daytrend

08/27/2015

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

Closing Stats
by daytrend on 20150827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 984.

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 (20150827 Closing)
87.6% of stocks are above yesterday’s high.
98.2% are above yesterday’s midpoint. (1.8% are below.)
0.3% are below yesterday’s low.
12.1% are inside yesterday’s range.
95.2% of stocks with today’s high > yesterday’s high. (4.8% less than).
1.3% of stocks with today’s low < yesterday’s low. (98.7% greater than).

EVIDENCE OF INTRADAY TREND (20150827 Closing)
85.3% of stocks are above today’s open. (13.9% are below).
84.8% of stocks are above today’s open and yesterday’s close.
3.9% are below both.
76.7% of stocks opened above yesterday’s high.
96.6% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
0.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150827 Closing)
25.1% of stocks are in the top 10% of today’s range.
47.1% are in the top 20%.
90.9% are in the top half. 9.1% of stocks are in the bottom half of today’s range.
0.4% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN (20150827 Closing)
95.6% of stocks are above yesterday’s close. (4.4% are below.)
18.9% are up 4.5% or more. 0.3% are down 4.5% or more.
31.3% are up 3.5% or more. 0.3% are down 3.5% or more.
12.5% are between +1% and -1%.

RSI on DAILY (20150827 Closing)
2-day: >=95:0.7%…>=90:6.8%…>=80:44.3%…>=50:95.7%…<=20:0.8%…<=10:0.3%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:20.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:16.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150827 Closing)
87.6% above previous 1 highs, 0.3% below previous 1 lows
62.3% above previous 2 highs, 0.3% below previous 2 lows
53.5% above previous 3 highs, 0.0% below previous 3 lows
19.7% above previous 4 highs, 0.0% below previous 4 lows
8.0% above previous 5 highs, 0.0% below previous 5 lows
3.9% above previous 6 highs, 0.0% below previous 6 lows
2.9% above previous 7 highs, 0.0% below previous 7 lows
2.7% above previous 8 highs, 0.0% below previous 8 lows
2.3% above previous 9 highs, 0.0% below previous 9 lows
1.9% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150827 Closing)
95.6% are above or equal to 8/26 close (1 days ago), 4.4% are below.
98.0% are above or equal to 8/25 close (2 days ago), 2.0% are below.
94.7% are above or equal to 8/24 close (3 days ago), 5.3% are below.
54.1% are above or equal to 8/21 close (4 days ago), 45.9% are below.
26.2% are above or equal to 8/20 close (5 days ago), 73.8% are below.
11.5% are above or equal to 8/19 close (6 days ago), 88.5% are below.
7.0% are above or equal to 8/18 close (7 days ago), 93.0% are below.
5.7% are above or equal to 8/17 close (8 days ago), 94.3% are below.
8.0% are above or equal to 8/14 close (9 days ago), 92.0% are below.
9.2% are above or equal to 8/13 close (10 days ago), 90.8% are below.
9.1% are above or equal to 8/12 close (11 days ago), 90.9% are below.
11.2% are above or equal to 8/11 close (12 days ago), 88.8% are below.
10.2% are above or equal to 8/10 close (13 days ago), 89.8% are below.
17.0% are above or equal to 8/7 close (14 days ago), 83.0% are below.
16.3% are above or equal to 8/6 close (15 days ago), 83.7% are below.
14.5% are above or equal to 8/5 close (16 days ago), 85.5% are below.
15.5% are above or equal to 8/4 close (17 days ago), 84.5% are below.
16.3% are above or equal to 8/3 close (18 days ago), 83.7% are below.
14.3% are above or equal to 7/31 close (19 days ago), 85.7% are below.
15.3% are above or equal to 7/30 close (20 days ago), 84.7% are below.
16.5% are above or equal to 7/29 close (21 days ago), 83.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150827 Closing)
20d: 1.3% new highs, 0.1% new lows
21d: 1.2% new highs, 0.1% new lows
42d: 0.8% new highs, 0.1% new lows
63d: 0.7% new highs, 0.1% new lows
126d: 0.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150827 Closing)
2-day: 94.9% above, 5.1% below
3-day: 98.1% above, 1.9% below
4-day: 97.5% above, 2.5% below
5-day: 93.5% above, 6.5% below
8-day: 47.9% above, 52.1% below
10-day: 29.0% above, 71.0% below
20-day: 14.1% above, 85.9% below
50-day: 15.4% above, 84.6% below
200-day: 30.2% above, 69.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150827 Closing)
META(21): 9.80% Top=ACI FCX TCK X CNX SCCO SLCA AA ….. FNV GG ABX SLW AEM SWC NUE RGLD=Bottom (Metals & Mining)
ENER(96): 6.10% Top=UPL OAS CRZO SM QEP NBR RIG PTEN ….. INT WNR DK HFC IOC PBF VLO TSO=Bottom (Energy)
ELEC(57): 3.79% Top=SUNE MU AVGO IDTI SIMO SCTY SPWR CY ….. AMBA CPHD IPGP TSRA GRMN DLB SNPS CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(48): 3.24% Top=MRC ATI DDD SEDG JOY RS ITT SPW ….. GNRC DE AOS IR TILE MHK JKS AME=Bottom (Manufacturing)
CHEM(34): 3.23% Top=GPRE DOW MEOH FMC CE CC ALB OLN ….. APD MON IFF SHW PX OMG CYT RYAM=Bottom (Chemicals/Fertilizers)
MATE(35): 3.03% Top=EXP DY PWR MTZ VMC MLM USG FLR ….. SRCL AWI TPH MDC BECN CVA WM RSG=Bottom (Materials & Construction)
TRAN(40): 2.92% Top=TK TDW GBX GLOG GWR CP TRN NSC ….. DAL VA SAVE BRS HA ALK LUV UAL=Bottom (Transportation)
LEIS(40): 2.85% Top=SGMS QUNR LOCO WYNN SHAK MGM LVS ZOES ….. DNKN BWLD DRI RCL SIX EAT TXRH SONC=Bottom (Leisure)
CONS(55): 2.78% Top=PVH ICON UA MAT OI WRK FOSL PBI ….. TPX CLX GPK CROX GIL PG BMS LEG=Bottom (Consumer)
FINA(104): 2.71% Top=WETF PSEC SIVB CG ETFC PB SEIC APO ….. FNB PHH OZRK LPLA TRCO SF OCN SYF=Bottom (Banks/Financials)
RETA(70): 2.55% Top=SIG SHLD BURL ETSY MELI NFLX JCP MIK ….. ANF JWN DLTR RH PIR TIF W WSM=Bottom (Retail & Specialty Retail)
COSW(95): 2.50% Top=CMCM NTES SINA SOHU VNET BIDU VIPS IMPV ….. AWAY PTC QLYS ORCL CERN MDAS VDSI NTCT=Bottom (Computer Software/Internet)
INSU(40): 2.31% Top=CNO PRU LNC MBI AIG MET AFL UNM ….. HIG ORI TRV FNF AIZ SYA PRI FAF=Bottom (Insurance)
COHW(48): 2.21% Top=SNDK KN BBRY SSYS STX COMM WDC EMC ….. GOGO BRCD INFN VRSN PANW HILL CCOI NMBL=Bottom (Computer Hardware/Telecom)
DISV(58): 2.19% Top=YY URI SSTK CAR JEC WEX KBR SBAC ….. HMSY PRAA MMS BAH AAN ABCO MRKT BLOX=Bottom (Diversified Services)
HEAL(57): 1.98% Top=ACHC THC STJ EW UNH ABT BCR KND ….. IRWD HNT ANTM RMD CYBX THOR ZLTQ OPK=Bottom (Health)
REAL(86): 1.87% Top=CUZ NSM JLL CUBE PLD CBL WPG AMH ….. SSS KRC RLGY HR BRX OUT GLPI MPW=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 @ 2:14 pm

