daytrend

02/05/2016

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20160205. 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 (20160205 Closing)
6.0% of stocks are above yesterday’s high.
23.1% are above yesterday’s midpoint. (76.9% are below.)
49.0% are below yesterday’s low.
45.0% are inside yesterday’s range.
27.7% of stocks with today’s high > yesterday’s high. (72.3% less than).
63.5% of stocks with today’s low < yesterday’s low. (36.5% greater than).

EVIDENCE OF INTRADAY TREND (20160205 Closing)
20.2% of stocks are above today’s open. (77.6% are below).
13.1% of stocks are above today’s open and yesterday’s close.
76.9% are below both.
2.7% of stocks opened above yesterday’s high.
14.2% of stocks opened above yesterday’s close. (76.6% opened below yesterday’s close).
10.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160205 Closing)
1.8% of stocks are in the top 10% of today’s range.
4.3% are in the top 20%.
20.2% are in the top half. 79.8% of stocks are in the bottom half of today’s range.
51.7% are in the bottom 20%.
28.0% are in the bottom 10%.

GAIN (20160205 Closing)
16.0% of stocks are above yesterday’s close. (84.0% are below.)
1.0% are up 4.5% or more. 19.1% are down 4.5% or more.
1.6% are up 3.5% or more. 29.7% are down 3.5% or more.
24.7% are between +1% and -1%.

RSI on DAILY (20160205 Closing)
2-day: >=95:2.1%…>=90:5.1%…>=80:10.4%…>=50:26.5%…<=20:40.6%…<=10:23.1%…<=5:10.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:34.5%…<=20:2.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:28.4%…<=20:1.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160205 Closing)
6.0% above previous 1 highs, 49.0% below previous 1 lows
5.4% above previous 2 highs, 31.0% below previous 2 lows
4.7% above previous 3 highs, 30.0% below previous 3 lows
3.9% above previous 4 highs, 28.2% below previous 4 lows
3.4% above previous 5 highs, 25.2% below previous 5 lows
3.4% above previous 6 highs, 21.8% below previous 6 lows
3.4% above previous 7 highs, 19.7% below previous 7 lows
3.2% above previous 8 highs, 18.6% below previous 8 lows
3.1% above previous 9 highs, 17.9% below previous 9 lows
3.1% above previous 10 highs, 17.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160205 Closing)
16.0% are above or equal to 2/4 close (1 days ago), 84.0% are below.
34.6% are above or equal to 2/3 close (2 days ago), 65.4% are below.
43.9% are above or equal to 2/2 close (3 days ago), 56.1% are below.
27.9% are above or equal to 2/1 close (4 days ago), 72.1% are below.
26.8% are above or equal to 1/29 close (5 days ago), 73.2% are below.
48.8% are above or equal to 1/28 close (6 days ago), 51.2% are below.
49.4% are above or equal to 1/27 close (7 days ago), 50.6% are below.
45.3% are above or equal to 1/26 close (8 days ago), 54.7% are below.
56.3% are above or equal to 1/25 close (9 days ago), 43.7% are below.
45.8% are above or equal to 1/22 close (10 days ago), 54.2% are below.
57.5% are above or equal to 1/21 close (11 days ago), 42.5% are below.
59.7% are above or equal to 1/20 close (12 days ago), 40.3% are below.
55.5% are above or equal to 1/19 close (13 days ago), 44.5% are below.
50.8% are above or equal to 1/15 close (14 days ago), 49.2% are below.
41.0% are above or equal to 1/14 close (15 days ago), 59.0% are below.
47.7% are above or equal to 1/13 close (16 days ago), 52.3% are below.
36.0% are above or equal to 1/12 close (17 days ago), 64.0% are below.
38.0% are above or equal to 1/11 close (18 days ago), 62.0% are below.
37.1% are above or equal to 1/8 close (19 days ago), 62.9% are below.
31.8% are above or equal to 1/7 close (20 days ago), 68.2% are below.
23.1% are above or equal to 1/6 close (21 days ago), 76.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160205 Closing)
20d: 6.5% new highs, 15.0% new lows
21d: 5.7% new highs, 15.0% new lows
42d: 2.5% new highs, 14.5% new lows
63d: 1.8% new highs, 13.5% new lows
126d: 1.1% new highs, 9.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160205 Closing)
2-day: 13.6% above, 86.4% below
3-day: 24.8% above, 75.2% below
4-day: 32.5% above, 67.5% below
5-day: 30.4% above, 69.6% below
8-day: 35.3% above, 64.7% below
10-day: 39.7% above, 60.3% below
20-day: 43.8% above, 56.2% below
50-day: 19.7% above, 80.3% below
200-day: 15.2% above, 84.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160205 Closing)
META(18): 1.60% Top=PAAS RGLD GG SLW NEM ABX CNX FNV ….. CMC SLCA NUE SCCO TMST AA X STLD=Bottom (Metals & Mining)
INSU(37): -0.44% Top=AON ALL CINF HIG WRB MMC TMK XL ….. AWH MTG MET FNF MBI PRU FAF CLGX=Bottom (Insurance)
MANU(50): -1.02% Top=CFX JOY CMI FLS ATI TKR BGG ETN ….. MHK SEDG AOS MIDD SNA JKS CRS ZBRA=Bottom (Manufacturing)
FINA(107): -1.60% Top=CME CIT APO SLM KKR PFG APAM BX ….. TCBI WAL FRC PVTB PYPL OMF BOFI WETF=Bottom (Banks/Financials)
CHEM(29): -1.70% Top=VAL MOS DD WLK POT PX APD ALB ….. OLN ASH POL AXLL PPG CE HUN PAH=Bottom (Chemicals/Fertilizers)
REAL(105): -1.70% Top=PEB DFT CHSP SHO DLR SNH HT NLY ….. SSS UDR EXR CUBE CBG PCL AIV TREE=Bottom (Real Estate)
MATE(33): -1.86% Top=USG AWI DAR HW EXP VMC FLR PWR ….. SRCL TOL MAS DHI TPH WY BECN DY=Bottom (Materials & Construction)
TRAN(36): -1.89% Top=XPO NSC CHRW TK WERN KNX HTLD EXPD ….. DAL GBX LUV JBLU HA ALK VA SAVE=Bottom (Transportation)
CONS(65): -2.36% Top=EL BMS FOSL PG TUP PKG CL KMB ….. CCK SKX NKE TPX KATE COLM GIII HBI=Bottom (Consumer)
DISV(58): -2.37% Top=RCII G ADT RBA RHI HRB R GMT ….. TMH SERV ALLE MMS AHS ZG SCOR DV=Bottom (Diversified Services)
RETA(67): -2.47% Top=SPLS JWN KSS WSM WMT KMX JCP SBH ….. CST TLRD AEO AMZN MELI NFLX RH OUTR=Bottom (Retail & Specialty Retail)
COHW(47): -3.12% Top=UBNT SYNA VZ T HPQ CTL NTAP LITE ….. WDC EGHT TMUS TDC INFN GIMO NSR PANW=Bottom (Computer Hardware/Telecom)
ENER(91): -3.25% Top=DPM ATW RDC RRC MTDR RIG WES SE ….. PE DK NFX WMB RSPP LPI ETE HES=Bottom (Energy)
ELEC(56): -3.33% Top=SIMO SCTY MSCC APH HIMX JBL SANM DLB ….. AYI AVGO SWKS NVDA FIT NXPI SMTC IPHI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(56): -3.47% Top=MD HYH ESRX XRAY SIRO RMD ACHC HCA ….. CNC MOH GMED NUVA PKI ABMD DXCM NVRO=Bottom (Health)
LEIS(40): -3.99% Top=GPRO PZZA DNKN SEAS MAR DRII LVS SIX ….. EXPE SBUX LQ SONC QUNR BWLD PLAY SHAK=Bottom (Leisure)
COSW(103): -6.14% Top=SYMC XRX IBM CA CSGS SNCR IMS PCTY ….. TEAM DWRE WDAY HDP ZEN SPLK LNKD DATA=Bottom (Computer Software/Internet)

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 @ 3:17 pm

Market Stats at 3:16 pm ET
by daytrend on 20160205. 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 (20160205 3:16 pm ET)
4.7% of stocks are above yesterday’s high.
23.8% are above yesterday’s midpoint. (76.2% are below.)
48.5% are below yesterday’s low.
46.8% are inside yesterday’s range.
27.2% of stocks with today’s high > yesterday’s high. (72.8% less than).
62.0% of stocks with today’s low < yesterday’s low. (38.0% greater than).

EVIDENCE OF INTRADAY TREND (20160205 3:16 pm ET)
20.2% of stocks are above today’s open. (77.5% are below).
12.5% of stocks are above today’s open and yesterday’s close.
76.7% are below both.
2.7% of stocks opened above yesterday’s high.
14.2% of stocks opened above yesterday’s close. (76.6% opened below yesterday’s close).
10.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160205 3:16 pm ET)
2.1% of stocks are in the top 10% of today’s range.
4.4% are in the top 20%.
19.2% are in the top half. 80.8% of stocks are in the bottom half of today’s range.
53.0% are in the bottom 20%.
32.7% are in the bottom 10%.

GAIN (20160205 3:16 pm ET)
15.6% of stocks are above yesterday’s close. (84.4% are below.)
0.9% are up 4.5% or more. 19.5% are down 4.5% or more.
1.4% are up 3.5% or more. 29.0% are down 3.5% or more.
25.9% are between +1% and -1%.

