daytrend

08/30/2016

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

Closing Stats
by daytrend on 20160830. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 856.

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 (20160830 Closing)
24.3% of stocks are above yesterday’s high.
54.8% are above yesterday’s midpoint. (45.2% are below.)
21.7% are below yesterday’s low.
54.0% are inside yesterday’s range.
53.3% of stocks with today’s high > yesterday’s high. (46.7% less than).
45.1% of stocks with today’s low < yesterday’s low. (54.9% greater than).

EVIDENCE OF INTRADAY TREND (20160830 Closing)
42.9% of stocks are above today’s open. (55.5% are below).
39.4% of stocks are above today’s open and yesterday’s close.
48.7% are below both.
11.3% of stocks opened above yesterday’s high.
56.8% of stocks opened above yesterday’s close. (37.9% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160830 Closing)
15.5% of stocks are in the top 10% of today’s range.
23.0% are in the top 20%.
47.7% are in the top half. 52.3% of stocks are in the bottom half of today’s range.
18.8% are in the bottom 20%.
5.6% are in the bottom 10%.

GAIN (20160830 Closing)
48.0% of stocks are above yesterday’s close. (52.0% are below.)
1.3% are up 4.5% or more. 2.0% are down 4.5% or more.
1.4% are up 3.5% or more. 3.5% are down 3.5% or more.
67.2% are between +1% and -1%.

RSI on DAILY (20160830 Closing)
2-day: >=95:12.0%…>=90:20.8%…>=80:32.4%…>=50:56.5%…<=20:16.2%…<=10:8.6%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:5.3%…>=50:59.6%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:64.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160830 Closing)
24.3% above previous 1 highs, 21.7% below previous 1 lows
19.3% above previous 2 highs, 13.7% below previous 2 lows
18.3% above previous 3 highs, 12.0% below previous 3 lows
16.2% above previous 4 highs, 11.2% below previous 4 lows
15.4% above previous 5 highs, 11.0% below previous 5 lows
15.1% above previous 6 highs, 10.2% below previous 6 lows
14.6% above previous 7 highs, 9.3% below previous 7 lows
14.1% above previous 8 highs, 8.3% below previous 8 lows
14.0% above previous 9 highs, 7.8% below previous 9 lows
12.7% above previous 10 highs, 7.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160830 Closing)
48.0% are above or equal to 8/29 close (1 days ago), 52.0% are below.
67.9% are above or equal to 8/26 close (2 days ago), 32.1% are below.
58.8% are above or equal to 8/25 close (3 days ago), 41.2% are below.
59.6% are above or equal to 8/24 close (4 days ago), 40.4% are below.
46.7% are above or equal to 8/23 close (5 days ago), 53.3% are below.
56.9% are above or equal to 8/22 close (6 days ago), 43.1% are below.
54.9% are above or equal to 8/19 close (7 days ago), 45.1% are below.
55.7% are above or equal to 8/18 close (8 days ago), 44.3% are below.
60.6% are above or equal to 8/17 close (9 days ago), 39.4% are below.
58.5% are above or equal to 8/16 close (10 days ago), 41.5% are below.
48.4% are above or equal to 8/15 close (11 days ago), 51.6% are below.
55.6% are above or equal to 8/12 close (12 days ago), 44.4% are below.
57.0% are above or equal to 8/11 close (13 days ago), 43.0% are below.
62.5% are above or equal to 8/10 close (14 days ago), 37.5% are below.
59.0% are above or equal to 8/9 close (15 days ago), 41.0% are below.
58.9% are above or equal to 8/8 close (16 days ago), 41.1% are below.
60.4% are above or equal to 8/5 close (17 days ago), 39.6% are below.
67.2% are above or equal to 8/4 close (18 days ago), 32.8% are below.
67.8% are above or equal to 8/3 close (19 days ago), 32.2% are below.
69.7% are above or equal to 8/2 close (20 days ago), 30.3% are below.
61.6% are above or equal to 8/1 close (21 days ago), 38.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160830 Closing)
20d: 18.3% new highs, 6.7% new lows
21d: 17.9% new highs, 6.5% new lows
42d: 15.1% new highs, 3.3% new lows
63d: 11.9% new highs, 1.4% new lows
126d: 9.5% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160830 Closing)
2-day: 46.3% above, 53.7% below
3-day: 58.6% above, 41.4% below
4-day: 59.9% above, 40.1% below
5-day: 59.9% above, 40.1% below
8-day: 55.8% above, 44.2% below
10-day: 57.8% above, 42.2% below
20-day: 59.7% above, 40.3% below
50-day: 67.5% above, 32.5% below
200-day: 76.6% above, 23.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160830 Closing)
CHEM(27): 1.32% Top=POT MOS AGU CF WLK MEOH HUN CC ….. DOW PPG DD GRA FTK ALB OLN CE=Bottom (Chemicals/Fertilizers)
TRAN(27): 1.01% Top=UAL NAT AAL JBLU LUV HA DAL WAB ….. KEX KNX JBHT FDX UNP SWFT CNI KSU=Bottom (Transportation)
FINA(80): 0.91% Top=MS LPLA BAC WFC VOYA ISBC NYCB WETF ….. PVTB BX AXP MTB BMO PYPL YRD BOFI=Bottom (Banks/Financials)
INSU(28): 0.60% Top=MET LNC UNM HIG AFSI PRU CNO AGO ….. BRO WLTW CINF TRV AJG AON MMC FNF=Bottom (Insurance)
ELEC(51): 0.20% Top=CY OCLR CAVM FIT IPHI SPWR AMBA FSLR ….. MU AMD BRKR SWKS LRCX ISIL GRMN SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(50): 0.15% Top=RBA AHS FDC R AL YY ADS MCO ….. CAR ALLE KBR HRB JEC ULTA CXW GEO=Bottom (Diversified Services)
COHW(42): 0.14% Top=GIMO SYNA ZAYO PANW FNSR ACIA INFN LVLT ….. AAPL NMBL CRAY BCE CCOI SSYS TMUS S=Bottom (Computer Hardware/Telecom)
REAL(88): 0.05% Top=LGIH SNH GPT CUZ PEI NRF SC CLNY ….. CONE MAC STOR PSA COR AMH O DLR=Bottom (Real Estate)
COSW(88): 0.03% Top=CMCM TEAM ATHM WDAY FTNT VNET MTCH VIPS ….. ZEN NTES VMW FEYE SPLK IMPV WB VEEV=Bottom (Computer Software/Internet)
HEAL(51): -0.04% Top=CNC CYH HCA MD ANTM LPNT HLS STE ….. DGX ABT A BAX CPHD HWAY PKI PRAH=Bottom (Health)
MATE(26): -0.06% Top=TOL SUM LEN KBH CAA PHM DHI WY ….. WM VMC WCN FAST PWR EXP FLR USG=Bottom (Materials & Construction)
ENER(86): -0.28% Top=CWEI CVI TSO WNR REN WPZ WPX DK ….. SPN ECA MUR RDC PTEN WLL MTDR MRO=Bottom (Energy)
LEIS(34): -0.34% Top=FRGI ARMK PLAY CCL EAT MGM RCL LVS ….. HLT BYD MAR DNKN SIX BWLD CMG ZOES=Bottom (Leisure)
MANU(32): -0.39% Top=SEDG ENS SWK KMT AGCO CMI ROP GE ….. DHR ROK ETN DDD PNR RS DE ATI=Bottom (Manufacturing)
CONS(53): -0.81% Top=KS VSTO PBI BMS HAS PAY BERY PKG ….. HBI LULU RL CRI VFC FOSL WWW GIII=Bottom (Consumer)
RETA(67): -1.25% Top=BLDR PAG STMP BABA EBAY CORE GNC FINL ….. BKE DDS GPS GES CHS ASNA DSW ANF=Bottom (Retail & Specialty Retail)
META(26): -3.58% Top=SLCA CCJ CNX STLD AA FMSA SCCO NUE ….. TAHO SWC GG ABX NEM SSRI AG CDE=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 @ 2:09 pm

Market Stats at 3:09 pm ET
by daytrend on 20160830. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 856.

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 (20160830 3:09 pm ET)
20.2% of stocks are above yesterday’s high.
49.9% are above yesterday’s midpoint. (50.1% are below.)
26.4% are below yesterday’s low.
53.4% are inside yesterday’s range.
51.2% of stocks with today’s high > yesterday’s high. (48.8% less than).
44.7% of stocks with today’s low < yesterday’s low. (55.3% greater than).

EVIDENCE OF INTRADAY TREND (20160830 3:09 pm ET)
38.3% of stocks are above today’s open. (60.2% are below).
34.9% of stocks are above today’s open and yesterday’s close.
53.5% are below both.
11.3% of stocks opened above yesterday’s high.
56.8% of stocks opened above yesterday’s close. (37.9% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160830 3:09 pm ET)
10.9% of stocks are in the top 10% of today’s range.
17.1% are in the top 20%.
39.1% are in the top half. 60.9% of stocks are in the bottom half of today’s range.
29.7% are in the bottom 20%.
11.0% are in the bottom 10%.

GAIN (20160830 3:09 pm ET)
43.2% of stocks are above yesterday’s close. (56.8% are below.)
1.2% are up 4.5% or more. 2.1% are down 4.5% or more.
1.4% are up 3.5% or more. 3.4% are down 3.5% or more.
67.8% are between +1% and -1%.