Market Stats at 3:13 pm ET
by daytrend on 20150827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 984.

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 (20150827 3:13 pm ET)
68.0% of stocks are above yesterday’s high.
94.5% are above yesterday’s midpoint. (5.5% are below.)
0.9% are below yesterday’s low.
31.1% are inside yesterday’s range.
95.7% of stocks with today’s high > yesterday’s high. (4.3% less than).
1.3% of stocks with today’s low < yesterday’s low. (98.7% greater than).

EVIDENCE OF INTRADAY TREND (20150827 3:13 pm ET)
54.9% of stocks are above today’s open. (43.8% are below).
54.6% of stocks are above today’s open and yesterday’s close.
15.4% are below both.
77.2% of stocks opened above yesterday’s high.
97.3% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
0.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150827 3:13 pm ET)
0.1% of stocks are in the top 10% of today’s range.
0.9% are in the top 20%.
25.2% are in the top half. 74.8% of stocks are in the bottom half of today’s range.
24.1% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN (20150827 3:13 pm ET)
84.2% of stocks are above yesterday’s close. (15.8% are below.)
9.8% are up 4.5% or more. 0.4% are down 4.5% or more.
15.5% are up 3.5% or more. 0.5% are down 3.5% or more.
36.5% are between +1% and -1%.

