daytrend

03/31/2017

Filed under: Market Stats — daytrend @ 2:06 pm

Market Stats at 3:05 pm ET
by daytrend on 20170331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 840.

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 (20170331 3:05 pm ET)
29.5% of stocks are above yesterday’s high.
64.9% are above yesterday’s midpoint. (35.1% are below.)
10.6% are below yesterday’s low.
59.9% are inside yesterday’s range.
51.8% of stocks with today’s high > yesterday’s high. (48.2% less than).
34.9% of stocks with today’s low < yesterday’s low. (65.1% greater than).

EVIDENCE OF INTRADAY TREND (20170331 3:05 pm ET)
66.5% of stocks are above today’s open. (32.3% are below).
54.8% of stocks are above today’s open and yesterday’s close.
30.7% are below both.
2.9% of stocks opened above yesterday’s high.
21.8% of stocks opened above yesterday’s close. (71.8% opened below yesterday’s close).
10.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170331 3:05 pm ET)
10.7% of stocks are in the top 10% of today’s range.
24.5% are in the top 20%.
60.0% are in the top half. 40.0% of stocks are in the bottom half of today’s range.
12.4% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20170331 3:05 pm ET)
57.7% of stocks are above yesterday’s close. (42.3% are below.)
0.5% are up 4.5% or more. 0.0% are down 4.5% or more.
1.2% are up 3.5% or more. 0.4% are down 3.5% or more.
74.6% are between +1% and -1%.

RSI on DAILY (20170331 3:05 pm ET)
2-day: >=95:14.5%…>=90:25.1%…>=80:40.1%…>=50:71.0%…<=20:9.6%…<=10:3.1%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:63.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:57.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170331 3:05 pm ET)
29.5% above previous 1 highs, 10.6% below previous 1 lows
26.7% above previous 2 highs, 6.0% below previous 2 lows
24.2% above previous 3 highs, 3.2% below previous 3 lows
22.0% above previous 4 highs, 1.5% below previous 4 lows
19.3% above previous 5 highs, 1.5% below previous 5 lows
17.0% above previous 6 highs, 1.3% below previous 6 lows
16.7% above previous 7 highs, 1.2% below previous 7 lows
12.7% above previous 8 highs, 1.2% below previous 8 lows
12.0% above previous 9 highs, 1.2% below previous 9 lows
10.8% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170331 3:05 pm ET)
57.7% are above or equal to 3/30 close (1 days ago), 42.3% are below.
66.9% are above or equal to 3/29 close (2 days ago), 33.1% are below.
70.6% are above or equal to 3/28 close (3 days ago), 29.4% are below.
80.5% are above or equal to 3/27 close (4 days ago), 19.5% are below.
78.6% are above or equal to 3/24 close (5 days ago), 21.4% are below.
74.4% are above or equal to 3/23 close (6 days ago), 25.6% are below.
75.4% are above or equal to 3/22 close (7 days ago), 24.6% are below.
76.0% are above or equal to 3/21 close (8 days ago), 24.0% are below.
52.4% are above or equal to 3/20 close (9 days ago), 47.6% are below.
46.1% are above or equal to 3/17 close (10 days ago), 53.9% are below.
48.1% are above or equal to 3/16 close (11 days ago), 51.9% are below.
46.5% are above or equal to 3/15 close (12 days ago), 53.5% are below.
63.7% are above or equal to 3/14 close (13 days ago), 36.3% are below.
56.4% are above or equal to 3/13 close (14 days ago), 43.6% are below.
58.5% are above or equal to 3/10 close (15 days ago), 41.5% are below.
62.9% are above or equal to 3/9 close (16 days ago), 37.1% are below.
58.6% are above or equal to 3/8 close (17 days ago), 41.4% are below.
53.0% are above or equal to 3/7 close (18 days ago), 47.0% are below.
47.9% are above or equal to 3/6 close (19 days ago), 52.1% are below.
42.9% are above or equal to 3/3 close (20 days ago), 57.1% are below.
42.1% are above or equal to 3/2 close (21 days ago), 57.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170331 3:05 pm ET)
20d: 11.7% new highs, 1.5% new lows
21d: 10.6% new highs, 1.5% new lows
42d: 6.0% new highs, 0.2% new lows
63d: 5.1% new highs, 0.2% new lows
126d: 3.6% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170331 3:05 pm ET)
2-day: 56.4% above, 43.6% below
3-day: 64.9% above, 35.1% below
4-day: 67.7% above, 32.3% below
5-day: 73.9% above, 26.1% below
8-day: 77.3% above, 22.7% below
10-day: 74.0% above, 26.0% below
20-day: 61.0% above, 39.0% below
50-day: 51.9% above, 48.1% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170331 3:05 pm ET)
ENER(86): 1.02% Top=BAS KOS SPN REN CRC QEP SM RICE ….. MRO NBL XEC HES OXY FRAC APA XOM=Bottom (Energy)
META(30): 0.73% Top=SLW AG CDE CNX AA SSRI ABX RGLD ….. CENX NUE CCJ SLCA ARNC SCCO AKS TECK=Bottom (Metals & Mining)
CHEM(27): 0.64% Top=FMC OLN GRA CC WLK VSM ALB AGU ….. MOS TROX ASH EMN PAH DOW DD HUN=Bottom (Chemicals/Fertilizers)
DISV(46): 0.56% Top=TAL LKSD FLT RRD KBR AMN WTW LAUR ….. AL MAN FISV CXW CTAS VNTV FDC YY=Bottom (Diversified Services)
MATE(26): 0.50% Top=MLM SUM VMC SRCL EXP MDR WY MAS ….. CAA LEN USG DHI KBH TOL PHM TPH=Bottom (Materials & Construction)
COHW(38): 0.36% Top=BBRY S HPQ GOGO ACIA VG MSI CDW ….. CIEN TMUS COMM VIAV WDC INFN STX FNSR=Bottom (Computer Hardware/Telecom)
REAL(101): 0.36% Top=CBL PEB DFT WPG GPT TCO CUZ CUBE ….. AIV SKT CPT CBG RHP SC ALLY STOR=Bottom (Real Estate)
MANU(35): 0.25% Top=KMT DDD FLS XYL MRC ITT EMR DOV ….. GE CFX CMI CAT HON BWXT ROP TTC=Bottom (Manufacturing)
CONS(49): 0.15% Top=ELF LULU KS VFC MAT GIL CCK PKG ….. WRK SON FL WWW COH UAA SKX PAY=Bottom (Consumer)
COSW(75): 0.15% Top=CMCM MANH TTD COTV FTNT ZEN TWLO DATA ….. FEYE SABR SHOP AKAM JD CSRA WUBA CSC=Bottom (Computer Software/Internet)
INSU(30): 0.09% Top=MTG CNO MBI RDN CLGX UNM AGO HIG ….. PRU MET TRV XL AXS PGR BRO AFSI=Bottom (Insurance)
ELEC(45): 0.07% Top=HIMX AMD CSIQ BRKR FTV MXL INTC ON ….. AYI FSLR CY AMBA CREE GLW MRVL OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(36): 0.03% Top=YUMC PNRA DRI SONC CMG BLMN H SBUX ….. ARMK MAR WEN WYN HGV DNKN RCL EXPE=Bottom (Leisure)
TRAN(24): -0.08% Top=SAVE XPO UPS WAB FDX SWFT CNI JBHT ….. LUV UNP DAL JBLU ALK CSX KSU NSC=Bottom (Transportation)
HEAL(43): -0.20% Top=BKD BSX ALGN RMD ZBH HLS PKI PRXL ….. ANTM NUVA BAX UHS CNC ESRX THC IRWD=Bottom (Health)
FINA(90): -0.22% Top=WETF APO CBOE TD ARCC ATH PVTB FII ….. WAL JPM SLM HOMB FHN HBAN NYCB BOFI=Bottom (Banks/Financials)
RETA(59): -0.25% Top=RH WSM SFM WFM ETSY AMZN KR BBY ….. SIG CHS TLRD KMX SHLD ANF AN URBN=Bottom (Retail & Specialty Retail)

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 3:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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Filed under: Market Stats — daytrend @ 11:57 am

Market Stats at 12:56 pm ET
by daytrend on 20170331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 840.

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 (20170331 12:56 pm ET)
29.3% of stocks are above yesterday’s high.
66.0% are above yesterday’s midpoint. (34.0% are below.)
10.7% are below yesterday’s low.
60.0% are inside yesterday’s range.
47.6% of stocks with today’s high > yesterday’s high. (52.4% less than).
32.5% of stocks with today’s low < yesterday’s low. (67.5% greater than).

EVIDENCE OF INTRADAY TREND (20170331 12:56 pm ET)
66.9% of stocks are above today’s open. (31.7% are below).
55.2% of stocks are above today’s open and yesterday’s close.
29.2% are below both.
2.9% of stocks opened above yesterday’s high.
21.8% of stocks opened above yesterday’s close. (71.8% opened below yesterday’s close).
10.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170331 12:56 pm ET)
11.7% of stocks are in the top 10% of today’s range.
27.0% are in the top 20%.
65.2% are in the top half. 34.8% of stocks are in the bottom half of today’s range.
11.5% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN (20170331 12:56 pm ET)
59.9% of stocks are above yesterday’s close. (40.1% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
1.5% are up 3.5% or more. 0.4% are down 3.5% or more.
76.8% are between +1% and -1%.

