% are below.
31.1% are above or equal to 6/21 close (6 days ago), 68.9% are below.
33.2% are above or equal to 6/20 close (7 days ago), 66.8% are below.
42.3% are above or equal to 6/17 close (8 days ago), 57.7% are below.
44.2% are above or equal to 6/16 close (9 days ago), 55.8% are below.
42.9% are above or equal to 6/15 close (10 days ago), 57.1% are below.
44.6% are above or equal to 6/14 close (11 days ago), 55.4% are below.
43.3% are above or equal to 6/13 close (12 days ago), 56.7% are below.
34.9% are above or equal to 6/10 close (13 days ago), 65.1% are below.
25.1% are above or equal to 6/9 close (14 days ago), 74.9% are below.
25.3% are above or equal to 6/8 close (15 days ago), 74.7% are below.
27.4% are above or equal to 6/7 close (16 days ago), 72.6% are below.
29.2% are above or equal to 6/6 close (17 days ago), 70.8% are below.
34.3% are above or equal to 6/3 close (18 days ago), 65.7% are below.
33.4% are above or equal to 6/2 close (19 days ago), 66.6% are below.
35.9% are above or equal to 6/1 close (20 days ago), 64.1% are below.
37.0% are above or equal to 5/31 close (21 days ago), 63.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160629 Closing)
20d: 11.9% new highs, 0.8% new lows
21d: 11.6% new highs, 0.8% new lows
42d: 9.2% new highs, 0.7% new lows
63d: 8.5% new highs, 0.7% new lows
126d: 8.2% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160629 Closing)
2-day: 95.1% above, 4.9% below
3-day: 98.3% above, 1.7% below
4-day: 93.6% above, 6.4% below
5-day: 66.7% above, 33.3% below
8-day: 45.5% above, 54.5% below
10-day: 45.7% above, 54.3% below
20-day: 34.9% above, 65.1% below
50-day: 43.3% above, 56.7% below
200-day: 56.8% above, 43.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160629 Closing)
FINA(107): 2.89% Top=PVTB SLM BOFI PB TCBI MBFI VOYA LAZ ….. FMER FNFG TD BMO NSAM WU MKTX ACAS=Bottom (Banks/Financials)
MATE(31): 2.72% Top=DAR SUM WY CSTE TPC FLR DY KBH ….. MAS TOL LEN OC WCN FAST RSG WM=Bottom (Materials & Construction)
DISV(53): 2.61% Top=CAR FDC MAN IILG KBR AL AAN URI ….. GPN LDOS WTW GMT PAYX EEFT CXW SCOR=Bottom (Diversified Services)
LEIS(38): 2.58% Top=LQ CMG SHAK WYN PLNT H MAR HLT ….. BWLD BOBE JACK DRI WEN MTN MCD SONC=Bottom (Leisure)
META(28): 2.52% Top=TCK SWC PAAS SLCA CNX CDE AG SLW ….. X SCCO BVN FCX STLD ABX CMC AA=Bottom (Metals & Mining)
TRAN(32): 2.48% Top=TK SAVE DAL JBLU UAL XPO LUV GBX ….. WERN UPS FDX EXPD CHRW HA NAT BRS=Bottom (Transportation)
CONS(59): 2.38% Top=SKX UA FOSL FL KATE WWW GIII SHOO ….. EPC BMS GT HAS ENR CCK CHD CLX=Bottom (Consumer)
COHW(43): 2.36% Top=STX NTAP INFN COMM PSTG SSYS WIN PANW ….. OLED AAPL FNSR VZ TDC CDW SYNA VIAV=Bottom (Computer Hardware/Telecom)
ENER(97): 2.30% Top=OAS MUR WLL CPE WPX MTDR RIG ECA ….. MDU GPOR CWEI RRC RICE COG AR SWN=Bottom (Energy)
COSW(106): 2.27% Top=SHOP GRUB PFPT WIX NTES FEYE YELP INOV ….. CVLT LXFT SQI CVG IMPV EPAM RAX VNET=Bottom (Computer Software/Internet)
RETA(69): 2.25% Top=RH TLRD ETSY ASNA FRAN DKS LL WBA ….. PAG CORE TGT AEO WFM KSS HD LOW=Bottom (Retail & Specialty Retail)
INSU(33): 2.23% Top=MBI MET AGO AIG CNO LNC AWH WLTW ….. PRI AXS XL AIZ VR ALL FAF AFSI=Bottom (Insurance)
CHEM(28): 2.22% Top=PAH OLN HUN WLK FMC POL MEOH AXTA ….. FOE CF EMN ALB AGU POT CC SHW=Bottom (Chemicals/Fertilizers)
HEAL(60): 2.06% Top=ADPT CNC ELGX STE THC ANTM PEN HYH ….. COO INCR OPK WST EVHC AMSG HTWR VWR=Bottom (Health)
MANU(48): 1.63% Top=JOY FLOW DDD TEX MRC WOR RXN DOV ….. ROP HON RBC DE LII CFX ITT ZBRA=Bottom (Manufacturing)
ELEC(52): 1.47% Top=FSLR QRVO AVGO SPWR CY AMAT IPHI MEI ….. FLEX ON CRUS FEIC AMBA MXL IDTI BW=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(107): 1.46% Top=SC HST KW RLJ LHO PEB ALLY TREE ….. BRX AGNC COR DOC OHI HTA SSS HR=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:07 pm

Market Stats at 2:07 pm ET
by daytrend on 20160629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 990.