RSI on DAILY (20150827 3:13 pm ET)
2-day: >=95:0.6%…>=90:3.7%…>=80:23.4%…>=50:86.1%…<=20:1.5%…<=10:0.6%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:11.1%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:9.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150827 3:13 pm ET)
68.0% above previous 1 highs, 0.9% below previous 1 lows
36.4% above previous 2 highs, 0.5% below previous 2 lows
29.3% above previous 3 highs, 0.0% below previous 3 lows
9.7% above previous 4 highs, 0.0% below previous 4 lows
4.0% above previous 5 highs, 0.0% below previous 5 lows
2.3% above previous 6 highs, 0.0% below previous 6 lows
1.7% above previous 7 highs, 0.0% below previous 7 lows
1.5% above previous 8 highs, 0.0% below previous 8 lows
1.4% above previous 9 highs, 0.0% below previous 9 lows
0.9% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150827 3:13 pm ET)
84.2% are above or equal to 8/26 close (1 days ago), 15.8% are below.
96.6% are above or equal to 8/25 close (2 days ago), 3.4% are below.
89.6% are above or equal to 8/24 close (3 days ago), 10.4% are below.
37.5% are above or equal to 8/21 close (4 days ago), 62.5% are below.
17.7% are above or equal to 8/20 close (5 days ago), 82.3% are below.
7.9% are above or equal to 8/19 close (6 days ago), 92.1% are below.
5.0% are above or equal to 8/18 close (7 days ago), 95.0% are below.
4.5% are above or equal to 8/17 close (8 days ago), 95.5% are below.
5.6% are above or equal to 8/14 close (9 days ago), 94.4% are below.
6.0% are above or equal to 8/13 close (10 days ago), 94.0% are below.
5.8% are above or equal to 8/12 close (11 days ago), 94.2% are below.
7.7% are above or equal to 8/11 close (12 days ago), 92.3% are below.
7.0% are above or equal to 8/10 close (13 days ago), 93.0% are below.
12.6% are above or equal to 8/7 close (14 days ago), 87.4% are below.
11.9% are above or equal to 8/6 close (15 days ago), 88.1% are below.
10.9% are above or equal to 8/5 close (16 days ago), 89.1% are below.
11.2% are above or equal to 8/4 close (17 days ago), 88.8% are below.
11.7% are above or equal to 8/3 close (18 days ago), 88.3% are below.
10.1% are above or equal to 7/31 close (19 days ago), 89.9% are below.
11.9% are above or equal to 7/30 close (20 days ago), 88.1% are below.
13.2% are above or equal to 7/29 close (21 days ago), 86.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150827 3:13 pm ET)
20d: 1.3% new highs, 0.1% new lows
21d: 1.2% new highs, 0.1% new lows
42d: 0.7% new highs, 0.1% new lows
63d: 0.6% new highs, 0.1% new lows
126d: 0.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150827 3:13 pm ET)
2-day: 83.7% above, 16.3% below
3-day: 94.8% above, 5.2% below
4-day: 94.6% above, 5.4% below
5-day: 84.3% above, 15.7% below
8-day: 29.1% above, 70.9% below
10-day: 16.0% above, 84.0% below
20-day: 8.1% above, 91.9% below
50-day: 11.7% above, 88.3% below
200-day: 27.0% above, 73.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150827 3:13 pm ET)
META(21): 7.05% Top=FCX ACI TCK X CNX SCCO SLCA AA ….. SWC FNV NUE SLW ABX AEM GG RGLD=Bottom (Metals & Mining)
ENER(96): 4.17% Top=UPL OAS CRZO SM NBR QEP MTDR RIG ….. IOC WNR ALJ HFC DK TSO VLO PBF=Bottom (Energy)
ELEC(57): 2.19% Top=SIMO MU AVGO IDTI SCTY SPWR CY MRVL ….. NXPI DLB AMBA CPHD GRMN INTC IPGP SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(34): 1.92% Top=GPRE MEOH DOW FMC OLN CE ALB CC ….. APD AXTA IFF PX OMG SHW CYT RYAM=Bottom (Chemicals/Fertilizers)
MANU(48): 1.86% Top=MRC ATI SEDG JOY DDD RS ITT TEX ….. GNRC DCI DE TILE IR MHK AOS JKS=Bottom (Manufacturing)
MATE(35): 1.77% Top=EXP MTZ PWR DY MLM HW VMC TREX ….. WY SRCL AWI OC TPH CVA WM RSG=Bottom (Materials & Construction)
FINA(104): 1.73% Top=WETF PSEC SIVB CG PB TCBI ETFC APO ….. WU HAWK LPLA ICE OCN TRCO SF SYF=Bottom (Banks/Financials)
LEIS(40): 1.60% Top=QUNR LOCO SGMS SHAK WYNN LVS ZOES MGM ….. WYN DRI EXPE SIX EAT SONC RCL TXRH=Bottom (Leisure)
TRAN(40): 1.51% Top=TK GBX GLOG TDW GWR CP TRN KEX ….. VA AAL ALK DAL LUV BRS HA UAL=Bottom (Transportation)
CONS(55): 1.39% Top=PVH ICON WRK MAT OI UA TUP PBI ….. CL KMB TPX GT BMS PG CROX LEG=Bottom (Consumer)
RETA(70): 1.14% Top=SIG SHLD BURL MELI JCP MIK ETSY NFLX ….. JWN RH DLTR PIR TIF ANF W WSM=Bottom (Retail & Specialty Retail)
COSW(95): 1.11% Top=NTES SINA VNET CMCM SOHU VIPS BIDU WUBA ….. CHKP FFIV ADP MDAS QLYS VDSI ORCL NTCT=Bottom (Computer Software/Internet)
INSU(40): 1.06% Top=CNO PRU MBI RDN LNC ENH WRB AIG ….. ORI ACE SYA TRV HIG AIZ FAF PRI=Bottom (Insurance)
COHW(48): 0.98% Top=INFN SNDK KN BBRY SSYS STX COMM WDC ….. HILL WIN QCOM BRCD CIEN CCOI PANW NMBL=Bottom (Computer Hardware/Telecom)
DISV(58): 0.96% Top=YY SSTK URI CAR JEC WEX KBR SBAC ….. TW MMS HMSY MRKT ABCO BAH AAN BLOX=Bottom (Diversified Services)
REAL(86): 0.92% Top=CUZ NSM CUBE JLL AMH WPG CBL ACC ….. HCP WRI HR BRX RLGY GLPI OUT MPW=Bottom (Real Estate)
HEAL(57): 0.77% Top=THC ACHC CYH STJ BCR EW KND LPNT ….. INCR AAC IRWD RMD ANTM CYBX ZLTQ OPK=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:13 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:44 pm

Market Stats at 2:43 pm ET
by daytrend on 20150827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 984.

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 (20150827 2:43 pm ET)
81.8% of stocks are above yesterday’s high.
97.4% are above yesterday’s midpoint. (2.6% are below.)
0.4% are below yesterday’s low.
17.8% are inside yesterday’s range.
95.7% of stocks with today’s high > yesterday’s high. (4.3% less than).
1.2% of stocks with today’s low < yesterday’s low. (98.8% greater than).

EVIDENCE OF INTRADAY TREND (20150827 2:43 pm ET)
75.9% of stocks are above today’s open. (22.9% are below).
75.5% of stocks are above today’s open and yesterday’s close.
6.5% are below both.
77.2% of stocks opened above yesterday’s high.
97.3% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
0.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150827 2:43 pm ET)
1.4% of stocks are in the top 10% of today’s range.
11.9% are in the top 20%.
68.2% are in the top half. 31.8% of stocks are in the bottom half of today’s range.
9.5% are in the bottom 20%.
3.4% are in the bottom 10%.

GAIN (20150827 2:43 pm ET)
93.1% of stocks are above yesterday’s close. (6.9% are below.)
15.8% are up 4.5% or more. 0.3% are down 4.5% or more.
23.4% are up 3.5% or more. 0.5% are down 3.5% or more.
19.2% are between +1% and -1%.

