daytrend

06/30/2017

Filed under: Market Stats — daytrend @ 4:08 pm

Closing Stats
by daytrend on 20170630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 870.

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 (20170630 Closing)
13.0% of stocks are above yesterday’s high.
46.8% are above yesterday’s midpoint. (53.2% are below.)
10.5% are below yesterday’s low.
76.6% are inside yesterday’s range.
34.5% of stocks with today’s high > yesterday’s high. (65.5% less than).
26.7% of stocks with today’s low < yesterday’s low. (73.3% greater than).

EVIDENCE OF INTRADAY TREND (20170630 Closing)
42.3% of stocks are above today’s open. (56.3% are below).
41.3% of stocks are above today’s open and yesterday’s close.
39.4% are below both.
5.1% of stocks opened above yesterday’s high.
86.6% of stocks opened above yesterday’s close. (10.2% opened below yesterday’s close).
0.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170630 Closing)
0.9% of stocks are in the top 10% of today’s range.
4.7% are in the top 20%.
46.2% are in the top half. 53.8% of stocks are in the bottom half of today’s range.
23.1% are in the bottom 20%.
14.3% are in the bottom 10%.

GAIN (20170630 Closing)
59.5% of stocks are above yesterday’s close. (40.5% are below.)
0.6% are up 4.5% or more. 0.8% are down 4.5% or more.
0.8% are up 3.5% or more. 1.0% are down 3.5% or more.
68.9% are between +1% and -1%.

RSI on DAILY (20170630 Closing)
2-day: >=95:8.6%…>=90:13.6%…>=80:21.5%…>=50:51.7%…<=20:19.2%…<=10:8.7%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:53.2%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:53.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170630 Closing)
13.0% above previous 1 highs, 10.5% below previous 1 lows
9.8% above previous 2 highs, 7.9% below previous 2 lows
8.0% above previous 3 highs, 6.3% below previous 3 lows
7.6% above previous 4 highs, 5.2% below previous 4 lows
7.1% above previous 5 highs, 4.1% below previous 5 lows
6.6% above previous 6 highs, 3.8% below previous 6 lows
5.5% above previous 7 highs, 3.6% below previous 7 lows
4.9% above previous 8 highs, 3.6% below previous 8 lows
4.5% above previous 9 highs, 3.4% below previous 9 lows
4.4% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170630 Closing)
59.5% are above or equal to 6/29 close (1 days ago), 40.5% are below.
37.8% are above or equal to 6/28 close (2 days ago), 62.2% are below.
59.0% are above or equal to 6/27 close (3 days ago), 41.0% are below.
49.9% are above or equal to 6/26 close (4 days ago), 50.1% are below.
51.6% are above or equal to 6/23 close (5 days ago), 48.4% are below.
55.2% are above or equal to 6/22 close (6 days ago), 44.8% are below.
57.9% are above or equal to 6/21 close (7 days ago), 42.1% are below.
51.1% are above or equal to 6/20 close (8 days ago), 48.9% are below.
42.0% are above or equal to 6/19 close (9 days ago), 58.0% are below.
50.7% are above or equal to 6/16 close (10 days ago), 49.3% are below.
50.6% are above or equal to 6/15 close (11 days ago), 49.4% are below.
43.7% are above or equal to 6/14 close (12 days ago), 56.3% are below.
40.3% are above or equal to 6/13 close (13 days ago), 59.7% are below.
48.0% are above or equal to 6/12 close (14 days ago), 52.0% are below.
50.0% are above or equal to 6/9 close (15 days ago), 50.0% are below.
53.8% are above or equal to 6/8 close (16 days ago), 46.2% are below.
56.4% are above or equal to 6/7 close (17 days ago), 43.6% are below.
57.0% are above or equal to 6/6 close (18 days ago), 43.0% are below.
53.4% are above or equal to 6/5 close (19 days ago), 46.6% are below.
51.0% are above or equal to 6/2 close (20 days ago), 49.0% are below.
52.3% are above or equal to 6/1 close (21 days ago), 47.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170630 Closing)
20d: 6.8% new highs, 3.9% new lows
21d: 6.7% new highs, 3.7% new lows
42d: 4.6% new highs, 1.3% new lows
63d: 3.9% new highs, 0.7% new lows
126d: 2.8% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170630 Closing)
2-day: 57.9% above, 42.1% below
3-day: 45.5% above, 54.5% below
4-day: 52.2% above, 47.8% below
5-day: 50.2% above, 49.8% below
8-day: 53.6% above, 46.4% below
10-day: 52.6% above, 47.4% below
20-day: 50.2% above, 49.8% below
50-day: 57.1% above, 42.9% below
200-day: 63.3% above, 36.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170630 Closing)
CHEM(29): 1.23% Top=TROX CC SMG CF WLK CE HUN OLN ….. POT VSM AGU AXTA ASH PAH FMC SHW=Bottom (Chemicals/Fertilizers)
MANU(38): 0.93% Top=TEX BWXT EMR ROK MRC NDSN DOV PH ….. DHR KMT LECO TTC GE RS ATI DDD=Bottom (Manufacturing)
CONS(50): 0.81% Top=NKE MAT UAA WWW WHR IP CSL HAS ….. CLX CL PKG SEE COTY ENR PBI BMS=Bottom (Consumer)
MATE(28): 0.74% Top=PWR FAST DHI USG PHM EXP MDR FLR ….. MLM WCN WM JELD VMC GMS SRCL CBI=Bottom (Materials & Construction)
ENER(88): 0.58% Top=BCEI CRZO SM MPLX OAS HES PE RSPP ….. NBL SWN RRC HFC SEP DO RDC CRC=Bottom (Energy)
TRAN(25): 0.49% Top=KSU NSC CHRW AAL CSX WAB SNDR FDX ….. JBLU XPO DAL UAL TRN SWFT SAVE TK=Bottom (Transportation)
RETA(60): 0.48% Top=W TLRD TSCO BLDR AZO KSS PAG KORS ….. MELI CVNA SIG AMZN GPS FINL DSW FND=Bottom (Retail & Specialty Retail)
DISV(48): 0.40% Top=CAR URI WTW HRI RRD ALLE JEC VRSK ….. V AL ATHN TRU RBA FDC FLT DFIN=Bottom (Diversified Services)
HEAL(43): 0.30% Top=IRWD MZOR LH IART DVA RMD ALGN BDX ….. BSX ACHC BKD MOH NUVA THC CYH OPK=Bottom (Health)
FINA(89): -0.02% Top=FII COF DFS HBAN WU KKR ETFC SYF ….. NYCB FHN CBSH VLY GS UMPQ VOYA WDR=Bottom (Banks/Financials)
COSW(83): -0.09% Top=EQIX DST AZPN OTEX TWTR TTWO SSNC NTNX ….. MSCI TTD SPLK FEYE FDS OKTA COUP VIPS=Bottom (Computer Software/Internet)
LEIS(37): -0.13% Top=YUMC WEN HGV QSR MLCO WYNN STAY JACK ….. CMG EAT SONC SIX LQ DRI GPRO MGM=Bottom (Leisure)
META(27): -0.16% Top=AGI TAHO AG RGLD STLD CMC AEM NEM ….. CLF CENX SLCA AA X CNX AKS CCJ=Bottom (Metals & Mining)
INSU(32): -0.19% Top=MBI SLF LNC FNF AJG MMC ALL RDN ….. ORI XL WLTW ACGL AGO BRO AFSI AIG=Bottom (Insurance)
REAL(110): -0.29% Top=DOC BDN CONE GEO AMH STAG ARE UNIT ….. KRG SKT PEB DRH NRZ LHO KIM BRX=Bottom (Real Estate)
COHW(38): -0.45% Top=S VZ UBNT TMUS TU COMM T QCOM ….. TDC CTL PSTG CIEN VG INFN SSYS WDC=Bottom (Computer Hardware/Telecom)
ELEC(45): -0.66% Top=AYI KEYS FTV TEL INTC JBL XLNX GRMN ….. NVDA QRVO SPWR MRVL CY SIMO ICHR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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

06/29/2017

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

Closing Stats
by daytrend on 20170629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 876.

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 (20170629 Closing)
12.9% of stocks are above yesterday’s high.
34.2% are above yesterday’s midpoint. (65.8% are below.)
40.6% are below yesterday’s low.
46.5% are inside yesterday’s range.
43.3% of stocks with today’s high > yesterday’s high. (56.7% less than).
65.5% of stocks with today’s low < yesterday’s low. (34.5% greater than).

EVIDENCE OF INTRADAY TREND (20170629 Closing)
20.1% of stocks are above today’s open. (79.3% are below).
17.7% of stocks are above today’s open and yesterday’s close.
68.7% are below both.
17.1% of stocks opened above yesterday’s high.
52.6% of stocks opened above yesterday’s close. (43.6% opened below yesterday’s close).
7.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170629 Closing)
1.9% of stocks are in the top 10% of today’s range.
4.8% are in the top 20%.
28.1% are in the top half. 71.9% of stocks are in the bottom half of today’s range.
15.3% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN (20170629 Closing)
28.8% of stocks are above yesterday’s close. (71.2% are below.)
1.0% are up 4.5% or more. 1.4% are down 4.5% or more.
2.1% are up 3.5% or more. 3.3% are down 3.5% or more.
45.7% are between +1% and -1%.

