daytrend

05/26/2015

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

Closing Stats
by daytrend on 20150526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 948.

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 (20150526 Closing)
2.8% of stocks are above yesterday’s high.
12.3% are above yesterday’s midpoint. (87.7% are below.)
69.1% are below yesterday’s low.
28.1% are inside yesterday’s range.
11.6% of stocks with today’s high > yesterday’s high. (88.4% less than).
87.7% of stocks with today’s low < yesterday’s low. (12.3% greater than).

EVIDENCE OF INTRADAY TREND (20150526 Closing)
15.6% of stocks are above today’s open. (83.9% are below).
8.2% of stocks are above today’s open and yesterday’s close.
82.9% are below both.
2.1% of stocks opened above yesterday’s high.
14.3% of stocks opened above yesterday’s close. (82.6% opened below yesterday’s close).
32.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150526 Closing)
3.1% of stocks are in the top 10% of today’s range.
7.1% are in the top 20%.
26.7% are in the top half. 73.3% of stocks are in the bottom half of today’s range.
30.9% are in the bottom 20%.
12.4% are in the bottom 10%.

GAIN (20150526 Closing)
9.7% of stocks are above yesterday’s close. (90.3% are below.)
0.6% are up 4.5% or more. 2.0% are down 4.5% or more.
0.8% are up 3.5% or more. 5.3% are down 3.5% or more.
40.6% are between +1% and -1%.

RSI on DAILY (20150526 Closing)
2-day: >=95:1.8%…>=90:3.0%…>=80:5.0%…>=50:12.8%…<=20:59.7%…<=10:32.2%…<=5:15.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:38.3%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:43.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150526 Closing)
2.8% above previous 1 highs, 69.1% below previous 1 lows
2.2% above previous 2 highs, 55.8% below previous 2 lows
1.9% above previous 3 highs, 46.8% below previous 3 lows
1.6% above previous 4 highs, 41.4% below previous 4 lows
1.6% above previous 5 highs, 33.1% below previous 5 lows
1.6% above previous 6 highs, 28.8% below previous 6 lows
1.6% above previous 7 highs, 23.1% below previous 7 lows
1.6% above previous 8 highs, 18.5% below previous 8 lows
1.6% above previous 9 highs, 14.2% below previous 9 lows
1.5% above previous 10 highs, 14.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150526 Closing)
9.7% are above or equal to 5/22 close (1 days ago), 90.3% are below.
14.7% are above or equal to 5/21 close (2 days ago), 85.3% are below.
23.9% are above or equal to 5/20 close (3 days ago), 76.1% are below.
24.4% are above or equal to 5/19 close (4 days ago), 75.6% are below.
23.1% are above or equal to 5/18 close (5 days ago), 76.9% are below.
35.4% are above or equal to 5/15 close (6 days ago), 64.6% are below.
36.0% are above or equal to 5/14 close (7 days ago), 64.0% are below.
52.6% are above or equal to 5/13 close (8 days ago), 47.4% are below.
52.0% are above or equal to 5/12 close (9 days ago), 48.0% are below.
49.1% are above or equal to 5/11 close (10 days ago), 50.9% are below.
46.7% are above or equal to 5/8 close (11 days ago), 53.3% are below.
56.9% are above or equal to 5/7 close (12 days ago), 43.1% are below.
61.8% are above or equal to 5/6 close (13 days ago), 38.2% are below.
59.5% are above or equal to 5/5 close (14 days ago), 40.5% are below.
45.9% are above or equal to 5/4 close (15 days ago), 54.1% are below.
49.5% are above or equal to 5/1 close (16 days ago), 50.5% are below.
57.1% are above or equal to 4/30 close (17 days ago), 42.9% are below.
47.3% are above or equal to 4/29 close (18 days ago), 52.7% are below.
44.6% are above or equal to 4/28 close (19 days ago), 55.4% are below.
46.5% are above or equal to 4/27 close (20 days ago), 53.5% are below.
42.9% are above or equal to 4/24 close (21 days ago), 57.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150526 Closing)
20d: 3.2% new highs, 13.4% new lows
21d: 3.1% new highs, 13.3% new lows
42d: 2.0% new highs, 7.7% new lows
63d: 1.6% new highs, 6.1% new lows
126d: 1.5% new highs, 3.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150526 Closing)
2-day: 9.1% above, 90.9% below
3-day: 11.8% above, 88.2% below
4-day: 13.2% above, 86.8% below
5-day: 15.0% above, 85.0% below
8-day: 22.0% above, 78.0% below
10-day: 29.3% above, 70.7% below
20-day: 44.9% above, 55.1% below
50-day: 48.2% above, 51.8% below
200-day: 58.2% above, 41.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150526 Closing)
REAL(83): -0.68% Top=NRF AMT CBG DLR RLGY OHI SLG AGNC ….. DRH LHO NSM SHO CHSP LPT NRZ DRE=Bottom (Real Estate)
FINA(85): -0.75% Top=ETFC OZRK CMA BBT CIT APO FHN WETF ….. HBHC BAC PFG JNS BMO TD WDR LEAF=Bottom (Banks/Financials)
COSW(96): -0.88% Top=MOMO VIPS INXN SFUN VEEV INOV EPAM TTWO ….. ADSK WWWW MDRX ROVI SWI VDSI TRIP CMCM=Bottom (Computer Software/Internet)
MATE(30): -0.91% Top=OC WY USG RYN FAST AWI TPH MAS ….. SPF MTH RSG TOL CVA FLR LEN PWR=Bottom (Materials & Construction)
HEAL(58): -0.94% Top=OSUR CYH WMGI THOR THC RMD NUVA HCA ….. TMO EW PRXL INCR DGX ACHC ABMD ZLTQ=Bottom (Health)
DISV(49): -0.97% Top=YY WAGE Z MYGN BCO HMHC RRD RBA ….. AL ACM EIGI RCII BAH ADT DV CAR=Bottom (Diversified Services)
INSU(36): -1.06% Top=MBI XL AGO BRO AJG ALL FNF ACGL ….. HIG L ACE FAF AXS CNO LNC GNW=Bottom (Insurance)
ELEC(56): -1.07% Top=AMBA SIMO MRVL BRKR CGNX FSL QLGC INVN ….. SCTY MSCC HIMX FCS SPWR CREE CRUS FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(67): -1.14% Top=SHLD LL TFM RAD BIG PIR URBN WFM ….. VSI DLTR SFM TSCO DSW ANF W JMEI=Bottom (Retail & Specialty Retail)
COHW(51): -1.17% Top=TMUS PANW CCOI OLED KN T ANET CCI ….. TDC AAPL JNPR SWIR NMBL WIN HPQ GOGO=Bottom (Computer Hardware/Telecom)
MANU(42): -1.27% Top=SEDG DE RXN AOS DCI MHK DHR GE ….. TEX FLS SPW GNRC JOY ATU ATI GTLS=Bottom (Manufacturing)
CONS(58): -1.32% Top=COTY GT FBHS SPB SKX CHD PBI CCK ….. KATE VFC CROX WWW COH OI RL FOSL=Bottom (Consumer)
CHEM(31): -1.38% Top=DD SHW HUN VAL PX CYT APD CF ….. GPRE EMN PEIX AGU WLK CHMT MEOH FTK=Bottom (Chemicals/Fertilizers)
LEIS(40): -1.68% Top=MYCC JACK ARMK DNKN YUM SONC WEN BLMN ….. WYN WYNN FRGI QSR MGM LVS TOUR QUNR=Bottom (Leisure)
TRAN(38): -2.06% Top=WERN ECHO KSU FDX JBHT EXPD XPO GWR ….. UAL KEX SAVE TRN TDW JBLU AIRM HA=Bottom (Transportation)
ENER(106): -2.26% Top=NBL LPI EMES RSPP DPM SEMG OXY SXL ….. SN WPX QEP ATW CPE PDS NBR PTEN=Bottom (Energy)
META(22): -2.86% Top=SLCA RGLD STLD BVN CCJ AA NEM NUE ….. GOLD FCX AEM GG ABX CNX PAAS TCK=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 2:30 pm

Market Stats at 3:30 pm ET
by daytrend on 20150526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 948.

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 (20150526 3:30 pm ET)
2.5% of stocks are above yesterday’s high.
11.0% are above yesterday’s midpoint. (89.0% are below.)
71.8% are below yesterday’s low.
25.6% are inside yesterday’s range.
11.3% of stocks with today’s high > yesterday’s high. (88.7% less than).
87.4% of stocks with today’s low < yesterday’s low. (12.6% greater than).

EVIDENCE OF INTRADAY TREND (20150526 3:30 pm ET)
13.3% of stocks are above today’s open. (85.1% are below).
7.4% of stocks are above today’s open and yesterday’s close.
84.3% are below both.
2.1% of stocks opened above yesterday’s high.
14.3% of stocks opened above yesterday’s close. (82.6% opened below yesterday’s close).
32.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150526 3:30 pm ET)
3.0% of stocks are in the top 10% of today’s range.
6.3% are in the top 20%.
20.5% are in the top half. 79.5% of stocks are in the bottom half of today’s range.
38.8% are in the bottom 20%.
16.2% are in the bottom 10%.

GAIN (20150526 3:30 pm ET)
9.2% of stocks are above yesterday’s close. (90.8% are below.)
0.4% are up 4.5% or more. 2.2% are down 4.5% or more.
0.8% are up 3.5% or more. 5.7% are down 3.5% or more.
37.7% are between +1% and -1%.