RSI on DAILY (20170331 12:56 pm ET)
2-day: >=95:14.6%…>=90:24.8%…>=80:39.5%…>=50:73.0%…<=20:7.4%…<=10:2.6%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:64.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:58.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170331 12:56 pm ET)
29.3% above previous 1 highs, 10.7% below previous 1 lows
26.4% above previous 2 highs, 6.1% below previous 2 lows
23.6% above previous 3 highs, 3.3% below previous 3 lows
20.8% above previous 4 highs, 1.5% below previous 4 lows
18.1% above previous 5 highs, 1.5% below previous 5 lows
16.3% above previous 6 highs, 1.4% below previous 6 lows
15.8% above previous 7 highs, 1.2% below previous 7 lows
12.1% above previous 8 highs, 1.2% below previous 8 lows
11.1% above previous 9 highs, 1.2% below previous 9 lows
10.2% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170331 12:56 pm ET)
59.9% are above or equal to 3/30 close (1 days ago), 40.1% are below.
68.7% are above or equal to 3/29 close (2 days ago), 31.3% are below.
72.7% are above or equal to 3/28 close (3 days ago), 27.3% are below.
82.0% are above or equal to 3/27 close (4 days ago), 18.0% are below.
79.2% are above or equal to 3/24 close (5 days ago), 20.8% are below.
74.4% are above or equal to 3/23 close (6 days ago), 25.6% are below.
75.7% are above or equal to 3/22 close (7 days ago), 24.3% are below.
77.0% are above or equal to 3/21 close (8 days ago), 23.0% are below.
53.5% are above or equal to 3/20 close (9 days ago), 46.5% are below.
47.3% are above or equal to 3/17 close (10 days ago), 52.7% are below.
49.3% are above or equal to 3/16 close (11 days ago), 50.7% are below.
48.0% are above or equal to 3/15 close (12 days ago), 52.0% are below.
63.0% are above or equal to 3/14 close (13 days ago), 37.0% are below.
56.2% are above or equal to 3/13 close (14 days ago), 43.8% are below.
58.9% are above or equal to 3/10 close (15 days ago), 41.1% are below.
63.1% are above or equal to 3/9 close (16 days ago), 36.9% are below.
59.5% are above or equal to 3/8 close (17 days ago), 40.5% are below.
53.7% are above or equal to 3/7 close (18 days ago), 46.3% are below.
48.6% are above or equal to 3/6 close (19 days ago), 51.4% are below.
43.5% are above or equal to 3/3 close (20 days ago), 56.5% are below.
42.1% are above or equal to 3/2 close (21 days ago), 57.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170331 12:56 pm ET)
20d: 9.2% new highs, 1.4% new lows
21d: 8.7% new highs, 1.4% new lows
42d: 5.4% new highs, 0.2% new lows
63d: 4.6% new highs, 0.2% new lows
126d: 3.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170331 12:56 pm ET)
2-day: 58.1% above, 41.9% below
3-day: 68.1% above, 31.9% below
4-day: 71.2% above, 28.8% below
5-day: 77.0% above, 23.0% below
8-day: 78.6% above, 21.4% below
10-day: 76.2% above, 23.8% below
20-day: 61.9% above, 38.1% below
50-day: 51.7% above, 48.3% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170331 12:56 pm ET)
META(30): 1.11% Top=AG SLW CDE AA AGI SSRI ABX RGLD ….. SCCO FMSA CCJ SLCA NUE ARNC CENX TECK=Bottom (Metals & Mining)
ENER(86): 0.72% Top=BAS SPN QEP KOS WPX LPI RES CPE ….. NBL MRO COP HES XEC OXY XOM APA=Bottom (Energy)
CHEM(27): 0.70% Top=FMC OLN GRA CC WLK ALB AGU IFF ….. ASH PAH EMN DOW HUN MOS CF DD=Bottom (Chemicals/Fertilizers)
REAL(101): 0.55% Top=CBL WPG PEI DFT PEB CONE SLG GGP ….. RLGY GLPI BXMT SC BAM ALLY STOR CBG=Bottom (Real Estate)
DISV(46): 0.50% Top=TAL RRD LKSD KBR FLT AMN CNDT URI ….. MAN CAR FISV CTAS VNTV PAYX FDC YY=Bottom (Diversified Services)
MATE(26): 0.44% Top=SUM MLM VMC SRCL EXP MDR RYN MAS ….. CAA DHI USG KBH TOL JELD PHM TPH=Bottom (Materials & Construction)
COHW(38): 0.31% Top=BBRY GOGO ACIA HPQ S VSAT PSTG MSI ….. TMUS VIAV COMM CIEN WDC INFN STX FNSR=Bottom (Computer Hardware/Telecom)
MANU(35): 0.29% Top=DDD MRC KMT EMR XYL ITT FLS DCI ….. AME CFX CAT DHR HON BWXT TTC ROP=Bottom (Manufacturing)
COSW(75): 0.22% Top=CMCM COTV TTD TWLO MANH DATA EQIX VEEV ….. SHOP ATHM JD CSRA AKAM VIPS CSC WUBA=Bottom (Computer Software/Internet)
CONS(49): 0.15% Top=ELF LULU KS VFC MAT PBI CCK GIL ….. SON CRI FL COH UAA WWW SKX PAY=Bottom (Consumer)
LEIS(36): 0.07% Top=YUMC DRI PNRA SONC BLMN SHAK TXRH H ….. MAR WEN CCL MGM WYN DNKN RCL EXPE=Bottom (Leisure)
ELEC(45): 0.05% Top=AMD HIMX CSIQ BRKR SIMO INTC SPWR FTV ….. XLNX KEYS TRMB AYI MRVL AMBA GLW OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(59): -0.02% Top=RH ETSY WFM SFM WSM AMZN W KR ….. MIK SIG URBN TLRD ANF KMX AN SHLD=Bottom (Retail & Specialty Retail)
INSU(30): -0.08% Top=CLGX CNO FAF UNM L HIG AFL ORI ….. TRV MET MMC AXS AFSI BRO MTG PGR=Bottom (Insurance)
TRAN(24): -0.15% Top=WAB XPO SAVE FDX UPS SWFT CNI CHRW ….. LUV JBLU DAL UNP CSX KSU ALK NSC=Bottom (Transportation)
HEAL(43): -0.22% Top=BKD BSX PRAH RMD EW PKI ALGN ZBH ….. UHS NUVA BAX ANTM CNC ESRX THC IRWD=Bottom (Health)
FINA(90): -0.25% Top=WETF ARCC CBOE TCB APO TD ATH JNS ….. YRD FHB PYPL SLM JPM HBAN MS BOFI=Bottom (Banks/Financials)

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 12:56 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:36 am

Market Stats at 12:35 pm ET
by daytrend on 20170331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 840.

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 (20170331 12:35 pm ET)
32.0% of stocks are above yesterday’s high.
70.1% are above yesterday’s midpoint. (29.9% are below.)
9.4% are below yesterday’s low.
58.6% are inside yesterday’s range.
47.1% of stocks with today’s high > yesterday’s high. (52.9% less than).
32.1% of stocks with today’s low < yesterday’s low. (67.9% greater than).

EVIDENCE OF INTRADAY TREND (20170331 12:35 pm ET)
72.0% of stocks are above today’s open. (26.8% are below).
60.2% of stocks are above today’s open and yesterday’s close.
24.8% are below both.
2.9% of stocks opened above yesterday’s high.
21.8% of stocks opened above yesterday’s close. (71.8% opened below yesterday’s close).
10.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170331 12:35 pm ET)
25.4% of stocks are in the top 10% of today’s range.
41.2% are in the top 20%.
73.8% are in the top half. 26.2% of stocks are in the bottom half of today’s range.
6.5% are in the bottom 20%.
2.4% are in the bottom 10%.

GAIN (20170331 12:35 pm ET)
63.9% of stocks are above yesterday’s close. (36.1% are below.)
0.6% are up 4.5% or more. 0.0% are down 4.5% or more.
1.4% are up 3.5% or more. 0.4% are down 3.5% or more.
75.5% are between +1% and -1%.