RSI on DAILY (20170629 Closing)
2-day: >=95:10.4%…>=90:16.8%…>=80:23.9%…>=50:40.1%…<=20:25.9%…<=10:13.1%…<=5:6.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:47.9%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:51.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170629 Closing)
12.9% above previous 1 highs, 40.6% below previous 1 lows
12.3% above previous 2 highs, 30.8% below previous 2 lows
11.6% above previous 3 highs, 28.7% below previous 3 lows
11.4% above previous 4 highs, 25.8% below previous 4 lows
11.0% above previous 5 highs, 22.7% below previous 5 lows
9.6% above previous 6 highs, 21.5% below previous 6 lows
8.4% above previous 7 highs, 20.5% below previous 7 lows
6.1% above previous 8 highs, 19.5% below previous 8 lows
5.8% above previous 9 highs, 17.4% below previous 9 lows
5.6% above previous 10 highs, 14.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170629 Closing)
28.8% are above or equal to 6/28 close (1 days ago), 71.2% are below.
53.5% are above or equal to 6/27 close (2 days ago), 46.5% are below.
44.7% are above or equal to 6/26 close (3 days ago), 55.3% are below.
48.1% are above or equal to 6/23 close (4 days ago), 51.9% are below.
52.6% are above or equal to 6/22 close (5 days ago), 47.4% are below.
54.1% are above or equal to 6/21 close (6 days ago), 45.9% are below.
48.5% are above or equal to 6/20 close (7 days ago), 51.5% are below.
38.5% are above or equal to 6/19 close (8 days ago), 61.5% are below.
47.6% are above or equal to 6/16 close (9 days ago), 52.4% are below.
48.2% are above or equal to 6/15 close (10 days ago), 51.8% are below.
41.9% are above or equal to 6/14 close (11 days ago), 58.1% are below.
36.8% are above or equal to 6/13 close (12 days ago), 63.2% are below.
46.2% are above or equal to 6/12 close (13 days ago), 53.8% are below.
48.4% are above or equal to 6/9 close (14 days ago), 51.6% are below.
52.4% are above or equal to 6/8 close (15 days ago), 47.6% are below.
55.4% are above or equal to 6/7 close (16 days ago), 44.6% are below.
54.0% are above or equal to 6/6 close (17 days ago), 46.0% are below.
51.5% are above or equal to 6/5 close (18 days ago), 48.5% are below.
49.4% are above or equal to 6/2 close (19 days ago), 50.6% are below.
51.4% are above or equal to 6/1 close (20 days ago), 48.6% are below.
60.5% are above or equal to 5/31 close (21 days ago), 39.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170629 Closing)
20d: 13.1% new highs, 15.3% new lows
21d: 13.0% new highs, 14.3% new lows
42d: 9.0% new highs, 5.7% new lows
63d: 7.5% new highs, 3.8% new lows
126d: 4.1% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170629 Closing)
2-day: 28.5% above, 71.5% below
3-day: 41.2% above, 58.8% below
4-day: 41.4% above, 58.6% below
5-day: 43.5% above, 56.5% below
8-day: 49.1% above, 50.9% below
10-day: 46.8% above, 53.2% below
20-day: 47.7% above, 52.3% below
50-day: 56.7% above, 43.3% below
200-day: 63.5% above, 36.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170629 Closing)
ENER(88): 1.20% Top=SWN FRAC BAS CRZO PDCE DVN CLR NFX ….. CVE MDU XOM CRC TSO MPC VVV PBF=Bottom (Energy)
FINA(89): 0.53% Top=RF BGCP C OZRK WFC TCF FHB SNV ….. TROW CME WDR EFX PYPL COF WETF LM=Bottom (Banks/Financials)
INSU(32): -0.08% Top=MBI CNO PRU LNC MET AGO MTG SLF ….. TMK AJG AON RDN PGR AFL TRV MMC=Bottom (Insurance)
TRAN(26): -0.29% Top=SNDR TK ALK AAL XPO CHRW WAB DAL ….. ODFL FDX UNP KSU NSC CSX UAL CNI=Bottom (Transportation)
RETA(60): -0.40% Top=GES TLRD CHS DSW GNC WBA AEO URBN ….. EBAY DKS BID W BLDR FND MELI LL=Bottom (Retail & Specialty Retail)
CONS(50): -0.44% Top=LULU FOSL TPX WWW MAT RL HBI SKX ….. UAA PG KMB EPC CLX KS BERY GOOS=Bottom (Consumer)
HEAL(43): -0.72% Top=CYH UHS MD ACHC ABT VAR PRAH TVTY ….. IART IRTC CNC BKD ESRX ALGN DXCM OPK=Bottom (Health)
MANU(38): -0.78% Top=ATI MRC SNA RS ITT FLS CFX TEX ….. IR ITW NDSN TTC MHK DDD KMT MIDD=Bottom (Manufacturing)
DISV(50): -0.82% Top=AMN CAR MAN URI RBA DFIN R BFAM ….. FISV ILG MYGN CXW WTW MA RRD LKSD=Bottom (Diversified Services)
LEIS(37): -0.92% Top=BLMN EAT DNKN CMG SEAS GPRO TXRH DRI ….. HGV MAR HLT SHAK LVS WYNN MGM WYN=Bottom (Leisure)
REAL(110): -1.10% Top=SC DDR KRG PEI PGRE FPO UDR WPG ….. CCP EDR NSA SNH HR OHI GOV DOC=Bottom (Real Estate)
CHEM(29): -1.11% Top=CF CE MOS SMG WLK GRA HUN AXTA ….. PAH IFF ALB APD FMC SHW TROX CC=Bottom (Chemicals/Fertilizers)
META(27): -1.18% Top=SLCA CNX STLD CMC FCX AA SCCO TECK ….. PAAS RGLD WPM GG AG AEM SSRI AGI=Bottom (Metals & Mining)
MATE(29): -1.38% Top=CBI FAST TPH SUM WY LEN SRCL WM ….. TOL PHM MAS VMC MLM JELD USG GMS=Bottom (Materials & Construction)
COSW(84): -1.58% Top=SPLK BIDU WUBA SNAP NCR MDRX DNB FTNT ….. TTD NUAN SHOP SQ DATA JD BLKB NTES=Bottom (Computer Software/Internet)
COHW(38): -1.90% Top=VRSN BCE TDC SSYS NTAP T CDW VZ ….. ACIA CTL FNSR STX CIEN ANET VIAV INFN=Bottom (Computer Hardware/Telecom)
ELEC(46): -2.01% Top=AYI CSIQ GRMN GLW IDTI WAT BRKR SPWR ….. HIMX NVDA KLAC LRCX AMD CGNX ICHR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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

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

Market Stats at 2:32 pm ET
by daytrend on 20170629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 876.

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 (20170629 2:32 pm ET)
12.3% of stocks are above yesterday’s high.
30.8% are above yesterday’s midpoint. (69.2% are below.)
43.9% are below yesterday’s low.
43.7% are inside yesterday’s range.
42.5% of stocks with today’s high > yesterday’s high. (57.5% less than).
65.0% of stocks with today’s low < yesterday’s low. (35.0% greater than).

EVIDENCE OF INTRADAY TREND (20170629 2:32 pm ET)
19.5% of stocks are above today’s open. (80.4% are below).
16.9% of stocks are above today’s open and yesterday’s close.
70.5% are below both.
17.1% of stocks opened above yesterday’s high.
52.6% of stocks opened above yesterday’s close. (43.6% opened below yesterday’s close).
7.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170629 2:32 pm ET)
1.1% of stocks are in the top 10% of today’s range.
3.3% are in the top 20%.
17.1% are in the top half. 82.9% of stocks are in the bottom half of today’s range.
17.9% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN (20170629 2:32 pm ET)
27.1% of stocks are above yesterday’s close. (72.9% are below.)
1.4% are up 4.5% or more. 1.5% are down 4.5% or more.
2.4% are up 3.5% or more. 5.3% are down 3.5% or more.
41.2% are between +1% and -1%.

