daytrend

05/05/2015

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

Closing Stats
by daytrend on 20150505. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 978.

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 (20150505 Closing)
4.9% of stocks are above yesterday’s high.
17.1% are above yesterday’s midpoint. (82.9% are below.)
63.5% are below yesterday’s low.
31.6% are inside yesterday’s range.
33.6% of stocks with today’s high > yesterday’s high. (66.4% less than).
77.1% of stocks with today’s low < yesterday’s low. (22.9% greater than).

EVIDENCE OF INTRADAY TREND (20150505 Closing)
15.2% of stocks are above today’s open. (83.4% are below).
9.2% of stocks are above today’s open and yesterday’s close.
80.5% are below both.
7.2% of stocks opened above yesterday’s high.
33.1% of stocks opened above yesterday’s close. (64.0% opened below yesterday’s close).
19.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150505 Closing)
0.9% of stocks are in the top 10% of today’s range.
2.2% are in the top 20%.
12.5% are in the top half. 87.5% of stocks are in the bottom half of today’s range.
53.4% are in the bottom 20%.
27.5% are in the bottom 10%.

GAIN (20150505 Closing)
13.5% of stocks are above yesterday’s close. (86.5% are below.)
0.9% are up 4.5% or more. 2.9% are down 4.5% or more.
1.2% are up 3.5% or more. 7.2% are down 3.5% or more.
34.7% are between +1% and -1%.

RSI on DAILY (20150505 Closing)
2-day: >=95:1.5%…>=90:3.5%…>=80:6.2%…>=50:21.4%…<=20:36.3%…<=10:15.7%…<=5:7.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:36.6%…<=20:3.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:39.5%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150505 Closing)
4.9% above previous 1 highs, 63.5% below previous 1 lows
4.4% above previous 2 highs, 37.8% below previous 2 lows
3.7% above previous 3 highs, 27.0% below previous 3 lows
3.1% above previous 4 highs, 23.5% below previous 4 lows
3.0% above previous 5 highs, 22.0% below previous 5 lows
2.5% above previous 6 highs, 21.6% below previous 6 lows
2.2% above previous 7 highs, 20.2% below previous 7 lows
2.2% above previous 8 highs, 19.0% below previous 8 lows
2.1% above previous 9 highs, 17.9% below previous 9 lows
2.1% above previous 10 highs, 17.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150505 Closing)
13.5% are above or equal to 5/4 close (1 days ago), 86.5% are below.
28.1% are above or equal to 5/1 close (2 days ago), 71.9% are below.
48.4% are above or equal to 4/30 close (3 days ago), 51.6% are below.
31.3% are above or equal to 4/29 close (4 days ago), 68.7% are below.
28.8% are above or equal to 4/28 close (5 days ago), 71.2% are below.
33.9% are above or equal to 4/27 close (6 days ago), 66.1% are below.
32.4% are above or equal to 4/24 close (7 days ago), 67.6% are below.
30.3% are above or equal to 4/23 close (8 days ago), 69.7% are below.
33.5% are above or equal to 4/22 close (9 days ago), 66.5% are below.
39.6% are above or equal to 4/21 close (10 days ago), 60.4% are below.
38.8% are above or equal to 4/20 close (11 days ago), 61.2% are below.
45.1% are above or equal to 4/17 close (12 days ago), 54.9% are below.
35.1% are above or equal to 4/16 close (13 days ago), 64.9% are below.
34.4% are above or equal to 4/15 close (14 days ago), 65.6% are below.
40.1% are above or equal to 4/14 close (15 days ago), 59.9% are below.
41.4% are above or equal to 4/13 close (16 days ago), 58.6% are below.
40.0% are above or equal to 4/10 close (17 days ago), 60.0% are below.
42.0% are above or equal to 4/9 close (18 days ago), 58.0% are below.
45.0% are above or equal to 4/8 close (19 days ago), 55.0% are below.
46.0% are above or equal to 4/7 close (20 days ago), 54.0% are below.
44.0% are above or equal to 4/6 close (21 days ago), 56.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150505 Closing)
20d: 9.9% new highs, 18.2% new lows
21d: 9.9% new highs, 17.5% new lows
42d: 8.2% new highs, 12.4% new lows
63d: 6.6% new highs, 10.2% new lows
126d: 3.3% new highs, 5.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150505 Closing)
2-day: 12.3% above, 87.7% below
3-day: 18.8% above, 81.2% below
4-day: 28.4% above, 71.6% below
5-day: 28.3% above, 71.7% below
8-day: 29.1% above, 70.9% below
10-day: 29.9% above, 70.1% below
20-day: 35.9% above, 64.1% below
50-day: 45.5% above, 54.5% below
200-day: 58.9% above, 41.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150505 Closing)
META(25): -0.29% Top=CLF X SCCO BVN FNV AEM CENX FCX ….. GOLD PAAS TCK CMC SLW CCJ SLCA CNX=Bottom (Metals & Mining)
INSU(38): -0.62% Top=PRE AIZ LNC AFL ALL CB TRV PGR ….. RDN XL AJG AON ORI PRI CLGX GNW=Bottom (Insurance)
MANU(45): -0.71% Top=KMT ATI JOY ETN PH GNRC SWK TEX ….. ROK CR BWC EMR DDD SPW MWA JKS=Bottom (Manufacturing)
FINA(90): -0.76% Top=ICE SYF PACW WBS IBKR KKR AMTD KEY ….. SEIC WDR ARCC PSEC WETF HAWK LEAF OCN=Bottom (Banks/Financials)
RETA(66): -1.07% Top=SBH NFLX BIG GNC FINL FIVE TJX TIF ….. BURL ZU WFM KR JCP BLDR RAD TFM=Bottom (Retail & Specialty Retail)
DISV(54): -1.11% Top=BCO DV URI V KBR MYGN GPN CATM ….. MAN EIGI CXW NTRI ASGN Z GEO CAR=Bottom (Diversified Services)
MATE(31): -1.16% Top=CVA FLR PHM TPH AWI USG MTZ EXP ….. SRCL WM KBH MAS LEN BCC VMC FAST=Bottom (Materials & Construction)
CONS(61): -1.28% Top=EL FOSL AVY VFC FL COLM PVH UA ….. RKT PKG HAR UFS BERY KS IP AVP=Bottom (Consumer)
ENER(107): -1.29% Top=HOS ATW DO RDC CRR RIG WTI DPM ….. APC EOG CPE NFX SGY OAS MDU ROSE=Bottom (Energy)
TRAN(39): -1.35% Top=TDW XPO KEX AAWW TRN GBX SAIA SWFT ….. NSC LUV CHRW CP SAVE CSX AAL NAT=Bottom (Transportation)
HEAL(55): -1.44% Top=CSII NUVA THOR SPNC BKD ESRX ZMH ABT ….. EW PODD HLS THC ACHC ARAY CYH KND=Bottom (Health)
CHEM(30): -1.53% Top=EMN MON GPRE ALB CE DOW VAL RPM ….. SHW POL MEOH OLN AXLL CBT FTK WLK=Bottom (Chemicals/Fertilizers)
COSW(97): -1.58% Top=N IACI CRM LOCK NATI CKSW WUBA INFA ….. GLUU PFPT BIDU LC ELLI CYBR FEYE BSFT=Bottom (Computer Software/Internet)
LEIS(40): -1.63% Top=TXRH JACK MCD PNRA WEN SIX DRII WYN ….. FRGI QSR MAR HABT QUNR GPRO MGM BLMN=Bottom (Leisure)
COHW(54): -1.87% Top=CDW PLCM NSR COMM CAMP ARRS BCE SNDK ….. WIN NMBL JDSU MSI PANW CUDA RKUS INFN=Bottom (Computer Hardware/Telecom)
ELEC(61): -2.00% Top=IDTI WAT MTSI FSLR SPWR GRMN TRMB FARO ….. GLW CGNX FCS CAVM ON AVGO AMBA SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(85): -2.45% Top=PEI STWD PCL GLPI OUT NLY AGNC MAC ….. AVB AIV CBG NNN VNO EJ RLGY NSM=Bottom (Real Estate)

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

Filed under: Market Stats — daytrend @ 2:38 pm

Market Stats at 3:37 pm ET
by daytrend on 20150505. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 978.

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 (20150505 3:37 pm ET)
5.5% of stocks are above yesterday’s high.
17.8% are above yesterday’s midpoint. (82.2% are below.)
60.8% are below yesterday’s low.
33.6% are inside yesterday’s range.
33.6% of stocks with today’s high > yesterday’s high. (66.4% less than).
77.1% of stocks with today’s low < yesterday’s low. (22.9% greater than).

EVIDENCE OF INTRADAY TREND (20150505 3:37 pm ET)
17.0% of stocks are above today’s open. (82.2% are below).
9.9% of stocks are above today’s open and yesterday’s close.
78.4% are below both.
7.2% of stocks opened above yesterday’s high.
33.1% of stocks opened above yesterday’s close. (64.3% opened below yesterday’s close).
19.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150505 3:37 pm ET)
1.9% of stocks are in the top 10% of today’s range.
3.9% are in the top 20%.
13.8% are in the top half. 86.2% of stocks are in the bottom half of today’s range.
44.0% are in the bottom 20%.
16.0% are in the bottom 10%.

GAIN (20150505 3:37 pm ET)
14.2% of stocks are above yesterday’s close. (85.8% are below.)
1.0% are up 4.5% or more. 3.0% are down 4.5% or more.
1.2% are up 3.5% or more. 6.2% are down 3.5% or more.
38.2% are between +1% and -1%.