RSI on DAILY (20170331 12:35 pm ET)
2-day: >=95:15.7%…>=90:27.0%…>=80:43.6%…>=50:76.5%…<=20:7.1%…<=10:2.4%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:65.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:60.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170331 12:35 pm ET)
32.0% above previous 1 highs, 9.4% below previous 1 lows
28.2% above previous 2 highs, 5.0% below previous 2 lows
25.7% above previous 3 highs, 2.9% below previous 3 lows
23.2% above previous 4 highs, 1.5% below previous 4 lows
20.1% above previous 5 highs, 1.5% below previous 5 lows
18.7% above previous 6 highs, 1.3% below previous 6 lows
18.2% above previous 7 highs, 1.2% below previous 7 lows
15.0% above previous 8 highs, 1.2% below previous 8 lows
13.1% above previous 9 highs, 1.2% below previous 9 lows
11.8% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170331 12:35 pm ET)
63.9% are above or equal to 3/30 close (1 days ago), 36.1% are below.
71.9% are above or equal to 3/29 close (2 days ago), 28.1% are below.
74.9% are above or equal to 3/28 close (3 days ago), 25.1% are below.
82.7% are above or equal to 3/27 close (4 days ago), 17.3% are below.
80.8% are above or equal to 3/24 close (5 days ago), 19.2% are below.
76.0% are above or equal to 3/23 close (6 days ago), 24.0% are below.
76.5% are above or equal to 3/22 close (7 days ago), 23.5% are below.
77.6% are above or equal to 3/21 close (8 days ago), 22.4% are below.
54.5% are above or equal to 3/20 close (9 days ago), 45.5% are below.
48.8% are above or equal to 3/17 close (10 days ago), 51.2% are below.
51.1% are above or equal to 3/16 close (11 days ago), 48.9% are below.
48.8% are above or equal to 3/15 close (12 days ago), 51.2% are below.
64.5% are above or equal to 3/14 close (13 days ago), 35.5% are below.
56.8% are above or equal to 3/13 close (14 days ago), 43.2% are below.
60.7% are above or equal to 3/10 close (15 days ago), 39.3% are below.
64.4% are above or equal to 3/9 close (16 days ago), 35.6% are below.
60.1% are above or equal to 3/8 close (17 days ago), 39.9% are below.
54.0% are above or equal to 3/7 close (18 days ago), 46.0% are below.
49.5% are above or equal to 3/6 close (19 days ago), 50.5% are below.
44.5% are above or equal to 3/3 close (20 days ago), 55.5% are below.
42.9% are above or equal to 3/2 close (21 days ago), 57.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170331 12:35 pm ET)
20d: 9.2% new highs, 1.4% new lows
21d: 8.7% new highs, 1.4% new lows
42d: 5.4% new highs, 0.2% new lows
63d: 4.6% new highs, 0.2% new lows
126d: 3.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170331 12:35 pm ET)
2-day: 62.6% above, 37.4% below
3-day: 70.1% above, 29.9% below
4-day: 73.9% above, 26.1% below
5-day: 78.6% above, 21.4% below
8-day: 80.8% above, 19.2% below
10-day: 78.1% above, 21.9% below
20-day: 63.5% above, 36.5% below
50-day: 52.9% above, 47.1% below
200-day: 70.0% above, 30.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170331 12:35 pm ET)
ENER(86): 0.93% Top=BAS SPN KOS QEP WPX WLL LPI RES ….. SU NBL COP HES XEC OXY XOM APA=Bottom (Energy)
CHEM(27): 0.80% Top=FMC CC GRA OLN WLK IFF ALB POT ….. ASH PAH MOS EMN DOW CF HUN DD=Bottom (Chemicals/Fertilizers)
META(30): 0.79% Top=AA SLW AG CDE CNX FCX SSRI AGI ….. AKS CCJ SCCO NUE SLCA ARNC CENX TECK=Bottom (Metals & Mining)
REAL(101): 0.76% Top=CBL WPG PEI DFT GGP GEO CUBE CLI ….. EQC APLE GLPI BXMT ALLY STOR CBG BAM=Bottom (Real Estate)
MATE(26): 0.57% Top=SUM MLM VMC SRCL EXP MDR FLR WY ….. CAA DHI KBH USG TOL PHM JELD TPH=Bottom (Materials & Construction)
DISV(46): 0.56% Top=TAL RRD KBR AMN CNDT FLT LKSD WTW ….. MAN LDOS CTAS FISV PAYX VNTV FDC YY=Bottom (Diversified Services)
MANU(35): 0.39% Top=DDD KMT MRC XYL EMR ITT FLS DCI ….. AME DHR CFX CAT HON BWXT TTC ROP=Bottom (Manufacturing)
COHW(38): 0.36% Top=BBRY GOGO ACIA PSTG S HPQ VSAT ZAYO ….. HRS PANW WDC VIAV INFN COMM STX FNSR=Bottom (Computer Hardware/Telecom)
CONS(49): 0.23% Top=ELF LULU KS VFC MAT PBI KATE CCK ….. PVH WRK COH FL UAA WWW SKX PAY=Bottom (Consumer)
COSW(75): 0.22% Top=CMCM COTV DATA MANH TWLO EQIX TTD VEEV ….. JD SHOP CSRA ATHM VIPS AKAM CSC WUBA=Bottom (Computer Software/Internet)
LEIS(36): 0.14% Top=YUMC LQ DRI BLMN PNRA SONC H CMG ….. SIX ARMK CCL MGM WYN DNKN RCL EXPE=Bottom (Leisure)
RETA(59): 0.13% Top=RH ETSY WFM WSM SFM KR BBY AMZN ….. MIK TLRD ANF SIG URBN KMX AN SHLD=Bottom (Retail & Specialty Retail)
ELEC(45): 0.09% Top=AMD HIMX CSIQ BRKR SIMO SPWR INTC FTV ….. CY KEYS XLNX AYI MRVL AMBA GLW OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(30): -0.01% Top=CNO CLGX FAF UNM L HIG MBI AGO ….. MET TRV MMC MTG AXS BRO AFSI PGR=Bottom (Insurance)
TRAN(24): -0.05% Top=XPO WAB SAVE FDX SWFT UPS TRN CHRW ….. LUV DAL UNP JBLU CSX KSU ALK NSC=Bottom (Transportation)
HEAL(43): -0.13% Top=BKD BSX PRAH RMD EW ALGN PKI ABT ….. BAX UHS ANTM CYH CNC ESRX THC IRWD=Bottom (Health)
FINA(90): -0.15% Top=WETF ARCC CBOE TCB ATH APO TD JNS ….. WAL PYPL PB FHB JPM HBAN MS BOFI=Bottom (Banks/Financials)

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 12:35 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:14 am

Market Stats at 10:13 am ET
by daytrend on 20170331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 840.

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 (20170331 10:13 am ET)
15.7% of stocks are above yesterday’s high.
57.0% are above yesterday’s midpoint. (43.0% are below.)
10.1% are below yesterday’s low.
74.2% are inside yesterday’s range.
33.6% of stocks with today’s high > yesterday’s high. (66.4% less than).
27.9% of stocks with today’s low < yesterday’s low. (72.1% greater than).

EVIDENCE OF INTRADAY TREND (20170331 10:13 am ET)
57.4% of stocks are above today’s open. (39.9% are below).
40.8% of stocks are above today’s open and yesterday’s close.
36.2% are below both.
2.9% of stocks opened above yesterday’s high.
21.8% of stocks opened above yesterday’s close. (71.8% opened below yesterday’s close).
10.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170331 10:13 am ET)
8.0% of stocks are in the top 10% of today’s range.
18.5% are in the top 20%.
56.4% are in the top half. 43.6% of stocks are in the bottom half of today’s range.
17.3% are in the bottom 20%.
9.0% are in the bottom 10%.

GAIN (20170331 10:13 am ET)
47.3% of stocks are above yesterday’s close. (52.7% are below.)
0.2% are up 4.5% or more. 0.0% are down 4.5% or more.
0.4% are up 3.5% or more. 0.1% are down 3.5% or more.
88.9% are between +1% and -1%.

RSI on DAILY (20170331 10:13 am ET)
2-day: >=95:9.9%…>=90:17.1%…>=80:30.0%…>=50:66.8%…<=20:8.9%…<=10:3.2%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:58.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:55.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170331 10:13 am ET)
15.7% above previous 1 highs, 10.1% below previous 1 lows
13.3% above previous 2 highs, 5.1% below previous 2 lows
11.9% above previous 3 highs, 3.2% below previous 3 lows
10.5% above previous 4 highs, 1.2% below previous 4 lows
9.2% above previous 5 highs, 1.2% below previous 5 lows
8.0% above previous 6 highs, 1.0% below previous 6 lows
7.6% above previous 7 highs, 0.8% below previous 7 lows
6.1% above previous 8 highs, 0.8% below previous 8 lows
5.1% above previous 9 highs, 0.7% below previous 9 lows
4.9% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170331 10:13 am ET)
47.3% are above or equal to 3/30 close (1 days ago), 52.7% are below.
61.1% are above or equal to 3/29 close (2 days ago), 38.9% are below.
67.5% are above or equal to 3/28 close (3 days ago), 32.5% are below.
79.5% are above or equal to 3/27 close (4 days ago), 20.5% are below.
76.0% are above or equal to 3/24 close (5 days ago), 24.0% are below.
72.1% are above or equal to 3/23 close (6 days ago), 27.9% are below.
73.1% are above or equal to 3/22 close (7 days ago), 26.9% are below.
74.3% are above or equal to 3/21 close (8 days ago), 25.7% are below.
48.8% are above or equal to 3/20 close (9 days ago), 51.2% are below.
43.2% are above or equal to 3/17 close (10 days ago), 56.8% are below.
47.5% are above or equal to 3/16 close (11 days ago), 52.5% are below.
44.0% are above or equal to 3/15 close (12 days ago), 56.0% are below.
60.0% are above or equal to 3/14 close (13 days ago), 40.0% are below.
53.9% are above or equal to 3/13 close (14 days ago), 46.1% are below.
56.8% are above or equal to 3/10 close (15 days ago), 43.2% are below.
61.3% are above or equal to 3/9 close (16 days ago), 38.7% are below.
56.1% are above or equal to 3/8 close (17 days ago), 43.9% are below.
51.7% are above or equal to 3/7 close (18 days ago), 48.3% are below.
46.2% are above or equal to 3/6 close (19 days ago), 53.8% are below.
42.0% are above or equal to 3/3 close (20 days ago), 58.0% are below.
40.5% are above or equal to 3/2 close (21 days ago), 59.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170331 10:13 am ET)
20d: 5.7% new highs, 1.2% new lows
21d: 5.5% new highs, 1.2% new lows
42d: 3.1% new highs, 0.1% new lows
63d: 2.7% new highs, 0.1% new lows
126d: 1.8% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170331 10:13 am ET)
2-day: 44.2% above, 55.8% below
3-day: 58.6% above, 41.4% below
4-day: 62.9% above, 37.1% below
5-day: 70.8% above, 29.2% below
8-day: 74.2% above, 25.8% below
10-day: 71.7% above, 28.3% below
20-day: 58.5% above, 41.5% below
50-day: 49.9% above, 50.1% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170331 10:13 am ET)
CHEM(27): 0.51% Top=FMC GRA IFF WLK APD MON AGU PX ….. OLN EMN CE DOW CF MOS DD HUN=Bottom (Chemicals/Fertilizers)
ENER(86): 0.36% Top=QEP RRC KOS GPOR FTI COG PDCE PXD ….. REN INT NBR PTEN OXY APA ATW XOM=Bottom (Energy)
COHW(38): 0.35% Top=BBRY ACIA GOGO VSAT ZAYO S HPQ MSI ….. CCI ANET NTAP VIAV COMM INFN STX FNSR=Bottom (Computer Hardware/Telecom)
DISV(46): 0.12% Top=FLT TAL CNDT RRD KBR AMN VRSK CXW ….. ULTA ALLE LDOS ZTO LKSD FDC AL YY=Bottom (Diversified Services)
REAL(101): 0.12% Top=CBL PEB LHO GGP DRH RLJ SPG WPG ….. RLGY APLE CPT BRX OUT STOR ALLY CBG=Bottom (Real Estate)
MATE(26): 0.12% Top=SUM MLM VMC SRCL WCN FLR EXP FAST ….. USG CAA DHI KBH TOL PHM TPH JELD=Bottom (Materials & Construction)
CONS(49): 0.11% Top=ELF HAS LULU MAT COTY BERY VFC TPX ….. NKE PVH WWW WRK CRI SKX PAY COH=Bottom (Consumer)
COSW(75): -0.01% Top=CMCM DATA MANH HPE COTV VMW MSCI PFPT ….. SHOP PTC CSRA FEYE EA JD ATHM WUBA=Bottom (Computer Software/Internet)
MANU(35): -0.06% Top=DDD FLS SNA EMR GE ROK XYL IR ….. TEX CAT CFX BWXT MHK ROP TTC ATI=Bottom (Manufacturing)
RETA(59): -0.09% Top=KR M SFM AMZN WSM WFM TSCO BLDR ….. KMX CVS BURL MIK FINL SIG AN SHLD=Bottom (Retail & Specialty Retail)
META(30): -0.10% Top=AA FCX AG AGI CNX SLW RGLD ABX ….. NUE PAAS SCCO TECK AKS SND CMC CENX=Bottom (Metals & Mining)
LEIS(36): -0.12% Top=PK H CMG BLMN YUMC HLT PNRA DRI ….. WYN TXRH SHAK SIX BYD RCL DNKN EXPE=Bottom (Leisure)
INSU(30): -0.20% Top=CNO FAF CINF XL L AFL HIG MMC ….. WLTW LNC TRV RDN MET MTG ORI PGR=Bottom (Insurance)
TRAN(24): -0.21% Top=SAVE FDX WAB CHRW UPS AAL EXPD XPO ….. TRN UNP JBLU KSU GWR CSX ALK NSC=Bottom (Transportation)
ELEC(45): -0.26% Top=AMD CSIQ SPWR BRKR INTC SIMO FTV MXL ….. KEYS PI XPER AMBA CY HIMX GLW OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): -0.28% Top=BKD PRAH ALGN HLS PRXL BSX ABT PKI ….. BAX MOH NUVA ANTM ESRX THC CYH IRWD=Bottom (Health)
FINA(90): -0.37% Top=ARCC CBOE ATH PSEC KKR TD PVTB CME ….. HOMB NYCB FHB SLM HBAN YRD MS BOFI=Bottom (Banks/Financials)

