daytrend

09/03/2015

Filed under: Market Stats — daytrend @ 5:01 pm

Closing Stats
by daytrend on 20150903. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 999.

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 (20150903 Closing)
44.5% of stocks are above yesterday’s high.
82.7% are above yesterday’s midpoint. (17.3% are below.)
2.5% are below yesterday’s low.
53.0% are inside yesterday’s range.
84.9% of stocks with today’s high > yesterday’s high. (15.1% less than).
7.6% of stocks with today’s low < yesterday’s low. (92.4% greater than).

EVIDENCE OF INTRADAY TREND (20150903 Closing)
55.3% of stocks are above today’s open. (43.3% are below).
53.2% of stocks are above today’s open and yesterday’s close.
26.8% are below both.
37.5% of stocks opened above yesterday’s high.
81.3% of stocks opened above yesterday’s close. (16.2% opened below yesterday’s close).
1.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150903 Closing)
1.5% of stocks are in the top 10% of today’s range.
5.5% are in the top 20%.
34.0% are in the top half. 66.0% of stocks are in the bottom half of today’s range.
20.9% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN (20150903 Closing)
71.1% of stocks are above yesterday’s close. (28.9% are below.)
0.9% are up 4.5% or more. 0.8% are down 4.5% or more.
1.6% are up 3.5% or more. 1.3% are down 3.5% or more.
63.2% are between +1% and -1%.

RSI on DAILY (20150903 Closing)
2-day: >=95:0.5%…>=90:1.5%…>=80:8.2%…>=50:69.4%…<=20:6.5%…<=10:2.5%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:20.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:14.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150903 Closing)
44.5% above previous 1 highs, 2.5% below previous 1 lows
32.9% above previous 2 highs, 1.7% below previous 2 lows
7.8% above previous 3 highs, 1.6% below previous 3 lows
5.2% above previous 4 highs, 1.6% below previous 4 lows
4.9% above previous 5 highs, 1.3% below previous 5 lows
4.9% above previous 6 highs, 0.8% below previous 6 lows
4.3% above previous 7 highs, 0.8% below previous 7 lows
4.0% above previous 8 highs, 0.5% below previous 8 lows
2.8% above previous 9 highs, 0.5% below previous 9 lows
2.1% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150903 Closing)
71.1% are above or equal to 9/2 close (1 days ago), 28.9% are below.
88.3% are above or equal to 9/1 close (2 days ago), 11.7% are below.
27.5% are above or equal to 8/31 close (3 days ago), 72.5% are below.
21.7% are above or equal to 8/28 close (4 days ago), 78.3% are below.
29.8% are above or equal to 8/27 close (5 days ago), 70.2% are below.
68.0% are above or equal to 8/26 close (6 days ago), 32.0% are below.
89.1% are above or equal to 8/25 close (7 days ago), 10.9% are below.
82.4% are above or equal to 8/24 close (8 days ago), 17.6% are below.
39.4% are above or equal to 8/21 close (9 days ago), 60.6% are below.
23.3% are above or equal to 8/20 close (10 days ago), 76.7% are below.
12.7% are above or equal to 8/19 close (11 days ago), 87.3% are below.
8.7% are above or equal to 8/18 close (12 days ago), 91.3% are below.
6.7% are above or equal to 8/17 close (13 days ago), 93.3% are below.
9.0% are above or equal to 8/14 close (14 days ago), 91.0% are below.
9.7% are above or equal to 8/13 close (15 days ago), 90.3% are below.
9.2% are above or equal to 8/12 close (16 days ago), 90.8% are below.
10.3% are above or equal to 8/11 close (17 days ago), 89.7% are below.
9.2% are above or equal to 8/10 close (18 days ago), 90.8% are below.
16.2% are above or equal to 8/7 close (19 days ago), 83.8% are below.
15.3% are above or equal to 8/6 close (20 days ago), 84.7% are below.
14.6% are above or equal to 8/5 close (21 days ago), 85.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150903 Closing)
20d: 2.0% new highs, 1.1% new lows
21d: 1.9% new highs, 1.1% new lows
42d: 1.3% new highs, 1.0% new lows
63d: 1.1% new highs, 0.9% new lows
126d: 0.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150903 Closing)
2-day: 69.9% above, 30.1% below
3-day: 85.3% above, 14.7% below
4-day: 65.0% above, 35.0% below
5-day: 45.9% above, 54.1% below
8-day: 63.3% above, 36.7% below
10-day: 64.2% above, 35.8% below
20-day: 17.7% above, 82.3% below
50-day: 13.7% above, 86.3% below
200-day: 26.2% above, 73.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150903 Closing)
CHEM(33): 1.13% Top=CC RYAM CF OLN MOS CE FMC EMN ….. ASH PX HUN OMG DD AXTA MON WLK=Bottom (Chemicals/Fertilizers)
ELEC(56): 1.12% Top=SUNE ON JBL QRVO SPWR CRUS FCS CAVM ….. CPHD DLB AVGO SWKS CY TSL IPGP AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(36): 0.90% Top=MDC TREX KBH PHM DHI VMC DY MAS ….. RYN WY BCC AWI BECN MLM CVA FAST=Bottom (Materials & Construction)
FINA(105): 0.69% Top=CG LAZ BX HCBK MTB PACW WU KKR ….. SLM PHH LM AMG LPLA IBKR JNS CTLT=Bottom (Banks/Financials)
ENER(99): 0.67% Top=SN LPI SPN CIE EXH WPX OIS DO ….. MTDR ETP GPOR DRQ PE BCEI HLX UNT=Bottom (Energy)
CONS(56): 0.63% Top=GIII HAS BERY WWW KATE BLL CCK CHD ….. PVH EPC CRI WHR LULU SCSS FL SKX=Bottom (Consumer)
DISV(56): 0.58% Top=SCOR RBA FLT RRD BAH HMHC MA AHS ….. MMS GEO G BLOX DV TMH PRAA MYGN=Bottom (Diversified Services)
COSW(99): 0.43% Top=VNET DWRE CDNS VIPS AKAM BITA YHOO CSOD ….. ELLI FEYE WUBA JD FB CMCM CYBR VRNT=Bottom (Computer Software/Internet)
INSU(41): 0.32% Top=AFSI SLF L ORI ACE MTG CINF PRI ….. AJG SYA FNF RDN FAF AEL AGO MBI=Bottom (Insurance)
REAL(93): 0.30% Top=CONE LXP FR CUZ CBG BAM DEI DFT ….. HCN MAC DDR PEB DRH GOV SHO LHO=Bottom (Real Estate)
LEIS(40): 0.24% Top=LVS SGMS WYNN QSR SEAS HLT HOT LQ ….. BLMN QUNR TXRH SBUX SHAK LOCO ZOES GPRO=Bottom (Leisure)
COHW(47): 0.24% Top=RCI BCE CIEN COMM KN ZAYO UBNT CDW ….. PANW NTGR OLED AAPL SSYS WIN NMBL GOGO=Bottom (Computer Hardware/Telecom)
TRAN(39): 0.15% Top=NAT JBHT STNG TDW TK ODFL CNI SWFT ….. ALK GBX AAL EXPD SAVE VA DAL HA=Bottom (Transportation)
RETA(71): 0.08% Top=LB JCP OUTR MELI CHS SHLD LL URBN ….. AAP BIG TFM ETSY SPLS W NFLX FIVE=Bottom (Retail & Specialty Retail)
MANU(48): 0.00% Top=SEDG XYL AOS MRC LECO AGCO SNA MHK ….. EMR IR SPW PH TEX CAT ATI JOY=Bottom (Manufacturing)
HEAL(59): -0.14% Top=ANTM HOLX AET HCA AAC HYH CYH LH ….. EW HLS ABMD DXCM ZLTQ PODD OPK IRWD=Bottom (Health)
META(21): -0.73% Top=SLCA SCCO AA TCK FCX CCJ CNX SWC ….. STLD FNV X RGLD GG ABX AEM ACI=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 @ 2:42 pm

Market Stats at 3:41 pm ET
by daytrend on 20150903. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 998.

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 (20150903 3:41 pm ET)
36.2% of stocks are above yesterday’s high.
77.9% are above yesterday’s midpoint. (22.1% are below.)
3.5% are below yesterday’s low.
60.3% are inside yesterday’s range.
84.9% of stocks with today’s high > yesterday’s high. (15.1% less than).
7.6% of stocks with today’s low < yesterday’s low. (92.4% greater than).

EVIDENCE OF INTRADAY TREND (20150903 3:41 pm ET)
45.5% of stocks are above today’s open. (53.6% are below).
43.2% of stocks are above today’s open and yesterday’s close.
36.9% are below both.
37.6% of stocks opened above yesterday’s high.
81.3% of stocks opened above yesterday’s close. (16.2% opened below yesterday’s close).
1.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150903 3:41 pm ET)
0.6% of stocks are in the top 10% of today’s range.
3.0% are in the top 20%.
22.2% are in the top half. 77.8% of stocks are in the bottom half of today’s range.
43.7% are in the bottom 20%.
24.9% are in the bottom 10%.

GAIN (20150903 3:41 pm ET)
60.9% of stocks are above yesterday’s close. (39.1% are below.)
0.8% are up 4.5% or more. 0.8% are down 4.5% or more.
1.1% are up 3.5% or more. 1.6% are down 3.5% or more.
70.1% are between +1% and -1%.