RSI on DAILY (20160830 3:09 pm ET)
2-day: >=95:11.1%…>=90:18.6%…>=80:28.3%…>=50:51.4%…<=20:18.1%…<=10:8.9%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.9%…>=50:58.6%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:62.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160830 3:09 pm ET)
20.2% above previous 1 highs, 26.4% below previous 1 lows
15.5% above previous 2 highs, 14.8% below previous 2 lows
14.7% above previous 3 highs, 12.5% below previous 3 lows
13.0% above previous 4 highs, 11.8% below previous 4 lows
12.5% above previous 5 highs, 11.4% below previous 5 lows
12.3% above previous 6 highs, 10.5% below previous 6 lows
11.9% above previous 7 highs, 9.5% below previous 7 lows
11.7% above previous 8 highs, 8.5% below previous 8 lows
11.2% above previous 9 highs, 7.7% below previous 9 lows
10.4% above previous 10 highs, 7.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160830 3:09 pm ET)
43.2% are above or equal to 8/29 close (1 days ago), 56.8% are below.
63.3% are above or equal to 8/26 close (2 days ago), 36.7% are below.
55.8% are above or equal to 8/25 close (3 days ago), 44.2% are below.
56.8% are above or equal to 8/24 close (4 days ago), 43.2% are below.
44.2% are above or equal to 8/23 close (5 days ago), 55.8% are below.
53.5% are above or equal to 8/22 close (6 days ago), 46.5% are below.
53.4% are above or equal to 8/19 close (7 days ago), 46.6% are below.
53.3% are above or equal to 8/18 close (8 days ago), 46.7% are below.
60.0% are above or equal to 8/17 close (9 days ago), 40.0% are below.
57.2% are above or equal to 8/16 close (10 days ago), 42.8% are below.
47.5% are above or equal to 8/15 close (11 days ago), 52.5% are below.
55.6% are above or equal to 8/12 close (12 days ago), 44.4% are below.
56.7% are above or equal to 8/11 close (13 days ago), 43.3% are below.
61.7% are above or equal to 8/10 close (14 days ago), 38.3% are below.
58.2% are above or equal to 8/9 close (15 days ago), 41.8% are below.
57.4% are above or equal to 8/8 close (16 days ago), 42.6% are below.
58.6% are above or equal to 8/5 close (17 days ago), 41.4% are below.
66.7% are above or equal to 8/4 close (18 days ago), 33.3% are below.
67.1% are above or equal to 8/3 close (19 days ago), 32.9% are below.
69.2% are above or equal to 8/2 close (20 days ago), 30.8% are below.
61.2% are above or equal to 8/1 close (21 days ago), 38.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160830 3:09 pm ET)
20d: 17.3% new highs, 6.5% new lows
21d: 16.8% new highs, 6.4% new lows
42d: 14.3% new highs, 3.2% new lows
63d: 11.2% new highs, 1.4% new lows
126d: 8.8% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160830 3:09 pm ET)
2-day: 42.2% above, 57.8% below
3-day: 54.8% above, 45.2% below
4-day: 54.4% above, 45.6% below
5-day: 54.4% above, 45.6% below
8-day: 52.5% above, 47.5% below
10-day: 54.6% above, 45.4% below
20-day: 57.7% above, 42.3% below
50-day: 67.3% above, 32.7% below
200-day: 76.3% above, 23.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160830 3:09 pm ET)
CHEM(27): 1.16% Top=POT MOS AGU CF WLK HUN MEOH CHMT ….. MON DD PPG GRA FTK ALB OLN CE=Bottom (Chemicals/Fertilizers)
TRAN(27): 0.87% Top=UAL NAT AAL JBLU LUV DAL HA WAB ….. EXPD NSC TRN JBHT UNP SWFT CNI KSU=Bottom (Transportation)
FINA(80): 0.75% Top=BAC WFC MS VOYA LPLA BKU FITB NYCB ….. PVTB BMO AXP BX PYPL MTB YRD BOFI=Bottom (Banks/Financials)
INSU(28): 0.52% Top=MET LNC AFSI UNM HIG PRU CNO MTG ….. BRO FAF CINF L AJG AON MMC FNF=Bottom (Insurance)
DISV(50): 0.04% Top=RBA FDC AHS AL R YY MCO VNTV ….. ALLE CAR HRB HMSY JEC ULTA CXW GEO=Bottom (Diversified Services)
ELEC(51): 0.01% Top=CY CAVM OCLR FIT IPHI SPWR AMBA FLEX ….. BRKR GRMN ISIL LRCX MU SWKS AMD SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): 0.00% Top=GIMO SYNA ACIA ZAYO PANW INFN FNSR LVLT ….. CRAY BBRY BCE SSYS CCOI BRCD TMUS S=Bottom (Computer Hardware/Telecom)
REAL(88): -0.15% Top=LGIH SNH NRF SC CUZ CBL CLNY PEI ….. LHO PSA AMH CONE MAC COR O DLR=Bottom (Real Estate)
HEAL(51): -0.16% Top=CNC HCA MD ANTM STJ DXCM LPNT INCR ….. A RMD DGX BAX PKI NVRO CPHD HWAY=Bottom (Health)
COSW(88): -0.17% Top=CMCM TEAM ATHM FTNT VNET WDAY MTCH XRX ….. LOCK HPE NTES SPLK FEYE IMPV VEEV WB=Bottom (Computer Software/Internet)
MATE(26): -0.19% Top=TOL KBH DHI PHM LEN TPH CAA SUM ….. VMC DAR PWR FAST MTZ FLR EXP USG=Bottom (Materials & Construction)
ENER(86): -0.31% Top=CWEI CVI WNR TSO CRC WPZ WPX PE ….. MTDR SEMG PTEN WLL MUR RDC SGY MRO=Bottom (Energy)
LEIS(34): -0.40% Top=FRGI ARMK PLAY WEN CCL SHAK MGM EAT ….. WYNN MAR HLT SIX BWLD BYD CMG ZOES=Bottom (Leisure)
MANU(32): -0.50% Top=SEDG ENS SWK KMT AGCO CMI ROP GE ….. ETN ZBRA DDD ROK PNR RS DE ATI=Bottom (Manufacturing)
CONS(53): -0.99% Top=KS VSTO PAY BMS PBI HAS PKG BERY ….. LULU RL CRI KATE VFC FOSL WWW GIII=Bottom (Consumer)
RETA(67): -1.35% Top=BLDR PAG BBBY EBAY BABA STMP CORE HIBB ….. BIG CHS DDS GPS GES ASNA DSW ANF=Bottom (Retail & Specialty Retail)
META(26): -3.59% Top=CCJ CNX SLCA AA SCCO STLD FMSA NUE ….. TAHO SLW GG ABX NEM SSRI AG CDE=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 3:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 1:01 pm ET
by daytrend on 20160830. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 856.

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 (20160830 1:01 pm ET)
19.9% of stocks are above yesterday’s high.
49.3% are above yesterday’s midpoint. (50.7% are below.)
23.0% are below yesterday’s low.
57.1% are inside yesterday’s range.
49.6% of stocks with today’s high > yesterday’s high. (50.4% less than).
37.4% of stocks with today’s low < yesterday’s low. (62.6% greater than).

EVIDENCE OF INTRADAY TREND (20160830 1:01 pm ET)
38.2% of stocks are above today’s open. (61.0% are below).
34.7% of stocks are above today’s open and yesterday’s close.
53.0% are below both.
11.3% of stocks opened above yesterday’s high.
56.8% of stocks opened above yesterday’s close. (37.9% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160830 1:01 pm ET)
4.2% of stocks are in the top 10% of today’s range.
12.6% are in the top 20%.
35.6% are in the top half. 64.4% of stocks are in the bottom half of today’s range.
35.5% are in the bottom 20%.
23.5% are in the bottom 10%.

GAIN (20160830 1:01 pm ET)
43.7% of stocks are above yesterday’s close. (56.3% 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. 1.8% are down 3.5% or more.
73.2% are between +1% and -1%.