RSI on DAILY (20170629 2:32 pm ET)
2-day: >=95:9.9%…>=90:17.1%…>=80:24.4%…>=50:38.5%…<=20:28.4%…<=10:14.2%…<=5:6.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:46.1%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:49.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170629 2:32 pm ET)
12.3% above previous 1 highs, 43.9% below previous 1 lows
11.4% above previous 2 highs, 34.7% below previous 2 lows
10.8% above previous 3 highs, 32.3% below previous 3 lows
10.8% above previous 4 highs, 29.0% below previous 4 lows
10.4% above previous 5 highs, 25.8% below previous 5 lows
8.8% above previous 6 highs, 24.1% below previous 6 lows
7.9% above previous 7 highs, 22.6% below previous 7 lows
6.1% above previous 8 highs, 21.8% below previous 8 lows
5.8% above previous 9 highs, 18.7% below previous 9 lows
5.4% above previous 10 highs, 16.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170629 2:32 pm ET)
27.1% are above or equal to 6/28 close (1 days ago), 72.9% are below.
50.7% are above or equal to 6/27 close (2 days ago), 49.3% are below.
43.2% are above or equal to 6/26 close (3 days ago), 56.8% are below.
47.3% are above or equal to 6/23 close (4 days ago), 52.7% are below.
51.0% are above or equal to 6/22 close (5 days ago), 49.0% are below.
53.2% are above or equal to 6/21 close (6 days ago), 46.8% are below.
47.0% are above or equal to 6/20 close (7 days ago), 53.0% are below.
37.8% are above or equal to 6/19 close (8 days ago), 62.2% are below.
46.1% are above or equal to 6/16 close (9 days ago), 53.9% are below.
47.3% are above or equal to 6/15 close (10 days ago), 52.7% are below.
40.5% are above or equal to 6/14 close (11 days ago), 59.5% are below.
35.7% are above or equal to 6/13 close (12 days ago), 64.3% are below.
45.7% are above or equal to 6/12 close (13 days ago), 54.3% are below.
46.8% are above or equal to 6/9 close (14 days ago), 53.2% are below.
51.1% are above or equal to 6/8 close (15 days ago), 48.9% are below.
53.5% are above or equal to 6/7 close (16 days ago), 46.5% are below.
53.1% are above or equal to 6/6 close (17 days ago), 46.9% are below.
50.7% are above or equal to 6/5 close (18 days ago), 49.3% are below.
49.2% are above or equal to 6/2 close (19 days ago), 50.8% are below.
50.6% are above or equal to 6/1 close (20 days ago), 49.4% are below.
59.6% are above or equal to 5/31 close (21 days ago), 40.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170629 2:32 pm ET)
20d: 12.6% new highs, 15.3% new lows
21d: 12.4% new highs, 14.3% new lows
42d: 8.8% new highs, 5.5% new lows
63d: 7.3% new highs, 3.8% new lows
126d: 3.9% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170629 2:32 pm ET)
2-day: 26.4% above, 73.6% below
3-day: 38.2% above, 61.8% below
4-day: 39.7% above, 60.3% below
5-day: 42.4% above, 57.6% below
8-day: 46.8% above, 53.2% below
10-day: 46.5% above, 53.5% below
20-day: 45.5% above, 54.5% below
50-day: 56.2% above, 43.8% below
200-day: 63.1% above, 36.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170629 2:32 pm ET)
ENER(88): 1.40% Top=CRZO DVN SWN CLR PDCE NFX MUR APC ….. TSO XOM NFG MPC MDU PBF VVV CRC=Bottom (Energy)
FINA(89): 0.43% Top=RF BGCP C WFC ZION OZRK FITB FHB ….. APO CME WDR EFX COF LM PYPL WETF=Bottom (Banks/Financials)
INSU(32): -0.10% Top=MET LNC PRU CNO SLF MBI UNM HIG ….. AON AFL RDN FAF PGR TRV MMC AFSI=Bottom (Insurance)
TRAN(26): -0.54% Top=SNDR TK ALK CHRW DAL AAL UPS XPO ….. TRN ODFL NSC JBHT SAVE CSX UAL CNI=Bottom (Transportation)
CONS(50): -0.59% Top=FOSL LULU TPX WWW MAT HBI RL SKX ….. EL KMB FBHS CLX KS BERY EPC GOOS=Bottom (Consumer)
RETA(60): -0.79% Top=GES TLRD DSW CHS FINL WBA URBN SIG ….. EBAY ETSY DKS W BABA FND LL MELI=Bottom (Retail & Specialty Retail)
MANU(38): -0.88% Top=ATI MRC RS CFX SNA ITT FLS XYL ….. AOS IR MHK TTC NDSN KMT DDD MIDD=Bottom (Manufacturing)
HEAL(43): -0.92% Top=CYH UHS ACHC ABT MD VAR AET HCA ….. HRC CNC IART ESRX IRTC ALGN OPK DXCM=Bottom (Health)
DISV(50): -0.99% Top=DFIN CAR URI RBA MAN HRI AMN R ….. MA ALLE FISV MYGN CXW RRD WTW LKSD=Bottom (Diversified Services)
CHEM(29): -1.02% Top=CF MOS CE WLK GRA MON DOW AXTA ….. OLN IFF ALB APD FMC SHW TROX CC=Bottom (Chemicals/Fertilizers)
META(27): -1.07% Top=SLCA CNX FCX STLD SCCO CMC NUE X ….. RGLD PAAS GG WPM AG AEM SSRI AGI=Bottom (Metals & Mining)
REAL(110): -1.10% Top=SC DDR PEI BRX KRG RPAI RPT NYRT ….. DFT CONE COR SNH HR OHI GOV DOC=Bottom (Real Estate)
LEIS(37): -1.11% Top=EAT CMG BLMN SEAS DNKN TXRH SONC DRI ….. LVS DPZ MGM YUMC WEN WYNN WYN SHAK=Bottom (Leisure)
MATE(29): -1.40% Top=CBI TPH LEN FAST WY MDR KBH FLR ….. WCN RSG MAS MLM VMC JELD USG GMS=Bottom (Materials & Construction)
COSW(84): -1.93% Top=SNAP WUBA BIDU NCR DNB FDS MDRX SPLK ….. VMW AZPN SQ JD DATA TTD SHOP NTES=Bottom (Computer Software/Internet)
COHW(38): -2.23% Top=T BCE VZ VRSN PANW NTAP CDW COMM ….. FNSR STX VG ANET CIEN ACIA VIAV INFN=Bottom (Computer Hardware/Telecom)
ELEC(46): -2.48% Top=AYI CSIQ GRMN WAT GLW IDTI TEL SPWR ….. MCHP TER KLAC LRCX AMD CGNX ICHR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:32 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 20170629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 876.

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 (20170629 11:25 am ET)
20.3% of stocks are above yesterday’s high.
42.2% are above yesterday’s midpoint. (57.8% are below.)
30.9% are below yesterday’s low.
48.7% are inside yesterday’s range.
42.1% of stocks with today’s high > yesterday’s high. (57.9% less than).
45.3% of stocks with today’s low < yesterday’s low. (54.7% greater than).

EVIDENCE OF INTRADAY TREND (20170629 11:25 am ET)
28.8% of stocks are above today’s open. (70.7% are below).
26.6% of stocks are above today’s open and yesterday’s close.
58.9% are below both.
17.1% of stocks opened above yesterday’s high.
52.6% of stocks opened above yesterday’s close. (43.6% opened below yesterday’s close).
7.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170629 11:25 am ET)
2.7% of stocks are in the top 10% of today’s range.
8.3% are in the top 20%.
30.4% are in the top half. 69.6% of stocks are in the bottom half of today’s range.
43.7% are in the bottom 20%.
28.7% are in the bottom 10%.

GAIN (20170629 11:25 am ET)
38.8% of stocks are above yesterday’s close. (61.2% are below.)
1.5% are up 4.5% or more. 0.6% are down 4.5% or more.
2.7% are up 3.5% or more. 1.7% are down 3.5% or more.
46.9% are between +1% and -1%.

RSI on DAILY (20170629 11:25 am ET)
2-day: >=95:14.8%…>=90:21.9%…>=80:31.8%…>=50:47.4%…<=20:21.2%…<=10:9.9%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:52.9%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:56.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170629 11:25 am ET)
20.3% above previous 1 highs, 30.9% below previous 1 lows
18.4% above previous 2 highs, 23.4% below previous 2 lows
17.8% above previous 3 highs, 22.5% below previous 3 lows
17.6% above previous 4 highs, 20.1% below previous 4 lows
17.2% above previous 5 highs, 17.9% below previous 5 lows
14.7% above previous 6 highs, 16.7% below previous 6 lows
13.6% above previous 7 highs, 15.2% below previous 7 lows
10.2% above previous 8 highs, 14.8% below previous 8 lows
9.6% above previous 9 highs, 12.8% below previous 9 lows
8.6% above previous 10 highs, 11.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170629 11:25 am ET)
38.8% are above or equal to 6/28 close (1 days ago), 61.2% are below.
62.2% are above or equal to 6/27 close (2 days ago), 37.8% are below.
49.9% are above or equal to 6/26 close (3 days ago), 50.1% are below.
51.8% are above or equal to 6/23 close (4 days ago), 48.2% are below.
56.6% are above or equal to 6/22 close (5 days ago), 43.4% are below.
57.6% are above or equal to 6/21 close (6 days ago), 42.4% are below.
52.2% are above or equal to 6/20 close (7 days ago), 47.8% are below.
42.9% are above or equal to 6/19 close (8 days ago), 57.1% are below.
50.6% are above or equal to 6/16 close (9 days ago), 49.4% are below.
52.5% are above or equal to 6/15 close (10 days ago), 47.5% are below.
45.5% are above or equal to 6/14 close (11 days ago), 54.5% are below.
41.4% are above or equal to 6/13 close (12 days ago), 58.6% are below.
51.4% are above or equal to 6/12 close (13 days ago), 48.6% are below.
52.3% are above or equal to 6/9 close (14 days ago), 47.7% are below.
56.3% are above or equal to 6/8 close (15 days ago), 43.7% are below.
58.3% are above or equal to 6/7 close (16 days ago), 41.7% are below.
57.5% are above or equal to 6/6 close (17 days ago), 42.5% are below.
54.3% are above or equal to 6/5 close (18 days ago), 45.7% are below.
52.5% are above or equal to 6/2 close (19 days ago), 47.5% are below.
54.5% are above or equal to 6/1 close (20 days ago), 45.5% are below.
62.8% are above or equal to 5/31 close (21 days ago), 37.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170629 11:25 am ET)
20d: 12.4% new highs, 8.9% new lows
21d: 12.3% new highs, 8.2% new lows
42d: 8.7% new highs, 3.4% new lows
63d: 7.2% new highs, 2.4% new lows
126d: 3.8% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170629 11:25 am ET)
2-day: 38.4% above, 61.6% below
3-day: 50.9% above, 49.1% below
4-day: 49.7% above, 50.3% below
5-day: 50.5% above, 49.5% below
8-day: 53.2% above, 46.8% below
10-day: 51.5% above, 48.5% below
20-day: 52.1% above, 47.9% below
50-day: 60.3% above, 39.7% below
200-day: 64.6% above, 35.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170629 11:25 am ET)
ENER(88): 1.81% Top=BAS SWN SPN CLR SM DVN PDCE MUR ….. MPC XOM FTI TSO NFG VVV PBF MDU=Bottom (Energy)
FINA(89): 0.93% Top=RF OZRK FITB C WFC BGCP FHB PB ….. BX CME EFX APO COF WETF LM PYPL=Bottom (Banks/Financials)
INSU(32): 0.20% Top=LNC CNO MET SLF PRU MTG L HIG ….. TMK FNF AON PGR MMC AFL TRV AFSI=Bottom (Insurance)
RETA(60): 0.06% Top=GES TLRD CHS FINL DSW AEO URBN AN ….. FND RH EBAY NFLX LL W BABA MELI=Bottom (Retail & Specialty Retail)
CONS(50): -0.10% Top=FOSL TPX LULU RL WWW UAA FL SKX ….. BERY EL CLX KMB EPC FBHS ENR GOOS=Bottom (Consumer)
CHEM(29): -0.15% Top=CF WLK MOS DD DOW CE POT GRA ….. PX RPM APD ALB FMC SHW IFF CC=Bottom (Chemicals/Fertilizers)
META(27): -0.24% Top=SLCA CNX FCX CENX SCCO X STLD CLF ….. GG NEM WPM RGLD AG AEM SSRI AGI=Bottom (Metals & Mining)
TRAN(26): -0.25% Top=TK ALK DAL SNDR AAL WAB XPO CHRW ….. KSU UAL SWFT GWR NSC CSX CNI SAVE=Bottom (Transportation)
MANU(38): -0.29% Top=ATI MRC TEX ITT SNA RS XYL CFX ….. AOS NDSN DE HON TTC MHK DDD MIDD=Bottom (Manufacturing)
LEIS(37): -0.47% Top=BLMN EAT SONC SEAS CMG TXRH LQ MLCO ….. QSR HLT DPZ SHAK WYN MAR RCL EXPE=Bottom (Leisure)
DISV(50): -0.48% Top=URI CAR HRI DFIN RBA ZTO AL CNDT ….. V GPN CXW FISV YY WTW MA MYGN=Bottom (Diversified Services)
REAL(110): -0.66% Top=SC PEI DDR KRG BRX KIM RPAI CBL ….. OHI CONE SNH EDR COR HR GOV DOC=Bottom (Real Estate)
HEAL(43): -0.70% Top=CYH ABT UHS MD ACHC HCA VAR ZBH ….. EW PRAH ALGN BSX IART CNC OPK IRTC=Bottom (Health)
MATE(29): -1.04% Top=CBI MDR FAST SUM WY FLR SRCL PWR ….. PHM VMC RYN RSG DAR WCN USG GMS=Bottom (Materials & Construction)
COSW(84): -1.61% Top=SNAP FDS NCR DNB YELP MDRX BIDU MDSO ….. EQIX NOW DATA NTES BLKB JD MTCH SHOP=Bottom (Computer Software/Internet)
COHW(38): -1.61% Top=BCE VZ S T JNPR TU NTAP TDC ….. UBNT STX VIAV INFN BBRY ANET FNSR SSYS=Bottom (Computer Hardware/Telecom)
ELEC(46): -1.83% Top=AYI GRMN FLEX IDTI TEL CSIQ WAT GLW ….. LRCX CY NVDA CAVM AMD ON PI ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:25 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:26 am