RSI on DAILY (20150903 3:41 pm ET)
2-day: >=95:0.5%…>=90:1.4%…>=80:6.7%…>=50:59.1%…<=20:8.3%…<=10:3.0%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:18.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:13.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150903 3:41 pm ET)
36.2% above previous 1 highs, 3.5% below previous 1 lows
27.1% above previous 2 highs, 2.0% below previous 2 lows
6.3% above previous 3 highs, 1.9% below previous 3 lows
4.5% above previous 4 highs, 1.8% below previous 4 lows
4.4% above previous 5 highs, 1.6% below previous 5 lows
4.4% above previous 6 highs, 1.0% below previous 6 lows
3.9% above previous 7 highs, 1.0% below previous 7 lows
3.7% above previous 8 highs, 0.7% below previous 8 lows
2.6% above previous 9 highs, 0.7% below previous 9 lows
1.9% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150903 3:41 pm ET)
60.9% are above or equal to 9/2 close (1 days ago), 39.1% are below.
86.0% are above or equal to 9/1 close (2 days ago), 14.0% are below.
23.6% are above or equal to 8/31 close (3 days ago), 76.4% are below.
19.5% are above or equal to 8/28 close (4 days ago), 80.5% are below.
27.3% are above or equal to 8/27 close (5 days ago), 72.7% are below.
64.3% are above or equal to 8/26 close (6 days ago), 35.7% are below.
88.3% are above or equal to 8/25 close (7 days ago), 11.7% are below.
80.9% are above or equal to 8/24 close (8 days ago), 19.1% are below.
38.1% are above or equal to 8/21 close (9 days ago), 61.9% are below.
22.0% are above or equal to 8/20 close (10 days ago), 78.0% are below.
12.0% are above or equal to 8/19 close (11 days ago), 88.0% are below.
8.2% are above or equal to 8/18 close (12 days ago), 91.8% are below.
6.3% are above or equal to 8/17 close (13 days ago), 93.7% are below.
8.5% are above or equal to 8/14 close (14 days ago), 91.5% are below.
9.2% are above or equal to 8/13 close (15 days ago), 90.8% are below.
8.3% are above or equal to 8/12 close (16 days ago), 91.7% are below.
9.5% are above or equal to 8/11 close (17 days ago), 90.5% are below.
8.8% are above or equal to 8/10 close (18 days ago), 91.2% are below.
15.4% are above or equal to 8/7 close (19 days ago), 84.6% are below.
14.6% are above or equal to 8/6 close (20 days ago), 85.4% are below.
13.4% are above or equal to 8/5 close (21 days ago), 86.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150903 3:41 pm ET)
20d: 2.0% new highs, 1.1% new lows
21d: 1.9% new highs, 1.1% new lows
42d: 1.3% new highs, 1.0% new lows
63d: 1.1% new highs, 0.9% new lows
126d: 0.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150903 3:41 pm ET)
2-day: 59.9% above, 40.1% below
3-day: 81.0% above, 19.0% below
4-day: 55.9% above, 44.1% below
5-day: 39.7% above, 60.3% below
8-day: 57.4% above, 42.6% below
10-day: 59.2% above, 40.8% below
20-day: 16.0% above, 84.0% below
50-day: 13.0% above, 87.0% below
200-day: 25.6% above, 74.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150903 3:41 pm ET)
ELEC(56): 0.91% Top=SUNE ON JBL SPWR QRVO FCS CRUS CAVM ….. CPHD DLB AVGO SWKS CY TSL IPGP AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(33): 0.87% Top=CC RYAM CF OLN MOS CE FMC EMN ….. ASH CYT OMG DD HUN MON AXTA WLK=Bottom (Chemicals/Fertilizers)
MATE(36): 0.71% Top=MDC TREX KBH PHM VMC DHI DY WCN ….. USG FLR BECN WY BCC MLM CVA FAST=Bottom (Materials & Construction)
FINA(105): 0.45% Top=CG MTB HCBK BX LAZ PACW KKR WU ….. FNGN PHH AMG LM IBKR LPLA JNS CTLT=Bottom (Banks/Financials)
CONS(56): 0.41% Top=GIII HAS BERY BLL KATE WWW UFS CCK ….. EPC CRI LULU PVH WHR SCSS FL SKX=Bottom (Consumer)
DISV(56): 0.36% Top=SCOR RBA FLT RRD BAH HMHC TNET MAN ….. GEO PCLN MMS DV TMH PRAA BLOX MYGN=Bottom (Diversified Services)
ENER(98): 0.25% Top=LPI SPN CIE EXH OIS NGLS DO WPX ….. ETP MTDR EPD PE UPL BCEI HLX UNT=Bottom (Energy)
COSW(99): 0.16% Top=VNET VIPS CDNS DWRE YHOO BITA AKAM CSOD ….. ELLI GOOG FEYE FB VDSI CMCM VRNT CYBR=Bottom (Computer Software/Internet)
COHW(47): 0.13% Top=RCI UBNT BCE CIEN KN ZAYO COMM LVLT ….. CTL PANW OLED TDC SSYS AAPL NMBL GOGO=Bottom (Computer Hardware/Telecom)
REAL(93): 0.13% Top=LXP CONE FR CUZ BDN CBG LPT BAM ….. SSS HCN GOV DDR MAC DRH SHO LHO=Bottom (Real Estate)
INSU(41): 0.09% Top=AFSI SLF ACE CINF ORI L MTG PRI ….. PRU AIZ RDN FAF FNF AEL AGO MBI=Bottom (Insurance)
TRAN(39): -0.02% Top=NAT JBHT STNG ODFL TDW TK SWFT CNI ….. ALK GBX AAL EXPD SAVE DAL HA VA=Bottom (Transportation)
LEIS(40): -0.03% Top=LVS SGMS QSR WYNN HLT SEAS PNRA EAT ….. TXRH BLMN QUNR SBUX SHAK ZOES LOCO GPRO=Bottom (Leisure)
RETA(71): -0.15% Top=LB JCP MELI OUTR CHS KSS SHLD URBN ….. AMZN BIG TFM ETSY SPLS W NFLX FIVE=Bottom (Retail & Specialty Retail)
MANU(48): -0.15% Top=SEDG AOS XYL MRC LECO MHK SNA GNRC ….. IR CMI PH SPW TEX CAT ATI JOY=Bottom (Manufacturing)
HEAL(59): -0.29% Top=AAC ANTM AET HYH HOLX LH HCA PKI ….. BAX ZLTQ EW PODD DXCM ABMD IRWD OPK=Bottom (Health)
META(21): -0.81% Top=TCK SLCA SCCO AA FCX CCJ SWC NUE ….. FNV STLD RGLD GG X ABX AEM ACI=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 3:41 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:27 am

Market Stats at 12:26 pm ET
by daytrend on 20150903. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 999.

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 (20150903 12:26 pm ET)
63.4% of stocks are above yesterday’s high.
91.5% are above yesterday’s midpoint. (8.5% are below.)
1.0% are below yesterday’s low.
35.6% are inside yesterday’s range.
84.4% of stocks with today’s high > yesterday’s high. (15.6% less than).
3.9% of stocks with today’s low < yesterday’s low. (96.1% greater than).

EVIDENCE OF INTRADAY TREND (20150903 12:26 pm ET)
79.1% of stocks are above today’s open. (19.9% are below).
77.1% of stocks are above today’s open and yesterday’s close.
10.3% are below both.
37.5% of stocks opened above yesterday’s high.
81.3% of stocks opened above yesterday’s close. (16.2% opened below yesterday’s close).
1.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150903 12:26 pm ET)
10.6% of stocks are in the top 10% of today’s range.
25.1% are in the top 20%.
67.8% are in the top half. 32.2% of stocks are in the bottom half of today’s range.
11.3% are in the bottom 20%.
6.1% are in the bottom 10%.

GAIN (20150903 12:26 pm ET)
87.8% of stocks are above yesterday’s close. (12.2% are below.)
2.1% are up 4.5% or more. 0.6% are down 4.5% or more.
4.2% are up 3.5% or more. 0.7% are down 3.5% or more.
43.8% are between +1% and -1%.