RSI on DAILY (20160830 1:01 pm ET)
2-day: >=95:11.0%…>=90:17.8%…>=80:26.5%…>=50:51.6%…<=20:15.1%…<=10:7.6%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.7%…>=50:58.4%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:63.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160830 1:01 pm ET)
19.9% above previous 1 highs, 23.0% below previous 1 lows
14.3% above previous 2 highs, 11.7% below previous 2 lows
13.7% above previous 3 highs, 9.5% below previous 3 lows
12.0% above previous 4 highs, 8.9% below previous 4 lows
11.2% above previous 5 highs, 8.5% below previous 5 lows
10.5% above previous 6 highs, 7.8% below previous 6 lows
10.2% above previous 7 highs, 7.1% below previous 7 lows
9.9% above previous 8 highs, 6.3% below previous 8 lows
9.7% above previous 9 highs, 5.4% below previous 9 lows
8.8% above previous 10 highs, 5.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160830 1:01 pm ET)
43.7% are above or equal to 8/29 close (1 days ago), 56.3% are below.
65.2% are above or equal to 8/26 close (2 days ago), 34.8% are below.
57.7% are above or equal to 8/25 close (3 days ago), 42.3% are below.
58.6% are above or equal to 8/24 close (4 days ago), 41.4% are below.
44.4% are above or equal to 8/23 close (5 days ago), 55.6% are below.
54.7% are above or equal to 8/22 close (6 days ago), 45.3% are below.
54.1% are above or equal to 8/19 close (7 days ago), 45.9% are below.
53.4% are above or equal to 8/18 close (8 days ago), 46.6% are below.
59.5% are above or equal to 8/17 close (9 days ago), 40.5% are below.
57.1% are above or equal to 8/16 close (10 days ago), 42.9% are below.
47.3% are above or equal to 8/15 close (11 days ago), 52.7% are below.
55.4% are above or equal to 8/12 close (12 days ago), 44.6% are below.
56.7% are above or equal to 8/11 close (13 days ago), 43.3% are below.
61.0% are above or equal to 8/10 close (14 days ago), 39.0% are below.
57.7% are above or equal to 8/9 close (15 days ago), 42.3% are below.
57.7% are above or equal to 8/8 close (16 days ago), 42.3% are below.
59.0% are above or equal to 8/5 close (17 days ago), 41.0% are below.
66.8% are above or equal to 8/4 close (18 days ago), 33.2% are below.
67.1% are above or equal to 8/3 close (19 days ago), 32.9% are below.
69.0% are above or equal to 8/2 close (20 days ago), 31.0% are below.
61.7% are above or equal to 8/1 close (21 days ago), 38.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160830 1:01 pm ET)
20d: 17.1% new highs, 4.8% new lows
21d: 16.6% new highs, 4.7% new lows
42d: 13.9% new highs, 2.5% new lows
63d: 11.0% new highs, 0.9% new lows
126d: 8.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160830 1:01 pm ET)
2-day: 42.3% above, 57.7% below
3-day: 56.0% above, 44.0% below
4-day: 56.5% above, 43.5% below
5-day: 57.5% above, 42.5% below
8-day: 53.3% above, 46.7% below
10-day: 55.0% above, 45.0% below
20-day: 58.1% above, 41.9% below
50-day: 66.8% above, 33.2% below
200-day: 76.9% above, 23.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160830 1:01 pm ET)
CHEM(27): 1.34% Top=POT MOS AGU CF HUN WLK MEOH GPRE ….. SHW DD FTK GRA PPG OLN ALB CE=Bottom (Chemicals/Fertilizers)
TRAN(27): 1.03% Top=UAL NAT AAL JBLU HA LUV DAL ALK ….. WERN TRN XPO JBHT UNP CNI SWFT KSU=Bottom (Transportation)
FINA(80): 0.56% Top=NAVI BAC WFC MS VOYA NYCB EWBC LPLA ….. EFX PYPL CME WETF NDAQ MTB YRD BOFI=Bottom (Banks/Financials)
COHW(42): 0.24% Top=GIMO SYNA ACIA INFN PANW ZAYO FNSR VIAV ….. BCE SSYS CTL VZ AAPL S CCOI TMUS=Bottom (Computer Hardware/Telecom)
INSU(28): 0.22% Top=MET LNC UNM CNO PRU AFSI XL TMK ….. TRV AJG CINF BRO FAF AON MMC FNF=Bottom (Insurance)
ELEC(51): 0.15% Top=FIT OCLR CAVM IPHI SPWR NPTN AMBA CY ….. GRMN LRCX ISIL SWKS BRKR AMD MU SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(50): -0.04% Top=RBA FDC YY AL R MCO AHS VNTV ….. HMSY ALLE INFO HRB JEC ULTA CXW GEO=Bottom (Diversified Services)
COSW(88): -0.06% Top=CMCM MTCH ATHM FTNT VNET TEAM WDAY BIDU ….. LOCK SPLK NTES FEYE HPE VEEV WB IMPV=Bottom (Computer Software/Internet)
MATE(26): -0.19% Top=TOL KBH DAR DY DHI LEN PHM CAA ….. MLM OC RSG FAST WM VMC EXP USG=Bottom (Materials & Construction)
HEAL(51): -0.22% Top=STJ OPK MD PODD ANTM HCA LPNT HLS ….. VWR DGX BAX PRAH RMD HWAY NVRO CPHD=Bottom (Health)
ENER(86): -0.26% Top=CVI WNR SM TSO PE AR CRC CWEI ….. SWN DVN PTEN SEMG SGY SN RDC MRO=Bottom (Energy)
LEIS(34): -0.29% Top=FRGI WEN ARMK PLAY SONC CCL SHAK BLMN ….. SIX HLT TXRH BYD DNKN BWLD CMG ZOES=Bottom (Leisure)
MANU(32): -0.31% Top=SEDG AGCO ENS SWK TEX KMT CMI GE ….. AME DDD ETN DE PNR ROK RS ATI=Bottom (Manufacturing)
REAL(88): -0.31% Top=LGIH NRF CUZ CLNY RLGY CSAL PEI PEB ….. PPS COR DLR MAC MAA PSA AMH O=Bottom (Real Estate)
CONS(53): -0.71% Top=KS PAY VSTO GT PBI BERY BMS HAS ….. RL CRI KATE VFC LULU FOSL WWW GIII=Bottom (Consumer)
RETA(67): -1.23% Top=BLDR PAG BABA EBAY CORE STMP BBBY HIBB ….. JWN GPS CHS DDS GES ASNA DSW ANF=Bottom (Retail & Specialty Retail)
META(26): -2.33% Top=CNX CCJ SLCA STLD FMSA AA SCCO NUE ….. CDE FCX SWC ABX GG NEM SSRI AG=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 1:01 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/29/2016

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

Closing Stats
by daytrend on 20160829. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 860.

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 (20160829 Closing)
19.4% of stocks are above yesterday’s high.
63.5% are above yesterday’s midpoint. (36.5% are below.)
3.8% are below yesterday’s low.
76.7% are inside yesterday’s range.
40.1% of stocks with today’s high > yesterday’s high. (59.9% less than).
19.0% of stocks with today’s low < yesterday’s low. (81.0% greater than).

EVIDENCE OF INTRADAY TREND (20160829 Closing)
75.6% of stocks are above today’s open. (22.6% are below).
72.0% of stocks are above today’s open and yesterday’s close.
15.9% are below both.
3.5% of stocks opened above yesterday’s high.
55.6% of stocks opened above yesterday’s close. (37.0% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160829 Closing)
8.8% of stocks are in the top 10% of today’s range.
20.0% are in the top 20%.
61.5% are in the top half. 38.5% of stocks are in the bottom half of today’s range.
13.3% are in the bottom 20%.
5.6% are in the bottom 10%.

GAIN (20160829 Closing)
80.0% of stocks are above yesterday’s close. (20.0% are below.)
1.5% are up 4.5% or more. 0.0% are down 4.5% or more.
2.1% are up 3.5% or more. 0.1% are down 3.5% or more.
67.3% are between +1% and -1%.

RSI on DAILY (20160829 Closing)
2-day: >=95:8.8%…>=90:16.7%…>=80:31.4%…>=50:70.0%…<=20:11.3%…<=10:5.0%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.0%…>=50:62.4%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:65.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160829 Closing)
19.4% above previous 1 highs, 3.8% below previous 1 lows
17.0% above previous 2 highs, 2.6% below previous 2 lows
13.6% above previous 3 highs, 2.3% below previous 3 lows
12.2% above previous 4 highs, 2.2% below previous 4 lows
11.6% above previous 5 highs, 1.9% below previous 5 lows
11.3% above previous 6 highs, 1.5% below previous 6 lows
11.0% above previous 7 highs, 1.3% below previous 7 lows
10.9% above previous 8 highs, 1.0% below previous 8 lows
10.6% above previous 9 highs, 1.0% below previous 9 lows
10.1% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160829 Closing)
80.0% are above or equal to 8/26 close (1 days ago), 20.0% are below.
64.8% are above or equal to 8/25 close (2 days ago), 35.2% are below.
65.9% are above or equal to 8/24 close (3 days ago), 34.1% are below.
47.1% are above or equal to 8/23 close (4 days ago), 52.9% are below.
56.0% are above or equal to 8/22 close (5 days ago), 44.0% are below.
55.6% are above or equal to 8/19 close (6 days ago), 44.4% are below.
55.1% are above or equal to 8/18 close (7 days ago), 44.9% are below.
63.0% are above or equal to 8/17 close (8 days ago), 37.0% are below.
59.1% are above or equal to 8/16 close (9 days ago), 40.9% are below.
48.6% are above or equal to 8/15 close (10 days ago), 51.4% are below.
57.3% are above or equal to 8/12 close (11 days ago), 42.7% are below.
57.3% are above or equal to 8/11 close (12 days ago), 42.7% are below.
62.7% are above or equal to 8/10 close (13 days ago), 37.3% are below.
60.1% are above or equal to 8/9 close (14 days ago), 39.9% are below.
59.5% are above or equal to 8/8 close (15 days ago), 40.5% are below.
61.0% are above or equal to 8/5 close (16 days ago), 39.0% are below.
66.9% are above or equal to 8/4 close (17 days ago), 33.1% are below.
67.3% are above or equal to 8/3 close (18 days ago), 32.7% are below.
69.2% are above or equal to 8/2 close (19 days ago), 30.8% are below.
62.0% are above or equal to 8/1 close (20 days ago), 38.0% are below.
59.9% are above or equal to 7/29 close (21 days ago), 40.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160829 Closing)
20d: 16.6% new highs, 2.1% new lows
21d: 16.4% new highs, 2.1% new lows
42d: 13.4% new highs, 0.9% new lows
63d: 10.7% new highs, 0.3% new lows
126d: 10.0% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160829 Closing)
2-day: 78.7% above, 21.3% below
3-day: 72.8% above, 27.2% below
4-day: 69.7% above, 30.3% below
5-day: 61.6% above, 38.4% below
8-day: 57.4% above, 42.6% below
10-day: 58.7% above, 41.3% below
20-day: 62.7% above, 37.3% below
50-day: 68.5% above, 31.5% below
200-day: 77.2% above, 22.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160829 Closing)
META(27): 1.98% Top=TCK FMSA CLF SWC CENX AA NEM GG ….. SLW ABX FCX CCJ AG FNV SCCO SSRI=Bottom (Metals & Mining)
CHEM(27): 1.38% Top=CC CF HUN KRA MEOH PPG OLN FTK ….. AGU UNVR AXTA PX SHW MON WLK POT=Bottom (Chemicals/Fertilizers)
HEAL(51): 1.06% Top=CYH MD THC HWAY BKD EVHC AMSG ZLTQ ….. HRC MOH AET HOLX CNC NVRO ANTM RMD=Bottom (Health)
REAL(89): 1.04% Top=CBL CSAL ESRT DOC LPT SC VTR AIV ….. NLY LHO NNN AMH RLJ DRH EDR AGNC=Bottom (Real Estate)
INSU(28): 0.99% Top=CNO CINF MET BRO PRU LNC AFL AON ….. L WLTW MTG AIG ALL AGO AFSI CLGX=Bottom (Insurance)
MATE(27): 0.97% Top=USG USCR DY WY DAR OC SRCL EXP ….. KBH PWR RSG FLR CAA PHM DHI TPH=Bottom (Materials & Construction)
MANU(34): 0.89% Top=ATI PNR TEX IR AGCO MRC RS ZBRA ….. DOV TTC CFX DDD EMR GNRC KMT ENS=Bottom (Manufacturing)
COHW(41): 0.80% Top=ACIA ARRS FNSR PSTG HRS LITE TMUS S ….. QCOM CTL SSYS AAPL JNPR VRSN BBRY INFN=Bottom (Computer Hardware/Telecom)
FINA(77): 0.75% Top=YRD WFC PFG WETF EWBC KKR OZRK HBHC ….. KEY SEIC LPLA WDR EV NAVI WU PYPL=Bottom (Banks/Financials)
ENER(88): 0.59% Top=BBG CWEI SGY SN CRZO CVI WPX GPOR ….. HES QEP RICE SU EEP OIS AR RES=Bottom (Energy)
LEIS(34): 0.50% Top=PLAY SONC JACK YUM WEN DNKN LVS DPZ ….. CAKE SEAS ARMK FRGI ZOES SBUX BYD EXPE=Bottom (Leisure)
RETA(66): 0.44% Top=BLDR RH JWN SPLS STMP KSS BID ANF ….. SIG JCP TIF KR BBY MIK W FIVE=Bottom (Retail & Specialty Retail)
TRAN(27): 0.42% Top=NSC DAL CP HA SWFT UNP CHRW WAB ….. FDX TRN EXPD XPO AAL JBLU ALK KSU=Bottom (Transportation)
CONS(54): 0.36% Top=EPC GIII ENR CCK WRK LEG PVH KS ….. GPK LZB GT COTY WWW PBI PKG NKE=Bottom (Consumer)
COSW(89): 0.31% Top=TTWO MTCH GRUB MDRX IMS SINA SPLK ATHM ….. TWLO RHT CSRA CHKP GDDY EPAY NTES VIPS=Bottom (Computer Software/Internet)
ELEC(51): 0.31% Top=OCLR MU AMBA FIT MXL NPTN SPWR FTV ….. IPHI ON HIMX SIMO AMD IDTI ISIL SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(50): 0.04% Top=CAR RBA HRB LDOS INFO AL ZG HMSY ….. MAN VNTV TRU BAH IILG XRS GEO CXW=Bottom (Diversified Services)

