daytrend

03/05/2015

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
by daytrend on 20150305. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 975.

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 (20150305 Closing)
26.6% of stocks are above yesterday’s high.
59.9% are above yesterday’s midpoint. (40.1% are below.)
12.6% are below yesterday’s low.
60.8% are inside yesterday’s range.
53.9% of stocks with today’s high > yesterday’s high. (46.1% less than).
34.5% of stocks with today’s low < yesterday’s low. (65.5% greater than).

EVIDENCE OF INTRADAY TREND (20150305 Closing)
51.4% of stocks are above today’s open. (47.5% are below).
47.3% of stocks are above today’s open and yesterday’s close.
37.1% are below both.
11.7% of stocks opened above yesterday’s high.
64.2% of stocks opened above yesterday’s close. (30.3% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150305 Closing)
12.9% of stocks are in the top 10% of today’s range.
25.1% are in the top 20%.
53.2% are in the top half. 46.8% of stocks are in the bottom half of today’s range.
18.3% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN (20150305 Closing)
58.9% of stocks are above yesterday’s close. (41.1% are below.)
1.8% are up 4.5% or more. 0.7% are down 4.5% or more.
2.5% are up 3.5% or more. 1.8% are down 3.5% or more.
64.5% are between +1% and -1%.

RSI on DAILY (20150305 Closing)
2-day: >=95:2.9%…>=90:6.2%…>=80:14.2%…>=50:45.2%…<=20:23.5%…<=10:12.1%…<=5:6.3%…
9-day: >=95:0.1%…>=90:0.1%…>=80:2.5%…>=50:54.4%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:61.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150305 Closing)
26.6% above previous 1 highs, 12.6% below previous 1 lows
14.4% above previous 2 highs, 11.3% below previous 2 lows
10.8% above previous 3 highs, 9.8% below previous 3 lows
9.1% above previous 4 highs, 8.3% below previous 4 lows
8.0% above previous 5 highs, 7.9% below previous 5 lows
7.4% above previous 6 highs, 7.8% below previous 6 lows
6.9% above previous 7 highs, 6.9% below previous 7 lows
6.7% above previous 8 highs, 6.8% below previous 8 lows
6.4% above previous 9 highs, 6.2% below previous 9 lows
6.3% above previous 10 highs, 6.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150305 Closing)
58.9% are above or equal to 3/4 close (1 days ago), 41.1% are below.
41.3% are above or equal to 3/3 close (2 days ago), 58.7% are below.
33.4% are above or equal to 3/2 close (3 days ago), 66.6% are below.
46.5% are above or equal to 2/27 close (4 days ago), 53.5% are below.
42.7% are above or equal to 2/26 close (5 days ago), 57.3% are below.
36.8% are above or equal to 2/25 close (6 days ago), 63.2% are below.
40.7% are above or equal to 2/24 close (7 days ago), 59.3% are below.
42.6% are above or equal to 2/23 close (8 days ago), 57.4% are below.
39.9% are above or equal to 2/20 close (9 days ago), 60.1% are below.
46.3% are above or equal to 2/19 close (10 days ago), 53.7% are below.
47.0% are above or equal to 2/18 close (11 days ago), 53.0% are below.
46.3% are above or equal to 2/17 close (12 days ago), 53.7% are below.
47.9% are above or equal to 2/13 close (13 days ago), 52.1% are below.
52.9% are above or equal to 2/12 close (14 days ago), 47.1% are below.
64.2% are above or equal to 2/11 close (15 days ago), 35.8% are below.
63.0% are above or equal to 2/10 close (16 days ago), 37.0% are below.
67.1% are above or equal to 2/9 close (17 days ago), 32.9% are below.
65.5% are above or equal to 2/6 close (18 days ago), 34.5% are below.
63.6% are above or equal to 2/5 close (19 days ago), 36.4% are below.
69.5% are above or equal to 2/4 close (20 days ago), 30.5% are below.
66.2% are above or equal to 2/3 close (21 days ago), 33.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150305 Closing)
20d: 8.5% new highs, 5.7% new lows
21d: 8.5% new highs, 5.3% new lows
42d: 6.8% new highs, 2.9% new lows
63d: 6.5% new highs, 2.2% new lows
126d: 4.7% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150305 Closing)
2-day: 57.2% above, 42.8% below
3-day: 46.1% above, 53.9% below
4-day: 40.0% above, 60.0% below
5-day: 42.3% above, 57.7% below
8-day: 40.3% above, 59.7% below
10-day: 39.5% above, 60.5% below
20-day: 52.5% above, 47.5% below
50-day: 66.9% above, 33.1% below
200-day: 62.1% above, 37.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150305 Closing)
COSW(95): 0.96% Top=ATHM BNFT BITA CYBR QLYS EQIX JD NTES ….. LC MDAS CDNS TRIP SWI MSCI AOL VEEV=Bottom (Computer Software/Internet)
ELEC(57): 0.68% Top=CSIQ TSL SCTY SUNE CRUS GRMN CGNX CY ….. JBL KEYS MCHP INTC ISIL KLAC HIMX AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(44): 0.51% Top=WBAI BOBE DNKN SEAS DRI CCL EXPE RCL ….. QSR MGM H LOCO LVS MCD NDLS GPRO=Bottom (Leisure)
INSU(39): 0.48% Top=CNO AIZ PRE MMC ACGL CB AFSI SLF ….. ALL L CLGX RDN MBI AJG MTG FAF=Bottom (Insurance)
FINA(89): 0.44% Top=WETF FNGN HBHC EV ETFC CFG RF BX ….. STT APO BK TD WU HAWK TRCO OCN=Bottom (Banks/Financials)
COHW(48): 0.41% Top=OLED SSYS ANET NSR GOGO NTAP RKUS INFN ….. EMC CDW BCE ARRS SWIR TDC AAPL COMM=Bottom (Computer Hardware/Telecom)
HEAL(54): 0.39% Top=WMGI PODD TMO PKI CNC BCR STE IRWD ….. HLS SEM EVHC KND THC AMSG HCA CYH=Bottom (Health)
MATE(32): 0.24% Top=EXP OC MTZ CVA FAST MAS MTH USG ….. SPF MLM WY KBH TPH WM BECN DAR=Bottom (Materials & Construction)
RETA(67): 0.18% Top=KR COST AEO TFM MIK WFM AMZN SFM ….. PMC ZU GPS ANN JCP FIVE W RAD=Bottom (Retail & Specialty Retail)
MANU(45): 0.14% Top=JKS MIDD GTLS PCP DOV RS IR ITW ….. HEES AGCO BWC CMI MRC ATI FLS JOY=Bottom (Manufacturing)
REAL(91): 0.10% Top=MAC TCO CPT BXP KIM AVB AIV CBG ….. NSM HST MFA AMH PEB LHO DRH SHO=Bottom (Real Estate)
DISV(51): -0.10% Top=YY PRAA FLT ADT SERV ADS MYGN Z ….. BAH ACM APOL HMSY TMH WTW HRB DV=Bottom (Diversified Services)
TRAN(36): -0.12% Top=XPO HA CP GWR WERN VA JBHT TK ….. AIRM AAL LSTR GBX DAL ALK TRN JBLU=Bottom (Transportation)
CHEM(30): -0.12% Top=GPRE MEOH WLK SHW OLN VAL DD APD ….. CHMT EMN FTK DOW FMC TROX MOS POT=Bottom (Chemicals/Fertilizers)
META(24): -0.17% Top=X AEM STLD GG SWC CCJ NUE NEM ….. SCCO CLD AA SLCA SLW CLF BTU FCX=Bottom (Metals & Mining)
ENER(115): -0.36% Top=WTI PTEN WNR EPE CMLP DK NBR HP ….. DNR BBG SM AR DRQ ECA UPL OAS=Bottom (Energy)
CONS(58): -0.43% Top=COTY EL CL NKE LEG NWL FOSL ECL ….. GT BC PKG RKT MWV OI KS KATE=Bottom (Consumer)

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 @ 2:51 pm

Market Stats at 2:50 pm ET
by daytrend on 20150305. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 975.

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 (20150305 2:50 pm ET)
25.0% of stocks are above yesterday’s high.
59.5% are above yesterday’s midpoint. (40.5% are below.)
12.6% are below yesterday’s low.
62.4% are inside yesterday’s range.
51.4% of stocks with today’s high > yesterday’s high. (48.6% less than).
33.4% of stocks with today’s low < yesterday’s low. (66.6% greater than).

EVIDENCE OF INTRADAY TREND (20150305 2:50 pm ET)
50.1% of stocks are above today’s open. (49.2% are below).
46.6% of stocks are above today’s open and yesterday’s close.
38.6% are below both.
11.7% of stocks opened above yesterday’s high.
64.2% of stocks opened above yesterday’s close. (30.3% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150305 2:50 pm ET)
11.4% of stocks are in the top 10% of today’s range.
21.9% are in the top 20%.
54.8% are in the top half. 45.2% of stocks are in the bottom half of today’s range.
17.1% are in the bottom 20%.
9.0% are in the bottom 10%.

GAIN (20150305 2:50 pm ET)
57.9% of stocks are above yesterday’s close. (42.1% are below.)
1.4% are up 4.5% or more. 0.7% are down 4.5% or more.
2.4% are up 3.5% or more. 1.4% are down 3.5% or more.
67.5% are between +1% and -1%.