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

Filed under: Market Stats — daytrend @ 8:49 am

Market Stats at 9:49 am ET
by daytrend on 20170331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 840.

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 (20170331 9:49 am ET)
12.1% of stocks are above yesterday’s high.
57.7% are above yesterday’s midpoint. (42.3% are below.)
9.3% are below yesterday’s low.
78.6% are inside yesterday’s range.
25.0% of stocks with today’s high > yesterday’s high. (75.0% less than).
25.8% of stocks with today’s low < yesterday’s low. (74.2% greater than).

EVIDENCE OF INTRADAY TREND (20170331 9:49 am ET)
59.5% of stocks are above today’s open. (37.5% are below).
39.8% of stocks are above today’s open and yesterday’s close.
34.3% are below both.
2.9% of stocks opened above yesterday’s high.
21.8% of stocks opened above yesterday’s close. (71.8% opened below yesterday’s close).
10.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170331 9:49 am ET)
17.0% of stocks are in the top 10% of today’s range.
31.0% are in the top 20%.
62.1% are in the top half. 37.9% of stocks are in the bottom half of today’s range.
13.2% are in the bottom 20%.
7.5% are in the bottom 10%.

GAIN (20170331 9:49 am ET)
44.8% of stocks are above yesterday’s close. (55.2% are below.)
0.2% are up 4.5% or more. 0.0% are down 4.5% or more.
0.2% are up 3.5% or more. 0.0% are down 3.5% or more.
91.5% are between +1% and -1%.

RSI on DAILY (20170331 9:49 am ET)
2-day: >=95:9.0%…>=90:15.8%…>=80:26.1%…>=50:67.9%…<=20:7.9%…<=10:2.9%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:58.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:55.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170331 9:49 am ET)
12.1% above previous 1 highs, 9.3% below previous 1 lows
10.1% above previous 2 highs, 4.5% below previous 2 lows
9.2% above previous 3 highs, 2.9% below previous 3 lows
7.6% above previous 4 highs, 1.2% below previous 4 lows
6.9% above previous 5 highs, 1.2% below previous 5 lows
6.5% above previous 6 highs, 1.0% below previous 6 lows
6.5% above previous 7 highs, 0.8% below previous 7 lows
5.1% above previous 8 highs, 0.8% below previous 8 lows
4.5% above previous 9 highs, 0.7% below previous 9 lows
3.9% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170331 9:49 am ET)
44.8% are above or equal to 3/30 close (1 days ago), 55.2% are below.
61.7% are above or equal to 3/29 close (2 days ago), 38.3% are below.
67.6% are above or equal to 3/28 close (3 days ago), 32.4% are below.
79.4% are above or equal to 3/27 close (4 days ago), 20.6% are below.
74.2% are above or equal to 3/24 close (5 days ago), 25.8% are below.
72.0% are above or equal to 3/23 close (6 days ago), 28.0% are below.
72.6% are above or equal to 3/22 close (7 days ago), 27.4% are below.
74.4% are above or equal to 3/21 close (8 days ago), 25.6% are below.
48.6% are above or equal to 3/20 close (9 days ago), 51.4% are below.
42.9% are above or equal to 3/17 close (10 days ago), 57.1% are below.
47.3% are above or equal to 3/16 close (11 days ago), 52.7% are below.
44.3% are above or equal to 3/15 close (12 days ago), 55.7% are below.
59.9% are above or equal to 3/14 close (13 days ago), 40.1% are below.
54.0% are above or equal to 3/13 close (14 days ago), 46.0% are below.
57.0% are above or equal to 3/10 close (15 days ago), 43.0% are below.
62.0% are above or equal to 3/9 close (16 days ago), 38.0% are below.
56.4% are above or equal to 3/8 close (17 days ago), 43.6% are below.
51.7% are above or equal to 3/7 close (18 days ago), 48.3% are below.
47.4% are above or equal to 3/6 close (19 days ago), 52.6% are below.
42.1% are above or equal to 3/3 close (20 days ago), 57.9% are below.
40.5% are above or equal to 3/2 close (21 days ago), 59.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170331 9:49 am ET)
20d: 4.0% new highs, 1.2% new lows
21d: 3.7% new highs, 1.2% new lows
42d: 2.4% new highs, 0.1% new lows
63d: 2.1% new highs, 0.1% new lows
126d: 1.3% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170331 9:49 am ET)
2-day: 42.5% above, 57.5% below
3-day: 58.5% above, 41.5% below
4-day: 63.9% above, 36.1% below
5-day: 72.6% above, 27.4% below
8-day: 73.0% above, 27.0% below
10-day: 71.1% above, 28.9% below
20-day: 59.5% above, 40.5% below
50-day: 49.5% above, 50.5% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170331 9:49 am ET)
CHEM(27): 0.52% Top=FMC CC GRA APD SHW AGU WLK POT ….. ASH CE EMN MOS TROX DOW HUN DD=Bottom (Chemicals/Fertilizers)
ENER(86): 0.36% Top=RRC FTI PDCE PXD COG WLL CVE LPI ….. GEL ETP SXL COP PAA ATW RIG XOM=Bottom (Energy)
COHW(38): 0.30% Top=BBRY ACIA ZAYO UBNT GOGO MSI TDC PANW ….. VIAV VG INFN ANET NTAP COMM FNSR STX=Bottom (Computer Hardware/Telecom)
REAL(101): 0.16% Top=CBL PEB DRH LHO GGP OFC LPT HST ….. ESRT DLR SC ALLY STOR APLE RLGY CBG=Bottom (Real Estate)
DISV(46): 0.14% Top=RRD CNDT FLT TAL KBR CAR VRSK AMN ….. ALLE ILG R ULTA AL YY LKSD FDC=Bottom (Diversified Services)
RETA(59): 0.13% Top=KR M GNC BLDR AMZN SFM KSS ANF ….. ROST LOW CVS URBN MIK AN KMX SHLD=Bottom (Retail & Specialty Retail)
MATE(26): 0.05% Top=SUM MLM VMC SRCL MDR WCN EXP RYN ….. PWR KBH MAS DHI TOL PHM TPH JELD=Bottom (Materials & Construction)
CONS(49): 0.02% Top=LULU FOSL MAT TPX UAA ELF VFC PBI ….. NKE COH KATE RL WWW PAY WRK SKX=Bottom (Consumer)
LEIS(36): 0.02% Top=BLMN HLT H PK SBUX MCD SONC GPRO ….. SIX RCL HGV YUMC TXRH BYD DNKN EXPE=Bottom (Leisure)
TRAN(24): -0.07% Top=SAVE UAL XPO AAL WAB SWFT CHRW FDX ….. UNP CSX LUV CP TRN ALK GWR NSC=Bottom (Transportation)
COSW(75): -0.15% Top=DATA MANH HPE COTV BITA CMCM TTD TRIP ….. ATVI ADSK CSC SINA PTC EA ATHM WUBA=Bottom (Computer Software/Internet)
HEAL(43): -0.19% Top=BKD DXCM PRAH ALGN BSX ABT TMO PKI ….. XRAY ANTM EW ACHC BAX NUVA IRWD ESRX=Bottom (Health)
MANU(35): -0.24% Top=DDD GE ROK MWA FLS EMR SNA AME ….. ITT CMI PNR RS CAT TTC KMT CFX=Bottom (Manufacturing)
ELEC(45): -0.25% Top=AMD SPWR BRKR SIMO FSLR INTC CSIQ CAVM ….. CRUS XPER MCHP AVGO PI GLW HIMX OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(30): -0.27% Top=CNO AFL AFSI UNM BRO MMC XL L ….. WLTW ORI ALL AIG PRU RDN MTG PGR=Bottom (Insurance)
FINA(90): -0.40% Top=ARCC WETF TWNK TD CBOE PSEC PVTB ATH ….. PACW FHB LAZ PB SLM HBAN MS BOFI=Bottom (Banks/Financials)
META(30): -0.55% Top=CNX AA FMSA FCX AG AGI ABX CDE ….. ARNC CLF TECK CMC PAAS X CENX AKS=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

03/30/2017

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

Closing Stats
by daytrend on 20170330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

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 (20170330 Closing)
38.6% of stocks are above yesterday’s high.
74.0% are above yesterday’s midpoint. (26.0% are below.)
6.9% are below yesterday’s low.
54.5% are inside yesterday’s range.
68.1% of stocks with today’s high > yesterday’s high. (31.9% less than).
25.5% of stocks with today’s low < yesterday’s low. (74.5% greater than).