RSI on DAILY (20150827 2:43 pm ET)
2-day: >=95:0.7%…>=90:4.8%…>=80:34.8%…>=50:94.4%…<=20:0.9%…<=10:0.3%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:16.4%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:13.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150827 2:43 pm ET)
81.8% above previous 1 highs, 0.4% below previous 1 lows
54.3% above previous 2 highs, 0.4% below previous 2 lows
44.5% above previous 3 highs, 0.0% below previous 3 lows
14.9% above previous 4 highs, 0.0% below previous 4 lows
5.9% above previous 5 highs, 0.0% below previous 5 lows
3.3% above previous 6 highs, 0.0% below previous 6 lows
2.4% above previous 7 highs, 0.0% below previous 7 lows
1.9% above previous 8 highs, 0.0% below previous 8 lows
1.7% above previous 9 highs, 0.0% below previous 9 lows
1.4% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150827 2:43 pm ET)
93.1% are above or equal to 8/26 close (1 days ago), 6.9% are below.
97.7% are above or equal to 8/25 close (2 days ago), 2.3% are below.
93.9% are above or equal to 8/24 close (3 days ago), 6.1% are below.
48.3% are above or equal to 8/21 close (4 days ago), 51.7% are below.
21.6% are above or equal to 8/20 close (5 days ago), 78.4% are below.
10.1% are above or equal to 8/19 close (6 days ago), 89.9% are below.
6.0% are above or equal to 8/18 close (7 days ago), 94.0% are below.
5.3% are above or equal to 8/17 close (8 days ago), 94.7% are below.
7.1% are above or equal to 8/14 close (9 days ago), 92.9% are below.
8.4% are above or equal to 8/13 close (10 days ago), 91.6% are below.
7.5% are above or equal to 8/12 close (11 days ago), 92.5% are below.
10.0% are above or equal to 8/11 close (12 days ago), 90.0% are below.
8.8% are above or equal to 8/10 close (13 days ago), 91.2% are below.
15.9% are above or equal to 8/7 close (14 days ago), 84.1% are below.
15.0% are above or equal to 8/6 close (15 days ago), 85.0% are below.
13.1% are above or equal to 8/5 close (16 days ago), 86.9% are below.
13.4% are above or equal to 8/4 close (17 days ago), 86.6% are below.
13.9% are above or equal to 8/3 close (18 days ago), 86.1% are below.
13.0% are above or equal to 7/31 close (19 days ago), 87.0% are below.
14.2% are above or equal to 7/30 close (20 days ago), 85.8% are below.
14.8% are above or equal to 7/29 close (21 days ago), 85.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150827 2:43 pm ET)
20d: 1.3% new highs, 0.1% new lows
21d: 1.2% new highs, 0.1% new lows
42d: 0.7% new highs, 0.1% new lows
63d: 0.6% new highs, 0.1% new lows
126d: 0.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150827 2:43 pm ET)
2-day: 92.8% above, 7.2% below
3-day: 98.2% above, 1.8% below
4-day: 97.0% above, 3.0% below
5-day: 91.5% above, 8.5% below
8-day: 41.0% above, 59.0% below
10-day: 22.5% above, 77.5% below
20-day: 11.2% above, 88.8% below
50-day: 13.8% above, 86.2% below
200-day: 29.3% above, 70.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150827 2:43 pm ET)
META(21): 9.38% Top=ACI FCX TCK CNX X SCCO AA PAAS ….. SLW ABX AEM FNV SWC NUE GG RGLD=Bottom (Metals & Mining)
ENER(96): 5.37% Top=UPL OAS CRZO QEP NBR SM MTDR ECA ….. IOC ALJ WNR HFC DK TSO VLO PBF=Bottom (Energy)
ELEC(57): 3.07% Top=MU IDTI SIMO AVGO SCTY SUNE SPWR CY ….. KEYS TSRA DLB CPHD GRMN INTC IPGP SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(34): 2.73% Top=GPRE MEOH DOW FMC ALB CE OLN CC ….. IFF SHW APD PX MON OMG CYT RYAM=Bottom (Chemicals/Fertilizers)
MANU(48): 2.67% Top=MRC ATI SEDG DDD JOY RS ITT TEX ….. DCI GNRC IR DE MHK TILE JKS AOS=Bottom (Manufacturing)
MATE(35): 2.60% Top=EXP MTZ PWR DY CSTE VMC HW MLM ….. RYL AWI MAS OC TPH CVA WM RSG=Bottom (Materials & Construction)
FINA(104): 2.46% Top=WETF SIVB CG PSEC TCBI PB ETFC HBHC ….. CBOE ICE ESNT HAWK TRCO SF LPLA SYF=Bottom (Banks/Financials)
LEIS(40): 2.28% Top=QUNR SGMS LOCO WYNN LVS MGM SHAK BLMN ….. DRI WYN CCL SIX SONC RCL EAT TXRH=Bottom (Leisure)
TRAN(40): 2.25% Top=TK GBX GLOG TDW GWR TRN CP SWFT ….. AAL BRS VA DAL LUV ALK HA UAL=Bottom (Transportation)
CONS(55): 2.11% Top=ICON PVH OI UA MAT LULU WRK PBI ….. CLX CRI TPX GT PG CROX BMS LEG=Bottom (Consumer)
RETA(70): 1.97% Top=SHLD SIG BURL MIK MELI ETSY NFLX JCP ….. AEO JWN DLTR TIF ANF W PIR WSM=Bottom (Retail & Specialty Retail)
COSW(95): 1.91% Top=CMCM NTES SINA VNET SOHU BIDU VIPS WUBA ….. PAYC FFIV CHKP MDAS QLYS ORCL NTCT VDSI=Bottom (Computer Software/Internet)
INSU(40): 1.87% Top=CNO MBI PRU LNC AIG MET RDN ENH ….. FNF HIG TRV WSH SYA AIZ FAF PRI=Bottom (Insurance)
REAL(86): 1.76% Top=CUZ NSM JLL CBL WPG ACC PSA CUBE ….. MFA HR BRX WRI RLGY GLPI OUT MPW=Bottom (Real Estate)
DISV(58): 1.73% Top=YY URI SSTK CAR JEC WEX AL KBR ….. TMH MRKT ENV ABCO BAH HMSY AAN BLOX=Bottom (Diversified Services)
COHW(48): 1.67% Top=SNDK INFN KN BBRY SSYS STX COMM WDC ….. QCOM UBNT HILL BRCD CCOI PANW CIEN NMBL=Bottom (Computer Hardware/Telecom)
HEAL(57): 1.44% Top=THC ACHC CYH EW STJ BCR ABT KND ….. THOR IRWD ANTM RMD AAC ZLTQ CYBX OPK=Bottom (Health)

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

Filed under: Market Stats — daytrend @ 12:47 pm

Market Stats at 1:46 pm ET
by daytrend on 20150827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 984.

