daytrend

09/30/2016

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

Closing Stats
by daytrend on 20160930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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 (20160930 Closing)
25.0% of stocks are above yesterday’s high.
60.9% are above yesterday’s midpoint. (39.1% are below.)
11.7% are below yesterday’s low.
63.3% are inside yesterday’s range.
49.5% of stocks with today’s high > yesterday’s high. (50.5% less than).
33.8% of stocks with today’s low < yesterday’s low. (66.2% greater than).

EVIDENCE OF INTRADAY TREND (20160930 Closing)
62.8% of stocks are above today’s open. (35.9% are below).
62.4% of stocks are above today’s open and yesterday’s close.
22.5% are below both.
6.4% of stocks opened above yesterday’s high.
91.7% of stocks opened above yesterday’s close. (6.9% opened below yesterday’s close).
1.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160930 Closing)
3.6% of stocks are in the top 10% of today’s range.
18.0% 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.
16.7% are in the bottom 20%.
11.8% are in the bottom 10%.

GAIN (20160930 Closing)
77.0% of stocks are above yesterday’s close. (23.0% are below.)
1.4% are up 4.5% or more. 0.3% are down 4.5% or more.
3.8% are up 3.5% or more. 0.5% are down 3.5% or more.
45.0% are between +1% and -1%.

RSI on DAILY (20160930 Closing)
2-day: >=95:7.5%…>=90:15.5%…>=80:26.6%…>=50:65.7%…<=20:14.5%…<=10:5.8%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:62.4%…<=20:1.2%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:60.5%…<=20:0.3%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160930 Closing)
25.0% above previous 1 highs, 11.7% below previous 1 lows
19.5% above previous 2 highs, 9.4% below previous 2 lows
19.0% above previous 3 highs, 7.9% below previous 3 lows
17.7% above previous 4 highs, 7.2% below previous 4 lows
14.3% above previous 5 highs, 6.9% below previous 5 lows
13.0% above previous 6 highs, 6.4% below previous 6 lows
13.0% above previous 7 highs, 2.4% below previous 7 lows
12.4% above previous 8 highs, 2.3% below previous 8 lows
12.2% above previous 9 highs, 2.3% below previous 9 lows
12.0% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160930 Closing)
77.0% are above or equal to 9/29 close (1 days ago), 23.0% are below.
47.8% are above or equal to 9/28 close (2 days ago), 52.2% are below.
57.0% are above or equal to 9/27 close (3 days ago), 43.0% are below.
67.5% are above or equal to 9/26 close (4 days ago), 32.5% are below.
55.6% are above or equal to 9/23 close (5 days ago), 44.4% are below.
45.6% are above or equal to 9/22 close (6 days ago), 54.4% are below.
59.9% are above or equal to 9/21 close (7 days ago), 40.1% are below.
75.5% are above or equal to 9/20 close (8 days ago), 24.5% are below.
71.5% are above or equal to 9/19 close (9 days ago), 28.5% are below.
74.1% are above or equal to 9/16 close (10 days ago), 25.9% are below.
68.5% are above or equal to 9/15 close (11 days ago), 31.5% are below.
78.6% are above or equal to 9/14 close (12 days ago), 21.4% are below.
76.1% are above or equal to 9/13 close (13 days ago), 23.9% are below.
56.6% are above or equal to 9/12 close (14 days ago), 43.4% are below.
68.3% are above or equal to 9/9 close (15 days ago), 31.7% are below.
42.9% are above or equal to 9/8 close (16 days ago), 57.1% are below.
40.6% are above or equal to 9/7 close (17 days ago), 59.4% are below.
42.0% are above or equal to 9/6 close (18 days ago), 58.0% are below.
42.1% are above or equal to 9/2 close (19 days ago), 57.9% are below.
49.2% are above or equal to 9/1 close (20 days ago), 50.8% are below.
49.3% are above or equal to 8/31 close (21 days ago), 50.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160930 Closing)
20d: 11.8% new highs, 5.7% new lows
21d: 11.6% new highs, 5.6% new lows
42d: 9.4% new highs, 3.8% new lows
63d: 8.4% new highs, 2.9% new lows
126d: 6.5% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160930 Closing)
2-day: 76.1% above, 23.9% below
3-day: 62.8% above, 37.2% below
4-day: 61.3% above, 38.7% below
5-day: 63.2% above, 36.8% below
8-day: 58.7% above, 41.3% below
10-day: 63.5% above, 36.5% below
20-day: 61.0% above, 39.0% below
50-day: 54.7% above, 45.3% below
200-day: 74.6% above, 25.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160930 Closing)
MANU(38): 1.67% Top=TEX ROK ATU CMI AGCO CFX EMR DOV ….. ITT ITW TTC HON GE BWXT ERII RS=Bottom (Manufacturing)
ENER(91): 1.62% Top=REN SPN SEMG OIS SWN CPE WNR DK ….. SU WPX ETP DO SEP FGP WPZ SM=Bottom (Energy)
FINA(90): 1.46% Top=WETF LAZ MS BAC WDR C SCHW CFG ….. TD NDAQ CME WFC PSEC ACAS CBOE YRD=Bottom (Banks/Financials)
HEAL(57): 1.40% Top=ACHC ADPT CYH PODD IRWD THC PRAH ZLTQ ….. AET ANTM BCR HLS HWAY OPK DXCM CNC=Bottom (Health)
RETA(65): 1.36% Top=RH CASY COST BID TLRD SFM DDS LL ….. FINL W CHS CVS BURL ETSY SBH TSCO=Bottom (Retail & Specialty Retail)
TRAN(30): 1.16% Top=WAB KEX UAL AAL SAVE NSC LUV ODFL ….. JBLU EXPD BRS CHRW FDX KNX WERN AIRM=Bottom (Transportation)
ELEC(50): 1.14% Top=AMBA SWKS QRVO AMD CRUS MSCC PI MXL ….. ISIL AVGO GRMN SCTY OCLR MLNX SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 1.02% Top=CC ALB HUN FTK OLN EMN RPM PX ….. CHMT AGU APD PAH MEOH SHW GPRE ASH=Bottom (Chemicals/Fertilizers)
CONS(56): 1.01% Top=SKX FOXF PVH GPK TPX WRK ENR WWW ….. HAS PAY LEG CRI BERY KATE MAT SCSS=Bottom (Consumer)
DISV(48): 1.00% Top=AAN URI TRU MAN RBA R RHI HRB ….. IILG BLOX FISV JEC LDOS SERV MYGN BAH=Bottom (Diversified Services)
INSU(28): 0.90% Top=LNC WLTW PRU MET UNM AIG AON MMC ….. TRV AFL FNF RDN ORI XL FAF CNO=Bottom (Insurance)
LEIS(37): 0.67% Top=PLAY SONC DNKN BYD WEN JACK SBUX PNRA ….. PLNT DPZ SEAS ISLE SHAK EXPE ZOES WYNN=Bottom (Leisure)
COHW(44): 0.52% Top=SYNA NTAP TDC PANW STX INFN QCOM VG ….. CTL S GIMO PSTG CIEN MSI WIN GOGO=Bottom (Computer Hardware/Telecom)
COSW(98): 0.30% Top=MENT BOX FTNT IMS CALD MDRX IMPV YELP ….. VIPS MANH WB SINA TIVO BITA TWLO CTSH=Bottom (Computer Software/Internet)
MATE(29): 0.23% Top=FAST AWI DAR TPH FLR PHM TOL WM ….. DY USCR SRCL MTZ VMC EXP MLM SUM=Bottom (Materials & Construction)
META(26): -0.20% Top=FMSA SWC SLCA CNX AA FCX NUE NEM ….. CCJ AG RGLD AEM SLW PAAS TAHO TCK=Bottom (Metals & Mining)
REAL(96): -0.39% Top=PEB SC NRF CLNY DRH CBG ALLY VER ….. SNH VTR EXR COR PPS MAA MPW CUBE=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/

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Filed under: Market Stats — daytrend @ 2:19 pm

Market Stats at 3:19 pm ET
by daytrend on 20160930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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 (20160930 3:19 pm ET)
33.7% of stocks are above yesterday’s high.
68.5% are above yesterday’s midpoint. (31.5% are below.)
7.8% are below yesterday’s low.
58.6% are inside yesterday’s range.
48.0% of stocks with today’s high > yesterday’s high. (52.0% less than).
33.0% of stocks with today’s low < yesterday’s low. (67.0% greater than).

EVIDENCE OF INTRADAY TREND (20160930 3:19 pm ET)
71.7% of stocks are above today’s open. (26.9% are below).
71.5% of stocks are above today’s open and yesterday’s close.
16.7% are below both.
6.4% of stocks opened above yesterday’s high.
91.7% of stocks opened above yesterday’s close. (6.9% opened below yesterday’s close).
1.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160930 3:19 pm ET)
37.6% of stocks are in the top 10% of today’s range.
53.2% are in the top 20%.
76.1% are in the top half. 23.9% of stocks are in the bottom half of today’s range.
8.8% are in the bottom 20%.
4.5% are in the bottom 10%.

GAIN (20160930 3:19 pm ET)
83.0% of stocks are above yesterday’s close. (17.0% are below.)
1.9% are up 4.5% or more. 0.2% are down 4.5% or more.
5.4% are up 3.5% or more. 0.3% are down 3.5% or more.
40.1% are between +1% and -1%.