RSI on DAILY (20150526 3:30 pm ET)
2-day: >=95:1.7%…>=90:3.2%…>=80:4.6%…>=50:12.1%…<=20:61.7%…<=10:33.0%…<=5:17.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:36.4%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:42.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150526 3:30 pm ET)
2.5% above previous 1 highs, 71.8% below previous 1 lows
2.2% above previous 2 highs, 59.7% below previous 2 lows
1.8% above previous 3 highs, 49.8% below previous 3 lows
1.5% above previous 4 highs, 44.2% below previous 4 lows
1.5% above previous 5 highs, 35.5% below previous 5 lows
1.5% above previous 6 highs, 31.0% below previous 6 lows
1.5% above previous 7 highs, 25.0% below previous 7 lows
1.5% above previous 8 highs, 19.7% below previous 8 lows
1.5% above previous 9 highs, 15.4% below previous 9 lows
1.4% above previous 10 highs, 15.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150526 3:30 pm ET)
9.2% are above or equal to 5/22 close (1 days ago), 90.8% are below.
14.5% are above or equal to 5/21 close (2 days ago), 85.5% are below.
22.0% are above or equal to 5/20 close (3 days ago), 78.0% are below.
23.3% are above or equal to 5/19 close (4 days ago), 76.7% are below.
22.2% are above or equal to 5/18 close (5 days ago), 77.8% are below.
34.3% are above or equal to 5/15 close (6 days ago), 65.7% are below.
35.1% are above or equal to 5/14 close (7 days ago), 64.9% are below.
51.1% are above or equal to 5/13 close (8 days ago), 48.9% are below.
51.4% are above or equal to 5/12 close (9 days ago), 48.6% are below.
48.0% are above or equal to 5/11 close (10 days ago), 52.0% are below.
44.7% are above or equal to 5/8 close (11 days ago), 55.3% are below.
56.4% are above or equal to 5/7 close (12 days ago), 43.6% are below.
60.7% are above or equal to 5/6 close (13 days ago), 39.3% are below.
58.8% are above or equal to 5/5 close (14 days ago), 41.2% are below.
45.7% are above or equal to 5/4 close (15 days ago), 54.3% are below.
49.1% are above or equal to 5/1 close (16 days ago), 50.9% are below.
56.2% are above or equal to 4/30 close (17 days ago), 43.8% are below.
47.0% are above or equal to 4/29 close (18 days ago), 53.0% are below.
44.1% are above or equal to 4/28 close (19 days ago), 55.9% are below.
45.9% are above or equal to 4/27 close (20 days ago), 54.1% are below.
42.0% are above or equal to 4/24 close (21 days ago), 58.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150526 3:30 pm ET)
20d: 3.2% new highs, 13.2% new lows
21d: 3.1% new highs, 13.1% new lows
42d: 2.0% new highs, 7.6% new lows
63d: 1.6% new highs, 6.1% new lows
126d: 1.5% new highs, 3.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150526 3:30 pm ET)
2-day: 8.4% above, 91.6% below
3-day: 10.9% above, 89.1% below
4-day: 13.1% above, 86.9% below
5-day: 13.5% above, 86.5% below
8-day: 21.1% above, 78.9% below
10-day: 28.4% above, 71.6% below
20-day: 43.8% above, 56.2% below
50-day: 47.6% above, 52.4% below
200-day: 58.1% above, 41.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150526 3:30 pm ET)
REAL(83): -0.77% Top=NRF RLGY CBG AMT SLG DLR NLY OHI ….. BEE SHO CHSP LHO DRH LPT NRZ DRE=Bottom (Real Estate)
FINA(85): -0.80% Top=ETFC CMA BBT CIT APO BK FHN OZRK ….. WU BAC JNS PFG TD WDR BMO LEAF=Bottom (Banks/Financials)
MATE(30): -0.95% Top=OC WY USG TPH FAST RYN MAS KBH ….. RYL MTZ RSG MTH LEN CVA FLR PWR=Bottom (Materials & Construction)
COSW(96): -1.01% Top=MOMO VIPS VEEV INXN INOV EPAM QLYS SFUN ….. MDRX SWI SYMC WUBA VDSI TRIP HDP CMCM=Bottom (Computer Software/Internet)
DISV(49): -1.02% Top=YY WAGE MYGN BCO HMHC RRD VNTV TNET ….. APOL EIGI ACM RCII ADT DV BAH CAR=Bottom (Diversified Services)
HEAL(58): -1.03% Top=OSUR CYH THOR WMGI THC NUVA RMD DXCM ….. BKD EW PRXL INCR DGX ACHC ABMD ZLTQ=Bottom (Health)
INSU(36): -1.09% Top=MBI XL AGO BRO ALL AJG PGR ACGL ….. MET HIG ACE AXS FAF CNO LNC GNW=Bottom (Insurance)
ELEC(56): -1.17% Top=AMBA SIMO MRVL CGNX QLGC FSL BRKR INVN ….. MSCC FLDM FCS HIMX SPWR CREE CRUS FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(67): -1.18% Top=SHLD LL TFM RAD BIG PIR URBN WFM ….. AEO SFM TSCO DSW VSI ANF W JMEI=Bottom (Retail & Specialty Retail)
COHW(51): -1.20% Top=TMUS PANW CCOI ANET KN SMCI OLED CCI ….. GIMO WDC AAPL TDC SWIR WIN HPQ GOGO=Bottom (Computer Hardware/Telecom)
MANU(42): -1.38% Top=SEDG DE RXN AOS MHK DCI DHR GE ….. TEX GNRC FLS SPW JOY ATU ATI GTLS=Bottom (Manufacturing)
CONS(58): -1.38% Top=COTY GT FBHS SPB TUMI PBI CHD SKX ….. KATE VFC CROX WWW COH OI FOSL RL=Bottom (Consumer)
CHEM(31): -1.54% Top=SHW DD HUN VAL PX CYT APD CF ….. MON EMN AGU WLK MEOH CHMT FTK PEIX=Bottom (Chemicals/Fertilizers)
LEIS(40): -1.87% Top=MYCC JACK ARMK DNKN BLMN YUM SONC PNRA ….. WYN WYNN QSR FRGI MGM LVS QUNR TOUR=Bottom (Leisure)
TRAN(38): -2.09% Top=WERN KSU ECHO EXPD FDX JBHT XPO SWFT ….. NAT UAL SAVE TRN JBLU AIRM TDW HA=Bottom (Transportation)
ENER(106): -2.27% Top=NBL EMES LPI RSPP OXY DPM SEMG SXL ….. WPX DO QEP ATW CPE PTEN PDS NBR=Bottom (Energy)
META(22): -3.17% Top=SLCA RGLD STLD AA BVN NEM NUE CCJ ….. GOLD FCX GG AEM ABX CNX PAAS TCK=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 3:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:51 am

Market Stats at 12:50 pm ET
by daytrend on 20150526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 948.

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 (20150526 12:50 pm ET)
2.5% of stocks are above yesterday’s high.
11.6% are above yesterday’s midpoint. (88.4% are below.)
66.6% are below yesterday’s low.
30.9% are inside yesterday’s range.
9.8% of stocks with today’s high > yesterday’s high. (90.2% less than).
84.9% of stocks with today’s low < yesterday’s low. (15.1% greater than).

EVIDENCE OF INTRADAY TREND (20150526 12:50 pm ET)
15.2% of stocks are above today’s open. (84.0% are below).
8.4% of stocks are above today’s open and yesterday’s close.
83.1% are below both.
2.1% of stocks opened above yesterday’s high.
14.3% of stocks opened above yesterday’s close. (82.6% opened below yesterday’s close).
32.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150526 12:50 pm ET)
2.6% of stocks are in the top 10% of today’s range.
5.9% are in the top 20%.
23.1% are in the top half. 76.9% of stocks are in the bottom half of today’s range.
38.1% are in the bottom 20%.
17.2% are in the bottom 10%.

GAIN (20150526 12:50 pm ET)
9.7% of stocks are above yesterday’s close. (90.3% are below.)
0.2% are up 4.5% or more. 1.9% are down 4.5% or more.
0.5% are up 3.5% or more. 4.9% are down 3.5% or more.
46.3% are between +1% and -1%.