RSI on DAILY (20150305 2:50 pm ET)
2-day: >=95:3.1%…>=90:6.5%…>=80:14.4%…>=50:44.2%…<=20:25.5%…<=10:11.6%…<=5:5.6%…
9-day: >=95:0.1%…>=90:0.2%…>=80:2.5%…>=50:53.7%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:61.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150305 2:50 pm ET)
25.0% above previous 1 highs, 12.6% below previous 1 lows
13.6% above previous 2 highs, 11.9% below previous 2 lows
9.4% above previous 3 highs, 10.4% below previous 3 lows
8.5% above previous 4 highs, 9.3% below previous 4 lows
7.2% above previous 5 highs, 8.8% below previous 5 lows
5.9% above previous 6 highs, 8.4% below previous 6 lows
5.4% above previous 7 highs, 7.5% below previous 7 lows
5.2% above previous 8 highs, 7.2% below previous 8 lows
5.0% above previous 9 highs, 6.2% below previous 9 lows
4.8% above previous 10 highs, 6.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150305 2:50 pm ET)
57.9% are above or equal to 3/4 close (1 days ago), 42.1% are below.
40.5% are above or equal to 3/3 close (2 days ago), 59.5% are below.
33.8% are above or equal to 3/2 close (3 days ago), 66.2% are below.
45.2% are above or equal to 2/27 close (4 days ago), 54.8% are below.
42.5% are above or equal to 2/26 close (5 days ago), 57.5% are below.
36.6% are above or equal to 2/25 close (6 days ago), 63.4% are below.
40.1% are above or equal to 2/24 close (7 days ago), 59.9% are below.
41.7% are above or equal to 2/23 close (8 days ago), 58.3% are below.
38.5% are above or equal to 2/20 close (9 days ago), 61.5% are below.
46.7% are above or equal to 2/19 close (10 days ago), 53.3% are below.
46.1% are above or equal to 2/18 close (11 days ago), 53.9% are below.
45.5% are above or equal to 2/17 close (12 days ago), 54.5% are below.
47.2% are above or equal to 2/13 close (13 days ago), 52.8% are below.
53.1% are above or equal to 2/12 close (14 days ago), 46.9% are below.
63.7% are above or equal to 2/11 close (15 days ago), 36.3% are below.
62.6% are above or equal to 2/10 close (16 days ago), 37.4% are below.
67.1% are above or equal to 2/9 close (17 days ago), 32.9% are below.
64.6% are above or equal to 2/6 close (18 days ago), 35.4% are below.
63.5% are above or equal to 2/5 close (19 days ago), 36.5% are below.
69.3% are above or equal to 2/4 close (20 days ago), 30.7% are below.
65.5% are above or equal to 2/3 close (21 days ago), 34.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150305 2:50 pm ET)
20d: 7.8% new highs, 5.5% new lows
21d: 7.8% new highs, 5.0% new lows
42d: 6.3% new highs, 2.9% new lows
63d: 5.9% new highs, 2.2% new lows
126d: 4.4% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150305 2:50 pm ET)
2-day: 56.9% above, 43.1% below
3-day: 45.2% above, 54.8% below
4-day: 40.3% above, 59.7% below
5-day: 42.2% above, 57.8% below
8-day: 38.8% above, 61.2% below
10-day: 37.9% above, 62.1% below
20-day: 51.9% above, 48.1% below
50-day: 66.4% above, 33.6% below
200-day: 61.4% above, 38.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150305 2:50 pm ET)
COSW(95): 0.75% Top=ATHM BNFT BITA EQIX QLYS NTES JD PFPT ….. LC WUBA CDNS TRIP SWI VEEV MSCI AOL=Bottom (Computer Software/Internet)
LEIS(44): 0.54% Top=WBAI DNKN SEAS DRI BOBE CCL EXPE RCL ….. SIX LOCO MGM SONC LVS MCD NDLS GPRO=Bottom (Leisure)
ELEC(57): 0.49% Top=CSIQ TSL SUNE SCTY SPWR CRUS CY CODE ….. JBL SIMO ALTR INTC MCHP ISIL HIMX AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(39): 0.40% Top=CNO AIZ SLF AFSI MMC AFL HIG CB ….. AJG PGR AXS XL CLGX MBI MTG FAF=Bottom (Insurance)
REAL(91): 0.32% Top=MAC TCO CPT AVB KIM BXP AIV O ….. STWD MFA HT PEB SHO DRH LHO NSM=Bottom (Real Estate)
HEAL(54): 0.32% Top=PODD WMGI CNC BCR TMO MOH HUM STE ….. HLS SEM KND EVHC AMSG THC HCA CYH=Bottom (Health)
FINA(89): 0.31% Top=WETF FNGN HBHC ETFC TCBI BEN CFG BX ….. NDAQ STT CIT BK TRCO WU HAWK OCN=Bottom (Banks/Financials)
COHW(48): 0.29% Top=OLED SSYS GOGO ANET NTAP KN RKUS INFN ….. EMC BCE SWIR ARRS NSR TDC AAPL COMM=Bottom (Computer Hardware/Telecom)
RETA(67): 0.22% Top=KR COST AEO MIK TFM WFM PIR JWN ….. PMC ANN CHS GPS JCP W FIVE RAD=Bottom (Retail & Specialty Retail)
MATE(32): 0.14% Top=EXP OC FAST CVA MTZ MAS USG HW ….. MLM WY RSG SPF TPH WM BECN DAR=Bottom (Materials & Construction)
MANU(45): -0.01% Top=JKS MIDD GTLS RS PCP IR DCI ITW ….. CAT BWC CMI AGCO MRC ATI FLS JOY=Bottom (Manufacturing)
META(24): -0.11% Top=X AEM STLD GG SWC ABX CCJ PAAS ….. CENX SLCA SCCO SLW CLD AA FCX BTU=Bottom (Metals & Mining)
DISV(51): -0.19% Top=YY PRAA FLT ADT ADS BLOX AL MCO ….. RRD TNET ACM APOL TMH WTW HRB DV=Bottom (Diversified Services)
ENER(115): -0.22% Top=WTI WNR HFC DK EPE CMLP PVA SE ….. SM BBG AR FET DRQ OAS ECA UPL=Bottom (Energy)
TRAN(36): -0.27% Top=XPO HA GWR CP WERN VA STNG TK ….. UAL TRN AIRM GBX ALK AAL DAL JBLU=Bottom (Transportation)
CHEM(30): -0.33% Top=GPRE MEOH SHW WLK AXLL VAL RPM DD ….. CHMT ASH DOW EMN FMC TROX POT MOS=Bottom (Chemicals/Fertilizers)
CONS(58): -0.46% Top=COH COTY EL CL FOSL LEG UA NKE ….. RKT PKG MWV UFS CCK OI KS KATE=Bottom (Consumer)

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 2:50 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:16 pm

Market Stats at 2:15 pm ET
by daytrend on 20150305. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 975.

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 (20150305 2:15 pm ET)
26.2% of stocks are above yesterday’s high.
61.3% are above yesterday’s midpoint. (38.7% are below.)
11.2% are below yesterday’s low.
62.7% are inside yesterday’s range.
51.0% of stocks with today’s high > yesterday’s high. (49.0% less than).
32.8% of stocks with today’s low < yesterday’s low. (67.2% greater than).

EVIDENCE OF INTRADAY TREND (20150305 2:15 pm ET)
51.8% of stocks are above today’s open. (47.0% are below).
47.9% of stocks are above today’s open and yesterday’s close.
35.5% are below both.
11.7% of stocks opened above yesterday’s high.
64.2% of stocks opened above yesterday’s close. (30.3% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150305 2:15 pm ET)
15.0% of stocks are in the top 10% of today’s range.
26.1% are in the top 20%.
58.2% are in the top half. 41.8% of stocks are in the bottom half of today’s range.
13.9% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN (20150305 2:15 pm ET)
60.5% of stocks are above yesterday’s close. (39.5% are below.)
1.4% are up 4.5% or more. 0.8% are down 4.5% or more.
2.3% are up 3.5% or more. 1.4% are down 3.5% or more.
66.5% are between +1% and -1%.