RSI on DAILY (20160930 3:19 pm ET)
2-day: >=95:8.8%…>=90:17.4%…>=80:29.2%…>=50:70.6%…<=20:10.9%…<=10:3.5%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:66.9%…<=20:0.9%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:64.3%…<=20:0.2%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160930 3:19 pm ET)
33.7% above previous 1 highs, 7.8% below previous 1 lows
27.2% above previous 2 highs, 6.1% below previous 2 lows
26.0% above previous 3 highs, 5.5% below previous 3 lows
23.9% above previous 4 highs, 5.0% below previous 4 lows
19.1% above previous 5 highs, 4.4% below previous 5 lows
17.5% above previous 6 highs, 3.9% below previous 6 lows
17.4% above previous 7 highs, 1.8% below previous 7 lows
16.9% above previous 8 highs, 1.8% below previous 8 lows
16.3% above previous 9 highs, 1.4% below previous 9 lows
16.2% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160930 3:19 pm ET)
83.0% are above or equal to 9/29 close (1 days ago), 17.0% are below.
55.9% are above or equal to 9/28 close (2 days ago), 44.1% are below.
62.7% are above or equal to 9/27 close (3 days ago), 37.3% are below.
71.3% are above or equal to 9/26 close (4 days ago), 28.7% are below.
59.5% are above or equal to 9/23 close (5 days ago), 40.5% are below.
50.2% are above or equal to 9/22 close (6 days ago), 49.8% are below.
64.8% are above or equal to 9/21 close (7 days ago), 35.2% are below.
78.5% are above or equal to 9/20 close (8 days ago), 21.5% are below.
75.5% are above or equal to 9/19 close (9 days ago), 24.5% are below.
76.5% are above or equal to 9/16 close (10 days ago), 23.5% are below.
71.8% are above or equal to 9/15 close (11 days ago), 28.2% are below.
80.5% are above or equal to 9/14 close (12 days ago), 19.5% are below.
78.0% are above or equal to 9/13 close (13 days ago), 22.0% are below.
59.5% are above or equal to 9/12 close (14 days ago), 40.5% are below.
71.1% are above or equal to 9/9 close (15 days ago), 28.9% are below.
45.0% are above or equal to 9/8 close (16 days ago), 55.0% are below.
43.4% are above or equal to 9/7 close (17 days ago), 56.6% are below.
45.4% are above or equal to 9/6 close (18 days ago), 54.6% are below.
45.0% are above or equal to 9/2 close (19 days ago), 55.0% are below.
52.0% are above or equal to 9/1 close (20 days ago), 48.0% are below.
52.2% are above or equal to 8/31 close (21 days ago), 47.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160930 3:19 pm ET)
20d: 11.0% new highs, 5.7% new lows
21d: 10.7% new highs, 5.6% new lows
42d: 8.8% new highs, 3.8% new lows
63d: 7.9% new highs, 2.9% new lows
126d: 6.1% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160930 3:19 pm ET)
2-day: 81.7% above, 18.3% below
3-day: 69.3% above, 30.7% below
4-day: 66.3% above, 33.7% below
5-day: 67.3% above, 32.7% below
8-day: 64.4% above, 35.6% below
10-day: 68.0% above, 32.0% below
20-day: 64.5% above, 35.5% below
50-day: 56.0% above, 44.0% below
200-day: 75.0% above, 25.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160930 3:19 pm ET)
ENER(91): 2.02% Top=REN SPN OIS SWN CPE RICE SEMG WNR ….. WPX MMP TLLP ETP SM SEP WPZ FGP=Bottom (Energy)
MANU(38): 1.98% Top=TEX ROK ATU CFX EMR CMI ETN AGCO ….. ITW SEDG TTC GE HON RS BWXT ERII=Bottom (Manufacturing)
FINA(90): 1.87% Top=WETF MS LAZ WDR C BAC SCHW ETFC ….. FRC WFC PSEC NDAQ ACAS CME CBOE YRD=Bottom (Banks/Financials)
HEAL(57): 1.62% Top=ACHC PODD CYH THC ADPT IRWD ZLTQ PRAH ….. ANTM XRAY BCR HLS DXCM HWAY OPK CNC=Bottom (Health)
RETA(65): 1.58% Top=RH CASY SFM COST LL TLRD BID AN ….. W KORS CHS BURL CVS ETSY SBH TSCO=Bottom (Retail & Specialty Retail)
TRAN(30): 1.48% Top=UAL WAB AAL KEX LUV ODFL SAVE NSC ….. KSU SWFT EXPD CHRW FDX AIRM WERN KNX=Bottom (Transportation)
ELEC(50): 1.37% Top=AMD AMBA QRVO SWKS PI CRUS MSCC MXL ….. OCLR SPWR NPTN GRMN FIT MLNX SCTY CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 1.33% Top=CC ALB HUN FTK OLN EMN RPM CE ….. PAH DOW CHMT AGU APD SHW ASH GPRE=Bottom (Chemicals/Fertilizers)
CONS(56): 1.31% Top=SKX PVH FOXF TPX WRK WWW TUP EPC ….. HAS PAY CRI SCS BERY KATE MAT SCSS=Bottom (Consumer)
DISV(48): 1.27% Top=AAN URI RBA HMHC YY RHI R HRB ….. SCOR BLOX FDC JEC LDOS MYGN SERV BAH=Bottom (Diversified Services)
INSU(28): 1.17% Top=LNC PRU WLTW MET UNM AIG AON MMC ….. TRV AFSI RDN ORI XL FNF FAF CNO=Bottom (Insurance)
LEIS(37): 1.00% Top=PLAY SONC DNKN BYD JACK WEN QSR YUM ….. PLNT DPZ SEAS SHAK ISLE EXPE ZOES WYNN=Bottom (Leisure)
COHW(44): 0.74% Top=SYNA NTAP TDC STX PANW VG INFN QCOM ….. ANET ZAYO GIMO S CIEN MSI WIN GOGO=Bottom (Computer Hardware/Telecom)
COSW(98): 0.51% Top=MENT BOX FTNT IMS LC CALD MDRX YELP ….. PFPT VIPS WB SINA TIVO BITA TWLO CTSH=Bottom (Computer Software/Internet)
MATE(29): 0.42% Top=FAST AWI DAR FLR TPH PHM WM TOL ….. USCR WCN WCIC SRCL VMC EXP MLM SUM=Bottom (Materials & Construction)
META(26): 0.38% Top=FMSA SWC SLCA CNX FCX AA NUE NEM ….. CCJ AG AEM PAAS RGLD SLW TAHO TCK=Bottom (Metals & Mining)
REAL(96): -0.09% Top=PEB DRH CLNY NRF SC CBG KRC VER ….. VTR PPS HCP EXR MAA COR MPW CUBE=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 3:19 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:50 pm

Market Stats at 1:50 pm ET
by daytrend on 20160930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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 (20160930 1:50 pm ET)
27.1% of stocks are above yesterday’s high.
65.7% are above yesterday’s midpoint. (34.3% are below.)
8.3% are below yesterday’s low.
64.6% are inside yesterday’s range.
42.1% of stocks with today’s high > yesterday’s high. (57.9% less than).
32.6% of stocks with today’s low < yesterday’s low. (67.4% greater than).

EVIDENCE OF INTRADAY TREND (20160930 1:50 pm ET)
68.8% of stocks are above today’s open. (30.0% are below).
68.0% of stocks are above today’s open and yesterday’s close.
17.2% are below both.
6.4% of stocks opened above yesterday’s high.
91.7% of stocks opened above yesterday’s close. (6.9% opened below yesterday’s close).
1.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160930 1:50 pm ET)
26.8% of stocks are in the top 10% of today’s range.
46.7% are in the top 20%.
75.0% are in the top half. 25.0% of stocks are in the bottom half of today’s range.
8.0% are in the bottom 20%.
3.1% are in the bottom 10%.

GAIN (20160930 1:50 pm ET)
82.0% of stocks are above yesterday’s close. (18.0% are below.)
1.8% are up 4.5% or more. 0.2% are down 4.5% or more.
3.8% are up 3.5% or more. 0.2% are down 3.5% or more.
45.8% are between +1% and -1%.