RSI on DAILY (20150903 12:26 pm ET)
2-day: >=95:1.0%…>=90:2.6%…>=80:13.1%…>=50:83.2%…<=20:2.7%…<=10:1.6%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:28.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:19.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150903 12:26 pm ET)
63.4% above previous 1 highs, 1.0% below previous 1 lows
49.1% above previous 2 highs, 0.7% below previous 2 lows
12.7% above previous 3 highs, 0.7% below previous 3 lows
10.0% above previous 4 highs, 0.7% below previous 4 lows
9.4% above previous 5 highs, 0.6% below previous 5 lows
9.4% above previous 6 highs, 0.4% below previous 6 lows
8.5% above previous 7 highs, 0.4% below previous 7 lows
8.1% above previous 8 highs, 0.3% below previous 8 lows
5.4% above previous 9 highs, 0.3% below previous 9 lows
4.0% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150903 12:26 pm ET)
87.8% are above or equal to 9/2 close (1 days ago), 12.2% are below.
93.3% are above or equal to 9/1 close (2 days ago), 6.7% are below.
38.9% are above or equal to 8/31 close (3 days ago), 61.1% are below.
28.0% are above or equal to 8/28 close (4 days ago), 72.0% are below.
37.6% are above or equal to 8/27 close (5 days ago), 62.4% are below.
75.3% are above or equal to 8/26 close (6 days ago), 24.7% are below.
90.9% are above or equal to 8/25 close (7 days ago), 9.1% are below.
85.1% are above or equal to 8/24 close (8 days ago), 14.9% are below.
46.3% are above or equal to 8/21 close (9 days ago), 53.7% are below.
26.1% are above or equal to 8/20 close (10 days ago), 73.9% are below.
15.0% are above or equal to 8/19 close (11 days ago), 85.0% are below.
10.1% are above or equal to 8/18 close (12 days ago), 89.9% are below.
8.7% are above or equal to 8/17 close (13 days ago), 91.3% are below.
10.9% are above or equal to 8/14 close (14 days ago), 89.1% are below.
11.8% are above or equal to 8/13 close (15 days ago), 88.2% are below.
10.9% are above or equal to 8/12 close (16 days ago), 89.1% are below.
12.6% are above or equal to 8/11 close (17 days ago), 87.4% are below.
11.4% are above or equal to 8/10 close (18 days ago), 88.6% are below.
18.5% are above or equal to 8/7 close (19 days ago), 81.5% are below.
17.9% are above or equal to 8/6 close (20 days ago), 82.1% are below.
16.9% are above or equal to 8/5 close (21 days ago), 83.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150903 12:26 pm ET)
20d: 2.0% new highs, 0.7% new lows
21d: 1.9% new highs, 0.7% new lows
42d: 1.3% new highs, 0.6% new lows
63d: 1.1% new highs, 0.5% new lows
126d: 0.8% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150903 12:26 pm ET)
2-day: 87.1% above, 12.9% below
3-day: 93.4% above, 6.6% below
4-day: 80.3% above, 19.7% below
5-day: 65.0% above, 35.0% below
8-day: 74.7% above, 25.3% below
10-day: 73.4% above, 26.6% below
20-day: 21.0% above, 79.0% below
50-day: 15.8% above, 84.2% below
200-day: 27.6% above, 72.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150903 12:26 pm ET)
ELEC(56): 2.06% Top=SUNE QRVO ON SIMO MU SPWR JBL CRUS ….. TXN GRMN TSL IPGP DLB CY CPHD AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(99): 1.90% Top=SN CIE SPN WPX EPE LPI ECA OAS ….. WNR GPOR UPL BCEI EPD DRQ ETP HLX=Bottom (Energy)
CHEM(33): 1.69% Top=CC RYAM FTK GPRE OLN CF MOS CE ….. APD AXTA WLK OMG CYT MON ALB AXLL=Bottom (Chemicals/Fertilizers)
MATE(36): 1.50% Top=DY MTZ VMC KBH MDC TREX PHM MAS ….. FLR TPH RSG SRCL RYN WY CVA FAST=Bottom (Materials & Construction)
FINA(105): 1.31% Top=BX CG HAWK SCHW WETF MTB ETFC PSEC ….. JNS APO LPLA LM PHH SLM APAM CTLT=Bottom (Banks/Financials)
CONS(56): 1.15% Top=GIII HAS GT BERY OI BLL NWL UFS ….. BMS PKG HBI GPK TUP KS PVH SKX=Bottom (Consumer)
COHW(47): 1.10% Top=KN CIEN UBNT COMM SMCI SNDK SYNA WDC ….. BBRY GOGO NTGR CCOI CTL AAPL SSYS WIN=Bottom (Computer Hardware/Telecom)
META(21): 1.07% Top=TCK SLCA SCCO AA FCX SWC NUE CNX ….. STLD RGLD GG ABX AEM X FNV ACI=Bottom (Metals & Mining)
COSW(99): 1.04% Top=DWRE VNET BITA SLH AKAM CDNS SPLK ROVI ….. MDSO GWRE FB VDSI WUBA CMCM CYBR VRNT=Bottom (Computer Software/Internet)
DISV(56): 0.98% Top=SCOR EIGI FLT RBA BAH ENV V MA ….. G VRSK HRB BLOX TMH PRAA DV MYGN=Bottom (Diversified Services)
TRAN(39): 0.86% Top=NAT TDW TK XPO GLOG CNW SWFT STNG ….. WERN DAL CHRW VA HA SAVE AAL EXPD=Bottom (Transportation)
INSU(41): 0.82% Top=AFSI MTG UNM L ORI LNC XL SLF ….. WSH AWH AJG FAF FNF SYA AGO MBI=Bottom (Insurance)
LEIS(40): 0.80% Top=LVS QSR PNRA MGM WYNN HLT SGMS HOT ….. YUM MCD QUNR SBUX DPZ TXRH SHAK GPRO=Bottom (Leisure)
RETA(71): 0.77% Top=LB KSS JCP CHS LL KMX M URBN ….. W BID AN DLTR TFM SPLS NFLX FIVE=Bottom (Retail & Specialty Retail)
HEAL(59): 0.67% Top=HTWR CYH AAC HCA ANTM LH WMGI THC ….. RMD PODD STJ SEM INCR DXCM IRWD OPK=Bottom (Health)
MANU(48): 0.59% Top=SEDG MRC XYL AOS TILE SNA ZBRA DCI ….. CMI PH EMR TEX SPW CAT ATI JOY=Bottom (Manufacturing)
REAL(93): 0.34% Top=FR CONE CUZ LXP OUT DEI BAM PLD ….. SHO HCP HCN LHO EXR NRZ VER NSM=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 12:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:03 am

Market Stats at 11:03 am ET
by daytrend on 20150903. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 999.

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 (20150903 11:03 am ET)
72.2% of stocks are above yesterday’s high.
95.1% are above yesterday’s midpoint. (4.9% are below.)
0.5% are below yesterday’s low.
27.3% are inside yesterday’s range.
83.4% of stocks with today’s high > yesterday’s high. (16.6% less than).
3.6% of stocks with today’s low < yesterday’s low. (96.4% greater than).

EVIDENCE OF INTRADAY TREND (20150903 11:03 am ET)
89.3% of stocks are above today’s open. (10.5% are below).
87.9% of stocks are above today’s open and yesterday’s close.
5.3% are below both.
37.5% of stocks opened above yesterday’s high.
81.3% of stocks opened above yesterday’s close. (16.2% opened below yesterday’s close).
1.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150903 11:03 am ET)
31.1% of stocks are in the top 10% of today’s range.
62.1% are in the top 20%.
89.8% are in the top half. 10.2% of stocks are in the bottom half of today’s range.
1.6% are in the bottom 20%.
0.7% are in the bottom 10%.

GAIN (20150903 11:03 am ET)
93.6% of stocks are above yesterday’s close. (6.4% are below.)
2.4% are up 4.5% or more. 0.6% are down 4.5% or more.
6.3% are up 3.5% or more. 0.6% are down 3.5% or more.
32.6% are between +1% and -1%.

RSI on DAILY (20150903 11:03 am ET)
2-day: >=95:1.0%…>=90:3.2%…>=80:16.6%…>=50:90.4%…<=20:2.0%…<=10:0.8%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:31.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:22.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150903 11:03 am ET)
72.2% above previous 1 highs, 0.5% below previous 1 lows
58.1% above previous 2 highs, 0.4% below previous 2 lows
15.7% above previous 3 highs, 0.4% below previous 3 lows
12.6% above previous 4 highs, 0.4% below previous 4 lows
11.5% above previous 5 highs, 0.4% below previous 5 lows
11.5% above previous 6 highs, 0.3% below previous 6 lows
10.7% above previous 7 highs, 0.3% below previous 7 lows
10.1% above previous 8 highs, 0.2% below previous 8 lows
7.1% above previous 9 highs, 0.2% below previous 9 lows
5.1% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150903 11:03 am ET)
93.6% are above or equal to 9/2 close (1 days ago), 6.4% are below.
95.2% are above or equal to 9/1 close (2 days ago), 4.8% are below.
46.3% are above or equal to 8/31 close (3 days ago), 53.7% are below.
32.3% are above or equal to 8/28 close (4 days ago), 67.7% are below.
41.6% are above or equal to 8/27 close (5 days ago), 58.4% are below.
78.0% are above or equal to 8/26 close (6 days ago), 22.0% are below.
92.7% are above or equal to 8/25 close (7 days ago), 7.3% are below.
86.6% are above or equal to 8/24 close (8 days ago), 13.4% are below.
48.5% are above or equal to 8/21 close (9 days ago), 51.5% are below.
28.0% are above or equal to 8/20 close (10 days ago), 72.0% are below.
16.2% are above or equal to 8/19 close (11 days ago), 83.8% are below.
11.6% are above or equal to 8/18 close (12 days ago), 88.4% are below.
9.9% are above or equal to 8/17 close (13 days ago), 90.1% are below.
12.2% are above or equal to 8/14 close (14 days ago), 87.8% are below.
13.5% are above or equal to 8/13 close (15 days ago), 86.5% are below.
11.9% are above or equal to 8/12 close (16 days ago), 88.1% are below.
13.4% are above or equal to 8/11 close (17 days ago), 86.6% are below.
11.9% are above or equal to 8/10 close (18 days ago), 88.1% are below.
20.0% are above or equal to 8/7 close (19 days ago), 80.0% are below.
19.2% are above or equal to 8/6 close (20 days ago), 80.8% are below.
17.9% are above or equal to 8/5 close (21 days ago), 82.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150903 11:03 am ET)
20d: 1.9% new highs, 0.6% new lows
21d: 1.8% new highs, 0.6% new lows
42d: 1.3% new highs, 0.5% new lows
63d: 1.1% new highs, 0.4% new lows
126d: 0.8% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150903 11:03 am ET)
2-day: 93.1% above, 6.9% below
3-day: 95.9% above, 4.1% below
4-day: 88.1% above, 11.9% below
5-day: 74.3% above, 25.7% below
8-day: 80.3% above, 19.7% below
10-day: 77.9% above, 22.1% below
20-day: 24.5% above, 75.5% below
50-day: 16.8% above, 83.2% below
200-day: 28.4% above, 71.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150903 11:03 am ET)
ENER(99): 2.92% Top=SN CIE LPI ECA WPX SPN FET CLR ….. NFG MUSA EEP WNR EPD ETP HLX DRQ=Bottom (Energy)
ELEC(56): 2.09% Top=SUNE QRVO SPWR MU ON JBL GLW SIMO ….. MXIM CY IPGP GRMN TSL DLB CPHD AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(21): 1.89% Top=TCK SCCO AA SLCA CMC NUE FCX CNX ….. NEM X ABX GG RGLD AEM FNV ACI=Bottom (Metals & Mining)
CHEM(33): 1.81% Top=RYAM CC FTK OLN GPRE MOS VAL CE ….. ASH AXTA OMG ALB WLK MON CYT AXLL=Bottom (Chemicals/Fertilizers)
MATE(36): 1.66% Top=VMC DY MAS MTZ PHM MDC DHI EXP ….. RYL RSG TPH BECN RYN WY CVA FAST=Bottom (Materials & Construction)
FINA(105): 1.60% Top=BX CG KKR LAZ ETFC MTB HCBK HAWK ….. BEN BLK AMG FNGN LM JNS APAM CTLT=Bottom (Banks/Financials)
CONS(56): 1.44% Top=GIII HAS UFS GT BERY WRK OI NWL ….. EPC PBI FL GPK PG SKX BMS TUP=Bottom (Consumer)
TRAN(39): 1.27% Top=TDW NAT GLOG XPO TK CNW NSC CP ….. KNX WERN CHRW SAVE HA VA AAL EXPD=Bottom (Transportation)
DISV(56): 1.22% Top=SCOR FLT BAH RBA JEC ADT YY ACM ….. VRSK ZG MYGN TMH HRB HMHC PRAA DV=Bottom (Diversified Services)
COSW(99): 1.14% Top=BITA VNET AKAM DWRE TWTR CDNS SPLK YHOO ….. JD ZEN WUBA SOHU FB CYBR CMCM VRNT=Bottom (Computer Software/Internet)
HEAL(59): 1.13% Top=HTWR CYH THC LH WMGI HCA DGX HOLX ….. PODD SEM BCR STJ DXCM IRWD OPK AAC=Bottom (Health)
RETA(71): 1.08% Top=LB JCP KSS CHS ETSY M KMX LL ….. CAB SPLS BIG AEO DLTR TFM NFLX FIVE=Bottom (Retail & Specialty Retail)
COHW(47): 1.02% Top=UBNT SMCI SNDK HPQ COMM SYNA LXK LVLT ….. INFN AAPL CTL NTGR CIEN GOGO SSYS WIN=Bottom (Computer Hardware/Telecom)
INSU(41): 0.95% Top=SLF L AFSI UNM LNC ORI CNO MTG ….. AXS AWH AJG FNF FAF SYA AGO MBI=Bottom (Insurance)
LEIS(40): 0.87% Top=LVS QSR MGM HLT HOT BYD DRII H ….. CAKE LOCO TXRH DPZ ZOES QUNR SHAK GPRO=Bottom (Leisure)
MANU(48): 0.87% Top=SEDG MRC XYL RS ZBRA AOS TILE JKS ….. KMT CMI DDD ATI SPW EMR CAT JOY=Bottom (Manufacturing)
REAL(93): 0.83% Top=FR CUZ DLR LXP DEI LPT WPG NSM ….. HME SHO WRI EXR GLPI MAC VER NRZ=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:03 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 10:21 am ET
by daytrend on 20150903. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 998.