RSI on DAILY (20150526 12:50 pm ET)
2-day: >=95:1.3%…>=90:2.6%…>=80:4.7%…>=50:12.3%…<=20:58.2%…<=10:31.1%…<=5:14.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:38.3%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:43.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150526 12:50 pm ET)
2.5% above previous 1 highs, 66.6% below previous 1 lows
2.0% above previous 2 highs, 54.2% below previous 2 lows
1.8% above previous 3 highs, 44.5% below previous 3 lows
1.5% above previous 4 highs, 40.0% below previous 4 lows
1.5% above previous 5 highs, 32.2% below previous 5 lows
1.5% above previous 6 highs, 28.3% below previous 6 lows
1.5% above previous 7 highs, 23.1% below previous 7 lows
1.5% above previous 8 highs, 18.2% below previous 8 lows
1.5% above previous 9 highs, 13.9% below previous 9 lows
1.3% above previous 10 highs, 13.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150526 12:50 pm ET)
9.7% are above or equal to 5/22 close (1 days ago), 90.3% are below.
14.8% are above or equal to 5/21 close (2 days ago), 85.2% are below.
23.7% are above or equal to 5/20 close (3 days ago), 76.3% are below.
26.4% are above or equal to 5/19 close (4 days ago), 73.6% are below.
23.5% are above or equal to 5/18 close (5 days ago), 76.5% are below.
37.4% are above or equal to 5/15 close (6 days ago), 62.6% are below.
37.0% are above or equal to 5/14 close (7 days ago), 63.0% are below.
54.0% are above or equal to 5/13 close (8 days ago), 46.0% are below.
53.7% are above or equal to 5/12 close (9 days ago), 46.3% are below.
49.4% are above or equal to 5/11 close (10 days ago), 50.6% are below.
46.4% are above or equal to 5/8 close (11 days ago), 53.6% are below.
58.2% are above or equal to 5/7 close (12 days ago), 41.8% are below.
62.2% are above or equal to 5/6 close (13 days ago), 37.8% are below.
59.1% are above or equal to 5/5 close (14 days ago), 40.9% are below.
45.8% are above or equal to 5/4 close (15 days ago), 54.2% are below.
49.8% are above or equal to 5/1 close (16 days ago), 50.2% are below.
57.2% are above or equal to 4/30 close (17 days ago), 42.8% are below.
48.4% are above or equal to 4/29 close (18 days ago), 51.6% are below.
45.1% are above or equal to 4/28 close (19 days ago), 54.9% are below.
46.6% are above or equal to 4/27 close (20 days ago), 53.4% are below.
43.2% are above or equal to 4/24 close (21 days ago), 56.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150526 12:50 pm ET)
20d: 2.4% new highs, 10.8% new lows
21d: 2.2% new highs, 10.7% new lows
42d: 1.7% new highs, 6.1% new lows
63d: 1.3% new highs, 5.0% new lows
126d: 1.3% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150526 12:50 pm ET)
2-day: 9.3% above, 90.7% below
3-day: 11.2% above, 88.8% below
4-day: 13.8% above, 86.2% below
5-day: 16.4% above, 83.6% below
8-day: 22.0% above, 78.0% below
10-day: 30.5% above, 69.5% below
20-day: 45.5% above, 54.5% below
50-day: 48.9% above, 51.1% below
200-day: 58.9% above, 41.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150526 12:50 pm ET)
HEAL(58): -0.58% Top=OSUR CYH THOR THC WMGI MOH UHS NUVA ….. EW MD GMED INCR DGX ACHC ZLTQ ABMD=Bottom (Health)
REAL(83): -0.66% Top=NRF MFA SLG BRX CBG AMT NLY STWD ….. PKY SHO HCP DRH CHSP LPT DRE NSM=Bottom (Real Estate)
MATE(30): -0.87% Top=OC TPH WY KBH USG TOL FAST PHM ….. CLH RSG EXP FLR CVA DY PWR MTZ=Bottom (Materials & Construction)
COSW(96): -0.89% Top=MOMO VIPS INXN QLYS VEEV INOV EPAM SFUN ….. WUBA AZPN ADSK CVLT PAYC WWWW HDP CMCM=Bottom (Computer Software/Internet)
FINA(85): -0.89% Top=ETFC CMA CFG SCHW CIT WETF CBOE CME ….. EWBC FMER HBHC WDR PFG LEAF BMO TD=Bottom (Banks/Financials)
RETA(67): -0.94% Top=LL SHLD TFM RAD OUTR PIR WFM URBN ….. SIG TIF GNC DSW ANF W VSI JMEI=Bottom (Retail & Specialty Retail)
DISV(49): -0.99% Top=YY TNET WAGE Z MYGN R BCO ULTA ….. AL APOL RCII ADT DV HMSY CAR BAH=Bottom (Diversified Services)
CONS(58): -1.02% Top=COTY GT FBHS AVP SKX TUMI SPB SEE ….. VFC BC DECK COH KATE RL FOSL OI=Bottom (Consumer)
INSU(36): -1.03% Top=MBI XL BRO AJG PGR AGO ALL ACGL ….. HIG AFL AXS ACE CNO FAF LNC GNW=Bottom (Insurance)
COHW(51): -1.04% Top=TMUS OLED ANET SMCI PANW CIEN KN BCE ….. JNPR EMC WDC NTAP STX WIN GOGO HPQ=Bottom (Computer Hardware/Telecom)
ELEC(56): -1.16% Top=AMBA SIMO MRVL JASO CGNX FSL QLGC INVN ….. CAVM FLDM FCS HIMX SPWR CREE CRUS FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(42): -1.25% Top=SEDG DE MHK AOS DCI DHR DOV IR ….. TEX ATU GNRC FLS GTLS JOY SPW ATI=Bottom (Manufacturing)
LEIS(40): -1.30% Top=MYCC ARMK BLMN DNKN LQ YUM RCL PNRA ….. FRGI BWLD GPRO LOCO MGM LVS QUNR TOUR=Bottom (Leisure)
CHEM(31): -1.46% Top=VAL SHW DD CYT PX CF APD HUN ….. GPRE AGU OLN CBT CHMT WLK FTK PEIX=Bottom (Chemicals/Fertilizers)
TRAN(38): -1.78% Top=WERN AAWW KSU KNX EXPD FDX SWFT NSC ….. TRN NAT LUV SAVE TDW HA AIRM JBLU=Bottom (Transportation)
ENER(106): -2.22% Top=NBL LPI DPM PAGP EMES SXL PDCE RSPP ….. RIG HLX ATW SN PDS CPE PTEN NBR=Bottom (Energy)
META(22): -2.84% Top=SLCA RGLD STLD AA X SCCO BVN CCJ ….. FCX CENX GG CNX ABX AEM TCK PAAS=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 12:50 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:26 am

Market Stats at 12:26 pm ET
by daytrend on 20150526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 948.

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 (20150526 12:26 pm ET)
2.2% of stocks are above yesterday’s high.
12.3% are above yesterday’s midpoint. (87.7% are below.)
64.6% are below yesterday’s low.
33.2% are inside yesterday’s range.
9.5% of stocks with today’s high > yesterday’s high. (90.5% less than).
84.6% of stocks with today’s low < yesterday’s low. (15.4% greater than).

EVIDENCE OF INTRADAY TREND (20150526 12:26 pm ET)
15.8% of stocks are above today’s open. (82.8% are below).
8.3% of stocks are above today’s open and yesterday’s close.
81.5% are below both.
2.1% of stocks opened above yesterday’s high.
14.3% of stocks opened above yesterday’s close. (82.6% opened below yesterday’s close).
32.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150526 12:26 pm ET)
2.8% of stocks are in the top 10% of today’s range.
6.8% are in the top 20%.
27.0% are in the top half. 73.0% of stocks are in the bottom half of today’s range.
30.9% are in the bottom 20%.
11.3% are in the bottom 10%.

GAIN (20150526 12:26 pm ET)
10.4% of stocks are above yesterday’s close. (89.6% are below.)
0.1% are up 4.5% or more. 1.4% are down 4.5% or more.
0.4% are up 3.5% or more. 3.6% are down 3.5% or more.
48.9% are between +1% and -1%.

RSI on DAILY (20150526 12:26 pm ET)
2-day: >=95:1.7%…>=90:2.7%…>=80:5.0%…>=50:12.4%…<=20:56.8%…<=10:30.1%…<=5:14.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:39.6%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:44.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150526 12:26 pm ET)
2.2% above previous 1 highs, 64.6% below previous 1 lows
1.7% above previous 2 highs, 51.8% below previous 2 lows
1.6% above previous 3 highs, 42.3% below previous 3 lows
1.3% above previous 4 highs, 38.1% below previous 4 lows
1.3% above previous 5 highs, 29.7% below previous 5 lows
1.3% above previous 6 highs, 26.1% below previous 6 lows
1.2% above previous 7 highs, 21.1% below previous 7 lows
1.2% above previous 8 highs, 16.7% below previous 8 lows
1.2% above previous 9 highs, 12.1% below previous 9 lows
1.1% above previous 10 highs, 11.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150526 12:26 pm ET)
10.4% are above or equal to 5/22 close (1 days ago), 89.6% are below.
15.0% are above or equal to 5/21 close (2 days ago), 85.0% are below.
25.3% are above or equal to 5/20 close (3 days ago), 74.7% are below.
27.1% are above or equal to 5/19 close (4 days ago), 72.9% are below.
23.8% are above or equal to 5/18 close (5 days ago), 76.2% are below.
38.3% are above or equal to 5/15 close (6 days ago), 61.7% are below.
38.2% are above or equal to 5/14 close (7 days ago), 61.8% are below.
55.2% are above or equal to 5/13 close (8 days ago), 44.8% are below.
54.2% are above or equal to 5/12 close (9 days ago), 45.8% are below.
49.5% are above or equal to 5/11 close (10 days ago), 50.5% are below.
46.6% are above or equal to 5/8 close (11 days ago), 53.4% are below.
58.5% are above or equal to 5/7 close (12 days ago), 41.5% are below.
62.6% are above or equal to 5/6 close (13 days ago), 37.4% are below.
60.2% are above or equal to 5/5 close (14 days ago), 39.8% are below.
46.5% are above or equal to 5/4 close (15 days ago), 53.5% are below.
50.5% are above or equal to 5/1 close (16 days ago), 49.5% are below.
57.2% are above or equal to 4/30 close (17 days ago), 42.8% are below.
48.5% are above or equal to 4/29 close (18 days ago), 51.5% are below.
45.7% are above or equal to 4/28 close (19 days ago), 54.3% are below.
46.8% are above or equal to 4/27 close (20 days ago), 53.2% are below.
44.2% are above or equal to 4/24 close (21 days ago), 55.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150526 12:26 pm ET)
20d: 2.2% new highs, 10.5% new lows
21d: 2.1% new highs, 10.4% new lows
42d: 1.6% new highs, 6.0% new lows
63d: 1.2% new highs, 4.9% new lows
126d: 1.2% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150526 12:26 pm ET)
2-day: 9.5% above, 90.5% below
3-day: 11.3% above, 88.7% below
4-day: 14.5% above, 85.5% below
5-day: 15.8% above, 84.2% below
8-day: 22.9% above, 77.1% below
10-day: 31.3% above, 68.7% below
20-day: 46.3% above, 53.7% below
50-day: 49.3% above, 50.7% below
200-day: 59.2% above, 40.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150526 12:26 pm ET)
HEAL(58): -0.55% Top=OSUR CYH THC THOR WMGI MOH UHS RMD ….. GMED INCR MD EW DGX ACHC ZLTQ ABMD=Bottom (Health)
REAL(83): -0.67% Top=AMT NRF MFA SLG CBG NLY SKT STWD ….. BEE LHO OUT HCP CHSP NSM DRE LPT=Bottom (Real Estate)
FINA(85): -0.79% Top=ETFC WETF SCHW CFG CMA CME CIT BBT ….. JPM WDR FMER HBHC PFG LEAF BMO TD=Bottom (Banks/Financials)
COSW(96): -0.82% Top=MOMO VIPS VEEV INOV INXN QLYS EPAM SFUN ….. CA ADSK HDP CVLT AZPN WWWW PAYC CMCM=Bottom (Computer Software/Internet)
MATE(30): -0.89% Top=OC KBH TPH WY FAST TOL USG MAS ….. EXP CLH RSG FLR CVA DY PWR MTZ=Bottom (Materials & Construction)
INSU(36): -0.90% Top=MBI XL BRO PGR AJG ALL AGO ACGL ….. MET AFL ACE AXS CNO FAF LNC GNW=Bottom (Insurance)
DISV(49): -0.91% Top=YY Z MYGN TNET R WAGE BCO KBR ….. FLT APOL ADT RCII DV CAR HMSY BAH=Bottom (Diversified Services)
RETA(67): -0.92% Top=LL SHLD TFM RAD OUTR BIG PIR URBN ….. GME SIG TIF GNC DSW ANF VSI JMEI=Bottom (Retail & Specialty Retail)
CONS(58): -0.96% Top=COTY GT TUMI SKX FBHS AVP SPB SEE ….. PAY BERY BC COH KATE RL FOSL OI=Bottom (Consumer)
COHW(51): -1.10% Top=TMUS OLED ANET PANW CIEN SMCI KN BCE ….. WDC EMC NTAP STX RKUS WIN HPQ GOGO=Bottom (Computer Hardware/Telecom)
ELEC(56): -1.10% Top=AMBA SIMO MRVL JASO FSL CGNX INVN QLGC ….. GLW FCS CAVM HIMX SPWR CREE CRUS FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(42): -1.19% Top=SEDG DE MHK AOS DCI GE DHR PCP ….. TEX GNRC ATU FLS SPW GTLS JOY ATI=Bottom (Manufacturing)
LEIS(40): -1.28% Top=MYCC ARMK BLMN DNKN YUM LQ RCL PNRA ….. FRGI LOCO BWLD MGM GPRO LVS TOUR QUNR=Bottom (Leisure)
CHEM(31): -1.45% Top=VAL DD SHW CYT APD PX MOS CF ….. GPRE AGU WLK OLN CHMT CBT FTK PEIX=Bottom (Chemicals/Fertilizers)
TRAN(38): -1.62% Top=WERN KSU AAWW EXPD KNX FDX SWFT JBHT ….. LUV UAL TRN SAVE TDW HA JBLU AIRM=Bottom (Transportation)
ENER(106): -1.95% Top=NBL LPI DPM RSPP PDCE EMES PAGP OII ….. UNT RIG ATW HLX CPE PDS PTEN NBR=Bottom (Energy)
META(22): -2.72% Top=SLCA RGLD CCJ SCCO STLD BVN NUE AA ….. FCX GOLD CENX ABX CNX AEM TCK PAAS=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 12:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:21 am