Market Stats at 10:26 am ET
by daytrend on 20170629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 875.

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 (20170629 10:26 am ET)
17.0% of stocks are above yesterday’s high.
41.3% are above yesterday’s midpoint. (58.7% are below.)
28.0% are below yesterday’s low.
55.0% are inside yesterday’s range.
36.3% of stocks with today’s high > yesterday’s high. (63.7% less than).
39.4% of stocks with today’s low < yesterday’s low. (60.6% greater than).

EVIDENCE OF INTRADAY TREND (20170629 10:26 am ET)
26.4% of stocks are above today’s open. (72.9% are below).
23.0% of stocks are above today’s open and yesterday’s close.
59.5% are below both.
17.1% of stocks opened above yesterday’s high.
52.6% of stocks opened above yesterday’s close. (43.7% opened below yesterday’s close).
7.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170629 10:26 am ET)
9.6% of stocks are in the top 10% of today’s range.
13.7% are in the top 20%.
28.9% are in the top half. 71.1% of stocks are in the bottom half of today’s range.
44.0% are in the bottom 20%.
25.5% are in the bottom 10%.

GAIN (20170629 10:26 am ET)
36.9% of stocks are above yesterday’s close. (63.1% are below.)
0.9% are up 4.5% or more. 0.2% are down 4.5% or more.
1.9% are up 3.5% or more. 0.7% are down 3.5% or more.
52.0% are between +1% and -1%.

RSI on DAILY (20170629 10:26 am ET)
2-day: >=95:13.9%…>=90:21.6%…>=80:31.2%…>=50:47.5%…<=20:20.7%…<=10:11.4%…<=5:6.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:53.5%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:57.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170629 10:26 am ET)
17.0% above previous 1 highs, 28.0% below previous 1 lows
16.0% above previous 2 highs, 20.2% below previous 2 lows
15.3% above previous 3 highs, 18.7% below previous 3 lows
15.2% above previous 4 highs, 16.5% below previous 4 lows
14.4% above previous 5 highs, 14.3% below previous 5 lows
12.2% above previous 6 highs, 13.5% below previous 6 lows
11.2% above previous 7 highs, 12.6% below previous 7 lows
8.6% above previous 8 highs, 12.2% below previous 8 lows
8.5% above previous 9 highs, 10.9% below previous 9 lows
8.1% above previous 10 highs, 9.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170629 10:26 am ET)
36.9% are above or equal to 6/28 close (1 days ago), 63.1% are below.
63.2% are above or equal to 6/27 close (2 days ago), 36.8% are below.
51.0% are above or equal to 6/26 close (3 days ago), 49.0% are below.
52.0% are above or equal to 6/23 close (4 days ago), 48.0% are below.
57.3% are above or equal to 6/22 close (5 days ago), 42.7% are below.
57.8% are above or equal to 6/21 close (6 days ago), 42.2% are below.
52.9% are above or equal to 6/20 close (7 days ago), 47.1% are below.
42.5% are above or equal to 6/19 close (8 days ago), 57.5% are below.
51.4% are above or equal to 6/16 close (9 days ago), 48.6% are below.
52.9% are above or equal to 6/15 close (10 days ago), 47.1% are below.
46.5% are above or equal to 6/14 close (11 days ago), 53.5% are below.
41.8% are above or equal to 6/13 close (12 days ago), 58.2% are below.
51.2% are above or equal to 6/12 close (13 days ago), 48.8% are below.
52.5% are above or equal to 6/9 close (14 days ago), 47.5% are below.
55.0% are above or equal to 6/8 close (15 days ago), 45.0% are below.
58.6% are above or equal to 6/7 close (16 days ago), 41.4% are below.
57.1% are above or equal to 6/6 close (17 days ago), 42.9% are below.
54.5% are above or equal to 6/5 close (18 days ago), 45.5% are below.
52.1% are above or equal to 6/2 close (19 days ago), 47.9% are below.
53.8% are above or equal to 6/1 close (20 days ago), 46.2% are below.
62.5% are above or equal to 5/31 close (21 days ago), 37.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170629 10:26 am ET)
20d: 11.4% new highs, 7.1% new lows
21d: 11.4% new highs, 6.5% new lows
42d: 8.5% new highs, 2.3% new lows
63d: 7.0% new highs, 1.8% new lows
126d: 3.5% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170629 10:26 am ET)
2-day: 35.7% above, 64.3% below
3-day: 50.2% above, 49.8% below
4-day: 50.3% above, 49.7% below
5-day: 50.7% above, 49.3% below
8-day: 53.4% above, 46.6% below
10-day: 52.0% above, 48.0% below
20-day: 52.3% above, 47.7% below
50-day: 61.3% above, 38.7% below
200-day: 64.6% above, 35.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170629 10:26 am ET)
ENER(87): 1.45% Top=BAS SPN SN CLR DO DVN FRAC CRZO ….. SU TSO FTI VVV NFG PUMP PBF MDU=Bottom (Energy)
FINA(89): 1.00% Top=RF C WAL OZRK BGCP WFC FITB ZION ….. MTB WETF CME LM COF APO EFX PYPL=Bottom (Banks/Financials)
INSU(32): 0.25% Top=MET LNC PRU CNO HIG MTG SLF UNM ….. AON FAF ACGL AJG FNF AFSI TRV AFL=Bottom (Insurance)
RETA(60): 0.19% Top=TLRD GES FINL CHS DSW WBA AEO SIG ….. W BABA EBAY NFLX FND BLDR LL MELI=Bottom (Retail & Specialty Retail)
META(27): 0.00% Top=SLCA FCX CNX TECK STLD SCCO CENX AKS ….. WPM OR NEM ABX AEM FNV GG AGI=Bottom (Metals & Mining)
CONS(50): -0.06% Top=TPX FOSL LULU UAA SKX HBI CRI FL ….. WRK FBHS CHD EL ENR EPC CLX KMB=Bottom (Consumer)
TRAN(26): -0.23% Top=TK ALK XPO SWFT ODFL LUV DAL EXPD ….. KSU NSC FDX GWR CSX SAVE CNI TRN=Bottom (Transportation)
MANU(38): -0.33% Top=ATI RS TEX ITT SNA GE CFX PNR ….. AOS NDSN JKS MHK BWXT ITW KMT MIDD=Bottom (Manufacturing)
CHEM(29): -0.38% Top=TROX CF WLK CE PAH MOS GRA HUN ….. SHW CBT ALB APD OLN FMC IFF CC=Bottom (Chemicals/Fertilizers)
LEIS(37): -0.51% Top=SONC BLMN CMG TXRH EAT SEAS GPRO HGV ….. MGM WEN RCL H MAR QSR WYN EXPE=Bottom (Leisure)
DISV(50): -0.52% Top=URI CAR HRI ZTO DFIN HRB KBR R ….. V GPN LKSD CXW FISV MA MYGN YY=Bottom (Diversified Services)
HEAL(43): -0.69% Top=CYH ABT ACHC UHS MD HCA THC VAR ….. PRAH MOH IART CNC BSX DXCM OPK IRTC=Bottom (Health)
REAL(110): -0.80% Top=SC PEI DDR KRG KIM ALLY BRX RPAI ….. SNH HR EDR DFT COR NRZ GOV DOC=Bottom (Real Estate)
COSW(84): -1.19% Top=SNAP FDS YELP MDRX DNB FTNT BIDU MANH ….. ATVI EQIX JD TTWO DATA NTES SHOP BLKB=Bottom (Computer Software/Internet)
COHW(38): -1.25% Top=S VZ T CIEN COMM PANW JNPR BCE ….. UBNT WDC BBRY VIAV INFN FNSR ACIA STX=Bottom (Computer Hardware/Telecom)
ELEC(46): -1.32% Top=AYI GRMN SPWR AMBA MRVL TEL GLW FSLR ….. MCHP CAVM KLAC NVDA AMD CY ON ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(29): -1.44% Top=CBI MDR WY EME SUM FLR WM SRCL ….. DHI PHM MLM TPH WCN KBH USG GMS=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 10:26 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 10:06 am ET
by daytrend on 20170629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 875.