RSI on DAILY (20150505 3:37 pm ET)
2-day: >=95:1.2%…>=90:3.5%…>=80:7.2%…>=50:23.7%…<=20:33.3%…<=10:15.2%…<=5:7.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:37.2%…<=20:3.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:40.7%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150505 3:37 pm ET)
5.5% above previous 1 highs, 60.8% below previous 1 lows
4.6% above previous 2 highs, 35.5% below previous 2 lows
4.0% above previous 3 highs, 25.1% below previous 3 lows
3.2% above previous 4 highs, 22.2% below previous 4 lows
2.9% above previous 5 highs, 20.4% below previous 5 lows
2.6% above previous 6 highs, 20.0% below previous 6 lows
2.5% above previous 7 highs, 18.8% below previous 7 lows
2.4% above previous 8 highs, 17.8% below previous 8 lows
2.2% above previous 9 highs, 16.6% below previous 9 lows
2.2% above previous 10 highs, 16.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150505 3:37 pm ET)
14.2% are above or equal to 5/4 close (1 days ago), 85.8% are below.
29.9% are above or equal to 5/1 close (2 days ago), 70.1% are below.
51.3% are above or equal to 4/30 close (3 days ago), 48.7% are below.
32.4% are above or equal to 4/29 close (4 days ago), 67.6% are below.
30.2% are above or equal to 4/28 close (5 days ago), 69.8% are below.
34.8% are above or equal to 4/27 close (6 days ago), 65.2% are below.
33.2% are above or equal to 4/24 close (7 days ago), 66.8% are below.
30.9% are above or equal to 4/23 close (8 days ago), 69.1% are below.
34.9% are above or equal to 4/22 close (9 days ago), 65.1% are below.
40.3% are above or equal to 4/21 close (10 days ago), 59.7% are below.
39.6% are above or equal to 4/20 close (11 days ago), 60.4% are below.
46.3% are above or equal to 4/17 close (12 days ago), 53.7% are below.
35.9% are above or equal to 4/16 close (13 days ago), 64.1% are below.
35.9% are above or equal to 4/15 close (14 days ago), 64.1% are below.
40.5% are above or equal to 4/14 close (15 days ago), 59.5% are below.
41.5% are above or equal to 4/13 close (16 days ago), 58.5% are below.
40.4% are above or equal to 4/10 close (17 days ago), 59.6% are below.
42.6% are above or equal to 4/9 close (18 days ago), 57.4% are below.
44.9% are above or equal to 4/8 close (19 days ago), 55.1% are below.
46.3% are above or equal to 4/7 close (20 days ago), 53.7% are below.
45.2% are above or equal to 4/6 close (21 days ago), 54.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150505 3:37 pm ET)
20d: 9.9% new highs, 18.1% new lows
21d: 9.9% new highs, 17.4% new lows
42d: 8.2% new highs, 12.3% new lows
63d: 6.6% new highs, 10.0% new lows
126d: 3.3% new highs, 5.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150505 3:37 pm ET)
2-day: 13.4% above, 86.6% below
3-day: 21.9% above, 78.1% below
4-day: 31.2% above, 68.8% below
5-day: 30.8% above, 69.2% below
8-day: 30.3% above, 69.7% below
10-day: 30.5% above, 69.5% below
20-day: 37.1% above, 62.9% below
50-day: 45.6% above, 54.4% below
200-day: 59.2% above, 40.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150505 3:37 pm ET)
META(25): -0.29% Top=CLF X SCCO FNV BVN AEM CENX FCX ….. GOLD STLD SLCA PAAS CMC CCJ SLW CNX=Bottom (Metals & Mining)
INSU(38): -0.54% Top=LNC PRE AFL AIZ ALL CB WRB PGR ….. MMC XL AJG RDN ORI CLGX PRI GNW=Bottom (Insurance)
FINA(90): -0.69% Top=ICE SYF KEY WBS PACW KKR IBKR WFC ….. APO WDR ARCC HAWK PSEC WETF LEAF OCN=Bottom (Banks/Financials)
MANU(45): -0.70% Top=KMT ATI JOY ETN PH SWK GNRC TEX ….. EMR BWC CR GTLS DDD MWA SPW JKS=Bottom (Manufacturing)
RETA(66): -0.93% Top=SBH NFLX BIG GNC FINL FIVE TJX AMZN ….. BURL JCP WFM CST KR RAD ZU TFM=Bottom (Retail & Specialty Retail)
DISV(54): -1.05% Top=BCO URI DV V GPN KBR ULTA JEC ….. VRSK EIGI CXW ASGN NTRI Z CAR GEO=Bottom (Diversified Services)
MATE(31): -1.11% Top=CVA FLR PHM AWI USG TPH OC PWR ….. SRCL KBH MAS WM LEN BCC VMC FAST=Bottom (Materials & Construction)
TRAN(39): -1.16% Top=TDW XPO AAWW KEX TRN GBX SAIA WERN ….. LUV NSC CHRW SAVE CSX CP AAL NAT=Bottom (Transportation)
ENER(107): -1.18% Top=HOS DO CRR ATW RDC RIG BAS EMES ….. CXO BBG CPE MDU SGY NFX OAS ROSE=Bottom (Energy)
CONS(61): -1.23% Top=EL FOSL VFC FL AVY UA JAH FBHS ….. RKT PKG BERY HAR UFS IP KS AVP=Bottom (Consumer)
HEAL(55): -1.38% Top=CSII NUVA THOR SPNC BKD ABT ZMH BAX ….. PODD DXCM EW ARAY CYH HLS ACHC KND=Bottom (Health)
CHEM(30): -1.47% Top=EMN MON CE ALB GPRE DOW VAL RPM ….. CHMT POL MEOH OLN FTK CBT AXLL WLK=Bottom (Chemicals/Fertilizers)
LEIS(40): -1.53% Top=TXRH JACK WEN PNRA SEAS MCD WYN SIX ….. MAR FRGI QSR HABT GPRO QUNR BLMN MGM=Bottom (Leisure)
COHW(54): -1.75% Top=PLCM CAMP COMM CDW ARRS VZ GOGO SNDK ….. WIN NMBL JDSU MSI PANW CUDA INFN RKUS=Bottom (Computer Hardware/Telecom)
COSW(97): -1.76% Top=CRM N IACI WUBA NATI RHT LOCK ROVI ….. UIS BIDU LC ELLI CYBR FEYE BSFT QLYS=Bottom (Computer Software/Internet)
ELEC(61): -1.80% Top=IDTI WAT MTSI FSLR SPWR TRMB GRMN IPGP ….. CY CAVM TSRA AVGO CPHD ON AMBA SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(85): -2.49% Top=PEI PCL STWD OUT GLPI AGNC NLY CIM ….. PPS RPAI NNN VNO GOV EJ RLGY NSM=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:37 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:30 pm

Market Stats at 2:29 pm ET
by daytrend on 20150505. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 978.

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 (20150505 2:29 pm ET)
5.6% of stocks are above yesterday’s high.
16.3% are above yesterday’s midpoint. (83.7% are below.)
63.1% are below yesterday’s low.
31.3% are inside yesterday’s range.
33.2% of stocks with today’s high > yesterday’s high. (66.8% less than).
74.3% of stocks with today’s low < yesterday’s low. (25.7% greater than).

EVIDENCE OF INTRADAY TREND (20150505 2:29 pm ET)
16.6% of stocks are above today’s open. (82.9% are below).
9.7% of stocks are above today’s open and yesterday’s close.
79.7% are below both.
7.2% of stocks opened above yesterday’s high.
33.1% of stocks opened above yesterday’s close. (64.3% opened below yesterday’s close).
19.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150505 2:29 pm ET)
0.6% of stocks are in the top 10% of today’s range.
2.1% are in the top 20%.
11.2% are in the top half. 88.8% of stocks are in the bottom half of today’s range.
64.5% are in the bottom 20%.
43.7% are in the bottom 10%.

GAIN (20150505 2:29 pm ET)
13.8% of stocks are above yesterday’s close. (86.2% are below.)
1.1% are up 4.5% or more. 2.8% are down 4.5% or more.
1.3% are up 3.5% or more. 6.6% are down 3.5% or more.
35.8% are between +1% and -1%.