Market Stats at 11:21 am ET
by daytrend on 20150526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 948.

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 (20150526 11:21 am ET)
1.5% of stocks are above yesterday’s high.
6.9% are above yesterday’s midpoint. (93.1% are below.)
71.6% are below yesterday’s low.
26.9% are inside yesterday’s range.
9.0% of stocks with today’s high > yesterday’s high. (91.0% less than).
84.0% of stocks with today’s low < yesterday’s low. (16.0% greater than).

EVIDENCE OF INTRADAY TREND (20150526 11:21 am ET)
9.5% of stocks are above today’s open. (89.9% are below).
4.1% of stocks are above today’s open and yesterday’s close.
88.9% are below both.
2.1% of stocks opened above yesterday’s high.
14.3% of stocks opened above yesterday’s close. (82.6% opened below yesterday’s close).
32.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150526 11:21 am ET)
0.9% of stocks are in the top 10% of today’s range.
2.3% are in the top 20%.
11.1% are in the top half. 88.9% of stocks are in the bottom half of today’s range.
62.0% are in the bottom 20%.
42.4% are in the bottom 10%.

GAIN (20150526 11:21 am ET)
5.6% of stocks are above yesterday’s close. (94.4% are below.)
0.1% are up 4.5% or more. 1.5% are down 4.5% or more.
0.1% are up 3.5% or more. 3.8% are down 3.5% or more.
38.6% are between +1% and -1%.

RSI on DAILY (20150526 11:21 am ET)
2-day: >=95:0.8%…>=90:1.4%…>=80:3.0%…>=50:9.0%…<=20:61.3%…<=10:34.5%…<=5:17.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:35.9%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:41.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150526 11:21 am ET)
1.5% above previous 1 highs, 71.6% below previous 1 lows
1.4% above previous 2 highs, 58.4% below previous 2 lows
1.3% above previous 3 highs, 48.7% below previous 3 lows
0.9% above previous 4 highs, 43.7% below previous 4 lows
0.9% above previous 5 highs, 34.3% below previous 5 lows
0.9% above previous 6 highs, 30.8% below previous 6 lows
0.9% above previous 7 highs, 25.1% below previous 7 lows
0.9% above previous 8 highs, 19.0% below previous 8 lows
0.9% above previous 9 highs, 14.0% below previous 9 lows
0.9% above previous 10 highs, 13.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150526 11:21 am ET)
5.6% are above or equal to 5/22 close (1 days ago), 94.4% are below.
11.0% are above or equal to 5/21 close (2 days ago), 89.0% are below.
20.9% are above or equal to 5/20 close (3 days ago), 79.1% are below.
23.7% are above or equal to 5/19 close (4 days ago), 76.3% are below.
22.0% are above or equal to 5/18 close (5 days ago), 78.0% are below.
33.2% are above or equal to 5/15 close (6 days ago), 66.8% are below.
35.2% are above or equal to 5/14 close (7 days ago), 64.8% are below.
51.1% are above or equal to 5/13 close (8 days ago), 48.9% are below.
51.3% are above or equal to 5/12 close (9 days ago), 48.7% are below.
47.5% are above or equal to 5/11 close (10 days ago), 52.5% are below.
44.5% are above or equal to 5/8 close (11 days ago), 55.5% are below.
56.3% are above or equal to 5/7 close (12 days ago), 43.7% are below.
61.4% are above or equal to 5/6 close (13 days ago), 38.6% are below.
59.8% are above or equal to 5/5 close (14 days ago), 40.2% are below.
44.4% are above or equal to 5/4 close (15 days ago), 55.6% are below.
48.3% are above or equal to 5/1 close (16 days ago), 51.7% are below.
56.1% are above or equal to 4/30 close (17 days ago), 43.9% are below.
47.9% are above or equal to 4/29 close (18 days ago), 52.1% are below.
44.0% are above or equal to 4/28 close (19 days ago), 56.0% are below.
45.8% are above or equal to 4/27 close (20 days ago), 54.2% are below.
41.8% are above or equal to 4/24 close (21 days ago), 58.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150526 11:21 am ET)
20d: 2.2% new highs, 10.3% new lows
21d: 2.1% new highs, 10.2% new lows
42d: 1.6% new highs, 5.9% new lows
63d: 1.2% new highs, 4.7% new lows
126d: 1.2% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150526 11:21 am ET)
2-day: 5.0% above, 95.0% below
3-day: 6.9% above, 93.1% below
4-day: 10.0% above, 90.0% below
5-day: 12.6% above, 87.4% below
8-day: 19.6% above, 80.4% below
10-day: 26.3% above, 73.7% below
20-day: 43.4% above, 56.6% below
50-day: 47.5% above, 52.5% below
200-day: 58.1% above, 41.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150526 11:21 am ET)
REAL(83): -0.88% Top=OHI AMH AGNC NRF MFA NLY STWD DEI ….. DRE CONE LHO BEE LPT NSM SHO CHSP=Bottom (Real Estate)
HEAL(58): -0.93% Top=OSUR CYH THC UHS BAX WMGI MOH NUVA ….. INCR MD PRXL ACHC PODD ZLTQ DGX ABMD=Bottom (Health)
RETA(67): -0.98% Top=LL SHLD TFM OUTR JWN WFM URBN SBH ….. BABA BID GNC ASNA DSW VSI W JMEI=Bottom (Retail & Specialty Retail)
FINA(85): -1.07% Top=ETFC CIT CME TRCO CMA BBT SCHW ARCC ….. WDR PFG FMER HBHC EWBC LEAF TD BMO=Bottom (Banks/Financials)
COSW(96): -1.09% Top=MOMO SFUN VIPS INXN VEEV QLYS TTWO WDAY ….. FEYE BIDU ADSK QLIK CVLT HDP GLUU CMCM=Bottom (Computer Software/Internet)
DISV(49): -1.16% Top=YY R TNET BCO ULTA Z RHI SBAC ….. MAN VRSK AL ADT DV CAR BAH HMSY=Bottom (Diversified Services)
MATE(30): -1.17% Top=FAST TOL OC WY USG WM DHI WCN ….. DAR EXP SPF FLR DY CVA PWR MTZ=Bottom (Materials & Construction)
INSU(36): -1.21% Top=XL ALL BRO MBI PRE PGR AJG ACGL ….. MTG MET HIG AXS LNC FAF CNO GNW=Bottom (Insurance)
CONS(58): -1.21% Top=COTY FBHS AVP TUMI SPB PKG FL GT ….. RL BC WWW FOSL COH OI KATE DECK=Bottom (Consumer)
COHW(51): -1.44% Top=TMUS KN BCE PANW ANET CCOI LXK CCI ….. EMC STX JNPR SWIR WIN RKUS GOGO HPQ=Bottom (Computer Hardware/Telecom)
MANU(42): -1.45% Top=DE SEDG MHK DCI DOV DHR PCP SWK ….. TEX RS GTLS GNRC FLS SPW JOY ATI=Bottom (Manufacturing)
ELEC(56): -1.48% Top=SIMO AMBA MRVL JASO INVN MU FSL NXPI ….. FLDM HIMX CAVM FCS SPWR CREE CRUS FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(40): -1.52% Top=HABT MYCC ARMK BLMN DNKN LQ HLT CCL ….. QSR BWLD LOCO MGM LVS GPRO QUNR TOUR=Bottom (Leisure)
TRAN(38): -1.56% Top=KSU WERN FDX AAWW EXPD SWFT GWR UPS ….. GBX JBLU TRN NAT LUV HA TDW AIRM=Bottom (Transportation)
CHEM(31): -1.68% Top=VAL SHW CYT DD FMC PX APD CF ….. GPRE CBT OLN AGU CHMT PEIX WLK FTK=Bottom (Chemicals/Fertilizers)
ENER(106): -1.93% Top=NBL LPI DPM PAGP PDCE EMES RSPP PXD ….. SN CVE ATW FET PDS CPE NBR PTEN=Bottom (Energy)
META(22): -2.64% Top=SLCA RGLD BVN NEM CCJ SCCO AA NUE ….. FCX GOLD CENX CNX AEM ABX PAAS TCK=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 11:21 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:28 am

Market Stats at 10:27 am ET
by daytrend on 20150526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 948.