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 (20170629 10:06 am ET)
16.5% of stocks are above yesterday’s high.
42.7% are above yesterday’s midpoint. (57.3% are below.)
24.0% are below yesterday’s low.
59.5% are inside yesterday’s range.
34.7% of stocks with today’s high > yesterday’s high. (65.3% less than).
33.9% of stocks with today’s low < yesterday’s low. (66.1% greater than).

EVIDENCE OF INTRADAY TREND (20170629 10:06 am ET)
28.8% of stocks are above today’s open. (70.7% are below).
24.9% of stocks are above today’s open and yesterday’s close.
57.8% are below both.
17.1% of stocks opened above yesterday’s high.
52.6% of stocks opened above yesterday’s close. (43.7% opened below yesterday’s close).
7.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170629 10:06 am ET)
4.9% of stocks are in the top 10% of today’s range.
9.8% are in the top 20%.
28.5% are in the top half. 71.5% of stocks are in the bottom half of today’s range.
43.0% are in the bottom 20%.
31.2% are in the bottom 10%.

GAIN (20170629 10:06 am ET)
38.2% of stocks are above yesterday’s close. (61.8% are below.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
1.1% are up 3.5% or more. 0.6% are down 3.5% or more.
60.3% are between +1% and -1%.

RSI on DAILY (20170629 10:06 am ET)
2-day: >=95:13.7%…>=90:21.6%…>=80:29.8%…>=50:49.5%…<=20:18.7%…<=10:10.6%…<=5:5.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:54.6%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:56.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170629 10:06 am ET)
16.5% above previous 1 highs, 24.0% below previous 1 lows
15.0% above previous 2 highs, 17.8% below previous 2 lows
14.5% above previous 3 highs, 16.8% below previous 3 lows
14.5% above previous 4 highs, 15.1% below previous 4 lows
13.9% above previous 5 highs, 12.8% below previous 5 lows
12.1% above previous 6 highs, 11.9% below previous 6 lows
11.2% above previous 7 highs, 11.2% below previous 7 lows
8.3% above previous 8 highs, 10.5% below previous 8 lows
8.3% above previous 9 highs, 9.4% below previous 9 lows
8.1% above previous 10 highs, 8.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170629 10:06 am ET)
38.2% are above or equal to 6/28 close (1 days ago), 61.8% are below.
67.3% are above or equal to 6/27 close (2 days ago), 32.7% are below.
52.1% are above or equal to 6/26 close (3 days ago), 47.9% are below.
52.8% are above or equal to 6/23 close (4 days ago), 47.2% are below.
59.0% are above or equal to 6/22 close (5 days ago), 41.0% are below.
59.3% are above or equal to 6/21 close (6 days ago), 40.7% are below.
53.5% are above or equal to 6/20 close (7 days ago), 46.5% are below.
43.9% are above or equal to 6/19 close (8 days ago), 56.1% are below.
52.2% are above or equal to 6/16 close (9 days ago), 47.8% are below.
53.8% are above or equal to 6/15 close (10 days ago), 46.2% are below.
47.1% are above or equal to 6/14 close (11 days ago), 52.9% are below.
43.5% are above or equal to 6/13 close (12 days ago), 56.5% are below.
50.7% are above or equal to 6/12 close (13 days ago), 49.3% are below.
51.7% are above or equal to 6/9 close (14 days ago), 48.3% are below.
56.3% are above or equal to 6/8 close (15 days ago), 43.7% are below.
58.6% are above or equal to 6/7 close (16 days ago), 41.4% are below.
57.5% are above or equal to 6/6 close (17 days ago), 42.5% are below.
55.3% are above or equal to 6/5 close (18 days ago), 44.7% are below.
53.0% are above or equal to 6/2 close (19 days ago), 47.0% are below.
54.4% are above or equal to 6/1 close (20 days ago), 45.6% are below.
62.9% are above or equal to 5/31 close (21 days ago), 37.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170629 10:06 am ET)
20d: 11.2% new highs, 5.6% new lows
21d: 11.2% new highs, 5.3% new lows
42d: 8.5% new highs, 2.1% new lows
63d: 7.0% new highs, 1.6% new lows
126d: 3.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170629 10:06 am ET)
2-day: 37.8% above, 62.2% below
3-day: 53.0% above, 47.0% below
4-day: 51.3% above, 48.7% below
5-day: 52.2% above, 47.8% below
8-day: 55.1% above, 44.9% below
10-day: 53.5% above, 46.5% below
20-day: 53.5% above, 46.5% below
50-day: 61.0% above, 39.0% below
200-day: 64.8% above, 35.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170629 10:06 am ET)
FINA(89): 1.12% Top=RF FITB C WAL KEY OZRK WBS HBAN ….. CLNS LM KKR CME APO COF EFX PYPL=Bottom (Banks/Financials)
ENER(87): 0.88% Top=BAS SPN FRAC DO DVN MUR ETE PAA ….. SEP VVV CVE QEP SU MDU PUMP CRZO=Bottom (Energy)
INSU(32): 0.28% Top=MET LNC PRU CNO MTG HIG MBI UNM ….. WLTW ACGL AFL ALL AJG FNF AFSI TRV=Bottom (Insurance)
CONS(50): 0.23% Top=TPX LULU FOSL HBI RL CRI SKX UAA ….. FBHS CHD CLX PG EL GOOS KMB ELF=Bottom (Consumer)
RETA(60): 0.23% Top=TLRD WBA DSW GES CHS FINL AEO CVNA ….. BABA EBAY W LL NFLX BLDR FND MELI=Bottom (Retail & Specialty Retail)
TRAN(26): -0.09% Top=TK XPO ALK LUV SWFT JBLU SNDR DAL ….. CP NSC KSU SAVE GWR CSX CNI TRN=Bottom (Transportation)
META(27): -0.22% Top=SLCA TECK FCX X AKS STLD CLF SCCO ….. RGLD NEM AEM ABX WPM GG FNV AGI=Bottom (Metals & Mining)
HEAL(43): -0.22% Top=CYH ABT ACHC MZOR UHS THC MD HCA ….. TVTY DXCM ALGN IART CNC IRTC BSX OPK=Bottom (Health)
MANU(38): -0.27% Top=ATI TEX RS GE ITT PNR FLS XYL ….. BWXT ITW DE MRC DDD JKS KMT MIDD=Bottom (Manufacturing)
DISV(50): -0.37% Top=URI CAR KBR HRI HRB ZTO AL ATGE ….. V MYGN GPN MA FISV INFO CXW YY=Bottom (Diversified Services)
CHEM(29): -0.39% Top=CF TROX PAH CE WLK GRA MOS DD ….. APD CBT AGU ALB CC OLN FMC IFF=Bottom (Chemicals/Fertilizers)
LEIS(37): -0.39% Top=BLMN EAT CMG SONC TXRH GPRO HGV STAY ….. RCL HLT MAR LQ WEN EXPE WYN QSR=Bottom (Leisure)
REAL(110): -0.85% Top=SC PEI KRG KIM ALLY FPO CBL DDR ….. CONE OHI HR EDR NRZ DFT GOV DOC=Bottom (Real Estate)
ELEC(46): -1.06% Top=AYI PI GRMN SPWR FLEX CSIQ FSLR AMBA ….. QRVO MCHP LRCX NVDA AMD ON CAVM KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(84): -1.09% Top=SNAP FDS FTNT MDRX YELP MANH DNB VIPS ….. SQ EA HPE TTD DATA SHOP NTES BLKB=Bottom (Computer Software/Internet)
COHW(38): -1.13% Top=S VZ T TDC CIEN JNPR TDS MSI ….. FNSR BBRY ACIA WDC INFN UBNT VIAV STX=Bottom (Computer Hardware/Telecom)
MATE(29): -1.21% Top=CBI WM SRCL WY FLR SUM EXP JELD ….. MLM DHI WCN PHM TPH USG KBH GMS=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 10:06 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

06/28/2017

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

Closing Stats
by daytrend on 20170628. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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 (20170628 Closing)
32.9% of stocks are above yesterday’s high.
64.9% are above yesterday’s midpoint. (35.1% are below.)
12.2% are below yesterday’s low.
54.9% are inside yesterday’s range.
58.7% of stocks with today’s high > yesterday’s high. (41.3% less than).
34.2% of stocks with today’s low < yesterday’s low. (65.8% greater than).

EVIDENCE OF INTRADAY TREND (20170628 Closing)
70.3% of stocks are above today’s open. (29.0% are below).
67.9% of stocks are above today’s open and yesterday’s close.
15.7% are below both.
9.1% of stocks opened above yesterday’s high.
87.8% of stocks opened above yesterday’s close. (9.4% opened below yesterday’s close).
5.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170628 Closing)
12.3% of stocks are in the top 10% of today’s range.
28.3% are in the top 20%.
61.4% are in the top half. 38.6% of stocks are in the bottom half of today’s range.
16.0% are in the bottom 20%.
7.4% are in the bottom 10%.

GAIN (20170628 Closing)
82.0% of stocks are above yesterday’s close. (18.0% are below.)
1.5% are up 4.5% or more. 0.1% are down 4.5% or more.
4.6% are up 3.5% or more. 0.3% are down 3.5% or more.
44.5% are between +1% and -1%.