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 3:43 pm ET
by daytrend on 20160829. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 859.

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 (20160829 3:43 pm ET)
19.6% of stocks are above yesterday’s high.
62.9% are above yesterday’s midpoint. (37.1% are below.)
3.5% are below yesterday’s low.
76.9% are inside yesterday’s range.
39.8% of stocks with today’s high > yesterday’s high. (60.2% less than).
18.5% of stocks with today’s low < yesterday’s low. (81.5% greater than).

EVIDENCE OF INTRADAY TREND (20160829 3:43 pm ET)
75.2% of stocks are above today’s open. (23.6% are below).
71.7% of stocks are above today’s open and yesterday’s close.
16.3% are below both.
3.5% of stocks opened above yesterday’s high.
55.6% of stocks opened above yesterday’s close. (37.0% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160829 3:43 pm ET)
6.6% of stocks are in the top 10% of today’s range.
19.7% are in the top 20%.
60.1% are in the top half. 39.9% of stocks are in the bottom half of today’s range.
14.0% are in the bottom 20%.
7.0% are in the bottom 10%.

GAIN (20160829 3:43 pm ET)
80.4% of stocks are above yesterday’s close. (19.6% are below.)
1.0% are up 4.5% or more. 0.0% are down 4.5% or more.
2.1% are up 3.5% or more. 0.0% are down 3.5% or more.
68.1% are between +1% and -1%.

RSI on DAILY (20160829 3:43 pm ET)
2-day: >=95:8.5%…>=90:16.8%…>=80:31.3%…>=50:69.5%…<=20:10.5%…<=10:4.7%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.7%…>=50:62.6%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:66.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160829 3:43 pm ET)
19.6% above previous 1 highs, 3.5% below previous 1 lows
17.1% above previous 2 highs, 2.3% below previous 2 lows
14.1% above previous 3 highs, 2.1% below previous 3 lows
12.2% above previous 4 highs, 2.0% below previous 4 lows
11.8% above previous 5 highs, 1.6% below previous 5 lows
11.3% above previous 6 highs, 1.5% below previous 6 lows
10.9% above previous 7 highs, 1.3% below previous 7 lows
10.8% above previous 8 highs, 1.2% below previous 8 lows
10.5% above previous 9 highs, 1.2% below previous 9 lows
10.1% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160829 3:43 pm ET)
80.4% are above or equal to 8/26 close (1 days ago), 19.6% are below.
64.4% are above or equal to 8/25 close (2 days ago), 35.6% are below.
66.1% are above or equal to 8/24 close (3 days ago), 33.9% are below.
46.4% are above or equal to 8/23 close (4 days ago), 53.6% are below.
56.9% are above or equal to 8/22 close (5 days ago), 43.1% are below.
55.9% are above or equal to 8/19 close (6 days ago), 44.1% are below.
55.3% are above or equal to 8/18 close (7 days ago), 44.7% are below.
62.6% are above or equal to 8/17 close (8 days ago), 37.4% are below.
58.8% are above or equal to 8/16 close (9 days ago), 41.2% are below.
49.1% are above or equal to 8/15 close (10 days ago), 50.9% are below.
57.0% are above or equal to 8/12 close (11 days ago), 43.0% are below.
57.6% are above or equal to 8/11 close (12 days ago), 42.4% are below.
62.5% are above or equal to 8/10 close (13 days ago), 37.5% are below.
60.0% are above or equal to 8/9 close (14 days ago), 40.0% are below.
59.5% are above or equal to 8/8 close (15 days ago), 40.5% are below.
61.0% are above or equal to 8/5 close (16 days ago), 39.0% are below.
66.9% are above or equal to 8/4 close (17 days ago), 33.1% are below.
67.4% are above or equal to 8/3 close (18 days ago), 32.6% are below.
69.3% are above or equal to 8/2 close (19 days ago), 30.7% are below.
62.0% are above or equal to 8/1 close (20 days ago), 38.0% are below.
60.0% are above or equal to 7/29 close (21 days ago), 40.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160829 3:43 pm ET)
20d: 16.6% new highs, 2.1% new lows
21d: 16.4% new highs, 2.1% new lows
42d: 13.4% new highs, 0.9% new lows
63d: 10.7% new highs, 0.3% new lows
126d: 10.0% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160829 3:43 pm ET)
2-day: 79.2% above, 20.8% below
3-day: 73.6% above, 26.4% below
4-day: 70.1% above, 29.9% below
5-day: 61.0% above, 39.0% below
8-day: 57.0% above, 43.0% below
10-day: 59.4% above, 40.6% below
20-day: 62.4% above, 37.6% below
50-day: 68.5% above, 31.5% below
200-day: 77.1% above, 22.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160829 3:43 pm ET)
META(26): 1.88% Top=TCK FMSA SWC NEM GG AA CENX CNX ….. STLD SLW ABX AG FNV CCJ SSRI SCCO=Bottom (Metals & Mining)
CHEM(27): 1.37% Top=CC CF HUN KRA MEOH PPG FTK FMC ….. UNVR AGU AXTA PX WLK SHW MON POT=Bottom (Chemicals/Fertilizers)
HEAL(51): 1.09% Top=CYH MD THC BKD AMSG HWAY EVHC ZLTQ ….. VWR MOH AET HOLX CNC NVRO ANTM RMD=Bottom (Health)
REAL(89): 1.03% Top=CBL CSAL ESRT DOC LPT SC VTR CONE ….. DRH RLJ LHO NNN NLY AMH EDR AGNC=Bottom (Real Estate)
INSU(28): 0.98% Top=CNO MET LNC AFL CINF PRU BRO MTG ….. WLTW ALL L TMK AIG AGO AFSI CLGX=Bottom (Insurance)
MATE(27): 0.95% Top=USG USCR DY WY DAR OC SRCL LEN ….. WM SUM RSG FLR CAA PHM DHI TPH=Bottom (Materials & Construction)
MANU(34): 0.88% Top=ATI PNR IR MRC TEX AGCO ZBRA RS ….. DDD DOV CFX EMR TTC GNRC KMT ENS=Bottom (Manufacturing)
COHW(41): 0.77% Top=ACIA PSTG ARRS FNSR HRS TMUS LITE ZAYO ….. SSYS CTL BRCD AAPL JNPR BBRY VRSN INFN=Bottom (Computer Hardware/Telecom)
FINA(77): 0.68% Top=YRD WFC PFG EWBC KKR OZRK HBHC VOYA ….. LPLA WDR SEIC NAVI AMTD EV WU PYPL=Bottom (Banks/Financials)
ENER(88): 0.61% Top=BBG CWEI SGY GPOR CVI CRZO WPX SN ….. PE QEP OIS EEP RICE SU RES AR=Bottom (Energy)
LEIS(34): 0.56% Top=PLAY SONC YUM JACK DNKN WEN CMG DPZ ….. HLT MGM ARMK ZOES FRGI SBUX EXPE BYD=Bottom (Leisure)
RETA(66): 0.46% Top=BLDR RH JWN SPLS STMP KSS BID WBA ….. BURL TIF JCP KR BBY MIK W FIVE=Bottom (Retail & Specialty Retail)
CONS(54): 0.37% Top=EPC ENR GIII KS WRK PVH LEG CCK ….. RL PBI PAY GT WWW FOSL PKG NKE=Bottom (Consumer)
ELEC(51): 0.35% Top=OCLR MU AMBA FIT MXL SPWR NPTN FTV ….. CRUS ON HIMX SIMO IDTI AMD ISIL SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(27): 0.35% Top=NSC DAL CP SWFT HA UNP WAB KNX ….. KEX FDX EXPD AAL XPO JBLU ALK KSU=Bottom (Transportation)
COSW(89): 0.34% Top=TTWO MTCH MDRX GRUB SINA SPLK IMS ATHM ….. ADSK RHT CSRA CHKP EPAY GDDY NTES VIPS=Bottom (Computer Software/Internet)
DISV(50): 0.05% Top=CAR RBA LDOS ZG HRB URI AL HMSY ….. MAN BAH TRU HRI IILG XRS CXW GEO=Bottom (Diversified Services)

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 3:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:37 am

Market Stats at 10:37 am ET
by daytrend on 20160829. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 859.