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 (20150526 10:27 am ET)
1.5% of stocks are above yesterday’s high.
10.3% are above yesterday’s midpoint. (89.7% are below.)
63.0% are below yesterday’s low.
35.5% are inside yesterday’s range.
7.7% of stocks with today’s high > yesterday’s high. (92.3% less than).
78.4% of stocks with today’s low < yesterday’s low. (21.6% greater than).

EVIDENCE OF INTRADAY TREND (20150526 10:27 am ET)
15.2% of stocks are above today’s open. (83.6% are below).
6.1% of stocks are above today’s open and yesterday’s close.
82.2% are below both.
2.1% of stocks opened above yesterday’s high.
14.3% of stocks opened above yesterday’s close. (82.6% opened below yesterday’s close).
32.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150526 10:27 am ET)
1.9% of stocks are in the top 10% of today’s range.
3.9% are in the top 20%.
17.8% are in the top half. 82.2% of stocks are in the bottom half of today’s range.
47.3% are in the bottom 20%.
25.2% are in the bottom 10%.

GAIN (20150526 10:27 am ET)
8.3% of stocks are above yesterday’s close. (91.7% are below.)
0.0% are up 4.5% or more. 0.7% are down 4.5% or more.
0.1% are up 3.5% or more. 2.4% are down 3.5% or more.
50.8% are between +1% and -1%.

RSI on DAILY (20150526 10:27 am ET)
2-day: >=95:1.1%…>=90:2.2%…>=80:3.7%…>=50:12.2%…<=20:57.1%…<=10:29.0%…<=5:14.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:40.9%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:45.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150526 10:27 am ET)
1.5% above previous 1 highs, 63.0% below previous 1 lows
1.1% above previous 2 highs, 50.0% below previous 2 lows
1.1% above previous 3 highs, 40.4% below previous 3 lows
0.9% above previous 4 highs, 35.8% below previous 4 lows
0.9% above previous 5 highs, 29.0% below previous 5 lows
0.9% above previous 6 highs, 26.1% below previous 6 lows
0.9% above previous 7 highs, 20.5% below previous 7 lows
0.8% above previous 8 highs, 15.7% below previous 8 lows
0.8% above previous 9 highs, 11.7% below previous 9 lows
0.7% above previous 10 highs, 11.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150526 10:27 am ET)
8.3% are above or equal to 5/22 close (1 days ago), 91.7% are below.
14.7% are above or equal to 5/21 close (2 days ago), 85.3% are below.
24.6% are above or equal to 5/20 close (3 days ago), 75.4% are below.
27.1% are above or equal to 5/19 close (4 days ago), 72.9% are below.
25.0% are above or equal to 5/18 close (5 days ago), 75.0% are below.
38.5% are above or equal to 5/15 close (6 days ago), 61.5% are below.
37.3% are above or equal to 5/14 close (7 days ago), 62.7% are below.
55.1% are above or equal to 5/13 close (8 days ago), 44.9% are below.
54.0% are above or equal to 5/12 close (9 days ago), 46.0% are below.
50.5% are above or equal to 5/11 close (10 days ago), 49.5% are below.
47.0% are above or equal to 5/8 close (11 days ago), 53.0% are below.
58.9% are above or equal to 5/7 close (12 days ago), 41.1% are below.
64.1% are above or equal to 5/6 close (13 days ago), 35.9% are below.
61.2% are above or equal to 5/5 close (14 days ago), 38.8% are below.
47.2% are above or equal to 5/4 close (15 days ago), 52.8% are below.
50.6% are above or equal to 5/1 close (16 days ago), 49.4% are below.
58.2% are above or equal to 4/30 close (17 days ago), 41.8% are below.
49.6% are above or equal to 4/29 close (18 days ago), 50.4% are below.
45.9% are above or equal to 4/28 close (19 days ago), 54.1% are below.
47.3% are above or equal to 4/27 close (20 days ago), 52.7% are below.
43.9% are above or equal to 4/24 close (21 days ago), 56.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150526 10:27 am ET)
20d: 1.7% new highs, 9.0% new lows
21d: 1.7% new highs, 8.8% new lows
42d: 1.3% new highs, 5.3% new lows
63d: 1.1% new highs, 4.3% new lows
126d: 1.1% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150526 10:27 am ET)
2-day: 7.6% above, 92.4% below
3-day: 10.5% above, 89.5% below
4-day: 13.5% above, 86.5% below
5-day: 16.7% above, 83.3% below
8-day: 23.6% above, 76.4% below
10-day: 32.5% above, 67.5% below
20-day: 47.7% above, 52.3% below
50-day: 49.6% above, 50.4% below
200-day: 58.8% above, 41.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150526 10:27 am ET)
RETA(67): -0.47% Top=TFM SHLD LL OUTR JWN LB JCP BIG ….. ANF GNC W ZU VSI DSW KORS JMEI=Bottom (Retail & Specialty Retail)
FINA(85): -0.64% Top=WETF ETFC CMA BBT CFG ZION TRCO CIT ….. PFG WDR TD SYF BMO APO LEAF OCN=Bottom (Banks/Financials)
HEAL(58): -0.67% Top=OSUR THC CYH THOR UHS NUVA RMD BSX ….. PRXL MD HLS PODD ZLTQ ACHC DGX ABMD=Bottom (Health)
INSU(36): -0.67% Top=XL PGR AJG ALL MBI VR WRB AGO ….. MTG CNO MET FNF HIG LNC FAF GNW=Bottom (Insurance)
REAL(83): -0.78% Top=AGNC MFA STWD PGRE AMH BAM CIM PCL ….. OUT NRZ DRE BEE SHO HCP NSM PKY=Bottom (Real Estate)
DISV(49): -0.86% Top=YY R ULTA TNET BCO ASGN PRAA SBAC ….. HMHC RCII AL APOL CAR BAH DV HMSY=Bottom (Diversified Services)
COSW(96): -0.87% Top=SFUN MOMO VIPS INXN VEEV TTWO BITA QLYS ….. VDSI CYBR QLIK CVLT GLUU NCR PAYC ADSK=Bottom (Computer Software/Internet)
CONS(58): -0.94% Top=TUMI FL FBHS GT COTY SPB PKG TPX ….. WWW LULU JAH BC OI KATE FOSL COH=Bottom (Consumer)
MATE(30): -1.05% Top=WCN FAST WM TOL RYL TPH RSG WY ….. MLM SPF DAR EXP FLR PWR MTZ CVA=Bottom (Materials & Construction)
LEIS(40): -1.11% Top=TOUR ARMK BLMN WEN DNKN MCD YUM PNRA ….. BWLD SGMS QUNR GPRO WYNN LOCO MGM LVS=Bottom (Leisure)
TRAN(38): -1.23% Top=AAWW KSU WERN FDX KNX EXPD NSC SWFT ….. STNG UAL TDW SAVE GBX HA TRN AIRM=Bottom (Transportation)
ELEC(56): -1.32% Top=MRVL SIMO AMBA JASO FSL NXPI INVN CGNX ….. QRVO HIMX CSIQ FLDM SPWR CREE CRUS FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(42): -1.40% Top=DE MHK PCP SEDG RXN DOV DHR DCI ….. RS GNRC SPW ATI FLS TEX GTLS JOY=Bottom (Manufacturing)
COHW(51): -1.45% Top=TMUS PANW CCOI KN CCI BCE ANET OLED ….. JNPR EMC GOGO NSR RKUS SWIR HPQ WIN=Bottom (Computer Hardware/Telecom)
CHEM(31): -1.50% Top=CYT SHW VAL FMC PX DD APD HUN ….. MEOH GPRE WLK OLN CHMT AGU FTK PEIX=Bottom (Chemicals/Fertilizers)
ENER(106): -1.82% Top=NBL LPI PDCE EMES OII NFG KOS COG ….. SGY FET SPN SN PDS CPE NBR PTEN=Bottom (Energy)
META(22): -2.75% Top=SLCA RGLD NEM CCJ AA SCCO SWC BVN ….. GOLD FCX CENX CNX AEM PAAS TCK ABX=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 10:27 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:05 am

Market Stats at 10:05 am ET
by daytrend on 20150526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 948.

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 (20150526 10:05 am ET)
1.5% of stocks are above yesterday’s high.
11.9% are above yesterday’s midpoint. (88.1% are below.)
58.1% are below yesterday’s low.
40.4% are inside yesterday’s range.
7.6% of stocks with today’s high > yesterday’s high. (92.4% less than).
73.2% of stocks with today’s low < yesterday’s low. (26.8% greater than).

EVIDENCE OF INTRADAY TREND (20150526 10:05 am ET)
16.7% of stocks are above today’s open. (80.8% are below).
4.6% of stocks are above today’s open and yesterday’s close.
78.6% are below both.
2.1% of stocks opened above yesterday’s high.
14.3% of stocks opened above yesterday’s close. (82.6% opened below yesterday’s close).
32.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150526 10:05 am ET)
1.4% of stocks are in the top 10% of today’s range.
3.7% are in the top 20%.
18.7% are in the top half. 81.3% of stocks are in the bottom half of today’s range.
43.0% are in the bottom 20%.
22.5% are in the bottom 10%.

GAIN (20150526 10:05 am ET)
7.9% of stocks are above yesterday’s close. (92.1% are below.)
0.1% are up 4.5% or more. 0.2% are down 4.5% or more.
0.1% are up 3.5% or more. 1.2% are down 3.5% or more.
59.0% are between +1% and -1%.