RSI on DAILY (20170628 Closing)
2-day: >=95:10.7%…>=90:21.3%…>=80:38.2%…>=50:71.7%…<=20:11.6%…<=10:6.0%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:62.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:62.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170628 Closing)
32.9% above previous 1 highs, 12.2% below previous 1 lows
24.7% above previous 2 highs, 10.4% below previous 2 lows
23.6% above previous 3 highs, 8.6% below previous 3 lows
22.4% above previous 4 highs, 7.2% below previous 4 lows
17.4% above previous 5 highs, 6.4% below previous 5 lows
14.6% above previous 6 highs, 6.2% below previous 6 lows
12.9% above previous 7 highs, 5.9% below previous 7 lows
12.4% above previous 8 highs, 5.5% below previous 8 lows
11.2% above previous 9 highs, 4.6% below previous 9 lows
9.0% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170628 Closing)
82.0% are above or equal to 6/27 close (1 days ago), 18.0% are below.
58.6% are above or equal to 6/26 close (2 days ago), 41.4% are below.
59.1% are above or equal to 6/23 close (3 days ago), 40.9% are below.
67.2% are above or equal to 6/22 close (4 days ago), 32.8% are below.
67.0% are above or equal to 6/21 close (5 days ago), 33.0% are below.
60.3% are above or equal to 6/20 close (6 days ago), 39.7% are below.
46.3% are above or equal to 6/19 close (7 days ago), 53.7% are below.
55.1% are above or equal to 6/16 close (8 days ago), 44.9% are below.
56.6% are above or equal to 6/15 close (9 days ago), 43.4% are below.
49.0% are above or equal to 6/14 close (10 days ago), 51.0% are below.
47.1% are above or equal to 6/13 close (11 days ago), 52.9% are below.
54.3% are above or equal to 6/12 close (12 days ago), 45.7% are below.
55.1% are above or equal to 6/9 close (13 days ago), 44.9% are below.
59.8% are above or equal to 6/8 close (14 days ago), 40.2% are below.
60.9% are above or equal to 6/7 close (15 days ago), 39.1% are below.
61.2% are above or equal to 6/6 close (16 days ago), 38.8% are below.
58.6% are above or equal to 6/5 close (17 days ago), 41.4% are below.
55.9% are above or equal to 6/2 close (18 days ago), 44.1% are below.
56.7% are above or equal to 6/1 close (19 days ago), 43.3% are below.
66.4% are above or equal to 5/31 close (20 days ago), 33.6% are below.
66.3% are above or equal to 5/30 close (21 days ago), 33.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170628 Closing)
20d: 12.9% new highs, 5.4% new lows
21d: 12.7% new highs, 5.3% new lows
42d: 9.0% new highs, 2.8% new lows
63d: 7.7% new highs, 2.1% new lows
126d: 5.5% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170628 Closing)
2-day: 81.0% above, 19.0% below
3-day: 70.5% above, 29.5% below
4-day: 66.3% above, 33.7% below
5-day: 66.7% above, 33.3% below
8-day: 63.9% above, 36.1% below
10-day: 62.3% above, 37.7% below
20-day: 59.0% above, 41.0% below
50-day: 64.4% above, 35.6% below
200-day: 65.4% above, 34.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170628 Closing)
META(27): 2.16% Top=CLF STLD X AKS TECK AA CNX CMC ….. FNV SCCO CCJ ABX AGI NEM GG TAHO=Bottom (Metals & Mining)
ELEC(46): 2.08% Top=CY IDTI HIMX SPWR CSIQ NVDA PI AMBA ….. CGNX SNPS GRMN TER WAT SWKS CAVM AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(26): 1.74% Top=XPO JBHT TRN TK ODFL SNDR CSX GWR ….. CP UAL EXPD LUV UPS CHRW SAVE ALK=Bottom (Transportation)
COSW(82): 1.57% Top=NTNX PFPT TRIP SQ TTD NCR VEEV MULE ….. OTEX ORCL INTU OKTA NUAN DATA EQIX TWTR=Bottom (Computer Software/Internet)
MATE(28): 1.35% Top=KBH MDR USG TPH GMS CAA OC PHM ….. WM EXP EME RSG RYN PWR JELD VMC=Bottom (Materials & Construction)
HEAL(43): 1.33% Top=IRTC ACHC NUVA THC MZOR TVTY CYH OPK ….. ANTM RMD ZBH MOH SYK BDX VAR ABT=Bottom (Health)
MANU(38): 1.32% Top=ATI BWXT KMT RS TEX MRC CAT ITT ….. SNA NDSN TTC AOS DHR MHK DDD GE=Bottom (Manufacturing)
CHEM(27): 1.30% Top=TROX CC WLK OLN CBT ALB PAH RPM ….. CE PPG IFF DOW MOS ASH POT SMG=Bottom (Chemicals/Fertilizers)
INSU(32): 1.29% Top=MBI AFSI SLF MET PRU CNO UNM MTG ….. RDN VR FNF ALL XL TRV PGR FAF=Bottom (Insurance)
FINA(89): 1.26% Top=PYPL FHB RJF BAC SEIC BMO APO VOYA ….. ARCC MS FII CMA BOFI PSEC CLNS LM=Bottom (Banks/Financials)
DISV(50): 1.25% Top=HRI MYGN WTW RRD YY FLT WEX R ….. CNDT ROL BFAM INFO RBA SBAC PAYX HRB=Bottom (Diversified Services)
COHW(38): 1.24% Top=VG BBRY PSTG UBNT ACIA VIAV CIEN WDC ….. INFN TMUS T MSI SSYS VZ ZAYO CCI=Bottom (Computer Hardware/Telecom)
ENER(87): 0.97% Top=ETE RES FRAC DCP WPX PAA PAGP PUMP ….. AR CLR BCEI PBF FANG RSPP PDCE CRZO=Bottom (Energy)
LEIS(38): 0.48% Top=SEAS BYD RCL CCL WEN EXPE GPRO LVS ….. HLT STAY PK JACK BLMN SONC MLCO DRI=Bottom (Leisure)
RETA(60): 0.45% Top=BLDR SFM ETSY KR MELI RH BURL ROST ….. TSCO KMX AZO BBBY ORLY FND AAP CVNA=Bottom (Retail & Specialty Retail)
CONS(50): 0.44% Top=KS PAY WWW LULU PKG OI CCK GPK ….. CL CRI CLX UAA FOSL ELF GOOS GIL=Bottom (Consumer)
REAL(108): -0.16% Top=RPT NNN CBG STOR DDR BAM TCO O ….. ARI TWO PGRE NLY ARR RLJ CIM CBL=Bottom (Real Estate)

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

Filed under: Market Stats — daytrend @ 2:26 pm

Market Stats at 3:25 pm ET
by daytrend on 20170628. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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 (20170628 3:25 pm ET)
35.0% of stocks are above yesterday’s high.
67.5% are above yesterday’s midpoint. (32.5% are below.)
11.9% are below yesterday’s low.
53.2% are inside yesterday’s range.
57.8% of stocks with today’s high > yesterday’s high. (42.2% less than).
32.7% of stocks with today’s low < yesterday’s low. (67.3% greater than).

EVIDENCE OF INTRADAY TREND (20170628 3:25 pm ET)
71.5% of stocks are above today’s open. (27.2% are below).
70.0% of stocks are above today’s open and yesterday’s close.
15.0% are below both.
9.1% of stocks opened above yesterday’s high.
87.8% of stocks opened above yesterday’s close. (9.4% opened below yesterday’s close).
5.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170628 3:25 pm ET)
15.4% of stocks are in the top 10% of today’s range.
32.0% are in the top 20%.
66.5% are in the top half. 33.5% of stocks are in the bottom half of today’s range.
15.7% are in the bottom 20%.
7.9% are in the bottom 10%.

GAIN (20170628 3:25 pm ET)
83.1% of stocks are above yesterday’s close. (16.9% are below.)
2.1% are up 4.5% or more. 0.1% are down 4.5% or more.
4.5% are up 3.5% or more. 0.3% are down 3.5% or more.
43.2% are between +1% and -1%.