RSI on DAILY (20160930 1:50 pm ET)
2-day: >=95:8.1%…>=90:16.6%…>=80:28.4%…>=50:69.2%…<=20:11.5%…<=10:4.2%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:65.5%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:62.1%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160930 1:50 pm ET)
27.1% above previous 1 highs, 8.3% below previous 1 lows
22.4% above previous 2 highs, 6.8% below previous 2 lows
21.4% above previous 3 highs, 6.1% below previous 3 lows
19.7% above previous 4 highs, 5.3% below previous 4 lows
16.0% above previous 5 highs, 4.3% below previous 5 lows
14.7% above previous 6 highs, 3.7% below previous 6 lows
14.7% above previous 7 highs, 2.1% below previous 7 lows
14.1% above previous 8 highs, 2.1% below previous 8 lows
13.8% above previous 9 highs, 1.9% below previous 9 lows
13.7% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160930 1:50 pm ET)
82.0% are above or equal to 9/29 close (1 days ago), 18.0% are below.
49.9% are above or equal to 9/28 close (2 days ago), 50.1% are below.
59.3% are above or equal to 9/27 close (3 days ago), 40.7% are below.
69.0% are above or equal to 9/26 close (4 days ago), 31.0% are below.
56.5% are above or equal to 9/23 close (5 days ago), 43.5% are below.
48.1% are above or equal to 9/22 close (6 days ago), 51.9% are below.
61.7% are above or equal to 9/21 close (7 days ago), 38.3% are below.
77.6% are above or equal to 9/20 close (8 days ago), 22.4% are below.
73.2% are above or equal to 9/19 close (9 days ago), 26.8% are below.
75.0% are above or equal to 9/16 close (10 days ago), 25.0% are below.
69.6% are above or equal to 9/15 close (11 days ago), 30.4% are below.
79.5% are above or equal to 9/14 close (12 days ago), 20.5% are below.
76.4% are above or equal to 9/13 close (13 days ago), 23.6% are below.
58.3% are above or equal to 9/12 close (14 days ago), 41.7% are below.
69.4% are above or equal to 9/9 close (15 days ago), 30.6% are below.
43.0% are above or equal to 9/8 close (16 days ago), 57.0% are below.
41.1% are above or equal to 9/7 close (17 days ago), 58.9% are below.
44.0% are above or equal to 9/6 close (18 days ago), 56.0% are below.
43.9% are above or equal to 9/2 close (19 days ago), 56.1% are below.
51.0% are above or equal to 9/1 close (20 days ago), 49.0% are below.
51.0% are above or equal to 8/31 close (21 days ago), 49.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160930 1:50 pm ET)
20d: 9.5% new highs, 5.6% new lows
21d: 9.2% new highs, 5.5% new lows
42d: 7.8% new highs, 3.7% new lows
63d: 7.1% new highs, 2.7% new lows
126d: 5.4% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160930 1:50 pm ET)
2-day: 81.1% above, 18.9% below
3-day: 66.3% above, 33.7% below
4-day: 63.5% above, 36.5% below
5-day: 65.6% above, 34.4% below
8-day: 60.9% above, 39.1% below
10-day: 65.9% above, 34.1% below
20-day: 63.8% above, 36.2% below
50-day: 54.9% above, 45.1% below
200-day: 74.6% above, 25.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160930 1:50 pm ET)
ENER(91): 1.86% Top=REN SPN OIS SWN CPE SEMG DK RICE ….. PXD COP PAGP MDU TLLP WPZ SEP DO=Bottom (Energy)
MANU(38): 1.80% Top=TEX ATU ROK CFX CMI EMR ETN AGCO ….. AOS MHK TTC RS GE BWXT HON ERII=Bottom (Manufacturing)
FINA(90): 1.61% Top=WETF WDR MS C BAC LAZ SCHW CFG ….. PSEC FRC ACAS NDAQ ESNT CME CBOE YRD=Bottom (Banks/Financials)
RETA(65): 1.47% Top=RH COST SFM CASY TLRD LL ANF M ….. CHS CVS JCP KORS BURL TSCO SBH ETSY=Bottom (Retail & Specialty Retail)
ELEC(50): 1.37% Top=AMD QRVO AMBA SWKS PI CRUS MSCC NVDA ….. GRMN FTV SCTY SPWR OCLR MLNX NPTN CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(57): 1.24% Top=ACHC PODD THC ADPT ZLTQ PRAH IRWD SEM ….. AET ANTM HLS MD BCR HWAY OPK CNC=Bottom (Health)
CHEM(29): 1.21% Top=CC HUN ALB EMN FTK WLK OLN RPM ….. DOW CHMT PAH AGU SHW APD ASH GPRE=Bottom (Chemicals/Fertilizers)
TRAN(30): 1.18% Top=WAB UAL AAL KEX UNP CP NAT LUV ….. TRN KSU EXPD CHRW FDX WERN KNX AIRM=Bottom (Transportation)
CONS(56): 1.11% Top=SKX PVH FOXF WRK TPX GPK RL WWW ….. PAY LULU SCS KATE BERY MAT LEG SCSS=Bottom (Consumer)
DISV(48): 1.06% Top=GEO URI AAN MAN YY HMHC RHI R ….. BLOX MYGN JEC IILG LDOS FISV FDC BAH=Bottom (Diversified Services)
INSU(28): 0.89% Top=PRU LNC WLTW MET UNM AIG MTG AON ….. TRV HIG PRI ORI FAF XL FNF CNO=Bottom (Insurance)
COHW(44): 0.71% Top=SYNA NTAP TDC QCOM STX HPQ VG PANW ….. PSTG ARRS S ZAYO WIN CIEN MSI GOGO=Bottom (Computer Hardware/Telecom)
LEIS(37): 0.71% Top=PLAY SONC WEN QSR JACK DNKN YUM RCL ….. DPZ SEAS EAT EXPE ISLE SHAK ZOES WYNN=Bottom (Leisure)
COSW(98): 0.43% Top=MENT BOX FTNT LC IMS MDRX NCR WDAY ….. PFPT VIPS SINA BITA WB TIVO TWLO CTSH=Bottom (Computer Software/Internet)
MATE(29): 0.38% Top=FAST DAR FLR CAA AWI PWR WM TOL ….. WCN DY USCR WCIC VMC EXP MLM SUM=Bottom (Materials & Construction)
META(26): 0.24% Top=FMSA SWC SLCA CNX FCX AA NUE NEM ….. CCJ FNV AEM AG SLW PAAS TAHO TCK=Bottom (Metals & Mining)
REAL(96): 0.01% Top=CLNY NRF SC DRH PEB CBG RLGY SHO ….. BRX DFT MPW PPS COR HR MAA CUBE=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:50 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:25 am

Market Stats at 11:25 am ET
by daytrend on 20160930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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 (20160930 11:25 am ET)
19.1% of stocks are above yesterday’s high.
61.6% are above yesterday’s midpoint. (38.4% are below.)
7.6% are below yesterday’s low.
73.4% are inside yesterday’s range.
34.4% of stocks with today’s high > yesterday’s high. (65.6% less than).
31.0% of stocks with today’s low < yesterday’s low. (69.0% greater than).

EVIDENCE OF INTRADAY TREND (20160930 11:25 am ET)
64.4% of stocks are above today’s open. (34.3% are below).
63.8% of stocks are above today’s open and yesterday’s close.
18.4% are below both.
6.4% of stocks opened above yesterday’s high.
91.7% of stocks opened above yesterday’s close. (6.9% opened below yesterday’s close).
1.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160930 11:25 am ET)
19.6% of stocks are in the top 10% of today’s range.
41.4% are in the top 20%.
75.4% are in the top half. 24.6% of stocks are in the bottom half of today’s range.
7.8% are in the bottom 20%.
2.7% are in the bottom 10%.

GAIN (20160930 11:25 am ET)
81.1% of stocks are above yesterday’s close. (18.9% are below.)
0.2% are up 4.5% or more. 0.1% are down 4.5% or more.
2.0% are up 3.5% or more. 0.2% are down 3.5% or more.
52.6% are between +1% and -1%.

RSI on DAILY (20160930 11:25 am ET)
2-day: >=95:7.6%…>=90:15.1%…>=80:24.7%…>=50:65.7%…<=20:11.5%…<=10:4.7%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:63.5%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:60.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160930 11:25 am ET)
19.1% above previous 1 highs, 7.6% below previous 1 lows
15.4% above previous 2 highs, 5.9% below previous 2 lows
14.8% above previous 3 highs, 5.0% below previous 3 lows
13.9% above previous 4 highs, 4.3% below previous 4 lows
12.0% above previous 5 highs, 3.7% below previous 5 lows
10.9% above previous 6 highs, 3.3% below previous 6 lows
10.9% above previous 7 highs, 2.0% below previous 7 lows
10.6% above previous 8 highs, 2.0% below previous 8 lows
10.2% above previous 9 highs, 1.9% below previous 9 lows
10.2% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160930 11:25 am ET)
81.1% are above or equal to 9/29 close (1 days ago), 18.9% are below.
44.6% are above or equal to 9/28 close (2 days ago), 55.4% are below.
57.2% are above or equal to 9/27 close (3 days ago), 42.8% are below.
66.4% are above or equal to 9/26 close (4 days ago), 33.6% are below.
53.6% are above or equal to 9/23 close (5 days ago), 46.4% are below.
45.4% are above or equal to 9/22 close (6 days ago), 54.6% are below.
60.4% are above or equal to 9/21 close (7 days ago), 39.6% are below.
75.7% are above or equal to 9/20 close (8 days ago), 24.3% are below.
70.5% are above or equal to 9/19 close (9 days ago), 29.5% are below.
73.7% are above or equal to 9/16 close (10 days ago), 26.3% are below.
69.3% are above or equal to 9/15 close (11 days ago), 30.7% are below.
77.7% are above or equal to 9/14 close (12 days ago), 22.3% are below.
75.1% are above or equal to 9/13 close (13 days ago), 24.9% are below.
56.5% are above or equal to 9/12 close (14 days ago), 43.5% are below.
68.2% are above or equal to 9/9 close (15 days ago), 31.8% are below.
42.0% are above or equal to 9/8 close (16 days ago), 58.0% are below.
39.1% are above or equal to 9/7 close (17 days ago), 60.9% are below.
42.3% are above or equal to 9/6 close (18 days ago), 57.7% are below.
42.4% are above or equal to 9/2 close (19 days ago), 57.6% are below.
48.5% are above or equal to 9/1 close (20 days ago), 51.5% are below.
48.9% are above or equal to 8/31 close (21 days ago), 51.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160930 11:25 am ET)
20d: 7.5% new highs, 5.3% new lows
21d: 7.2% new highs, 5.2% new lows
42d: 6.1% new highs, 3.6% new lows
63d: 5.7% new highs, 2.6% new lows
126d: 4.4% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160930 11:25 am ET)
2-day: 79.6% above, 20.4% below
3-day: 62.4% above, 37.6% below
4-day: 60.4% above, 39.6% below
5-day: 62.3% above, 37.7% below
8-day: 56.8% above, 43.2% below
10-day: 63.5% above, 36.5% below
20-day: 62.1% above, 37.9% below
50-day: 53.3% above, 46.7% below
200-day: 74.3% above, 25.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160930 11:25 am ET)
MANU(38): 1.61% Top=TEX ATU ROK CFX CMI KMT AGCO DOV ….. GE TTC MRC BWXT MHK HON RS ERII=Bottom (Manufacturing)
FINA(90): 1.38% Top=WETF WDR LAZ C MS CFG BAC ETFC ….. FRC ACAS HAWK NDAQ CME CBOE YRD ESNT=Bottom (Banks/Financials)
ENER(91): 1.26% Top=SPN OIS HP NBR REN SWN WNR DK ….. ETP SXL TLLP PAGP CWEI SEP PDCE DO=Bottom (Energy)
RETA(65): 1.16% Top=COST SFM CASY LL BID RH TLRD GPS ….. MIK CVS KORS JCP W TSCO BURL ETSY=Bottom (Retail & Specialty Retail)
ELEC(50): 1.11% Top=QRVO AMBA PI CRUS AMD SWKS MSCC ON ….. FSLR FTV OCLR NPTN TSRA SCTY CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(30): 1.02% Top=UAL AAL WAB UNP LUV CSX XPO HA ….. SWFT WERN KSU CHRW TRN AIRM KNX FDX=Bottom (Transportation)
HEAL(57): 1.02% Top=ACHC PODD ADPT ABT ZLTQ IRWD COO GKOS ….. UHS ANTM CYH DXCM HWAY DVA OPK CNC=Bottom (Health)
CONS(56): 0.90% Top=SKX PVH FOXF WRK EPC RL TUP WWW ….. LULU KATE LEG GIII SCS BERY MAT SCSS=Bottom (Consumer)
CHEM(29): 0.87% Top=FTK CC ALB WLK RPM OLN PPG DD ….. CHMT PAH APD ASH SHW POT AGU GPRE=Bottom (Chemicals/Fertilizers)
INSU(28): 0.85% Top=PRU LNC WLTW UNM MET MTG AIG L ….. AFL PRI AGO FAF ORI FNF XL CNO=Bottom (Insurance)
COHW(44): 0.73% Top=SYNA SSYS QCOM VG TDC ACIA NTAP HPQ ….. WIN VRSN GIMO S OLED MSI GOGO CIEN=Bottom (Computer Hardware/Telecom)
LEIS(37): 0.70% Top=PLAY DNKN SONC GPRO JACK RCL CCL SBUX ….. CMG CBRL BLMN ISLE EXPE SHAK ZOES WYNN=Bottom (Leisure)
DISV(48): 0.70% Top=GEO URI R RHI AAN YY MAN AL ….. LDOS AHS FISV G VNTV BAH TMH FDC=Bottom (Diversified Services)
MATE(29): 0.28% Top=FAST DAR OC FLR CAA AWI PWR TPH ….. SRCL USCR DY USG MTZ SUM MLM EXP=Bottom (Materials & Construction)
COSW(98): 0.21% Top=MENT BOX LC GRUB NCR WDAY FTNT NTCT ….. SSNC PFPT GWRE SINA WB TIVO BITA CTSH=Bottom (Computer Software/Internet)
META(26): 0.17% Top=FCX CNX FMSA SLCA SWC NUE NEM AA ….. SLW AGI GG CCJ AEM PAAS TAHO TCK=Bottom (Metals & Mining)
REAL(96): 0.14% Top=SC CBG PEB DRH CLNY NRF LHO CBL ….. UDR COR EXR AIV PPS MAA DLR CUBE=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 11:25 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:48 am