RSI on DAILY (20150305 2:15 pm ET)
2-day: >=95:2.9%…>=90:6.3%…>=80:14.2%…>=50:46.1%…<=20:22.9%…<=10:10.5%…<=5:5.4%…
9-day: >=95:0.1%…>=90:0.2%…>=80:2.5%…>=50:55.0%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:61.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150305 2:15 pm ET)
26.2% above previous 1 highs, 11.2% below previous 1 lows
13.9% above previous 2 highs, 10.5% below previous 2 lows
9.8% above previous 3 highs, 9.0% below previous 3 lows
8.4% above previous 4 highs, 7.9% below previous 4 lows
7.2% above previous 5 highs, 7.4% below previous 5 lows
6.2% above previous 6 highs, 7.1% below previous 6 lows
5.1% above previous 7 highs, 6.4% below previous 7 lows
5.1% above previous 8 highs, 5.9% below previous 8 lows
5.0% above previous 9 highs, 5.4% below previous 9 lows
4.8% above previous 10 highs, 5.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150305 2:15 pm ET)
60.5% are above or equal to 3/4 close (1 days ago), 39.5% are below.
42.4% are above or equal to 3/3 close (2 days ago), 57.6% are below.
34.7% are above or equal to 3/2 close (3 days ago), 65.3% are below.
49.0% are above or equal to 2/27 close (4 days ago), 51.0% are below.
42.7% are above or equal to 2/26 close (5 days ago), 57.3% are below.
37.5% are above or equal to 2/25 close (6 days ago), 62.5% are below.
40.8% are above or equal to 2/24 close (7 days ago), 59.2% are below.
42.5% are above or equal to 2/23 close (8 days ago), 57.5% are below.
39.5% are above or equal to 2/20 close (9 days ago), 60.5% are below.
47.5% are above or equal to 2/19 close (10 days ago), 52.5% are below.
46.6% are above or equal to 2/18 close (11 days ago), 53.4% are below.
46.1% are above or equal to 2/17 close (12 days ago), 53.9% are below.
47.5% are above or equal to 2/13 close (13 days ago), 52.5% are below.
53.4% are above or equal to 2/12 close (14 days ago), 46.6% are below.
63.9% are above or equal to 2/11 close (15 days ago), 36.1% are below.
63.3% are above or equal to 2/10 close (16 days ago), 36.7% are below.
67.2% are above or equal to 2/9 close (17 days ago), 32.8% are below.
65.9% are above or equal to 2/6 close (18 days ago), 34.1% are below.
63.5% are above or equal to 2/5 close (19 days ago), 36.5% are below.
69.3% are above or equal to 2/4 close (20 days ago), 30.7% are below.
66.4% are above or equal to 2/3 close (21 days ago), 33.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150305 2:15 pm ET)
20d: 7.5% new highs, 5.5% new lows
21d: 7.5% new highs, 5.0% new lows
42d: 6.2% new highs, 2.9% new lows
63d: 5.8% new highs, 2.2% new lows
126d: 4.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150305 2:15 pm ET)
2-day: 59.5% above, 40.5% below
3-day: 47.1% above, 52.9% below
4-day: 41.6% above, 58.4% below
5-day: 42.8% above, 57.2% below
8-day: 40.3% above, 59.7% below
10-day: 40.1% above, 59.9% below
20-day: 52.9% above, 47.1% below
50-day: 66.7% above, 33.3% below
200-day: 61.6% above, 38.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150305 2:15 pm ET)
COSW(95): 0.74% Top=BNFT ATHM BITA NTES JD QLYS DATA SFUN ….. CDNS SWI WUBA LC TRIP VEEV MSCI AOL=Bottom (Computer Software/Internet)
ELEC(57): 0.56% Top=CSIQ TSL SUNE SCTY CY CODE NVDA SPWR ….. JBL ALTR KEYS MCHP INTC ISIL HIMX AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(44): 0.51% Top=WBAI SEAS DNKN DRI EXPE CCL BOBE QUNR ….. BYD LOCO SONC MGM LVS MCD NDLS GPRO=Bottom (Leisure)
INSU(39): 0.44% Top=CNO AIZ ACGL AFSI HIG SLF CB MMC ….. AJG RDN AXS CLGX GNW MBI MTG FAF=Bottom (Insurance)
REAL(91): 0.39% Top=MAC TCO CPT AVB BXP KIM O PCL ….. NRF MFA STWD DRH PEB SHO LHO NSM=Bottom (Real Estate)
FINA(89): 0.34% Top=WETF HBHC FNGN ETFC TCBI BEN RF CG ….. CIT AMTD BK TRCO WU LEAF HAWK OCN=Bottom (Banks/Financials)
HEAL(54): 0.26% Top=PODD WMGI TMO IRWD BCR STE CYBX CNC ….. HLS UHS EVHC AMSG KND THC HCA CYH=Bottom (Health)
COHW(48): 0.25% Top=OLED GOGO SSYS ANET KN RKUS NTAP INFN ….. HPQ ARRS EMC NSR TDC SWIR AAPL COMM=Bottom (Computer Hardware/Telecom)
RETA(67): 0.25% Top=KR COST TFM PIR WFM AEO SFM AMZN ….. GPS CHS ANN ANF JCP W FIVE RAD=Bottom (Retail & Specialty Retail)
MATE(32): 0.23% Top=EXP CVA OC FAST MAS MTZ USG VMC ….. RSG WY CLH SPF TPH WM BECN DAR=Bottom (Materials & Construction)
MANU(45): -0.06% Top=JKS MIDD GTLS PCP IR RS ITW DCI ….. ETN BWC CMI AGCO MRC ATI FLS JOY=Bottom (Manufacturing)
META(24): -0.07% Top=AEM X ABX GG STLD CCJ NEM PAAS ….. SCCO SLCA SLW CLD AA FCX CENX BTU=Bottom (Metals & Mining)
ENER(115): -0.10% Top=WTI WNR HFC EPE PVA DK CMLP SE ….. RES BBG DRQ AR FET OAS ECA UPL=Bottom (Energy)
DISV(51): -0.13% Top=YY FLT PRAA ADT ADS ULTA MCO AL ….. HMSY RRD ACM APOL TMH WTW HRB DV=Bottom (Diversified Services)
TRAN(36): -0.24% Top=XPO GWR HA VA WERN CP STNG JBHT ….. CSX TRN ALK GBX AAL AIRM DAL JBLU=Bottom (Transportation)
CONS(58): -0.39% Top=COH COTY FOSL EL UA CL LEG NKE ….. GT RKT PKG MWV OI CCK KS KATE=Bottom (Consumer)
CHEM(30): -0.41% Top=GPRE MEOH SHW WLK AXLL DD PPG RPM ….. DOW FMC EMN FTK OLN POT TROX MOS=Bottom (Chemicals/Fertilizers)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:40 am

Market Stats at 11:39 am ET
by daytrend on 20150305. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 975.

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 (20150305 11:39 am ET)
22.5% of stocks are above yesterday’s high.
61.6% are above yesterday’s midpoint. (38.4% are below.)
9.5% are below yesterday’s low.
68.0% are inside yesterday’s range.
46.9% of stocks with today’s high > yesterday’s high. (53.1% less than).
27.8% of stocks with today’s low < yesterday’s low. (72.2% greater than).

EVIDENCE OF INTRADAY TREND (20150305 11:39 am ET)
50.1% of stocks are above today’s open. (48.4% are below).
46.5% of stocks are above today’s open and yesterday’s close.
35.3% are below both.
11.7% of stocks opened above yesterday’s high.
64.2% of stocks opened above yesterday’s close. (30.3% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150305 11:39 am ET)
13.7% of stocks are in the top 10% of today’s range.
25.6% are in the top 20%.
55.5% are in the top half. 44.5% of stocks are in the bottom half of today’s range.
15.8% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN (20150305 11:39 am ET)
61.4% of stocks are above yesterday’s close. (38.6% are below.)
1.4% are up 4.5% or more. 0.2% are down 4.5% or more.
2.1% are up 3.5% or more. 0.9% are down 3.5% or more.
71.8% are between +1% and -1%.

RSI on DAILY (20150305 11:39 am ET)
2-day: >=95:2.8%…>=90:6.6%…>=80:13.0%…>=50:44.3%…<=20:22.3%…<=10:10.6%…<=5:5.1%…
9-day: >=95:0.1%…>=90:0.2%…>=80:2.4%…>=50:55.0%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:61.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150305 11:39 am ET)
22.5% above previous 1 highs, 9.5% below previous 1 lows
11.0% above previous 2 highs, 8.5% below previous 2 lows
8.7% above previous 3 highs, 7.3% below previous 3 lows
7.4% above previous 4 highs, 6.8% below previous 4 lows
6.5% above previous 5 highs, 6.5% below previous 5 lows
5.4% above previous 6 highs, 5.9% below previous 6 lows
5.2% above previous 7 highs, 5.3% below previous 7 lows
4.8% above previous 8 highs, 5.3% below previous 8 lows
4.7% above previous 9 highs, 5.0% below previous 9 lows
4.6% above previous 10 highs, 4.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150305 11:39 am ET)
61.4% are above or equal to 3/4 close (1 days ago), 38.6% are below.
40.2% are above or equal to 3/3 close (2 days ago), 59.8% are below.
33.1% are above or equal to 3/2 close (3 days ago), 66.9% are below.
48.0% are above or equal to 2/27 close (4 days ago), 52.0% are below.
42.4% are above or equal to 2/26 close (5 days ago), 57.6% are below.
37.0% are above or equal to 2/25 close (6 days ago), 63.0% are below.
41.1% are above or equal to 2/24 close (7 days ago), 58.9% are below.
41.9% are above or equal to 2/23 close (8 days ago), 58.1% are below.
39.8% are above or equal to 2/20 close (9 days ago), 60.2% are below.
47.8% are above or equal to 2/19 close (10 days ago), 52.2% are below.
46.9% are above or equal to 2/18 close (11 days ago), 53.1% are below.
45.5% are above or equal to 2/17 close (12 days ago), 54.5% are below.
47.1% are above or equal to 2/13 close (13 days ago), 52.9% are below.
52.9% are above or equal to 2/12 close (14 days ago), 47.1% are below.
63.6% are above or equal to 2/11 close (15 days ago), 36.4% are below.
62.7% are above or equal to 2/10 close (16 days ago), 37.3% are below.
66.8% are above or equal to 2/9 close (17 days ago), 33.2% are below.
64.7% are above or equal to 2/6 close (18 days ago), 35.3% are below.
62.9% are above or equal to 2/5 close (19 days ago), 37.1% are below.
68.9% are above or equal to 2/4 close (20 days ago), 31.1% are below.
66.6% are above or equal to 2/3 close (21 days ago), 33.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150305 11:39 am ET)
20d: 6.8% new highs, 5.0% new lows
21d: 6.8% new highs, 4.6% new lows
42d: 5.5% new highs, 2.4% new lows
63d: 5.2% new highs, 1.8% new lows
126d: 3.8% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150305 11:39 am ET)
2-day: 59.5% above, 40.5% below
3-day: 45.8% above, 54.2% below
4-day: 39.9% above, 60.1% below
5-day: 41.4% above, 58.6% below
8-day: 39.4% above, 60.6% below
10-day: 39.3% above, 60.7% below
20-day: 52.9% above, 47.1% below
50-day: 66.7% above, 33.3% below
200-day: 61.5% above, 38.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150305 11:39 am ET)
COSW(95): 0.79% Top=ATHM BNFT BITA QLYS DATA CYBR VIPS BIDU ….. SNCR LC TRIP WUBA MSCI SWI VEEV AOL=Bottom (Computer Software/Internet)
LEIS(44): 0.64% Top=WBAI DNKN SEAS EXPE DRI BOBE CCL RCL ….. WYNN MGM QSR KING MCD NDLS LVS GPRO=Bottom (Leisure)
ELEC(57): 0.59% Top=CSIQ TSL SCTY SUNE AMKR ATML SWKS SPWR ….. ALTR KEYS JBL INTC ISIL TSRA AMBA HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(39): 0.38% Top=AIZ AFSI CNO MMC WSH MET PRU UNM ….. WRB L XL RDN GNW CLGX FAF MTG=Bottom (Insurance)
FINA(89): 0.32% Top=WETF FNGN HBHC BX CG BAC BEN FII ….. CBOE CFG AMTD BKU LEAF TRCO HAWK OCN=Bottom (Banks/Financials)
REAL(91): 0.27% Top=MAC TCO PEI HCP CPT AVB KIM EQR ….. SHO MFA NRF NLY DRH LHO PGRE NSM=Bottom (Real Estate)
COHW(48): 0.26% Top=OLED GOGO SSYS LVLT INFN SMCI RKUS ANET ….. ARRS WIN TDC AAPL EMC NSR SWIR COMM=Bottom (Computer Hardware/Telecom)
RETA(67): 0.23% Top=KR ZU COST PIR MIK AEO WFM SFM ….. ASNA AN BABA JCP FIVE RAD W ANF=Bottom (Retail & Specialty Retail)
MATE(32): 0.17% Top=EXP CVA OC MAS FAST BCC USG VMC ….. SPF PWR RYN AWI TPH WM BECN DAR=Bottom (Materials & Construction)
HEAL(54): 0.11% Top=PODD RMD TMO BCR CYBX ALGN PKI THOR ….. HLS UHS AMSG KND HYH THC HCA CYH=Bottom (Health)
MANU(45): 0.03% Top=JKS MIDD GTLS HEES PCP IR DCI MHK ….. MRC ETN CAT TEX WOR ATI FLS JOY=Bottom (Manufacturing)
DISV(51): -0.01% Top=YY PRAA FLT ADT AL MCO RBA ADS ….. BAH TMH CNHI ACM RRD WTW DV HRB=Bottom (Diversified Services)
META(24): -0.18% Top=ABX AEM FNV GG NEM CCJ TCK X ….. SCCO SLW FCX CNX AA CLD BTU CENX=Bottom (Metals & Mining)
CONS(58): -0.19% Top=COH SCSS NKE EL SKX LEG CROX COTY ….. IP UFS PKG KS OI RKT MWV KATE=Bottom (Consumer)
ENER(115): -0.31% Top=WTI PVA WNR HFC SE BWP DK CMLP ….. DNR FET AR OAS SWN UPL BBG ECA=Bottom (Energy)
TRAN(36): -0.32% Top=VA XPO HA GWR CP UPS CNI STNG ….. KNX LSTR ALK AIRM UAL DAL AAL JBLU=Bottom (Transportation)
CHEM(30): -0.40% Top=GPRE MEOH SHW WLK GRA VAL RPM APD ….. EMN ALB FMC OLN POT TROX FTK MOS=Bottom (Chemicals/Fertilizers)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:39 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:01 am