RSI on DAILY (20160205 3:16 pm ET)
2-day: >=95:2.4%…>=90:5.2%…>=80:10.7%…>=50:27.5%…<=20:39.8%…<=10:22.6%…<=5:10.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:34.6%…<=20:2.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:28.7%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160205 3:16 pm ET)
4.7% above previous 1 highs, 48.5% below previous 1 lows
4.4% above previous 2 highs, 29.8% below previous 2 lows
3.9% above previous 3 highs, 28.7% below previous 3 lows
2.7% above previous 4 highs, 27.0% below previous 4 lows
2.5% above previous 5 highs, 24.0% below previous 5 lows
2.5% above previous 6 highs, 20.8% below previous 6 lows
2.5% above previous 7 highs, 19.3% below previous 7 lows
2.4% above previous 8 highs, 18.2% below previous 8 lows
2.4% above previous 9 highs, 17.7% below previous 9 lows
2.4% above previous 10 highs, 17.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160205 3:16 pm ET)
15.6% are above or equal to 2/4 close (1 days ago), 84.4% are below.
35.6% are above or equal to 2/3 close (2 days ago), 64.4% are below.
44.6% are above or equal to 2/2 close (3 days ago), 55.4% are below.
27.4% are above or equal to 2/1 close (4 days ago), 72.6% are below.
27.2% are above or equal to 1/29 close (5 days ago), 72.8% are below.
49.2% are above or equal to 1/28 close (6 days ago), 50.8% are below.
49.6% are above or equal to 1/27 close (7 days ago), 50.4% are below.
46.4% are above or equal to 1/26 close (8 days ago), 53.6% are below.
56.9% are above or equal to 1/25 close (9 days ago), 43.1% are below.
45.9% are above or equal to 1/22 close (10 days ago), 54.1% are below.
57.7% are above or equal to 1/21 close (11 days ago), 42.3% are below.
60.8% are above or equal to 1/20 close (12 days ago), 39.2% are below.
55.4% are above or equal to 1/19 close (13 days ago), 44.6% are below.
50.9% are above or equal to 1/15 close (14 days ago), 49.1% are below.
41.2% are above or equal to 1/14 close (15 days ago), 58.8% are below.
47.1% are above or equal to 1/13 close (16 days ago), 52.9% are below.
36.1% are above or equal to 1/12 close (17 days ago), 63.9% are below.
38.1% are above or equal to 1/11 close (18 days ago), 61.9% are below.
36.7% are above or equal to 1/8 close (19 days ago), 63.3% are below.
31.6% are above or equal to 1/7 close (20 days ago), 68.4% are below.
23.2% are above or equal to 1/6 close (21 days ago), 76.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160205 3:16 pm ET)
20d: 6.0% new highs, 13.9% new lows
21d: 5.2% new highs, 13.9% new lows
42d: 2.1% new highs, 13.5% new lows
63d: 1.5% new highs, 12.6% new lows
126d: 0.8% new highs, 9.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160205 3:16 pm ET)
2-day: 13.3% above, 86.7% below
3-day: 26.1% above, 73.9% below
4-day: 33.7% above, 66.3% below
5-day: 31.1% above, 68.9% below
8-day: 35.2% above, 64.8% below
10-day: 39.7% above, 60.3% below
20-day: 43.8% above, 56.2% below
50-day: 20.1% above, 79.9% below
200-day: 14.9% above, 85.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160205 3:16 pm ET)
META(18): 0.76% Top=PAAS RGLD SLW CNX GG NEM ABX FNV ….. CCJ TMST NUE SCCO SLCA AA STLD X=Bottom (Metals & Mining)
INSU(37): -0.41% Top=AON HIG CINF ALL WRB TMK XL MMC ….. WLTW AIG FAF AWH FNF MET PRU CLGX=Bottom (Insurance)
MANU(50): -0.98% Top=CFX JOY BGG CMI DDD TKR FLS ETN ….. MIDD AOS BWXT JKS SEDG SNA CRS ZBRA=Bottom (Manufacturing)
FINA(107): -1.41% Top=CME KKR SLM CIT PFG APO APAM UBSI ….. WAL ICE PVTB FRC OMF BOFI PYPL WETF=Bottom (Banks/Financials)
REAL(105): -1.49% Top=PEB CHSP SHO DFT DLR DRH RMAX LHO ….. SSS UDR CBG EXR CUBE AIV PCL TREE=Bottom (Real Estate)
CHEM(29): -1.66% Top=VAL MOS DD ALB APD POT PX MON ….. EMN CF IFF AXTA PPG CE HUN PAH=Bottom (Chemicals/Fertilizers)
MATE(33): -1.90% Top=USG DAR HW AWI EXP FLR VMC PWR ….. MAS TOL DHI TPH SRCL WY BECN DY=Bottom (Materials & Construction)
TRAN(36): -1.97% Top=XPO KNX NSC CHRW HTLD WERN TK HUBG ….. AAL LUV DAL JBLU ALK HA VA SAVE=Bottom (Transportation)
CONS(65): -2.34% Top=EL BMS TUP PKG CHD SLGN MFRM PG ….. BLL SKX TPX NKE KATE COLM GIII HBI=Bottom (Consumer)
DISV(58): -2.45% Top=RCII G ADT RBA RHI HRB R GMT ….. ADS ALLE ULTA TMH AHS ZG SCOR DV=Bottom (Diversified Services)
RETA(67): -2.54% Top=SPLS KSS JWN WSM SBH BBBY WFM WMT ….. ASNA RH MELI AMZN AEO W NFLX OUTR=Bottom (Retail & Specialty Retail)
COHW(47): -2.77% Top=UBNT SYNA TDS VZ T CTL HPQ NTAP ….. EGHT WDC TDC TMUS GIMO INFN NSR PANW=Bottom (Computer Hardware/Telecom)
ELEC(56): -3.04% Top=SCTY SIMO MSCC APH SANM TRMB JBL DLB ….. AYI NVDA SWKS FIT AVGO NXPI SMTC IPHI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(56): -3.52% Top=MD RMD XRAY SIRO ESRX HYH HCA VAR ….. NUVA CNC MOH CPHD PKI NVRO ABMD DXCM=Bottom (Health)
ENER(91): -3.66% Top=ATW RDC DPM RRC RIG AR SE MTDR ….. WMB RSPP LPI PE NFX MPLX ETE HES=Bottom (Energy)
LEIS(40): -3.80% Top=GPRO PZZA DNKN MAR SEAS DRII QSR LVS ….. RCL BWLD EXPE SBUX BYD QUNR PLAY SHAK=Bottom (Leisure)
COSW(103): -6.11% Top=SYMC XRX IBM EPAM SNCR NEWR PCTY MTCH ….. DWRE WDAY HDP TEAM ZEN SPLK LNKD DATA=Bottom (Computer Software/Internet)

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 3:16 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:59 pm

Market Stats at 2:59 pm ET
by daytrend on 20160205. 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 (20160205 2:59 pm ET)
4.8% of stocks are above yesterday’s high.
24.6% are above yesterday’s midpoint. (75.4% are below.)
47.6% are below yesterday’s low.
47.6% are inside yesterday’s range.
27.1% of stocks with today’s high > yesterday’s high. (72.9% less than).
60.8% of stocks with today’s low < yesterday’s low. (39.2% greater than).

EVIDENCE OF INTRADAY TREND (20160205 2:59 pm ET)
20.4% of stocks are above today’s open. (77.2% are below).
13.4% of stocks are above today’s open and yesterday’s close.
76.6% are below both.
2.7% of stocks opened above yesterday’s high.
14.2% of stocks opened above yesterday’s close. (76.6% opened below yesterday’s close).
10.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160205 2:59 pm ET)
2.2% of stocks are in the top 10% of today’s range.
4.2% are in the top 20%.
19.8% are in the top half. 80.2% of stocks are in the bottom half of today’s range.
52.0% are in the bottom 20%.
32.6% are in the bottom 10%.

GAIN (20160205 2:59 pm ET)
16.2% of stocks are above yesterday’s close. (83.8% are below.)
0.6% are up 4.5% or more. 18.4% are down 4.5% or more.
1.2% are up 3.5% or more. 26.9% are down 3.5% or more.
26.0% are between +1% and -1%.