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 (20160829 10:37 am ET)
14.1% of stocks are above yesterday’s high.
58.3% are above yesterday’s midpoint. (41.7% are below.)
2.8% are below yesterday’s low.
83.1% are inside yesterday’s range.
28.1% of stocks with today’s high > yesterday’s high. (71.9% less than).
14.4% of stocks with today’s low < yesterday’s low. (85.6% greater than).

EVIDENCE OF INTRADAY TREND (20160829 10:37 am ET)
74.4% of stocks are above today’s open. (23.4% are below).
68.8% of stocks are above today’s open and yesterday’s close.
16.9% are below both.
3.5% of stocks opened above yesterday’s high.
55.6% of stocks opened above yesterday’s close. (37.0% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160829 10:37 am ET)
8.3% of stocks are in the top 10% of today’s range.
20.8% are in the top 20%.
61.6% are in the top half. 38.4% of stocks are in the bottom half of today’s range.
13.2% are in the bottom 20%.
6.8% are in the bottom 10%.

GAIN (20160829 10:37 am ET)
77.5% of stocks are above yesterday’s close. (22.5% are below.)
0.6% are up 4.5% or more. 0.0% are down 4.5% or more.
0.9% are up 3.5% or more. 0.0% are down 3.5% or more.
76.5% are between +1% and -1%.

RSI on DAILY (20160829 10:37 am ET)
2-day: >=95:9.0%…>=90:15.9%…>=80:29.7%…>=50:65.3%…<=20:10.5%…<=10:5.1%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.8%…>=50:61.6%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:64.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160829 10:37 am ET)
14.1% above previous 1 highs, 2.8% below previous 1 lows
13.0% above previous 2 highs, 1.9% below previous 2 lows
10.6% above previous 3 highs, 1.6% below previous 3 lows
9.2% above previous 4 highs, 1.6% below previous 4 lows
9.0% above previous 5 highs, 1.5% below previous 5 lows
8.5% above previous 6 highs, 1.4% below previous 6 lows
8.3% above previous 7 highs, 1.4% below previous 7 lows
8.1% above previous 8 highs, 1.3% below previous 8 lows
8.0% above previous 9 highs, 1.3% below previous 9 lows
7.6% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160829 10:37 am ET)
77.5% are above or equal to 8/26 close (1 days ago), 22.5% are below.
60.1% are above or equal to 8/25 close (2 days ago), 39.9% are below.
63.4% are above or equal to 8/24 close (3 days ago), 36.6% are below.
43.4% are above or equal to 8/23 close (4 days ago), 56.6% are below.
55.1% are above or equal to 8/22 close (5 days ago), 44.9% are below.
54.4% are above or equal to 8/19 close (6 days ago), 45.6% are below.
53.7% are above or equal to 8/18 close (7 days ago), 46.3% are below.
61.1% are above or equal to 8/17 close (8 days ago), 38.9% are below.
57.9% are above or equal to 8/16 close (9 days ago), 42.1% are below.
48.1% are above or equal to 8/15 close (10 days ago), 51.9% are below.
56.2% are above or equal to 8/12 close (11 days ago), 43.8% are below.
56.8% are above or equal to 8/11 close (12 days ago), 43.2% are below.
61.6% are above or equal to 8/10 close (13 days ago), 38.4% are below.
58.7% are above or equal to 8/9 close (14 days ago), 41.3% are below.
58.6% are above or equal to 8/8 close (15 days ago), 41.4% are below.
58.7% are above or equal to 8/5 close (16 days ago), 41.3% are below.
67.2% are above or equal to 8/4 close (17 days ago), 32.8% are below.
66.8% are above or equal to 8/3 close (18 days ago), 33.2% are below.
68.9% are above or equal to 8/2 close (19 days ago), 31.1% are below.
61.0% are above or equal to 8/1 close (20 days ago), 39.0% are below.
59.7% are above or equal to 7/29 close (21 days ago), 40.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160829 10:37 am ET)
20d: 11.8% new highs, 1.9% new lows
21d: 11.5% new highs, 1.9% new lows
42d: 9.8% new highs, 0.8% new lows
63d: 7.5% new highs, 0.3% new lows
126d: 6.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160829 10:37 am ET)
2-day: 76.1% above, 23.9% below
3-day: 70.3% above, 29.7% below
4-day: 66.7% above, 33.3% below
5-day: 55.8% above, 44.2% below
8-day: 55.1% above, 44.9% below
10-day: 56.7% above, 43.3% below
20-day: 60.3% above, 39.7% below
50-day: 67.3% above, 32.7% below
200-day: 77.3% above, 22.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160829 10:37 am ET)
REAL(89): 1.04% Top=CBL DOC WPG RLGY VNO CSAL LPT MPW ….. DFT CLNY PSA CUBE BAM NLY EDR AGNC=Bottom (Real Estate)
MATE(27): 1.02% Top=USG DAR SRCL KBH USCR SUM TOL WY ….. FLR DY DHI PWR FAST TPH MTZ WCN=Bottom (Materials & Construction)
INSU(28): 0.88% Top=MET LNC PRU UNM XL MMC CNO FNF ….. AIG ALL HIG AFSI AJG RDN CLGX MTG=Bottom (Insurance)
FINA(77): 0.81% Top=YRD CFG WFC ETFC RF ZION EWBC HBAN ….. PVTB FNB BMO BX WDR WU PYPL BOFI=Bottom (Banks/Financials)
CHEM(27): 0.80% Top=CF CC HUN KRA MOS PPG OLN CHMT ….. CE AGU MEOH WLK GRA SHW UNVR GPRE=Bottom (Chemicals/Fertilizers)
META(26): 0.73% Top=TCK CENX X AA SWC PAAS GG CMC ….. FNV SSRI FMSA SCCO CCJ FCX AG TAHO=Bottom (Metals & Mining)
MANU(34): 0.62% Top=ATI TEX MRC PNR SEDG IR TTC KMT ….. ITT ZBRA HON DOV GNRC ENS DE DDD=Bottom (Manufacturing)
LEIS(34): 0.56% Top=PLAY WYNN BWLD WYN WEN DPZ DNKN JACK ….. ARMK RCL SEAS BYD SHAK SBUX EXPE FRGI=Bottom (Leisure)
HEAL(51): 0.52% Top=THC PINC CYH HWAY EVHC AMSG DGX BKD ….. ZLTQ HOLX ANTM DXCM VWR MOH CPHD RMD=Bottom (Health)
COHW(41): 0.46% Top=ARRS TMUS ZAYO LITE FNSR S HRS VZ ….. NMBL BBRY VIAV SSYS PANW QCOM PSTG INFN=Bottom (Computer Hardware/Telecom)
RETA(66): 0.45% Top=BLDR RH ANF BIG KSS KMX JWN TSCO ….. JCP DSW FIVE BABA BBY BURL KR W=Bottom (Retail & Specialty Retail)
CONS(54): 0.42% Top=KS ENR PVH EPC KATE CRI COH SKX ….. LZB SEE WWW FL SCSS NKE PAY GPK=Bottom (Consumer)
TRAN(27): 0.40% Top=NSC HA SAVE KNX DAL CSX WAB WERN ….. FDX ALK KSU EXPD TRN AAL NAT KEX=Bottom (Transportation)
DISV(50): 0.40% Top=CXW GEO FDC RBA CAR WOOF MCO ACM ….. VNTV ADS FLT TMH GK HRI SCOR XRS=Bottom (Diversified Services)
ELEC(51): 0.33% Top=OCLR SPWR FTV KEYS AMBA CREE AMKR LRCX ….. CSIQ SIMO HIMX CY CRUS TTMI SCTY ISIL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(89): 0.25% Top=WB TTWO IMS SINA GRUB MTCH VNET CSC ….. VIPS ADSK IMPV NTES CMCM AKAM JD CHKP=Bottom (Computer Software/Internet)
ENER(88): -0.18% Top=CVI DK MPC SPN FTI WNR CRZO RSPP ….. RES SU HES PAGP SEMG WLL SXL REN=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 10:37 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/28/2016

Filed under: Market Stats — daytrend @ 1:45 pm

Market Stats at End of Day
by daytrend on 20160826. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 859.

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 (20160826 EOD)
21.7% of stocks are above yesterday’s high.
46.2% are above yesterday’s midpoint. (53.8% are below.)
27.0% are below yesterday’s low.
51.3% are inside yesterday’s range.
71.8% of stocks with today’s high > yesterday’s high. (28.2% less than).
49.9% of stocks with today’s low < yesterday’s low. (50.1% greater than).

EVIDENCE OF INTRADAY TREND (20160826 EOD)
32.2% of stocks are above today’s open. (66.2% are below).
30.2% of stocks are above today’s open and yesterday’s close.
56.1% are below both.
18.5% of stocks opened above yesterday’s high.
75.2% of stocks opened above yesterday’s close. (20.1% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160826 EOD)
2.6% of stocks are in the top 10% of today’s range.
6.5% are in the top 20%.
26.5% are in the top half. 73.5% of stocks are in the bottom half of today’s range.
18.0% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN (20160826 EOD)
41.9% of stocks are above yesterday’s close. (58.1% are below.)
0.9% are up 4.5% or more. 0.8% are down 4.5% or more.
1.9% are up 3.5% or more. 1.7% are down 3.5% or more.
69.4% are between +1% and -1%.