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 (20150903 10:21 am ET)
67.2% of stocks are above yesterday’s high.
95.1% are above yesterday’s midpoint. (4.9% are below.)
0.8% are below yesterday’s low.
32.0% are inside yesterday’s range.
79.3% of stocks with today’s high > yesterday’s high. (20.7% less than).
3.5% of stocks with today’s low < yesterday’s low. (96.5% greater than).

EVIDENCE OF INTRADAY TREND (20150903 10:21 am ET)
85.1% of stocks are above today’s open. (14.2% are below).
84.0% of stocks are above today’s open and yesterday’s close.
5.8% are below both.
37.6% of stocks opened above yesterday’s high.
81.3% of stocks opened above yesterday’s close. (16.2% opened below yesterday’s close).
1.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150903 10:21 am ET)
45.4% of stocks are in the top 10% of today’s range.
62.1% are in the top 20%.
84.5% are in the top half. 15.5% of stocks are in the bottom half of today’s range.
2.5% are in the bottom 20%.
0.5% are in the bottom 10%.

GAIN (20150903 10:21 am ET)
92.9% of stocks are above yesterday’s close. (7.1% are below.)
1.6% are up 4.5% or more. 0.4% are down 4.5% or more.
4.2% are up 3.5% or more. 0.8% are down 3.5% or more.
42.9% are between +1% and -1%.

RSI on DAILY (20150903 10:21 am ET)
2-day: >=95:1.0%…>=90:2.6%…>=80:14.2%…>=50:88.2%…<=20:2.7%…<=10:1.1%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:30.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:20.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150903 10:21 am ET)
67.2% above previous 1 highs, 0.8% below previous 1 lows
52.4% above previous 2 highs, 0.6% below previous 2 lows
13.3% above previous 3 highs, 0.6% below previous 3 lows
10.4% above previous 4 highs, 0.6% below previous 4 lows
9.5% above previous 5 highs, 0.6% below previous 5 lows
9.5% above previous 6 highs, 0.5% below previous 6 lows
8.9% above previous 7 highs, 0.5% below previous 7 lows
8.5% above previous 8 highs, 0.2% below previous 8 lows
6.1% above previous 9 highs, 0.2% below previous 9 lows
4.5% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150903 10:21 am ET)
92.9% are above or equal to 9/2 close (1 days ago), 7.1% are below.
95.3% are above or equal to 9/1 close (2 days ago), 4.7% are below.
41.5% are above or equal to 8/31 close (3 days ago), 58.5% are below.
30.5% are above or equal to 8/28 close (4 days ago), 69.5% are below.
40.4% are above or equal to 8/27 close (5 days ago), 59.6% are below.
75.1% are above or equal to 8/26 close (6 days ago), 24.9% are below.
91.7% are above or equal to 8/25 close (7 days ago), 8.3% are below.
85.2% are above or equal to 8/24 close (8 days ago), 14.8% are below.
45.8% are above or equal to 8/21 close (9 days ago), 54.2% are below.
27.4% are above or equal to 8/20 close (10 days ago), 72.6% are below.
16.3% are above or equal to 8/19 close (11 days ago), 83.7% are below.
11.2% are above or equal to 8/18 close (12 days ago), 88.8% are below.
9.5% are above or equal to 8/17 close (13 days ago), 90.5% are below.
11.8% are above or equal to 8/14 close (14 days ago), 88.2% are below.
13.1% are above or equal to 8/13 close (15 days ago), 86.9% are below.
10.9% are above or equal to 8/12 close (16 days ago), 89.1% are below.
13.1% are above or equal to 8/11 close (17 days ago), 86.9% are below.
11.4% are above or equal to 8/10 close (18 days ago), 88.6% are below.
19.3% are above or equal to 8/7 close (19 days ago), 80.7% are below.
18.8% are above or equal to 8/6 close (20 days ago), 81.2% are below.
17.1% are above or equal to 8/5 close (21 days ago), 82.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150903 10:21 am ET)
20d: 1.5% new highs, 0.6% new lows
21d: 1.4% new highs, 0.6% new lows
42d: 1.0% new highs, 0.5% new lows
63d: 0.9% new highs, 0.4% new lows
126d: 0.6% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150903 10:21 am ET)
2-day: 92.3% above, 7.7% below
3-day: 96.1% above, 3.9% below
4-day: 84.5% above, 15.5% below
5-day: 67.5% above, 32.5% below
8-day: 76.1% above, 23.9% below
10-day: 74.5% above, 25.5% below
20-day: 23.3% above, 76.7% below
50-day: 16.0% above, 84.0% below
200-day: 27.8% above, 72.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150903 10:21 am ET)
META(21): 3.03% Top=TCK PAAS SLW AA FCX NUE STLD SCCO ….. CCJ GG RGLD SWC AEM FNV X ACI=Bottom (Metals & Mining)
ENER(98): 2.45% Top=CIE WPX CLR ECA SPN OIS NFX DO ….. WPZ WNR MMP UPL MUSA ETP HLX DRQ=Bottom (Energy)
ELEC(56): 1.84% Top=SUNE CSIQ QRVO JBL ON INVN MU GLW ….. MRVL TSL WAT GRMN DLB CY CPHD AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(33): 1.66% Top=CC RYAM OLN FTK GPRE HUN MOS POT ….. AXTA AGU ASH OMG MON CYT ALB AXLL=Bottom (Chemicals/Fertilizers)
MATE(36): 1.47% Top=DY VMC TREX HW PHM MAS MTZ MDC ….. RYN DAR AWI CSTE USG WY CVA FAST=Bottom (Materials & Construction)
FINA(105): 1.23% Top=BX LEAF KKR CG OCN HAWK COF CFG ….. EV LPLA CBOE JNS IBKR FNGN APAM CTLT=Bottom (Banks/Financials)
CONS(56): 1.21% Top=GIII HAS BERY UFS FOSL GT BLL DECK ….. COH PG CRI NKE SEE SKX BMS TUP=Bottom (Consumer)
DISV(56): 1.01% Top=SCOR BAH RBA CAR FLT KBR JEC ADT ….. PRAA HRB TMH APOL BLOX ENV HMHC DV=Bottom (Diversified Services)
TRAN(39): 1.00% Top=NAT TDW GLOG XPO TK STNG CP NSC ….. LUV WERN KNX SAVE AAL HA EXPD VA=Bottom (Transportation)
COSW(99): 0.94% Top=TWTR AKAM DWRE BITA VIPS VNET SPLK CDNS ….. VMW MDRX FB SINA MDSO CYBR CMCM VRNT=Bottom (Computer Software/Internet)
LEIS(40): 0.90% Top=LVS MGM HLT BYD HOT QSR SGMS RCL ….. CAKE TXRH DPZ LOCO SHAK ZOES QUNR GPRO=Bottom (Leisure)
COHW(47): 0.87% Top=SMCI SNDK COMM SYNA HPQ LXK RCI BCE ….. WIN MSI AAPL CTL INFN NTGR GOGO CIEN=Bottom (Computer Hardware/Telecom)
INSU(41): 0.83% Top=SLF AFSI CNO UNM L MTG LNC ORI ….. ACGL AWH WSH AJG AGO FAF SYA MBI=Bottom (Insurance)
RETA(71): 0.82% Top=LB JCP KSS CHS KMX M LL GME ….. BLDR OUTR BIG AEO DLTR TFM NFLX FIVE=Bottom (Retail & Specialty Retail)
HEAL(59): 0.72% Top=HTWR CYH HYH HOLX WMGI DGX LH THC ….. SPNC SEM STJ OPK DXCM IRWD BCR AAC=Bottom (Health)
MANU(48): 0.70% Top=SEDG MRC XYL JKS ZBRA RS AOS TILE ….. SPW TEX AGCO EMR ATU KMT CAT JOY=Bottom (Manufacturing)
REAL(93): 0.52% Top=FR DLR LXP NSM CUZ BAM KRG CONE ….. HCN VER EXR MAC HCP NRZ LHO AMH=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 10:21 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:07 am

Market Stats at 10:07 am ET
by daytrend on 20150903. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 998.