RSI on DAILY (20160205 2:59 pm ET)
2-day: >=95:2.2%…>=90:5.3%…>=80:11.2%…>=50:27.6%…<=20:38.8%…<=10:22.2%…<=5:9.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:34.8%…<=20:2.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:29.1%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160205 2:59 pm ET)
4.8% above previous 1 highs, 47.6% below previous 1 lows
4.2% above previous 2 highs, 29.7% below previous 2 lows
3.6% above previous 3 highs, 28.6% below previous 3 lows
2.6% above previous 4 highs, 26.9% below previous 4 lows
2.3% above previous 5 highs, 23.8% below previous 5 lows
2.3% above previous 6 highs, 20.5% below previous 6 lows
2.3% above previous 7 highs, 18.8% below previous 7 lows
2.2% above previous 8 highs, 17.6% below previous 8 lows
2.1% above previous 9 highs, 17.2% below previous 9 lows
2.1% above previous 10 highs, 16.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160205 2:59 pm ET)
16.2% are above or equal to 2/4 close (1 days ago), 83.8% are below.
36.2% are above or equal to 2/3 close (2 days ago), 63.8% are below.
45.6% are above or equal to 2/2 close (3 days ago), 54.4% are below.
27.6% are above or equal to 2/1 close (4 days ago), 72.4% are below.
27.0% are above or equal to 1/29 close (5 days ago), 73.0% are below.
50.3% are above or equal to 1/28 close (6 days ago), 49.7% are below.
49.9% are above or equal to 1/27 close (7 days ago), 50.1% are below.
46.1% are above or equal to 1/26 close (8 days ago), 53.9% are below.
57.4% are above or equal to 1/25 close (9 days ago), 42.6% are below.
45.8% are above or equal to 1/22 close (10 days ago), 54.2% are below.
57.9% are above or equal to 1/21 close (11 days ago), 42.1% are below.
60.9% are above or equal to 1/20 close (12 days ago), 39.1% are below.
55.8% are above or equal to 1/19 close (13 days ago), 44.2% are below.
51.0% are above or equal to 1/15 close (14 days ago), 49.0% are below.
41.3% are above or equal to 1/14 close (15 days ago), 58.7% are below.
47.6% are above or equal to 1/13 close (16 days ago), 52.4% are below.
36.4% are above or equal to 1/12 close (17 days ago), 63.6% are below.
38.0% are above or equal to 1/11 close (18 days ago), 62.0% are below.
37.1% are above or equal to 1/8 close (19 days ago), 62.9% are below.
31.7% are above or equal to 1/7 close (20 days ago), 68.3% are below.
23.2% are above or equal to 1/6 close (21 days ago), 76.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160205 2:59 pm ET)
20d: 6.0% new highs, 13.5% new lows
21d: 5.2% new highs, 13.5% new lows
42d: 2.1% new highs, 13.0% new lows
63d: 1.5% new highs, 12.3% new lows
126d: 0.8% new highs, 8.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160205 2:59 pm ET)
2-day: 14.0% above, 86.0% below
3-day: 25.9% above, 74.1% below
4-day: 33.7% above, 66.3% below
5-day: 32.0% above, 68.0% below
8-day: 35.6% above, 64.4% below
10-day: 40.6% above, 59.4% below
20-day: 44.2% above, 55.8% below
50-day: 20.6% above, 79.4% below
200-day: 15.1% above, 84.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160205 2:59 pm ET)
META(18): 0.41% Top=PAAS RGLD SLW GG CNX NEM ABX FNV ….. CCJ TMST NUE SCCO AA SLCA STLD X=Bottom (Metals & Mining)
INSU(37): -0.38% Top=AON CINF ALL HIG TMK WRB MMC XL ….. VR AIG FAF AWH PRU MET FNF CLGX=Bottom (Insurance)
MANU(50): -0.80% Top=CFX TKR BGG JOY CMI DDD FLS AGCO ….. BWXT SWK AOS AME JKS SNA CRS ZBRA=Bottom (Manufacturing)
FINA(107): -1.42% Top=CME CIT KKR SLM APAM PFG ARCC APO ….. SYF PYPL ICE OMF PVTB BOFI FRC WETF=Bottom (Banks/Financials)
REAL(105): -1.44% Top=PEB DFT SHO CHSP LHO RMAX CONE DLR ….. RLGY UDR CBG EXR CUBE AIV PCL TREE=Bottom (Real Estate)
CHEM(29): -1.65% Top=VAL ALB DD MOS APD MON PX WLK ….. FMC IFF AXTA CF PPG CE HUN PAH=Bottom (Chemicals/Fertilizers)
MATE(33): -1.85% Top=USG DAR HW AWI EXP FLR MTZ FAST ….. TOL TPH MAS DHI SRCL WY DY BECN=Bottom (Materials & Construction)
TRAN(36): -1.98% Top=XPO NSC CHRW KNX HTLD TK BRS HUBG ….. AAL DAL LUV JBLU ALK HA SAVE VA=Bottom (Transportation)
CONS(65): -2.14% Top=EL BMS TUP PKG CHD PG MFRM SLGN ….. UA SKX TPX KATE NKE COLM GIII HBI=Bottom (Consumer)
DISV(58): -2.27% Top=RCII G ADT RBA RHI HRB MAN GMT ….. ALLE ADS ULTA ZG AHS TMH SCOR DV=Bottom (Diversified Services)
RETA(67): -2.35% Top=JWN SPLS KSS WSM SBH DDS LAD BBBY ….. TLRD RH MELI AMZN AEO NFLX W OUTR=Bottom (Retail & Specialty Retail)
COHW(47): -2.66% Top=UBNT SYNA TDS VZ T HPQ CTL SMCI ….. EGHT WDC TDC INFN TMUS GIMO NSR PANW=Bottom (Computer Hardware/Telecom)
ELEC(56): -2.88% Top=SCTY SIMO MSCC APH SANM MCHP DLB HIMX ….. INVN NVDA AVGO SWKS NXPI FIT SMTC IPHI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(56): -3.37% Top=MD ESRX RMD SIRO XRAY ACHC HCA HYH ….. CNC EVHC MOH CPHD PKI NVRO ABMD DXCM=Bottom (Health)
LEIS(40): -3.61% Top=GPRO PZZA DNKN MAR SEAS DRII SIX WEN ….. ARMK RCL SBUX BYD PLAY EXPE QUNR SHAK=Bottom (Leisure)
ENER(91): -3.77% Top=ATW DPM RDC RIG SE AR RRC OII ….. PE NBL MRO LPI ETE NFX MPLX HES=Bottom (Energy)
COSW(103): -6.15% Top=SYMC XRX IBM DBD MTCH PCTY NEWR RNG ….. PAYC TEAM WDAY HDP ZEN SPLK LNKD DATA=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:59 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:04 pm

Market Stats at 2:03 pm ET
by daytrend on 20160205. 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 (20160205 2:03 pm ET)
5.1% of stocks are above yesterday’s high.
26.8% are above yesterday’s midpoint. (73.2% are below.)
42.7% are below yesterday’s low.
52.2% are inside yesterday’s range.
27.2% of stocks with today’s high > yesterday’s high. (72.8% less than).
57.8% of stocks with today’s low < yesterday’s low. (42.2% greater than).

EVIDENCE OF INTRADAY TREND (20160205 2:03 pm ET)
22.5% of stocks are above today’s open. (75.8% are below).
14.3% of stocks are above today’s open and yesterday’s close.
74.2% are below both.
3.2% of stocks opened above yesterday’s high.
14.7% of stocks opened above yesterday’s close. (76.6% opened below yesterday’s close).
10.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160205 2:03 pm ET)
2.0% of stocks are in the top 10% of today’s range.
5.1% are in the top 20%.
23.3% are in the top half. 76.7% of stocks are in the bottom half of today’s range.
47.1% are in the bottom 20%.
30.3% are in the bottom 10%.

GAIN (20160205 2:03 pm ET)
18.2% of stocks are above yesterday’s close. (81.8% are below.)
1.1% are up 4.5% or more. 16.2% are down 4.5% or more.
1.7% are up 3.5% or more. 23.7% are down 3.5% or more.
29.3% are between +1% and -1%.

RSI on DAILY (20160205 2:03 pm ET)
2-day: >=95:2.3%…>=90:6.2%…>=80:12.0%…>=50:30.0%…<=20:36.9%…<=10:20.7%…<=5:9.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:36.9%…<=20:2.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:29.7%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160205 2:03 pm ET)
5.1% above previous 1 highs, 42.7% below previous 1 lows
4.4% above previous 2 highs, 27.0% below previous 2 lows
3.9% above previous 3 highs, 25.8% below previous 3 lows
2.8% above previous 4 highs, 24.3% below previous 4 lows
2.5% above previous 5 highs, 21.6% below previous 5 lows
2.5% above previous 6 highs, 19.0% below previous 6 lows
2.5% above previous 7 highs, 17.6% below previous 7 lows
2.5% above previous 8 highs, 16.8% below previous 8 lows
2.4% above previous 9 highs, 16.4% below previous 9 lows
2.3% above previous 10 highs, 15.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160205 2:03 pm ET)
18.2% are above or equal to 2/4 close (1 days ago), 81.8% are below.
38.6% are above or equal to 2/3 close (2 days ago), 61.4% are below.
47.9% are above or equal to 2/2 close (3 days ago), 52.1% are below.
29.3% are above or equal to 2/1 close (4 days ago), 70.7% are below.
29.0% are above or equal to 1/29 close (5 days ago), 71.0% are below.
50.9% are above or equal to 1/28 close (6 days ago), 49.1% are below.
51.5% are above or equal to 1/27 close (7 days ago), 48.5% are below.
48.5% are above or equal to 1/26 close (8 days ago), 51.5% are below.
59.7% are above or equal to 1/25 close (9 days ago), 40.3% are below.
48.0% are above or equal to 1/22 close (10 days ago), 52.0% are below.
58.9% are above or equal to 1/21 close (11 days ago), 41.1% are below.
62.7% are above or equal to 1/20 close (12 days ago), 37.3% are below.
56.8% are above or equal to 1/19 close (13 days ago), 43.2% are below.
53.2% are above or equal to 1/15 close (14 days ago), 46.8% are below.
42.3% are above or equal to 1/14 close (15 days ago), 57.7% are below.
50.4% are above or equal to 1/13 close (16 days ago), 49.6% are below.
37.1% are above or equal to 1/12 close (17 days ago), 62.9% are below.
39.3% are above or equal to 1/11 close (18 days ago), 60.7% are below.
37.9% are above or equal to 1/8 close (19 days ago), 62.1% are below.
32.4% are above or equal to 1/7 close (20 days ago), 67.6% are below.
24.1% are above or equal to 1/6 close (21 days ago), 75.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160205 2:03 pm ET)
20d: 6.4% new highs, 12.4% new lows
21d: 5.5% new highs, 12.4% new lows
42d: 2.1% new highs, 12.1% new lows
63d: 1.5% new highs, 11.4% new lows
126d: 0.8% new highs, 8.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160205 2:03 pm ET)
2-day: 15.8% above, 84.2% below
3-day: 29.2% above, 70.8% below
4-day: 36.5% above, 63.5% below
5-day: 33.7% above, 66.3% below
8-day: 38.2% above, 61.8% below
10-day: 42.2% above, 57.8% below
20-day: 46.0% above, 54.0% below
50-day: 20.3% above, 79.7% below
200-day: 15.3% above, 84.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160205 2:03 pm ET)
META(18): 0.28% Top=PAAS SLW CNX GG RGLD NEM ABX FNV ….. AA CMC NUE CCJ TMST SCCO STLD X=Bottom (Metals & Mining)
INSU(37): -0.30% Top=AON HIG ALL CINF XL TMK AFSI WRB ….. WLTW AIG AWH PRU FAF MET FNF CLGX=Bottom (Insurance)
MANU(50): -0.72% Top=CFX TKR KMT CMI JOY ETN FLS BGG ….. JKS GE AME ROP SNA AOS ZBRA CRS=Bottom (Manufacturing)
REAL(105): -1.13% Top=PEB SHO DFT LHO CHSP CBL DRH CONE ….. EXR UDR NRF CBG CUBE AIV PCL TREE=Bottom (Real Estate)
TRAN(36): -1.14% Top=BRS XPO CHRW TK HTLD NSC KNX SWFT ….. AAL DAL LUV JBLU SAVE ALK HA VA=Bottom (Transportation)
FINA(108): -1.24% Top=CME KKR APAM CIT SLM JNS PFG EV ….. SYF OMF PVTB BOFI ICE WETF PYPL FRC=Bottom (Banks/Financials)
CHEM(29): -1.41% Top=OLN VAL MOS APD WLK ALB MON DD ….. DOW MEOH IFF PPG CE HUN CF PAH=Bottom (Chemicals/Fertilizers)
CONS(65): -1.48% Top=MFRM EL BMS OI PG CHD KMB TUP ….. TPX SKX NKE KATE UA COLM GIII HBI=Bottom (Consumer)
MATE(33): -1.70% Top=USG DAR HW AWI EXP FLR PWR RYN ….. TOL DHI TPH MAS SRCL WY DY BECN=Bottom (Materials & Construction)
DISV(58): -2.08% Top=ATHN RCII G ADT RHI RBA HRB MAN ….. MMS TMH AHS ULTA ZG SCOR GEO DV=Bottom (Diversified Services)
RETA(67): -2.40% Top=SPLS WSM JWN KSS JCP SBH KMX LAD ….. TLRD RH AMZN MELI AEO NFLX W OUTR=Bottom (Retail & Specialty Retail)
COHW(48): -2.56% Top=UBNT TDS HPQ VZ T CTL VIAV SMCI ….. EGHT OLED TMUS INFN TDC GIMO NSR PANW=Bottom (Computer Hardware/Telecom)
ELEC(56): -2.68% Top=SCTY MSCC SIMO APH SANM TRMB TSL JBL ….. NXPI CAVM FIT INVN SWKS AYI SMTC IPHI=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(91): -2.97% Top=ATW FET DPM RDC RIG RRC OII RES ….. COP NBL NFX PE WMB MPLX ETE HES=Bottom (Energy)
HEAL(56): -2.97% Top=MD RMD HCA ESRX OPK ACHC XRAY SIRO ….. EVHC CNC MOH PKI CPHD ABMD NVRO DXCM=Bottom (Health)
LEIS(40): -3.46% Top=GPRO PZZA DNKN SIX MAR SEAS WEN WYN ….. BWLD SBUX RCL BYD PLAY EXPE QUNR SHAK=Bottom (Leisure)
COSW(103): -5.91% Top=RNG SYMC XRX CSGS IMS NEWR MTCH SNCR ….. N WDAY HDP ZEN TEAM SPLK LNKD DATA=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:03 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