Market Stats at 11:00 am ET
by daytrend on 20150305. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 975.

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 (20150305 11:00 am ET)
24.2% of stocks are above yesterday’s high.
66.4% are above yesterday’s midpoint. (33.6% are below.)
9.2% are below yesterday’s low.
66.6% are inside yesterday’s range.
46.1% of stocks with today’s high > yesterday’s high. (53.9% less than).
26.2% of stocks with today’s low < yesterday’s low. (73.8% greater than).

EVIDENCE OF INTRADAY TREND (20150305 11:00 am ET)
54.5% of stocks are above today’s open. (43.9% are below).
50.7% of stocks are above today’s open and yesterday’s close.
33.1% are below both.
11.7% of stocks opened above yesterday’s high.
64.2% of stocks opened above yesterday’s close. (30.3% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150305 11:00 am ET)
12.3% of stocks are in the top 10% of today’s range.
28.1% are in the top 20%.
61.7% are in the top half. 38.3% of stocks are in the bottom half of today’s range.
13.5% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN (20150305 11:00 am ET)
63.0% of stocks are above yesterday’s close. (37.0% are below.)
1.3% are up 4.5% or more. 0.2% are down 4.5% or more.
1.8% are up 3.5% or more. 0.5% are down 3.5% or more.
72.1% are between +1% and -1%.

RSI on DAILY (20150305 11:00 am ET)
2-day: >=95:2.5%…>=90:6.4%…>=80:13.5%…>=50:48.0%…<=20:20.4%…<=10:9.6%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.6%…>=50:55.4%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:63.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150305 11:00 am ET)
24.2% above previous 1 highs, 9.2% below previous 1 lows
12.3% above previous 2 highs, 8.2% below previous 2 lows
8.2% above previous 3 highs, 7.3% below previous 3 lows
7.0% above previous 4 highs, 6.5% below previous 4 lows
6.2% above previous 5 highs, 6.1% below previous 5 lows
5.0% above previous 6 highs, 5.5% below previous 6 lows
4.5% above previous 7 highs, 5.2% below previous 7 lows
4.4% above previous 8 highs, 5.1% below previous 8 lows
4.3% above previous 9 highs, 4.5% below previous 9 lows
4.3% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150305 11:00 am ET)
63.0% are above or equal to 3/4 close (1 days ago), 37.0% are below.
42.2% are above or equal to 3/3 close (2 days ago), 57.8% are below.
35.1% are above or equal to 3/2 close (3 days ago), 64.9% are below.
48.5% are above or equal to 2/27 close (4 days ago), 51.5% are below.
44.6% are above or equal to 2/26 close (5 days ago), 55.4% are below.
38.5% are above or equal to 2/25 close (6 days ago), 61.5% are below.
42.5% are above or equal to 2/24 close (7 days ago), 57.5% are below.
42.3% are above or equal to 2/23 close (8 days ago), 57.7% are below.
40.3% are above or equal to 2/20 close (9 days ago), 59.7% are below.
48.7% are above or equal to 2/19 close (10 days ago), 51.3% are below.
46.5% are above or equal to 2/18 close (11 days ago), 53.5% are below.
46.8% are above or equal to 2/17 close (12 days ago), 53.2% are below.
47.5% are above or equal to 2/13 close (13 days ago), 52.5% are below.
53.2% are above or equal to 2/12 close (14 days ago), 46.8% are below.
64.8% are above or equal to 2/11 close (15 days ago), 35.2% are below.
63.3% are above or equal to 2/10 close (16 days ago), 36.7% are below.
68.0% are above or equal to 2/9 close (17 days ago), 32.0% are below.
65.4% are above or equal to 2/6 close (18 days ago), 34.6% are below.
63.5% are above or equal to 2/5 close (19 days ago), 36.5% are below.
69.3% are above or equal to 2/4 close (20 days ago), 30.7% are below.
67.0% are above or equal to 2/3 close (21 days ago), 33.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150305 11:00 am ET)
20d: 6.4% new highs, 4.6% new lows
21d: 6.4% new highs, 4.3% new lows
42d: 5.2% new highs, 1.9% new lows
63d: 5.0% new highs, 1.5% new lows
126d: 3.7% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150305 11:00 am ET)
2-day: 61.5% above, 38.5% below
3-day: 49.6% above, 50.4% below
4-day: 41.8% above, 58.2% below
5-day: 43.7% above, 56.3% below
8-day: 40.7% above, 59.3% below
10-day: 41.2% above, 58.8% below
20-day: 53.8% above, 46.2% below
50-day: 66.9% above, 33.1% below
200-day: 61.6% above, 38.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150305 11:00 am ET)
COSW(95): 0.79% Top=BNFT ATHM BITA JD QLYS DATA EQIX CYBR ….. LC AWAY SWI TRIP WUBA MSCI AOL VEEV=Bottom (Computer Software/Internet)
LEIS(44): 0.71% Top=WBAI DNKN SEAS QUNR BOBE EXPE CCL DRI ….. MGM NDLS SIX KING LVS MCD GPRO QSR=Bottom (Leisure)
REAL(91): 0.62% Top=MAC TCO HCP PEI BXP CPT KRC KIM ….. DRH RLGY PGRE LHO NLY NRF MFA NSM=Bottom (Real Estate)
ELEC(57): 0.57% Top=CSIQ TSL SUNE ATML AMKR SPWR LLTC SCTY ….. SIMO JBL KEYS INTC ISIL TSRA AMBA HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(89): 0.36% Top=WETF BX FNGN HBHC JNS LM BEN CG ….. LEAF AMTD TRCO CIT BKU WU HAWK OCN=Bottom (Banks/Financials)
COHW(48): 0.35% Top=OLED GOGO SSYS INFN NMBL SMCI RKUS LVLT ….. ARRS WIN TDC SWIR AAPL EMC NSR COMM=Bottom (Computer Hardware/Telecom)
INSU(39): 0.34% Top=AFSI CNO AIZ MMC HIG WSH LNC MET ….. AXS L SLF XL CLGX MTG FAF GNW=Bottom (Insurance)
META(24): 0.32% Top=ABX AEM FNV GG PAAS NEM TCK SWC ….. NUE SLCA FCX AA CNX CLD CENX BTU=Bottom (Metals & Mining)
RETA(67): 0.26% Top=KR ZU COST PIR JWN TFM AEO EBAY ….. JCP RH OUTR ANN FIVE RAD ANF W=Bottom (Retail & Specialty Retail)
HEAL(54): 0.21% Top=PODD RMD TMO ALGN BCR UNH WX THOR ….. HLS ESRX HYH UHS AMSG THC HCA CYH=Bottom (Health)
MATE(32): 0.13% Top=EXP OC CVA MAS FAST BCC MTZ LEN ….. HW PWR SPF TPH BECN AWI WM DAR=Bottom (Materials & Construction)
DISV(51): -0.02% Top=YY FLT ADT PRAA MCO RBA Z SSTK ….. BAH CNHI ACM RRD TNET DV WTW HRB=Bottom (Diversified Services)
MANU(45): -0.03% Top=JKS MIDD PCP GTLS HEES IR RXN HON ….. DDD WOR ETN KMT CAT ATI FLS JOY=Bottom (Manufacturing)
CONS(58): -0.17% Top=COH CROX SCSS UA EL NKE LEG FOSL ….. PKG UFS KS IP RKT MWV OI KATE=Bottom (Consumer)
ENER(115): -0.19% Top=WTI PVA WNR SE RSPP MRD DPM HFC ….. HLX AR BBG UPL SWN OAS LPI ECA=Bottom (Energy)
CHEM(30): -0.28% Top=MEOH GPRE SHW WLK GRA VAL RPM APD ….. CE AXLL FMC TROX OLN MOS POT FTK=Bottom (Chemicals/Fertilizers)
TRAN(36): -0.32% Top=VA XPO HA GWR STNG UPS WAB TK ….. CSX KNX LSTR UAL DAL GBX AAL JBLU=Bottom (Transportation)

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 11:00 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

03/04/2015

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

Closing Stats
by daytrend on 20150304. 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 (20150304 Closing)
10.8% of stocks are above yesterday’s high.
32.9% are above yesterday’s midpoint. (67.1% are below.)
40.5% are below yesterday’s low.
48.7% are inside yesterday’s range.
23.1% of stocks with today’s high > yesterday’s high. (76.9% less than).
78.9% of stocks with today’s low < yesterday’s low. (21.1% greater than).