EVIDENCE OF INTRADAY TREND (20170330 Closing)
66.7% of stocks are above today’s open. (31.7% are below).
60.3% of stocks are above today’s open and yesterday’s close.
27.3% are below both.
9.3% of stocks opened above yesterday’s high.
39.4% of stocks opened above yesterday’s close. (53.6% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170330 Closing)
16.9% of stocks are in the top 10% of today’s range.
33.3% are in the top 20%.
63.8% are in the top half. 36.2% of stocks are in the bottom half of today’s range.
16.7% are in the bottom 20%.
8.4% are in the bottom 10%.

GAIN (20170330 Closing)
66.2% of stocks are above yesterday’s close. (33.8% are below.)
0.5% are up 4.5% or more. 0.7% are down 4.5% or more.
1.9% are up 3.5% or more. 1.2% are down 3.5% or more.
63.8% are between +1% and -1%.

RSI on DAILY (20170330 Closing)
2-day: >=95:15.0%…>=90:27.0%…>=80:44.3%…>=50:74.8%…<=20:8.2%…<=10:3.4%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:61.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:55.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170330 Closing)
38.6% above previous 1 highs, 6.9% below previous 1 lows
32.7% above previous 2 highs, 3.8% below previous 2 lows
30.6% above previous 3 highs, 2.0% below previous 3 lows
26.7% above previous 4 highs, 2.0% below previous 4 lows
24.7% above previous 5 highs, 1.8% below previous 5 lows
24.0% above previous 6 highs, 1.4% below previous 6 lows
12.8% above previous 7 highs, 1.4% below previous 7 lows
11.3% above previous 8 highs, 1.2% below previous 8 lows
9.7% above previous 9 highs, 1.2% below previous 9 lows
8.6% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170330 Closing)
66.2% are above or equal to 3/29 close (1 days ago), 33.8% are below.
70.7% are above or equal to 3/28 close (2 days ago), 29.3% are below.
80.0% are above or equal to 3/27 close (3 days ago), 20.0% are below.
76.5% are above or equal to 3/24 close (4 days ago), 23.5% are below.
71.7% are above or equal to 3/23 close (5 days ago), 28.3% are below.
74.6% are above or equal to 3/22 close (6 days ago), 25.4% are below.
75.2% are above or equal to 3/21 close (7 days ago), 24.8% are below.
50.7% are above or equal to 3/20 close (8 days ago), 49.3% are below.
45.1% are above or equal to 3/17 close (9 days ago), 54.9% are below.
47.7% are above or equal to 3/16 close (10 days ago), 52.3% are below.
44.8% are above or equal to 3/15 close (11 days ago), 55.2% are below.
60.7% are above or equal to 3/14 close (12 days ago), 39.3% are below.
53.8% are above or equal to 3/13 close (13 days ago), 46.2% are below.
57.8% are above or equal to 3/10 close (14 days ago), 42.2% are below.
61.3% are above or equal to 3/9 close (15 days ago), 38.7% are below.
57.4% are above or equal to 3/8 close (16 days ago), 42.6% are below.
51.1% are above or equal to 3/7 close (17 days ago), 48.9% are below.
46.8% are above or equal to 3/6 close (18 days ago), 53.2% are below.
41.8% are above or equal to 3/3 close (19 days ago), 58.2% are below.
40.0% are above or equal to 3/2 close (20 days ago), 60.0% are below.
33.3% are above or equal to 3/1 close (21 days ago), 66.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170330 Closing)
20d: 11.0% new highs, 1.3% new lows
21d: 10.6% new highs, 1.3% new lows
42d: 5.9% new highs, 0.6% new lows
63d: 5.5% new highs, 0.5% new lows
126d: 4.4% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170330 Closing)
2-day: 64.8% above, 35.2% below
3-day: 70.0% above, 30.0% below
4-day: 75.5% above, 24.5% below
5-day: 76.0% above, 24.0% below
8-day: 75.9% above, 24.1% below
10-day: 69.6% above, 30.4% below
20-day: 59.3% above, 40.7% below
50-day: 49.9% above, 50.1% below
200-day: 67.9% above, 32.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170330 Closing)
FINA(91): 1.93% Top=PVTB PACW WAL CFR SIVB UMPQ SNV BKU ….. CME ARCC TD KCG PSEC SEIC ATH BMO=Bottom (Banks/Financials)
INSU(30): 0.82% Top=LNC MBI PRU MET UNM CNO AIG TMK ….. PGR FNF WLTW AFSI AJG XL MMC BRO=Bottom (Insurance)
TRAN(24): 0.74% Top=FDX GWR TRN AAL UAL KSU UNP SAVE ….. XPO CHRW JBLU CNI CSX CP SWFT ALK=Bottom (Transportation)
MANU(34): 0.63% Top=ATI TEX IR FLS CFX ITT BWXT KMT ….. DOV HON EMR DHR AME PNR DDD MHK=Bottom (Manufacturing)
COHW(39): 0.58% Top=STX WDC COMM HPQ TDS CIEN CTL GOGO ….. INFN BCE QCOM ZAYO ANET VIAV UBNT BBRY=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.47% Top=TROX HUN CC VSM CE PAH AGU EMN ….. GRA DD DOW PPG MOS MON APD CF=Bottom (Chemicals/Fertilizers)
LEIS(36): 0.39% Top=CMG BLMN SIX BYD TXRH SBUX SEAS DNKN ….. YUMC QSR LVS SONC GPRO LQ WYNN STAY=Bottom (Leisure)
DISV(46): 0.39% Top=KBR CNDT ILG GPN G MAN ACM HRB ….. LAUR SBAC RRD BAH TAL LDOS ZTO FLT=Bottom (Diversified Services)
REAL(101): 0.30% Top=ALLY SC APLE HST CBL LHO INN SHO ….. SNH NYRT HTA CYS BAM EQC CLI CUBE=Bottom (Real Estate)
HEAL(43): 0.29% Top=ESRX BKD CNC MOH THC ANTM CYH VWR ….. ALGN ABT BCR XRAY EW BSX RMD OPK=Bottom (Health)
ELEC(45): 0.28% Top=AMD CSIQ NVDA QRVO TRMB CGNX ON FLEX ….. AYI OCLR AVGO SPWR MRVL CY FSLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(59): 0.25% Top=RH GME SHLD SPLS BBY MIK BBBY DSW ….. GES W ORLY GNC GPS TIF LB SFM=Bottom (Retail & Specialty Retail)
MATE(27): 0.19% Top=EME PWR WY WM SRCL RSG JELD FLR ….. USG LEN VMC MAS DAR TPH EXP MLM=Bottom (Materials & Construction)
META(30): 0.00% Top=FCX X AKS CENX AA ARNC CMC TECK ….. FNV PAAS CNX GG FMSA ABX AGI AEM=Bottom (Metals & Mining)
COSW(75): -0.37% Top=NTNX NCR XRX NUAN AZPN MTCH BIDU COTV ….. CSC WUBA ATHM VIPS TTD BITA AKAM SHOP=Bottom (Computer Software/Internet)
CONS(49): -0.68% Top=ELF OI KS PKG PBI TPX WRK KATE ….. RL WWW HBI COTY UAA SKX VFC LULU=Bottom (Consumer)
ENER(87): -0.72% Top=COP XOM PTEN VVV RDC OII DO NFX ….. TSO CRZO ECA PXD SN COG QEP CVE=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 @ 1:10 pm

Market Stats at 2:09 pm ET
by daytrend on 20170330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

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 (20170330 2:09 pm ET)
36.7% of stocks are above yesterday’s high.
73.3% are above yesterday’s midpoint. (26.7% are below.)
6.7% are below yesterday’s low.
56.7% are inside yesterday’s range.
65.1% of stocks with today’s high > yesterday’s high. (34.9% less than).
24.8% of stocks with today’s low < yesterday’s low. (75.2% greater than).

EVIDENCE OF INTRADAY TREND (20170330 2:09 pm ET)
64.5% of stocks are above today’s open. (33.7% are below).
57.4% of stocks are above today’s open and yesterday’s close.
27.6% are below both.
9.3% of stocks opened above yesterday’s high.
39.4% of stocks opened above yesterday’s close. (53.6% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170330 2:09 pm ET)
17.1% of stocks are in the top 10% of today’s range.
29.9% are in the top 20%.
64.8% are in the top half. 35.2% of stocks are in the bottom half of today’s range.
10.8% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN (20170330 2:09 pm ET)
64.5% of stocks are above yesterday’s close. (35.5% are below.)
0.4% are up 4.5% or more. 0.4% are down 4.5% or more.
1.8% are up 3.5% or more. 0.7% are down 3.5% or more.
69.4% are between +1% and -1%.