02/04/2016

Filed under: Market Stats — daytrend @ 4:46 pm

Closing Stats
by daytrend on 20160204. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 995.

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 (20160204 Closing)
44.1% of stocks are above yesterday’s high.
76.8% are above yesterday’s midpoint. (23.2% are below.)
6.4% are below yesterday’s low.
49.4% are inside yesterday’s range.
67.0% of stocks with today’s high > yesterday’s high. (33.0% less than).
18.9% of stocks with today’s low < yesterday’s low. (81.1% greater than).

EVIDENCE OF INTRADAY TREND (20160204 Closing)
74.9% of stocks are above today’s open. (24.1% are below).
66.8% of stocks are above today’s open and yesterday’s close.
21.5% are below both.
12.4% of stocks opened above yesterday’s high.
32.4% of stocks opened above yesterday’s close. (63.7% opened below yesterday’s close).
3.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160204 Closing)
13.0% of stocks are in the top 10% of today’s range.
25.3% are in the top 20%.
67.9% are in the top half. 32.1% of stocks are in the bottom half of today’s range.
6.9% are in the bottom 20%.
3.2% are in the bottom 10%.

GAIN (20160204 Closing)
70.6% of stocks are above yesterday’s close. (29.4% are below.)
10.8% are up 4.5% or more. 3.0% are down 4.5% or more.
16.0% are up 3.5% or more. 4.4% are down 3.5% or more.
35.6% are between +1% and -1%.

RSI on DAILY (20160204 Closing)
2-day: >=95:3.4%…>=90:9.4%…>=80:27.9%…>=50:64.5%…<=20:14.1%…<=10:7.2%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:51.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:41.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160204 Closing)
44.1% above previous 1 highs, 6.4% below previous 1 lows
34.1% above previous 2 highs, 6.2% below previous 2 lows
23.2% above previous 3 highs, 5.8% below previous 3 lows
20.5% above previous 4 highs, 5.2% below previous 4 lows
19.7% above previous 5 highs, 4.2% below previous 5 lows
19.0% above previous 6 highs, 3.6% below previous 6 lows
18.5% above previous 7 highs, 3.1% below previous 7 lows
18.1% above previous 8 highs, 2.9% below previous 8 lows
16.8% above previous 9 highs, 2.5% below previous 9 lows
16.7% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160204 Closing)
70.6% are above or equal to 2/3 close (1 days ago), 29.4% are below.
71.5% are above or equal to 2/2 close (2 days ago), 28.5% are below.
41.0% are above or equal to 2/1 close (3 days ago), 59.0% are below.
43.4% are above or equal to 1/29 close (4 days ago), 56.6% are below.
68.6% are above or equal to 1/28 close (5 days ago), 31.4% are below.
67.1% are above or equal to 1/27 close (6 days ago), 32.9% are below.
58.6% are above or equal to 1/26 close (7 days ago), 41.4% are below.
70.7% are above or equal to 1/25 close (8 days ago), 29.3% are below.
57.3% are above or equal to 1/22 close (9 days ago), 42.7% are below.
71.5% are above or equal to 1/21 close (10 days ago), 28.5% are below.
72.6% are above or equal to 1/20 close (11 days ago), 27.4% are below.
67.6% are above or equal to 1/19 close (12 days ago), 32.4% are below.
62.9% are above or equal to 1/15 close (13 days ago), 37.1% are below.
51.4% are above or equal to 1/14 close (14 days ago), 48.6% are below.
56.9% are above or equal to 1/13 close (15 days ago), 43.1% are below.
44.3% are above or equal to 1/12 close (16 days ago), 55.7% are below.
45.8% are above or equal to 1/11 close (17 days ago), 54.2% are below.
44.1% are above or equal to 1/8 close (18 days ago), 55.9% are below.
40.0% are above or equal to 1/7 close (19 days ago), 60.0% are below.
30.9% are above or equal to 1/6 close (20 days ago), 69.1% are below.
24.3% are above or equal to 1/5 close (21 days ago), 75.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160204 Closing)
20d: 15.2% new highs, 4.7% new lows
21d: 12.7% new highs, 4.7% new lows
42d: 5.3% new highs, 4.6% new lows
63d: 3.4% new highs, 4.3% new lows
126d: 2.3% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160204 Closing)
2-day: 69.6% above, 30.4% below
3-day: 71.9% above, 28.1% below
4-day: 59.2% above, 40.8% below
5-day: 54.3% above, 45.7% below
8-day: 62.3% above, 37.7% below
10-day: 62.5% above, 37.5% below
20-day: 56.8% above, 43.2% below
50-day: 25.2% above, 74.8% below
200-day: 19.7% above, 80.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160204 Closing)
META(18): 4.89% Top=RGLD AA X SCCO PAAS TMST GG SLW ….. ABX CNX SLCA FNV CCJ NUE STLD CMC=Bottom (Metals & Mining)
MANU(51): 3.89% Top=CFX ATI CRS JOY MRC KMT DDD SEDG ….. RBC WWD SWK HON MIDD AOS BWXT SNA=Bottom (Manufacturing)
TRAN(34): 3.28% Top=ODFL GBX GWR CP XPO KSU LSTR TRN ….. WAB UPS SWFT HA DAL TK JBLU NAT=Bottom (Transportation)
ELEC(56): 2.06% Top=NXPI HIMX FIT CREE IPHI AMBA CSIQ QRVO ….. LRCX BRKR NVDA QLGC SWKS CAVM WAT SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(33): 1.85% Top=FAST VMC USG MDC MTZ MTH AWI FLR ….. RSG OC TPH DHI CAA DAR RYN SRCL=Bottom (Materials & Construction)
COHW(45): 1.79% Top=TDC LVLT STX SYNA NSR ADTN SSYS CIEN ….. EGHT VZ T UBNT CCI CRAY JNPR MSI=Bottom (Computer Hardware/Telecom)
CHEM(29): 1.51% Top=MEOH MON HUN FMC PAH POT MOS CBT ….. CE PPG DD IFF EMN AXTA ALB GRA=Bottom (Chemicals/Fertilizers)
ENER(92): 1.31% Top=ATW UNT SPN RDC RIG SEMG PTEN NBR ….. ETP RICE MRD PDCE MPC PE CPE COP=Bottom (Energy)
FINA(110): 1.28% Top=LAZ APO AMG JNS WETF ESNT GHL NAVI ….. BOFI WAL SEIC NDAQ OMF CME CBOE ICE=Bottom (Banks/Financials)
LEIS(40): 1.19% Top=BWLD DNKN H SHAK HLT EXPE WEN DRII ….. DRI MCD SIX QUNR PLAY SEAS SBUX GPRO=Bottom (Leisure)
CONS(65): 0.73% Top=MFRM COTY CCK TUP CSL BC OI KS ….. SHOO VFC HBI NKE CLX EPC TPX RL=Bottom (Consumer)
HEAL(59): 0.72% Top=ADPT ABMD OPK CYH THC BKD MOH NVRO ….. PRXL COO CPHD WST BSX BDX FMS MD=Bottom (Health)
DISV(57): 0.65% Top=R WTW CAR GMT RCII AL PRAA FLT ….. MYGN EEFT TMH XRS ULTA MMS DV GEO=Bottom (Diversified Services)
COSW(99): 0.48% Top=GRUB TTWO CDNS RAX YHOO JD N WUBA ….. FB GOOG IT ATVI MANH WBMD GDDY IMPV=Bottom (Computer Software/Internet)
REAL(103): 0.36% Top=TREE LHO HST GLPI DFT PEB DRH RLJ ….. CLI SSS HCP EXR PSA CUBE TWO MAA=Bottom (Real Estate)
INSU(37): -0.06% Top=RDN ALL CINF MTG UNM MMC HIG BRO ….. VR RNR FAF FNF XL LNC MET AWH=Bottom (Insurance)
RETA(67): -0.23% Top=SBH ABG W PAG AN KMX GME MIK ….. BIG TGT DLTR JCP ANF JWN LB KSS=Bottom (Retail & Specialty Retail)

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

Filed under: Market Stats — daytrend @ 2:43 pm

Market Stats at 2:43 pm ET
by daytrend on 20160204. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 993.