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 (20150827 1:46 pm ET)
88.5% of stocks are above yesterday’s high.
98.5% are above yesterday’s midpoint. (1.5% are below.)
0.2% are below yesterday’s low.
11.3% are inside yesterday’s range.
95.5% of stocks with today’s high > yesterday’s high. (4.5% less than).
1.2% of stocks with today’s low < yesterday’s low. (98.8% greater than).

EVIDENCE OF INTRADAY TREND (20150827 1:46 pm ET)
86.1% of stocks are above today’s open. (13.2% are below).
85.6% of stocks are above today’s open and yesterday’s close.
3.3% are below both.
77.2% of stocks opened above yesterday’s high.
97.3% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
0.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150827 1:46 pm ET)
20.9% of stocks are in the top 10% of today’s range.
52.9% are in the top 20%.
89.1% are in the top half. 10.9% of stocks are in the bottom half of today’s range.
2.2% are in the bottom 20%.
0.6% are in the bottom 10%.

GAIN (20150827 1:46 pm ET)
96.2% of stocks are above yesterday’s close. (3.8% are below.)
20.5% are up 4.5% or more. 0.1% are down 4.5% or more.
30.4% are up 3.5% or more. 0.1% are down 3.5% or more.
11.2% are between +1% and -1%.

RSI on DAILY (20150827 1:46 pm ET)
2-day: >=95:0.9%…>=90:6.6%…>=80:43.9%…>=50:96.6%…<=20:0.7%…<=10:0.3%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:20.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:16.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150827 1:46 pm ET)
88.5% above previous 1 highs, 0.2% below previous 1 lows
64.3% above previous 2 highs, 0.2% below previous 2 lows
55.1% above previous 3 highs, 0.0% below previous 3 lows
20.7% above previous 4 highs, 0.0% below previous 4 lows
7.9% above previous 5 highs, 0.0% below previous 5 lows
4.3% above previous 6 highs, 0.0% below previous 6 lows
3.2% above previous 7 highs, 0.0% below previous 7 lows
2.7% above previous 8 highs, 0.0% below previous 8 lows
2.2% above previous 9 highs, 0.0% below previous 9 lows
1.8% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150827 1:46 pm ET)
96.2% are above or equal to 8/26 close (1 days ago), 3.8% are below.
98.1% are above or equal to 8/25 close (2 days ago), 1.9% are below.
94.8% are above or equal to 8/24 close (3 days ago), 5.2% are below.
54.7% are above or equal to 8/21 close (4 days ago), 45.3% are below.
27.6% are above or equal to 8/20 close (5 days ago), 72.4% are below.
12.3% are above or equal to 8/19 close (6 days ago), 87.7% are below.
7.7% are above or equal to 8/18 close (7 days ago), 92.3% are below.
5.6% are above or equal to 8/17 close (8 days ago), 94.4% are below.
8.7% are above or equal to 8/14 close (9 days ago), 91.3% are below.
10.4% are above or equal to 8/13 close (10 days ago), 89.6% are below.
10.3% are above or equal to 8/12 close (11 days ago), 89.7% are below.
11.6% are above or equal to 8/11 close (12 days ago), 88.4% are below.
10.1% are above or equal to 8/10 close (13 days ago), 89.9% are below.
17.8% are above or equal to 8/7 close (14 days ago), 82.2% are below.
16.8% are above or equal to 8/6 close (15 days ago), 83.2% are below.
14.8% are above or equal to 8/5 close (16 days ago), 85.2% are below.
15.7% are above or equal to 8/4 close (17 days ago), 84.3% are below.
16.1% are above or equal to 8/3 close (18 days ago), 83.9% are below.
14.4% are above or equal to 7/31 close (19 days ago), 85.6% are below.
15.2% are above or equal to 7/30 close (20 days ago), 84.8% are below.
16.6% are above or equal to 7/29 close (21 days ago), 83.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150827 1:46 pm ET)
20d: 1.3% new highs, 0.1% new lows
21d: 1.2% new highs, 0.1% new lows
42d: 0.7% new highs, 0.1% new lows
63d: 0.6% new highs, 0.1% new lows
126d: 0.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150827 1:46 pm ET)
2-day: 95.9% above, 4.1% below
3-day: 98.8% above, 1.2% below
4-day: 97.7% above, 2.3% below
5-day: 94.6% above, 5.4% below
8-day: 50.0% above, 50.0% below
10-day: 29.0% above, 71.0% below
20-day: 13.9% above, 86.1% below
50-day: 15.4% above, 84.6% below
200-day: 30.4% above, 69.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150827 1:46 pm ET)
META(21): 9.50% Top=ACI FCX TCK CNX X SCCO AA PAAS ….. SLW ABX AEM FNV NUE SWC GG RGLD=Bottom (Metals & Mining)
ENER(96): 6.29% Top=UPL OAS CRZO QEP NBR ECA SM MTDR ….. ALJ BPL HFC DK WNR PBF TSO VLO=Bottom (Energy)
CHEM(34): 3.73% Top=GPRE ALB DOW MEOH FMC CC OLN CE ….. APD SHW IFF MON PX OMG CYT RYAM=Bottom (Chemicals/Fertilizers)
ELEC(57): 3.65% Top=MU IDTI SUNE AVGO SIMO SCTY CY SPWR ….. VSH DLB CPHD GRMN INTC TSRA IPGP SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(48): 3.22% Top=ATI MRC SEDG DDD JOY RS ITT TEX ….. IEX JKS MHK DCI DE GNRC AOS TILE=Bottom (Manufacturing)
MATE(35): 3.13% Top=EXP MTZ PWR DY MLM CSTE VMC USG ….. OC AWI MDC TPH SRCL CVA WM RSG=Bottom (Materials & Construction)
TRAN(40): 2.94% Top=TK GBX GLOG TDW TRN GWR CP SWFT ….. LSTR AAL DAL LUV ALK HA UAL VA=Bottom (Transportation)
LEIS(40): 2.90% Top=QUNR LOCO SGMS SHAK WYNN MGM GPRO LVS ….. WYN SIX MAR CCL RCL EAT SONC TXRH=Bottom (Leisure)
FINA(104): 2.82% Top=WETF SIVB HBHC CG PSEC PB ETFC BX ….. ESNT CBOE TRCO LPLA SF ICE HAWK SYF=Bottom (Banks/Financials)
CONS(55): 2.81% Top=PVH ICON OI LULU TUP UA SKX PBI ….. SEE GIL GT TPX BMS PG LEG CROX=Bottom (Consumer)
RETA(70): 2.68% Top=SHLD SIG BURL ETSY MELI NFLX JCP MIK ….. AEO JWN DLTR PIR TIF W ANF WSM=Bottom (Retail & Specialty Retail)
COSW(95): 2.56% Top=CMCM NTES SINA VNET SOHU TWTR WUBA VIPS ….. GOOG RNG ZEN MDAS ORCL NATI NTCT VDSI=Bottom (Computer Software/Internet)
INSU(40): 2.33% Top=MBI CNO PRU LNC MET AIG AFL AXS ….. HIG TRV BRO AIZ WSH SYA FAF PRI=Bottom (Insurance)
DISV(58): 2.18% Top=YY URI SSTK CAR JEC AL APOL ADT ….. ENV ABCO MMS TW BAH AAN HMSY BLOX=Bottom (Diversified Services)
COHW(48): 2.11% Top=KN BBRY INFN SNDK SSYS STX COMM WDC ….. QCOM UBNT HILL CIEN BRCD CCOI PANW NMBL=Bottom (Computer Hardware/Telecom)
REAL(86): 2.09% Top=CUZ NSM JLL CBL WPG SHO CUBE AMH ….. BXMT BRX HTA HR OUT GLPI WRI MPW=Bottom (Real Estate)
HEAL(57): 2.00% Top=ACHC THC CYH ABT STJ BCR EW BSX ….. IRWD INCR ANTM RMD CYBX THOR ZLTQ OPK=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:46 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:22 am