Market Stats at 9:48 am ET
by daytrend on 20160930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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 (20160930 9:48 am ET)
6.9% of stocks are above yesterday’s high.
41.2% are above yesterday’s midpoint. (58.8% are below.)
9.3% are below yesterday’s low.
83.8% are inside yesterday’s range.
21.1% of stocks with today’s high > yesterday’s high. (78.9% less than).
16.2% of stocks with today’s low < yesterday’s low. (83.8% greater than).

EVIDENCE OF INTRADAY TREND (20160930 9:48 am ET)
34.4% of stocks are above today’s open. (62.2% are below).
33.6% of stocks are above today’s open and yesterday’s close.
26.3% are below both.
6.4% of stocks opened above yesterday’s high.
91.6% of stocks opened above yesterday’s close. (6.9% opened below yesterday’s close).
1.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160930 9:48 am ET)
4.9% of stocks are in the top 10% of today’s range.
9.3% are in the top 20%.
31.4% are in the top half. 68.6% of stocks are in the bottom half of today’s range.
39.0% are in the bottom 20%.
26.3% are in the bottom 10%.

GAIN (20160930 9:48 am ET)
72.9% of stocks are above yesterday’s close. (27.1% are below.)
0.1% are up 4.5% or more. 0.4% are down 4.5% or more.
0.2% are up 3.5% or more. 0.4% are down 3.5% or more.
82.2% are between +1% and -1%.

RSI on DAILY (20160930 9:48 am ET)
2-day: >=95:4.3%…>=90:12.0%…>=80:19.6%…>=50:50.4%…<=20:14.9%…<=10:6.0%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:55.7%…<=20:1.4%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:54.1%…<=20:0.5%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160930 9:48 am ET)
6.9% above previous 1 highs, 9.3% below previous 1 lows
5.4% above previous 2 highs, 7.6% below previous 2 lows
5.3% above previous 3 highs, 6.0% below previous 3 lows
4.9% above previous 4 highs, 5.4% below previous 4 lows
4.2% above previous 5 highs, 4.5% below previous 5 lows
3.6% above previous 6 highs, 4.3% below previous 6 lows
3.6% above previous 7 highs, 3.5% below previous 7 lows
3.5% above previous 8 highs, 3.2% below previous 8 lows
3.4% above previous 9 highs, 3.2% below previous 9 lows
3.4% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160930 9:48 am ET)
72.9% are above or equal to 9/29 close (1 days ago), 27.1% are below.
29.9% are above or equal to 9/28 close (2 days ago), 70.1% are below.
48.4% are above or equal to 9/27 close (3 days ago), 51.6% are below.
60.1% are above or equal to 9/26 close (4 days ago), 39.9% are below.
44.7% are above or equal to 9/23 close (5 days ago), 55.3% are below.
36.6% are above or equal to 9/22 close (6 days ago), 63.4% are below.
53.5% are above or equal to 9/21 close (7 days ago), 46.5% are below.
69.3% are above or equal to 9/20 close (8 days ago), 30.7% are below.
65.7% are above or equal to 9/19 close (9 days ago), 34.3% are below.
68.6% are above or equal to 9/16 close (10 days ago), 31.4% are below.
62.5% are above or equal to 9/15 close (11 days ago), 37.5% are below.
72.9% are above or equal to 9/14 close (12 days ago), 27.1% are below.
70.5% are above or equal to 9/13 close (13 days ago), 29.5% are below.
53.4% are above or equal to 9/12 close (14 days ago), 46.6% are below.
63.4% are above or equal to 9/9 close (15 days ago), 36.6% are below.
36.4% are above or equal to 9/8 close (16 days ago), 63.6% are below.
34.3% are above or equal to 9/7 close (17 days ago), 65.7% are below.
37.0% are above or equal to 9/6 close (18 days ago), 63.0% are below.
38.2% are above or equal to 9/2 close (19 days ago), 61.8% are below.
43.5% are above or equal to 9/1 close (20 days ago), 56.5% are below.
44.1% are above or equal to 8/31 close (21 days ago), 55.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160930 9:48 am ET)
20d: 4.2% new highs, 3.1% new lows
21d: 4.1% new highs, 3.0% new lows
42d: 3.3% new highs, 2.1% new lows
63d: 3.0% new highs, 1.8% new lows
126d: 2.4% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160930 9:48 am ET)
2-day: 71.2% above, 28.8% below
3-day: 41.4% above, 58.6% below
4-day: 44.0% above, 56.0% below
5-day: 49.5% above, 50.5% below
8-day: 45.1% above, 54.9% below
10-day: 53.0% above, 47.0% below
20-day: 55.2% above, 44.8% below
50-day: 50.2% above, 49.8% below
200-day: 73.7% above, 26.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160930 9:48 am ET)
FINA(90): 0.70% Top=YRD ETFC LAZ WETF C AMP IVZ WDR ….. HOMB CBOE GS WFC ESNT HAWK FRC BANC=Bottom (Banks/Financials)
ELEC(50): 0.67% Top=PI ON FIT SIMO MRVL SWKS CRUS AMD ….. JBL ISIL IPHI MCHP CSIQ OCLR SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(38): 0.61% Top=ROK TEX DDD CMI GNRC ATU PH AGCO ….. SEDG HON BWXT MHK ATI RS ERII WOR=Bottom (Manufacturing)
RETA(65): 0.53% Top=COST CASY RH SFM LL M TIF EBAY ….. LOW JCP MIK SBH CVS FIVE TSCO BURL=Bottom (Retail & Specialty Retail)
CONS(56): 0.49% Top=SKX COH KS PVH COTY FOXF PG GPK ….. FBHS LULU GIII SCS MAT LEG TPX SCSS=Bottom (Consumer)
ENER(91): 0.48% Top=SEMG WNR ECA OIS CVRR AR GPOR HP ….. ATW MPLX RIG CVE FGP SXL CRC SN=Bottom (Energy)
TRAN(30): 0.45% Top=WAB UNP BRS NSC ODFL UAL CNI CP ….. KEX WERN FDX SAVE JBLU SWFT TRN AIRM=Bottom (Transportation)
INSU(28): 0.26% Top=AIG LNC MMC AON PRU MET AJG L ….. PRI XL ORI AGO AFSI FNF FAF CNO=Bottom (Insurance)
COHW(44): 0.24% Top=SYNA QCOM NTAP TDC SSYS ACIA HPQ BRCD ….. ANET CRAY WIN MSI GOGO INFN CIEN OLED=Bottom (Computer Hardware/Telecom)
CHEM(29): 0.22% Top=CC WLK AXTA PPG EMN FMC DD ALB ….. POT CF MON APD POL SHW GPRE PAH=Bottom (Chemicals/Fertilizers)
META(26): 0.20% Top=CNX AG AGI FCX FMSA CDE NEM FNV ….. SSRI CCJ NUE TAHO STLD CMC X TCK=Bottom (Metals & Mining)
DISV(48): 0.17% Top=GEO R YY URI MCO RRD WOOF ULTA ….. AHS SBAC XRS G VNTV LDOS FDC TMH=Bottom (Diversified Services)
LEIS(37): 0.13% Top=PLAY DNKN SONC JACK TXRH WEN SBUX GPRO ….. TVPT MGM BYD BLMN SHAK EXPE ZOES WYNN=Bottom (Leisure)
COSW(98): 0.08% Top=MENT BOX WUBA VIPS WB YELP FDS NTCT ….. PFPT CSRA SSNC XRX DATA TIVO BITA CTSH=Bottom (Computer Software/Internet)
HEAL(57): 0.07% Top=PODD RMD ZBH VAR TMO GKOS INCR ABT ….. AMSG BKD EVHC DVA HLS HWAY ESRX CYH=Bottom (Health)
REAL(96): -0.01% Top=SC CBG CSAL DRH LHO PLD SPG AMT ….. MAA APLE LGIH CONE BDN COR CUBE MPW=Bottom (Real Estate)
MATE(29): -0.15% Top=FAST RSG WM WY DAR FLR WCN PWR ….. WCIC MAS VMC USCR MTZ EXP MLM USG=Bottom (Materials & Construction)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/29/2016

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

Closing Stats
by daytrend on 20160929. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 925.