RSI on DAILY (20150505 2:29 pm ET)
2-day: >=95:1.7%…>=90:3.8%…>=80:7.8%…>=50:21.9%…<=20:35.6%…<=10:16.2%…<=5:7.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:36.0%…<=20:3.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:40.1%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150505 2:29 pm ET)
5.6% above previous 1 highs, 63.1% below previous 1 lows
4.8% above previous 2 highs, 37.0% below previous 2 lows
4.0% above previous 3 highs, 26.5% below previous 3 lows
3.4% above previous 4 highs, 23.9% below previous 4 lows
3.3% above previous 5 highs, 22.5% below previous 5 lows
2.8% above previous 6 highs, 21.9% below previous 6 lows
2.7% above previous 7 highs, 20.6% below previous 7 lows
2.7% above previous 8 highs, 19.3% below previous 8 lows
2.5% above previous 9 highs, 17.9% below previous 9 lows
2.5% above previous 10 highs, 17.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150505 2:29 pm ET)
13.8% are above or equal to 5/4 close (1 days ago), 86.2% are below.
27.4% are above or equal to 5/1 close (2 days ago), 72.6% are below.
49.6% are above or equal to 4/30 close (3 days ago), 50.4% are below.
32.2% are above or equal to 4/29 close (4 days ago), 67.8% are below.
29.0% are above or equal to 4/28 close (5 days ago), 71.0% are below.
33.6% are above or equal to 4/27 close (6 days ago), 66.4% are below.
33.2% are above or equal to 4/24 close (7 days ago), 66.8% are below.
30.7% are above or equal to 4/23 close (8 days ago), 69.3% are below.
34.0% are above or equal to 4/22 close (9 days ago), 66.0% are below.
39.7% are above or equal to 4/21 close (10 days ago), 60.3% are below.
38.4% are above or equal to 4/20 close (11 days ago), 61.6% are below.
45.8% are above or equal to 4/17 close (12 days ago), 54.2% are below.
34.8% are above or equal to 4/16 close (13 days ago), 65.2% are below.
34.4% are above or equal to 4/15 close (14 days ago), 65.6% are below.
39.9% are above or equal to 4/14 close (15 days ago), 60.1% are below.
41.3% are above or equal to 4/13 close (16 days ago), 58.7% are below.
39.8% are above or equal to 4/10 close (17 days ago), 60.2% are below.
42.3% are above or equal to 4/9 close (18 days ago), 57.7% are below.
44.4% are above or equal to 4/8 close (19 days ago), 55.6% are below.
46.3% are above or equal to 4/7 close (20 days ago), 53.7% are below.
44.8% are above or equal to 4/6 close (21 days ago), 55.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150505 2:29 pm ET)
20d: 9.8% new highs, 17.2% new lows
21d: 9.8% new highs, 16.5% new lows
42d: 8.1% new highs, 11.7% new lows
63d: 6.5% new highs, 9.4% new lows
126d: 3.2% new highs, 4.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150505 2:29 pm ET)
2-day: 12.7% above, 87.3% below
3-day: 20.2% above, 79.8% below
4-day: 29.2% above, 70.8% below
5-day: 28.8% above, 71.2% below
8-day: 29.7% above, 70.3% below
10-day: 29.8% above, 70.2% below
20-day: 36.5% above, 63.5% below
50-day: 44.9% above, 55.1% below
200-day: 58.9% above, 41.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150505 2:29 pm ET)
INSU(38): -0.57% Top=LNC AFL AIZ ALL PRE CB ACGL WRB ….. MTG XL AJG ORI RDN CLGX PRI GNW=Bottom (Insurance)
FINA(90): -0.58% Top=ICE SYF KEY WBS IBKR WFC SLM AMTD ….. WDR ARCC SEIC PSEC HAWK LEAF WETF OCN=Bottom (Banks/Financials)
MANU(45): -0.70% Top=KMT ATI JOY ETN SWK PH GNRC FLS ….. MHK CR GTLS EMR SPW DDD MWA JKS=Bottom (Manufacturing)
META(25): -0.74% Top=CLF X SCCO FCX FNV CENX BVN AEM ….. SLCA RGLD STLD CMC CCJ CNX PAAS SLW=Bottom (Metals & Mining)
ENER(107): -0.93% Top=HOS DO CRR RDC ATW RIG WTI BAS ….. EOG WPZ SGY EXH NFX CPE MDU ROSE=Bottom (Energy)
TRAN(39): -1.03% Top=TDW AAWW XPO KEX TRN GBX SAIA SWFT ….. UAL CSX SAVE CHRW CP AAL STNG NAT=Bottom (Transportation)
RETA(66): -1.05% Top=SBH NFLX GNC BIG TIF FIVE AMZN BBY ….. WFM BURL MELI CST RAD ZU BLDR TFM=Bottom (Retail & Specialty Retail)
MATE(31): -1.15% Top=CVA FLR AWI PHM USG OC MTZ MLM ….. MTH LEN MAS RYL WM BCC VMC FAST=Bottom (Materials & Construction)
DISV(54): -1.27% Top=BCO URI V KBR JEC DV MCO MYGN ….. APOL EIGI VRSK ASGN GEO CAR Z NTRI=Bottom (Diversified Services)
CONS(61): -1.32% Top=EL FOSL JAH VFC FL AVY COH WHR ….. RKT HAR PKG UFS BERY IP KS AVP=Bottom (Consumer)
CHEM(30): -1.45% Top=EMN MON CE GPRE HUN DOW RPM VAL ….. POL DD FTK MEOH OLN CBT AXLL WLK=Bottom (Chemicals/Fertilizers)
LEIS(40): -1.55% Top=TXRH SEAS JACK PNRA MCD WYN WEN DRII ….. HABT MAR LOCO GPRO FRGI QUNR BLMN MGM=Bottom (Leisure)
HEAL(55): -1.56% Top=CSII NUVA SPNC BKD THOR ABT WX BAX ….. DXCM KND CYH ARAY PODD EW HLS ACHC=Bottom (Health)
COHW(54): -1.94% Top=PLCM GOGO COMM CDW CAMP KN VZ TDC ….. WDC GIMO JDSU MSI PANW INFN CUDA RKUS=Bottom (Computer Hardware/Telecom)
ELEC(61): -2.00% Top=IDTI MTSI FSLR WAT SPWR KEYS IPGP VSH ….. ON CPHD SCTY CAVM TSRA AMBA SWKS CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(97): -2.10% Top=IACI WUBA ROVI CKSW NATI FIS N INFA ….. GLUU PFPT FEYE CYBR ELLI LC BSFT QLYS=Bottom (Computer Software/Internet)
REAL(85): -2.52% Top=PEI PCL STWD OUT MFA NLY MAC HCN ….. AIV VNO RPAI ARCP GOV RLGY EJ NSM=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:29 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:41 pm

Market Stats at 1:41 pm ET
by daytrend on 20150505. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 978.

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 (20150505 1:41 pm ET)
7.8% of stocks are above yesterday’s high.
19.9% are above yesterday’s midpoint. (80.1% are below.)
56.6% are below yesterday’s low.
35.6% are inside yesterday’s range.
33.0% of stocks with today’s high > yesterday’s high. (67.0% less than).
70.8% of stocks with today’s low < yesterday’s low. (29.2% greater than).

EVIDENCE OF INTRADAY TREND (20150505 1:41 pm ET)
20.8% of stocks are above today’s open. (78.5% are below).
13.7% of stocks are above today’s open and yesterday’s close.
74.3% are below both.
7.2% of stocks opened above yesterday’s high.
33.1% of stocks opened above yesterday’s close. (64.3% opened below yesterday’s close).
19.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150505 1:41 pm ET)
1.7% of stocks are in the top 10% of today’s range.
4.0% are in the top 20%.
15.1% are in the top half. 84.9% of stocks are in the bottom half of today’s range.
54.6% are in the bottom 20%.
27.8% are in the bottom 10%.

GAIN (20150505 1:41 pm ET)
19.1% of stocks are above yesterday’s close. (80.9% are below.)
1.3% are up 4.5% or more. 2.4% are down 4.5% or more.
1.5% are up 3.5% or more. 4.9% are down 3.5% or more.
41.4% are between +1% and -1%.

RSI on DAILY (20150505 1:41 pm ET)
2-day: >=95:3.2%…>=90:5.7%…>=80:10.6%…>=50:26.5%…<=20:32.3%…<=10:14.2%…<=5:7.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:38.8%…<=20:3.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:42.2%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150505 1:41 pm ET)
7.8% above previous 1 highs, 56.6% below previous 1 lows
6.3% above previous 2 highs, 32.1% below previous 2 lows
5.3% above previous 3 highs, 22.0% below previous 3 lows
4.9% above previous 4 highs, 20.6% below previous 4 lows
4.7% above previous 5 highs, 19.1% below previous 5 lows
4.2% above previous 6 highs, 18.5% below previous 6 lows
3.9% above previous 7 highs, 17.3% below previous 7 lows
3.9% above previous 8 highs, 16.5% below previous 8 lows
3.7% above previous 9 highs, 15.7% below previous 9 lows
3.4% above previous 10 highs, 15.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150505 1:41 pm ET)
19.1% are above or equal to 5/4 close (1 days ago), 80.9% are below.
31.2% are above or equal to 5/1 close (2 days ago), 68.8% are below.
53.3% are above or equal to 4/30 close (3 days ago), 46.7% are below.
35.0% are above or equal to 4/29 close (4 days ago), 65.0% are below.
31.6% are above or equal to 4/28 close (5 days ago), 68.4% are below.
35.8% are above or equal to 4/27 close (6 days ago), 64.2% are below.
34.7% are above or equal to 4/24 close (7 days ago), 65.3% are below.
32.1% are above or equal to 4/23 close (8 days ago), 67.9% are below.
35.5% are above or equal to 4/22 close (9 days ago), 64.5% are below.
41.1% are above or equal to 4/21 close (10 days ago), 58.9% are below.
40.7% are above or equal to 4/20 close (11 days ago), 59.3% are below.
47.9% are above or equal to 4/17 close (12 days ago), 52.1% are below.
36.7% are above or equal to 4/16 close (13 days ago), 63.3% are below.
35.7% are above or equal to 4/15 close (14 days ago), 64.3% are below.
42.2% are above or equal to 4/14 close (15 days ago), 57.8% are below.
42.4% are above or equal to 4/13 close (16 days ago), 57.6% are below.
41.7% are above or equal to 4/10 close (17 days ago), 58.3% are below.
43.8% are above or equal to 4/9 close (18 days ago), 56.2% are below.
45.7% are above or equal to 4/8 close (19 days ago), 54.3% are below.
47.2% are above or equal to 4/7 close (20 days ago), 52.8% are below.
46.5% are above or equal to 4/6 close (21 days ago), 53.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150505 1:41 pm ET)
20d: 9.7% new highs, 16.0% new lows
21d: 9.7% new highs, 15.3% new lows
42d: 8.1% new highs, 10.8% new lows
63d: 6.5% new highs, 8.9% new lows
126d: 3.2% new highs, 4.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150505 1:41 pm ET)
2-day: 17.7% above, 82.3% below
3-day: 23.9% above, 76.1% below
4-day: 34.2% above, 65.8% below
5-day: 33.5% above, 66.5% below
8-day: 33.3% above, 66.7% below
10-day: 33.6% above, 66.4% below
20-day: 38.7% above, 61.3% below
50-day: 46.9% above, 53.1% below
200-day: 59.3% above, 40.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150505 1:41 pm ET)
META(25): -0.09% Top=CLF X SCCO FNV FCX BVN AEM CENX ….. STLD RGLD GOLD CMC TMST CNX PAAS SLW=Bottom (Metals & Mining)
FINA(90): -0.29% Top=KEY WBS SYF IBKR ICE STI PNC WFC ….. WDR JNS PSEC SEIC LEAF HAWK WETF OCN=Bottom (Banks/Financials)
INSU(38): -0.33% Top=LNC AFL ALL AIZ PRE ACGL CB PGR ….. MBI AJG BRO ORI RDN CLGX PRI GNW=Bottom (Insurance)
ENER(107): -0.35% Top=HOS DO ATW RDC CRR RIG BAS WTI ….. XEC CXO EOG NFX EXH MDU WPZ ROSE=Bottom (Energy)
MANU(45): -0.36% Top=KMT ATI JOY ETN GNRC PH SWK CRS ….. CR MHK DDD GTLS EMR SPW MWA JKS=Bottom (Manufacturing)
TRAN(39): -0.83% Top=TDW AAWW KEX XPO TRN GBX SAIA GLOG ….. HTLD CP UAL CSX AAL SAVE CHRW NAT=Bottom (Transportation)
RETA(66): -0.92% Top=SBH NFLX GNC JMEI BIG BBY AMZN TIF ….. PIR MELI WFM CST RAD BLDR TFM ZU=Bottom (Retail & Specialty Retail)
MATE(31): -0.99% Top=CVA FLR EXP AWI PHM MTZ USG OC ….. WM MTH MDC RYL MAS BCC VMC FAST=Bottom (Materials & Construction)
CHEM(30): -1.06% Top=EMN GPRE MON CE HUN DOW ALB VAL ….. CHMT POL FTK CBT OLN MEOH AXLL WLK=Bottom (Chemicals/Fertilizers)
CONS(61): -1.13% Top=EL FOSL VFC FL JAH COH AVY FBHS ….. RKT HAR PKG BERY UFS IP KS AVP=Bottom (Consumer)
DISV(54): -1.13% Top=BCO URI V KBR JEC DV CATM MCO ….. APOL CXW EIGI VRSK GEO CAR Z NTRI=Bottom (Diversified Services)
HEAL(55): -1.40% Top=CSII NUVA THOR SPNC BKD ABT WX XRAY ….. DXCM CYH KND EW ARAY PODD ACHC HLS=Bottom (Health)
LEIS(40): -1.45% Top=TXRH JACK PNRA SEAS MCD SIX WYN DRII ….. MAR GPRO HABT LOCO QUNR FRGI BLMN MGM=Bottom (Leisure)
COHW(54): -1.71% Top=COMM PLCM CDW NSR VZ CAMP TDC BCE ….. JDSU GIMO MSI WIN INFN PANW CUDA RKUS=Bottom (Computer Hardware/Telecom)
ELEC(61): -1.84% Top=IDTI MTSI FSLR SPWR WAT VSH KEYS IPGP ….. GLW MSCC AVGO SUNE CY AMBA SWKS CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(97): -1.93% Top=IACI ROVI WUBA CKSW NATI N ACIW CHKP ….. BIDU PFPT FEYE CYBR ELLI LC BSFT QLYS=Bottom (Computer Software/Internet)
REAL(85): -2.47% Top=STWD PEI PCL MFA OUT AGNC SPG NLY ….. RPAI AIV CHSP VNO RLGY EJ GOV NSM=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:41 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:42 am