RSI on DAILY (20160826 EOD)
2-day: >=95:6.4%…>=90:10.4%…>=80:17.9%…>=50:40.2%…<=20:31.4%…<=10:14.1%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.3%…>=80:2.8%…>=50:54.1%…<=20:1.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:58.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160826 EOD)
21.7% above previous 1 highs, 27.0% below previous 1 lows
12.5% above previous 2 highs, 22.8% below previous 2 lows
10.9% above previous 3 highs, 21.1% below previous 3 lows
10.2% above previous 4 highs, 15.7% below previous 4 lows
9.3% above previous 5 highs, 13.0% below previous 5 lows
9.2% above previous 6 highs, 11.8% below previous 6 lows
9.0% above previous 7 highs, 10.5% below previous 7 lows
8.3% above previous 8 highs, 10.2% below previous 8 lows
7.6% above previous 9 highs, 9.9% below previous 9 lows
7.6% above previous 10 highs, 9.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160826 EOD)
41.9% are above or equal to 8/25 close (1 days ago), 58.1% are below.
50.3% are above or equal to 8/24 close (2 days ago), 49.7% are below.
30.5% are above or equal to 8/23 close (3 days ago), 69.5% are below.
43.8% are above or equal to 8/22 close (4 days ago), 56.2% are below.
43.5% are above or equal to 8/19 close (5 days ago), 56.5% are below.
43.8% are above or equal to 8/18 close (6 days ago), 56.2% are below.
53.3% are above or equal to 8/17 close (7 days ago), 46.7% are below.
51.0% are above or equal to 8/16 close (8 days ago), 49.0% are below.
41.7% are above or equal to 8/15 close (9 days ago), 58.3% are below.
52.0% are above or equal to 8/12 close (10 days ago), 48.0% are below.
50.6% are above or equal to 8/11 close (11 days ago), 49.4% are below.
56.7% are above or equal to 8/10 close (12 days ago), 43.3% are below.
52.9% are above or equal to 8/9 close (13 days ago), 47.1% are below.
52.9% are above or equal to 8/8 close (14 days ago), 47.1% are below.
53.7% are above or equal to 8/5 close (15 days ago), 46.3% are below.
63.4% are above or equal to 8/4 close (16 days ago), 36.6% are below.
63.2% are above or equal to 8/3 close (17 days ago), 36.8% are below.
65.8% are above or equal to 8/2 close (18 days ago), 34.2% are below.
58.2% are above or equal to 8/1 close (19 days ago), 41.8% are below.
56.3% are above or equal to 7/29 close (20 days ago), 43.7% are below.
55.4% are above or equal to 7/28 close (21 days ago), 44.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160826 EOD)
20d: 17.6% new highs, 9.5% new lows
21d: 17.3% new highs, 9.0% new lows
42d: 14.1% new highs, 3.4% new lows
63d: 11.3% new highs, 2.0% new lows
126d: 9.8% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160826 EOD)
2-day: 40.5% above, 59.5% below
3-day: 45.1% above, 54.9% below
4-day: 36.3% above, 63.7% below
5-day: 37.6% above, 62.4% below
8-day: 41.9% above, 58.1% below
10-day: 42.3% above, 57.7% below
20-day: 54.8% above, 45.2% below
50-day: 65.1% above, 34.9% below
200-day: 76.0% above, 24.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160826 EOD)
ELEC(51): 0.62% Top=HIMX SIMO AMD MXL MU ISIL BRKR FSLR ….. TXN CRUS QRVO GRMN FIT MSCC SCTY TTMI=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(77): 0.57% Top=YRD BOFI ETFC CFG AMTD CMA BAC WAL ….. BMO LAZ SYF PACW NAVI KKR TD BX=Bottom (Banks/Financials)
HEAL(51): 0.34% Top=GKOS NVRO HWAY HYH PRAH HRC CPHD ZBH ….. BKD DVA HCA MOH THC MD CYH ANTM=Bottom (Health)
COSW(89): 0.24% Top=EPAY ADSK WB TWLO NTES SINA SHOP YELP ….. ROVI CSC QTWO SQ FEYE WDAY MTCH SPLK=Bottom (Computer Software/Internet)
ENER(88): 0.17% Top=WNR WLL CRZO REN CVI BBG GPOR DK ….. RRC MDU SPN FTI NOV NBR CWEI SGY=Bottom (Energy)
MANU(34): -0.14% Top=FLS DHR SWK TEX ZBRA ROP ITT BWXT ….. TTC DE CMI EMR ATI GNRC AGCO ENS=Bottom (Manufacturing)
DISV(50): -0.16% Top=YY RBA SCOR TMH INFO URI MA IILG ….. ADS HRB ACM DV XRS CXW GEO ULTA=Bottom (Diversified Services)
INSU(28): -0.17% Top=MET CLGX MTG WLTW UNM PRU LNC AJG ….. TMK MMC XL L CINF AFSI ORI CNO=Bottom (Insurance)
CONS(54): -0.31% Top=KS WRK PAY PBI IP MAT PKG ENR ….. BLL LEG KATE SEE LZB FOSL COH LULU=Bottom (Consumer)
COHW(41): -0.47% Top=ACIA STX TDC WDC ARRS QCOM VIAV ANET ….. VZ CCI CDW CTL NMBL ZAYO PSTG BRCD=Bottom (Computer Hardware/Telecom)
LEIS(34): -0.58% Top=FRGI CMG BWLD ARMK MGM SBUX BYD CCL ….. SHAK BLMN EAT SONC PLAY SEAS DRI ZOES=Bottom (Leisure)
TRAN(27): -0.64% Top=SWFT CP CSX XPO CNI NSC KSU UNP ….. SAVE AAL UAL JBHT WERN ALK KEX NAT=Bottom (Transportation)
CHEM(27): -0.68% Top=UNVR KRA FTK MON OLN AXTA SHW GRA ….. CF CE FMC CC AGU MEOH POT MOS=Bottom (Chemicals/Fertilizers)
REAL(89): -0.79% Top=SC CBG DFT CBL PEB DLR SHO RLJ ….. ACC HR SNH VTR HCP CLI GPT DOC=Bottom (Real Estate)
RETA(66): -0.82% Top=W AMZN URBN BABA BURL BID FINL KMX ….. AAP SBH DDS SIG WSM BIG RH GME=Bottom (Retail & Specialty Retail)
META(26): -0.90% Top=CDE CNX STLD SLCA SCCO RGLD AEM FNV ….. X SSRI FCX FMSA AG TCK SWC CENX=Bottom (Metals & Mining)
MATE(27): -1.10% Top=FLR FAST MAS USG EXP SUM AWI OC ….. CAA PHM LEN KBH WM DHI DAR USCR=Bottom (Materials & Construction)

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

08/23/2016

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

Closing Stats
by daytrend on 20160823. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 907.

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 (20160823 Closing)
47.4% of stocks are above yesterday’s high.
79.7% are above yesterday’s midpoint. (20.3% are below.)
5.7% are below yesterday’s low.
46.9% are inside yesterday’s range.
82.6% of stocks with today’s high > yesterday’s high. (17.4% less than).
12.2% of stocks with today’s low < yesterday’s low. (87.8% greater than).

EVIDENCE OF INTRADAY TREND (20160823 Closing)
53.4% of stocks are above today’s open. (44.2% are below).
51.8% of stocks are above today’s open and yesterday’s close.
24.6% are below both.
45.5% of stocks opened above yesterday’s high.
85.3% of stocks opened above yesterday’s close. (11.9% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160823 Closing)
6.7% of stocks are in the top 10% of today’s range.
16.3% are in the top 20%.
43.3% are in the top half. 56.7% of stocks are in the bottom half of today’s range.
29.3% are in the bottom 20%.
17.5% are in the bottom 10%.

GAIN (20160823 Closing)
74.0% of stocks are above yesterday’s close. (26.0% are below.)
1.5% are up 4.5% or more. 0.8% are down 4.5% or more.
2.3% are up 3.5% or more. 1.3% are down 3.5% or more.
64.7% are between +1% and -1%.