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 (20160204 2:43 pm ET)
34.7% of stocks are above yesterday’s high.
70.5% are above yesterday’s midpoint. (29.5% are below.)
8.9% are below yesterday’s low.
56.4% are inside yesterday’s range.
65.5% of stocks with today’s high > yesterday’s high. (34.5% less than).
18.6% of stocks with today’s low < yesterday’s low. (81.4% greater than).

EVIDENCE OF INTRADAY TREND (20160204 2:43 pm ET)
64.8% of stocks are above today’s open. (34.2% are below).
56.1% of stocks are above today’s open and yesterday’s close.
31.2% are below both.
12.2% of stocks opened above yesterday’s high.
32.2% of stocks opened above yesterday’s close. (63.6% opened below yesterday’s close).
3.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160204 2:43 pm ET)
2.4% of stocks are in the top 10% of today’s range.
10.3% are in the top 20%.
45.4% are in the top half. 54.6% of stocks are in the bottom half of today’s range.
24.0% are in the bottom 20%.
13.4% are in the bottom 10%.

GAIN (20160204 2:43 pm ET)
60.6% of stocks are above yesterday’s close. (39.4% are below.)
7.5% are up 4.5% or more. 3.5% are down 4.5% or more.
11.5% are up 3.5% or more. 5.7% are down 3.5% or more.
41.0% are between +1% and -1%.

RSI on DAILY (20160204 2:43 pm ET)
2-day: >=95:2.4%…>=90:7.9%…>=80:21.9%…>=50:54.2%…<=20:19.6%…<=10:9.8%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:45.8%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:37.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160204 2:43 pm ET)
34.7% above previous 1 highs, 8.9% below previous 1 lows
27.6% above previous 2 highs, 8.4% below previous 2 lows
19.4% above previous 3 highs, 7.8% below previous 3 lows
17.2% above previous 4 highs, 7.0% below previous 4 lows
16.7% above previous 5 highs, 5.7% below previous 5 lows
16.1% above previous 6 highs, 4.8% below previous 6 lows
15.8% above previous 7 highs, 3.7% below previous 7 lows
15.0% above previous 8 highs, 3.4% below previous 8 lows
14.2% above previous 9 highs, 3.2% below previous 9 lows
14.1% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160204 2:43 pm ET)
60.6% are above or equal to 2/3 close (1 days ago), 39.4% are below.
64.1% are above or equal to 2/2 close (2 days ago), 35.9% are below.
35.9% are above or equal to 2/1 close (3 days ago), 64.1% are below.
37.6% are above or equal to 1/29 close (4 days ago), 62.4% are below.
64.2% are above or equal to 1/28 close (5 days ago), 35.8% are below.
62.9% are above or equal to 1/27 close (6 days ago), 37.1% are below.
54.7% are above or equal to 1/26 close (7 days ago), 45.3% are below.
67.7% are above or equal to 1/25 close (8 days ago), 32.3% are below.
55.4% are above or equal to 1/22 close (9 days ago), 44.6% are below.
67.7% are above or equal to 1/21 close (10 days ago), 32.3% are below.
69.8% are above or equal to 1/20 close (11 days ago), 30.2% are below.
64.0% are above or equal to 1/19 close (12 days ago), 36.0% are below.
60.4% are above or equal to 1/15 close (13 days ago), 39.6% are below.
48.8% are above or equal to 1/14 close (14 days ago), 51.2% are below.
54.1% are above or equal to 1/13 close (15 days ago), 45.9% are below.
42.0% are above or equal to 1/12 close (16 days ago), 58.0% are below.
43.7% are above or equal to 1/11 close (17 days ago), 56.3% are below.
41.9% are above or equal to 1/8 close (18 days ago), 58.1% are below.
37.9% are above or equal to 1/7 close (19 days ago), 62.1% are below.
28.4% are above or equal to 1/6 close (20 days ago), 71.6% are below.
22.3% are above or equal to 1/5 close (21 days ago), 77.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160204 2:43 pm ET)
20d: 14.8% new highs, 4.5% new lows
21d: 12.3% new highs, 4.5% new lows
42d: 4.9% new highs, 4.4% new lows
63d: 3.2% new highs, 4.1% new lows
126d: 2.1% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160204 2:43 pm ET)
2-day: 59.1% above, 40.9% below
3-day: 62.6% above, 37.4% below
4-day: 51.0% above, 49.0% below
5-day: 44.3% above, 55.7% below
8-day: 54.0% above, 46.0% below
10-day: 56.8% above, 43.2% below
20-day: 53.2% above, 46.8% below
50-day: 23.1% above, 76.9% below
200-day: 18.6% above, 81.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160204 2:43 pm ET)
META(18): 4.68% Top=RGLD X AA PAAS TMST GG NEM AEM ….. SCCO FNV ABX SLCA NUE CCJ CMC STLD=Bottom (Metals & Mining)
MANU(51): 3.29% Top=CFX CRS ATI JOY MRC KMT DDD SEDG ….. EMR SWK RBC HON MIDD AOS BWXT SNA=Bottom (Manufacturing)
TRAN(34): 2.78% Top=GBX ODFL XPO GWR CP KSU UNP TRN ….. UAL UPS SWFT DAL HA TK JBLU NAT=Bottom (Transportation)
MATE(33): 1.43% Top=FAST USG VMC AWI EXP MTZ FLR MDC ….. SRCL RYN LEN DY TPH DHI DAR CAA=Bottom (Materials & Construction)
ELEC(56): 1.32% Top=NXPI AMBA FIT HIMX CREE MU AVGO CSIQ ….. BRKR MTSI NVDA QLGC SWKS CAVM WAT SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(45): 1.21% Top=LVLT TDC STX ADTN SYNA SSYS NSR BBRY ….. UBNT TMUS PANW VZ JNPR T CCI MSI=Bottom (Computer Hardware/Telecom)
CHEM(29): 0.88% Top=MEOH MON HUN POT FMC MOS CBT WLK ….. AXTA ASH PPG EMN IFF OLN ALB GRA=Bottom (Chemicals/Fertilizers)
ENER(91): 0.59% Top=ATW UNT SPN RDC NBR RIG PTEN SEMG ….. LPI PE GPOR MPC PDCE CPE MRD COP=Bottom (Energy)
FINA(109): 0.43% Top=APO LAZ GHL AMG ESNT JNS NAVI RJF ….. SEIC WAL BOFI NDAQ OMF CME CBOE ICE=Bottom (Banks/Financials)
LEIS(40): 0.33% Top=BWLD SHAK H FRGI CHUY DNKN PNRA HLT ….. MCD DRI SIX RCL QUNR SEAS SBUX GPRO=Bottom (Leisure)
REAL(103): 0.28% Top=TREE DFT GLPI LHO PEB HST DRH RLJ ….. LPT SSS EXR HCP PSA TWO CUBE MAA=Bottom (Real Estate)
DISV(57): 0.14% Top=R GMT RCII CAR AL WEX WTW ACM ….. V MYGN XRS TMH ULTA EEFT DV MMS=Bottom (Diversified Services)
HEAL(59): 0.01% Top=ADPT ABMD OPK CYH HYH MOH HTWR BKD ….. PRXL ESRX AMSG BDX CPHD BSX FMS MD=Bottom (Health)
COSW(99): -0.20% Top=GRUB CDNS RAX YHOO JD TTWO DWRE TEAM ….. GOOG IT LC GDDY ATVI MANH WBMD IMPV=Bottom (Computer Software/Internet)
CONS(65): -0.48% Top=COTY CCK CSL TUP BC WHR OI ENR ….. NKE HBI CLX COLM DECK EPC TPX RL=Bottom (Consumer)
INSU(37): -0.78% Top=RDN ALL CINF MMC MTG UNM MBI WLTW ….. VR AFSI FNF FAF XL LNC MET AWH=Bottom (Insurance)
RETA(67): -0.91% Top=SBH ABG AN W PAG GME BABA KMX ….. TGT DLTR BIG ANF JWN JCP LB KSS=Bottom (Retail & Specialty Retail)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:57 pm

Market Stats at 1:57 pm ET
by daytrend on 20160204. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 995.

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 (20160204 1:57 pm ET)
38.5% of stocks are above yesterday’s high.
74.3% are above yesterday’s midpoint. (25.7% are below.)
7.1% are below yesterday’s low.
54.4% are inside yesterday’s range.
65.4% of stocks with today’s high > yesterday’s high. (34.6% less than).
17.5% of stocks with today’s low < yesterday’s low. (82.5% greater than).

EVIDENCE OF INTRADAY TREND (20160204 1:57 pm ET)
69.8% of stocks are above today’s open. (28.9% are below).
60.7% of stocks are above today’s open and yesterday’s close.
25.9% are below both.
12.3% of stocks opened above yesterday’s high.
32.3% of stocks opened above yesterday’s close. (63.6% opened below yesterday’s close).
3.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160204 1:57 pm ET)
5.1% of stocks are in the top 10% of today’s range.
14.7% are in the top 20%.
55.1% are in the top half. 44.9% of stocks are in the bottom half of today’s range.
16.0% are in the bottom 20%.
6.8% are in the bottom 10%.

GAIN (20160204 1:57 pm ET)
65.0% of stocks are above yesterday’s close. (35.0% are below.)
7.7% are up 4.5% or more. 2.7% are down 4.5% or more.
12.4% are up 3.5% or more. 4.2% are down 3.5% or more.
40.7% are between +1% and -1%.