Market Stats at 12:41 pm ET
by daytrend on 20150505. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 978.

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 (20150505 12:41 pm ET)
8.2% of stocks are above yesterday’s high.
23.2% are above yesterday’s midpoint. (76.8% are below.)
53.0% are below yesterday’s low.
38.9% are inside yesterday’s range.
32.9% of stocks with today’s high > yesterday’s high. (67.1% less than).
66.1% of stocks with today’s low < yesterday’s low. (33.9% greater than).

EVIDENCE OF INTRADAY TREND (20150505 12:41 pm ET)
23.6% of stocks are above today’s open. (75.8% are below).
16.7% of stocks are above today’s open and yesterday’s close.
71.1% are below both.
7.2% of stocks opened above yesterday’s high.
33.1% of stocks opened above yesterday’s close. (64.3% opened below yesterday’s close).
19.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150505 12:41 pm ET)
1.4% of stocks are in the top 10% of today’s range.
4.7% are in the top 20%.
17.7% are in the top half. 82.3% of stocks are in the bottom half of today’s range.
46.5% are in the bottom 20%.
28.8% are in the bottom 10%.

GAIN (20150505 12:41 pm ET)
21.9% of stocks are above yesterday’s close. (78.1% are below.)
1.1% are up 4.5% or more. 1.2% are down 4.5% or more.
1.5% are up 3.5% or more. 3.4% are down 3.5% or more.
47.4% are between +1% and -1%.

RSI on DAILY (20150505 12:41 pm ET)
2-day: >=95:3.6%…>=90:6.5%…>=80:12.1%…>=50:29.8%…<=20:27.8%…<=10:12.0%…<=5:6.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:41.0%…<=20:3.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:44.9%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150505 12:41 pm ET)
8.2% above previous 1 highs, 53.0% below previous 1 lows
6.7% above previous 2 highs, 26.9% below previous 2 lows
5.7% above previous 3 highs, 17.2% below previous 3 lows
5.1% above previous 4 highs, 15.8% below previous 4 lows
5.0% above previous 5 highs, 14.7% below previous 5 lows
4.7% above previous 6 highs, 14.4% below previous 6 lows
4.4% above previous 7 highs, 13.3% below previous 7 lows
4.1% above previous 8 highs, 12.7% below previous 8 lows
3.9% above previous 9 highs, 11.9% below previous 9 lows
3.8% above previous 10 highs, 11.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150505 12:41 pm ET)
21.9% are above or equal to 5/4 close (1 days ago), 78.1% are below.
34.2% are above or equal to 5/1 close (2 days ago), 65.8% are below.
57.6% are above or equal to 4/30 close (3 days ago), 42.4% are below.
36.1% are above or equal to 4/29 close (4 days ago), 63.9% are below.
33.1% are above or equal to 4/28 close (5 days ago), 66.9% are below.
38.1% are above or equal to 4/27 close (6 days ago), 61.9% are below.
35.5% are above or equal to 4/24 close (7 days ago), 64.5% are below.
34.4% are above or equal to 4/23 close (8 days ago), 65.6% are below.
36.9% are above or equal to 4/22 close (9 days ago), 63.1% are below.
42.6% are above or equal to 4/21 close (10 days ago), 57.4% are below.
42.1% are above or equal to 4/20 close (11 days ago), 57.9% are below.
49.1% are above or equal to 4/17 close (12 days ago), 50.9% are below.
39.0% are above or equal to 4/16 close (13 days ago), 61.0% are below.
37.2% are above or equal to 4/15 close (14 days ago), 62.8% are below.
43.9% are above or equal to 4/14 close (15 days ago), 56.1% are below.
44.5% are above or equal to 4/13 close (16 days ago), 55.5% are below.
42.6% are above or equal to 4/10 close (17 days ago), 57.4% are below.
45.4% are above or equal to 4/9 close (18 days ago), 54.6% are below.
46.8% are above or equal to 4/8 close (19 days ago), 53.2% are below.
48.6% are above or equal to 4/7 close (20 days ago), 51.4% are below.
47.0% are above or equal to 4/6 close (21 days ago), 53.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150505 12:41 pm ET)
20d: 9.6% new highs, 13.2% new lows
21d: 9.6% new highs, 12.8% new lows
42d: 8.0% new highs, 9.1% new lows
63d: 6.4% new highs, 7.6% new lows
126d: 3.1% new highs, 3.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150505 12:41 pm ET)
2-day: 21.3% above, 78.7% below
3-day: 27.2% above, 72.8% below
4-day: 37.4% above, 62.6% below
5-day: 35.6% above, 64.4% below
8-day: 34.9% above, 65.1% below
10-day: 35.2% above, 64.8% below
20-day: 40.1% above, 59.9% below
50-day: 47.6% above, 52.4% below
200-day: 60.1% above, 39.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150505 12:41 pm ET)
META(25): 0.15% Top=CLF X TCK FCX SWC SCCO BVN FNV ….. AA GG CMC GOLD RGLD PAAS SLW TMST=Bottom (Metals & Mining)
ENER(107): 0.03% Top=HOS DO RIG ATW CRR RDC EMES BAS ….. DVN CXO EXH NFX WPZ EOG MDU ROSE=Bottom (Energy)
MANU(45): -0.06% Top=KMT ATI ETN JOY PH TEX SWK GNRC ….. BWC GTLS MHK DDD JKS EMR MWA SPW=Bottom (Manufacturing)
FINA(90): -0.20% Top=KEY WBS KKR IBKR SCHW NTRS AMTD PNC ….. WDR APO PSEC SEIC LEAF HAWK WETF OCN=Bottom (Banks/Financials)
INSU(38): -0.24% Top=LNC AFL ALL PRE AIZ CNO UNM FAF ….. ORI XL AJG CLGX WSH AXS RDN GNW=Bottom (Insurance)
TRAN(39): -0.55% Top=TDW KEX XPO AAWW TRN GLOG GBX JBLU ….. UAL DAL CSX SAVE STNG AAL CHRW NAT=Bottom (Transportation)
CHEM(30): -0.73% Top=EMN GPRE MON DOW HUN CE RPM ALB ….. ASH CHMT SHW MEOH CBT OLN WLK AXLL=Bottom (Chemicals/Fertilizers)
MATE(31): -0.88% Top=CVA FLR EXP MTZ PHM USG OC MLM ….. MTH MAS DAR MDC RYL BCC FAST VMC=Bottom (Materials & Construction)
RETA(66): -0.95% Top=NFLX SBH AMZN GNC BBY TIF W BIG ….. LL MELI WFM BURL CST BLDR RAD TFM=Bottom (Retail & Specialty Retail)
CONS(61): -0.96% Top=EL VFC JAH WHR FOSL TPX AVY FL ….. RKT HAR BERY PKG UFS IP KS AVP=Bottom (Consumer)
DISV(54): -1.00% Top=BCO URI V KBR JEC MCO MA GPN ….. ASGN CAR APOL Z VRSK EIGI GEO NTRI=Bottom (Diversified Services)
HEAL(55): -1.33% Top=CSII NUVA SPNC THOR WX BKD ABT HYH ….. KND DXCM ARAY EW CYH ACHC PODD HLS=Bottom (Health)
ELEC(61): -1.43% Top=IDTI FSLR MTSI SPWR CSIQ WAT TEL KEYS ….. LLTC GLW AVGO QLGC MSCC CY CAVM SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(40): -1.44% Top=TXRH JACK SEAS PNRA MCD SIX DRII YUM ….. MAR LQ HABT GPRO QUNR BLMN FRGI MGM=Bottom (Leisure)
COHW(54): -1.51% Top=COMM PLCM NSR OLED CAMP VZ TDC BCE ….. STX ZAYO MSI UBNT PANW INFN CUDA RKUS=Bottom (Computer Hardware/Telecom)
COSW(97): -1.62% Top=ROVI IACI N WUBA NATI LOCK ACIW CRM ….. FEYE ATHM BIDU CYBR LC ELLI BSFT QLYS=Bottom (Computer Software/Internet)
REAL(85): -2.08% Top=SPG MFA PEI PCL EXR OUT AGNC BXMT ….. SHO RPAI CHSP RLGY VNO GOV EJ NSM=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:41 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:09 am

Market Stats at 11:08 am ET
by daytrend on 20150505. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 978.