Market Stats at 12:22 pm ET
by daytrend on 20150827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 984.

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 (20150827 12:22 pm ET)
87.8% of stocks are above yesterday’s high.
97.9% are above yesterday’s midpoint. (2.1% are below.)
0.3% are below yesterday’s low.
11.9% are inside yesterday’s range.
94.4% of stocks with today’s high > yesterday’s high. (5.6% less than).
1.1% of stocks with today’s low < yesterday’s low. (98.9% greater than).

EVIDENCE OF INTRADAY TREND (20150827 12:22 pm ET)
85.4% of stocks are above today’s open. (13.9% are below).
84.9% of stocks are above today’s open and yesterday’s close.
3.5% are below both.
77.2% of stocks opened above yesterday’s high.
97.3% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
0.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150827 12:22 pm ET)
36.0% of stocks are in the top 10% of today’s range.
61.0% are in the top 20%.
88.9% are in the top half. 11.1% of stocks are in the bottom half of today’s range.
2.3% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN (20150827 12:22 pm ET)
96.0% of stocks are above yesterday’s close. (4.0% are below.)
17.9% are up 4.5% or more. 0.1% are down 4.5% or more.
28.8% are up 3.5% or more. 0.1% are down 3.5% or more.
12.8% are between +1% and -1%.