RSI on DAILY (20160204 1:57 pm ET)
2-day: >=95:2.5%…>=90:8.1%…>=80:23.8%…>=50:59.2%…<=20:16.4%…<=10:8.0%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:46.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:38.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160204 1:57 pm ET)
38.5% above previous 1 highs, 7.1% below previous 1 lows
28.8% above previous 2 highs, 6.9% below previous 2 lows
20.5% above previous 3 highs, 6.2% below previous 3 lows
18.1% above previous 4 highs, 5.5% below previous 4 lows
17.5% above previous 5 highs, 4.2% below previous 5 lows
16.9% above previous 6 highs, 3.6% below previous 6 lows
16.4% above previous 7 highs, 2.9% below previous 7 lows
15.9% above previous 8 highs, 2.9% below previous 8 lows
14.8% above previous 9 highs, 2.7% below previous 9 lows
14.6% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160204 1:57 pm ET)
65.0% are above or equal to 2/3 close (1 days ago), 35.0% are below.
67.5% are above or equal to 2/2 close (2 days ago), 32.5% are below.
37.4% are above or equal to 2/1 close (3 days ago), 62.6% are below.
38.3% are above or equal to 1/29 close (4 days ago), 61.7% are below.
66.5% are above or equal to 1/28 close (5 days ago), 33.5% are below.
64.6% are above or equal to 1/27 close (6 days ago), 35.4% are below.
56.4% are above or equal to 1/26 close (7 days ago), 43.6% are below.
69.5% are above or equal to 1/25 close (8 days ago), 30.5% are below.
56.9% are above or equal to 1/22 close (9 days ago), 43.1% are below.
68.9% are above or equal to 1/21 close (10 days ago), 31.1% are below.
71.5% are above or equal to 1/20 close (11 days ago), 28.5% are below.
65.5% are above or equal to 1/19 close (12 days ago), 34.5% are below.
61.5% are above or equal to 1/15 close (13 days ago), 38.5% are below.
50.2% are above or equal to 1/14 close (14 days ago), 49.8% are below.
55.6% are above or equal to 1/13 close (15 days ago), 44.4% are below.
42.5% are above or equal to 1/12 close (16 days ago), 57.5% are below.
44.7% are above or equal to 1/11 close (17 days ago), 55.3% are below.
43.7% are above or equal to 1/8 close (18 days ago), 56.3% are below.
38.6% are above or equal to 1/7 close (19 days ago), 61.4% are below.
29.0% are above or equal to 1/6 close (20 days ago), 71.0% are below.
22.6% are above or equal to 1/5 close (21 days ago), 77.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160204 1:57 pm ET)
20d: 14.8% new highs, 4.2% new lows
21d: 12.3% new highs, 4.2% new lows
42d: 4.9% new highs, 4.1% new lows
63d: 3.2% new highs, 3.8% new lows
126d: 2.1% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160204 1:57 pm ET)
2-day: 63.7% above, 36.3% below
3-day: 67.3% above, 32.7% below
4-day: 53.9% above, 46.1% below
5-day: 48.1% above, 51.9% below
8-day: 56.8% above, 43.2% below
10-day: 58.7% above, 41.3% below
20-day: 55.1% above, 44.9% below
50-day: 24.0% above, 76.0% below
200-day: 19.2% above, 80.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160204 1:57 pm ET)
META(18): 4.94% Top=RGLD AA X GG PAAS AEM TMST NEM ….. SLCA FNV CNX ABX CCJ NUE CMC STLD=Bottom (Metals & Mining)
MANU(51): 3.57% Top=CFX ATI CRS JOY KMT DDD SEDG MRC ….. DHR RS SWK MIDD HON AOS BWXT SNA=Bottom (Manufacturing)
TRAN(34): 3.04% Top=XPO GBX ODFL GWR CP UNP KSU HTLD ….. ALK UPS SWFT DAL HA TK JBLU NAT=Bottom (Transportation)
MATE(33): 1.81% Top=FAST VMC USG MTZ AWI MDC EXP FLR ….. DAR SRCL RSG RYN DHI TPH OC CAA=Bottom (Materials & Construction)
ELEC(56): 1.53% Top=AMBA NXPI HIMX CREE CSIQ MU FIT SANM ….. NVDA LRCX BRKR SWKS QLGC WAT CAVM SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(45): 1.48% Top=LVLT TDC STX ADTN SSYS SYNA WDC ARRS ….. PANW AAPL EGHT JNPR CCI VZ MSI T=Bottom (Computer Hardware/Telecom)
CHEM(29): 1.02% Top=MEOH MON HUN FMC POT PAH MOS WLK ….. AGU ASH IFF DD PPG OLN ALB GRA=Bottom (Chemicals/Fertilizers)
ENER(92): 0.93% Top=ATW SPN UNT RIG NBR RDC PTEN SEMG ….. PE LPI ETE MPC CPE PDCE MRD COP=Bottom (Energy)
LEIS(40): 0.66% Top=BWLD SHAK H FRGI CHUY DRII EXPE PNRA ….. MCD PLAY SIX SBUX QUNR SEAS RCL GPRO=Bottom (Leisure)
FINA(110): 0.53% Top=APO LAZ AMG JNS GHL ESNT NAVI RJF ….. PVTB WAL SEIC OMF NDAQ CME CBOE ICE=Bottom (Banks/Financials)
DISV(57): 0.44% Top=R GMT RCII CAR WTW AL ACM PRAA ….. MYGN V XRS TMH ULTA DV EEFT MMS=Bottom (Diversified Services)
REAL(103): 0.41% Top=DFT GLPI LHO TREE CBG SLG HST BXP ….. CONE HCP PSA EXR SSS CUBE TWO MAA=Bottom (Real Estate)
COSW(99): 0.26% Top=GRUB CDNS YHOO JD RAX TTWO N DWRE ….. CTSH GOOG GDDY NTCT ATVI WBMD MANH IMPV=Bottom (Computer Software/Internet)
HEAL(59): 0.10% Top=ADPT ABMD OPK HYH CYH GMED HLS MOH ….. ANTM ACHC AMSG BDX CPHD BSX FMS MD=Bottom (Health)
CONS(65): -0.14% Top=COTY CCK CSL BC TUP OI WHR MAT ….. SHOO NKE CLX COLM DECK EPC TPX RL=Bottom (Consumer)
INSU(37): -0.51% Top=RDN ALL CINF MMC MTG HIG BRO UNM ….. AFSI FAF CLGX RNR XL LNC MET AWH=Bottom (Insurance)
RETA(67): -0.63% Top=SBH AN GME PAG BABA ABG MELI BID ….. DLTR ANF TGT BIG JCP JWN LB KSS=Bottom (Retail & Specialty Retail)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:57 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:32 am

Market Stats at 11:31 am ET
by daytrend on 20160204. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 994.

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 (20160204 11:31 am ET)
38.5% of stocks are above yesterday’s high.
74.9% are above yesterday’s midpoint. (25.1% are below.)
6.0% are below yesterday’s low.
55.4% are inside yesterday’s range.
63.1% of stocks with today’s high > yesterday’s high. (36.9% less than).
15.2% of stocks with today’s low < yesterday’s low. (84.8% greater than).

EVIDENCE OF INTRADAY TREND (20160204 11:31 am ET)
71.0% of stocks are above today’s open. (28.0% are below).
61.2% of stocks are above today’s open and yesterday’s close.
23.8% are below both.
12.2% of stocks opened above yesterday’s high.
32.2% of stocks opened above yesterday’s close. (63.7% opened below yesterday’s close).
3.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160204 11:31 am ET)
4.9% of stocks are in the top 10% of today’s range.
13.9% are in the top 20%.
56.9% are in the top half. 43.1% of stocks are in the bottom half of today’s range.
14.6% are in the bottom 20%.
8.8% are in the bottom 10%.

GAIN (20160204 11:31 am ET)
66.9% of stocks are above yesterday’s close. (33.1% are below.)
8.0% are up 4.5% or more. 2.3% are down 4.5% or more.
12.3% are up 3.5% or more. 3.6% are down 3.5% or more.
40.6% are between +1% and -1%.