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 (20150505 11:08 am ET)
10.2% of stocks are above yesterday’s high.
26.8% are above yesterday’s midpoint. (73.2% are below.)
50.9% are below yesterday’s low.
38.9% are inside yesterday’s range.
32.6% of stocks with today’s high > yesterday’s high. (67.4% less than).
60.6% of stocks with today’s low < yesterday’s low. (39.4% greater than).

EVIDENCE OF INTRADAY TREND (20150505 11:08 am ET)
24.0% of stocks are above today’s open. (74.9% are below).
17.3% of stocks are above today’s open and yesterday’s close.
68.4% are below both.
7.2% of stocks opened above yesterday’s high.
33.1% of stocks opened above yesterday’s close. (64.3% opened below yesterday’s close).
19.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150505 11:08 am ET)
1.7% of stocks are in the top 10% of today’s range.
5.0% are in the top 20%.
17.9% are in the top half. 82.1% of stocks are in the bottom half of today’s range.
57.2% are in the bottom 20%.
40.8% are in the bottom 10%.

GAIN (20150505 11:08 am ET)
24.0% of stocks are above yesterday’s close. (76.0% are below.)
1.4% are up 4.5% or more. 0.7% are down 4.5% or more.
1.8% are up 3.5% or more. 2.8% are down 3.5% or more.
49.5% are between +1% and -1%.

RSI on DAILY (20150505 11:08 am ET)
2-day: >=95:3.7%…>=90:6.6%…>=80:13.4%…>=50:34.2%…<=20:24.0%…<=10:10.9%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:43.0%…<=20:3.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:45.3%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150505 11:08 am ET)
10.2% above previous 1 highs, 50.9% below previous 1 lows
8.3% above previous 2 highs, 25.1% below previous 2 lows
6.5% above previous 3 highs, 16.7% below previous 3 lows
6.0% above previous 4 highs, 15.2% below previous 4 lows
5.8% above previous 5 highs, 13.8% below previous 5 lows
5.4% above previous 6 highs, 13.7% below previous 6 lows
5.3% above previous 7 highs, 12.7% below previous 7 lows
5.1% above previous 8 highs, 12.1% below previous 8 lows
5.1% above previous 9 highs, 11.3% below previous 9 lows
4.9% above previous 10 highs, 11.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150505 11:08 am ET)
24.0% are above or equal to 5/4 close (1 days ago), 76.0% are below.
38.1% are above or equal to 5/1 close (2 days ago), 61.9% are below.
60.9% are above or equal to 4/30 close (3 days ago), 39.1% are below.
38.2% are above or equal to 4/29 close (4 days ago), 61.8% are below.
35.3% are above or equal to 4/28 close (5 days ago), 64.7% are below.
39.2% are above or equal to 4/27 close (6 days ago), 60.8% are below.
37.5% are above or equal to 4/24 close (7 days ago), 62.5% are below.
34.4% are above or equal to 4/23 close (8 days ago), 65.6% are below.
38.5% are above or equal to 4/22 close (9 days ago), 61.5% are below.
43.6% are above or equal to 4/21 close (10 days ago), 56.4% are below.
43.6% are above or equal to 4/20 close (11 days ago), 56.4% are below.
51.1% are above or equal to 4/17 close (12 days ago), 48.9% are below.
38.9% are above or equal to 4/16 close (13 days ago), 61.1% are below.
37.5% are above or equal to 4/15 close (14 days ago), 62.5% are below.
44.6% are above or equal to 4/14 close (15 days ago), 55.4% are below.
44.8% are above or equal to 4/13 close (16 days ago), 55.2% are below.
43.3% are above or equal to 4/10 close (17 days ago), 56.7% are below.
46.0% are above or equal to 4/9 close (18 days ago), 54.0% are below.
47.1% are above or equal to 4/8 close (19 days ago), 52.9% are below.
48.7% are above or equal to 4/7 close (20 days ago), 51.3% are below.
48.1% are above or equal to 4/6 close (21 days ago), 51.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150505 11:08 am ET)
20d: 9.4% new highs, 11.0% new lows
21d: 9.4% new highs, 10.9% new lows
42d: 7.9% new highs, 7.6% new lows
63d: 6.3% new highs, 6.4% new lows
126d: 2.9% new highs, 3.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150505 11:08 am ET)
2-day: 23.2% above, 76.8% below
3-day: 30.4% above, 69.6% below
4-day: 40.5% above, 59.5% below
5-day: 37.9% above, 62.1% below
8-day: 37.1% above, 62.9% below
10-day: 36.7% above, 63.3% below
20-day: 41.7% above, 58.3% below
50-day: 49.1% above, 50.9% below
200-day: 60.7% above, 39.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150505 11:08 am ET)
ENER(107): 0.95% Top=DO HOS EMES RIG ATW CJES BAS RDC ….. PBF INT WNR NFX WPZ MDU EOG ROSE=Bottom (Energy)
META(25): 0.15% Top=CLF TCK X SLCA BVN SWC FNV CCJ ….. PAAS AEM CNX TMST SLW RGLD CMC CENX=Bottom (Metals & Mining)
MANU(45): 0.04% Top=KMT ATI ETN GTLS TEX PH JOY DOV ….. MHK HON ROP DCI SPW EMR JKS MWA=Bottom (Manufacturing)
FINA(90): -0.04% Top=ICE RF SCHW KKR SYF KEY CMA AMTD ….. WDR WU SEIC PSEC OCN LEAF HAWK WETF=Bottom (Banks/Financials)
INSU(38): -0.35% Top=LNC AFL UNM PRU AIZ ALL MET PRE ….. CLGX AJG WSH MMC ORI AXS PRI GNW=Bottom (Insurance)
CHEM(30): -0.36% Top=EMN GPRE MON DOW MOS CE FTK HUN ….. GRA CYT CF CBT CHMT POL SHW OLN=Bottom (Chemicals/Fertilizers)
TRAN(39): -0.57% Top=TDW KEX TRN XPO GLOG AAWW SWFT GBX ….. CSX ALK AAL SAVE UAL CHRW DAL NAT=Bottom (Transportation)
MATE(31): -0.63% Top=MTZ CVA EXP FLR PWR USG RYN PHM ….. MTH SRCL MAS SPF RYL VMC BCC FAST=Bottom (Materials & Construction)
RETA(66): -0.88% Top=SBH NFLX JMEI W BIG CAB BBY AMZN ….. KR MELI RAD CST WFM TFM BLDR ZU=Bottom (Retail & Specialty Retail)
DISV(54): -1.00% Top=BCO URI V JEC KBR CATM AL AAN ….. APOL HMHC ASGN VRSK EIGI WOOF NTRI GEO=Bottom (Diversified Services)
CONS(61): -1.05% Top=EL VFC WHR FBHS SCSS TPX JAH FOSL ….. MWV PKG RKT BERY IP UFS AVP KS=Bottom (Consumer)
LEIS(40): -1.18% Top=TXRH JACK PNRA MCD SIX WEN SEAS DRII ….. QSR SBUX QUNR LQ MAR FRGI MGM BLMN=Bottom (Leisure)
ELEC(61): -1.34% Top=IDTI MTSI SPWR VSH FSLR INVN WAT TEL ….. FSL CY QLGC AVGO CPHD AMBA SWKS CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(54): -1.37% Top=JNPR KN CAMP PLCM CDW COMM SSYS TMUS ….. SMCI PANW STX JDSU ZAYO INFN CUDA RKUS=Bottom (Computer Hardware/Telecom)
HEAL(55): -1.37% Top=CSII NUVA THOR SPNC WX BKD ABT ZMH ….. ZLTQ DXCM HLS KND EW PODD ARAY ACHC=Bottom (Health)
COSW(97): -1.61% Top=CVLT ROVI WUBA IACI CKSW CRM BITA LOCK ….. MANH BIDU UIS ATHM LC ELLI BSFT QLYS=Bottom (Computer Software/Internet)
REAL(85): -1.85% Top=SPG PEI MFA PCL OUT NLY AGNC STWD ….. NNN VNO CHSP RLGY GOV SHO EJ NSM=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:10 am

Market Stats at 10:10 am ET
by daytrend on 20150505. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 978.

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 (20150505 10:10 am ET)
8.7% of stocks are above yesterday’s high.
31.3% are above yesterday’s midpoint. (68.7% are below.)
35.7% are below yesterday’s low.
55.6% are inside yesterday’s range.
30.7% of stocks with today’s high > yesterday’s high. (69.3% less than).
51.3% of stocks with today’s low < yesterday’s low. (48.7% greater than).

EVIDENCE OF INTRADAY TREND (20150505 10:10 am ET)
32.9% of stocks are above today’s open. (65.5% are below).
20.9% of stocks are above today’s open and yesterday’s close.
57.0% are below both.
7.2% of stocks opened above yesterday’s high.
33.1% of stocks opened above yesterday’s close. (64.3% opened below yesterday’s close).
19.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150505 10:10 am ET)
3.0% of stocks are in the top 10% of today’s range.
6.4% are in the top 20%.
23.6% are in the top half. 76.4% of stocks are in the bottom half of today’s range.
39.1% are in the bottom 20%.
16.3% are in the bottom 10%.

GAIN (20150505 10:10 am ET)
31.3% of stocks are above yesterday’s close. (68.7% are below.)
0.6% are up 4.5% or more. 0.7% are down 4.5% or more.
1.0% are up 3.5% or more. 1.3% are down 3.5% or more.
66.8% are between +1% and -1%.