RSI on DAILY (20150526 10:05 am ET)
2-day: >=95:0.7%…>=90:2.3%…>=80:4.3%…>=50:13.5%…<=20:52.7%…<=10:26.8%…<=5:11.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:41.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:47.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150526 10:05 am ET)
1.5% above previous 1 highs, 58.1% below previous 1 lows
1.2% above previous 2 highs, 45.0% below previous 2 lows
1.2% above previous 3 highs, 35.5% below previous 3 lows
1.1% above previous 4 highs, 31.0% below previous 4 lows
1.1% above previous 5 highs, 24.5% below previous 5 lows
0.9% above previous 6 highs, 21.7% below previous 6 lows
0.9% above previous 7 highs, 17.5% below previous 7 lows
0.8% above previous 8 highs, 13.2% below previous 8 lows
0.8% above previous 9 highs, 9.8% below previous 9 lows
0.7% above previous 10 highs, 9.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150526 10:05 am ET)
7.9% are above or equal to 5/22 close (1 days ago), 92.1% are below.
16.0% are above or equal to 5/21 close (2 days ago), 84.0% are below.
27.6% are above or equal to 5/20 close (3 days ago), 72.4% are below.
30.6% are above or equal to 5/19 close (4 days ago), 69.4% are below.
26.5% are above or equal to 5/18 close (5 days ago), 73.5% are below.
39.7% are above or equal to 5/15 close (6 days ago), 60.3% are below.
40.3% are above or equal to 5/14 close (7 days ago), 59.7% are below.
56.8% are above or equal to 5/13 close (8 days ago), 43.2% are below.
55.9% are above or equal to 5/12 close (9 days ago), 44.1% are below.
53.2% are above or equal to 5/11 close (10 days ago), 46.8% are below.
49.2% are above or equal to 5/8 close (11 days ago), 50.8% are below.
60.7% are above or equal to 5/7 close (12 days ago), 39.3% are below.
65.6% are above or equal to 5/6 close (13 days ago), 34.4% are below.
62.2% are above or equal to 5/5 close (14 days ago), 37.8% are below.
48.8% are above or equal to 5/4 close (15 days ago), 51.2% are below.
51.5% are above or equal to 5/1 close (16 days ago), 48.5% are below.
59.6% are above or equal to 4/30 close (17 days ago), 40.4% are below.
50.1% are above or equal to 4/29 close (18 days ago), 49.9% are below.
46.4% are above or equal to 4/28 close (19 days ago), 53.6% are below.
48.8% are above or equal to 4/27 close (20 days ago), 51.2% are below.
45.1% are above or equal to 4/24 close (21 days ago), 54.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150526 10:05 am ET)
20d: 1.7% new highs, 7.0% new lows
21d: 1.7% new highs, 6.8% new lows
42d: 1.3% new highs, 4.2% new lows
63d: 1.1% new highs, 3.4% new lows
126d: 1.1% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150526 10:05 am ET)
2-day: 7.1% above, 92.9% below
3-day: 11.5% above, 88.5% below
4-day: 15.7% above, 84.3% below
5-day: 19.7% above, 80.3% below
8-day: 26.2% above, 73.8% below
10-day: 34.6% above, 65.4% below
20-day: 48.8% above, 51.2% below
50-day: 51.3% above, 48.7% below
200-day: 59.2% above, 40.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150526 10:05 am ET)
RETA(67): -0.47% Top=OUTR JWN TFM SHLD CHS LL JCP RAD ….. ANF ZU DSW W VSI SFM KORS JMEI=Bottom (Retail & Specialty Retail)
REAL(83): -0.59% Top=PGRE BAM PCL AGNC MFA NLY AMH STWD ….. LHO NSM SHO CHSP NRZ HCP BEE PKY=Bottom (Real Estate)
FINA(85): -0.61% Top=ETFC BBT CMA LM USB ARCC ZION CFG ….. TD PFG BMO APO EWBC HAWK LEAF OCN=Bottom (Banks/Financials)
INSU(36): -0.64% Top=XL PGR ACGL ALL ORI AGO PRE CB ….. AON MET LNC CLGX FNF GNW CNO FAF=Bottom (Insurance)
HEAL(58): -0.64% Top=OSUR CYH THC THOR UHS NUVA RMD MR ….. GMED PODD MD HLS ZLTQ ACHC ABMD DGX=Bottom (Health)
CONS(58): -0.81% Top=TUMI FL FBHS GT CLX SPB COTY SEE ….. PAY WWW BC ICON OI KATE COH FOSL=Bottom (Consumer)
COSW(96): -0.81% Top=SFUN VIPS BITA TTWO INXN VEEV EA CDK ….. AZPN FEYE GLUU CVLT NCR CA DATA ADSK=Bottom (Computer Software/Internet)
DISV(49): -0.82% Top=YY R ULTA BCO PRAA URI CTAS ALLE ….. DV BAH ACM HMHC AL EIGI APOL HMSY=Bottom (Diversified Services)
MATE(30): -0.84% Top=RYN WCN FAST WM TOL OC TPH RYL ….. MTH DY SPF FLR DAR PWR CVA MTZ=Bottom (Materials & Construction)
LEIS(40): -1.12% Top=YUM ARMK PNRA DNKN MCD SBUX BLMN RCL ….. SGMS GPRO PNK WYNN QUNR TOUR MGM LVS=Bottom (Leisure)
TRAN(38): -1.13% Top=KSU VA FDX EXPD CNI JBHT AAWW SWFT ….. CNW HA STNG NAT TRN GBX XPO AIRM=Bottom (Transportation)
MANU(42): -1.14% Top=DE MHK RXN PCP DOV DHR SWK PH ….. SPW ATU GTLS ATI JOY TEX GNRC FLS=Bottom (Manufacturing)
COHW(51): -1.14% Top=OLED TMUS KN SNDK BCE LXK PANW ANET ….. JDSU JNPR HPQ EMC NSR GOGO RKUS WIN=Bottom (Computer Hardware/Telecom)
ENER(106): -1.24% Top=NBL EMES CJES DPM OII PDCE KOS MUSA ….. SN CPE FET CVE PDS OAS NBR PTEN=Bottom (Energy)
ELEC(56): -1.28% Top=MRVL SIMO JASO AMBA INVN FLEX FSL MU ….. FLDM FCS SPWR CAVM HIMX CRUS CREE FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(31): -1.37% Top=CYT SHW VAL MOS PX FMC ASH DD ….. POL MEOH CBT AGU OLN CHMT PEIX FTK=Bottom (Chemicals/Fertilizers)
META(22): -2.48% Top=SLCA RGLD CCJ NEM SCCO AA NUE BVN ….. FCX CNX GOLD AEM TCK ABX CENX PAAS=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 10:05 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

05/22/2015

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

Closing Stats
by daytrend on 20150522. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 959.

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 (20150522 Closing)
15.1% of stocks are above yesterday’s high.
44.3% are above yesterday’s midpoint. (55.7% are below.)
21.1% are below yesterday’s low.
63.8% are inside yesterday’s range.
42.9% of stocks with today’s high > yesterday’s high. (57.1% less than).
47.1% of stocks with today’s low < yesterday’s low. (52.9% greater than).

EVIDENCE OF INTRADAY TREND (20150522 Closing)
48.2% of stocks are above today’s open. (49.4% are below).
35.2% of stocks are above today’s open and yesterday’s close.
47.1% are below both.
4.1% of stocks opened above yesterday’s high.
24.9% of stocks opened above yesterday’s close. (69.3% opened below yesterday’s close).
9.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150522 Closing)
4.3% of stocks are in the top 10% of today’s range.
11.4% are in the top 20%.
42.4% are in the top half. 57.6% of stocks are in the bottom half of today’s range.
23.1% are in the bottom 20%.
12.8% are in the bottom 10%.

GAIN (20150522 Closing)
39.7% of stocks are above yesterday’s close. (60.3% are below.)
0.7% are up 4.5% or more. 0.5% are down 4.5% or more.
1.5% are up 3.5% or more. 0.8% are down 3.5% or more.
76.9% are between +1% and -1%.