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 (20150903 10:07 am ET)
56.9% of stocks are above yesterday’s high.
92.6% are above yesterday’s midpoint. (7.4% are below.)
1.1% are below yesterday’s low.
42.0% are inside yesterday’s range.
74.1% of stocks with today’s high > yesterday’s high. (25.9% less than).
3.3% of stocks with today’s low < yesterday’s low. (96.7% greater than).

EVIDENCE OF INTRADAY TREND (20150903 10:07 am ET)
75.8% of stocks are above today’s open. (23.0% are below).
73.6% of stocks are above today’s open and yesterday’s close.
9.7% are below both.
37.6% of stocks opened above yesterday’s high.
81.3% of stocks opened above yesterday’s close. (16.2% opened below yesterday’s close).
1.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150903 10:07 am ET)
20.9% of stocks are in the top 10% of today’s range.
38.3% are in the top 20%.
70.8% are in the top half. 29.2% of stocks are in the bottom half of today’s range.
8.0% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN (20150903 10:07 am ET)
88.2% of stocks are above yesterday’s close. (11.8% are below.)
0.7% are up 4.5% or more. 0.5% are down 4.5% or more.
1.1% are up 3.5% or more. 1.0% are down 3.5% or more.
60.8% are between +1% and -1%.

RSI on DAILY (20150903 10:07 am ET)
2-day: >=95:1.0%…>=90:2.2%…>=80:10.6%…>=50:81.7%…<=20:3.0%…<=10:1.2%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:25.4%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:17.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150903 10:07 am ET)
56.9% above previous 1 highs, 1.1% below previous 1 lows
42.5% above previous 2 highs, 1.0% below previous 2 lows
8.5% above previous 3 highs, 1.0% below previous 3 lows
6.2% above previous 4 highs, 1.0% below previous 4 lows
5.7% above previous 5 highs, 1.0% below previous 5 lows
5.7% above previous 6 highs, 0.5% below previous 6 lows
5.3% above previous 7 highs, 0.5% below previous 7 lows
4.9% above previous 8 highs, 0.2% below previous 8 lows
3.3% above previous 9 highs, 0.2% below previous 9 lows
2.3% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150903 10:07 am ET)
88.2% are above or equal to 9/2 close (1 days ago), 11.8% are below.
93.4% are above or equal to 9/1 close (2 days ago), 6.6% are below.
33.9% are above or equal to 8/31 close (3 days ago), 66.1% are below.
24.5% are above or equal to 8/28 close (4 days ago), 75.5% are below.
33.7% are above or equal to 8/27 close (5 days ago), 66.3% are below.
71.0% are above or equal to 8/26 close (6 days ago), 29.0% are below.
91.1% are above or equal to 8/25 close (7 days ago), 8.9% are below.
83.6% are above or equal to 8/24 close (8 days ago), 16.4% are below.
43.2% are above or equal to 8/21 close (9 days ago), 56.8% are below.
25.6% are above or equal to 8/20 close (10 days ago), 74.4% are below.
14.2% are above or equal to 8/19 close (11 days ago), 85.8% are below.
9.5% are above or equal to 8/18 close (12 days ago), 90.5% are below.
7.8% are above or equal to 8/17 close (13 days ago), 92.2% are below.
10.0% are above or equal to 8/14 close (14 days ago), 90.0% are below.
11.5% are above or equal to 8/13 close (15 days ago), 88.5% are below.
10.2% are above or equal to 8/12 close (16 days ago), 89.8% are below.
11.9% are above or equal to 8/11 close (17 days ago), 88.1% are below.
10.8% are above or equal to 8/10 close (18 days ago), 89.2% are below.
18.0% are above or equal to 8/7 close (19 days ago), 82.0% are below.
17.1% are above or equal to 8/6 close (20 days ago), 82.9% are below.
15.9% are above or equal to 8/5 close (21 days ago), 84.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150903 10:07 am ET)
20d: 0.8% new highs, 0.6% new lows
21d: 0.8% new highs, 0.6% new lows
42d: 0.7% new highs, 0.5% new lows
63d: 0.7% new highs, 0.4% new lows
126d: 0.5% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150903 10:07 am ET)
2-day: 87.9% above, 12.1% below
3-day: 94.1% above, 5.9% below
4-day: 76.4% above, 23.6% below
5-day: 56.2% above, 43.8% below
8-day: 70.2% above, 29.8% below
10-day: 67.8% above, 32.2% below
20-day: 19.7% above, 80.3% below
50-day: 14.9% above, 85.1% below
200-day: 26.9% above, 73.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150903 10:07 am ET)
META(21): 1.78% Top=TCK NUE AA PAAS SLW FCX SCCO STLD ….. GG SLCA SWC RGLD AEM X FNV ACI=Bottom (Metals & Mining)
ENER(98): 1.67% Top=WPX CIE SPN BCEI DO NBL OIS CLR ….. MWE WPZ ETP GPOR MMP HLX DRQ UPL=Bottom (Energy)
ELEC(56): 1.27% Top=SUNE JBL CSIQ QRVO INVN GLW FLEX SCTY ….. LLTC TSL NXPI DLB GRMN CPHD CY AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(33): 1.11% Top=RYAM CC FTK OLN MEOH GPRE CE HUN ….. WLK ASH CF CYT MON ALB AGU AXLL=Bottom (Chemicals/Fertilizers)
MATE(36): 1.00% Top=DY VMC TREX HW PHM WCN CLH DHI ….. CSTE WY AWI BCC TPH USG CVA FAST=Bottom (Materials & Construction)
FINA(105): 0.92% Top=BX LEAF KKR COF CG CFG HAWK LAZ ….. LPLA TROW IBKR UMPQ EV CBOE APAM CTLT=Bottom (Banks/Financials)
CONS(56): 0.86% Top=GIII HAS UFS BERY ICON PVH NWL GT ….. WHR PBI COH SEE SKX BMS CRI TUP=Bottom (Consumer)
LEIS(40): 0.74% Top=LVS MGM HLT QSR HOT RCL BYD H ….. SBUX BLMN DPZ TXRH ZOES QUNR SHAK GPRO=Bottom (Leisure)
INSU(41): 0.72% Top=AFSI SLF UNM CNO L MTG LNC AIG ….. AWH XL BRO AJG SYA FAF AGO MBI=Bottom (Insurance)
TRAN(39): 0.66% Top=NAT TDW XPO GLOG STNG SWFT TK NSC ….. KNX LUV DAL SAVE AAL EXPD HA VA=Bottom (Transportation)
HEAL(59): 0.58% Top=CYH HYH LH WMGI DGX HOLX THC ANTM ….. DXCM STJ ALGN SPNC IRWD BCR OPK AAC=Bottom (Health)
DISV(56): 0.57% Top=SCOR CAR BAH RBA FLT VNTV ACM ADT ….. URI SSTK BLOX MYGN APOL ENV HMHC DV=Bottom (Diversified Services)
RETA(71): 0.56% Top=LB W JCP KSS CHS EBAY GME KMX ….. OUTR ASNA AEO DLTR TFM BLDR NFLX FIVE=Bottom (Retail & Specialty Retail)
COHW(47): 0.53% Top=SMCI COMM SNDK SYNA RCI LVLT BCE VZ ….. MSI FNSR AAPL NTGR INFN CTL GOGO CIEN=Bottom (Computer Hardware/Telecom)
COSW(99): 0.48% Top=TWTR VIPS DWRE BITA AKAM VNET AZPN ADBE ….. MDRX QLYS YELP SOHU SINA CYBR CMCM VRNT=Bottom (Computer Software/Internet)
REAL(93): 0.42% Top=FR LXP DLR NSM KRG CBL CONE WPG ….. HME AMH MAC HCN NRZ HCP VER LHO=Bottom (Real Estate)
MANU(48): -0.04% Top=SEDG XYL MRC JKS RS TILE ZBRA AOS ….. CMI ITT ATU EMR KMT TEX CAT JOY=Bottom (Manufacturing)

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 10:07 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:53 am

Market Stats at 9:52 am ET
by daytrend on 20150903. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 998.

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 (20150903 9:52 am ET)
60.8% of stocks are above yesterday’s high.
93.5% are above yesterday’s midpoint. (6.5% are below.)
0.7% are below yesterday’s low.
38.5% are inside yesterday’s range.
72.4% of stocks with today’s high > yesterday’s high. (27.6% less than).
3.3% of stocks with today’s low < yesterday’s low. (96.7% greater than).

EVIDENCE OF INTRADAY TREND (20150903 9:52 am ET)
82.3% of stocks are above today’s open. (15.5% are below).
80.2% of stocks are above today’s open and yesterday’s close.
6.6% are below both.
37.6% of stocks opened above yesterday’s high.
81.3% of stocks opened above yesterday’s close. (16.2% opened below yesterday’s close).
1.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150903 9:52 am ET)
36.2% of stocks are in the top 10% of today’s range.
55.5% are in the top 20%.
81.2% are in the top half. 18.8% of stocks are in the bottom half of today’s range.
4.1% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN (20150903 9:52 am ET)
91.0% of stocks are above yesterday’s close. (9.0% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
1.1% are up 3.5% or more. 0.6% are down 3.5% or more.
57.7% are between +1% and -1%.