RSI on DAILY (20150505 10:10 am ET)
2-day: >=95:3.6%…>=90:7.2%…>=80:14.6%…>=50:41.5%…<=20:18.2%…<=10:8.5%…<=5:4.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:46.3%…<=20:2.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:48.4%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150505 10:10 am ET)
8.7% above previous 1 highs, 35.7% below previous 1 lows
6.7% above previous 2 highs, 14.1% below previous 2 lows
5.8% above previous 3 highs, 7.9% below previous 3 lows
4.9% above previous 4 highs, 7.3% below previous 4 lows
4.8% above previous 5 highs, 6.4% below previous 5 lows
4.4% above previous 6 highs, 6.3% below previous 6 lows
4.4% above previous 7 highs, 5.6% below previous 7 lows
4.0% above previous 8 highs, 5.1% below previous 8 lows
4.0% above previous 9 highs, 5.0% below previous 9 lows
3.9% above previous 10 highs, 4.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150505 10:10 am ET)
31.3% are above or equal to 5/4 close (1 days ago), 68.7% are below.
46.5% are above or equal to 5/1 close (2 days ago), 53.5% are below.
69.2% are above or equal to 4/30 close (3 days ago), 30.8% are below.
44.6% are above or equal to 4/29 close (4 days ago), 55.4% are below.
37.9% are above or equal to 4/28 close (5 days ago), 62.1% are below.
42.5% are above or equal to 4/27 close (6 days ago), 57.5% are below.
39.0% are above or equal to 4/24 close (7 days ago), 61.0% are below.
37.5% are above or equal to 4/23 close (8 days ago), 62.5% are below.
41.2% are above or equal to 4/22 close (9 days ago), 58.8% are below.
47.3% are above or equal to 4/21 close (10 days ago), 52.7% are below.
46.4% are above or equal to 4/20 close (11 days ago), 53.6% are below.
52.9% are above or equal to 4/17 close (12 days ago), 47.1% are below.
41.8% are above or equal to 4/16 close (13 days ago), 58.2% are below.
40.8% are above or equal to 4/15 close (14 days ago), 59.2% are below.
47.3% are above or equal to 4/14 close (15 days ago), 52.7% are below.
47.1% are above or equal to 4/13 close (16 days ago), 52.9% are below.
45.1% are above or equal to 4/10 close (17 days ago), 54.9% are below.
48.4% are above or equal to 4/9 close (18 days ago), 51.6% are below.
48.9% are above or equal to 4/8 close (19 days ago), 51.1% are below.
51.1% are above or equal to 4/7 close (20 days ago), 48.9% are below.
50.3% are above or equal to 4/6 close (21 days ago), 49.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150505 10:10 am ET)
20d: 8.6% new highs, 6.7% new lows
21d: 8.6% new highs, 6.5% new lows
42d: 6.9% new highs, 4.5% new lows
63d: 5.3% new highs, 4.0% new lows
126d: 2.4% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150505 10:10 am ET)
2-day: 29.6% above, 70.4% below
3-day: 38.3% above, 61.7% below
4-day: 51.9% above, 48.1% below
5-day: 48.3% above, 51.7% below
8-day: 43.1% above, 56.9% below
10-day: 40.9% above, 59.1% below
20-day: 45.9% above, 54.1% below
50-day: 51.6% above, 48.4% below
200-day: 61.5% above, 38.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150505 10:10 am ET)
ENER(107): 0.46% Top=DO ATW EMES DNR BAS RIG WTI CRR ….. PXD RICE QEP ROSE LPI WNR PBF EOG=Bottom (Energy)
META(25): 0.42% Top=CLF X AEM ABX TCK SLCA STLD GOLD ….. TMST SWC SLW FCX AA CMC CENX CNX=Bottom (Metals & Mining)
MANU(45): 0.13% Top=KMT ETN ATI TEX JOY PH MRC CFX ….. ROP LII MHK DCI MWA SPW JKS EMR=Bottom (Manufacturing)
CHEM(30): 0.13% Top=EMN GPRE WLK DOW HUN MON MOS CE ….. OLN APD SHW ASH GRA CYT POL CBT=Bottom (Chemicals/Fertilizers)
FINA(90): 0.07% Top=OCN ICE SYF KKR SCHW RF BX CBOE ….. WETF SEIC WU LEAF EFX TRCO ARCC PSEC=Bottom (Banks/Financials)
INSU(38): -0.11% Top=LNC AFL PRE AON UNM ALL FNF TRV ….. MMC AGO AXS AJG CLGX PRI XL GNW=Bottom (Insurance)
MATE(31): -0.28% Top=MTZ CVA FLR MDC EXP MTH PHM LEN ….. USG SRCL RYN WY MAS BCC FAST VMC=Bottom (Materials & Construction)
CONS(61): -0.41% Top=EL TPX FOSL JAH VFC NWL AVY WHR ….. RKT GPK BERY SEE AVP PKG IP KS=Bottom (Consumer)
TRAN(39): -0.46% Top=TDW XPO TRN KEX SWFT WERN CNW GLOG ….. ECHO SAVE CHRW ALK DAL AAL UAL NAT=Bottom (Transportation)
DISV(54): -0.49% Top=BCO URI V CATM JEC MA AAN EIGI ….. ACM ATHN APOL NTRI XRS VRSK YY GEO=Bottom (Diversified Services)
RETA(66): -0.58% Top=SBH NFLX BIG CAB AMZN GNC TIF SHLD ….. KSS SPLS GPS TFM BLDR WFM ZU BABA=Bottom (Retail & Specialty Retail)
HEAL(55): -0.81% Top=CSII NUVA THOR WX SPNC BAX ABT DVA ….. HAE DXCM PODD ARAY PRXL KND THC ACHC=Bottom (Health)
LEIS(40): -0.84% Top=TXRH JACK GPRO DRII PNRA SIX CAKE MCD ….. LVS QUNR SBUX BYD FRGI HABT MGM BLMN=Bottom (Leisure)
COHW(54): -0.84% Top=COMM CCI SNDK TMUS CAMP JNPR PLCM KN ….. HRS ZAYO STX PANW GIMO CUDA INFN RKUS=Bottom (Computer Hardware/Telecom)
ELEC(61): -0.94% Top=IDTI SPWR WAT TRMB MTSI FSLR TEL DLB ….. NXPI CAVM FSL CGNX FARO MU CPHD INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(97): -1.22% Top=CRM SABR ROVI CVLT IACI LOCK CKSW SOHU ….. PFPT SFUN ATHM CYBR LC ELLI BSFT QLYS=Bottom (Computer Software/Internet)
REAL(85): -1.29% Top=MFA AMT OUT STWD SPG AMH PEI EQC ….. NRZ MPW SHO VNO GOV PPS EJ NSM=Bottom (Real Estate)

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

Filed under: Market Stats — daytrend @ 8:43 am

Market Stats at 9:43 am ET
by daytrend on 20150505. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 979.

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 (20150505 9:43 am ET)
18.0% of stocks are above yesterday’s high.
47.8% are above yesterday’s midpoint. (52.2% are below.)
22.0% are below yesterday’s low.
60.1% are inside yesterday’s range.
28.3% of stocks with today’s high > yesterday’s high. (71.7% less than).
37.5% of stocks with today’s low < yesterday’s low. (62.5% greater than).

EVIDENCE OF INTRADAY TREND (20150505 9:43 am ET)
59.7% of stocks are above today’s open. (39.1% are below).
42.0% of stocks are above today’s open and yesterday’s close.
33.0% are below both.
7.2% of stocks opened above yesterday’s high.
33.1% of stocks opened above yesterday’s close. (64.4% opened below yesterday’s close).
19.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150505 9:43 am ET)
12.9% of stocks are in the top 10% of today’s range.
25.2% are in the top 20%.
54.4% are in the top half. 45.6% of stocks are in the bottom half of today’s range.
22.7% are in the bottom 20%.
11.8% are in the bottom 10%.

GAIN (20150505 9:43 am ET)
49.6% of stocks are above yesterday’s close. (50.4% are below.)
1.4% are up 4.5% or more. 0.4% are down 4.5% or more.
2.1% are up 3.5% or more. 0.9% are down 3.5% or more.
73.0% are between +1% and -1%.