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 (20160929 Closing)
14.1% of stocks are above yesterday’s high.
33.2% are above yesterday’s midpoint. (66.8% are below.)
36.1% are below yesterday’s low.
49.8% are inside yesterday’s range.
51.5% of stocks with today’s high > yesterday’s high. (48.5% less than).
52.6% of stocks with today’s low < yesterday’s low. (47.4% greater than).

EVIDENCE OF INTRADAY TREND (20160929 Closing)
21.9% of stocks are above today’s open. (76.2% are below).
17.9% of stocks are above today’s open and yesterday’s close.
73.8% are below both.
8.6% of stocks opened above yesterday’s high.
28.8% of stocks opened above yesterday’s close. (64.1% opened below yesterday’s close).
3.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160929 Closing)
0.2% of stocks are in the top 10% of today’s range.
2.2% are in the top 20%.
19.6% are in the top half. 80.4% of stocks are in the bottom half of today’s range.
41.0% are in the bottom 20%.
20.6% are in the bottom 10%.

GAIN (20160929 Closing)
21.9% of stocks are above yesterday’s close. (78.1% are below.)
2.2% are up 4.5% or more. 1.9% are down 4.5% or more.
3.1% are up 3.5% or more. 3.5% are down 3.5% or more.
41.6% are between +1% and -1%.

RSI on DAILY (20160929 Closing)
2-day: >=95:3.0%…>=90:8.9%…>=80:17.9%…>=50:31.4%…<=20:27.8%…<=10:12.2%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:48.8%…<=20:1.4%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:50.3%…<=20:0.5%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160929 Closing)
14.1% above previous 1 highs, 36.1% below previous 1 lows
13.3% above previous 2 highs, 22.7% below previous 2 lows
12.9% above previous 3 highs, 19.2% below previous 3 lows
10.7% above previous 4 highs, 17.7% below previous 4 lows
9.1% above previous 5 highs, 16.3% below previous 5 lows
9.1% above previous 6 highs, 11.1% below previous 6 lows
9.0% above previous 7 highs, 10.4% below previous 7 lows
8.8% above previous 8 highs, 9.9% below previous 8 lows
8.8% above previous 9 highs, 9.0% below previous 9 lows
8.6% above previous 10 highs, 7.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160929 Closing)
21.9% are above or equal to 9/28 close (1 days ago), 78.1% are below.
39.7% are above or equal to 9/27 close (2 days ago), 60.3% are below.
53.7% are above or equal to 9/26 close (3 days ago), 46.3% are below.
40.1% are above or equal to 9/23 close (4 days ago), 59.9% are below.
33.0% are above or equal to 9/22 close (5 days ago), 67.0% are below.
48.4% are above or equal to 9/21 close (6 days ago), 51.6% are below.
65.6% are above or equal to 9/20 close (7 days ago), 34.4% are below.
62.9% are above or equal to 9/19 close (8 days ago), 37.1% are below.
64.9% are above or equal to 9/16 close (9 days ago), 35.1% are below.
59.0% are above or equal to 9/15 close (10 days ago), 41.0% are below.
70.3% are above or equal to 9/14 close (11 days ago), 29.7% are below.
68.2% are above or equal to 9/13 close (12 days ago), 31.8% are below.
49.8% are above or equal to 9/12 close (13 days ago), 50.2% are below.
61.2% are above or equal to 9/9 close (14 days ago), 38.8% are below.
33.3% are above or equal to 9/8 close (15 days ago), 66.7% are below.
32.4% are above or equal to 9/7 close (16 days ago), 67.6% are below.
34.2% are above or equal to 9/6 close (17 days ago), 65.8% are below.
36.8% are above or equal to 9/2 close (18 days ago), 63.2% are below.
40.8% are above or equal to 9/1 close (19 days ago), 59.2% are below.
42.2% are above or equal to 8/31 close (20 days ago), 57.8% are below.
39.6% are above or equal to 8/30 close (21 days ago), 60.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160929 Closing)
20d: 12.5% new highs, 8.5% new lows
21d: 11.8% new highs, 8.5% new lows
42d: 9.1% new highs, 5.2% new lows
63d: 7.7% new highs, 3.4% new lows
126d: 6.5% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160929 Closing)
2-day: 20.4% above, 79.6% below
3-day: 29.2% above, 70.8% below
4-day: 37.4% above, 62.6% below
5-day: 36.9% above, 63.1% below
8-day: 43.7% above, 56.3% below
10-day: 49.8% above, 50.2% below
20-day: 49.9% above, 50.1% below
50-day: 47.8% above, 52.2% below
200-day: 73.0% above, 27.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160929 Closing)
ENER(91): 1.07% Top=SPN SM ECA OAS PTEN CRZO RIG CRC ….. CVRR CVI PBF WNR VLO TSO MPC FGP=Bottom (Energy)
MANU(38): -0.32% Top=MRC SEDG CAT WOR EMR DOV CMI FLS ….. GE MHK SWK AME BWXT TTC RS ATU=Bottom (Manufacturing)
ELEC(50): -0.37% Top=CSIQ AMBA IDTI PI HIMX MLNX ON CY ….. TTMI GRMN QRVO KEYS NPTN OCLR SCTY FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(29): -0.39% Top=JBHT UAL WERN CP KSU LUV CNI CHRW ….. WAB TRN XPO ALK HA AIRM NAT JBLU=Bottom (Transportation)
CHEM(30): -0.50% Top=MEOH WLK GPRE FTK OLN CF APD PX ….. AXTA GRA PPG SHW ALB POL KRA PAH=Bottom (Chemicals/Fertilizers)
LEIS(37): -0.77% Top=EXPE ARMK CMG DNKN SEAS ISLE PNRA RCL ….. EAT MGM CBRL BYD QSR GPRO TXRH ZOES=Bottom (Leisure)
META(27): -0.79% Top=FMSA SWC AGI FSM AA CCJ SLCA GG ….. NUE CMC STLD CDE FCX CNX AG X=Bottom (Metals & Mining)
RETA(65): -0.94% Top=LL RH BIG EBAY GES KSS TIF AMZN ….. DLTR W KORS BABA JCP DKS FIVE SBH=Bottom (Retail & Specialty Retail)
COSW(99): -0.99% Top=ACN SABR XRX TEAM BOX SHOP MTCH AZPN ….. LC BR BIDU SSNC WUBA GRUB BITA PFPT=Bottom (Computer Software/Internet)
DISV(50): -1.00% Top=HMHC URI INFO WOOF XRS G KBR RBA ….. SCI AHS CAR RRD MYGN CTAS RHI CXW=Bottom (Diversified Services)
MATE(30): -1.07% Top=EXP TOL DAR MTZ FLR PWR FAST WCIC ….. BECN SUM KBH USCR LEN OC USG CAA=Bottom (Materials & Construction)
INSU(29): -1.10% Top=AGO WLTW AFSI L ALL PGR TRV BRO ….. RDN CINF AIG FAF CNO PRU ORI PRI=Bottom (Insurance)
CONS(59): -1.15% Top=ENR RL EPC COH BLL GIII PBI TLN ….. PKG SKX DECK BERY COTY GT LULU TPX=Bottom (Consumer)
REAL(98): -1.16% Top=AMT OUT AMH LGIH HST MPW PEB PPS ….. SLG SPG MGP PGRE CBG CLI CUZ NRZ=Bottom (Real Estate)
COHW(44): -1.31% Top=QCOM PANW MSI WDC SSYS BCE ARRS VZ ….. LVLT TDC VG CRAY BBRY OLED SYNA GOGO=Bottom (Computer Hardware/Telecom)
FINA(92): -1.34% Top=AMTD BOFI ETFC WU ACAS BX ARCC TD ….. MS WETF SEIC LM STT GS ESNT OMF=Bottom (Banks/Financials)
HEAL(57): -1.56% Top=HWAY PINC MD CYH HCA ACHC ZBH UHS ….. NUVA ALGN OPK PRXL ZLTQ IRWD GKOS PODD=Bottom (Health)

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

Filed under: Market Stats — daytrend @ 12:56 pm

Market Stats at 1:55 pm ET
by daytrend on 20160929. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 925.

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 (20160929 1:55 pm ET)
10.8% of stocks are above yesterday’s high.
29.9% are above yesterday’s midpoint. (70.1% are below.)
42.1% are below yesterday’s low.
47.1% are inside yesterday’s range.
51.2% of stocks with today’s high > yesterday’s high. (48.8% less than).
49.7% of stocks with today’s low < yesterday’s low. (50.3% greater than).

EVIDENCE OF INTRADAY TREND (20160929 1:55 pm ET)
18.8% of stocks are above today’s open. (80.6% are below).
14.9% of stocks are above today’s open and yesterday’s close.
78.3% are below both.
8.9% of stocks opened above yesterday’s high.
29.3% of stocks opened above yesterday’s close. (64.6% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160929 1:55 pm ET)
0.1% of stocks are in the top 10% of today’s range.
0.5% are in the top 20%.
10.7% are in the top half. 89.3% of stocks are in the bottom half of today’s range.
66.5% are in the bottom 20%.
51.4% are in the bottom 10%.

GAIN (20160929 1:55 pm ET)
17.8% of stocks are above yesterday’s close. (82.2% are below.)
1.3% are up 4.5% or more. 2.3% are down 4.5% or more.
1.9% are up 3.5% or more. 3.8% are down 3.5% or more.
35.7% are between +1% and -1%.