RSI on DAILY (20150522 Closing)
2-day: >=95:5.0%…>=90:9.6%…>=80:17.8%…>=50:44.9%…<=20:21.1%…<=10:8.7%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:60.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:60.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150522 Closing)
15.1% above previous 1 highs, 21.1% below previous 1 lows
11.3% above previous 2 highs, 14.7% below previous 2 lows
9.6% above previous 3 highs, 12.0% below previous 3 lows
9.0% above previous 4 highs, 7.3% below previous 4 lows
8.2% above previous 5 highs, 6.2% below previous 5 lows
7.7% above previous 6 highs, 4.5% below previous 6 lows
7.4% above previous 7 highs, 3.9% below previous 7 lows
7.3% above previous 8 highs, 2.8% below previous 8 lows
6.8% above previous 9 highs, 2.7% below previous 9 lows
6.7% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150522 Closing)
39.7% are above or equal to 5/21 close (1 days ago), 60.3% are below.
50.4% are above or equal to 5/20 close (2 days ago), 49.6% are below.
46.9% are above or equal to 5/19 close (3 days ago), 53.1% are below.
41.8% are above or equal to 5/18 close (4 days ago), 58.2% are below.
55.4% are above or equal to 5/15 close (5 days ago), 44.6% are below.
55.3% are above or equal to 5/14 close (6 days ago), 44.7% are below.
68.7% are above or equal to 5/13 close (7 days ago), 31.3% are below.
65.6% are above or equal to 5/12 close (8 days ago), 34.4% are below.
65.2% are above or equal to 5/11 close (9 days ago), 34.8% are below.
60.2% are above or equal to 5/8 close (10 days ago), 39.8% are below.
70.2% are above or equal to 5/7 close (11 days ago), 29.8% are below.
72.5% are above or equal to 5/6 close (12 days ago), 27.5% are below.
69.1% are above or equal to 5/5 close (13 days ago), 30.9% are below.
57.6% are above or equal to 5/4 close (14 days ago), 42.4% are below.
59.5% are above or equal to 5/1 close (15 days ago), 40.5% are below.
65.3% are above or equal to 4/30 close (16 days ago), 34.7% are below.
57.6% are above or equal to 4/29 close (17 days ago), 42.4% are below.
52.7% are above or equal to 4/28 close (18 days ago), 47.3% are below.
54.6% are above or equal to 4/27 close (19 days ago), 45.4% are below.
51.4% are above or equal to 4/24 close (20 days ago), 48.6% are below.
51.6% are above or equal to 4/23 close (21 days ago), 48.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150522 Closing)
20d: 9.4% new highs, 4.1% new lows
21d: 9.0% new highs, 3.9% new lows
42d: 7.5% new highs, 3.1% new lows
63d: 6.4% new highs, 2.7% new lows
126d: 5.0% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150522 Closing)
2-day: 37.2% above, 62.8% below
3-day: 44.3% above, 55.7% below
4-day: 44.5% above, 55.5% below
5-day: 43.3% above, 56.7% below
8-day: 54.4% above, 45.6% below
10-day: 59.6% above, 40.4% below
20-day: 62.3% above, 37.7% below
50-day: 59.6% above, 40.4% below
200-day: 62.3% above, 37.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150522 Closing)
COSW(98): 0.44% Top=SFUN MOMO BITA ATHM FEYE JD LC CRM ….. TTWO PAYC CMCM ADSK QLYS CYBR EPAM NTES=Bottom (Computer Software/Internet)
COHW(52): 0.32% Top=BRCD NTAP HPQ SYNA BBRY GOGO OLED PANW ….. QCOM CTL TDC RKUS T GIMO SSYS WIN=Bottom (Computer Hardware/Telecom)
ELEC(56): 0.28% Top=HIMX SUNE CRUS QRVO BRKR ADI AVGO MU ….. CAVM SNPS CSIQ GLW FSLR FLDM JASO MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(58): -0.01% Top=DGX OSUR CI SEM OPK PRXL LH DVA ….. BKD XRAY GMED ZLTQ WCG PODD WMGI ABMD=Bottom (Health)
FINA(85): -0.06% Top=WETF CBOE TRCO GS LEAF NDAQ ICE CG ….. BKU WAL UMPQ FMER HAWK BMO ETFC ISBC=Bottom (Banks/Financials)
CONS(59): -0.08% Top=AVP RKT MWV RL LULU AVY EL MAT ….. FL OI GPK SKX SCSS KATE COH BERY=Bottom (Consumer)
REAL(84): -0.16% Top=NRZ OUT BRX DLR BXP TCO AMT AIV ….. LHO STWD EQC HIW CHSP BAM ARCP PKY=Bottom (Real Estate)
DISV(50): -0.17% Top=YY HMHC PRAA MRKT CXW DV MYGN V ….. HMSY R TNET ACM KBR EIGI JEC RCII=Bottom (Diversified Services)
INSU(37): -0.20% Top=MBI GNW XL AGO AON WSH AJG ORI ….. LNC MET ALL ACGL CB L MTG RDN=Bottom (Insurance)
CHEM(31): -0.23% Top=CF FMC GRA HUN MON AXLL PEIX CYT ….. FTK AGU APD MOS POL POT ALB OLN=Bottom (Chemicals/Fertilizers)
RETA(67): -0.32% Top=W AAP FIVE GNC LOW PIR RAD URBN ….. GPS CAB SHLD DLTR BBY ROST TFM JMEI=Bottom (Retail & Specialty Retail)
ENER(106): -0.38% Top=RICE OAS CVE EEP EMES WPX GPOR MMP ….. MRD DNR SGY CRR EPE PDS CMLP SM=Bottom (Energy)
LEIS(40): -0.39% Top=EXPE SEAS GPRO MGM RRGB PNK ARMK RCL ….. WYNN JACK FRGI QSR SIX WEN YUM HABT=Bottom (Leisure)
TRAN(38): -0.52% Top=ECHO JBLU NAT VA STNG XPO AAL TRN ….. DAL JBHT GBX NSC SWFT KSU WERN KNX=Bottom (Transportation)
MANU(44): -0.54% Top=DE AOS ZBRA DOV EMR ITT RS RXN ….. DDD ATU PNR JKS CFX SEDG MRC GTLS=Bottom (Manufacturing)
META(22): -0.63% Top=X STLD NUE NEM FNV AEM BVN GG ….. RGLD ABX TCK FCX CENX CCJ PAAS SLCA=Bottom (Metals & Mining)
MATE(32): -0.74% Top=WY RYN DY LEN SRCL CVA CLH WCN ….. MLM FLR RYL SPF MAS PWR TPH MTZ=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:47 pm

Market Stats at 3:46 pm ET
by daytrend on 20150522. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 959.

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 (20150522 3:46 pm ET)
16.4% of stocks are above yesterday’s high.
48.7% are above yesterday’s midpoint. (51.3% are below.)
16.2% are below yesterday’s low.
67.5% are inside yesterday’s range.
42.9% of stocks with today’s high > yesterday’s high. (57.1% less than).
46.5% of stocks with today’s low < yesterday’s low. (53.5% greater than).

EVIDENCE OF INTRADAY TREND (20150522 3:46 pm ET)
54.1% of stocks are above today’s open. (43.5% are below).
40.7% of stocks are above today’s open and yesterday’s close.
41.1% are below both.
4.1% of stocks opened above yesterday’s high.
24.9% of stocks opened above yesterday’s close. (69.3% opened below yesterday’s close).
9.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150522 3:46 pm ET)
6.5% of stocks are in the top 10% of today’s range.
17.3% are in the top 20%.
51.7% are in the top half. 48.3% of stocks are in the bottom half of today’s range.
15.7% are in the bottom 20%.
6.9% are in the bottom 10%.

GAIN (20150522 3:46 pm ET)
44.4% of stocks are above yesterday’s close. (55.6% are below.)
0.8% are up 4.5% or more. 0.5% are down 4.5% or more.
1.4% are up 3.5% or more. 0.8% are down 3.5% or more.
77.5% are between +1% and -1%.

RSI on DAILY (20150522 3:46 pm ET)
2-day: >=95:5.7%…>=90:10.4%…>=80:19.7%…>=50:49.2%…<=20:18.6%…<=10:7.2%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:62.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:61.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150522 3:46 pm ET)
16.4% above previous 1 highs, 16.2% below previous 1 lows
12.0% above previous 2 highs, 11.5% below previous 2 lows
10.1% above previous 3 highs, 9.5% below previous 3 lows
9.4% above previous 4 highs, 5.7% below previous 4 lows
8.8% above previous 5 highs, 5.1% below previous 5 lows
8.2% above previous 6 highs, 3.5% below previous 6 lows
7.6% above previous 7 highs, 3.0% below previous 7 lows
7.4% above previous 8 highs, 2.1% below previous 8 lows
7.0% above previous 9 highs, 2.0% below previous 9 lows
6.8% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150522 3:46 pm ET)
44.4% are above or equal to 5/21 close (1 days ago), 55.6% are below.
53.8% are above or equal to 5/20 close (2 days ago), 46.2% are below.
49.6% are above or equal to 5/19 close (3 days ago), 50.4% are below.
44.2% are above or equal to 5/18 close (4 days ago), 55.8% are below.
57.5% are above or equal to 5/15 close (5 days ago), 42.5% are below.
56.8% are above or equal to 5/14 close (6 days ago), 43.2% are below.
70.2% are above or equal to 5/13 close (7 days ago), 29.8% are below.
66.2% are above or equal to 5/12 close (8 days ago), 33.8% are below.
66.0% are above or equal to 5/11 close (9 days ago), 34.0% are below.
61.2% are above or equal to 5/8 close (10 days ago), 38.8% are below.
71.1% are above or equal to 5/7 close (11 days ago), 28.9% are below.
73.1% are above or equal to 5/6 close (12 days ago), 26.9% are below.
69.3% are above or equal to 5/5 close (13 days ago), 30.7% are below.
57.9% are above or equal to 5/4 close (14 days ago), 42.1% are below.
59.7% are above or equal to 5/1 close (15 days ago), 40.3% are below.
66.3% are above or equal to 4/30 close (16 days ago), 33.7% are below.
58.3% are above or equal to 4/29 close (17 days ago), 41.7% are below.
53.5% are above or equal to 4/28 close (18 days ago), 46.5% are below.
55.3% are above or equal to 4/27 close (19 days ago), 44.7% are below.
51.4% are above or equal to 4/24 close (20 days ago), 48.6% are below.
51.9% are above or equal to 4/23 close (21 days ago), 48.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150522 3:46 pm ET)
20d: 9.3% new highs, 4.1% new lows
21d: 8.9% new highs, 3.9% new lows
42d: 7.4% new highs, 3.1% new lows
63d: 6.3% new highs, 2.7% new lows
126d: 4.9% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150522 3:46 pm ET)
2-day: 42.9% above, 57.1% below
3-day: 48.7% above, 51.3% below
4-day: 48.1% above, 51.9% below
5-day: 46.7% above, 53.3% below
8-day: 57.0% above, 43.0% below
10-day: 62.6% above, 37.4% below
20-day: 63.3% above, 36.7% below
50-day: 60.4% above, 39.6% below
200-day: 62.3% above, 37.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150522 3:46 pm ET)
COSW(98): 0.54% Top=SFUN MOMO BITA FEYE ATHM VIPS MDRX LC ….. PTC TTWO QLYS ADSK CYBR CMCM EPAM NTES=Bottom (Computer Software/Internet)
ELEC(56): 0.41% Top=HIMX SUNE CRUS QRVO AVGO ADI BRKR MU ….. MLNX SNPS CSIQ FSLR GLW JASO FLDM MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(52): 0.41% Top=NTAP BRCD HPQ SYNA BBRY OLED PANW GOGO ….. QCOM TDC CTL T RKUS GIMO SSYS WIN=Bottom (Computer Hardware/Telecom)
HEAL(58): 0.12% Top=DGX OSUR CI SEM INCR OPK PRXL LH ….. GMED XRAY ZLTQ SPNC WMGI PODD WCG ABMD=Bottom (Health)
FINA(85): 0.03% Top=WETF CBOE TRCO GS NDAQ CME ICE AXP ….. CYN TD PSEC UMPQ ETFC HAWK ISBC BMO=Bottom (Banks/Financials)
CONS(59): -0.00% Top=AVP RL RKT MWV LULU AVY CROX EL ….. GPK OI FL SKX SCSS BERY COH KATE=Bottom (Consumer)
DISV(50): -0.07% Top=YY HMHC PRAA CXW DV V MRKT ADT ….. R RHI EIGI KBR ACM HMSY JEC RCII=Bottom (Diversified Services)
REAL(84): -0.08% Top=NRZ OUT CBL TCO BXP DLR GGP BRX ….. STWD LHO HIW CHSP EQC ARCP BAM PKY=Bottom (Real Estate)
INSU(37): -0.11% Top=GNW MBI XL AON AGO WSH UNM AJG ….. HIG ALL FAF CB ACGL L RDN MTG=Bottom (Insurance)
CHEM(31): -0.16% Top=CF FMC HUN MON GRA PX CBT AXLL ….. FTK POL APD AGU MOS POT ALB OLN=Bottom (Chemicals/Fertilizers)
RETA(67): -0.24% Top=W AAP PIR GNC LOW FIVE OUTR URBN ….. GPS CAB SHLD DLTR BBY ROST TFM JMEI=Bottom (Retail & Specialty Retail)
LEIS(40): -0.27% Top=EXPE GPRO SEAS MGM RRGB ARMK EAT SBUX ….. LOCO FRGI JACK QSR SIX WEN YUM HABT=Bottom (Leisure)
ENER(106): -0.28% Top=OAS RICE CVE GPOR WPX FANG MMP EEP ….. MRD FET SGY CRR PDS EPE CMLP SM=Bottom (Energy)
TRAN(38): -0.46% Top=NAT JBLU VA ECHO XPO STNG AAL AIRM ….. ODFL JBHT GBX NSC KSU SWFT WERN KNX=Bottom (Transportation)
MANU(44): -0.47% Top=DE AOS ZBRA RS DOV EMR LECO GE ….. ATU JKS PNR DDD CFX MRC SEDG GTLS=Bottom (Manufacturing)
META(22): -0.54% Top=X STLD NUE NEM FNV AEM GG SCCO ….. SLW SWC TCK FCX CENX PAAS CCJ SLCA=Bottom (Metals & Mining)
MATE(32): -0.65% Top=WY RYN LEN SRCL CVA WM DY CLH ….. EXP MLM MAS FLR PWR SPF TPH MTZ=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 3:46 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:43 am