RSI on DAILY (20160204 11:31 am ET)
2-day: >=95:2.5%…>=90:8.7%…>=80:24.2%…>=50:59.9%…<=20:16.0%…<=10:7.1%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:47.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:38.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160204 11:31 am ET)
38.5% above previous 1 highs, 6.0% below previous 1 lows
30.1% above previous 2 highs, 5.8% below previous 2 lows
20.9% above previous 3 highs, 5.4% below previous 3 lows
17.9% above previous 4 highs, 5.1% below previous 4 lows
17.1% above previous 5 highs, 3.5% below previous 5 lows
16.8% above previous 6 highs, 3.2% below previous 6 lows
16.2% above previous 7 highs, 2.9% below previous 7 lows
16.0% above previous 8 highs, 2.6% below previous 8 lows
14.9% above previous 9 highs, 2.5% below previous 9 lows
14.8% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160204 11:31 am ET)
66.9% are above or equal to 2/3 close (1 days ago), 33.1% are below.
68.1% are above or equal to 2/2 close (2 days ago), 31.9% are below.
38.1% are above or equal to 2/1 close (3 days ago), 61.9% are below.
37.7% are above or equal to 1/29 close (4 days ago), 62.3% are below.
67.0% are above or equal to 1/28 close (5 days ago), 33.0% are below.
66.3% are above or equal to 1/27 close (6 days ago), 33.7% are below.
57.3% are above or equal to 1/26 close (7 days ago), 42.7% are below.
69.7% are above or equal to 1/25 close (8 days ago), 30.3% are below.
56.4% are above or equal to 1/22 close (9 days ago), 43.6% are below.
69.5% are above or equal to 1/21 close (10 days ago), 30.5% are below.
71.2% are above or equal to 1/20 close (11 days ago), 28.8% are below.
66.4% are above or equal to 1/19 close (12 days ago), 33.6% are below.
61.5% are above or equal to 1/15 close (13 days ago), 38.5% are below.
50.5% are above or equal to 1/14 close (14 days ago), 49.5% are below.
56.5% are above or equal to 1/13 close (15 days ago), 43.5% are below.
43.7% are above or equal to 1/12 close (16 days ago), 56.3% are below.
45.4% are above or equal to 1/11 close (17 days ago), 54.6% are below.
44.3% are above or equal to 1/8 close (18 days ago), 55.7% are below.
38.4% are above or equal to 1/7 close (19 days ago), 61.6% are below.
28.5% are above or equal to 1/6 close (20 days ago), 71.5% are below.
22.4% are above or equal to 1/5 close (21 days ago), 77.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160204 11:31 am ET)
20d: 13.3% new highs, 3.6% new lows
21d: 11.1% new highs, 3.6% new lows
42d: 4.1% new highs, 3.6% new lows
63d: 2.6% new highs, 3.2% new lows
126d: 1.6% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160204 11:31 am ET)
2-day: 65.6% above, 34.4% below
3-day: 68.0% above, 32.0% below
4-day: 54.2% above, 45.8% below
5-day: 48.7% above, 51.3% below
8-day: 57.9% above, 42.1% below
10-day: 58.9% above, 41.1% below
20-day: 54.9% above, 45.1% below
50-day: 23.8% above, 76.2% below
200-day: 19.3% above, 80.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160204 11:31 am ET)
META(18): 5.71% Top=RGLD TMST AA X PAAS GG NEM AEM ….. SCCO CNX SLCA FNV CMC STLD NUE CCJ=Bottom (Metals & Mining)
MANU(51): 3.86% Top=CFX CRS ATI KMT SEDG JOY FLS ITT ….. DHR WWD HON MIDD TEX AOS BWXT SNA=Bottom (Manufacturing)
TRAN(34): 2.81% Top=XPO GBX ODFL CP GWR HTLD TRN KSU ….. SWFT UAL LUV TK DAL JBLU HA NAT=Bottom (Transportation)
MATE(33): 1.97% Top=FAST VMC AWI MTZ MDC USG HW MLM ….. RYN CAA SRCL MTH DHI WM RSG OC=Bottom (Materials & Construction)
ELEC(56): 1.42% Top=AMBA NXPI CREE MU CSIQ SPWR SANM FIT ….. MCHP MLNX WAT CRUS ISIL SWKS MTSI SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(45): 1.40% Top=TDC STX LVLT WDC ADTN SSYS LXK ARRS ….. CCI OLED JNPR VRSN T PANW KN VZ=Bottom (Computer Hardware/Telecom)
FINA(110): 1.22% Top=LAZ APO AMG WDR CFR GHL ESNT NAVI ….. PYPL NYCB BOFI SEIC CME NDAQ CBOE ICE=Bottom (Banks/Financials)
CHEM(29): 0.98% Top=MEOH FMC MON HUN PAH MOS POT CBT ….. VAL AGU EMN PPG SHW CF ALB GRA=Bottom (Chemicals/Fertilizers)
ENER(91): 0.74% Top=ATW SPN UNT NBR SEMG RDC PTEN SM ….. CPE ETP PDCE LPI GPOR COP ETE MRD=Bottom (Energy)
DISV(57): 0.58% Top=R GMT RCII AL PRAA ACM URI MAN ….. PAYX TMH VNTV V SERV XRS ULTA MMS=Bottom (Diversified Services)
REAL(103): 0.56% Top=DFT LHO CBL DRH PEB HST RLJ BXP ….. HCP GPT PSA SSS CUBE EXR TWO MAA=Bottom (Real Estate)
COSW(99): 0.22% Top=GRUB CDNS WUBA JD CVLT DWRE YHOO FEYE ….. GDDY CTSH IT EA MANH ATVI WBMD IMPV=Bottom (Computer Software/Internet)
CONS(65): -0.02% Top=COTY CSL CCK OI TUP ENR PBI KS ….. VFC NKE HBI SKX CLX EPC TPX RL=Bottom (Consumer)
LEIS(40): -0.06% Top=BWLD CHUY SHAK FRGI CMG H PNRA DRII ….. SIX MCD SEAS SONC SBUX YUM RCL GPRO=Bottom (Leisure)
HEAL(59): -0.17% Top=ADPT ABMD HYH GMED CYH A MOH VAR ….. EVHC UHS ZLTQ BDX ACHC FMS BSX MD=Bottom (Health)
INSU(37): -0.34% Top=RDN ALL UNM MTG CINF MMC HIG WLTW ….. VR FAF CLGX AFSI XL LNC MET AWH=Bottom (Insurance)
RETA(67): -0.71% Top=SBH ABG AN W LL BID SPLS KMX ….. FIVE TSCO PLCE DLTR JCP LB JWN KSS=Bottom (Retail & Specialty Retail)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:31 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:18 am

Market Stats at 10:17 am ET
by daytrend on 20160204. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 996.

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 (20160204 10:17 am ET)
47.8% of stocks are above yesterday’s high.
81.5% are above yesterday’s midpoint. (18.5% are below.)
4.5% are below yesterday’s low.
47.7% are inside yesterday’s range.
54.8% of stocks with today’s high > yesterday’s high. (45.2% less than).
14.5% of stocks with today’s low < yesterday’s low. (85.5% greater than).

EVIDENCE OF INTRADAY TREND (20160204 10:17 am ET)
83.6% of stocks are above today’s open. (15.3% are below).
73.8% of stocks are above today’s open and yesterday’s close.
12.1% are below both.
12.2% of stocks opened above yesterday’s high.
32.2% of stocks opened above yesterday’s close. (63.6% opened below yesterday’s close).
3.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160204 10:17 am ET)
52.2% of stocks are in the top 10% of today’s range.
69.3% are in the top 20%.
89.4% are in the top half. 10.6% of stocks are in the bottom half of today’s range.
1.6% are in the bottom 20%.
0.6% are in the bottom 10%.

GAIN (20160204 10:17 am ET)
78.4% of stocks are above yesterday’s close. (21.6% are below.)
10.1% are up 4.5% or more. 1.1% are down 4.5% or more.
16.6% are up 3.5% or more. 1.7% are down 3.5% or more.
36.1% are between +1% and -1%.

RSI on DAILY (20160204 10:17 am ET)
2-day: >=95:3.6%…>=90:10.0%…>=80:29.5%…>=50:70.2%…<=20:11.4%…<=10:4.8%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:53.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:42.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160204 10:17 am ET)
47.8% above previous 1 highs, 4.5% below previous 1 lows
36.6% above previous 2 highs, 4.1% below previous 2 lows
25.8% above previous 3 highs, 3.8% below previous 3 lows
22.4% above previous 4 highs, 3.6% below previous 4 lows
21.5% above previous 5 highs, 2.3% below previous 5 lows
21.0% above previous 6 highs, 2.2% below previous 6 lows
20.1% above previous 7 highs, 2.1% below previous 7 lows
19.6% above previous 8 highs, 2.0% below previous 8 lows
18.3% above previous 9 highs, 1.9% below previous 9 lows
18.1% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160204 10:17 am ET)
78.4% are above or equal to 2/3 close (1 days ago), 21.6% are below.
73.4% are above or equal to 2/2 close (2 days ago), 26.6% are below.
43.5% are above or equal to 2/1 close (3 days ago), 56.5% are below.
44.4% are above or equal to 1/29 close (4 days ago), 55.6% are below.
73.1% are above or equal to 1/28 close (5 days ago), 26.9% are below.
70.1% are above or equal to 1/27 close (6 days ago), 29.9% are below.
61.8% are above or equal to 1/26 close (7 days ago), 38.2% are below.
72.5% are above or equal to 1/25 close (8 days ago), 27.5% are below.
60.2% are above or equal to 1/22 close (9 days ago), 39.8% are below.
73.1% are above or equal to 1/21 close (10 days ago), 26.9% are below.
73.4% are above or equal to 1/20 close (11 days ago), 26.6% are below.
69.8% are above or equal to 1/19 close (12 days ago), 30.2% are below.
64.9% are above or equal to 1/15 close (13 days ago), 35.1% are below.
54.0% are above or equal to 1/14 close (14 days ago), 46.0% are below.
59.2% are above or equal to 1/13 close (15 days ago), 40.8% are below.
45.3% are above or equal to 1/12 close (16 days ago), 54.7% are below.
48.7% are above or equal to 1/11 close (17 days ago), 51.3% are below.
46.9% are above or equal to 1/8 close (18 days ago), 53.1% are below.
41.0% are above or equal to 1/7 close (19 days ago), 59.0% are below.
31.9% are above or equal to 1/6 close (20 days ago), 68.1% are below.
25.2% are above or equal to 1/5 close (21 days ago), 74.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160204 10:17 am ET)
20d: 10.7% new highs, 3.4% new lows
21d: 9.1% new highs, 3.4% new lows
42d: 3.4% new highs, 3.4% new lows
63d: 1.9% new highs, 3.0% new lows
126d: 1.3% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160204 10:17 am ET)
2-day: 77.1% above, 22.9% below
3-day: 76.5% above, 23.5% below
4-day: 63.7% above, 36.3% below
5-day: 57.8% above, 42.2% below
8-day: 65.2% above, 34.8% below
10-day: 64.2% above, 35.8% below
20-day: 59.8% above, 40.2% below
50-day: 26.0% above, 74.0% below
200-day: 19.8% above, 80.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160204 10:17 am ET)
META(18): 6.75% Top=X TMST RGLD CNX AA SLCA GG NEM ….. SLW AEM ABX FNV CMC STLD NUE CCJ=Bottom (Metals & Mining)
MANU(51): 4.09% Top=ATI CRS CFX KMT DDD JOY TKR MRC ….. GNRC OSIS MIDD DHR TEX HON BWXT SNA=Bottom (Manufacturing)
TRAN(34): 3.13% Top=XPO CP GBX GWR ODFL KSU TRN HTLD ….. LUV AAL UPS UAL DAL HA JBLU NAT=Bottom (Transportation)
ENER(92): 2.77% Top=ATW SM SPN UNT SEMG RDC OAS PTEN ….. ETP COG PDCE MMP COP MDU DPM MUSA=Bottom (Energy)
MATE(33): 2.69% Top=FAST MTZ USG VMC EXP KBH HW AWI ….. RYN BIN WCN SRCL WM RSG OC DAR=Bottom (Materials & Construction)
CHEM(29): 2.46% Top=HUN MEOH PAH FMC CBT MON OLN WLK ….. CF PPG AXTA VAL DD SHW ALB GRA=Bottom (Chemicals/Fertilizers)
ELEC(56): 1.98% Top=AMBA MU NXPI CREE CSIQ SANM FIT IDTI ….. ISIL SIMO WAT CAVM MTSI BRKR MCHP CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(110): 1.91% Top=LAZ AMG NAVI CFR SLM STT APO BAC ….. NDAQ ARCC BOFI WU SEIC CME CBOE ICE=Bottom (Banks/Financials)
COHW(46): 1.82% Top=TDC STX LVLT ADTN WDC SSYS LXK BBRY ….. T MSI BRCD CCI VRSN EGHT VZ PANW=Bottom (Computer Hardware/Telecom)
DISV(57): 1.16% Top=R URI GMT WTW ACM AL KBR CAR ….. YY PCLN EEFT V SERV ULTA XRS MMS=Bottom (Diversified Services)
COSW(99): 0.68% Top=GRUB CDNS TTWO WUBA JD YELP XRX TEAM ….. PAYC WBMD FB EA MANH HDP IT IMPV=Bottom (Computer Software/Internet)
HEAL(59): 0.61% Top=ABMD ADPT CYH HYH THC INCR BKD DXCM ….. ANTM WST ZLTQ AMSG BDX MD BSX FMS=Bottom (Health)
REAL(103): 0.50% Top=DRH HST DFT PEB LHO RLJ SHO RLGY ….. SSS CONE CUBE MAC ELS HCP TWO MAA=Bottom (Real Estate)
INSU(37): 0.42% Top=RDN ALL MTG MBI UNM MMC WLTW AGO ….. VR LNC AFSI ORI FAF XL MET AWH=Bottom (Insurance)
LEIS(40): 0.39% Top=BWLD DRII MGM SHAK WYNN H WEN LQ ….. YUM PZZA JACK SONC MCD SBUX RCL GPRO=Bottom (Leisure)
CONS(65): 0.28% Top=COTY OI CSL ENR CCK FBHS KS UFS ….. NKE PVH COLM GIII VFC SKX TPX RL=Bottom (Consumer)
RETA(67): -0.08% Top=ABG SBH W AN LL PAG OUTR GNC ….. M TGT JWN NFLX PLCE LB BIG KSS=Bottom (Retail & Specialty Retail)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:17 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:48 am