RSI on DAILY (20150903 9:52 am ET)
2-day: >=95:1.0%…>=90:1.8%…>=80:11.1%…>=50:85.0%…<=20:2.9%…<=10:1.2%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:26.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:18.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150903 9:52 am ET)
60.8% above previous 1 highs, 0.7% below previous 1 lows
46.7% above previous 2 highs, 0.6% below previous 2 lows
9.0% above previous 3 highs, 0.6% below previous 3 lows
6.6% above previous 4 highs, 0.6% below previous 4 lows
6.1% above previous 5 highs, 0.6% below previous 5 lows
6.1% above previous 6 highs, 0.5% below previous 6 lows
5.6% above previous 7 highs, 0.4% below previous 7 lows
5.3% above previous 8 highs, 0.2% below previous 8 lows
3.7% above previous 9 highs, 0.2% below previous 9 lows
2.7% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150903 9:52 am ET)
91.0% are above or equal to 9/2 close (1 days ago), 9.0% are below.
93.2% are above or equal to 9/1 close (2 days ago), 6.8% are below.
35.5% are above or equal to 8/31 close (3 days ago), 64.5% are below.
24.9% are above or equal to 8/28 close (4 days ago), 75.1% are below.
34.9% are above or equal to 8/27 close (5 days ago), 65.1% are below.
72.2% are above or equal to 8/26 close (6 days ago), 27.8% are below.
91.7% are above or equal to 8/25 close (7 days ago), 8.3% are below.
84.7% are above or equal to 8/24 close (8 days ago), 15.3% are below.
43.4% are above or equal to 8/21 close (9 days ago), 56.6% are below.
26.3% are above or equal to 8/20 close (10 days ago), 73.7% are below.
14.8% are above or equal to 8/19 close (11 days ago), 85.2% are below.
10.0% are above or equal to 8/18 close (12 days ago), 90.0% are below.
8.0% are above or equal to 8/17 close (13 days ago), 92.0% are below.
10.4% are above or equal to 8/14 close (14 days ago), 89.6% are below.
11.2% are above or equal to 8/13 close (15 days ago), 88.8% are below.
10.5% are above or equal to 8/12 close (16 days ago), 89.5% are below.
12.1% are above or equal to 8/11 close (17 days ago), 87.9% are below.
10.7% are above or equal to 8/10 close (18 days ago), 89.3% are below.
18.4% are above or equal to 8/7 close (19 days ago), 81.6% are below.
17.7% are above or equal to 8/6 close (20 days ago), 82.3% are below.
16.1% are above or equal to 8/5 close (21 days ago), 83.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150903 9:52 am ET)
20d: 0.7% new highs, 0.6% new lows
21d: 0.7% new highs, 0.6% new lows
42d: 0.7% new highs, 0.5% new lows
63d: 0.7% new highs, 0.4% new lows
126d: 0.5% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150903 9:52 am ET)
2-day: 90.5% above, 9.5% below
3-day: 94.9% above, 5.1% below
4-day: 80.1% above, 19.9% below
5-day: 60.4% above, 39.6% below
8-day: 72.6% above, 27.4% below
10-day: 71.0% above, 29.0% below
20-day: 20.0% above, 80.0% below
50-day: 15.1% above, 84.9% below
200-day: 27.0% above, 73.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150903 9:52 am ET)
ENER(98): 1.62% Top=CIE WPX DO CLR SPN OAS NBL BCEI ….. DK LPI MWE MUSA WNR GPOR UPL DRQ=Bottom (Energy)
ELEC(56): 1.61% Top=SUNE CSIQ JBL QRVO LRCX TSRA AMAT GLW ….. TSL APH CY CGNX GRMN DLB CPHD AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(21): 1.55% Top=TCK AA SCCO NUE FCX CMC STLD SLW ….. NEM RGLD ABX SWC AEM GG FNV ACI=Bottom (Metals & Mining)
CHEM(33): 1.19% Top=FTK CC RYAM OLN CE MEOH DOW MOS ….. FMC AGU ASH MON CYT ALB AXLL WLK=Bottom (Chemicals/Fertilizers)
MATE(36): 1.18% Top=TREX DY CSTE KBH HW VMC PHM MAS ….. DAR RYN WM SRCL AWI CVA USG FAST=Bottom (Materials & Construction)
CONS(56): 0.97% Top=GIII HAS BERY CROX HBI FBHS UFS PVH ….. FL WRK WHR TPX LEG CRI COH TUP=Bottom (Consumer)
FINA(105): 0.91% Top=LEAF BX KKR HAWK COF CFG OCN RF ….. IBKR LM CBOE JNS FNGN EV APAM CTLT=Bottom (Banks/Financials)
LEIS(40): 0.87% Top=LVS HLT MGM RCL QSR LQ PNRA HOT ….. CAKE SBUX TXRH SHAK BLMN ZOES QUNR GPRO=Bottom (Leisure)
TRAN(39): 0.83% Top=XPO NAT TDW STNG SWFT FDX AAWW GLOG ….. KNX SAVE EXPD LUV DAL AAL HA VA=Bottom (Transportation)
INSU(41): 0.72% Top=UNM SLF AIG CNO L MTG MET PRU ….. RDN AJG XL FAF AWH SYA AGO MBI=Bottom (Insurance)
HEAL(59): 0.69% Top=HYH CYH HOLX WMGI LH ANTM KND DGX ….. STE DXCM INCR SPNC OPK BCR IRWD AAC=Bottom (Health)
COSW(99): 0.69% Top=SPLK VIPS TWTR ADBE VNET AKAM AZPN SLH ….. FB WUBA SINA YELP SOHU CMCM CYBR VRNT=Bottom (Computer Software/Internet)
REAL(93): 0.66% Top=FR LXP DLR NSM KRG WPG CUZ LPT ….. VTR HCP VER NRZ MAC HME LHO HCN=Bottom (Real Estate)
DISV(56): 0.59% Top=SCOR RBA CAR VNTV ACM V BAH MA ….. HRB MYGN URI APOL ENV ZG HMHC DV=Bottom (Diversified Services)
COHW(47): 0.49% Top=SNDK SMCI LVLT COMM VZ BCE RCI CSCO ….. BRCD AAPL FNSR NTGR INFN CTL GOGO CIEN=Bottom (Computer Hardware/Telecom)
RETA(71): 0.46% Top=LB W EBAY JCP KSS LL GME CHS ….. TSCO PIR AEO ETSY TFM DLTR NFLX FIVE=Bottom (Retail & Specialty Retail)
MANU(48): 0.14% Top=SEDG XYL MRC JKS RS AOS MHK PNR ….. TEX AGCO ATU CMI KMT EMR CAT JOY=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/02/2015

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

Closing Stats
by daytrend on 20150902. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1000.

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 (20150902 Closing)
28.9% of stocks are above yesterday’s high.
72.4% are above yesterday’s midpoint. (27.6% are below.)
5.2% are below yesterday’s low.
65.9% are inside yesterday’s range.
46.0% of stocks with today’s high > yesterday’s high. (54.0% less than).
35.6% of stocks with today’s low < yesterday’s low. (64.4% greater than).

EVIDENCE OF INTRADAY TREND (20150902 Closing)
54.7% of stocks are above today’s open. (43.9% are below).
54.4% of stocks are above today’s open and yesterday’s close.
10.8% are below both.
16.2% of stocks opened above yesterday’s high.
97.8% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150902 Closing)
37.2% of stocks are in the top 10% of today’s range.
48.3% are in the top 20%.
83.1% are in the top half. 16.9% of stocks are in the bottom half of today’s range.
1.6% are in the bottom 20%.
0.3% are in the bottom 10%.

GAIN (20150902 Closing)
88.9% of stocks are above yesterday’s close. (11.1% are below.)
2.9% are up 4.5% or more. 0.6% are down 4.5% or more.
6.3% are up 3.5% or more. 1.1% are down 3.5% or more.
29.5% are between +1% and -1%.