Market Stats at 11:42 am ET
by daytrend on 20150522. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 959.

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 (20150522 11:42 am ET)
10.3% of stocks are above yesterday’s high.
41.8% are above yesterday’s midpoint. (58.2% are below.)
20.5% are below yesterday’s low.
69.1% are inside yesterday’s range.
36.7% of stocks with today’s high > yesterday’s high. (63.3% less than).
43.5% of stocks with today’s low < yesterday’s low. (56.5% greater than).

EVIDENCE OF INTRADAY TREND (20150522 11:42 am ET)
45.6% of stocks are above today’s open. (53.3% are below).
30.6% of stocks are above today’s open and yesterday’s close.
49.9% are below both.
4.1% of stocks opened above yesterday’s high.
24.9% of stocks opened above yesterday’s close. (69.3% opened below yesterday’s close).
9.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150522 11:42 am ET)
3.3% of stocks are in the top 10% of today’s range.
8.0% are in the top 20%.
38.8% are in the top half. 61.2% of stocks are in the bottom half of today’s range.
32.2% are in the bottom 20%.
19.4% are in the bottom 10%.

GAIN (20150522 11:42 am ET)
36.3% of stocks are above yesterday’s close. (63.7% are below.)
0.5% are up 4.5% or more. 0.6% are down 4.5% or more.
0.8% are up 3.5% or more. 0.8% are down 3.5% or more.
77.8% are between +1% and -1%.

RSI on DAILY (20150522 11:42 am ET)
2-day: >=95:4.0%…>=90:8.1%…>=80:15.3%…>=50:41.8%…<=20:21.5%…<=10:8.3%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:59.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:60.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150522 11:42 am ET)
10.3% above previous 1 highs, 20.5% below previous 1 lows
7.5% above previous 2 highs, 14.3% below previous 2 lows
6.2% above previous 3 highs, 11.9% below previous 3 lows
5.9% above previous 4 highs, 8.4% below previous 4 lows
5.8% above previous 5 highs, 6.8% below previous 5 lows
5.3% above previous 6 highs, 4.6% below previous 6 lows
5.2% above previous 7 highs, 3.5% below previous 7 lows
5.2% above previous 8 highs, 2.9% below previous 8 lows
4.8% above previous 9 highs, 2.7% below previous 9 lows
4.7% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150522 11:42 am ET)
36.3% are above or equal to 5/21 close (1 days ago), 63.7% are below.
48.0% are above or equal to 5/20 close (2 days ago), 52.0% are below.
45.3% are above or equal to 5/19 close (3 days ago), 54.7% are below.
41.8% are above or equal to 5/18 close (4 days ago), 58.2% are below.
53.2% are above or equal to 5/15 close (5 days ago), 46.8% are below.
54.1% are above or equal to 5/14 close (6 days ago), 45.9% are below.
67.9% are above or equal to 5/13 close (7 days ago), 32.1% are below.
64.8% are above or equal to 5/12 close (8 days ago), 35.2% are below.
64.2% are above or equal to 5/11 close (9 days ago), 35.8% are below.
59.4% are above or equal to 5/8 close (10 days ago), 40.6% are below.
69.6% are above or equal to 5/7 close (11 days ago), 30.4% are below.
71.6% are above or equal to 5/6 close (12 days ago), 28.4% are below.
68.0% are above or equal to 5/5 close (13 days ago), 32.0% are below.
55.9% are above or equal to 5/4 close (14 days ago), 44.1% are below.
59.2% are above or equal to 5/1 close (15 days ago), 40.8% are below.
65.5% are above or equal to 4/30 close (16 days ago), 34.5% are below.
57.1% are above or equal to 4/29 close (17 days ago), 42.9% are below.
52.6% are above or equal to 4/28 close (18 days ago), 47.4% are below.
53.6% are above or equal to 4/27 close (19 days ago), 46.4% are below.
49.6% are above or equal to 4/24 close (20 days ago), 50.4% are below.
51.1% are above or equal to 4/23 close (21 days ago), 48.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150522 11:42 am ET)
20d: 7.9% new highs, 3.6% new lows
21d: 7.4% new highs, 3.3% new lows
42d: 6.3% new highs, 2.6% new lows
63d: 5.3% new highs, 2.1% new lows
126d: 4.1% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150522 11:42 am ET)
2-day: 33.6% above, 66.4% below
3-day: 41.4% above, 58.6% below
4-day: 41.5% above, 58.5% below
5-day: 41.2% above, 58.8% below
8-day: 52.9% above, 47.1% below
10-day: 58.0% above, 42.0% below
20-day: 60.2% above, 39.8% below
50-day: 58.3% above, 41.7% below
200-day: 61.8% above, 38.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150522 11:42 am ET)
COSW(98): 0.23% Top=SFUN MOMO FEYE SINA INTU TRUE ATHM VIPS ….. QLYS SPLK CVLT NOW PAYC NTES EPAM CMCM=Bottom (Computer Software/Internet)
REAL(84): 0.03% Top=GGP NRZ TCO BXP AVB REG DLR RPAI ….. RLGY PKY CIM ARCP LHO EQC CHSP BAM=Bottom (Real Estate)
ELEC(56): -0.05% Top=HIMX CRUS SUNE MU QRVO CY ADI SIMO ….. GLW CAVM CGNX MLNX FSLR FLDM JASO MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(52): -0.06% Top=HPQ SYNA NTAP BRCD OLED UBNT ZAYO BBRY ….. CTL TDC TDS ARRS SSYS RKUS GIMO WIN=Bottom (Computer Hardware/Telecom)
HEAL(58): -0.06% Top=DGX OSUR INCR LH SEM HLS MD PRXL ….. WMGI HUM ACHC ZLTQ UNH ABMD WCG PODD=Bottom (Health)
FINA(85): -0.09% Top=WETF CBOE TRCO CME VOYA AXP ICE AMTD ….. LEAF UMPQ ISBC OZRK FMER OCN BMO HAWK=Bottom (Banks/Financials)
INSU(37): -0.11% Top=MBI GNW XL AON AGO AFL MMC WSH ….. LNC CINF PRE L CLGX RDN FAF MTG=Bottom (Insurance)
CONS(59): -0.25% Top=AVP PAY LULU EL RKT RL MWV MAT ….. BERY GPK WWW SCSS FL SKX DECK KATE=Bottom (Consumer)
DISV(50): -0.34% Top=HMHC YY BAH MRKT DV PRAA CXW V ….. EIGI URI HMSY KBR TNET R RCII CAR=Bottom (Diversified Services)
CHEM(31): -0.35% Top=CF MON VAL HUN CHMT PPG FMC PX ….. DOW AXLL APD POT PEIX ALB FTK OLN=Bottom (Chemicals/Fertilizers)
RETA(67): -0.50% Top=W OUTR KSS AAP ZU LOW LL M ….. GPS VSI LB DLTR BBY ROST TFM JMEI=Bottom (Retail & Specialty Retail)
MANU(44): -0.52% Top=DE AOS EMR DOV ROP ROK DHR CMI ….. ATU PNR CFX ATI SPW MRC GTLS SEDG=Bottom (Manufacturing)
LEIS(40): -0.60% Top=EXPE GPRO MGM ARMK BLMN EAT PNK RRGB ….. SIX MYCC LOCO JACK YUM FRGI QUNR HABT=Bottom (Leisure)
ENER(106): -0.66% Top=WPX PAGP GPOR OAS COG APA APC MPC ….. SGY RSPP FET SM DNR CRR PDS EPE=Bottom (Energy)
MATE(32): -0.77% Top=SRCL VMC RYN WM WY WCN CLH RSG ….. OC MTH BECN PHM RYL SPF PWR MTZ=Bottom (Materials & Construction)
TRAN(38): -0.85% Top=JBLU NAT STNG TRN WAB AIRM VA CSX ….. NSC JBHT KSU TDW CNW WERN SWFT KNX=Bottom (Transportation)
META(22): -0.90% Top=BVN AA GOLD SCCO NEM STLD FNV GG ….. SLW CNX ABX CENX FCX PAAS CCJ SLCA=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 11:42 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Older Posts »

The Silver is the New Black Theme. Blog at WordPress.com.

Follow

Get every new post delivered to your Inbox.

Join 57 other followers