RSI on DAILY (20160929 1:55 pm ET)
2-day: >=95:2.3%…>=90:6.4%…>=80:13.1%…>=50:28.0%…<=20:29.5%…<=10:12.6%…<=5:5.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:45.5%…<=20:1.6%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:46.3%…<=20:0.5%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160929 1:55 pm ET)
10.8% above previous 1 highs, 42.1% below previous 1 lows
10.2% above previous 2 highs, 25.3% below previous 2 lows
9.4% above previous 3 highs, 21.5% below previous 3 lows
8.0% above previous 4 highs, 20.3% below previous 4 lows
7.0% above previous 5 highs, 19.0% below previous 5 lows
6.9% above previous 6 highs, 12.3% below previous 6 lows
6.9% above previous 7 highs, 11.1% below previous 7 lows
6.8% above previous 8 highs, 10.2% below previous 8 lows
6.8% above previous 9 highs, 9.2% below previous 9 lows
6.8% above previous 10 highs, 8.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160929 1:55 pm ET)
17.8% are above or equal to 9/28 close (1 days ago), 82.2% are below.
37.6% are above or equal to 9/27 close (2 days ago), 62.4% are below.
49.8% are above or equal to 9/26 close (3 days ago), 50.2% are below.
37.0% are above or equal to 9/23 close (4 days ago), 63.0% are below.
30.7% are above or equal to 9/22 close (5 days ago), 69.3% are below.
46.1% are above or equal to 9/21 close (6 days ago), 53.9% are below.
63.5% are above or equal to 9/20 close (7 days ago), 36.5% are below.
60.9% are above or equal to 9/19 close (8 days ago), 39.1% are below.
62.9% are above or equal to 9/16 close (9 days ago), 37.1% are below.
57.7% are above or equal to 9/15 close (10 days ago), 42.3% are below.
68.4% are above or equal to 9/14 close (11 days ago), 31.6% are below.
66.5% are above or equal to 9/13 close (12 days ago), 33.5% are below.
47.9% are above or equal to 9/12 close (13 days ago), 52.1% are below.
59.7% are above or equal to 9/9 close (14 days ago), 40.3% are below.
31.1% are above or equal to 9/8 close (15 days ago), 68.9% are below.
30.5% are above or equal to 9/7 close (16 days ago), 69.5% are below.
31.9% are above or equal to 9/6 close (17 days ago), 68.1% are below.
34.7% are above or equal to 9/2 close (18 days ago), 65.3% are below.
39.1% are above or equal to 9/1 close (19 days ago), 60.9% are below.
40.5% are above or equal to 8/31 close (20 days ago), 59.5% are below.
36.9% are above or equal to 8/30 close (21 days ago), 63.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160929 1:55 pm ET)
20d: 12.4% new highs, 7.6% new lows
21d: 11.7% new highs, 7.6% new lows
42d: 9.0% new highs, 4.5% new lows
63d: 7.6% new highs, 2.9% new lows
126d: 6.4% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160929 1:55 pm ET)
2-day: 17.1% above, 82.9% below
3-day: 26.4% above, 73.6% below
4-day: 33.3% above, 66.7% below
5-day: 33.4% above, 66.6% below
8-day: 41.1% above, 58.9% below
10-day: 47.0% above, 53.0% below
20-day: 46.8% above, 53.2% below
50-day: 45.5% above, 54.5% below
200-day: 72.3% above, 27.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160929 1:55 pm ET)
ENER(91): 0.20% Top=SPN OIS SM PTEN OAS ECA CLR CRZO ….. CVI DK PBF WNR FGP VLO TSO MPC=Bottom (Energy)
TRAN(29): -0.43% Top=JBHT WERN UAL CHRW LUV KNX SAVE EXPD ….. ALK HA NAT WAB AIRM TRN XPO JBLU=Bottom (Transportation)
MANU(38): -0.53% Top=MRC SEDG CAT CMI AGCO EMR ITT WOR ….. ERII SWK MHK TTC BWXT ATI ATU RS=Bottom (Manufacturing)
ELEC(50): -0.60% Top=HIMX CSIQ AMBA ON IDTI MLNX SIMO CY ….. SWKS TTMI NPTN OCLR GRMN KEYS SCTY FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(65): -0.77% Top=LL RH GES EBAY BIG LOW WSM KSS ….. WBA KORS DLTR JCP BABA FIVE DKS SBH=Bottom (Retail & Specialty Retail)
CHEM(30): -0.79% Top=WLK GPRE MEOH OLN CF APD PX FTK ….. KRA PPG RPM DD AXTA SHW ALB PAH=Bottom (Chemicals/Fertilizers)
LEIS(37): -0.93% Top=EXPE SONC CMG ISLE PNRA TVPT PLAY ARMK ….. CBRL SBUX GPRO QSR TXRH BYD MGM ZOES=Bottom (Leisure)
COSW(99): -1.00% Top=ACN SABR BOX TIVO MTCH XRX SHOP AKAM ….. BR LC BIDU SSNC FEYE WUBA BITA PFPT=Bottom (Computer Software/Internet)
DISV(50): -1.05% Top=HMHC URI INFO XRS G WOOF HCSG RBA ….. ALLE AHS RRD MYGN CAR CTAS RHI CXW=Bottom (Diversified Services)
CONS(59): -1.16% Top=GIII RL ENR EPC COH BLL TLN PBI ….. EL SKX BERY COTY PKG LULU GT TPX=Bottom (Consumer)
REAL(98): -1.26% Top=HST PEB AMH DRH OUT SHO AMT RLJ ….. EQY KIM SC CBG GGP CLI CUZ NRZ=Bottom (Real Estate)
MATE(30): -1.31% Top=FLR TOL EXP DAR FAST WCIC MTZ FIX ….. KBH USG DY LEN USCR SUM CAA OC=Bottom (Materials & Construction)
COHW(44): -1.40% Top=QCOM PANW ACIA BCE VZ MSI WIN BRCD ….. TDC LVLT SYNA VG CRAY BBRY OLED GOGO=Bottom (Computer Hardware/Telecom)
INSU(29): -1.40% Top=AGO AFSI WLTW L ALL TRV PGR MMC ….. CINF AWH AIG LNC ORI CNO PRI PRU=Bottom (Insurance)
META(27): -1.51% Top=SLCA FMSA SWC AGI AA CCJ FSM GG ….. CDE TAHO SSRI STLD FCX AG CNX X=Bottom (Metals & Mining)
FINA(92): -1.68% Top=AMTD BOFI ARCC BX ACAS WU KKR BANC ….. CMA CIT STT COF C MS OMF GS=Bottom (Banks/Financials)
HEAL(57): -1.98% Top=PINC HWAY MD UHS HCA STJ AET CYH ….. ADPT IRWD DXCM OPK NVRO ZLTQ GKOS PODD=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:55 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:22 pm

Market Stats at 1:22 pm ET
by daytrend on 20160929. 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 (20160929 1:22 pm ET)
15.8% of stocks are above yesterday’s high.
37.6% are above yesterday’s midpoint. (62.4% are below.)
31.7% are below yesterday’s low.
52.5% are inside yesterday’s range.
51.3% of stocks with today’s high > yesterday’s high. (48.7% less than).
44.6% of stocks with today’s low < yesterday’s low. (55.4% greater than).

EVIDENCE OF INTRADAY TREND (20160929 1:22 pm ET)
27.1% of stocks are above today’s open. (71.9% are below).
21.1% of stocks are above today’s open and yesterday’s close.
69.4% are below both.
8.9% of stocks opened above yesterday’s high.
29.3% of stocks opened above yesterday’s close. (64.7% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160929 1:22 pm ET)
2.5% of stocks are in the top 10% of today’s range.
4.2% are in the top 20%.
19.2% are in the top half. 80.8% of stocks are in the bottom half of today’s range.
47.1% are in the bottom 20%.
20.7% are in the bottom 10%.

GAIN (20160929 1:22 pm ET)
24.9% of stocks are above yesterday’s close. (75.1% are below.)
2.3% are up 4.5% or more. 2.1% are down 4.5% or more.
3.7% are up 3.5% or more. 3.0% are down 3.5% or more.
46.1% are between +1% and -1%.