Market Stats at 9:47 am ET
by daytrend on 20160204. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 993.

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 (20160204 9:47 am ET)
27.2% of stocks are above yesterday’s high.
64.5% are above yesterday’s midpoint. (35.5% are below.)
8.5% are below yesterday’s low.
64.4% are inside yesterday’s range.
40.9% of stocks with today’s high > yesterday’s high. (59.1% less than).
13.8% of stocks with today’s low < yesterday’s low. (86.2% greater than).

EVIDENCE OF INTRADAY TREND (20160204 9:47 am ET)
54.0% of stocks are above today’s open. (44.2% are below).
43.6% of stocks are above today’s open and yesterday’s close.
39.3% are below both.
12.3% of stocks opened above yesterday’s high.
32.3% of stocks opened above yesterday’s close. (63.7% opened below yesterday’s close).
3.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160204 9:47 am ET)
8.5% of stocks are in the top 10% of today’s range.
17.7% are in the top 20%.
48.1% are in the top half. 51.9% of stocks are in the bottom half of today’s range.
22.3% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN (20160204 9:47 am ET)
50.1% of stocks are above yesterday’s close. (49.9% are below.)
3.7% are up 4.5% or more. 1.8% are down 4.5% or more.
5.7% are up 3.5% or more. 3.4% are down 3.5% or more.
56.9% are between +1% and -1%.

RSI on DAILY (20160204 9:47 am ET)
2-day: >=95:1.8%…>=90:5.5%…>=80:16.2%…>=50:46.0%…<=20:24.2%…<=10:12.2%…<=5:3.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:43.5%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:35.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160204 9:47 am ET)
27.2% above previous 1 highs, 8.5% below previous 1 lows
22.6% above previous 2 highs, 7.4% below previous 2 lows
15.2% above previous 3 highs, 6.4% below previous 3 lows
12.9% above previous 4 highs, 5.5% below previous 4 lows
12.1% above previous 5 highs, 3.9% below previous 5 lows
11.6% above previous 6 highs, 3.5% below previous 6 lows
11.4% above previous 7 highs, 3.1% below previous 7 lows
11.2% above previous 8 highs, 2.9% below previous 8 lows
10.7% above previous 9 highs, 2.9% below previous 9 lows
10.5% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160204 9:47 am ET)
50.1% are above or equal to 2/3 close (1 days ago), 49.9% are below.
59.6% are above or equal to 2/2 close (2 days ago), 40.4% are below.
31.5% are above or equal to 2/1 close (3 days ago), 68.5% are below.
30.5% are above or equal to 1/29 close (4 days ago), 69.5% are below.
63.2% are above or equal to 1/28 close (5 days ago), 36.8% are below.
60.7% are above or equal to 1/27 close (6 days ago), 39.3% are below.
52.5% are above or equal to 1/26 close (7 days ago), 47.5% are below.
65.3% are above or equal to 1/25 close (8 days ago), 34.7% are below.
52.8% are above or equal to 1/22 close (9 days ago), 47.2% are below.
65.8% are above or equal to 1/21 close (10 days ago), 34.2% are below.
67.6% are above or equal to 1/20 close (11 days ago), 32.4% are below.
62.9% are above or equal to 1/19 close (12 days ago), 37.1% are below.
59.0% are above or equal to 1/15 close (13 days ago), 41.0% are below.
46.9% are above or equal to 1/14 close (14 days ago), 53.1% are below.
53.6% are above or equal to 1/13 close (15 days ago), 46.4% are below.
41.0% are above or equal to 1/12 close (16 days ago), 59.0% are below.
44.1% are above or equal to 1/11 close (17 days ago), 55.9% are below.
42.5% are above or equal to 1/8 close (18 days ago), 57.5% are below.
37.2% are above or equal to 1/7 close (19 days ago), 62.8% are below.
27.3% are above or equal to 1/6 close (20 days ago), 72.7% are below.
22.0% are above or equal to 1/5 close (21 days ago), 78.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160204 9:47 am ET)
20d: 9.1% new highs, 3.0% new lows
21d: 7.2% new highs, 3.0% new lows
42d: 2.8% new highs, 3.0% new lows
63d: 1.2% new highs, 2.7% new lows
126d: 0.8% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160204 9:47 am ET)
2-day: 48.5% above, 51.5% below
3-day: 56.1% above, 43.9% below
4-day: 42.3% above, 57.7% below
5-day: 36.9% above, 63.1% below
8-day: 49.6% above, 50.4% below
10-day: 52.9% above, 47.1% below
20-day: 50.2% above, 49.8% below
50-day: 22.9% above, 77.1% below
200-day: 18.9% above, 81.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160204 9:47 am ET)
META(18): 4.19% Top=TMST X AA GG CNX NEM RGLD SLCA ….. AEM FNV SCCO CMC ABX STLD NUE CCJ=Bottom (Metals & Mining)
MANU(51): 2.13% Top=CFX CRS ATI SEDG KMT MRC JOY AGCO ….. JKS ZBRA BWXT DHR MIDD HON GE SNA=Bottom (Manufacturing)
TRAN(34): 1.78% Top=GWR CP ODFL HTLD GBX KSU WERN TRN ….. UPS UAL DAL WAB HA AAL JBLU NAT=Bottom (Transportation)
MATE(33): 1.31% Top=FAST VMC MTZ MLM EXP KBH PWR DY ….. LEN WY SRCL DHI RSG DAR WM CVA=Bottom (Materials & Construction)
ENER(91): 0.71% Top=ATW CRR UNT SPN RDC RES NBR PTEN ….. MDU MUSA MMP DPM ETE MPLX ETP COP=Bottom (Energy)
FINA(109): 0.61% Top=APO CFR AMG STT TCBI CMA HBHC ESNT ….. BEN NYCB SEIC FII BX CBOE WDR ICE=Bottom (Banks/Financials)
CHEM(29): 0.59% Top=MEOH HUN FMC PAH CBT MOS MON POT ….. APD IFF POL AXTA PPG AXLL SHW GRA=Bottom (Chemicals/Fertilizers)
COHW(45): 0.39% Top=TDC LVLT ADTN STX BCE NTAP WDC LXK ….. PLT CCI MSI AAPL VRSN INFN OLED PANW=Bottom (Computer Hardware/Telecom)
ELEC(56): 0.25% Top=AMBA NXPI CREE MU SANM VSH HIMX IDTI ….. SWKS MTSI ISIL CRUS SCTY BRKR CAVM MCHP=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(37): -0.17% Top=RDN ALL CINF MMC MTG TMK WLTW AGO ….. FAF ORI PRU XL AFSI LNC MET AWH=Bottom (Insurance)
DISV(57): -0.27% Top=R GMT RHI ACM KBR PRAA JEC RRD ….. ULTA XRS YY TMH PCLN ZG MMS GEO=Bottom (Diversified Services)
CONS(65): -0.33% Top=MFRM COTY CSL ENR WHR CCK OI UFS ….. PVH COLM EPC DECK VFC SKX TPX RL=Bottom (Consumer)
COSW(99): -0.38% Top=GRUB TTWO CDNS WUBA XRX IBM JD TEAM ….. HDP CTSH CSOD FB GOOG MANH IT IMPV=Bottom (Computer Software/Internet)
REAL(103): -0.54% Top=DFT RLJ LHO BXP HST RLGY CHSP DRH ….. ELS CBL MAC CONE NRF HCP TWO MAA=Bottom (Real Estate)
HEAL(59): -0.78% Top=ABMD HYH CYH THC ADPT TMO DXCM VAR ….. BDX AMSG ACHC CPHD ANTM BSX FMS MD=Bottom (Health)
LEIS(40): -1.08% Top=BWLD DRII WEN H WYN CCL HLT EAT ….. PLAY SEAS WYNN SBUX DNKN RCL QUNR GPRO=Bottom (Leisure)
RETA(67): -1.41% Top=SBH ABG W OUTR LL AN BID BBBY ….. SFM BIG TLRD LB M TGT JWN KSS=Bottom (Retail & Specialty Retail)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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