EVIDENCE OF INTRADAY TREND (20150304 Closing)
43.8% of stocks are above today’s open. (55.2% are below).
30.8% of stocks are above today’s open and yesterday’s close.
53.9% are below both.
1.5% of stocks opened above yesterday’s high.
14.7% of stocks opened above yesterday’s close. (81.3% opened below yesterday’s close).
22.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150304 Closing)
11.6% of stocks are in the top 10% of today’s range.
23.9% are in the top 20%.
55.0% are in the top half. 45.0% of stocks are in the bottom half of today’s range.
17.6% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN (20150304 Closing)
33.1% of stocks are above yesterday’s close. (66.9% are below.)
1.6% are up 4.5% or more. 1.1% are down 4.5% or more.
2.2% are up 3.5% or more. 2.0% are down 3.5% or more.
57.8% are between +1% and -1%.

RSI on DAILY (20150304 Closing)
2-day: >=95:2.2%…>=90:4.9%…>=80:11.5%…>=50:31.4%…<=20:36.0%…<=10:15.8%…<=5:8.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.6%…>=50:51.0%…<=20:1.0%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:60.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150304 Closing)
10.8% above previous 1 highs, 40.5% below previous 1 lows
8.1% above previous 2 highs, 31.1% below previous 2 lows
6.1% above previous 3 highs, 24.6% below previous 3 lows
4.7% above previous 4 highs, 22.6% below previous 4 lows
4.1% above previous 5 highs, 20.9% below previous 5 lows
3.7% above previous 6 highs, 18.5% below previous 6 lows
3.4% above previous 7 highs, 17.1% below previous 7 lows
3.3% above previous 8 highs, 14.3% below previous 8 lows
3.3% above previous 9 highs, 13.2% below previous 9 lows
3.1% above previous 10 highs, 11.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150304 Closing)
33.1% are above or equal to 3/3 close (1 days ago), 66.9% are below.
27.5% are above or equal to 3/2 close (2 days ago), 72.5% are below.
42.6% are above or equal to 2/27 close (3 days ago), 57.4% are below.
38.0% are above or equal to 2/26 close (4 days ago), 62.0% are below.
32.1% are above or equal to 2/25 close (5 days ago), 67.9% are below.
36.4% are above or equal to 2/24 close (6 days ago), 63.6% are below.
39.8% are above or equal to 2/23 close (7 days ago), 60.2% are below.
36.3% are above or equal to 2/20 close (8 days ago), 63.7% are below.
44.2% are above or equal to 2/19 close (9 days ago), 55.8% are below.
44.1% are above or equal to 2/18 close (10 days ago), 55.9% are below.
43.3% are above or equal to 2/17 close (11 days ago), 56.7% are below.
46.1% are above or equal to 2/13 close (12 days ago), 53.9% are below.
51.8% are above or equal to 2/12 close (13 days ago), 48.2% are below.
62.4% are above or equal to 2/11 close (14 days ago), 37.6% are below.
61.5% are above or equal to 2/10 close (15 days ago), 38.5% are below.
66.2% are above or equal to 2/9 close (16 days ago), 33.8% are below.
63.8% are above or equal to 2/6 close (17 days ago), 36.2% are below.
62.3% are above or equal to 2/5 close (18 days ago), 37.7% are below.
69.1% are above or equal to 2/4 close (19 days ago), 30.9% are below.
66.3% are above or equal to 2/3 close (20 days ago), 33.7% are below.
73.8% are above or equal to 2/2 close (21 days ago), 26.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150304 Closing)
20d: 5.6% new highs, 10.5% new lows
21d: 5.6% new highs, 8.2% new lows
42d: 4.5% new highs, 4.4% new lows
63d: 4.2% new highs, 3.6% new lows
126d: 3.1% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150304 Closing)
2-day: 32.2% above, 67.8% below
3-day: 28.6% above, 71.4% below
4-day: 31.6% above, 68.4% below
5-day: 32.9% above, 67.1% below
8-day: 32.2% above, 67.8% below
10-day: 35.1% above, 64.9% below
20-day: 51.4% above, 48.6% below
50-day: 66.0% above, 34.0% below
200-day: 61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150304 Closing)
HEAL(54): 0.60% Top=CYH THC HCA EVHC UHS AET ABMD NUVA ….. BKD PKI HLS PODD SEM XRAY ZLTQ HYH=Bottom (Health)
ENER(116): 0.31% Top=SN BAS CAM WPX OAS SGY PVA BBG ….. EPE VLO VNR DPM CMLP ECA HFC HLX=Bottom (Energy)
ELEC(58): 0.17% Top=AMBA TSL HIMX ATML SIMO ISIL SWKS APH ….. KLAC CREE MU XLNX LLTC SUNE AMKR TSRA=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(32): 0.05% Top=KBH PHM MDC LEN DHI USG RYL AWI ….. CVA FLR RYN CLH WCN WY MTZ FAST=Bottom (Materials & Construction)
CHEM(31): -0.03% Top=OLN GPRE CE AXLL DOW WLK PPG TROX ….. APD PX FMC MOS CF AGU FTK ALB=Bottom (Chemicals/Fertilizers)
LEIS(42): -0.18% Top=WBAI GPRO LQ RCL PZZA MCD PNK SEAS ….. DRI HOT TXRH YUM NDLS BYD EAT QSR=Bottom (Leisure)
RETA(67): -0.21% Top=W AEO ANN BABA GME CST RH SHLD ….. MELI PAG AAP TIF GES ZU KMX ANF=Bottom (Retail & Specialty Retail)
TRAN(37): -0.38% Top=AIRM CP CNI NSC GWR CSX AAL JBLU ….. JBHT TK LSTR DAL HA VA TDW TRN=Bottom (Transportation)
FINA(88): -0.39% Top=HAWK CG BX FNGN KKR ZION NDAQ TRCO ….. SEIC AXP APO LM LAZ OCN MS PFG=Bottom (Banks/Financials)
DISV(51): -0.58% Top=TMH RBA EXAM KBR RRD Z MYGN SSTK ….. HMSY FLT RHI AAN URI YY PRAA WTW=Bottom (Diversified Services)
INSU(39): -0.62% Top=XL SLF MBI GNW RDN CNO AFL AGO ….. AIZ HIG ALL RNR FAF FNF AFSI AXS=Bottom (Insurance)
COHW(48): -0.73% Top=SNDK KN OLED BCE SWIR TDC GOGO RKUS ….. SMCI FTR JDSU JNPR ANET PANW CTL NSR=Bottom (Computer Hardware/Telecom)
COSW(96): -0.79% Top=WUBA BITA YHOO ANGI MKTO CYBR AKAM FB ….. INXN SPLK CRM TRUE SWI ROVI WDAY VEEV=Bottom (Computer Software/Internet)
REAL(91): -0.90% Top=NRZ BAM MFA NRF NLY RHP RLGY TWO ….. PEB HST SKT HT CUBE PEI DRH LXP=Bottom (Real Estate)
MANU(45): -1.02% Top=JKS RS HEES AOS LII BWC AGCO MHK ….. CFX JOY ROK PNR TEX ATU KMT GTLS=Bottom (Manufacturing)
CONS(59): -1.74% Top=AVP BOOT CROX FL KATE BERY COLM IRBT ….. KMB GT KS MAT BC HAR OI HBI=Bottom (Consumer)
META(24): -2.20% Top=X STLD SCCO CCJ NUE CLF PAAS FCX ….. ABX CLD GOLD AA TCK CNX BTU CENX=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 @ 1:55 pm

Market Stats at 1:54 pm ET
by daytrend on 20150304. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 977.

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 (20150304 1:54 pm ET)
8.0% of stocks are above yesterday’s high.
27.3% are above yesterday’s midpoint. (72.7% are below.)
42.2% are below yesterday’s low.
49.8% are inside yesterday’s range.
18.4% of stocks with today’s high > yesterday’s high. (81.6% less than).
77.8% of stocks with today’s low < yesterday’s low. (22.2% greater than).

EVIDENCE OF INTRADAY TREND (20150304 1:54 pm ET)
35.6% of stocks are above today’s open. (63.1% are below).
23.5% of stocks are above today’s open and yesterday’s close.
61.4% are below both.
1.5% of stocks opened above yesterday’s high.
14.6% of stocks opened above yesterday’s close. (81.4% opened below yesterday’s close).
22.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150304 1:54 pm ET)
6.8% of stocks are in the top 10% of today’s range.
15.0% are in the top 20%.
47.3% are in the top half. 52.7% of stocks are in the bottom half of today’s range.
18.6% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN (20150304 1:54 pm ET)
26.3% of stocks are above yesterday’s close. (73.7% are below.)
1.4% are up 4.5% or more. 1.0% are down 4.5% or more.
1.8% are up 3.5% or more. 2.6% are down 3.5% or more.
57.2% are between +1% and -1%.