RSI on DAILY (20170330 2:09 pm ET)
2-day: >=95:15.4%…>=90:27.9%…>=80:44.5%…>=50:72.8%…<=20:8.8%…<=10:3.8%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:62.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:55.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170330 2:09 pm ET)
36.7% above previous 1 highs, 6.7% below previous 1 lows
30.3% above previous 2 highs, 3.8% below previous 2 lows
29.0% above previous 3 highs, 2.3% below previous 3 lows
25.3% above previous 4 highs, 2.3% below previous 4 lows
23.8% above previous 5 highs, 1.9% below previous 5 lows
22.9% above previous 6 highs, 1.7% below previous 6 lows
12.7% above previous 7 highs, 1.7% below previous 7 lows
11.2% above previous 8 highs, 1.5% below previous 8 lows
9.1% above previous 9 highs, 1.3% below previous 9 lows
8.3% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170330 2:09 pm ET)
64.5% are above or equal to 3/29 close (1 days ago), 35.5% are below.
70.0% are above or equal to 3/28 close (2 days ago), 30.0% are below.
78.7% are above or equal to 3/27 close (3 days ago), 21.3% are below.
76.6% are above or equal to 3/24 close (4 days ago), 23.4% are below.
71.9% are above or equal to 3/23 close (5 days ago), 28.1% are below.
73.2% are above or equal to 3/22 close (6 days ago), 26.8% are below.
74.2% are above or equal to 3/21 close (7 days ago), 25.8% are below.
50.2% are above or equal to 3/20 close (8 days ago), 49.8% are below.
44.4% are above or equal to 3/17 close (9 days ago), 55.6% are below.
45.6% are above or equal to 3/16 close (10 days ago), 54.4% are below.
44.3% are above or equal to 3/15 close (11 days ago), 55.7% are below.
60.2% are above or equal to 3/14 close (12 days ago), 39.8% are below.
53.7% are above or equal to 3/13 close (13 days ago), 46.3% are below.
56.8% are above or equal to 3/10 close (14 days ago), 43.2% are below.
61.3% are above or equal to 3/9 close (15 days ago), 38.7% are below.
57.1% are above or equal to 3/8 close (16 days ago), 42.9% are below.
51.9% are above or equal to 3/7 close (17 days ago), 48.1% are below.
46.8% are above or equal to 3/6 close (18 days ago), 53.2% are below.
41.3% are above or equal to 3/3 close (19 days ago), 58.7% are below.
40.9% are above or equal to 3/2 close (20 days ago), 59.1% are below.
32.7% are above or equal to 3/1 close (21 days ago), 67.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170330 2:09 pm ET)
20d: 10.3% new highs, 1.3% new lows
21d: 10.0% new highs, 1.3% new lows
42d: 5.7% new highs, 0.6% new lows
63d: 5.2% new highs, 0.5% new lows
126d: 4.2% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170330 2:09 pm ET)
2-day: 63.2% above, 36.8% below
3-day: 68.5% above, 31.5% below
4-day: 73.5% above, 26.5% below
5-day: 75.2% above, 24.8% below
8-day: 75.2% above, 24.8% below
10-day: 68.9% above, 31.1% below
20-day: 57.7% above, 42.3% below
50-day: 49.5% above, 50.5% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170330 2:09 pm ET)
FINA(91): 1.89% Top=PVTB WAL PACW UMPQ CFR SNV BKU SIVB ….. CME PSEC TD ATH ARCC SEIC BMO TWNK=Bottom (Banks/Financials)
INSU(30): 0.79% Top=LNC PRU MET MBI UNM AIG CNO AFL ….. TRV ALL WLTW XL AJG MMC AFSI BRO=Bottom (Insurance)
CHEM(26): 0.72% Top=TROX HUN CC CE VSM PAH EMN OLN ….. SHW DD PPG MOS DOW MON APD CF=Bottom (Chemicals/Fertilizers)
TRAN(24): 0.71% Top=GWR SAVE KSU TRN UAL FDX AAL UNP ….. ODFL UPS CHRW CSX EXPD SWFT CP ALK=Bottom (Transportation)
MANU(34): 0.56% Top=TEX ATI FLS IR ITT BWXT RS GE ….. DCI DHR HON AME CMI DOV PNR MHK=Bottom (Manufacturing)
COHW(39): 0.52% Top=COMM STX WDC TDS CIEN GOGO HPQ CTL ….. AAPL ANET BCE ZAYO INFN UBNT VIAV BBRY=Bottom (Computer Hardware/Telecom)
LEIS(36): 0.33% Top=CMG BLMN SIX DPZ BYD TXRH DNKN SBUX ….. YUM EXPE SONC YUMC QSR LQ WYNN STAY=Bottom (Leisure)
DISV(46): 0.32% Top=GPN ILG KBR ACM CNDT LKSD G ADS ….. YY SBAC BAH RRD ZTO LDOS FLT TAL=Bottom (Diversified Services)
META(30): 0.32% Top=FCX X AKS AA CMC ARNC CENX SLCA ….. SLW FNV PAAS FMSA AGI AEM GG ABX=Bottom (Metals & Mining)
MATE(27): 0.29% Top=MDR EME WY PWR WM SUM SRCL RSG ….. RYN DAR MAS JELD LEN TPH MLM EXP=Bottom (Materials & Construction)
ELEC(45): 0.25% Top=AMD NVDA QRVO CSIQ FLEX CGNX TRMB SWKS ….. CREE SIMO AMBA MRVL AVGO FSLR CY HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): 0.16% Top=BKD ESRX ANTM MOH AET CNC VWR UNH ….. DXCM CYH BCR PRXL IRWD RMD OPK BSX=Bottom (Health)
REAL(101): 0.14% Top=ALLY SC INN CBL APLE HST KRG LHO ….. PSA BRX UNIT DFT CLI HTA EQC CUBE=Bottom (Real Estate)
RETA(59): 0.09% Top=RH GME JCP BBY SPLS WMT BBBY WSM ….. WBA AAP TIF ORLY CASY TLRD LB SFM=Bottom (Retail & Specialty Retail)
ENER(87): -0.18% Top=COP OAS RDC DO PTEN BAS OII EOG ….. TSO SU COG SN PAGP FRAC QEP CVE=Bottom (Energy)
COSW(75): -0.36% Top=XRX NCR NTNX COTV AZPN NUAN MTCH BIDU ….. CMCM TTD CSC ATHM VIPS AKAM BITA SHOP=Bottom (Computer Software/Internet)
CONS(49): -0.74% Top=ELF KS PKG WRK PBI OI BERY IP ….. NKE WWW COTY HBI UAA SKX VFC LULU=Bottom (Consumer)

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 2:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:23 pm

Market Stats at 1:22 pm ET
by daytrend on 20170330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

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 (20170330 1:22 pm ET)
36.2% of stocks are above yesterday’s high.
75.1% are above yesterday’s midpoint. (24.9% are below.)
5.8% are below yesterday’s low.
58.0% are inside yesterday’s range.
63.7% of stocks with today’s high > yesterday’s high. (36.3% less than).
24.6% of stocks with today’s low < yesterday’s low. (75.4% greater than).

EVIDENCE OF INTRADAY TREND (20170330 1:22 pm ET)
65.9% of stocks are above today’s open. (32.9% are below).
58.4% of stocks are above today’s open and yesterday’s close.
28.1% are below both.
9.3% of stocks opened above yesterday’s high.
39.4% of stocks opened above yesterday’s close. (53.6% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170330 1:22 pm ET)
21.6% of stocks are in the top 10% of today’s range.
32.4% are in the top 20%.
63.3% are in the top half. 36.7% of stocks are in the bottom half of today’s range.
11.0% are in the bottom 20%.
3.4% are in the bottom 10%.

GAIN (20170330 1:22 pm ET)
65.0% of stocks are above yesterday’s close. (35.0% are below.)
0.4% are up 4.5% or more. 0.4% are down 4.5% or more.
1.7% are up 3.5% or more. 1.0% are down 3.5% or more.
69.8% are between +1% and -1%.