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 (20160629 2:07 pm ET)
81.4% of stocks are above yesterday’s high.
95.6% are above yesterday’s midpoint. (4.4% are below.)
0.7% are below yesterday’s low.
17.9% are inside yesterday’s range.
92.6% of stocks with today’s high > yesterday’s high. (7.4% less than).
3.4% of stocks with today’s low < yesterday’s low. (96.6% greater than).

EVIDENCE OF INTRADAY TREND (20160629 2:07 pm ET)
79.7% of stocks are above today’s open. (19.3% are below).
79.3% of stocks are above today’s open and yesterday’s close.
5.2% are below both.
67.8% of stocks opened above yesterday’s high.
97.7% of stocks opened above yesterday’s close. (1.7% opened below yesterday’s close).
0.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160629 2:07 pm ET)
31.3% of stocks are in the top 10% of today’s range.
50.0% are in the top 20%.
79.8% are in the top half. 20.2% of stocks are in the bottom half of today’s range.
6.0% are in the bottom 20%.
2.4% are in the bottom 10%.

GAIN (20160629 2:07 pm ET)
94.4% of stocks are above yesterday’s close. (5.6% are below.)
7.9% are up 4.5% or more. 0.1% are down 4.5% or more.
16.6% are up 3.5% or more. 0.2% are down 3.5% or more.
20.2% are between +1% and -1%.