RSI on DAILY (20150902 Closing)
2-day: >=95:0.8%…>=90:1.3%…>=80:3.8%…>=50:48.6%…<=20:8.8%…<=10:2.7%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:16.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:11.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150902 Closing)
28.9% above previous 1 highs, 5.2% below previous 1 lows
4.9% above previous 2 highs, 4.4% below previous 2 lows
3.6% above previous 3 highs, 3.8% below previous 3 lows
3.0% above previous 4 highs, 2.5% below previous 4 lows
3.0% above previous 5 highs, 1.6% below previous 5 lows
2.6% above previous 6 highs, 1.5% below previous 6 lows
2.6% above previous 7 highs, 0.8% below previous 7 lows
1.8% above previous 8 highs, 0.8% below previous 8 lows
1.4% above previous 9 highs, 0.8% below previous 9 lows
1.1% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150902 Closing)
88.9% are above or equal to 9/1 close (1 days ago), 11.1% are below.
16.8% are above or equal to 8/31 close (2 days ago), 83.2% are below.
14.2% are above or equal to 8/28 close (3 days ago), 85.8% are below.
22.5% are above or equal to 8/27 close (4 days ago), 77.5% are below.
59.7% are above or equal to 8/26 close (5 days ago), 40.3% are below.
87.4% are above or equal to 8/25 close (6 days ago), 12.6% are below.
78.9% are above or equal to 8/24 close (7 days ago), 21.1% are below.
36.1% are above or equal to 8/21 close (8 days ago), 63.9% are below.
21.9% are above or equal to 8/20 close (9 days ago), 78.1% are below.
11.7% are above or equal to 8/19 close (10 days ago), 88.3% are below.
7.4% are above or equal to 8/18 close (11 days ago), 92.6% are below.
6.2% are above or equal to 8/17 close (12 days ago), 93.8% are below.
7.7% are above or equal to 8/14 close (13 days ago), 92.3% are below.
8.9% are above or equal to 8/13 close (14 days ago), 91.1% are below.
7.9% are above or equal to 8/12 close (15 days ago), 92.1% are below.
9.0% are above or equal to 8/11 close (16 days ago), 91.0% are below.
8.9% are above or equal to 8/10 close (17 days ago), 91.1% are below.
15.1% are above or equal to 8/7 close (18 days ago), 84.9% are below.
14.5% are above or equal to 8/6 close (19 days ago), 85.5% are below.
13.0% are above or equal to 8/5 close (20 days ago), 87.0% are below.
13.5% are above or equal to 8/4 close (21 days ago), 86.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150902 Closing)
20d: 0.8% new highs, 4.2% new lows
21d: 0.8% new highs, 4.2% new lows
42d: 0.5% new highs, 4.1% new lows
63d: 0.3% new highs, 3.9% new lows
126d: 0.2% new highs, 3.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150902 Closing)
2-day: 88.4% above, 11.6% below
3-day: 46.9% above, 53.1% below
4-day: 26.3% above, 73.7% below
5-day: 22.9% above, 77.1% below
8-day: 59.2% above, 40.8% below
10-day: 43.2% above, 56.8% below
20-day: 13.2% above, 86.8% below
50-day: 12.6% above, 87.4% below
200-day: 24.7% above, 75.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150902 Closing)
MATE(36): 2.26% Top=DY HW VMC MTZ DHI TPH KBH LEN ….. RSG DAR WM WCN WY FLR CSTE CVA=Bottom (Materials & Construction)
TRAN(39): 2.11% Top=HA JBLU AAL ALK DAL VA CHRW EXPD ….. UAL KEX STNG GBX TDW CNI CP TK=Bottom (Transportation)
ELEC(56): 2.06% Top=SCTY SIMO CY MTSI AVGO NXPI TSL WAT ….. GRMN SPWR MLNX SUNE JBL ATML DLB AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(57): 1.97% Top=AAC LPNT OPK INCR UHS STJ AMSG ACHC ….. LH BAX WCG HLS HRC NUVA SEM WX=Bottom (Health)
DISV(58): 1.75% Top=HRB MYGN BLOX ZG ABCO TMH MMS ULTA ….. ADT RBA HMSY ACM TNET HMHC ENV SCOR=Bottom (Diversified Services)
CONS(55): 1.64% Top=TUP FBHS WHR LULU KATE JAH PAY HAS ….. GPK SHOO BMS IP ICON UFS WRK KS=Bottom (Consumer)
INSU(41): 1.62% Top=MBI AGO CINF PRU AEL XL FAF HIG ….. ENH AIG SLF WSH VR AJG ORI SYA=Bottom (Insurance)
COSW(101): 1.62% Top=IMPV SLH WUBA DATA YELP MSFT QLYS CMCM ….. JD VIPS SINA VRNT NTES SPLK MDRX VNET=Bottom (Computer Software/Internet)
RETA(71): 1.54% Top=BLDR KORS TFM ORLY CPRT SPLS HD SIG ….. CAB LL FINL NFLX W HIBB PIR DLTR=Bottom (Retail & Specialty Retail)
COHW(47): 1.47% Top=WIN GOGO LVLT AAPL CTL ZAYO INFN SNDK ….. EMC SMCI BRCD PLCM RCI NSR STX NMBL=Bottom (Computer Hardware/Telecom)
LEIS(40): 1.38% Top=SGMS CCL RCL SBUX TXRH DRI MCD EXPE ….. QSR SEAS DRII QUNR ZOES LOCO DNKN GPRO=Bottom (Leisure)
FINA(105): 1.29% Top=OCN APO HCBK WETF OZRK LEAF HAWK EFX ….. LM AMG BMO TRCO CG LAZ SLM IBKR=Bottom (Banks/Financials)
MANU(48): 1.08% Top=TILE GE JKS MHK WWD SEDG HON AOS ….. TEX ZBRA BDC DCI SPW CFX JOY ATU=Bottom (Manufacturing)
META(21): 1.06% Top=ACI SCCO STLD X TCK CMC CCJ NUE ….. PAAS CNX ABX SWC SLW AEM SLCA NEM=Bottom (Metals & Mining)
REAL(93): 0.91% Top=CBG NSM LPT BEE DEI SNH JLL BMR ….. DDR OFC NRZ TWO WRI WPG HTA CIM=Bottom (Real Estate)
ENER(98): 0.69% Top=WPX SM FANG HLX BCEI PE HFC GEL ….. NBL NBR EXH SU ATW CIE PTEN UPL=Bottom (Energy)
CHEM(34): 0.39% Top=FTK FMC PPG VAL SHW APD IFF CBT ….. WLK ALB MEOH RYAM HUN AXLL OLN CC=Bottom (Chemicals/Fertilizers)

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

Filed under: Market Stats — daytrend @ 12:06 pm

Market Stats at 1:06 pm ET
by daytrend on 20150902. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 999.

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 (20150902 1:06 pm ET)
10.3% of stocks are above yesterday’s high.
46.8% are above yesterday’s midpoint. (53.2% are below.)
11.0% are below yesterday’s low.
78.7% are inside yesterday’s range.
38.2% of stocks with today’s high > yesterday’s high. (61.8% less than).
34.7% of stocks with today’s low < yesterday’s low. (65.3% greater than).

EVIDENCE OF INTRADAY TREND (20150902 1:06 pm ET)
23.1% of stocks are above today’s open. (75.4% are below).
22.8% of stocks are above today’s open and yesterday’s close.
25.0% are below both.
16.2% of stocks opened above yesterday’s high.
97.8% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150902 1:06 pm ET)
3.8% of stocks are in the top 10% of today’s range.
11.7% are in the top 20%.
41.9% are in the top half. 58.1% of stocks are in the bottom half of today’s range.
7.2% are in the bottom 20%.
2.5% are in the bottom 10%.

GAIN (20150902 1:06 pm ET)
74.6% of stocks are above yesterday’s close. (25.4% are below.)
1.3% are up 4.5% or more. 0.8% are down 4.5% or more.
2.1% are up 3.5% or more. 1.5% are down 3.5% or more.
58.3% are between +1% and -1%.

RSI on DAILY (20150902 1:06 pm ET)
2-day: >=95:0.8%…>=90:1.1%…>=80:2.4%…>=50:21.9%…<=20:19.9%…<=10:6.4%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:10.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:8.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150902 1:06 pm ET)
10.3% above previous 1 highs, 11.0% below previous 1 lows
2.0% above previous 2 highs, 9.4% below previous 2 lows
1.7% above previous 3 highs, 8.8% below previous 3 lows
1.7% above previous 4 highs, 6.2% below previous 4 lows
1.7% above previous 5 highs, 3.1% below previous 5 lows
1.7% above previous 6 highs, 2.9% below previous 6 lows
1.7% above previous 7 highs, 1.2% below previous 7 lows
1.1% above previous 8 highs, 1.2% below previous 8 lows
1.0% above previous 9 highs, 1.2% below previous 9 lows
0.8% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150902 1:06 pm ET)
74.6% are above or equal to 9/1 close (1 days ago), 25.4% are below.
7.8% are above or equal to 8/31 close (2 days ago), 92.2% are below.
9.0% are above or equal to 8/28 close (3 days ago), 91.0% are below.
14.8% are above or equal to 8/27 close (4 days ago), 85.2% are below.
48.1% are above or equal to 8/26 close (5 days ago), 51.9% are below.
84.6% are above or equal to 8/25 close (6 days ago), 15.4% are below.
70.7% are above or equal to 8/24 close (7 days ago), 29.3% are below.
29.0% are above or equal to 8/21 close (8 days ago), 71.0% are below.
17.5% are above or equal to 8/20 close (9 days ago), 82.5% are below.
8.5% are above or equal to 8/19 close (10 days ago), 91.5% are below.
5.8% are above or equal to 8/18 close (11 days ago), 94.2% are below.
5.0% are above or equal to 8/17 close (12 days ago), 95.0% are below.
5.8% are above or equal to 8/14 close (13 days ago), 94.2% are below.
6.8% are above or equal to 8/13 close (14 days ago), 93.2% are below.
6.7% are above or equal to 8/12 close (15 days ago), 93.3% are below.
7.6% are above or equal to 8/11 close (16 days ago), 92.4% are below.
7.3% are above or equal to 8/10 close (17 days ago), 92.7% are below.
12.8% are above or equal to 8/7 close (18 days ago), 87.2% are below.
11.5% are above or equal to 8/6 close (19 days ago), 88.5% are below.
11.0% are above or equal to 8/5 close (20 days ago), 89.0% are below.
11.6% are above or equal to 8/4 close (21 days ago), 88.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150902 1:06 pm ET)
20d: 0.5% new highs, 3.9% new lows
21d: 0.5% new highs, 3.9% new lows
42d: 0.4% new highs, 3.8% new lows
63d: 0.2% new highs, 3.6% new lows
126d: 0.1% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150902 1:06 pm ET)
2-day: 74.0% above, 26.0% below
3-day: 21.7% above, 78.3% below
4-day: 11.6% above, 88.4% below
5-day: 11.2% above, 88.8% below
8-day: 40.1% above, 59.9% below
10-day: 29.2% above, 70.8% below
20-day: 10.2% above, 89.8% below
50-day: 10.5% above, 89.5% below
200-day: 22.0% above, 78.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150902 1:06 pm ET)
MATE(36): 1.20% Top=DY HW VMC RYN MTZ MLM FAST BECN ….. WY DAR MAS PWR WCN FLR CVA CSTE=Bottom (Materials & Construction)
TRAN(39): 1.04% Top=HA JBLU ALK AAL VA DAL EXPD CHRW ….. GWR STNG CNI GBX CP TDW GLOG TK=Bottom (Transportation)
INSU(41): 0.96% Top=MBI AGO XL CINF AEL PRU TRV MTG ….. AXS AWH ENH SYA AIG WRB ORI AJG=Bottom (Insurance)
RETA(71): 0.93% Top=TFM BLDR SIG MELI HD CPRT KORS SPLS ….. LL WSM OUTR HIBB PIR DLTR NFLX W=Bottom (Retail & Specialty Retail)
ELEC(56): 0.91% Top=CY SIMO SCTY INTC TSRA NVDA MTSI WAT ….. SNPS JBL MLNX DLB CSIQ SPWR SUNE AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(58): 0.84% Top=HRB ZG BLOX MYGN URI ABCO MMS RHI ….. DV RRD TNET ACM EIGI HMHC ENV SCOR=Bottom (Diversified Services)
CONS(55): 0.82% Top=TUP HAS WHR FBHS LULU COTY CRI PAY ….. PVH WRK MAT BMS CROX COH UFS KS=Bottom (Consumer)
REAL(93): 0.78% Top=NSM BEE CBG SNH GOV BMR BXMT PSA ….. CLI WRI CIM OFC WPG HTA NRZ MPW=Bottom (Real Estate)
LEIS(40): 0.62% Top=WYN MAR MCD SGMS CCL SBUX CMG DRI ….. SHAK ZOES BLMN QSR DNKN QUNR LOCO GPRO=Bottom (Leisure)
HEAL(57): 0.56% Top=LPNT AAC HYH OPK INCR UHS ABMD VAR ….. SPNC NUVA THC WX LH IRWD CYBX SEM=Bottom (Health)
COHW(47): 0.53% Top=WIN CTL GOGO AAPL LVLT COMM SYNA VRSN ….. RCI SSYS BRCD PLCM ANET STX NSR NMBL=Bottom (Computer Hardware/Telecom)
COSW(101): 0.44% Top=WUBA SLH MSFT YELP IMPV TWOU TRIP EQIX ….. GWRE VRNT PTC NTES SINA RHT SPLK VNET=Bottom (Computer Software/Internet)
FINA(105): 0.30% Top=OCN APO EFX PNC CBOE SNV WFC STT ….. TRCO KKR SLM LAZ CG LM FNGN IBKR=Bottom (Banks/Financials)
MANU(48): 0.22% Top=TILE WWD GE MRC CAT HON MHK TEX ….. CMI ZBRA BWXT DCI SPW JKS CFX ATU=Bottom (Manufacturing)
CHEM(33): -0.14% Top=PPG VAL FMC IFF DOW SHW APD POL ….. CF WLK MEOH FTK HUN CC OLN AXLL=Bottom (Chemicals/Fertilizers)
META(21): -0.19% Top=ACI STLD SCCO CMC NUE CCJ X TCK ….. AA CNX ABX AEM SWC NEM SLW SLCA=Bottom (Metals & Mining)
ENER(98): -0.60% Top=HLX NGLS SM DPM FTI INT BCEI VLO ….. HP CIE SU NBR ATW PTEN EXH UPL=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:06 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:28 am