RSI on DAILY (20150304 1:54 pm ET)
2-day: >=95:2.0%…>=90:3.6%…>=80:8.0%…>=50:24.4%…<=20:38.5%…<=10:16.1%…<=5:8.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.3%…>=50:48.4%…<=20:0.8%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:57.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150304 1:54 pm ET)
8.0% above previous 1 highs, 42.2% below previous 1 lows
5.6% above previous 2 highs, 31.2% below previous 2 lows
4.0% above previous 3 highs, 25.7% below previous 3 lows
3.4% above previous 4 highs, 22.8% below previous 4 lows
3.0% above previous 5 highs, 21.5% below previous 5 lows
2.8% above previous 6 highs, 18.9% below previous 6 lows
2.5% above previous 7 highs, 17.3% below previous 7 lows
2.4% above previous 8 highs, 14.4% below previous 8 lows
2.4% above previous 9 highs, 13.6% below previous 9 lows
2.3% above previous 10 highs, 12.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150304 1:54 pm ET)
26.3% are above or equal to 3/3 close (1 days ago), 73.7% are below.
24.0% are above or equal to 3/2 close (2 days ago), 76.0% are below.
38.0% are above or equal to 2/27 close (3 days ago), 62.0% are below.
35.9% are above or equal to 2/26 close (4 days ago), 64.1% are below.
32.1% are above or equal to 2/25 close (5 days ago), 67.9% are below.
35.0% are above or equal to 2/24 close (6 days ago), 65.0% are below.
37.8% are above or equal to 2/23 close (7 days ago), 62.2% are below.
35.8% are above or equal to 2/20 close (8 days ago), 64.2% are below.
42.8% are above or equal to 2/19 close (9 days ago), 57.2% are below.
42.1% are above or equal to 2/18 close (10 days ago), 57.9% are below.
42.6% are above or equal to 2/17 close (11 days ago), 57.4% are below.
45.2% are above or equal to 2/13 close (12 days ago), 54.8% are below.
49.9% are above or equal to 2/12 close (13 days ago), 50.1% are below.
61.4% are above or equal to 2/11 close (14 days ago), 38.6% are below.
60.7% are above or equal to 2/10 close (15 days ago), 39.3% are below.
64.6% are above or equal to 2/9 close (16 days ago), 35.4% are below.
62.5% are above or equal to 2/6 close (17 days ago), 37.5% are below.
61.6% are above or equal to 2/5 close (18 days ago), 38.4% are below.
68.0% are above or equal to 2/4 close (19 days ago), 32.0% are below.
64.8% are above or equal to 2/3 close (20 days ago), 35.2% are below.
73.0% are above or equal to 2/2 close (21 days ago), 27.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150304 1:54 pm ET)
20d: 4.7% new highs, 9.6% new lows
21d: 4.7% new highs, 7.2% new lows
42d: 3.9% new highs, 4.0% new lows
63d: 3.6% new highs, 3.2% new lows
126d: 2.7% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150304 1:54 pm ET)
2-day: 25.3% above, 74.7% below
3-day: 21.1% above, 78.9% below
4-day: 26.3% above, 73.7% below
5-day: 27.2% above, 72.8% below
8-day: 30.9% above, 69.1% below
10-day: 33.2% above, 66.8% below
20-day: 49.5% above, 50.5% below
50-day: 64.8% above, 35.2% below
200-day: 61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150304 1:54 pm ET)
HEAL(54): 0.64% Top=HCA CYH THC EVHC UHS AMSG NUVA DXCM ….. HLS A PKI SEM XRAY PODD HYH ZLTQ=Bottom (Health)
RETA(67): -0.06% Top=W AEO ANN BABA GME CST ASNA OUTR ….. MELI PAG GES AAP TIF ZU KMX ANF=Bottom (Retail & Specialty Retail)
CHEM(31): -0.20% Top=OLN DOW CE AXLL GPRE PPG SHW ASH ….. FMC MEOH PX AGU MOS FTK CF ALB=Bottom (Chemicals/Fertilizers)
MATE(32): -0.28% Top=PHM KBH DHI MDC LEN RYL MTH SPF ….. BECN WCN WY FLR CLH DAR MTZ FAST=Bottom (Materials & Construction)
ELEC(58): -0.30% Top=AMBA TSL HIMX SIMO APH CRUS SWKS OVTI ….. TER LLTC INVN XLNX SUNE CREE AMKR TSRA=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(42): -0.33% Top=WBAI GPRO LQ WEN DPZ KING LOCO PNK ….. HLT HOT WYNN TXRH EAT NDLS LVS BYD=Bottom (Leisure)
DISV(51): -0.47% Top=TMH MYGN Z EXAM SSTK RBA RRD MA ….. ULTA AAN PRAA CAR FLT RHI URI WTW=Bottom (Diversified Services)
FINA(88): -0.50% Top=CG HAWK FNGN BX VOYA ETFC NDAQ WETF ….. LEAF ICE HBHC LM LAZ MS OCN PFG=Bottom (Banks/Financials)
COHW(48): -0.61% Top=SNDK BCE OLED SWIR TDC GOGO RKUS RCI ….. SMCI STX BBRY FTR JDSU JNPR PANW CTL=Bottom (Computer Hardware/Telecom)
TRAN(37): -0.61% Top=AIRM CP CNI NAT KSU NSC LUV CSX ….. CHRW STNG VA LSTR DAL TK TRN TDW=Bottom (Transportation)
REAL(91): -0.68% Top=BAM MFA RHP NRZ CONE NLY AMT NRF ….. BMR VTR HST PEI DRH HT WPG LXP=Bottom (Real Estate)
COSW(95): -0.70% Top=WUBA CYBR BITA YHOO MKTO DWRE QLYS ANGI ….. CRM ROVI SPLK TRUE FEYE SWI WDAY VEEV=Bottom (Computer Software/Internet)
INSU(39): -0.71% Top=SLF RDN XL CNO AFL WRB ACGL CLGX ….. WSH AIZ RNR FAF FNF HIG PGR AXS=Bottom (Insurance)
ENER(116): -0.86% Top=WPX CAM SN BAS CVE PVA DK MEMP ….. CMLP EPE RES PTEN ECA CJES VNR HOS=Bottom (Energy)
MANU(45): -1.37% Top=JKS RS LII BWC AOS AGCO TILE MHK ….. DDD PNR ATU ROK TEX KMT GTLS MRC=Bottom (Manufacturing)
CONS(59): -1.76% Top=AVP KATE CROX FL BOOT BERY SKX SCSS ….. WHR BC OI COH GT MAT HAR HBI=Bottom (Consumer)
META(24): -2.69% Top=X STLD NUE SCCO CCJ PAAS CLF SLW ….. SLCA CLD GOLD AA TCK CNX BTU CENX=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 1:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:18 pm

Market Stats at 12:18 pm ET
by daytrend on 20150304. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 976.

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 (20150304 12:18 pm ET)
7.5% of stocks are above yesterday’s high.
28.0% are above yesterday’s midpoint. (72.0% are below.)
38.1% are below yesterday’s low.
54.4% are inside yesterday’s range.
15.9% of stocks with today’s high > yesterday’s high. (84.1% less than).
76.6% of stocks with today’s low < yesterday’s low. (23.4% greater than).

EVIDENCE OF INTRADAY TREND (20150304 12:18 pm ET)
39.7% of stocks are above today’s open. (59.4% are below).
25.1% of stocks are above today’s open and yesterday’s close.
57.9% are below both.
1.5% of stocks opened above yesterday’s high.
14.5% of stocks opened above yesterday’s close. (81.5% opened below yesterday’s close).
22.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150304 12:18 pm ET)
14.5% of stocks are in the top 10% of today’s range.
24.4% are in the top 20%.
54.6% are in the top half. 45.4% of stocks are in the bottom half of today’s range.
12.0% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN (20150304 12:18 pm ET)
27.4% of stocks are above yesterday’s close. (72.6% are below.)
1.4% are up 4.5% or more. 0.9% are down 4.5% or more.
1.4% are up 3.5% or more. 2.8% are down 3.5% or more.
63.1% are between +1% and -1%.