RSI on DAILY (20170330 1:22 pm ET)
2-day: >=95:15.1%…>=90:27.3%…>=80:44.4%…>=50:73.3%…<=20:9.0%…<=10:4.0%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:61.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:54.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170330 1:22 pm ET)
36.2% above previous 1 highs, 5.8% below previous 1 lows
29.9% above previous 2 highs, 3.8% below previous 2 lows
28.3% above previous 3 highs, 2.4% below previous 3 lows
24.7% above previous 4 highs, 2.4% below previous 4 lows
22.4% above previous 5 highs, 2.0% below previous 5 lows
21.4% above previous 6 highs, 1.8% below previous 6 lows
11.2% above previous 7 highs, 1.8% below previous 7 lows
9.7% above previous 8 highs, 1.7% below previous 8 lows
8.6% above previous 9 highs, 1.5% below previous 9 lows
7.8% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170330 1:22 pm ET)
65.0% are above or equal to 3/29 close (1 days ago), 35.0% are below.
68.8% are above or equal to 3/28 close (2 days ago), 31.2% are below.
79.8% are above or equal to 3/27 close (3 days ago), 20.2% are below.
76.4% are above or equal to 3/24 close (4 days ago), 23.6% are below.
71.9% are above or equal to 3/23 close (5 days ago), 28.1% are below.
72.4% are above or equal to 3/22 close (6 days ago), 27.6% are below.
74.5% are above or equal to 3/21 close (7 days ago), 25.5% are below.
50.2% are above or equal to 3/20 close (8 days ago), 49.8% are below.
43.3% are above or equal to 3/17 close (9 days ago), 56.7% are below.
45.5% are above or equal to 3/16 close (10 days ago), 54.5% are below.
43.9% are above or equal to 3/15 close (11 days ago), 56.1% are below.
60.7% are above or equal to 3/14 close (12 days ago), 39.3% are below.
54.0% are above or equal to 3/13 close (13 days ago), 46.0% are below.
57.6% are above or equal to 3/10 close (14 days ago), 42.4% are below.
61.9% are above or equal to 3/9 close (15 days ago), 38.1% are below.
56.4% are above or equal to 3/8 close (16 days ago), 43.6% are below.
51.7% are above or equal to 3/7 close (17 days ago), 48.3% are below.
45.8% are above or equal to 3/6 close (18 days ago), 54.2% are below.
41.1% are above or equal to 3/3 close (19 days ago), 58.9% are below.
40.0% are above or equal to 3/2 close (20 days ago), 60.0% are below.
32.9% are above or equal to 3/1 close (21 days ago), 67.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170330 1:22 pm ET)
20d: 9.9% new highs, 1.3% new lows
21d: 9.5% new highs, 1.3% new lows
42d: 5.6% new highs, 0.6% new lows
63d: 5.1% new highs, 0.5% new lows
126d: 4.2% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170330 1:22 pm ET)
2-day: 63.2% above, 36.8% below
3-day: 69.5% above, 30.5% below
4-day: 74.5% above, 25.5% below
5-day: 75.7% above, 24.3% below
8-day: 75.3% above, 24.7% below
10-day: 68.6% above, 31.4% below
20-day: 57.4% above, 42.6% below
50-day: 48.7% above, 51.3% below
200-day: 68.6% above, 31.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170330 1:22 pm ET)
FINA(91): 1.78% Top=PVTB WAL PACW UMPQ CFR TCB SIVB BKU ….. CME SEIC ARCC TD KCG PSEC BMO ATH=Bottom (Banks/Financials)
INSU(30): 0.79% Top=LNC PRU MET MBI UNM AIG AFL CNO ….. CLGX ALL XL WLTW AJG MMC BRO AFSI=Bottom (Insurance)
TRAN(24): 0.70% Top=GWR KSU SAVE UNP NSC TRN FDX UAL ….. UPS CSX ODFL CHRW EXPD ALK CP SWFT=Bottom (Transportation)
MANU(34): 0.55% Top=ATI FLS RS BWXT TEX IR ITT MWA ….. DHR AME EMR DOV HON CMI PNR MHK=Bottom (Manufacturing)
CHEM(26): 0.53% Top=TROX HUN CC CE VSM EMN OLN PAH ….. DD GRA PPG DOW APD MON MOS CF=Bottom (Chemicals/Fertilizers)
COHW(39): 0.44% Top=COMM TDS CIEN WDC HPQ STX CTL NTAP ….. TMUS ANET ARRS AAPL ZAYO BCE VIAV BBRY=Bottom (Computer Hardware/Telecom)
DISV(46): 0.35% Top=GPN KBR ILG ACM CNDT LKSD G RHI ….. FDC SBAC YY BAH LDOS ZTO TAL FLT=Bottom (Diversified Services)
ELEC(45): 0.34% Top=QRVO CSIQ NVDA AMD XPER FLEX TRMB CRUS ….. PI SIMO FTV GRMN MRVL FSLR CY HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(36): 0.25% Top=CMG SIX BLMN DPZ SEAS SBUX DNKN TXRH ….. HGV PK SONC YUM YUMC QSR WYNN STAY=Bottom (Leisure)
MATE(27): 0.23% Top=MDR EME PWR FLR WM RSG SUM WY ….. VMC FAST JELD MAS TPH LEN MLM EXP=Bottom (Materials & Construction)
HEAL(43): 0.20% Top=ESRX AET BKD CNC ANTM MOH UHS STE ….. PRXL CYH EW XRAY OPK RMD IRWD BSX=Bottom (Health)
META(30): 0.19% Top=FCX X AKS AA CENX CLF CMC ARNC ….. AG SLW FNV PAAS AGI AEM GG ABX=Bottom (Metals & Mining)
RETA(59): 0.18% Top=RH JCP BBY GME WSM SPLS BBBY WMT ….. KORS KR AAP ORLY TIF CASY LB SFM=Bottom (Retail & Specialty Retail)
REAL(101): 0.17% Top=SC ALLY CBL INN LHO KRG HST PEB ….. EXR BRX UNIT CLI HTA PSA EQC CUBE=Bottom (Real Estate)
ENER(87): -0.16% Top=COP RDC BAS OAS DO PTEN EOG OII ….. TSO SU FRAC SN COG PAGP QEP CVE=Bottom (Energy)
COSW(75): -0.34% Top=XRX NTNX COTV NCR AZPN BIDU SQ EQIX ….. CSC WUBA ATHM TTD AKAM VIPS SHOP BITA=Bottom (Computer Software/Internet)
CONS(49): -0.76% Top=ELF KS PKG PBI OI WRK BERY KATE ….. WWW GT COTY HBI UAA SKX VFC LULU=Bottom (Consumer)

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 @ 9:50 am

Market Stats at 10:49 am ET
by daytrend on 20170330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 843.

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 (20170330 10:49 am ET)
37.6% of stocks are above yesterday’s high.
77.8% are above yesterday’s midpoint. (22.2% are below.)
4.7% are below yesterday’s low.
57.7% are inside yesterday’s range.
56.8% of stocks with today’s high > yesterday’s high. (43.2% less than).
21.1% of stocks with today’s low < yesterday’s low. (78.9% greater than).

EVIDENCE OF INTRADAY TREND (20170330 10:49 am ET)
70.0% of stocks are above today’s open. (28.1% are below).
60.5% of stocks are above today’s open and yesterday’s close.
23.1% are below both.
9.3% of stocks opened above yesterday’s high.
39.5% of stocks opened above yesterday’s close. (53.5% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170330 10:49 am ET)
26.9% of stocks are in the top 10% of today’s range.
44.5% are in the top 20%.
74.3% are in the top half. 25.7% of stocks are in the bottom half of today’s range.
4.3% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN (20170330 10:49 am ET)
67.5% of stocks are above yesterday’s close. (32.5% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
0.7% are up 3.5% or more. 0.5% are down 3.5% or more.
74.4% are between +1% and -1%.

RSI on DAILY (20170330 10:49 am ET)
2-day: >=95:17.3%…>=90:29.9%…>=80:47.6%…>=50:75.8%…<=20:8.1%…<=10:3.3%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:59.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:55.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170330 10:49 am ET)
37.6% above previous 1 highs, 4.7% below previous 1 lows
30.1% above previous 2 highs, 2.5% below previous 2 lows
29.3% above previous 3 highs, 1.4% below previous 3 lows
24.8% above previous 4 highs, 1.4% below previous 4 lows
22.7% above previous 5 highs, 1.2% below previous 5 lows
21.9% above previous 6 highs, 0.9% below previous 6 lows
13.2% above previous 7 highs, 0.9% below previous 7 lows
11.6% above previous 8 highs, 0.8% below previous 8 lows
10.2% above previous 9 highs, 0.8% below previous 9 lows
8.8% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170330 10:49 am ET)
67.5% are above or equal to 3/29 close (1 days ago), 32.5% are below.
71.9% are above or equal to 3/28 close (2 days ago), 28.1% are below.
80.9% are above or equal to 3/27 close (3 days ago), 19.1% are below.
78.2% are above or equal to 3/24 close (4 days ago), 21.8% are below.
73.8% are above or equal to 3/23 close (5 days ago), 26.2% are below.
73.9% are above or equal to 3/22 close (6 days ago), 26.1% are below.
75.7% are above or equal to 3/21 close (7 days ago), 24.3% are below.
49.6% are above or equal to 3/20 close (8 days ago), 50.4% are below.
45.0% are above or equal to 3/17 close (9 days ago), 55.0% are below.
46.3% are above or equal to 3/16 close (10 days ago), 53.7% are below.
44.4% are above or equal to 3/15 close (11 days ago), 55.6% are below.
62.2% are above or equal to 3/14 close (12 days ago), 37.8% are below.
54.4% are above or equal to 3/13 close (13 days ago), 45.6% are below.
57.2% are above or equal to 3/10 close (14 days ago), 42.8% are below.
62.0% are above or equal to 3/9 close (15 days ago), 38.0% are below.
57.5% are above or equal to 3/8 close (16 days ago), 42.5% are below.
53.0% are above or equal to 3/7 close (17 days ago), 47.0% are below.
46.7% are above or equal to 3/6 close (18 days ago), 53.3% are below.
40.9% are above or equal to 3/3 close (19 days ago), 59.1% are below.
40.0% are above or equal to 3/2 close (20 days ago), 60.0% are below.
33.2% are above or equal to 3/1 close (21 days ago), 66.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170330 10:49 am ET)
20d: 8.4% new highs, 0.9% new lows
21d: 8.1% new highs, 0.9% new lows
42d: 4.5% new highs, 0.5% new lows
63d: 4.3% new highs, 0.4% new lows
126d: 3.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170330 10:49 am ET)
2-day: 65.7% above, 34.3% below
3-day: 72.1% above, 27.9% below
4-day: 76.9% above, 23.1% below
5-day: 78.6% above, 21.4% below
8-day: 77.6% above, 22.4% below
10-day: 70.5% above, 29.5% below
20-day: 57.8% above, 42.2% below
50-day: 50.2% above, 49.8% below
200-day: 68.8% above, 31.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170330 10:49 am ET)
FINA(91): 1.47% Top=PVTB TCB CFR PB SIVB UMPQ OZRK SNV ….. PYPL PSEC CBOE KCG EFX ATH SEIC CME=Bottom (Banks/Financials)
TRAN(24): 0.83% Top=GWR KSU NSC AAL UNP LUV CNI UAL ….. UPS WAB CHRW SAVE EXPD ODFL ALK SWFT=Bottom (Transportation)
CHEM(26): 0.80% Top=TROX HUN CC CE OLN EMN PAH VSM ….. MON DD APD PPG DOW GRA MOS CF=Bottom (Chemicals/Fertilizers)
META(30): 0.74% Top=FCX X AKS CLF AA SLCA NUE CMC ….. CCJ PAAS CDE ABX AGI SSRI GG AEM=Bottom (Metals & Mining)
INSU(30): 0.73% Top=LNC MET PRU UNM MBI AGO AFL AIG ….. PGR ALL MMC CLGX AJG WLTW BRO AFSI=Bottom (Insurance)
MANU(34): 0.59% Top=ATI FLS XYL RS IR ITT DE AGCO ….. DCI CMI EMR MHK HON MRC AME PNR=Bottom (Manufacturing)
COHW(39): 0.42% Top=STX COMM WDC TDS HPQ CIEN FNSR PANW ….. VG VZ VSAT TMUS UBNT VIAV ACIA BBRY=Bottom (Computer Hardware/Telecom)
DISV(46): 0.36% Top=GPN ACM KBR ILG LKSD JEC G CNDT ….. LDOS FDC SBAC FLT TAL MYGN WTW RRD=Bottom (Diversified Services)
LEIS(36): 0.35% Top=CMG SIX HLT SEAS BLMN SBUX DPZ MAR ….. PNRA STAY YUMC HGV SHAK WYNN GPRO SONC=Bottom (Leisure)
ELEC(45): 0.32% Top=QRVO NVDA XPER FLEX GLW CSIQ OCLR SWKS ….. GRMN AYI MRVL SPWR PI CY FSLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(27): 0.31% Top=EME FLR SUM PWR VMC MDR JELD WM ….. PHM EXP TOL TPH LEN FAST DHI USG=Bottom (Materials & Construction)
RETA(59): 0.22% Top=SHLD GME BBY FINL DSW BBBY WMT ETSY ….. ORLY GNC KR CASY GPS LB TIF SFM=Bottom (Retail & Specialty Retail)
ENER(87): 0.13% Top=COP BAS CRC REN RDC MUR OII OAS ….. HFC NFG SN FRAC PAGP TSO QEP CVE=Bottom (Energy)
HEAL(43): 0.01% Top=UNH VWR ANTM ESRX STE AET HOLX ALGN ….. HLS EW PRAH DXCM RMD BSX IRWD CYH=Bottom (Health)
COSW(76): -0.03% Top=MEET NTNX COTV XRX NCR AZPN BIDU SPLK ….. SHOP CMCM TRIP GRUB ATHM TWLO VIPS BITA=Bottom (Computer Software/Internet)
REAL(101): -0.04% Top=SC ALLY RHP INN SHO CBG PEB PLD ….. HTA CLI SRC EQC O BRX PSA CUBE=Bottom (Real Estate)
CONS(49): -0.67% Top=ELF OI KS PKG WRK PBI GIL IP ….. HBI COTY FOSL WWW SKX UAA VFC LULU=Bottom (Consumer)