RSI on DAILY (20160629 2:07 pm ET)
2-day: >=95:4.4%…>=90:8.1%…>=80:20.2%…>=50:88.3%…<=20:0.7%…<=10:0.2%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.5%…>=50:42.1%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:41.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160629 2:07 pm ET)
81.4% above previous 1 highs, 0.7% below previous 1 lows
64.6% above previous 2 highs, 0.2% below previous 2 lows
25.4% above previous 3 highs, 0.1% below previous 3 lows
12.5% above previous 4 highs, 0.1% below previous 4 lows
11.8% above previous 5 highs, 0.1% below previous 5 lows
11.2% above previous 6 highs, 0.1% below previous 6 lows
10.8% above previous 7 highs, 0.1% below previous 7 lows
10.7% above previous 8 highs, 0.1% below previous 8 lows
10.5% above previous 9 highs, 0.1% below previous 9 lows
10.4% above previous 10 highs, 0.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160629 2:07 pm ET)
94.4% are above or equal to 6/28 close (1 days ago), 5.6% are below.
98.4% are above or equal to 6/27 close (2 days ago), 1.6% are below.
62.0% are above or equal to 6/24 close (3 days ago), 38.0% are below.
20.0% are above or equal to 6/23 close (4 days ago), 80.0% are below.
32.0% are above or equal to 6/22 close (5 days ago), 68.0% are below.
30.8% are above or equal to 6/21 close (6 days ago), 69.2% are below.
32.0% are above or equal to 6/20 close (7 days ago), 68.0% are below.
42.3% are above or equal to 6/17 close (8 days ago), 57.7% are below.
42.6% are above or equal to 6/16 close (9 days ago), 57.4% are below.
41.2% are above or equal to 6/15 close (10 days ago), 58.8% are below.
43.1% are above or equal to 6/14 close (11 days ago), 56.9% are below.
42.0% are above or equal to 6/13 close (12 days ago), 58.0% are below.
34.1% are above or equal to 6/10 close (13 days ago), 65.9% are below.
24.9% are above or equal to 6/9 close (14 days ago), 75.1% are below.
24.8% are above or equal to 6/8 close (15 days ago), 75.2% are below.
26.3% are above or equal to 6/7 close (16 days ago), 73.7% are below.
29.1% are above or equal to 6/6 close (17 days ago), 70.9% are below.
33.7% are above or equal to 6/3 close (18 days ago), 66.3% are below.
33.0% are above or equal to 6/2 close (19 days ago), 67.0% are below.
35.1% are above or equal to 6/1 close (20 days ago), 64.9% are below.
37.3% are above or equal to 5/31 close (21 days ago), 62.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160629 2:07 pm ET)
20d: 11.1% new highs, 0.8% new lows
21d: 10.8% new highs, 0.8% new lows
42d: 8.4% new highs, 0.7% new lows
63d: 7.7% new highs, 0.7% new lows
126d: 7.4% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160629 2:07 pm ET)
2-day: 94.3% above, 5.7% below
3-day: 97.9% above, 2.1% below
4-day: 92.1% above, 7.9% below
5-day: 66.1% above, 33.9% below
8-day: 43.7% above, 56.3% below
10-day: 43.2% above, 56.8% below
20-day: 34.1% above, 65.9% below
50-day: 42.8% above, 57.2% below
200-day: 56.3% above, 43.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160629 2:07 pm ET)
META(28): 3.16% Top=TCK SLCA PAAS SWC CDE CNX AG SLW ….. X GSM NEM SCCO NUE STLD CMC AA=Bottom (Metals & Mining)
TRAN(32): 2.85% Top=TK XPO SAVE UAL SWFT DAL AAL KEX ….. UPS CNI FDX EXPD CHRW NAT HA BRS=Bottom (Transportation)
ENER(97): 2.71% Top=OAS MUR SGY WLL EMES WPX ECA RIG ….. GPOR RRC RICE MDU CWEI COG AR SWN=Bottom (Energy)
FINA(107): 2.50% Top=PVTB BOFI SLM VOYA PB MBFI TCBI CFR ….. BMO NYCB KEY WU FNFG FMER ACAS MKTX=Bottom (Banks/Financials)
MATE(31): 2.50% Top=DAR CSTE WY SUM DY KBH TPC AWI ….. OC MTZ BLD PWR WCN FAST RSG WM=Bottom (Materials & Construction)
LEIS(38): 2.38% Top=HLT LQ CMG H SHAK MAR PLNT WYNN ….. JACK SONC CAKE BWLD BYD MCD WEN DRI=Bottom (Leisure)
DISV(53): 2.37% Top=CAR IILG MAN MYGN AL URI AAN PCLN ….. JEC LDOS GPN PAYX ACM EEFT CXW SCOR=Bottom (Diversified Services)
RETA(69): 2.26% Top=RH TLRD ETSY FRAN ASNA DKS LL NFLX ….. ORLY TGT ROST CORE CVS WFM HD LOW=Bottom (Retail & Specialty Retail)
COHW(42): 2.20% Top=STX SSYS INFN NTAP WIN PANW WDC COMM ….. AAPL CIEN FNSR VZ SYNA TDC CDW VIAV=Bottom (Computer Hardware/Telecom)
COSW(106): 2.18% Top=SHOP WIX GRUB FEYE NTES YELP TRIP PFPT ….. EPAM WUBA SQI CVLT CVG IMPV RAX VNET=Bottom (Computer Software/Internet)
CONS(59): 2.08% Top=UA FOSL SKX FL GIII KATE WWW MAT ….. GT ENR KMB HAS CCK BMS CHD CLX=Bottom (Consumer)
CHEM(28): 1.88% Top=PAH HUN OLN FMC WLK POL MEOH MON ….. GRA EMN MOS CF AGU POT CC SHW=Bottom (Chemicals/Fertilizers)
HEAL(60): 1.85% Top=THC ELGX NXTM NVRO ADPT ANTM PEN BSX ….. NUVA IRWD EVHC AMSG WST HTWR VWR OPK=Bottom (Health)
INSU(33): 1.76% Top=AGO MBI MET CNO AWH AIG LNC TMK ….. AFL VR AXS UNM AIZ FAF ALL AFSI=Bottom (Insurance)
MANU(48): 1.57% Top=JOY DDD FLOW RXN MRC SEDG CMI PNR ….. ROP DE LII HON RBC PRLB ITT ZBRA=Bottom (Manufacturing)
REAL(107): 1.36% Top=SC HST RLJ TREE PEB DRH LHO ALLY ….. BRX JLL EXR DOC HTA HR SSS COR=Bottom (Real Estate)
ELEC(52): 1.34% Top=FSLR SPWR QRVO AVGO SWKS SCTY NXPI AMAT ….. FEIC LRCX KEYS FLEX IDTI AMBA BW MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:20 am

Market Stats at 12:20 pm ET
by daytrend on 20160629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 989.

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 (20160629 12:20 pm ET)
80.4% of stocks are above yesterday’s high.
96.1% are above yesterday’s midpoint. (3.9% are below.)
0.7% are below yesterday’s low.
18.9% are inside yesterday’s range.
91.9% of stocks with today’s high > yesterday’s high. (8.1% less than).
2.9% of stocks with today’s low < yesterday’s low. (97.1% greater than).