Market Stats at 12:27 pm ET
by daytrend on 20150902. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 999.

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 (20150902 12:27 pm ET)
7.0% of stocks are above yesterday’s high.
33.6% are above yesterday’s midpoint. (66.4% are below.)
17.0% are below yesterday’s low.
76.0% are inside yesterday’s range.
36.9% of stocks with today’s high > yesterday’s high. (63.1% less than).
34.7% of stocks with today’s low < yesterday’s low. (65.3% greater than).

EVIDENCE OF INTRADAY TREND (20150902 12:27 pm ET)
16.1% of stocks are above today’s open. (83.6% are below).
15.8% of stocks are above today’s open and yesterday’s close.
39.5% are below both.
16.2% of stocks opened above yesterday’s high.
97.8% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150902 12:27 pm ET)
2.1% of stocks are in the top 10% of today’s range.
5.2% are in the top 20%.
19.9% are in the top half. 80.1% of stocks are in the bottom half of today’s range.
33.3% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN (20150902 12:27 pm ET)
60.2% of stocks are above yesterday’s close. (39.8% are below.)
0.5% are up 4.5% or more. 1.3% are down 4.5% or more.
1.7% are up 3.5% or more. 2.6% are down 3.5% or more.
68.2% are between +1% and -1%.

RSI on DAILY (20150902 12:27 pm ET)
2-day: >=95:0.5%…>=90:0.9%…>=80:2.1%…>=50:14.7%…<=20:32.5%…<=10:8.9%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:8.0%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:7.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150902 12:27 pm ET)
7.0% above previous 1 highs, 17.0% below previous 1 lows
1.7% above previous 2 highs, 15.7% below previous 2 lows
1.6% above previous 3 highs, 14.2% below previous 3 lows
1.5% above previous 4 highs, 10.5% below previous 4 lows
1.5% above previous 5 highs, 5.0% below previous 5 lows
1.5% above previous 6 highs, 4.4% below previous 6 lows
1.5% above previous 7 highs, 2.0% below previous 7 lows
0.9% above previous 8 highs, 2.0% below previous 8 lows
0.6% above previous 9 highs, 2.0% below previous 9 lows
0.4% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150902 12:27 pm ET)
60.2% are above or equal to 9/1 close (1 days ago), 39.8% are below.
6.6% are above or equal to 8/31 close (2 days ago), 93.4% are below.
6.5% are above or equal to 8/28 close (3 days ago), 93.5% are below.
12.2% are above or equal to 8/27 close (4 days ago), 87.8% are below.
43.3% are above or equal to 8/26 close (5 days ago), 56.7% are below.
82.5% are above or equal to 8/25 close (6 days ago), 17.5% are below.
66.3% are above or equal to 8/24 close (7 days ago), 33.7% are below.
26.8% are above or equal to 8/21 close (8 days ago), 73.2% are below.
14.9% are above or equal to 8/20 close (9 days ago), 85.1% are below.
7.1% are above or equal to 8/19 close (10 days ago), 92.9% are below.
4.6% are above or equal to 8/18 close (11 days ago), 95.4% are below.
4.5% are above or equal to 8/17 close (12 days ago), 95.5% are below.
5.2% are above or equal to 8/14 close (13 days ago), 94.8% are below.
5.8% are above or equal to 8/13 close (14 days ago), 94.2% are below.
5.3% are above or equal to 8/12 close (15 days ago), 94.7% are below.
7.2% are above or equal to 8/11 close (16 days ago), 92.8% are below.
6.4% are above or equal to 8/10 close (17 days ago), 93.6% are below.
11.5% are above or equal to 8/7 close (18 days ago), 88.5% are below.
10.5% are above or equal to 8/6 close (19 days ago), 89.5% are below.
9.8% are above or equal to 8/5 close (20 days ago), 90.2% are below.
10.6% are above or equal to 8/4 close (21 days ago), 89.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150902 12:27 pm ET)
20d: 0.5% new highs, 3.7% new lows
21d: 0.5% new highs, 3.7% new lows
42d: 0.4% new highs, 3.6% new lows
63d: 0.2% new highs, 3.4% new lows
126d: 0.1% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150902 12:27 pm ET)
2-day: 59.2% above, 40.8% below
3-day: 14.2% above, 85.8% below
4-day: 8.4% above, 91.6% below
5-day: 8.0% above, 92.0% below
8-day: 31.7% above, 68.3% below
10-day: 24.9% above, 75.1% below
20-day: 8.1% above, 91.9% below
50-day: 9.9% above, 90.1% below
200-day: 20.9% above, 79.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150902 12:27 pm ET)
TRAN(39): 0.79% Top=HA JBLU ALK AAL DAL VA LUV CHRW ….. GWR TRN CNI GBX CP TK GLOG TDW=Bottom (Transportation)
MATE(36): 0.77% Top=DY FAST RYN VMC HW BECN KBH TOL ….. MTZ MAS CLH PWR WCN FLR CVA CSTE=Bottom (Materials & Construction)
INSU(41): 0.61% Top=MBI AGO CINF XL AEL MTG PRU PRI ….. AFSI CLGX AWH AXS AIG WRB AJG ORI=Bottom (Insurance)
REAL(93): 0.61% Top=BEE SNH CBG GOV LPT BXMT NSM BMR ….. CLI WPG NRZ CIM STWD HTA OHI MPW=Bottom (Real Estate)
RETA(71): 0.50% Top=TFM BLDR SPLS CPRT SIG HD MELI GES ….. AEO LL OUTR HIBB PIR DLTR NFLX W=Bottom (Retail & Specialty Retail)
CONS(55): 0.46% Top=TUP HAS WHR FBHS COTY LULU CRI JAH ….. CROX ICON KS MAT UFS BMS COH WRK=Bottom (Consumer)
DISV(58): 0.45% Top=HRB ZG BLOX MYGN ABCO AAN MMS RHI ….. SBAC RRD TNET EIGI ACM ENV HMHC SCOR=Bottom (Diversified Services)
LEIS(40): 0.43% Top=MAR CCL MCD SGMS WYN SBUX CMG WEN ….. ZOES SEAS SHAK QSR LOCO DNKN QUNR GPRO=Bottom (Leisure)
ELEC(56): 0.40% Top=CY SIMO SCTY INTC NVDA APH TSRA WAT ….. MRVL DLB FSLR CSIQ CAVM SUNE SPWR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(57): 0.33% Top=LPNT OPK HYH INCR AAC UHS ABMD AMSG ….. PRXL LH SPNC CYBX THC BKD IRWD SEM=Bottom (Health)
COHW(47): -0.02% Top=WIN CTL AAPL LVLT BCE T MSI UBNT ….. SMCI RCI PLCM PANW BRCD NSR STX NMBL=Bottom (Computer Hardware/Telecom)
COSW(101): -0.07% Top=WUBA MSFT SLH EQIX EA ATVI RNG TRI ….. DWRE JD RHT SINA NTES VDSI SPLK VNET=Bottom (Computer Software/Internet)
MANU(48): -0.10% Top=TILE WWD MHK GE HON MRC TEX CAT ….. PNR DCI BWXT SPW JKS ATU ZBRA CFX=Bottom (Manufacturing)
FINA(105): -0.10% Top=APO OCN CBOE EFX SNV CME WFC PNC ….. PFG LM AMG PHH SIVB LAZ FNGN IBKR=Bottom (Banks/Financials)
CHEM(33): -0.28% Top=VAL DOW SHW APD PPG FMC IFF ASH ….. WLK GPRE MEOH FTK HUN CC OLN AXLL=Bottom (Chemicals/Fertilizers)
META(21): -0.84% Top=STLD SCCO CMC NUE X FNV PAAS RGLD ….. AA ABX AEM NEM SWC SLW CNX SLCA=Bottom (Metals & Mining)
ENER(98): -1.52% Top=HLX TSO DPM HFC SEMG INT WPZ VLO ….. HP CIE NBR ATW OAS EXH PTEN UPL=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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