RSI on DAILY (20170628 3:25 pm ET)
2-day: >=95:11.7%…>=90:22.6%…>=80:39.6%…>=50:72.8%…<=20:11.5%…<=10:5.3%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:62.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:63.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170628 3:25 pm ET)
35.0% above previous 1 highs, 11.9% below previous 1 lows
26.1% above previous 2 highs, 10.1% below previous 2 lows
25.1% above previous 3 highs, 8.1% below previous 3 lows
24.1% above previous 4 highs, 6.9% below previous 4 lows
18.6% above previous 5 highs, 5.9% below previous 5 lows
15.3% above previous 6 highs, 5.9% below previous 6 lows
13.3% above previous 7 highs, 5.6% below previous 7 lows
12.8% above previous 8 highs, 5.2% below previous 8 lows
11.2% above previous 9 highs, 4.4% below previous 9 lows
8.7% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170628 3:25 pm ET)
83.1% are above or equal to 6/27 close (1 days ago), 16.9% are below.
58.9% are above or equal to 6/26 close (2 days ago), 41.1% are below.
60.3% are above or equal to 6/23 close (3 days ago), 39.7% are below.
67.0% are above or equal to 6/22 close (4 days ago), 33.0% are below.
66.9% are above or equal to 6/21 close (5 days ago), 33.1% are below.
61.2% are above or equal to 6/20 close (6 days ago), 38.8% are below.
46.6% are above or equal to 6/19 close (7 days ago), 53.4% are below.
56.0% are above or equal to 6/16 close (8 days ago), 44.0% are below.
57.1% are above or equal to 6/15 close (9 days ago), 42.9% are below.
49.3% are above or equal to 6/14 close (10 days ago), 50.7% are below.
46.8% are above or equal to 6/13 close (11 days ago), 53.2% are below.
54.4% are above or equal to 6/12 close (12 days ago), 45.6% are below.
55.8% are above or equal to 6/9 close (13 days ago), 44.2% are below.
60.1% are above or equal to 6/8 close (14 days ago), 39.9% are below.
61.4% are above or equal to 6/7 close (15 days ago), 38.6% are below.
61.4% are above or equal to 6/6 close (16 days ago), 38.6% are below.
59.0% are above or equal to 6/5 close (17 days ago), 41.0% are below.
56.2% are above or equal to 6/2 close (18 days ago), 43.8% are below.
57.2% are above or equal to 6/1 close (19 days ago), 42.8% are below.
66.2% are above or equal to 5/31 close (20 days ago), 33.8% are below.
66.1% are above or equal to 5/30 close (21 days ago), 33.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170628 3:25 pm ET)
20d: 12.9% new highs, 5.2% new lows
21d: 12.7% new highs, 5.1% new lows
42d: 9.0% new highs, 2.5% new lows
63d: 7.7% new highs, 1.8% new lows
126d: 5.5% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170628 3:25 pm ET)
2-day: 83.0% above, 17.0% below
3-day: 71.0% above, 29.0% below
4-day: 66.7% above, 33.3% below
5-day: 66.7% above, 33.3% below
8-day: 64.3% above, 35.7% below
10-day: 62.9% above, 37.1% below
20-day: 60.0% above, 40.0% below
50-day: 64.3% above, 35.7% below
200-day: 65.5% above, 34.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170628 3:25 pm ET)
META(27): 2.17% Top=CLF STLD TECK X CNX AA AKS CENX ….. CCJ AEM FNV ABX AGI NEM GG TAHO=Bottom (Metals & Mining)
ELEC(46): 2.02% Top=CY IDTI SPWR CSIQ HIMX AMBA NVDA SIMO ….. CGNX GRMN WAT TRMB TER SWKS CAVM AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(26): 1.81% Top=XPO JBHT TK TRN SNDR ODFL GWR DAL ….. LUV KSU EXPD CP UPS CHRW ALK SAVE=Bottom (Transportation)
COSW(82): 1.52% Top=NTNX TRIP PFPT NCR TTD VEEV MDSO TWLO ….. ORCL INTU DATA MTCH TWTR OKTA NUAN EQIX=Bottom (Computer Software/Internet)
ENER(87): 1.45% Top=ETE WPX RES FRAC SM CRC DCP PUMP ….. OXY RSPP FANG SN PBF BCEI PDCE CRZO=Bottom (Energy)
MATE(28): 1.42% Top=KBH MDR USG GMS TPH CAA OC PHM ….. WCN MLM RSG EME PWR RYN JELD VMC=Bottom (Materials & Construction)
CHEM(27): 1.40% Top=TROX CC WLK OLN CBT ALB PAH RPM ….. IFF APD PPG DOW MOS ASH SMG POT=Bottom (Chemicals/Fertilizers)
MANU(38): 1.36% Top=ATI KMT JKS BWXT MRC RS TEX CAT ….. SWK TTC NDSN DHR AOS DDD MHK GE=Bottom (Manufacturing)
INSU(32): 1.33% Top=MBI AFSI SLF MET PRU CNO UNM LNC ….. FNF AFL ALL XL RDN TRV PGR FAF=Bottom (Insurance)
FINA(89): 1.31% Top=FHB RJF BAC PYPL BMO AMP SEIC VOYA ….. SLM CMA MS WETF BOFI PSEC LM CLNS=Bottom (Banks/Financials)
DISV(50): 1.26% Top=HRI MYGN WTW RRD R YY FLT ATGE ….. CNDT RBA INFO FDC BFAM SBAC PAYX HRB=Bottom (Diversified Services)
COHW(38): 1.25% Top=BBRY VG ACIA CIEN UBNT NTAP VIAV PSTG ….. INFN MSI T TMUS SSYS VZ ZAYO CCI=Bottom (Computer Hardware/Telecom)
HEAL(43): 1.24% Top=IRTC ACHC NUVA TVTY MZOR THC OPK UHS ….. ANTM MOH ZBH BDX SYK DXCM VAR ABT=Bottom (Health)
CONS(50): 0.54% Top=KS PAY OI LULU PKG WWW GPK CCK ….. PG CL IP CRI ELF FOSL GOOS GIL=Bottom (Consumer)
RETA(60): 0.52% Top=SFM BLDR KR GNC ROST RH BURL GES ….. BIG AZO KMX BBBY ORLY FND AAP CVNA=Bottom (Retail & Specialty Retail)
LEIS(38): 0.50% Top=SEAS GPRO BYD WEN RCL CCL EXPE SIX ….. MGM HLT STAY JACK PK SONC MLCO DRI=Bottom (Leisure)
REAL(108): -0.18% Top=DDR RPT CBG NNN REG SKT STOR BAM ….. UNIT ARR CONE TWO NLY RLJ CIM CBL=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 3:25 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:06 pm

Market Stats at 2:05 pm ET
by daytrend on 20170628. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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 (20170628 2:05 pm ET)
37.1% of stocks are above yesterday’s high.
68.7% are above yesterday’s midpoint. (31.3% are below.)
9.8% are below yesterday’s low.
53.2% are inside yesterday’s range.
55.2% of stocks with today’s high > yesterday’s high. (44.8% less than).
31.6% of stocks with today’s low < yesterday’s low. (68.4% greater than).

EVIDENCE OF INTRADAY TREND (20170628 2:05 pm ET)
75.8% of stocks are above today’s open. (23.7% are below).
73.4% of stocks are above today’s open and yesterday’s close.
11.4% are below both.
9.1% of stocks opened above yesterday’s high.
87.8% of stocks opened above yesterday’s close. (9.4% opened below yesterday’s close).
5.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170628 2:05 pm ET)
15.7% of stocks are in the top 10% of today’s range.
38.1% are in the top 20%.
73.1% are in the top half. 26.9% of stocks are in the bottom half of today’s range.
10.0% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN (20170628 2:05 pm ET)
86.1% of stocks are above yesterday’s close. (13.9% are below.)
2.1% are up 4.5% or more. 0.0% are down 4.5% or more.
4.7% are up 3.5% or more. 0.2% are down 3.5% or more.
41.8% are between +1% and -1%.

RSI on DAILY (20170628 2:05 pm ET)
2-day: >=95:12.9%…>=90:23.6%…>=80:41.0%…>=50:74.5%…<=20:10.2%…<=10:5.2%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:64.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:64.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170628 2:05 pm ET)
37.1% above previous 1 highs, 9.8% below previous 1 lows
28.9% above previous 2 highs, 8.5% below previous 2 lows
27.6% above previous 3 highs, 6.7% below previous 3 lows
26.9% above previous 4 highs, 5.6% below previous 4 lows
20.7% above previous 5 highs, 4.5% below previous 5 lows
17.3% above previous 6 highs, 4.5% below previous 6 lows
13.8% above previous 7 highs, 4.4% below previous 7 lows
13.5% above previous 8 highs, 4.3% below previous 8 lows
11.4% above previous 9 highs, 3.6% below previous 9 lows
9.0% above previous 10 highs, 3.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170628 2:05 pm ET)
86.1% are above or equal to 6/27 close (1 days ago), 13.9% are below.
61.0% are above or equal to 6/26 close (2 days ago), 39.0% are below.
61.6% are above or equal to 6/23 close (3 days ago), 38.4% are below.
67.7% are above or equal to 6/22 close (4 days ago), 32.3% are below.
68.9% are above or equal to 6/21 close (5 days ago), 31.1% are below.
61.1% are above or equal to 6/20 close (6 days ago), 38.9% are below.
47.8% are above or equal to 6/19 close (7 days ago), 52.2% are below.
57.0% are above or equal to 6/16 close (8 days ago), 43.0% are below.
58.1% are above or equal to 6/15 close (9 days ago), 41.9% are below.
52.4% are above or equal to 6/14 close (10 days ago), 47.6% are below.
47.0% are above or equal to 6/13 close (11 days ago), 53.0% are below.
55.5% are above or equal to 6/12 close (12 days ago), 44.5% are below.
56.5% are above or equal to 6/9 close (13 days ago), 43.5% are below.
61.3% are above or equal to 6/8 close (14 days ago), 38.7% are below.
61.7% are above or equal to 6/7 close (15 days ago), 38.3% are below.
61.9% are above or equal to 6/6 close (16 days ago), 38.1% are below.
60.8% are above or equal to 6/5 close (17 days ago), 39.2% are below.
56.4% are above or equal to 6/2 close (18 days ago), 43.6% are below.
58.2% are above or equal to 6/1 close (19 days ago), 41.8% are below.
67.4% are above or equal to 5/31 close (20 days ago), 32.6% are below.
66.3% are above or equal to 5/30 close (21 days ago), 33.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170628 2:05 pm ET)
20d: 12.5% new highs, 4.8% new lows
21d: 12.3% new highs, 4.6% new lows
42d: 8.6% new highs, 2.4% new lows
63d: 7.5% new highs, 1.7% new lows
126d: 5.4% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170628 2:05 pm ET)
2-day: 86.0% above, 14.0% below
3-day: 73.1% above, 26.9% below
4-day: 68.5% above, 31.5% below
5-day: 68.9% above, 31.1% below
8-day: 65.2% above, 34.8% below
10-day: 64.9% above, 35.1% below
20-day: 61.1% above, 38.9% below
50-day: 64.8% above, 35.2% below
200-day: 65.7% above, 34.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170628 2:05 pm ET)
META(27): 2.02% Top=CNX X CLF TECK AKS STLD CENX AA ….. WPM CCJ AEM FNV ABX NEM GG TAHO=Bottom (Metals & Mining)
TRAN(26): 1.89% Top=XPO JBHT TK TRN ODFL GWR WAB AAL ….. FDX EXPD LUV SAVE CP UPS CHRW ALK=Bottom (Transportation)
ELEC(46): 1.82% Top=CY IDTI SPWR HIMX CSIQ AMBA SIMO NVDA ….. PI MCHP SWKS WAT FLEX TER CAVM AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(87): 1.81% Top=CRC DO SM RIG RES WPX SPN PUMP ….. CVX PBF NFG OXY FANG CRZO PDCE BCEI=Bottom (Energy)
CHEM(27): 1.55% Top=TROX CC OLN PAH WLK CBT ALB RPM ….. AXTA DD PPG IFF DOW ASH SMG POT=Bottom (Chemicals/Fertilizers)
MANU(38): 1.48% Top=ATI KMT RS TEX JKS MRC ITT BWXT ….. ROK DDD NDSN TTC DHR AOS MHK GE=Bottom (Manufacturing)
FINA(89): 1.39% Top=FHB BAC AMP SEIC BMO RJF AMG PYPL ….. WU SLM CBOE WETF LM PSEC BOFI CLNS=Bottom (Banks/Financials)
DISV(50): 1.36% Top=HRI WTW RRD MYGN FLT URI R AL ….. CNDT INFO FDC ROL BFAM SBAC PAYX HRB=Bottom (Diversified Services)
MATE(28): 1.33% Top=KBH USG MDR TPH CAA GMS OC FLR ….. SRCL MAS WM RYN RSG WCN JELD VMC=Bottom (Materials & Construction)
COSW(82): 1.28% Top=NTNX TRIP PFPT MULE TTD MDSO NCR TWLO ….. INTU EA OKTA DATA TWTR EQIX NUAN MTCH=Bottom (Computer Software/Internet)
HEAL(43): 1.27% Top=IRTC ACHC NUVA THC MZOR UHS PRAH CYH ….. BAX RMD BDX ZBH SYK DXCM ABT VAR=Bottom (Health)
INSU(32): 1.26% Top=AFSI MBI SLF PRU MET CNO UNM LNC ….. VR ALL XL FNF TRV RDN PGR FAF=Bottom (Insurance)
COHW(38): 1.07% Top=BBRY CTL ACIA NTAP PSTG VIAV CIEN WDC ….. VRSN MSI TMUS VZ ZAYO SSYS S CCI=Bottom (Computer Hardware/Telecom)
CONS(50): 0.73% Top=KS PAY OI PKG GPK LULU CSL CCK ….. CLX FOSL PG CL IP ELF GOOS GIL=Bottom (Consumer)
LEIS(38): 0.62% Top=SEAS GPRO SHAK WEN SIX CCL BYD RCL ….. STAY JACK MGM PK YUMC SONC DRI MLCO=Bottom (Leisure)
RETA(60): 0.61% Top=BLDR SFM GES FINL KR GNC DSW ROST ….. KMX AZO BIG BBBY ORLY FND AAP CVNA=Bottom (Retail & Specialty Retail)
REAL(108): 0.08% Top=DDR RPT NNN CBG APLE GEO STOR INN ….. DFT ARI NLY TWO CONE UNIT CIM CBL=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 2:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:02 am