EVIDENCE OF INTRADAY TREND (20160629 12:20 pm ET)
79.9% of stocks are above today’s open. (19.0% are below).
79.5% of stocks are above today’s open and yesterday’s close.
5.1% are below both.
67.7% of stocks opened above yesterday’s high.
97.7% of stocks opened above yesterday’s close. (1.7% opened below yesterday’s close).
0.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160629 12:20 pm ET)
27.7% of stocks are in the top 10% of today’s range.
48.5% are in the top 20%.
81.6% are in the top half. 18.4% of stocks are in the bottom half of today’s range.
6.1% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN (20160629 12:20 pm ET)
94.5% of stocks are above yesterday’s close. (5.5% are below.)
5.7% are up 4.5% or more. 0.1% are down 4.5% or more.
13.4% are up 3.5% or more. 0.1% are down 3.5% or more.
20.1% are between +1% and -1%.

RSI on DAILY (20160629 12:20 pm ET)
2-day: >=95:4.3%…>=90:8.1%…>=80:19.7%…>=50:86.3%…<=20:0.9%…<=10:0.2%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.4%…>=50:41.6%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:40.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160629 12:20 pm ET)
80.4% above previous 1 highs, 0.7% below previous 1 lows
63.3% above previous 2 highs, 0.0% below previous 2 lows
25.1% above previous 3 highs, 0.0% below previous 3 lows
12.0% above previous 4 highs, 0.0% below previous 4 lows
11.6% above previous 5 highs, 0.0% below previous 5 lows
11.1% above previous 6 highs, 0.0% below previous 6 lows
10.6% above previous 7 highs, 0.0% below previous 7 lows
10.5% above previous 8 highs, 0.0% below previous 8 lows
10.4% above previous 9 highs, 0.0% below previous 9 lows
10.3% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160629 12:20 pm ET)
94.5% are above or equal to 6/28 close (1 days ago), 5.5% are below.
98.2% are above or equal to 6/27 close (2 days ago), 1.8% are below.
60.7% are above or equal to 6/24 close (3 days ago), 39.3% are below.
19.9% are above or equal to 6/23 close (4 days ago), 80.1% are below.
32.0% are above or equal to 6/22 close (5 days ago), 68.0% are below.
29.9% are above or equal to 6/21 close (6 days ago), 70.1% are below.
32.1% are above or equal to 6/20 close (7 days ago), 67.9% are below.
40.8% are above or equal to 6/17 close (8 days ago), 59.2% are below.
42.2% are above or equal to 6/16 close (9 days ago), 57.8% are below.
40.6% are above or equal to 6/15 close (10 days ago), 59.4% are below.
42.3% are above or equal to 6/14 close (11 days ago), 57.7% are below.
41.8% are above or equal to 6/13 close (12 days ago), 58.2% are below.
34.6% are above or equal to 6/10 close (13 days ago), 65.4% are below.
24.8% are above or equal to 6/9 close (14 days ago), 75.2% are below.
24.5% are above or equal to 6/8 close (15 days ago), 75.5% are below.
26.0% are above or equal to 6/7 close (16 days ago), 74.0% are below.
29.0% are above or equal to 6/6 close (17 days ago), 71.0% are below.
33.9% are above or equal to 6/3 close (18 days ago), 66.1% are below.
32.6% are above or equal to 6/2 close (19 days ago), 67.4% are below.
34.6% are above or equal to 6/1 close (20 days ago), 65.4% are below.
36.1% are above or equal to 5/31 close (21 days ago), 63.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160629 12:20 pm ET)
20d: 10.6% new highs, 0.7% new lows
21d: 10.3% new highs, 0.7% new lows
42d: 8.1% new highs, 0.6% new lows
63d: 7.4% new highs, 0.6% new lows
126d: 7.1% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160629 12:20 pm ET)
2-day: 93.9% above, 6.1% below
3-day: 98.3% above, 1.7% below
4-day: 92.0% above, 8.0% below
5-day: 63.5% above, 36.5% below
8-day: 43.1% above, 56.9% below
10-day: 43.0% above, 57.0% below
20-day: 34.1% above, 65.9% below
50-day: 42.6% above, 57.4% below
200-day: 55.9% above, 44.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160629 12:20 pm ET)
META(28): 2.91% Top=PAAS SWC CNX TCK CDE AG SLCA SLW ….. SCCO NUE BVN NEM GSM STLD CMC AA=Bottom (Metals & Mining)
TRAN(32): 2.70% Top=TK XPO SAVE KEX SWFT GWR DAL LUV ….. UPS EXPD ALK FDX CHRW NAT HA BRS=Bottom (Transportation)
LEIS(38): 2.54% Top=HLT WYN H LQ MAR CMG WYNN RCL ….. YUM BYD JACK WEN CAKE BWLD MCD DRI=Bottom (Leisure)
ENER(97): 2.51% Top=OAS MUR RIG SGY MTDR PTEN WPX SN ….. WMB RICE RRC MDU CWEI COG AR SWN=Bottom (Energy)
DISV(53): 2.32% Top=CAR IILG MYGN MAN URI YY ZG AAN ….. KFY G PAYX ACM DV EEFT CXW SCOR=Bottom (Diversified Services)
RETA(69): 2.31% Top=RH TLRD ETSY ASNA DKS WBA NFLX URBN ….. CVS ORLY COST CORE WFM W HD LOW=Bottom (Retail & Specialty Retail)
FINA(106): 2.21% Top=PVTB BOFI VOYA PB MBFI TCBI CFR PACW ….. PSEC ACAS WU ISBC FMER KEY MKTX FNFG=Bottom (Banks/Financials)
MATE(31): 2.16% Top=DAR SUM WY CSTE DY EXP FLR VMC ….. PWR FAST CAA SRCL LEN MTZ RSG WM=Bottom (Materials & Construction)
COSW(106): 2.05% Top=SHOP NTES TRIP FEYE YELP PFPT LOCK CERN ….. WUBA CVLT EPAM SQI CVG IMPV RAX VNET=Bottom (Computer Software/Internet)
CONS(59): 2.01% Top=FOSL UA SKX KATE FL GIII WWW MAT ….. HAS KMB BMS POOL CCK KS CHD CLX=Bottom (Consumer)
COHW(42): 1.96% Top=STX PANW NTAP WDC WIN INFN PSTG COMM ….. MSI CCI VZ TDC VIAV SYNA OLED CDW=Bottom (Computer Hardware/Telecom)
HEAL(60): 1.95% Top=THC ACHC ELGX ADPT CYH NVRO CNC NXTM ….. IRWD XRAY EVHC WST AMSG HTWR VWR OPK=Bottom (Health)
INSU(33): 1.63% Top=AGO MBI MET CNO AIG WLTW FNF ORI ….. PRU AFL PRI AIZ FAF UNM ALL AFSI=Bottom (Insurance)
MANU(48): 1.53% Top=JOY FLOW SEDG RXN DDD MRC CMI PNR ….. DCI LII TKR HON DE ITT PRLB ZBRA=Bottom (Manufacturing)
CHEM(28): 1.52% Top=PAH FMC OLN CE ASH IFF DOW POL ….. APD MON AGU CC SHW CF POT MOS=Bottom (Chemicals/Fertilizers)
REAL(107): 1.20% Top=SC RLJ HST PEB DRH TREE LHO SHO ….. EXR JLL COR OHI SSS HTA DOC HR=Bottom (Real Estate)
ELEC(52): 1.14% Top=QRVO FSLR SCTY SPWR CSIQ AVGO SWKS AMAT ….. SANM FEIC QLGC MLNX KEYS AMBA MXL BW=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:20 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:43 am