RSI on DAILY (20150505 9:43 am ET)
2-day: >=95:4.7%…>=90:10.2%…>=80:23.7%…>=50:57.9%…<=20:11.5%…<=10:4.9%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:52.7%…<=20:1.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:53.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150505 9:43 am ET)
18.0% above previous 1 highs, 22.0% below previous 1 lows
15.4% above previous 2 highs, 6.5% below previous 2 lows
11.3% above previous 3 highs, 4.1% below previous 3 lows
9.5% above previous 4 highs, 4.0% below previous 4 lows
9.1% above previous 5 highs, 3.7% below previous 5 lows
8.2% above previous 6 highs, 3.6% below previous 6 lows
7.6% above previous 7 highs, 3.5% below previous 7 lows
7.4% above previous 8 highs, 3.4% below previous 8 lows
7.3% above previous 9 highs, 3.0% below previous 9 lows
6.8% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150505 9:43 am ET)
49.6% are above or equal to 5/4 close (1 days ago), 50.4% are below.
61.3% are above or equal to 5/1 close (2 days ago), 38.7% are below.
78.9% are above or equal to 4/30 close (3 days ago), 21.1% are below.
53.7% are above or equal to 4/29 close (4 days ago), 46.3% are below.
43.5% are above or equal to 4/28 close (5 days ago), 56.5% are below.
48.2% are above or equal to 4/27 close (6 days ago), 51.8% are below.
43.8% are above or equal to 4/24 close (7 days ago), 56.2% are below.
42.4% are above or equal to 4/23 close (8 days ago), 57.6% are below.
44.9% are above or equal to 4/22 close (9 days ago), 55.1% are below.
51.1% are above or equal to 4/21 close (10 days ago), 48.9% are below.
50.8% are above or equal to 4/20 close (11 days ago), 49.2% are below.
56.7% are above or equal to 4/17 close (12 days ago), 43.3% are below.
45.8% are above or equal to 4/16 close (13 days ago), 54.2% are below.
44.4% are above or equal to 4/15 close (14 days ago), 55.6% are below.
51.5% are above or equal to 4/14 close (15 days ago), 48.5% are below.
50.6% are above or equal to 4/13 close (16 days ago), 49.4% are below.
48.3% are above or equal to 4/10 close (17 days ago), 51.7% are below.
50.7% are above or equal to 4/9 close (18 days ago), 49.3% are below.
51.4% are above or equal to 4/8 close (19 days ago), 48.6% are below.
55.4% are above or equal to 4/7 close (20 days ago), 44.6% are below.
53.0% are above or equal to 4/6 close (21 days ago), 47.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150505 9:43 am ET)
20d: 7.9% new highs, 4.4% new lows
21d: 7.9% new highs, 4.2% new lows
42d: 6.4% new highs, 3.1% new lows
63d: 5.0% new highs, 2.7% new lows
126d: 2.1% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150505 9:43 am ET)
2-day: 48.0% above, 52.0% below
3-day: 56.0% above, 44.0% below
4-day: 69.6% above, 30.4% below
5-day: 64.4% above, 35.6% below
8-day: 50.8% above, 49.2% below
10-day: 48.4% above, 51.6% below
20-day: 50.3% above, 49.7% below
50-day: 53.7% above, 46.3% below
200-day: 62.5% above, 37.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150505 9:43 am ET)
ENER(107): 1.84% Top=WTI DO EMES BAS ATW SGY XEC EXH ….. MWE TSO COG WPZ VLO PBF ALJ WNR=Bottom (Energy)
META(25): 1.45% Top=CLF AEM ABX X PAAS GOLD NEM SWC ….. BVN STLD NUE AA CMC SCCO FNV CNX=Bottom (Metals & Mining)
MANU(45): 0.87% Top=KMT TEX ETN GTLS CFX PH CRS ATI ….. PCP GE BWC ROP IR MHK DCI EMR=Bottom (Manufacturing)
CHEM(30): 0.77% Top=FTK WLK EMN GPRE HUN MEOH DOW CE ….. PX PPG CYT ASH VAL SHW AGU DD=Bottom (Chemicals/Fertilizers)
MATE(31): 0.46% Top=MTZ CVA MDC FLR BECN KBH EXP DAR ….. MAS RSG MLM WY RYN TPH VMC FAST=Bottom (Materials & Construction)
INSU(38): 0.15% Top=FNF AFL LNC FAF HIG AIG ALL PRU ….. BRO CNO AJG MMC ACGL AXS XL GNW=Bottom (Insurance)
FINA(90): 0.15% Top=ICE OCN SYF KKR HBHC BX FRC SLM ….. MTB SEIC ARCC WU HAWK EFX PSEC WETF=Bottom (Banks/Financials)
CONS(61): 0.02% Top=EL TPX JAH AVY FOSL IRBT WHR ECL ….. HAS RL IP ICON SKX BERY HBI SEE=Bottom (Consumer)
DISV(54): -0.02% Top=BCO URI JEC KBR CATM ACM AAN RCII ….. SCI WOOF VRSK YY NTRI XRS GEO CAR=Bottom (Diversified Services)
COHW(54): -0.11% Top=COMM ARRS SSYS CAMP FNSR SNDK NSR TDS ….. SMCI MSI GIMO STX CUDA BRCD PANW INFN=Bottom (Computer Hardware/Telecom)
TRAN(39): -0.15% Top=TDW TRN XPO SWFT KEX GLOG GBX JBLU ….. UAL LUV ALK CHRW AAWW ECHO VA NAT=Bottom (Transportation)
RETA(66): -0.20% Top=SBH NFLX BIG GNC JCP VSI AMZN SHLD ….. LB AEO DLTR SPLS KR CST BABA JMEI=Bottom (Retail & Specialty Retail)
ELEC(61): -0.43% Top=IDTI CGNX SPWR FSLR SCTY JASO CSIQ TSL ….. SWKS NXPI CPHD FSL VSH CRUS TSRA INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(55): -0.55% Top=NUVA CSII ABT THC CYH BKD HYH SPNC ….. MOH BSX PRXL EW PODD ARAY ACHC HAE=Bottom (Health)
LEIS(40): -0.69% Top=TXRH GPRO SEAS WYNN LVS JACK DRII EXPE ….. DPZ EAT PNK FRGI SBUX QUNR HABT BLMN=Bottom (Leisure)
REAL(85): -0.77% Top=STWD AMT BEE MFA AMH PEI AGNC TCO ….. AVB SHO GOV NRZ PPS VNO EJ NSM=Bottom (Real Estate)
COSW(98): -0.82% Top=CVLT GRPN ROVI TWTR VMW LOCK SABR MDRX ….. ELLI CMCM LC SFUN AOL ATHM CYBR QLYS=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 9:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

05/04/2015

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

Closing Stats
by daytrend on 20150504. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 967.

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 (20150504 Closing)
34.3% of stocks are above yesterday’s high.
69.9% are above yesterday’s midpoint. (30.1% are below.)
6.6% are below yesterday’s low.
59.0% are inside yesterday’s range.
69.7% of stocks with today’s high > yesterday’s high. (30.3% less than).
17.4% of stocks with today’s low < yesterday’s low. (82.6% greater than).

EVIDENCE OF INTRADAY TREND (20150504 Closing)
52.9% of stocks are above today’s open. (45.4% are below).
50.3% of stocks are above today’s open and yesterday’s close.
34.4% are below both.
18.6% of stocks opened above yesterday’s high.
72.2% of stocks opened above yesterday’s close. (22.3% opened below yesterday’s close).
1.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150504 Closing)
7.1% of stocks are in the top 10% of today’s range.
16.6% are in the top 20%.
44.6% are in the top half. 55.4% of stocks are in the bottom half of today’s range.
24.1% are in the bottom 20%.
12.9% are in the bottom 10%.

GAIN (20150504 Closing)
63.0% of stocks are above yesterday’s close. (37.0% are below.)
1.0% are up 4.5% or more. 0.2% are down 4.5% or more.
2.1% are up 3.5% or more. 0.6% are down 3.5% or more.
64.4% are between +1% and -1%.

RSI on DAILY (20150504 Closing)
2-day: >=95:4.2%…>=90:9.2%…>=80:23.9%…>=50:65.3%…<=20:11.3%…<=10:6.1%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:52.5%…<=20:2.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:53.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150504 Closing)
34.3% above previous 1 highs, 6.6% below previous 1 lows
24.2% above previous 2 highs, 4.6% below previous 2 lows
14.9% above previous 3 highs, 3.5% below previous 3 lows
12.0% above previous 4 highs, 3.2% below previous 4 lows
9.2% above previous 5 highs, 3.1% below previous 5 lows
8.1% above previous 6 highs, 3.0% below previous 6 lows
7.4% above previous 7 highs, 3.0% below previous 7 lows
6.7% above previous 8 highs, 2.8% below previous 8 lows
6.3% above previous 9 highs, 2.7% below previous 9 lows
6.1% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150504 Closing)
63.0% are above or equal to 5/1 close (1 days ago), 37.0% are below.
79.4% are above or equal to 4/30 close (2 days ago), 20.6% are below.
53.8% are above or equal to 4/29 close (3 days ago), 46.2% are below.
44.3% are above or equal to 4/28 close (4 days ago), 55.7% are below.
49.5% are above or equal to 4/27 close (5 days ago), 50.5% are below.
43.0% are above or equal to 4/24 close (6 days ago), 57.0% are below.
41.5% are above or equal to 4/23 close (7 days ago), 58.5% are below.
45.4% are above or equal to 4/22 close (8 days ago), 54.6% are below.
50.3% are above or equal to 4/21 close (9 days ago), 49.7% are below.
49.8% are above or equal to 4/20 close (10 days ago), 50.2% are below.
56.0% are above or equal to 4/17 close (11 days ago), 44.0% are below.
44.0% are above or equal to 4/16 close (12 days ago), 56.0% are below.
43.1% are above or equal to 4/15 close (13 days ago), 56.9% are below.
50.3% are above or equal to 4/14 close (14 days ago), 49.7% are below.
50.9% are above or equal to 4/13 close (15 days ago), 49.1% are below.
49.3% are above or equal to 4/10 close (16 days ago), 50.7% are below.
51.0% are above or equal to 4/9 close (17 days ago), 49.0% are below.
52.5% are above or equal to 4/8 close (18 days ago), 47.5% are below.
54.5% are above or equal to 4/7 close (19 days ago), 45.5% are below.
52.6% are above or equal to 4/6 close (20 days ago), 47.4% are below.
55.5% are above or equal to 4/2 close (21 days ago), 44.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150504 Closing)
20d: 10.8% new highs, 3.4% new lows
21d: 10.8% new highs, 3.3% new lows
42d: 8.7% new highs, 1.9% new lows
63d: 6.6% new highs, 1.6% new lows
126d: 3.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150504 Closing)
2-day: 61.5% above, 38.5% below
3-day: 76.2% above, 23.8% below
4-day: 67.2% above, 32.8% below
5-day: 59.0% above, 41.0% below
8-day: 48.5% above, 51.5% below
10-day: 48.9% above, 51.1% below
20-day: 50.8% above, 49.2% below
50-day: 54.5% above, 45.5% below
200-day: 62.3% above, 37.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150504 Closing)
FINA(91): 0.99% Top=OCN EVR SCHW BAC CG HCBK FNFG CMA ….. HAWK EV WU WDR ACAS WETF ARCC PSEC=Bottom (Banks/Financials)
HEAL(55): 0.96% Top=SPNC THC HNT CNC ARAY ACHC NUVA XRAY ….. WMGI VAR WX HLS THOR LH PKI HYH=Bottom (Health)
LEIS(40): 0.66% Top=HABT QUNR WYNN FRGI WEN QSR ARMK JACK ….. EXPE DNKN YUM EAT SIX DRI HLT MCD=Bottom (Leisure)
COSW(97): 0.57% Top=CTSH ATHM GRPN ANGI LC SINA VDSI CMCM ….. SNCR SSNC TRUE TRIP YHOO MKTO CRM ELLI=Bottom (Computer Software/Internet)
COHW(54): 0.54% Top=NSR ZAYO SSYS CUDA OLED INFN JDSU LVLT ….. FNSR UBNT ADTN STX BBRY LXK SNDK WIN=Bottom (Computer Hardware/Telecom)
INSU(38): 0.45% Top=MTG GNW FNF UNM AWH AGO PRU AIZ ….. PRI L ALL ACE FAF AJG PRE WSH=Bottom (Insurance)
DISV(50): 0.41% Top=RCII EIGI YY DV KBR G APOL ATHN ….. XRS SCI ASGN SERV FLT Z GEO HRB=Bottom (Diversified Services)
REAL(82): 0.36% Top=EJ GLPI TCO NSM BRX NRZ SHO AMT ….. CONE OHI HR VTR MPW GOV RLGY GGP=Bottom (Real Estate)
ELEC(60): 0.35% Top=ON MTSI FCS INVN KEYS CGNX IPGP TEL ….. FSLR TSL MU AVGO JASO CY IDTI TRMB=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(65): 0.32% Top=AEO SHLD GME JMEI KMX LL RAD GNC ….. GES BABA ASNA LB W SFM SBH ANF=Bottom (Retail & Specialty Retail)
MANU(45): 0.31% Top=KMT TILE ITT SWK ATI TKR AME LII ….. CR AGCO DE XYL DDD GNRC FLS GTLS=Bottom (Manufacturing)
CONS(60): 0.25% Top=CROX OI UFS LULU SKX PVH ICON PBI ….. NWL PAY UA VFC SCSS DECK COLM BERY=Bottom (Consumer)
MATE(31): 0.16% Top=CVA DAR BCC MAS SRCL FAST RSG BECN ….. SPF WM DHI PHM EXP LEN OC WY=Bottom (Materials & Construction)
META(23): 0.13% Top=PAAS X TCK BVN STLD FNV ABX NUE ….. SLCA AEM AA SWC FCX SCCO NEM CENX=Bottom (Metals & Mining)
TRAN(39): 0.12% Top=AAWW CHRW GBX WAB KEX ECHO EXPD STNG ….. UAL AAL TRN ALK VA LUV CSX XPO=Bottom (Transportation)
CHEM(30): -0.48% Top=POL OLN AXLL APD PPG AGU FMC POT ….. CHMT SHW HUN MEOH MON FTK GPRE WLK=Bottom (Chemicals/Fertilizers)
ENER(107): -0.58% Top=SM ECA PDS QEP WPX PE WTI CXO ….. BBG SN OAS PBF BCEI KOS EMES CRR=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 2:56 pm ET
by daytrend on 20150504. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 967.