Market Stats at 12:02 pm ET
by daytrend on 20170628. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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 (20170628 12:02 pm ET)
36.7% of stocks are above yesterday’s high.
68.2% are above yesterday’s midpoint. (31.8% are below.)
6.8% are below yesterday’s low.
56.5% are inside yesterday’s range.
50.6% of stocks with today’s high > yesterday’s high. (49.4% less than).
30.6% of stocks with today’s low < yesterday’s low. (69.4% greater than).

EVIDENCE OF INTRADAY TREND (20170628 12:02 pm ET)
78.1% of stocks are above today’s open. (20.8% are below).
76.1% of stocks are above today’s open and yesterday’s close.
7.9% are below both.
9.1% of stocks opened above yesterday’s high.
87.8% of stocks opened above yesterday’s close. (9.4% opened below yesterday’s close).
5.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170628 12:02 pm ET)
18.4% of stocks are in the top 10% of today’s range.
41.1% are in the top 20%.
80.0% are in the top half. 20.0% of stocks are in the bottom half of today’s range.
4.7% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN (20170628 12:02 pm ET)
90.0% of stocks are above yesterday’s close. (10.0% are below.)
0.9% are up 4.5% or more. 0.0% are down 4.5% or more.
2.8% are up 3.5% or more. 0.0% are down 3.5% or more.
44.0% are between +1% and -1%.

RSI on DAILY (20170628 12:02 pm ET)
2-day: >=95:13.3%…>=90:24.3%…>=80:41.1%…>=50:74.6%…<=20:8.5%…<=10:4.1%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:64.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:64.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170628 12:02 pm ET)
36.7% above previous 1 highs, 6.8% below previous 1 lows
28.2% above previous 2 highs, 5.6% below previous 2 lows
26.6% above previous 3 highs, 5.1% below previous 3 lows
25.5% above previous 4 highs, 4.3% below previous 4 lows
20.5% above previous 5 highs, 3.6% below previous 5 lows
16.8% above previous 6 highs, 3.3% below previous 6 lows
14.3% above previous 7 highs, 2.9% below previous 7 lows
13.9% above previous 8 highs, 2.8% below previous 8 lows
12.2% above previous 9 highs, 2.3% below previous 9 lows
9.9% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170628 12:02 pm ET)
90.0% are above or equal to 6/27 close (1 days ago), 10.0% are below.
60.2% are above or equal to 6/26 close (2 days ago), 39.8% are below.
61.9% are above or equal to 6/23 close (3 days ago), 38.1% are below.
68.9% are above or equal to 6/22 close (4 days ago), 31.1% are below.
69.0% are above or equal to 6/21 close (5 days ago), 31.0% are below.
62.1% are above or equal to 6/20 close (6 days ago), 37.9% are below.
48.2% are above or equal to 6/19 close (7 days ago), 51.8% are below.
58.2% are above or equal to 6/16 close (8 days ago), 41.8% are below.
58.0% are above or equal to 6/15 close (9 days ago), 42.0% are below.
53.3% are above or equal to 6/14 close (10 days ago), 46.7% are below.
48.8% are above or equal to 6/13 close (11 days ago), 51.2% are below.
55.7% are above or equal to 6/12 close (12 days ago), 44.3% are below.
56.3% are above or equal to 6/9 close (13 days ago), 43.7% are below.
60.6% are above or equal to 6/8 close (14 days ago), 39.4% are below.
62.6% are above or equal to 6/7 close (15 days ago), 37.4% are below.
61.8% are above or equal to 6/6 close (16 days ago), 38.2% are below.
60.8% are above or equal to 6/5 close (17 days ago), 39.2% are below.
56.3% are above or equal to 6/2 close (18 days ago), 43.7% are below.
58.8% are above or equal to 6/1 close (19 days ago), 41.2% are below.
67.2% are above or equal to 5/31 close (20 days ago), 32.8% are below.
65.9% are above or equal to 5/30 close (21 days ago), 34.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170628 12:02 pm ET)
20d: 11.4% new highs, 4.4% new lows
21d: 11.2% new highs, 4.3% new lows
42d: 8.1% new highs, 2.2% new lows
63d: 7.0% new highs, 1.5% new lows
126d: 4.9% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170628 12:02 pm ET)
2-day: 89.2% above, 10.8% below
3-day: 72.8% above, 27.2% below
4-day: 67.0% above, 33.0% below
5-day: 68.6% above, 31.4% below
8-day: 65.4% above, 34.6% below
10-day: 66.2% above, 33.8% below
20-day: 61.1% above, 38.9% below
50-day: 65.4% above, 34.6% below
200-day: 65.8% above, 34.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170628 12:02 pm ET)
TRAN(26): 1.83% Top=XPO JBHT TRN SNDR AAL TK ODFL SAVE ….. LUV KSU CP CHRW UNP ALK SWFT UPS=Bottom (Transportation)
META(27): 1.71% Top=CLF TECK CNX STLD SLCA AKS X CMC ….. SCCO ABX WPM NEM FNV GG TAHO CCJ=Bottom (Metals & Mining)
CHEM(27): 1.61% Top=TROX OLN WLK ALB PAH CBT VSM RPM ….. DD PX APD PPG DOW ASH SMG POT=Bottom (Chemicals/Fertilizers)
ELEC(46): 1.52% Top=CY SPWR IDTI CSIQ AYI AMBA HIMX SIMO ….. XLNX TER MCHP QRVO MSCC SWKS AMD CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(28): 1.47% Top=KBH MDR USG TPH CAA OC GMS PHM ….. MAS WY RSG RYN SRCL WCN VMC JELD=Bottom (Materials & Construction)
MANU(38): 1.41% Top=ATI KMT MRC ITT TEX CFX RS BWXT ….. SNA TTC NDSN ROK DHR AOS MHK GE=Bottom (Manufacturing)
INSU(32): 1.36% Top=MBI AFSI PRU SLF LNC CNO UNM MET ….. HIG FAF XL ALL TRV VR AON PGR=Bottom (Insurance)
DISV(50): 1.32% Top=HRI WTW LKSD FLT URI AL KBR JEC ….. ROL BFAM CNDT LDOS FDC SBAC HRB PAYX=Bottom (Diversified Services)
FINA(89): 1.28% Top=SEIC RJF FRC AMP VLY SBNY BAC FHB ….. BGCP MS ARCC CBOE WU BOFI PSEC CLNS=Bottom (Banks/Financials)
HEAL(43): 1.26% Top=IRTC ACHC CYH UHS THC NUVA TVTY HRC ….. IRWD DXCM CNC MOH SYK ABT VAR BDX=Bottom (Health)
ENER(87): 1.22% Top=DO CRC ETE RDC BAS DCP MUR RIG ….. NFG CLR BCEI REN FANG XOG PDCE CRZO=Bottom (Energy)
COSW(82): 1.05% Top=NTNX TRIP MULE PFPT TTD NCR MANH SQ ….. JD CRM EA EQIX GOOG NUAN MTCH TWTR=Bottom (Computer Software/Internet)
RETA(60): 1.00% Top=RH FINL GES BLDR AN KR TLRD GNC ….. BIG AZO W KMX ORLY FND AAP CVNA=Bottom (Retail & Specialty Retail)
CONS(50): 0.97% Top=KS PAY PKG PVH OI EPC GPK CCK ….. FL FOSL PG WRK SKX ELF GIL GOOS=Bottom (Consumer)
COHW(38): 0.88% Top=UBNT BBRY VIAV CIEN ACIA BCE CTL NTAP ….. STX VRSN WDC VZ TMUS ZAYO S CCI=Bottom (Computer Hardware/Telecom)
LEIS(38): 0.77% Top=SEAS WEN SIX BYD LQ DNKN CCL RRR ….. DPZ JACK SONC HGV PK MGM MLCO DRI=Bottom (Leisure)
REAL(108): 0.38% Top=DDR RPT NNN INN APLE STOR CUZ GEO ….. TWO ARI PGRE CONE UNIT CBL NLY CIM=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 12:02 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Older Posts »

Create a free website or blog at WordPress.com.