Market Stats at 10:42 am ET
by daytrend on 20160629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 989.

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 (20160629 10:42 am ET)
68.9% of stocks are above yesterday’s high.
93.2% are above yesterday’s midpoint. (6.8% are below.)
0.7% are below yesterday’s low.
30.4% are inside yesterday’s range.
89.1% of stocks with today’s high > yesterday’s high. (10.9% less than).
2.2% of stocks with today’s low < yesterday’s low. (97.8% greater than).

EVIDENCE OF INTRADAY TREND (20160629 10:42 am ET)
61.5% of stocks are above today’s open. (37.4% are below).
61.1% of stocks are above today’s open and yesterday’s close.
8.2% are below both.
67.7% of stocks opened above yesterday’s high.
97.7% of stocks opened above yesterday’s close. (1.7% opened below yesterday’s close).
0.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160629 10:42 am ET)
10.4% of stocks are in the top 10% of today’s range.
24.0% are in the top 20%.
58.0% are in the top half. 42.0% of stocks are in the bottom half of today’s range.
18.0% are in the bottom 20%.
8.8% are in the bottom 10%.

GAIN (20160629 10:42 am ET)
91.4% of stocks are above yesterday’s close. (8.6% are below.)
1.7% are up 4.5% or more. 0.1% are down 4.5% or more.
5.0% are up 3.5% or more. 0.2% are down 3.5% or more.
35.9% are between +1% and -1%.