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 (20150504 2:56 pm ET)
37.0% of stocks are above yesterday’s high.
72.1% are above yesterday’s midpoint. (27.9% are below.)
5.6% are below yesterday’s low.
57.4% are inside yesterday’s range.
68.9% of stocks with today’s high > yesterday’s high. (31.1% less than).
16.5% of stocks with today’s low < yesterday’s low. (83.5% greater than).

EVIDENCE OF INTRADAY TREND (20150504 2:56 pm ET)
56.6% of stocks are above today’s open. (42.0% are below).
53.9% of stocks are above today’s open and yesterday’s close.
30.7% are below both.
18.6% of stocks opened above yesterday’s high.
72.2% of stocks opened above yesterday’s close. (22.3% opened below yesterday’s close).
1.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150504 2:56 pm ET)
12.7% of stocks are in the top 10% of today’s range.
22.0% are in the top 20%.
51.0% are in the top half. 49.0% of stocks are in the bottom half of today’s range.
18.1% are in the bottom 20%.
8.6% are in the bottom 10%.

GAIN (20150504 2:56 pm ET)
66.6% of stocks are above yesterday’s close. (33.4% are below.)
1.1% are up 4.5% or more. 0.3% are down 4.5% or more.
2.1% are up 3.5% or more. 0.8% are down 3.5% or more.
63.5% are between +1% and -1%.

RSI on DAILY (20150504 2:56 pm ET)
2-day: >=95:4.8%…>=90:10.0%…>=80:24.9%…>=50:65.4%…<=20:11.5%…<=10:5.3%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:53.4%…<=20:2.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:54.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150504 2:56 pm ET)
37.0% above previous 1 highs, 5.6% below previous 1 lows
25.5% above previous 2 highs, 4.0% below previous 2 lows
16.6% above previous 3 highs, 3.1% below previous 3 lows
12.9% above previous 4 highs, 2.8% below previous 4 lows
10.1% above previous 5 highs, 2.7% below previous 5 lows
8.6% above previous 6 highs, 2.6% below previous 6 lows
7.7% above previous 7 highs, 2.6% below previous 7 lows
7.0% above previous 8 highs, 2.4% below previous 8 lows
6.6% above previous 9 highs, 2.4% below previous 9 lows
6.3% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150504 2:56 pm ET)
66.6% are above or equal to 5/1 close (1 days ago), 33.4% are below.
81.1% are above or equal to 4/30 close (2 days ago), 18.9% are below.
54.3% are above or equal to 4/29 close (3 days ago), 45.7% are below.
45.2% are above or equal to 4/28 close (4 days ago), 54.8% are below.
50.1% are above or equal to 4/27 close (5 days ago), 49.9% are below.
43.4% are above or equal to 4/24 close (6 days ago), 56.6% are below.
42.0% are above or equal to 4/23 close (7 days ago), 58.0% are below.
45.6% are above or equal to 4/22 close (8 days ago), 54.4% are below.
50.3% are above or equal to 4/21 close (9 days ago), 49.7% are below.
49.4% are above or equal to 4/20 close (10 days ago), 50.6% are below.
56.6% are above or equal to 4/17 close (11 days ago), 43.4% are below.
44.3% are above or equal to 4/16 close (12 days ago), 55.7% are below.
44.4% are above or equal to 4/15 close (13 days ago), 55.6% are below.
51.0% are above or equal to 4/14 close (14 days ago), 49.0% are below.
51.1% are above or equal to 4/13 close (15 days ago), 48.9% are below.
49.0% are above or equal to 4/10 close (16 days ago), 51.0% are below.
51.9% are above or equal to 4/9 close (17 days ago), 48.1% are below.
52.2% are above or equal to 4/8 close (18 days ago), 47.8% are below.
55.1% are above or equal to 4/7 close (19 days ago), 44.9% are below.
52.9% are above or equal to 4/6 close (20 days ago), 47.1% are below.
55.4% are above or equal to 4/2 close (21 days ago), 44.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150504 2:56 pm ET)
20d: 10.3% new highs, 3.2% new lows
21d: 10.3% new highs, 3.1% new lows
42d: 8.4% new highs, 1.8% new lows
63d: 6.2% new highs, 1.3% new lows
126d: 3.7% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150504 2:56 pm ET)
2-day: 65.0% above, 35.0% below
3-day: 77.7% above, 22.3% below
4-day: 68.0% above, 32.0% below
5-day: 59.8% above, 40.2% below
8-day: 49.2% above, 50.8% below
10-day: 49.0% above, 51.0% below
20-day: 51.6% above, 48.4% below
50-day: 54.8% above, 45.2% below
200-day: 62.4% above, 37.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150504 2:56 pm ET)
HEAL(55): 1.04% Top=SPNC THC HNT CNC UHS ACHC ARAY ALGN ….. HAE WMGI HLS WX VAR LH PKI HYH=Bottom (Health)
FINA(91): 0.98% Top=OCN BX EVR SCHW HCBK MTB JPM LEAF ….. EV DFS WU WDR ACAS WETF ARCC PSEC=Bottom (Banks/Financials)
COSW(97): 0.79% Top=CTSH ATHM GRPN ANGI LC BITA VIPS XRX ….. WUBA TRIP YHOO YELP TRUE CRM MKTO ELLI=Bottom (Computer Software/Internet)
LEIS(40): 0.73% Top=HABT QUNR FRGI WYNN WEN QSR JACK BWLD ….. DRI WYN EAT LQ EXPE SIX MCD HLT=Bottom (Leisure)
COHW(54): 0.59% Top=NSR INFN SMCI OLED SSYS CUDA JDSU LVLT ….. ARRS FTR UBNT STX LXK BBRY SNDK WIN=Bottom (Computer Hardware/Telecom)
DISV(50): 0.58% Top=RCII YY EIGI DV KBR BCO G TMH ….. XRS ASGN SCI FLT SERV GEO Z HRB=Bottom (Diversified Services)
INSU(38): 0.51% Top=MTG CNO FNF CLGX UNM PRU LNC GNW ….. PRI AXS ALL ACE L AJG PRE WSH=Bottom (Insurance)
MANU(45): 0.39% Top=TILE KMT ATI MRC ITT TKR AME CRS ….. CR CFX DE XYL FLS DDD GNRC GTLS=Bottom (Manufacturing)
ELEC(60): 0.36% Top=ON MTSI FCS KEYS INVN IPGP TEL JBL ….. AVGO MU JASO FSLR TSL CY TRMB IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(65): 0.35% Top=AEO JMEI SHLD RAD GME BID KMX PIR ….. SFM CAB BABA BLDR LB SBH W ANF=Bottom (Retail & Specialty Retail)
REAL(82): 0.33% Top=EJ GLPI NSM BRX SHO AIV AMT OFC ….. HME OHI GGP VTR HR GOV RLGY CONE=Bottom (Real Estate)
CONS(60): 0.28% Top=OI CROX UFS ICON LULU HAR PVH SEE ….. AVP SCSS HAS UA VFC DECK COLM BERY=Bottom (Consumer)
MATE(31): 0.24% Top=CVA DAR RSG SRCL MTZ MLM BCC TPH ….. PWR SPF DHI WY OC PHM EXP LEN=Bottom (Materials & Construction)
TRAN(39): 0.15% Top=AAWW CHRW WAB KEX GBX STNG ECHO LSTR ….. SAVE AAL TRN ALK VA LUV CSX XPO=Bottom (Transportation)
META(23): 0.13% Top=PAAS X BVN ABX CNX FNV STLD TCK ….. AEM SWC SLCA AA FCX SCCO NEM CENX=Bottom (Metals & Mining)
CHEM(30): -0.26% Top=OLN POL AXLL APD AGU PPG RPM FMC ….. CE SHW HUN MEOH MON FTK GPRE WLK=Bottom (Chemicals/Fertilizers)
ENER(107): -0.70% Top=SM WTI ECA QEP PDS WPX NBL PE ….. PBF EXH SN OAS BCEI EMES KOS CRR=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 2:56 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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