RSI on DAILY (20150304 12:18 pm ET)
2-day: >=95:2.6%…>=90:4.0%…>=80:8.3%…>=50:25.4%…<=20:35.8%…<=10:15.7%…<=5:8.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.4%…>=50:50.5%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:58.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150304 12:18 pm ET)
7.5% above previous 1 highs, 38.1% below previous 1 lows
5.3% above previous 2 highs, 25.3% below previous 2 lows
3.9% above previous 3 highs, 21.1% below previous 3 lows
3.3% above previous 4 highs, 19.1% below previous 4 lows
2.9% above previous 5 highs, 17.5% below previous 5 lows
2.7% above previous 6 highs, 15.3% below previous 6 lows
2.5% above previous 7 highs, 14.3% below previous 7 lows
2.5% above previous 8 highs, 12.4% below previous 8 lows
2.5% above previous 9 highs, 11.8% below previous 9 lows
2.4% above previous 10 highs, 11.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150304 12:18 pm ET)
27.4% are above or equal to 3/3 close (1 days ago), 72.6% are below.
22.6% are above or equal to 3/2 close (2 days ago), 77.4% are below.
40.3% are above or equal to 2/27 close (3 days ago), 59.7% are below.
37.7% are above or equal to 2/26 close (4 days ago), 62.3% are below.
33.7% are above or equal to 2/25 close (5 days ago), 66.3% are below.
36.3% are above or equal to 2/24 close (6 days ago), 63.7% are below.
39.0% are above or equal to 2/23 close (7 days ago), 61.0% are below.
37.1% are above or equal to 2/20 close (8 days ago), 62.9% are below.
43.4% are above or equal to 2/19 close (9 days ago), 56.6% are below.
43.3% are above or equal to 2/18 close (10 days ago), 56.7% are below.
43.6% are above or equal to 2/17 close (11 days ago), 56.4% are below.
45.4% are above or equal to 2/13 close (12 days ago), 54.6% are below.
51.0% are above or equal to 2/12 close (13 days ago), 49.0% are below.
62.1% are above or equal to 2/11 close (14 days ago), 37.9% are below.
61.8% are above or equal to 2/10 close (15 days ago), 38.2% are below.
65.1% are above or equal to 2/9 close (16 days ago), 34.9% are below.
63.6% are above or equal to 2/6 close (17 days ago), 36.4% are below.
62.0% are above or equal to 2/5 close (18 days ago), 38.0% are below.
67.6% are above or equal to 2/4 close (19 days ago), 32.4% are below.
65.5% are above or equal to 2/3 close (20 days ago), 34.5% are below.
73.0% are above or equal to 2/2 close (21 days ago), 27.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150304 12:18 pm ET)
20d: 3.9% new highs, 9.0% new lows
21d: 3.9% new highs, 6.9% new lows
42d: 3.3% new highs, 3.9% new lows
63d: 3.0% new highs, 3.1% new lows
126d: 2.3% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150304 12:18 pm ET)
2-day: 26.5% above, 73.5% below
3-day: 22.1% above, 77.9% below
4-day: 27.4% above, 72.6% below
5-day: 28.7% above, 71.3% below
8-day: 32.0% above, 68.0% below
10-day: 34.6% above, 65.4% below
20-day: 51.5% above, 48.5% below
50-day: 64.8% above, 35.2% below
200-day: 61.4% above, 38.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150304 12:18 pm ET)
HEAL(54): 0.59% Top=HCA THC CYH EVHC UHS ABMD DXCM EW ….. HOLX TMO PKI XRAY PODD SEM ZLTQ HYH=Bottom (Health)
RETA(67): 0.05% Top=W AEO ANN BABA GME CST SHLD ASNA ….. CPRT AAP GES BID TIF KMX ZU ANF=Bottom (Retail & Specialty Retail)
CHEM(31): -0.02% Top=OLN CE AXLL DOW PPG SHW GPRE EMN ….. MEOH PX FMC CF MOS AGU FTK ALB=Bottom (Chemicals/Fertilizers)
ELEC(58): -0.08% Top=AMBA TSL SIMO HIMX ISIL SWKS APH OVTI ….. TER AMAT XLNX CREE INVN AMKR SUNE TSRA=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(42): -0.29% Top=WBAI GPRO LQ LOCO WEN RCL PNK MCD ….. WYN TXRH HLT EAT WYNN NDLS LVS BYD=Bottom (Leisure)
MATE(32): -0.38% Top=PHM KBH LEN DHI MDC RYL SPF HW ….. WY BECN WCN CLH DAR FLR MTZ FAST=Bottom (Materials & Construction)
FINA(88): -0.40% Top=CG HAWK VOYA ETFC FNGN LEAF BX TRCO ….. HBAN AXP HBHC MS APO LAZ PFG OCN=Bottom (Banks/Financials)
DISV(51): -0.45% Top=TMH Z EXAM RRD RBA MYGN MA SSTK ….. AAN FLT CAR PRAA WTW HMSY RHI URI=Bottom (Diversified Services)
COHW(48): -0.47% Top=SNDK TDC SWIR BCE BRCD SYNA ADTN VRSN ….. SMCI LXK BBRY JDSU JNPR FTR PANW CTL=Bottom (Computer Hardware/Telecom)
COSW(95): -0.60% Top=WUBA BITA CYBR BNFT YHOO DWRE ANGI EQIX ….. INXN ROVI SPLK TRUE SWI FEYE WDAY VEEV=Bottom (Computer Software/Internet)
INSU(39): -0.60% Top=SLF RDN XL AFL AON TRV AJG WRB ….. AIZ RNR PGR PRE FNF HIG MBI AXS=Bottom (Insurance)
TRAN(37): -0.60% Top=AIRM CNW CP LUV NAT HA GWR CNI ….. JBHT DAL WAB KEX GBX TK TRN TDW=Bottom (Transportation)
REAL(91): -0.64% Top=CONE RHP BAM MFA NRF NRZ NLY AGNC ….. VTR HT DRH RESI WPG HST LXP PEI=Bottom (Real Estate)
ENER(115): -1.06% Top=WPX CAM CVE SN DK EGN FET MEMP ….. HLX PE BBEP RES CXO HOS CJES BCEI=Bottom (Energy)
MANU(45): -1.34% Top=JKS LII RS TILE BWC MHK AGCO GNRC ….. ATU ROK PNR JOY KMT TEX MRC GTLS=Bottom (Manufacturing)
CONS(59): -1.66% Top=AVP KATE FL BOOT CROX SKX COTY BERY ….. PAY OI COH MAT GT KS HAR HBI=Bottom (Consumer)
META(24): -2.62% Top=X PAAS STLD NUE SCCO SWC SLW CCJ ….. CLF CNX CLD TCK SLCA AA BTU CENX=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:18 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:20 am

Market Stats at 11:20 am ET
by daytrend on 20150304. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 977.

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 (20150304 11:20 am ET)
6.6% of stocks are above yesterday’s high.
25.2% are above yesterday’s midpoint. (74.8% are below.)
40.3% are below yesterday’s low.
53.1% are inside yesterday’s range.
12.6% of stocks with today’s high > yesterday’s high. (87.4% less than).
75.7% of stocks with today’s low < yesterday’s low. (24.3% greater than).

EVIDENCE OF INTRADAY TREND (20150304 11:20 am ET)
37.9% of stocks are above today’s open. (60.9% are below).
22.9% of stocks are above today’s open and yesterday’s close.
59.6% are below both.
1.5% of stocks opened above yesterday’s high.
14.6% of stocks opened above yesterday’s close. (81.4% opened below yesterday’s close).
22.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150304 11:20 am ET)
20.4% of stocks are in the top 10% of today’s range.
27.5% are in the top 20%.
52.7% are in the top half. 47.3% of stocks are in the bottom half of today’s range.
13.6% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN (20150304 11:20 am ET)
25.0% of stocks are above yesterday’s close. (75.0% are below.)
1.0% are up 4.5% or more. 0.9% are down 4.5% or more.
1.4% are up 3.5% or more. 2.0% are down 3.5% or more.
63.7% are between +1% and -1%.

RSI on DAILY (20150304 11:20 am ET)
2-day: >=95:2.4%…>=90:3.5%…>=80:7.8%…>=50:24.2%…<=20:37.2%…<=10:16.7%…<=5:9.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.5%…>=50:50.6%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:57.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150304 11:20 am ET)
6.6% above previous 1 highs, 40.3% below previous 1 lows
4.3% above previous 2 highs, 26.4% below previous 2 lows
3.4% above previous 3 highs, 21.8% below previous 3 lows
3.1% above previous 4 highs, 19.3% below previous 4 lows
2.8% above previous 5 highs, 17.9% below previous 5 lows
2.7% above previous 6 highs, 15.6% below previous 6 lows
2.5% above previous 7 highs, 14.8% below previous 7 lows
2.4% above previous 8 highs, 12.8% below previous 8 lows
2.4% above previous 9 highs, 12.0% below previous 9 lows
2.4% above previous 10 highs, 11.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150304 11:20 am ET)
25.0% are above or equal to 3/3 close (1 days ago), 75.0% are below.
21.0% are above or equal to 3/2 close (2 days ago), 79.0% are below.
38.6% are above or equal to 2/27 close (3 days ago), 61.4% are below.
35.8% are above or equal to 2/26 close (4 days ago), 64.2% are below.
31.5% are above or equal to 2/25 close (5 days ago), 68.5% are below.
34.8% are above or equal to 2/24 close (6 days ago), 65.2% are below.
38.0% are above or equal to 2/23 close (7 days ago), 62.0% are below.
36.2% are above or equal to 2/20 close (8 days ago), 63.8% are below.
43.7% are above or equal to 2/19 close (9 days ago), 56.3% are below.
43.7% are above or equal to 2/18 close (10 days ago), 56.3% are below.
43.0% are above or equal to 2/17 close (11 days ago), 57.0% are below.
45.1% are above or equal to 2/13 close (12 days ago), 54.9% are below.
50.8% are above or equal to 2/12 close (13 days ago), 49.2% are below.
61.0% are above or equal to 2/11 close (14 days ago), 39.0% are below.
61.4% are above or equal to 2/10 close (15 days ago), 38.6% are below.
64.5% are above or equal to 2/9 close (16 days ago), 35.5% are below.
62.1% are above or equal to 2/6 close (17 days ago), 37.9% are below.
61.0% are above or equal to 2/5 close (18 days ago), 39.0% are below.
67.5% are above or equal to 2/4 close (19 days ago), 32.5% are below.
65.3% are above or equal to 2/3 close (20 days ago), 34.7% are below.
72.7% are above or equal to 2/2 close (21 days ago), 27.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150304 11:20 am ET)
20d: 3.3% new highs, 8.6% new lows
21d: 3.3% new highs, 6.3% new lows
42d: 2.6% new highs, 3.6% new lows
63d: 2.3% new highs, 2.8% new lows
126d: 1.7% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150304 11:20 am ET)
2-day: 24.3% above, 75.7% below
3-day: 20.0% above, 80.0% below
4-day: 25.1% above, 74.9% below
5-day: 27.6% above, 72.4% below
8-day: 31.0% above, 69.0% below
10-day: 32.9% above, 67.1% below
20-day: 51.3% above, 48.7% below
50-day: 64.9% above, 35.1% below
200-day: 61.4% above, 38.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150304 11:20 am ET)
HEAL(54): 0.68% Top=THC HCA CYH UHS EVHC ABMD DXCM MOH ….. IRWD PKI SEM A XRAY PODD ZLTQ HYH=Bottom (Health)
RETA(67): -0.13% Top=W AEO ANN GME BURL SHLD CST BABA ….. CPRT GES MELI BID TIF KMX ZU ANF=Bottom (Retail & Specialty Retail)
CHEM(31): -0.18% Top=OLN CE CHMT DOW SHW CYT VAL GPRE ….. RPM FMC MEOH AGU MOS CF ALB FTK=Bottom (Chemicals/Fertilizers)
ELEC(58): -0.23% Top=AMBA TSL SIMO OVTI SWKS CRUS APH HIMX ….. AMAT LLTC AMKR MU AVGO INVN SUNE TSRA=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(42): -0.35% Top=WBAI GPRO LQ LOCO WEN PZZA SONC JACK ….. TXRH EAT SEAS HLT NDLS BYD WYNN LVS=Bottom (Leisure)
MATE(32): -0.42% Top=HW PHM LEN KBH RYL DHI SPF OC ….. RYN BECN WCN DAR FLR WY MTZ FAST=Bottom (Materials & Construction)
DISV(51): -0.44% Top=EXAM ADS Z RBA SCI DV MA RRD ….. ULTA FLT CNHI JEC AAN RHI WTW URI=Bottom (Diversified Services)
COHW(48): -0.45% Top=SNDK BRCD SWIR ADTN TDC GOGO SYNA OLED ….. LXK JDSU KN JNPR SSYS FTR PANW CTL=Bottom (Computer Hardware/Telecom)
TRAN(37): -0.47% Top=CNW AIRM GWR HA CNI SAVE NAT KNX ….. CSX TK UNP WAB GBX KEX TDW TRN=Bottom (Transportation)
FINA(88): -0.51% Top=CG HAWK TRCO VOYA ETFC FRC FNGN LEAF ….. AXP DFS HBAN APO BAC MS OCN PFG=Bottom (Banks/Financials)
COSW(96): -0.61% Top=WUBA BITA CYBR BNFT MKTO ANGI YHOO SNCR ….. DATA SFUN FEYE TRUE SWI WDAY SPLK VEEV=Bottom (Computer Software/Internet)
REAL(91): -0.69% Top=CONE BAM RHP NRF NLY MFA CYS NRZ ….. DLR WPG VTR RESI LXP DRH HST PEI=Bottom (Real Estate)
INSU(39): -0.71% Top=SLF RDN XL CLGX ACGL AJG WRB VR ….. PGR PRU L AIZ AGO GNW HIG AXS=Bottom (Insurance)
ENER(115): -1.19% Top=WPX CAM CVE SN INT DK WNR EGN ….. CRR SM WLL CXO RES CMLP BCEI CJES=Bottom (Energy)
MANU(45): -1.20% Top=JKS LII GNRC TILE RS AGCO WOR DCI ….. CAT PNR JOY ROK TEX KMT GTLS MRC=Bottom (Manufacturing)
CONS(59): -1.73% Top=BOOT AVP CROX KATE SKX FL DECK BERY ….. GT KS KMB MAT BC COH HAR HBI=Bottom (Consumer)
META(24): -2.83% Top=X NUE SCCO CCJ STLD PAAS NEM SLW ….. GOLD SLCA CLF TCK CNX AA BTU CENX=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:20 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 10:19 am ET
by daytrend on 20150304. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 977.