RSI on DAILY (20160629 10:42 am ET)
2-day: >=95:4.9%…>=90:8.2%…>=80:15.9%…>=50:76.9%…<=20:2.1%…<=10:0.5%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:36.4%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:37.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160629 10:42 am ET)
68.9% above previous 1 highs, 0.7% below previous 1 lows
52.2% above previous 2 highs, 0.1% below previous 2 lows
20.0% above previous 3 highs, 0.1% below previous 3 lows
11.2% above previous 4 highs, 0.1% below previous 4 lows
10.8% above previous 5 highs, 0.1% below previous 5 lows
10.4% above previous 6 highs, 0.1% below previous 6 lows
10.1% above previous 7 highs, 0.1% below previous 7 lows
10.0% above previous 8 highs, 0.1% below previous 8 lows
10.0% above previous 9 highs, 0.1% below previous 9 lows
9.9% above previous 10 highs, 0.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160629 10:42 am ET)
91.4% are above or equal to 6/28 close (1 days ago), 8.6% are below.
97.5% are above or equal to 6/27 close (2 days ago), 2.5% are below.
51.0% are above or equal to 6/24 close (3 days ago), 49.0% are below.
17.5% are above or equal to 6/23 close (4 days ago), 82.5% are below.
28.0% are above or equal to 6/22 close (5 days ago), 72.0% are below.
26.5% are above or equal to 6/21 close (6 days ago), 73.5% are below.
28.6% are above or equal to 6/20 close (7 days ago), 71.4% are below.
36.2% are above or equal to 6/17 close (8 days ago), 63.8% are below.
37.9% are above or equal to 6/16 close (9 days ago), 62.1% are below.
37.1% are above or equal to 6/15 close (10 days ago), 62.9% are below.
39.0% are above or equal to 6/14 close (11 days ago), 61.0% are below.
38.2% are above or equal to 6/13 close (12 days ago), 61.8% are below.
30.2% are above or equal to 6/10 close (13 days ago), 69.8% are below.
22.6% are above or equal to 6/9 close (14 days ago), 77.4% are below.
22.8% are above or equal to 6/8 close (15 days ago), 77.2% are below.
24.5% are above or equal to 6/7 close (16 days ago), 75.5% are below.
26.8% are above or equal to 6/6 close (17 days ago), 73.2% are below.
30.3% are above or equal to 6/3 close (18 days ago), 69.7% are below.
29.1% are above or equal to 6/2 close (19 days ago), 70.9% are below.
32.3% are above or equal to 6/1 close (20 days ago), 67.7% are below.
34.1% are above or equal to 5/31 close (21 days ago), 65.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160629 10:42 am ET)
20d: 10.0% new highs, 0.4% new lows
21d: 9.7% new highs, 0.4% new lows
42d: 7.6% new highs, 0.4% new lows
63d: 7.0% new highs, 0.4% new lows
126d: 6.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160629 10:42 am ET)
2-day: 91.1% above, 8.9% below
3-day: 97.0% above, 3.0% below
4-day: 84.9% above, 15.1% below
5-day: 53.0% above, 47.0% below
8-day: 36.6% above, 63.4% below
10-day: 35.5% above, 64.5% below
20-day: 30.0% above, 70.0% below
50-day: 40.5% above, 59.5% below
200-day: 54.5% above, 45.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160629 10:42 am ET)
META(28): 2.70% Top=PAAS SWC TCK CDE SLCA CNX AG TAHO ….. CCJ AGI NUE NEM CMC STLD GSM AA=Bottom (Metals & Mining)
TRAN(32): 2.05% Top=TK SAVE DAL LUV GWR JBLU WERN XPO ….. JBHT EXPD FDX CHRW GBX HA NAT BRS=Bottom (Transportation)
ENER(97): 1.91% Top=EMES SGY PTEN MUR CPG RIG OAS PAA ….. VLO HFC RRC RICE MDU AR COG SWN=Bottom (Energy)
LEIS(38): 1.80% Top=WYN TVPT CMG WYNN HLT PLNT LQ SBUX ….. WEN SHAK CAKE MCD JACK DRI BYD BWLD=Bottom (Leisure)
RETA(69): 1.77% Top=RH DKS TLRD ASNA URBN LB WBA CASY ….. COST STMP CST CORE LOW BBBY HD WFM=Bottom (Retail & Specialty Retail)
MATE(31): 1.57% Top=DAR CSTE WY SUM EXP VMC CVA WCN ….. RSG FAST FLR LEN DHI CAA TOL MTZ=Bottom (Materials & Construction)
DISV(53): 1.55% Top=MYGN IILG ZG MAN YY SBAC URI CAR ….. SCOR G PAYX ACM DV JEC CXW EEFT=Bottom (Diversified Services)
CONS(59): 1.45% Top=UA KATE FOSL SKX FL TUP GIII BERY ….. BLL POOL HAR CHD CCK KS CLX PAY=Bottom (Consumer)
HEAL(60): 1.36% Top=THC ACHC CYH DXCM CNC DGX BSX RMD ….. TMO PKI EVHC IRWD AMSG HTWR OPK VWR=Bottom (Health)
CHEM(28): 1.29% Top=PAH FMC AXTA FOE IFF DOW MEOH CE ….. AGU APD CF EMN CC POT MOS SHW=Bottom (Chemicals/Fertilizers)
FINA(106): 1.26% Top=PVTB MBFI PB LM BOFI BEN VOYA WDR ….. LAZ RJF LPLA CFG SF SBNY FNFG KEY=Bottom (Banks/Financials)
COSW(106): 1.11% Top=SHOP NTES FEYE BIDU GRUB TRIP CERN SQ ….. NATI HUBS ROVI WBMD IMPV NEWR VNET RAX=Bottom (Computer Software/Internet)
COHW(42): 1.06% Top=STX PANW WIN PSTG NTAP INFN HPQ COMM ….. SSYS CDW SYNA VIAV LITE CIEN TDC OLED=Bottom (Computer Hardware/Telecom)
INSU(33): 1.04% Top=WLTW ORI AGO MET CLGX AON CNO FNF ….. PRI PRU MBI ALL LNC AFSI UNM RDN=Bottom (Insurance)
REAL(107): 1.04% Top=SC RLJ CONE WPG TREE DRH KW HST ….. SSS AGNC JLL CIM OHI DOC HTA HR=Bottom (Real Estate)
MANU(48): 0.98% Top=FLOW JOY MRC WOR AME RXN GE DHR ….. TILE HON TKR TEX PRLB ITT DE ZBRA=Bottom (Manufacturing)
ELEC(52): 0.60% Top=FSLR NXPI SPWR AMAT QRVO MU TER LRCX ….. BW FIT FLEX AMBA CY MXL CRUS ON=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:42 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:22 am