RSI on DAILY (20160929 1:22 pm ET)
2-day: >=95:3.5%…>=90:9.9%…>=80:19.1%…>=50:35.1%…<=20:24.3%…<=10:11.7%…<=5:4.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:49.7%…<=20:1.3%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:52.1%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160929 1:22 pm ET)
15.8% above previous 1 highs, 31.7% below previous 1 lows
15.2% above previous 2 highs, 20.3% below previous 2 lows
14.1% above previous 3 highs, 17.3% below previous 3 lows
12.1% above previous 4 highs, 15.8% below previous 4 lows
9.8% above previous 5 highs, 15.0% below previous 5 lows
9.7% above previous 6 highs, 8.7% below previous 6 lows
9.6% above previous 7 highs, 7.8% below previous 7 lows
9.2% above previous 8 highs, 7.6% below previous 8 lows
9.2% above previous 9 highs, 6.7% below previous 9 lows
9.1% above previous 10 highs, 5.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160929 1:22 pm ET)
24.9% are above or equal to 9/28 close (1 days ago), 75.1% are below.
45.7% are above or equal to 9/27 close (2 days ago), 54.3% are below.
57.2% are above or equal to 9/26 close (3 days ago), 42.8% are below.
42.5% are above or equal to 9/23 close (4 days ago), 57.5% are below.
35.2% are above or equal to 9/22 close (5 days ago), 64.8% are below.
51.8% are above or equal to 9/21 close (6 days ago), 48.2% are below.
67.8% are above or equal to 9/20 close (7 days ago), 32.2% are below.
64.6% are above or equal to 9/19 close (8 days ago), 35.4% are below.
67.0% are above or equal to 9/16 close (9 days ago), 33.0% are below.
61.2% are above or equal to 9/15 close (10 days ago), 38.8% are below.
71.8% are above or equal to 9/14 close (11 days ago), 28.2% are below.
69.5% are above or equal to 9/13 close (12 days ago), 30.5% are below.
51.2% are above or equal to 9/12 close (13 days ago), 48.8% are below.
63.1% are above or equal to 9/9 close (14 days ago), 36.9% are below.
34.2% are above or equal to 9/8 close (15 days ago), 65.8% are below.
33.5% are above or equal to 9/7 close (16 days ago), 66.5% are below.
35.5% are above or equal to 9/6 close (17 days ago), 64.5% are below.
37.6% are above or equal to 9/2 close (18 days ago), 62.4% are below.
41.1% are above or equal to 9/1 close (19 days ago), 58.9% are below.
43.1% are above or equal to 8/31 close (20 days ago), 56.9% are below.
40.1% are above or equal to 8/30 close (21 days ago), 59.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160929 1:22 pm ET)
20d: 12.4% new highs, 6.8% new lows
21d: 11.7% new highs, 6.8% new lows
42d: 9.0% new highs, 4.3% new lows
63d: 7.6% new highs, 2.8% new lows
126d: 6.4% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160929 1:22 pm ET)
2-day: 23.8% above, 76.2% below
3-day: 34.3% above, 65.7% below
4-day: 44.0% above, 56.0% below
5-day: 41.6% above, 58.4% below
8-day: 46.2% above, 53.8% below
10-day: 53.2% above, 46.8% below
20-day: 51.0% above, 49.0% below
50-day: 48.5% above, 51.5% below
200-day: 73.5% above, 26.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160929 1:22 pm ET)
ENER(91): 1.37% Top=CRC OAS SPN SM ECA OIS PTEN CRZO ….. CVRR DK WNR PBF TSO VLO FGP MPC=Bottom (Energy)
ELEC(50): 0.09% Top=CSIQ HIMX AMBA ON IDTI MRVL MLNX AMD ….. OCLR TRMB TTMI GRMN WAT KEYS SCTY FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(38): -0.07% Top=MRC SEDG CAT WOR AGCO TEX CMI ITT ….. AOS DCI ERII MHK RS BWXT TTC ATU=Bottom (Manufacturing)
TRAN(29): -0.16% Top=JBHT UAL WERN LUV SAVE KNX KSU AAL ….. UPS NAT ALK TRN AIRM HA WAB JBLU=Bottom (Transportation)
CHEM(30): -0.26% Top=GPRE WLK MEOH FTK OLN CF CC PX ….. PPG ASH RPM DD AXTA SHW ALB PAH=Bottom (Chemicals/Fertilizers)
RETA(65): -0.45% Top=LL RH EBAY GES BIG WSM LOW KSS ….. JCP WBA ETSY DLTR BABA FIVE DKS SBH=Bottom (Retail & Specialty Retail)
DISV(50): -0.74% Top=HMHC URI XRS G INFO WOOF FDC VNTV ….. ALLE AHS RRD CAR MYGN CTAS RHI CXW=Bottom (Diversified Services)
COSW(99): -0.75% Top=ACN SABR BOX TIVO AKAM XRX MTCH SHOP ….. YHOO BIDU SSNC LC BITA FEYE WUBA PFPT=Bottom (Computer Software/Internet)
LEIS(37): -0.78% Top=EXPE SONC CMG ISLE HLT PNRA TVPT ARMK ….. EAT BYD QSR CBRL MGM GPRO TXRH ZOES=Bottom (Leisure)
META(28): -0.82% Top=FMSA SLCA SWC AGI AA FSM CCJ GG ….. PAAS SSRI TAHO STLD CNX AG CLF X=Bottom (Metals & Mining)
CONS(59): -0.85% Top=RL ENR COH GIII EPC PVH BLL TLN ….. PG EL PKG BERY COTY LULU GT TPX=Bottom (Consumer)
INSU(29): -0.91% Top=AGO AFSI WLTW L PGR MTG ALL RDN ….. XL CINF PRI FAF AWH PRU FNF ORI=Bottom (Insurance)
FINA(92): -1.02% Top=AMTD BOFI ARCC ETFC BX ACAS PNC BEN ….. CMA WFC CBOE STT OMF COF GS SLM=Bottom (Banks/Financials)
MATE(30): -1.03% Top=FLR DAR TOL EXP FAST WCIC DHI MTZ ….. USG BECN DY LEN USCR CAA OC SUM=Bottom (Materials & Construction)
COHW(44): -1.04% Top=QCOM ACIA PANW BCE PSTG WDC MSI WIN ….. GIMO LVLT VG CRAY SYNA BBRY OLED GOGO=Bottom (Computer Hardware/Telecom)
REAL(98): -1.27% Top=HST PEB DRH AMH OUT LGIH SHO LHO ….. DFT KIM EQY SPG CLI GGP CUZ NRZ=Bottom (Real Estate)
HEAL(57): -1.74% Top=PINC HWAY MD CYH HCA UHS THC EVHC ….. ALGN ADPT NVRO DXCM OPK ZLTQ GKOS PODD=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:22 am

Market Stats at 12:22 pm ET
by daytrend on 20160929. 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 (20160929 12:22 pm ET)
32.1% of stocks are above yesterday’s high.
59.3% are above yesterday’s midpoint. (40.7% are below.)
15.0% are below yesterday’s low.
52.9% are inside yesterday’s range.
49.9% of stocks with today’s high > yesterday’s high. (50.1% less than).
28.2% of stocks with today’s low < yesterday’s low. (71.8% greater than).

EVIDENCE OF INTRADAY TREND (20160929 12:22 pm ET)
52.2% of stocks are above today’s open. (47.0% are below).
43.1% of stocks are above today’s open and yesterday’s close.
43.5% are below both.
8.8% of stocks opened above yesterday’s high.
29.2% of stocks opened above yesterday’s close. (64.7% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160929 12:22 pm ET)
14.5% of stocks are in the top 10% of today’s range.
25.4% are in the top 20%.
55.1% are in the top half. 44.9% of stocks are in the bottom half of today’s range.
15.7% are in the bottom 20%.
7.6% are in the bottom 10%.

GAIN (20160929 12:22 pm ET)
47.7% of stocks are above yesterday’s close. (52.3% are below.)
3.9% are up 4.5% or more. 1.1% are down 4.5% or more.
4.6% are up 3.5% or more. 1.4% are down 3.5% or more.
63.6% are between +1% and -1%.

RSI on DAILY (20160929 12:22 pm ET)
2-day: >=95:6.5%…>=90:16.7%…>=80:31.8%…>=50:57.9%…<=20:14.9%…<=10:6.9%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:64.4%…<=20:1.1%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:62.6%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160929 12:22 pm ET)
32.1% above previous 1 highs, 15.0% below previous 1 lows
30.0% above previous 2 highs, 9.5% below previous 2 lows
27.2% above previous 3 highs, 8.1% below previous 3 lows
20.2% above previous 4 highs, 7.2% below previous 4 lows
17.3% above previous 5 highs, 6.4% below previous 5 lows
17.0% above previous 6 highs, 3.6% below previous 6 lows
16.7% above previous 7 highs, 3.3% below previous 7 lows
16.2% above previous 8 highs, 3.1% below previous 8 lows
16.1% above previous 9 highs, 2.9% below previous 9 lows
16.0% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160929 12:22 pm ET)
47.7% are above or equal to 9/28 close (1 days ago), 52.3% are below.
60.9% are above or equal to 9/27 close (2 days ago), 39.1% are below.
70.9% are above or equal to 9/26 close (3 days ago), 29.1% are below.
55.6% are above or equal to 9/23 close (4 days ago), 44.4% are below.
45.1% are above or equal to 9/22 close (5 days ago), 54.9% are below.
62.0% are above or equal to 9/21 close (6 days ago), 38.0% are below.
77.7% are above or equal to 9/20 close (7 days ago), 22.3% are below.
72.5% are above or equal to 9/19 close (8 days ago), 27.5% are below.
74.5% are above or equal to 9/16 close (9 days ago), 25.5% are below.
71.0% are above or equal to 9/15 close (10 days ago), 29.0% are below.
79.9% are above or equal to 9/14 close (11 days ago), 20.1% are below.
77.0% are above or equal to 9/13 close (12 days ago), 23.0% are below.
57.7% are above or equal to 9/12 close (13 days ago), 42.3% are below.
70.6% are above or equal to 9/9 close (14 days ago), 29.4% are below.
41.9% are above or equal to 9/8 close (15 days ago), 58.1% are below.
39.5% are above or equal to 9/7 close (16 days ago), 60.5% are below.
42.1% are above or equal to 9/6 close (17 days ago), 57.9% are below.
42.2% are above or equal to 9/2 close (18 days ago), 57.8% are below.
47.4% are above or equal to 9/1 close (19 days ago), 52.6% are below.
49.2% are above or equal to 8/31 close (20 days ago), 50.8% are below.
45.4% are above or equal to 8/30 close (21 days ago), 54.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160929 12:22 pm ET)
20d: 11.5% new highs, 3.7% new lows
21d: 10.9% new highs, 3.7% new lows
42d: 8.2% new highs, 2.5% new lows
63d: 6.8% new highs, 1.7% new lows
126d: 5.7% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160929 12:22 pm ET)
2-day: 46.5% above, 53.5% below
3-day: 54.3% above, 45.7% below
4-day: 62.5% above, 37.5% below
5-day: 60.7% above, 39.3% below
8-day: 62.4% above, 37.6% below
10-day: 68.2% above, 31.8% below
20-day: 63.6% above, 36.4% below
50-day: 54.0% above, 46.0% below
200-day: 75.2% above, 24.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160929 12:22 pm ET)
ENER(91): 2.46% Top=OAS CRC SPN SM WLL CRZO ECA CLR ….. CVRR WNR DK PBF TSO MPC VLO FGP=Bottom (Energy)
CHEM(30): 0.72% Top=FTK MEOH GPRE CF WLK OLN CC APD ….. PAH GRA ASH MON RPM AXTA SHW ALB=Bottom (Chemicals/Fertilizers)
MANU(38): 0.70% Top=MRC SEDG CAT AGCO WOR TEX ITT CFX ….. DHR DCI MHK RS TTC ATU ERII BWXT=Bottom (Manufacturing)
TRAN(29): 0.42% Top=JBHT UAL AAL WERN SAVE KNX LUV KSU ….. UPS SWFT KEX WAB ALK JBLU AIRM HA=Bottom (Transportation)
FINA(92): 0.38% Top=AMTD BOFI ETFC BX YRD RF ZION WDR ….. SLM SEIC CME WFC NSAM OMF CBOE ESNT=Bottom (Banks/Financials)
RETA(65): 0.34% Top=LL RH GES EBAY WSM BIG KSS TIF ….. WBA STMP ETSY DLTR FIVE BABA DKS SBH=Bottom (Retail & Specialty Retail)
INSU(29): 0.15% Top=AGO AFSI WLTW LNC L UNM CNO MET ….. AJG CINF XL AWH FNF FAF PRI ORI=Bottom (Insurance)
DISV(50): -0.05% Top=HMHC URI FDC XRS VNTV G JEC ADS ….. ALLE SCI RRD AHS MYGN CTAS RHI CXW=Bottom (Diversified Services)
META(28): -0.12% Top=FMSA SLCA SWC AA CCJ AGI FSM FCX ….. FNV SSRI CNX TAHO PAAS CLF X AG=Bottom (Metals & Mining)
LEIS(37): -0.12% Top=EXPE SONC CMG HLT MAR SEAS ARMK MCD ….. QSR EAT BYD CBRL MGM ZOES GPRO TXRH=Bottom (Leisure)
CONS(59): -0.13% Top=RL GIII COH ENR EPC OI PVH PBI ….. BERY EL PG PKG GT COTY LULU TPX=Bottom (Consumer)
COSW(99): -0.19% Top=ACN SABR BOX AKAM TIVO XRX MTCH CTSH ….. FEYE GRUB BIDU YHOO SINA PFPT BITA WUBA=Bottom (Computer Software/Internet)
ELEC(51): -0.30% Top=CSIQ HIMX PI SPWR AMBA ON AMD FSLR ….. NPTN WAT KEYS IPHI QRVO SWKS SCTY FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): -0.42% Top=FLR TOL EXP DAR FAST DHI PWR MTZ ….. USG LEN DY CAA MLM SUM USCR OC=Bottom (Materials & Construction)
COHW(44): -0.54% Top=ACIA PANW WDC SSYS BCE ARRS S VZ ….. INFN BBRY VG CRAY GIMO OLED GOGO SYNA=Bottom (Computer Hardware/Telecom)
REAL(98): -0.85% Top=HST AMH SC PEB OUT DRH ALLY LGIH ….. KIM EQY O COR GGP DFT NRZ CUZ=Bottom (Real Estate)
HEAL(57): -0.99% Top=PINC CYH THC HWAY MD BKD HCA UHS ….. GMED ALGN PRXL NUVA DXCM ZLTQ GKOS PODD=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:23 am