RSI on DAILY (20160823 Closing)
2-day: >=95:10.3%…>=90:19.6%…>=80:36.6%…>=50:70.1%…<=20:9.3%…<=10:4.1%…<=5:2.2%…
9-day: >=95:0.1%…>=90:0.4%…>=80:3.9%…>=50:71.1%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.1%…>=50:72.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160823 Closing)
47.4% above previous 1 highs, 5.7% below previous 1 lows
34.8% above previous 2 highs, 3.3% below previous 2 lows
29.8% above previous 3 highs, 2.5% below previous 3 lows
26.8% above previous 4 highs, 2.1% below previous 4 lows
21.2% above previous 5 highs, 2.0% below previous 5 lows
17.2% above previous 6 highs, 1.8% below previous 6 lows
16.6% above previous 7 highs, 1.8% below previous 7 lows
16.0% above previous 8 highs, 1.5% below previous 8 lows
15.0% above previous 9 highs, 1.4% below previous 9 lows
14.0% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160823 Closing)
74.0% are above or equal to 8/22 close (1 days ago), 26.0% are below.
64.7% are above or equal to 8/19 close (2 days ago), 35.3% are below.
60.4% are above or equal to 8/18 close (3 days ago), 39.6% are below.
70.3% are above or equal to 8/17 close (4 days ago), 29.7% are below.
66.8% are above or equal to 8/16 close (5 days ago), 33.2% are below.
52.7% are above or equal to 8/15 close (6 days ago), 47.3% are below.
62.4% are above or equal to 8/12 close (7 days ago), 37.6% are below.
61.9% are above or equal to 8/11 close (8 days ago), 38.1% are below.
66.7% are above or equal to 8/10 close (9 days ago), 33.3% are below.
61.3% are above or equal to 8/9 close (10 days ago), 38.7% are below.
61.5% are above or equal to 8/8 close (11 days ago), 38.5% are below.
62.1% are above or equal to 8/5 close (12 days ago), 37.9% are below.
70.9% are above or equal to 8/4 close (13 days ago), 29.1% are below.
70.6% are above or equal to 8/3 close (14 days ago), 29.4% are below.
71.6% are above or equal to 8/2 close (15 days ago), 28.4% are below.
65.0% are above or equal to 8/1 close (16 days ago), 35.0% are below.
63.8% are above or equal to 7/29 close (17 days ago), 36.2% are below.
64.1% are above or equal to 7/28 close (18 days ago), 35.9% are below.
66.3% are above or equal to 7/27 close (19 days ago), 33.7% are below.
61.4% are above or equal to 7/26 close (20 days ago), 38.6% are below.
64.4% are above or equal to 7/25 close (21 days ago), 35.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160823 Closing)
20d: 20.2% new highs, 1.1% new lows
21d: 20.0% new highs, 1.0% new lows
42d: 16.9% new highs, 0.7% new lows
63d: 14.7% new highs, 0.6% new lows
126d: 11.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160823 Closing)
2-day: 72.5% above, 27.5% below
3-day: 69.6% above, 30.4% below
4-day: 66.7% above, 33.3% below
5-day: 69.6% above, 30.4% below
8-day: 66.6% above, 33.4% below
10-day: 66.6% above, 33.4% below
20-day: 68.4% above, 31.6% below
50-day: 75.5% above, 24.5% below
200-day: 77.4% above, 22.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160823 Closing)
CHEM(32): 1.56% Top=GPRE MEOH CF POT MOS HUN WLK MON ….. DOW CC ALB CHMT SMG PX APD GRA=Bottom (Chemicals/Fertilizers)
MATE(29): 1.44% Top=TOL KBH CAA LEN DHI PHM TPH USG ….. PATK MLM RSG FAST WM SUM WCN SRCL=Bottom (Materials & Construction)
RETA(66): 1.19% Top=BBY STMP RH BIG PAG FIVE BLDR SIG ….. WBA ORLY TJX TSCO CVS WMT WFM KR=Bottom (Retail & Specialty Retail)
TRAN(30): 1.10% Top=BRS SWFT TK XPO WERN TRN KNX NAT ….. CP DAL EXPD KSU CHRW JBHT UPS JBLU=Bottom (Transportation)
COSW(94): 0.99% Top=DATA SQ WB EPAM LXFT CSRA CYBR VNET ….. VIPS IAC YELP IMS MTCH ATHM SHOP TWLO=Bottom (Computer Software/Internet)
ENER(88): 0.86% Top=MRO RRC SWN WMB SM CLR APC WLL ….. OAS PSXP SXL MPLX WPX PAA SGY REN=Bottom (Energy)
CONS(57): 0.82% Top=GIII KATE TUP KS PVH COH HAS SEE ….. CHD BLL SCSS CLX ENR LEG EPC COTY=Bottom (Consumer)
LEIS(35): 0.66% Top=RCL BYD SONC SEAS GPRO CCL PLAY DRI ….. BLMN MCD EXPE BWLD QSR LVS WYNN WING=Bottom (Leisure)
MANU(37): 0.58% Top=EMR MIDD TKR TEX MHK ZBRA MRC SEDG ….. AGCO ITW ETN MKSI PNR DOV GE XYL=Bottom (Manufacturing)
ELEC(52): 0.51% Top=AMBA FIT AMAT ON MLNX OCLR TTMI SWKS ….. FLEX INVN ISIL FSLR CREE MRVL SPWR NPTN=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(51): 0.49% Top=AHS URI HRI AL ULTA RRD SERV TRU ….. V SBAC RHI LDOS DV IILG GEO CXW=Bottom (Diversified Services)
COHW(44): 0.48% Top=PANW CCOI COMM CRAY GOGO S HPQ GIMO ….. T BBRY CDW PSTG VG OLED INFN ACIA=Bottom (Computer Hardware/Telecom)
FINA(86): 0.38% Top=BOFI NSAM BMO OMF LAZ WDR LM LPLA ….. WFC NYCB FITB FRC PYPL SNV KKR YRD=Bottom (Banks/Financials)
REAL(92): 0.36% Top=RLGY SC CLNY LGIH VER SNH CUZ OUT ….. AVB KIM PEB EQY UDR APLE RLJ DLR=Bottom (Real Estate)
INSU(31): 0.08% Top=CNO MTG CLGX PRI RDN MET LNC PRU ….. TRV ACGL XL HIG AJG ALL AWH PGR=Bottom (Insurance)
HEAL(56): 0.02% Top=HWAY CYH BKD HLS THC INCR CPHD DXCM ….. ALGN WCG CNC HYH NVRO OPK RMD PINC=Bottom (Health)
META(27): -0.46% Top=CNX AA SSRI FCX TCK STLD FMSA CCJ ….. X AG GG ABX FNV HL SWC PAAS=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 1:16 pm

Market Stats at 2:15 pm ET
by daytrend on 20160823. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 907.

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 (20160823 2:15 pm ET)
54.6% of stocks are above yesterday’s high.
84.1% are above yesterday’s midpoint. (15.9% are below.)
3.5% are below yesterday’s low.
41.9% are inside yesterday’s range.
81.5% of stocks with today’s high > yesterday’s high. (18.5% less than).
10.1% of stocks with today’s low < yesterday’s low. (89.9% greater than).

EVIDENCE OF INTRADAY TREND (20160823 2:15 pm ET)
63.0% of stocks are above today’s open. (35.7% are below).
61.6% of stocks are above today’s open and yesterday’s close.
17.5% are below both.
45.5% of stocks opened above yesterday’s high.
85.3% of stocks opened above yesterday’s close. (11.9% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160823 2:15 pm ET)
14.0% of stocks are in the top 10% of today’s range.
25.9% are in the top 20%.
57.4% are in the top half. 42.6% of stocks are in the bottom half of today’s range.
15.9% are in the bottom 20%.
6.9% are in the bottom 10%.

GAIN (20160823 2:15 pm ET)
81.0% of stocks are above yesterday’s close. (19.0% are below.)
1.9% are up 4.5% or more. 0.6% are down 4.5% or more.
3.2% are up 3.5% or more. 0.8% are down 3.5% or more.
59.8% are between +1% and -1%.

RSI on DAILY (20160823 2:15 pm ET)
2-day: >=95:10.7%…>=90:22.2%…>=80:40.7%…>=50:77.1%…<=20:6.6%…<=10:2.5%…<=5:1.4%…
9-day: >=95:0.1%…>=90:0.4%…>=80:4.3%…>=50:72.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:73.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160823 2:15 pm ET)
54.6% above previous 1 highs, 3.5% below previous 1 lows
41.9% above previous 2 highs, 2.2% below previous 2 lows
34.8% above previous 3 highs, 1.3% below previous 3 lows
31.3% above previous 4 highs, 1.2% below previous 4 lows
25.4% above previous 5 highs, 1.2% below previous 5 lows
20.2% above previous 6 highs, 1.1% below previous 6 lows
19.6% above previous 7 highs, 1.1% below previous 7 lows
18.6% above previous 8 highs, 1.0% below previous 8 lows
17.8% above previous 9 highs, 0.9% below previous 9 lows
16.4% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160823 2:15 pm ET)
81.0% are above or equal to 8/22 close (1 days ago), 19.0% are below.
70.0% are above or equal to 8/19 close (2 days ago), 30.0% are below.
66.6% are above or equal to 8/18 close (3 days ago), 33.4% are below.
74.1% are above or equal to 8/17 close (4 days ago), 25.9% are below.
69.8% are above or equal to 8/16 close (5 days ago), 30.2% are below.
56.2% are above or equal to 8/15 close (6 days ago), 43.8% are below.
64.1% are above or equal to 8/12 close (7 days ago), 35.9% are below.
63.6% are above or equal to 8/11 close (8 days ago), 36.4% are below.
68.4% are above or equal to 8/10 close (9 days ago), 31.6% are below.
63.7% are above or equal to 8/9 close (10 days ago), 36.3% are below.
63.1% are above or equal to 8/8 close (11 days ago), 36.9% are below.
63.4% are above or equal to 8/5 close (12 days ago), 36.6% are below.
71.4% are above or equal to 8/4 close (13 days ago), 28.6% are below.
71.0% are above or equal to 8/3 close (14 days ago), 29.0% are below.
72.5% are above or equal to 8/2 close (15 days ago), 27.5% are below.
65.5% are above or equal to 8/1 close (16 days ago), 34.5% are below.
64.1% are above or equal to 7/29 close (17 days ago), 35.9% are below.
64.9% are above or equal to 7/28 close (18 days ago), 35.1% are below.
67.4% are above or equal to 7/27 close (19 days ago), 32.6% are below.
62.6% are above or equal to 7/26 close (20 days ago), 37.4% are below.
64.9% are above or equal to 7/25 close (21 days ago), 35.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160823 2:15 pm ET)
20d: 19.5% new highs, 0.8% new lows
21d: 19.4% new highs, 0.7% new lows
42d: 16.4% new highs, 0.6% new lows
63d: 14.3% new highs, 0.4% new lows
126d: 11.4% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160823 2:15 pm ET)
2-day: 79.7% above, 20.3% below
3-day: 77.4% above, 22.6% below
4-day: 73.1% above, 26.9% below
5-day: 75.3% above, 24.7% below
8-day: 71.4% above, 28.6% below
10-day: 70.0% above, 30.0% below
20-day: 71.1% above, 28.9% below
50-day: 76.4% above, 23.6% below
200-day: 77.4% above, 22.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160823 2:15 pm ET)
CHEM(32): 1.70% Top=GPRE CF MEOH MOS MON POT HUN FTK ….. RPM ALB AXTA CHMT PX APD SMG GRA=Bottom (Chemicals/Fertilizers)
MATE(29): 1.47% Top=TOL KBH TPH LEN CAA DHI FLR PHM ….. VMC RSG PATK MLM FAST WM WCN SRCL=Bottom (Materials & Construction)
RETA(66): 1.39% Top=BBY STMP BIG RH PAG BLDR FIVE SPLS ….. WBA WMT DLTR LB CVS TSCO WFM KR=Bottom (Retail & Specialty Retail)
ENER(88): 1.23% Top=MRO RRC WLL SWN SM CLR WMB CRC ….. CVE CVX OKS XOM PSXP CWEI SGY REN=Bottom (Energy)
TRAN(30): 1.21% Top=BRS TK SWFT TRN WERN NAT UAL XPO ….. CNI KSU CP DAL JBHT CHRW UPS JBLU=Bottom (Transportation)
COSW(94): 1.19% Top=DATA SQ VNET WB EPAM CSRA LXFT CYBR ….. IAC BIDU TWLO MTCH YELP SHOP IMS ATHM=Bottom (Computer Software/Internet)
CONS(57): 0.87% Top=KATE GIII KS PVH HAS COH TUP GPK ….. FN LEG BLL SCSS ENR CLX EPC COTY=Bottom (Consumer)
MANU(37): 0.83% Top=TEX EMR TKR MIDD MRC MHK CFX GNRC ….. MKSI PNR BWXT XYL ITW DHR DOV GE=Bottom (Manufacturing)
ELEC(52): 0.78% Top=FIT AMBA AMAT MLNX OCLR ON TTMI AMD ….. QLGC FLEX CRUS FSLR CREE SPWR MRVL NPTN=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(35): 0.76% Top=BYD SONC RCL PLAY GPRO SEAS CCL DRI ….. EXPE EAT BLMN MCD FRGI LVS QSR WING=Bottom (Leisure)
COHW(44): 0.65% Top=PANW COMM HPQ SYNA GOGO CRAY BRCD GIMO ….. BCE T INFN LITE OLED CDW VG ACIA=Bottom (Computer Hardware/Telecom)
FINA(86): 0.60% Top=BOFI OMF BMO LAZ NSAM WDR LM LPLA ….. FRC FITB WFC SNV WU PYPL KKR YRD=Bottom (Banks/Financials)
DISV(51): 0.56% Top=AHS URI KBR AL WTW ULTA ACM RRD ….. DV PCLN RHI LDOS SBAC IILG GEO CXW=Bottom (Diversified Services)
REAL(92): 0.48% Top=RLGY SC CLNY LGIH VER CUZ SNH CBG ….. APLE AVB EQY CONE KIM UDR RLJ DLR=Bottom (Real Estate)
META(27): 0.21% Top=SSRI CNX FMSA CLF STLD FCX SLCA AA ….. SLW TAHO GG ABX FNV SWC HL PAAS=Bottom (Metals & Mining)
INSU(31): 0.21% Top=MTG CNO CLGX RDN MET LNC PRI AGO ….. XL FAF MMC HIG AJG AWH ALL PGR=Bottom (Insurance)
HEAL(56): 0.06% Top=CYH HWAY BKD HLS CPHD THC INCR PKI ….. HYH CNC ALGN WCG NVRO OPK RMD PINC=Bottom (Health)