Market Stats at 10:22 am ET
by daytrend on 20160629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 989.

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 (20160629 10:22 am ET)
70.0% of stocks are above yesterday’s high.
93.8% are above yesterday’s midpoint. (6.2% are below.)
0.6% are below yesterday’s low.
29.4% are inside yesterday’s range.
88.4% of stocks with today’s high > yesterday’s high. (11.6% less than).
1.9% of stocks with today’s low < yesterday’s low. (98.1% greater than).

EVIDENCE OF INTRADAY TREND (20160629 10:22 am ET)
64.6% of stocks are above today’s open. (33.4% are below).
64.3% of stocks are above today’s open and yesterday’s close.
6.1% are below both.
67.6% of stocks opened above yesterday’s high.
97.6% of stocks opened above yesterday’s close. (1.7% opened below yesterday’s close).
0.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160629 10:22 am ET)
17.3% of stocks are in the top 10% of today’s range.
30.7% are in the top 20%.
62.9% are in the top half. 37.1% of stocks are in the bottom half of today’s range.
14.5% are in the bottom 20%.
8.3% are in the bottom 10%.

GAIN (20160629 10:22 am ET)
93.6% of stocks are above yesterday’s close. (6.4% are below.)
1.5% are up 4.5% or more. 0.1% are down 4.5% or more.
4.2% are up 3.5% or more. 0.1% are down 3.5% or more.
34.3% are between +1% and -1%.