Market Stats at 10:22 am ET
by daytrend on 20160929. 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 (20160929 10:22 am ET)
30.6% of stocks are above yesterday’s high.
66.9% are above yesterday’s midpoint. (33.1% are below.)
8.7% are below yesterday’s low.
60.6% are inside yesterday’s range.
45.2% of stocks with today’s high > yesterday’s high. (54.8% less than).
21.8% of stocks with today’s low < yesterday’s low. (78.2% greater than).

EVIDENCE OF INTRADAY TREND (20160929 10:22 am ET)
59.3% of stocks are above today’s open. (38.5% are below).
45.3% of stocks are above today’s open and yesterday’s close.
34.7% are below both.
8.8% of stocks opened above yesterday’s high.
29.2% of stocks opened above yesterday’s close. (64.7% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160929 10:22 am ET)
21.6% of stocks are in the top 10% of today’s range.
33.8% are in the top 20%.
64.1% are in the top half. 35.9% of stocks are in the bottom half of today’s range.
9.9% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN (20160929 10:22 am ET)
51.3% of stocks are above yesterday’s close. (48.7% are below.)
2.3% are up 4.5% or more. 0.2% are down 4.5% or more.
3.9% are up 3.5% or more. 0.9% are down 3.5% or more.
76.4% are between +1% and -1%.

RSI on DAILY (20160929 10:22 am ET)
2-day: >=95:6.1%…>=90:15.4%…>=80:31.3%…>=50:61.7%…<=20:10.6%…<=10:5.4%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:67.3%…<=20:1.2%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:65.0%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160929 10:22 am ET)
30.6% above previous 1 highs, 8.7% below previous 1 lows
28.4% above previous 2 highs, 5.5% below previous 2 lows
25.4% above previous 3 highs, 4.5% below previous 3 lows
18.7% above previous 4 highs, 3.8% below previous 4 lows
15.6% above previous 5 highs, 3.6% below previous 5 lows
15.6% above previous 6 highs, 2.3% below previous 6 lows
15.6% above previous 7 highs, 2.0% below previous 7 lows
14.6% above previous 8 highs, 2.0% below previous 8 lows
14.6% above previous 9 highs, 2.0% below previous 9 lows
14.3% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160929 10:22 am ET)
51.3% are above or equal to 9/28 close (1 days ago), 48.7% are below.
65.7% are above or equal to 9/27 close (2 days ago), 34.3% are below.
73.8% are above or equal to 9/26 close (3 days ago), 26.2% are below.
58.8% are above or equal to 9/23 close (4 days ago), 41.2% are below.
48.0% are above or equal to 9/22 close (5 days ago), 52.0% are below.
63.5% are above or equal to 9/21 close (6 days ago), 36.5% are below.
77.2% are above or equal to 9/20 close (7 days ago), 22.8% are below.
73.4% are above or equal to 9/19 close (8 days ago), 26.6% are below.
76.2% are above or equal to 9/16 close (9 days ago), 23.8% are below.
71.0% are above or equal to 9/15 close (10 days ago), 29.0% are below.
80.5% are above or equal to 9/14 close (11 days ago), 19.5% are below.
77.3% are above or equal to 9/13 close (12 days ago), 22.7% are below.
58.7% are above or equal to 9/12 close (13 days ago), 41.3% are below.
71.6% are above or equal to 9/9 close (14 days ago), 28.4% are below.
40.9% are above or equal to 9/8 close (15 days ago), 59.1% are below.
39.7% are above or equal to 9/7 close (16 days ago), 60.3% are below.
42.2% are above or equal to 9/6 close (17 days ago), 57.8% are below.
42.5% are above or equal to 9/2 close (18 days ago), 57.5% are below.
48.8% are above or equal to 9/1 close (19 days ago), 51.2% are below.
49.5% are above or equal to 8/31 close (20 days ago), 50.5% are below.
46.8% are above or equal to 8/30 close (21 days ago), 53.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160929 10:22 am ET)
20d: 9.4% new highs, 2.2% new lows
21d: 9.0% new highs, 2.2% new lows
42d: 6.4% new highs, 1.5% new lows
63d: 5.4% new highs, 1.2% new lows
126d: 4.6% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160929 10:22 am ET)
2-day: 48.8% above, 51.2% below
3-day: 59.7% above, 40.3% below
4-day: 66.8% above, 33.2% below
5-day: 64.0% above, 36.0% below
8-day: 67.6% above, 32.4% below
10-day: 71.3% above, 28.7% below
20-day: 65.4% above, 34.6% below
50-day: 55.3% above, 44.7% below
200-day: 75.3% above, 24.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160929 10:22 am ET)
ENER(91): 1.83% Top=ATW SPN OAS RIG PTEN HP NOV DO ….. WNR HFC REN PBF TSO MPC VLO FGP=Bottom (Energy)
MANU(38): 0.54% Top=MRC SEDG CAT AGCO WOR TEX FLS CFX ….. XYL DHR KMT ATU BWXT MHK TTC ERII=Bottom (Manufacturing)
CHEM(30): 0.50% Top=CF MEOH FTK WLK OLN GPRE PX MOS ….. PPG EMN DD MON PAH SHW AXTA KRA=Bottom (Chemicals/Fertilizers)
FINA(92): 0.30% Top=AMTD BOFI ZION RF VOYA SCHW HOMB AXP ….. EFX FRC PYPL WFC NYCB ESNT NSAM YRD=Bottom (Banks/Financials)
TRAN(29): 0.30% Top=AAL JBHT SAVE UAL LUV WERN DAL KNX ….. ALK TRN NAT NSC AIRM WAB JBLU HA=Bottom (Transportation)
META(28): 0.14% Top=SWC FMSA CCJ AA SLCA FCX AGI CMC ….. FNV CLF TCK CNX X TAHO SSRI AG=Bottom (Metals & Mining)
LEIS(37): 0.12% Top=WEN SONC EXPE SEAS PNRA TVPT WYNN MAR ….. MGM SHAK QSR TXRH EAT CBRL ZOES GPRO=Bottom (Leisure)
INSU(29): 0.10% Top=AGO AFSI L WLTW LNC MTG UNM AIG ….. AJG CINF XL FNF FAF PRI AWH ORI=Bottom (Insurance)
RETA(65): -0.02% Top=LL EBAY LOW BIG GES KSS JWN TIF ….. JCP ETSY AAP DLTR STMP BABA DKS SBH=Bottom (Retail & Specialty Retail)
COSW(99): -0.11% Top=ACN SABR BOX MTCH TIVO SHOP AKAM WBMD ….. BIDU SINA FEYE WB BR YHOO WUBA BITA=Bottom (Computer Software/Internet)
CONS(59): -0.14% Top=COH RL EPC ENR OI GIII KATE HNI ….. PG FOXF GT SKX COTY CRI LULU TPX=Bottom (Consumer)
ELEC(51): -0.14% Top=HIMX PI CSIQ FSLR ON SPWR MU AMD ….. QRVO KEYS OCLR TTMI SWKS SCTY IPHI FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(50): -0.15% Top=URI XRS WOOF KBR VNTV HMHC FDC AL ….. AHS TMH FLT YY MYGN RHI CTAS CXW=Bottom (Diversified Services)
REAL(98): -0.23% Top=LGIH DRH HST PEB SHO ALLY SC AMT ….. WRI HTA LPT CONE DLR DFT CUZ NRZ=Bottom (Real Estate)
COHW(44): -0.30% Top=ACIA WDC WIN BCE PSTG CTL VZ HPQ ….. TDC AAPL VG GOGO CRAY OLED GIMO SYNA=Bottom (Computer Hardware/Telecom)
HEAL(57): -0.48% Top=CYH PINC INCR THC HWAY MD EVHC HCA ….. BCR OPK GKOS ZLTQ NVRO DXCM GMED PODD=Bottom (Health)
MATE(30): -0.48% Top=TOL MTZ FLR PWR WCN DAR FAST DHI ….. BECN OC USG DY MLM VMC USCR SUM=Bottom (Materials & Construction)

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

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