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 2:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:21 pm

Market Stats at 1:20 pm ET
by daytrend on 20160823. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 907.

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 (20160823 1:20 pm ET)
55.1% of stocks are above yesterday’s high.
84.8% are above yesterday’s midpoint. (15.2% are below.)
3.0% are below yesterday’s low.
41.9% are inside yesterday’s range.
80.5% of stocks with today’s high > yesterday’s high. (19.5% less than).
9.7% of stocks with today’s low < yesterday’s low. (90.3% greater than).

EVIDENCE OF INTRADAY TREND (20160823 1:20 pm ET)
64.8% of stocks are above today’s open. (33.5% are below).
63.4% of stocks are above today’s open and yesterday’s close.
14.9% are below both.
45.5% of stocks opened above yesterday’s high.
85.3% of stocks opened above yesterday’s close. (11.9% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160823 1:20 pm ET)
15.8% of stocks are in the top 10% of today’s range.
27.7% are in the top 20%.
60.2% are in the top half. 39.8% of stocks are in the bottom half of today’s range.
9.8% are in the bottom 20%.
2.6% are in the bottom 10%.

GAIN (20160823 1:20 pm ET)
83.6% of stocks are above yesterday’s close. (16.4% are below.)
1.5% are up 4.5% or more. 0.3% are down 4.5% or more.
3.2% are up 3.5% or more. 0.4% are down 3.5% or more.
60.5% are between +1% and -1%.

RSI on DAILY (20160823 1:20 pm ET)
2-day: >=95:10.7%…>=90:21.5%…>=80:41.9%…>=50:78.6%…<=20:5.6%…<=10:2.4%…<=5:1.3%…
9-day: >=95:0.1%…>=90:0.4%…>=80:4.5%…>=50:72.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:74.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160823 1:20 pm ET)
55.1% above previous 1 highs, 3.0% below previous 1 lows
43.0% above previous 2 highs, 1.9% below previous 2 lows
35.2% above previous 3 highs, 1.3% below previous 3 lows
31.9% above previous 4 highs, 1.2% below previous 4 lows
25.7% above previous 5 highs, 1.2% below previous 5 lows
20.7% above previous 6 highs, 1.1% below previous 6 lows
20.2% above previous 7 highs, 1.1% below previous 7 lows
19.3% above previous 8 highs, 0.9% below previous 8 lows
18.3% above previous 9 highs, 0.9% below previous 9 lows
16.6% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160823 1:20 pm ET)
83.6% are above or equal to 8/22 close (1 days ago), 16.4% are below.
72.0% are above or equal to 8/19 close (2 days ago), 28.0% are below.
67.4% are above or equal to 8/18 close (3 days ago), 32.6% are below.
75.7% are above or equal to 8/17 close (4 days ago), 24.3% are below.
70.8% are above or equal to 8/16 close (5 days ago), 29.2% are below.
56.7% are above or equal to 8/15 close (6 days ago), 43.3% are below.
65.0% are above or equal to 8/12 close (7 days ago), 35.0% are below.
64.2% are above or equal to 8/11 close (8 days ago), 35.8% are below.
69.1% are above or equal to 8/10 close (9 days ago), 30.9% are below.
63.9% are above or equal to 8/9 close (10 days ago), 36.1% are below.
63.0% are above or equal to 8/8 close (11 days ago), 37.0% are below.
63.9% are above or equal to 8/5 close (12 days ago), 36.1% are below.
72.0% are above or equal to 8/4 close (13 days ago), 28.0% are below.
71.2% are above or equal to 8/3 close (14 days ago), 28.8% are below.
73.3% are above or equal to 8/2 close (15 days ago), 26.7% are below.
65.9% are above or equal to 8/1 close (16 days ago), 34.1% are below.
64.3% are above or equal to 7/29 close (17 days ago), 35.7% are below.
65.0% are above or equal to 7/28 close (18 days ago), 35.0% are below.
67.0% are above or equal to 7/27 close (19 days ago), 33.0% are below.
62.4% are above or equal to 7/26 close (20 days ago), 37.6% are below.
65.6% are above or equal to 7/25 close (21 days ago), 34.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160823 1:20 pm ET)
20d: 19.0% new highs, 0.8% new lows
21d: 18.9% new highs, 0.7% new lows
42d: 16.0% new highs, 0.6% new lows
63d: 14.0% new highs, 0.4% new lows
126d: 11.2% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160823 1:20 pm ET)
2-day: 82.6% above, 17.4% below
3-day: 77.9% above, 22.1% below
4-day: 74.4% above, 25.6% below
5-day: 76.7% above, 23.3% below
8-day: 72.0% above, 28.0% below
10-day: 70.8% above, 29.2% below
20-day: 71.3% above, 28.7% below
50-day: 76.6% above, 23.4% below
200-day: 77.2% above, 22.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160823 1:20 pm ET)
MATE(29): 1.69% Top=TOL KBH LEN CAA DHI TPH PHM USG ….. SUM MLM RSG FAST WCN WM PATK SRCL=Bottom (Materials & Construction)
CHEM(32): 1.65% Top=GPRE CF MEOH MOS MON FTK POT HUN ….. AXTA CHMT DOW DD APD PX SMG GRA=Bottom (Chemicals/Fertilizers)
RETA(66): 1.35% Top=BBY STMP RH BLDR BIG PAG FIVE WSM ….. TJX WBA WMT CVS LB TSCO KR WFM=Bottom (Retail & Specialty Retail)
TRAN(30): 1.23% Top=BRS SWFT TK TRN KNX XPO WERN UAL ….. HA KSU JBHT CNI CP CHRW UPS JBLU=Bottom (Transportation)
ENER(88): 1.19% Top=MRO SWN RRC SM WLL CLR WMB APC ….. CWEI PSXP OKS EPD PAA XOM SGY REN=Bottom (Energy)
COSW(94): 1.13% Top=DATA SQ VNET WB MDRX EPAM LXFT CSRA ….. TEAM CMCM SINA MTCH IMS ATHM YELP SHOP=Bottom (Computer Software/Internet)
CONS(57): 0.86% Top=KATE GIII KS HAS TUP SKX PVH SHOO ….. BERY FN SCSS BLL CLX ENR EPC COTY=Bottom (Consumer)
ELEC(52): 0.84% Top=FIT AMBA AMAT MLNX ON TTMI MXL OCLR ….. FLEX QLGC CRUS FSLR CREE SPWR MRVL NPTN=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(35): 0.83% Top=BYD GPRO RCL SONC PLAY CCL SEAS SIX ….. FRGI EXPE LVS MCD TXRH BWLD QSR WING=Bottom (Leisure)
MANU(37): 0.80% Top=TEX EMR TKR MIDD MHK MRC KMT CFX ….. ITW ETN PNR XYL DOV DHR GE DDD=Bottom (Manufacturing)
FINA(86): 0.66% Top=BOFI OMF BMO LAZ NSAM WDR LPLA LM ….. FITB APO WU WFC SNV KKR PYPL YRD=Bottom (Banks/Financials)
DISV(51): 0.63% Top=URI KBR AL AHS YY HRI ULTA WTW ….. RHI SBAC VRSK LDOS DV IILG GEO CXW=Bottom (Diversified Services)
COHW(44): 0.60% Top=PANW SYNA HPQ COMM PSTG CRAY ARRS GOGO ….. FNSR T LITE OLED SSYS CDW VG ACIA=Bottom (Computer Hardware/Telecom)
REAL(92): 0.45% Top=RLGY LGIH VER CLNY CBG SNH SC CIM ….. EQY APLE KIM ESRT CONE UDR RLJ DLR=Bottom (Real Estate)
META(27): 0.41% Top=SSRI CNX FCX STLD CLF AA FMSA TCK ….. AEM SLW FNV GG ABX HL SWC PAAS=Bottom (Metals & Mining)
INSU(31): 0.34% Top=MTG CNO RDN CLGX MET AGO LNC PRI ….. MMC ACGL FAF HIG ALL AJG AWH PGR=Bottom (Insurance)
HEAL(56): 0.09% Top=CYH HWAY HLS INCR THC PKI ZBH CPHD ….. PODD HYH CNC NVRO ALGN RMD OPK PINC=Bottom (Health)

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 1:20 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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