RSI on DAILY (20150827 12:22 pm ET)
2-day: >=95:0.7%…>=90:5.9%…>=80:42.5%…>=50:94.4%…<=20:0.6%…<=10:0.3%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:18.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:14.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150827 12:22 pm ET)
87.8% above previous 1 highs, 0.3% below previous 1 lows
62.8% above previous 2 highs, 0.3% below previous 2 lows
52.4% above previous 3 highs, 0.0% below previous 3 lows
19.4% above previous 4 highs, 0.0% below previous 4 lows
7.5% above previous 5 highs, 0.0% below previous 5 lows
4.1% above previous 6 highs, 0.0% below previous 6 lows
2.6% above previous 7 highs, 0.0% below previous 7 lows
2.4% above previous 8 highs, 0.0% below previous 8 lows
2.2% above previous 9 highs, 0.0% below previous 9 lows
1.6% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150827 12:22 pm ET)
96.0% are above or equal to 8/26 close (1 days ago), 4.0% are below.
97.9% are above or equal to 8/25 close (2 days ago), 2.1% are below.
94.1% are above or equal to 8/24 close (3 days ago), 5.9% are below.
52.8% are above or equal to 8/21 close (4 days ago), 47.2% are below.
25.6% are above or equal to 8/20 close (5 days ago), 74.4% are below.
11.2% are above or equal to 8/19 close (6 days ago), 88.8% are below.
7.6% are above or equal to 8/18 close (7 days ago), 92.4% are below.
5.4% are above or equal to 8/17 close (8 days ago), 94.6% are below.
7.8% are above or equal to 8/14 close (9 days ago), 92.2% are below.
10.2% are above or equal to 8/13 close (10 days ago), 89.8% are below.
9.8% are above or equal to 8/12 close (11 days ago), 90.2% are below.
11.4% are above or equal to 8/11 close (12 days ago), 88.6% are below.
9.7% are above or equal to 8/10 close (13 days ago), 90.3% are below.
16.9% are above or equal to 8/7 close (14 days ago), 83.1% are below.
15.9% are above or equal to 8/6 close (15 days ago), 84.1% are below.
14.2% are above or equal to 8/5 close (16 days ago), 85.8% are below.
15.2% are above or equal to 8/4 close (17 days ago), 84.8% are below.
15.2% are above or equal to 8/3 close (18 days ago), 84.8% are below.
13.2% are above or equal to 7/31 close (19 days ago), 86.8% are below.
14.3% are above or equal to 7/30 close (20 days ago), 85.7% are below.
16.0% are above or equal to 7/29 close (21 days ago), 84.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150827 12:22 pm ET)
20d: 1.3% new highs, 0.1% new lows
21d: 1.2% new highs, 0.1% new lows
42d: 0.7% new highs, 0.1% new lows
63d: 0.6% new highs, 0.1% new lows
126d: 0.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150827 12:22 pm ET)
2-day: 95.7% above, 4.3% below
3-day: 98.1% above, 1.9% below
4-day: 97.6% above, 2.4% below
5-day: 92.3% above, 7.7% below
8-day: 47.6% above, 52.4% below
10-day: 27.5% above, 72.5% below
20-day: 12.7% above, 87.3% below
50-day: 14.7% above, 85.3% below
200-day: 29.8% above, 70.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150827 12:22 pm ET)
META(21): 8.77% Top=ACI FCX TCK CNX X SCCO AA SLCA ….. FNV SLW NUE SWC ABX AEM GG RGLD=Bottom (Metals & Mining)
ENER(96): 5.59% Top=OAS CRZO UPL QEP SM MTDR NBR NFX ….. BPL MRD ALJ HFC WNR VLO DK TSO=Bottom (Energy)
CHEM(34): 3.76% Top=GPRE ALB MEOH DOW FMC CE WLK FTK ….. CF APD PPG MON PX OMG CYT RYAM=Bottom (Chemicals/Fertilizers)
ELEC(57): 3.53% Top=AVGO SUNE SCTY IDTI SIMO MU CY SPWR ….. AYI INTC GRMN DLB CPHD SNPS TSRA IPGP=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(48): 3.06% Top=ATI MRC DDD JOY SEDG RS SPW ITT ….. SNA BDC DCI DE MHK AOS GNRC TILE=Bottom (Manufacturing)
FINA(104): 2.67% Top=WETF SIVB PSEC KKR BX CG ETFC TCBI ….. ESNT LPLA HAWK SF CBOE TRCO ICE SYF=Bottom (Banks/Financials)
LEIS(40): 2.67% Top=QUNR LOCO SGMS GPRO WYNN LVS MGM WEN ….. WYN SONC MAR SEAS SIX EAT RCL TXRH=Bottom (Leisure)
CONS(55): 2.67% Top=ICON PVH OI UA LULU TUP MAT PBI ….. FL TPX CHD WWW BMS PG LEG CROX=Bottom (Consumer)
RETA(70): 2.63% Top=SHLD BURL SIG MIK ETSY NFLX JCP MELI ….. DDS JWN DLTR ANF TIF PIR W WSM=Bottom (Retail & Specialty Retail)
MATE(35): 2.58% Top=DY CSTE MTZ PWR EXP MLM CLH FLR ….. MDC OC CVA TPH BECN SRCL WM RSG=Bottom (Materials & Construction)
COSW(95): 2.53% Top=CMCM VNET SINA NTES SOHU WUBA ELLI JD ….. RNG PAYC PTC CSOD VDSI ORCL ZEN NTCT=Bottom (Computer Software/Internet)
TRAN(40): 2.25% Top=TK GBX GLOG TRN SWFT GWR TDW CP ….. ALK JBLU LUV AAL DAL VA UAL HA=Bottom (Transportation)
COHW(48): 2.12% Top=INFN KN BBRY COMM SSYS SNDK STX WDC ….. CIEN QCOM CTL CCOI WIN HILL PANW NMBL=Bottom (Computer Hardware/Telecom)
DISV(58): 2.11% Top=YY URI SSTK CAR JEC APOL DV WEX ….. MMS ABCO TW ENV BAH AAN HMSY BLOX=Bottom (Diversified Services)
HEAL(57): 1.96% Top=ACHC STJ THC CYH ABT BSX EW DXCM ….. CNC ZLTQ IRWD RMD CYBX THOR ANTM OPK=Bottom (Health)
INSU(40): 1.93% Top=CNO PRU MBI MET SLF LNC TMK AFL ….. FNF AIZ HIG TRV WSH SYA PRI FAF=Bottom (Insurance)
REAL(86): 1.61% Top=NSM VER JLL CUZ CBL WPG LHO SHO ….. BRX BDN SNH HR WRI HTA OUT MPW=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 12:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:24 am

Market Stats at 11:24 am ET
by daytrend on 20150827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 984.

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 (20150827 11:24 am ET)
83.9% of stocks are above yesterday’s high.
97.8% are above yesterday’s midpoint. (2.2% are below.)
0.3% are below yesterday’s low.
15.8% are inside yesterday’s range.
92.6% of stocks with today’s high > yesterday’s high. (7.4% less than).
1.0% of stocks with today’s low < yesterday’s low. (99.0% greater than).

EVIDENCE OF INTRADAY TREND (20150827 11:24 am ET)
77.7% of stocks are above today’s open. (21.3% are below).
77.2% of stocks are above today’s open and yesterday’s close.
4.1% are below both.
77.2% of stocks opened above yesterday’s high.
97.3% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
0.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150827 11:24 am ET)
26.4% of stocks are in the top 10% of today’s range.
50.7% are in the top 20%.
83.3% are in the top half. 16.7% of stocks are in the bottom half of today’s range.
3.3% are in the bottom 20%.
0.8% are in the bottom 10%.

GAIN (20150827 11:24 am ET)
95.4% of stocks are above yesterday’s close. (4.6% are below.)
14.8% are up 4.5% or more. 0.1% are down 4.5% or more.
23.9% are up 3.5% or more. 0.1% are down 3.5% or more.
20.7% are between +1% and -1%.