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 10:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:04 am

Market Stats at 10:04 am ET
by daytrend on 20170330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

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 (20170330 10:04 am ET)
26.5% of stocks are above yesterday’s high.
74.0% are above yesterday’s midpoint. (26.0% are below.)
4.9% are below yesterday’s low.
68.6% are inside yesterday’s range.
47.0% of stocks with today’s high > yesterday’s high. (53.0% less than).
18.4% of stocks with today’s low < yesterday’s low. (81.6% greater than).

EVIDENCE OF INTRADAY TREND (20170330 10:04 am ET)
63.1% of stocks are above today’s open. (34.3% are below).
54.0% of stocks are above today’s open and yesterday’s close.
28.5% are below both.
9.3% of stocks opened above yesterday’s high.
39.4% of stocks opened above yesterday’s close. (53.6% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170330 10:04 am ET)
19.1% of stocks are in the top 10% of today’s range.
35.2% are in the top 20%.
65.4% are in the top half. 34.6% of stocks are in the bottom half of today’s range.
15.6% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN (20170330 10:04 am ET)
62.0% of stocks are above yesterday’s close. (38.0% are below.)
0.4% are up 4.5% or more. 0.2% are down 4.5% or more.
0.7% are up 3.5% or more. 0.4% are down 3.5% or more.
82.3% are between +1% and -1%.

RSI on DAILY (20170330 10:04 am ET)
2-day: >=95:11.2%…>=90:22.6%…>=80:39.0%…>=50:73.9%…<=20:7.6%…<=10:3.4%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:54.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:51.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170330 10:04 am ET)
26.5% above previous 1 highs, 4.9% below previous 1 lows
20.4% above previous 2 highs, 2.4% below previous 2 lows
20.0% above previous 3 highs, 1.0% below previous 3 lows
16.0% above previous 4 highs, 0.8% below previous 4 lows
14.0% above previous 5 highs, 0.7% below previous 5 lows
13.9% above previous 6 highs, 0.7% below previous 6 lows
6.9% above previous 7 highs, 0.7% below previous 7 lows
6.3% above previous 8 highs, 0.6% below previous 8 lows
5.6% above previous 9 highs, 0.6% below previous 9 lows
5.3% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170330 10:04 am ET)
62.0% are above or equal to 3/29 close (1 days ago), 38.0% are below.
67.8% are above or equal to 3/28 close (2 days ago), 32.2% are below.
79.7% are above or equal to 3/27 close (3 days ago), 20.3% are below.
76.1% are above or equal to 3/24 close (4 days ago), 23.9% are below.
71.9% are above or equal to 3/23 close (5 days ago), 28.1% are below.
72.4% are above or equal to 3/22 close (6 days ago), 27.6% are below.
74.0% are above or equal to 3/21 close (7 days ago), 26.0% are below.
46.0% are above or equal to 3/20 close (8 days ago), 54.0% are below.
41.4% are above or equal to 3/17 close (9 days ago), 58.6% are below.
43.7% are above or equal to 3/16 close (10 days ago), 56.3% are below.
42.3% are above or equal to 3/15 close (11 days ago), 57.7% are below.
60.1% are above or equal to 3/14 close (12 days ago), 39.9% are below.
52.7% are above or equal to 3/13 close (13 days ago), 47.3% are below.
55.0% are above or equal to 3/10 close (14 days ago), 45.0% are below.
60.8% are above or equal to 3/9 close (15 days ago), 39.2% are below.
55.7% are above or equal to 3/8 close (16 days ago), 44.3% are below.
50.5% are above or equal to 3/7 close (17 days ago), 49.5% are below.
45.0% are above or equal to 3/6 close (18 days ago), 55.0% are below.
38.6% are above or equal to 3/3 close (19 days ago), 61.4% are below.
38.8% are above or equal to 3/2 close (20 days ago), 61.2% are below.
30.9% are above or equal to 3/1 close (21 days ago), 69.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170330 10:04 am ET)
20d: 6.7% new highs, 0.8% new lows
21d: 6.5% new highs, 0.8% new lows
42d: 3.4% new highs, 0.4% new lows
63d: 3.1% new highs, 0.4% new lows
126d: 2.6% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170330 10:04 am ET)
2-day: 60.2% above, 39.8% below
3-day: 67.8% above, 32.2% below
4-day: 76.0% above, 24.0% below
5-day: 76.8% above, 23.2% below
8-day: 75.5% above, 24.5% below
10-day: 66.4% above, 33.6% below
20-day: 54.4% above, 45.6% below
50-day: 48.0% above, 52.0% below
200-day: 68.1% above, 31.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170330 10:04 am ET)
FINA(91): 0.93% Top=PVTB UMPQ TCB PB SIVB CFR OZRK SNV ….. BMO TWNK RJF LAZ CBOE STT SEIC CME=Bottom (Banks/Financials)
TRAN(24): 0.67% Top=GWR AAL KSU JBLU CNI UAL UNP NSC ….. TRN CHRW JBHT SAVE UPS WAB EXPD SWFT=Bottom (Transportation)
ELEC(45): 0.48% Top=QRVO CSIQ NVDA XPER KEYS FLEX MSCC OCLR ….. SIMO MRVL MXL AYI SPWR CY FSLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(39): 0.35% Top=COMM PANW WDC FNSR HPQ CIEN STX HRS ….. TMUS S VG VZ ZAYO PSTG UBNT BBRY=Bottom (Computer Hardware/Telecom)
MANU(34): 0.34% Top=ATI RS FLS XYL DDD AGCO DE IR ….. EMR CAT PNR ETN HON DOV AME MRC=Bottom (Manufacturing)
META(30): 0.32% Top=AKS FCX X CLF AA STLD CMC NUE ….. SSRI ABX SND AG CDE GG FMSA AGI=Bottom (Metals & Mining)
MATE(27): 0.27% Top=SUM VMC EME MDR FLR MLM WM OC ….. EXP TPH LEN PHM CAA DHI TOL FAST=Bottom (Materials & Construction)
INSU(30): 0.26% Top=MBI MET LNC MTG RDN AGO PRU FNF ….. PGR AJG ALL WLTW MMC BRO AON AFSI=Bottom (Insurance)
LEIS(36): 0.25% Top=CMG HLT DPZ BLMN SIX SBUX JACK CCL ….. YUM YUMC HGV QSR SONC WYNN SHAK GPRO=Bottom (Leisure)
DISV(46): 0.21% Top=GPN ACM KBR LKSD LAUR CAR ILG CNDT ….. TAL WTW BAH MYGN SBAC FLT ZTO RRD=Bottom (Diversified Services)
CHEM(26): 0.12% Top=HUN PAH VSM IFF EMN OLN PX CE ….. APD GRA DOW DD PPG CC MOS CF=Bottom (Chemicals/Fertilizers)
COSW(75): 0.01% Top=NTNX SPLK BIDU XRX AZPN CTXS ADSK VMW ….. TWTR CSC TWLO TRIP ATHM CMCM VIPS BITA=Bottom (Computer Software/Internet)
RETA(59): -0.04% Top=SHLD ETSY SBH SPLS WMT GME BBY WSM ….. KSS LB GES SIG ORLY GPS RH GNC=Bottom (Retail & Specialty Retail)
HEAL(43): -0.05% Top=UNH ANTM AET STE ESRX CNC ALGN BKD ….. PRAH THC EW DXCM RMD IRWD BSX CYH=Bottom (Health)
REAL(101): -0.08% Top=SC ALLY CBG APLE PEI CBL AMH PLD ….. HCP CLI BRX O EQC HTA DFT CUBE=Bottom (Real Estate)
ENER(87): -0.45% Top=COP BAS EOG CRC VVV OII RDC KOS ….. PAA PAGP ECA WPZ PXD HES SN CVE=Bottom (Energy)
CONS(49): -0.78% Top=ELF PKG KS GIL WRK OI KATE BC ….. PVH WWW FOSL GT UAA SKX VFC LULU=Bottom (Consumer)

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 10:04 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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