RSI on DAILY (20160629 10:22 am ET)
2-day: >=95:5.1%…>=90:8.1%…>=80:16.6%…>=50:77.1%…<=20:1.3%…<=10:0.2%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:36.5%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:37.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160629 10:22 am ET)
70.0% above previous 1 highs, 0.6% below previous 1 lows
52.7% above previous 2 highs, 0.0% below previous 2 lows
21.3% above previous 3 highs, 0.0% below previous 3 lows
11.8% above previous 4 highs, 0.0% below previous 4 lows
11.6% above previous 5 highs, 0.0% below previous 5 lows
11.2% above previous 6 highs, 0.0% below previous 6 lows
10.6% above previous 7 highs, 0.0% below previous 7 lows
10.5% above previous 8 highs, 0.0% below previous 8 lows
10.3% above previous 9 highs, 0.0% below previous 9 lows
10.2% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160629 10:22 am ET)
93.6% are above or equal to 6/28 close (1 days ago), 6.4% are below.
97.2% are above or equal to 6/27 close (2 days ago), 2.8% are below.
52.2% are above or equal to 6/24 close (3 days ago), 47.8% are below.
18.0% are above or equal to 6/23 close (4 days ago), 82.0% are below.
28.2% are above or equal to 6/22 close (5 days ago), 71.8% are below.
27.0% are above or equal to 6/21 close (6 days ago), 73.0% are below.
29.6% are above or equal to 6/20 close (7 days ago), 70.4% are below.
36.6% are above or equal to 6/17 close (8 days ago), 63.4% are below.
37.9% are above or equal to 6/16 close (9 days ago), 62.1% are below.
37.9% are above or equal to 6/15 close (10 days ago), 62.1% are below.
38.9% are above or equal to 6/14 close (11 days ago), 61.1% are below.
38.3% are above or equal to 6/13 close (12 days ago), 61.7% are below.
30.5% are above or equal to 6/10 close (13 days ago), 69.5% are below.
23.6% are above or equal to 6/9 close (14 days ago), 76.4% are below.
23.1% are above or equal to 6/8 close (15 days ago), 76.9% are below.
24.6% are above or equal to 6/7 close (16 days ago), 75.4% are below.
26.6% are above or equal to 6/6 close (17 days ago), 73.4% are below.
31.1% are above or equal to 6/3 close (18 days ago), 68.9% are below.
29.5% are above or equal to 6/2 close (19 days ago), 70.5% are below.
32.2% are above or equal to 6/1 close (20 days ago), 67.8% are below.
33.8% are above or equal to 5/31 close (21 days ago), 66.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160629 10:22 am ET)
20d: 9.8% new highs, 0.4% new lows
21d: 9.5% new highs, 0.4% new lows
42d: 7.5% new highs, 0.4% new lows
63d: 6.9% new highs, 0.4% new lows
126d: 6.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160629 10:22 am ET)
2-day: 92.7% above, 7.3% below
3-day: 98.1% above, 1.9% below
4-day: 85.4% above, 14.6% below
5-day: 52.6% above, 47.4% below
8-day: 36.8% above, 63.2% below
10-day: 37.2% above, 62.8% below
20-day: 30.8% above, 69.2% below
50-day: 40.4% above, 59.6% below
200-day: 54.7% above, 45.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160629 10:22 am ET)
META(28): 2.22% Top=SWC TCK PAAS CNX SLCA CDE SLW TAHO ….. FMSA BVN STLD CMC AGI NEM GSM AA=Bottom (Metals & Mining)
TRAN(32): 2.14% Top=TK SAVE DAL WERN SWFT LUV XPO UAL ….. CNI TRN EXPD UPS CHRW FDX NAT BRS=Bottom (Transportation)
RETA(69): 2.02% Top=RH DKS URBN LB CASY TLRD ASNA WBA ….. WMT KR BBBY COST CORE LOW HD WFM=Bottom (Retail & Specialty Retail)
LEIS(38): 1.83% Top=WYN HLT TVPT LQ WYNN PLNT CMG SBUX ….. YUM WEN GPRO MCD CAKE JACK BWLD DRI=Bottom (Leisure)
MATE(31): 1.67% Top=DAR CSTE WY SUM DY OC VMC EXP ….. TOL DHI TPC LEN CAA FAST RSG MTZ=Bottom (Materials & Construction)
CHEM(28): 1.67% Top=PAH FMC FOE OLN HUN MEOH DOW IFF ….. CF WLK APD MOS EMN POT CC SHW=Bottom (Chemicals/Fertilizers)
CONS(59): 1.67% Top=UA KATE FOSL SKX FL TUP COH GIII ….. POOL KS HAR CHD CLX CCK PAY BLL=Bottom (Consumer)
DISV(53): 1.64% Top=MYGN IILG MAN YY ZG URI SCOR AAN ….. ACM G PRAA FLT JEC DV CXW EEFT=Bottom (Diversified Services)
ENER(97): 1.57% Top=EMES SGY WNR PTEN MPC MUR MTDR CPG ….. COG SM GPOR AR MDU PAGP WLL SWN=Bottom (Energy)
HEAL(60): 1.37% Top=CNC THC ACHC CYH DXCM BSX ADPT HRC ….. EVHC TMO CPHD AMSG HTWR IRWD OPK VWR=Bottom (Health)
COSW(106): 1.37% Top=SHOP NTES FEYE GRUB N BIDU WIX MTCH ….. IMPV LXFT SQI NATI WBMD NEWR VNET RAX=Bottom (Computer Software/Internet)
COHW(42): 1.18% Top=STX PANW WIN NTAP PSTG WDC HPQ INFN ….. SYNA CDW FNSR VIAV LITE CIEN TDC OLED=Bottom (Computer Hardware/Telecom)
REAL(107): 1.14% Top=TREE CONE SC RLJ LXP WPG KW PLD ….. CUBE CIM AGNC OHI JLL DOC HTA HR=Bottom (Real Estate)
FINA(106): 1.09% Top=PVTB MBFI PB BOFI BEN WDR EFX CIT ….. LAZ HBAN CMA CFG LPLA KEY FNFG SF=Bottom (Banks/Financials)
MANU(48): 1.06% Top=JOY FLOW WOR MRC SEDG AME AOS DHR ….. MIDD CFX TEX TKR ITT HON DE PRLB=Bottom (Manufacturing)
ELEC(52): 0.90% Top=NXPI FSLR SPWR AMAT QRVO CSIQ TER LRCX ….. MLNX FLEX CRUS APH BW FIT AMBA ON=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(33): 0.86% Top=AGO WLTW ORI CLGX AWH CNO FNF AON ….. PRI RDN MBI ALL PRU AFSI LNC UNM=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:22 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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