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 (20150304 10:19 am ET)
2.6% of stocks are above yesterday’s high.
14.7% are above yesterday’s midpoint. (85.3% are below.)
48.5% are below yesterday’s low.
48.9% are inside yesterday’s range.
9.0% of stocks with today’s high > yesterday’s high. (91.0% less than).
66.8% of stocks with today’s low < yesterday’s low. (33.2% greater than).

EVIDENCE OF INTRADAY TREND (20150304 10:19 am ET)
19.1% of stocks are above today’s open. (78.7% are below).
8.0% of stocks are above today’s open and yesterday’s close.
77.0% are below both.
1.5% of stocks opened above yesterday’s high.
14.6% of stocks opened above yesterday’s close. (81.4% opened below yesterday’s close).
22.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150304 10:19 am ET)
3.0% of stocks are in the top 10% of today’s range.
6.7% are in the top 20%.
26.3% are in the top half. 73.7% of stocks are in the bottom half of today’s range.
38.7% are in the bottom 20%.
18.8% are in the bottom 10%.

GAIN (20150304 10:19 am ET)
11.2% of stocks are above yesterday’s close. (88.8% are below.)
0.7% are up 4.5% or more. 0.6% are down 4.5% or more.
0.9% are up 3.5% or more. 1.0% are down 3.5% or more.
59.5% are between +1% and -1%.

RSI on DAILY (20150304 10:19 am ET)
2-day: >=95:0.9%…>=90:1.7%…>=80:3.7%…>=50:14.4%…<=20:44.8%…<=10:19.5%…<=5:10.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.5%…>=50:45.6%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:54.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150304 10:19 am ET)
2.6% above previous 1 highs, 48.5% below previous 1 lows
2.0% above previous 2 highs, 34.2% below previous 2 lows
1.4% above previous 3 highs, 28.8% below previous 3 lows
1.2% above previous 4 highs, 25.9% below previous 4 lows
1.0% above previous 5 highs, 24.6% below previous 5 lows
1.0% above previous 6 highs, 21.5% below previous 6 lows
0.9% above previous 7 highs, 19.5% below previous 7 lows
0.9% above previous 8 highs, 16.4% below previous 8 lows
0.9% above previous 9 highs, 15.4% below previous 9 lows
0.9% above previous 10 highs, 14.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150304 10:19 am ET)
11.2% are above or equal to 3/3 close (1 days ago), 88.8% are below.
17.5% are above or equal to 3/2 close (2 days ago), 82.5% are below.
33.0% are above or equal to 2/27 close (3 days ago), 67.0% are below.
31.8% are above or equal to 2/26 close (4 days ago), 68.2% are below.
27.4% are above or equal to 2/25 close (5 days ago), 72.6% are below.
31.1% are above or equal to 2/24 close (6 days ago), 68.9% are below.
33.9% are above or equal to 2/23 close (7 days ago), 66.1% are below.
32.3% are above or equal to 2/20 close (8 days ago), 67.7% are below.
40.2% are above or equal to 2/19 close (9 days ago), 59.8% are below.
40.1% are above or equal to 2/18 close (10 days ago), 59.9% are below.
40.6% are above or equal to 2/17 close (11 days ago), 59.4% are below.
43.1% are above or equal to 2/13 close (12 days ago), 56.9% are below.
47.9% are above or equal to 2/12 close (13 days ago), 52.1% are below.
58.4% are above or equal to 2/11 close (14 days ago), 41.6% are below.
58.9% are above or equal to 2/10 close (15 days ago), 41.1% are below.
63.4% are above or equal to 2/9 close (16 days ago), 36.6% are below.
60.5% are above or equal to 2/6 close (17 days ago), 39.5% are below.
59.7% are above or equal to 2/5 close (18 days ago), 40.3% are below.
66.2% are above or equal to 2/4 close (19 days ago), 33.8% are below.
64.1% are above or equal to 2/3 close (20 days ago), 35.9% are below.
72.3% are above or equal to 2/2 close (21 days ago), 27.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150304 10:19 am ET)
20d: 2.0% new highs, 6.4% new lows
21d: 2.0% new highs, 4.9% new lows
42d: 1.7% new highs, 2.8% new lows
63d: 1.6% new highs, 2.1% new lows
126d: 1.1% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150304 10:19 am ET)
2-day: 9.8% above, 90.2% below
3-day: 12.9% above, 87.1% below
4-day: 16.6% above, 83.4% below
5-day: 20.1% above, 79.9% below
8-day: 24.2% above, 75.8% below
10-day: 26.8% above, 73.2% below
20-day: 47.5% above, 52.5% below
50-day: 62.9% above, 37.1% below
200-day: 61.0% above, 39.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150304 10:19 am ET)
RETA(67): -0.57% Top=W AEO GME BABA JCP BURL SHLD RH ….. OUTR MELI ASNA BID GES TIF KMX ANF=Bottom (Retail & Specialty Retail)
REAL(91): -0.65% Top=CONE MFA BAM NRF TWO RHP AGNC CYS ….. NSM LHO WPG RESI VTR DRH HT HST=Bottom (Real Estate)
HEAL(54): -0.65% Top=CYBX MOH ABMD BDX DGX EVHC THOR DVA ….. THC OPK XRAY BKD PODD ZLTQ SEM HYH=Bottom (Health)
ENER(115): -0.67% Top=BAS WPX SN CVE MEMP FET NBR ATW ….. CXO VLO RSPP PDCE OAS WLL BCEI UPL=Bottom (Energy)
CHEM(31): -0.67% Top=OLN CE ASH DOW DD EMN VAL SHW ….. WLK CF GPRE MOS FMC ALB PX FTK=Bottom (Chemicals/Fertilizers)
FINA(88): -0.67% Top=CG BX TRCO HAWK VOYA OZRK SNV ISBC ….. WETF DFS CFG NTRS ICE MS OCN PFG=Bottom (Banks/Financials)
ELEC(58): -0.70% Top=TSL AMBA SIMO FSLR OVTI APH CRUS SPWR ….. FCS ATML AMAT CY INVN AVGO MU TSRA=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(42): -0.71% Top=WBAI GPRO WEN LOCO PZZA LQ BJRI MCD ….. SEAS TXRH NDLS LVS WYNN BLMN EAT HLT=Bottom (Leisure)
DISV(51): -0.78% Top=WTW ADS EXAM RBA DV TW RRD SBAC ….. HRB R PRAA CAR AAN JEC SSTK URI=Bottom (Diversified Services)
INSU(39): -0.90% Top=XL CLGX AON ACGL VR MTG RDN WRB ….. UNM MET AGO AIZ TMK PRU HIG GNW=Bottom (Insurance)
COHW(48): -0.90% Top=SNDK NMBL GOGO BRCD BCE FNSR INFN RKUS ….. WDC JNPR FTR BBRY SSYS STX CTL PANW=Bottom (Computer Hardware/Telecom)
MATE(32): -0.93% Top=HW AWI PHM DHI MTH VMC CLH RSG ….. MAS OC FLR TOL BCC MTZ TPH FAST=Bottom (Materials & Construction)
TRAN(37): -0.95% Top=CNW GWR SWFT CNI EXPD NAT KNX CP ….. UNP ALK UAL DAL TDW GBX KEX TRN=Bottom (Transportation)
COSW(96): -1.09% Top=WUBA BITA CYBR EQIX NTES ANGI BNFT YHOO ….. SWI WDAY FEYE DATA TRUE VDSI SPLK VEEV=Bottom (Computer Software/Internet)
MANU(45): -1.34% Top=JKS HEES LII GNRC AGCO ITT DE TILE ….. JOY MRC CAT ATI KMT DDD GTLS TEX=Bottom (Manufacturing)
CONS(59): -2.23% Top=AVP COTY CROX COLM SKX DECK IRBT UFS ….. OI BC PAY SEE GT PKG KS HBI=Bottom (Consumer)
META(24): -2.60% Top=CCJ SWC NEM SCCO NUE SLW PAAS RGLD ….. SLCA TCK CLD CLF GOLD BTU AA CENX=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:19 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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