RSI on DAILY (20150827 11:24 am ET)
2-day: >=95:0.7%…>=90:5.2%…>=80:37.5%…>=50:93.7%…<=20:0.6%…<=10:0.3%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:17.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:12.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150827 11:24 am ET)
83.9% above previous 1 highs, 0.3% below previous 1 lows
56.6% above previous 2 highs, 0.3% below previous 2 lows
46.7% above previous 3 highs, 0.0% below previous 3 lows
16.8% above previous 4 highs, 0.0% below previous 4 lows
6.9% above previous 5 highs, 0.0% below previous 5 lows
3.3% above previous 6 highs, 0.0% below previous 6 lows
1.9% above previous 7 highs, 0.0% below previous 7 lows
1.8% above previous 8 highs, 0.0% below previous 8 lows
1.5% above previous 9 highs, 0.0% below previous 9 lows
1.3% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150827 11:24 am ET)
95.4% are above or equal to 8/26 close (1 days ago), 4.6% are below.
98.1% are above or equal to 8/25 close (2 days ago), 1.9% are below.
93.0% are above or equal to 8/24 close (3 days ago), 7.0% are below.
48.7% are above or equal to 8/21 close (4 days ago), 51.3% are below.
23.0% are above or equal to 8/20 close (5 days ago), 77.0% are below.
10.2% are above or equal to 8/19 close (6 days ago), 89.8% are below.
6.1% are above or equal to 8/18 close (7 days ago), 93.9% are below.
5.0% are above or equal to 8/17 close (8 days ago), 95.0% are below.
6.7% are above or equal to 8/14 close (9 days ago), 93.3% are below.
7.7% are above or equal to 8/13 close (10 days ago), 92.3% are below.
8.4% are above or equal to 8/12 close (11 days ago), 91.6% are below.
9.7% are above or equal to 8/11 close (12 days ago), 90.3% are below.
8.6% are above or equal to 8/10 close (13 days ago), 91.4% are below.
15.4% are above or equal to 8/7 close (14 days ago), 84.6% are below.
15.0% are above or equal to 8/6 close (15 days ago), 85.0% are below.
12.4% are above or equal to 8/5 close (16 days ago), 87.6% are below.
14.1% are above or equal to 8/4 close (17 days ago), 85.9% are below.
14.6% are above or equal to 8/3 close (18 days ago), 85.4% are below.
12.6% are above or equal to 7/31 close (19 days ago), 87.4% are below.
13.5% are above or equal to 7/30 close (20 days ago), 86.5% are below.
14.9% are above or equal to 7/29 close (21 days ago), 85.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150827 11:24 am ET)
20d: 1.3% new highs, 0.1% new lows
21d: 1.2% new highs, 0.1% new lows
42d: 0.6% new highs, 0.1% new lows
63d: 0.6% new highs, 0.1% new lows
126d: 0.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150827 11:24 am ET)
2-day: 94.8% above, 5.2% below
3-day: 98.2% above, 1.8% below
4-day: 97.2% above, 2.8% below
5-day: 90.0% above, 10.0% below
8-day: 41.7% above, 58.3% below
10-day: 22.5% above, 77.5% below
20-day: 11.8% above, 88.2% below
50-day: 13.8% above, 86.2% below
200-day: 28.9% above, 71.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150827 11:24 am ET)
META(21): 7.66% Top=ACI FCX TCK CNX SLCA X SCCO AA ….. FNV NUE SWC SLW AEM GG RGLD ABX=Bottom (Metals & Mining)
ENER(96): 5.88% Top=UPL NFX OAS CRZO NBR QEP SM LPI ….. ALJ INT HFC BPL VLO WNR DK TSO=Bottom (Energy)
CHEM(34): 3.24% Top=DOW GPRE ALB MEOH CE FMC CBT OLN ….. DD IFF MON PX CF OMG CYT RYAM=Bottom (Chemicals/Fertilizers)
ELEC(57): 2.99% Top=SUNE SCTY SIMO AVGO MU IDTI SPWR TSL ….. AYI INTC ATML GRMN DLB SNPS TSRA CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(40): 2.74% Top=QUNR LOCO SGMS GPRO WYNN BYD MGM LVS ….. SONC PNRA DNKN SIX DRI RCL EAT TXRH=Bottom (Leisure)
TRAN(40): 2.74% Top=TK GBX GLOG TRN TDW SWFT CP GWR ….. CHRW UNP KNX LSTR DAL UAL BRS HA=Bottom (Transportation)
MANU(48): 2.67% Top=SEDG MRC DDD JOY ATI RS ITT JKS ….. DCI ZBRA WWD MHK DE AOS GNRC TILE=Bottom (Manufacturing)
FINA(104): 2.42% Top=WETF PSEC BX SIVB ETFC KKR CG APO ….. SF CBOE TRCO ICE LPLA ESNT HAWK SYF=Bottom (Banks/Financials)
CONS(55): 2.31% Top=ICON TUP PVH OI UA LULU MAT SKX ….. CHD KMB WWW BMS PG FL LEG CROX=Bottom (Consumer)
RETA(70): 2.29% Top=SHLD BURL SIG LL NFLX ETSY MIK KORS ….. RH GPS DLTR ANF W TIF PIR WSM=Bottom (Retail & Specialty Retail)
MATE(35): 2.28% Top=DY CSTE MTZ PWR FLR CLH MLM EXP ….. TPH OC WY CVA WM SRCL RSG BECN=Bottom (Materials & Construction)
COSW(95): 2.14% Top=CMCM BIDU SINA SOHU NTES VNET WUBA VIPS ….. MENT PAYC PTC VDSI ORCL CSOD NTCT ZEN=Bottom (Computer Software/Internet)
COHW(48): 1.84% Top=INFN KN BBRY COMM SSYS STX SNDK EMC ….. WIN QCOM CIEN BRCD CCOI HILL NMBL PANW=Bottom (Computer Hardware/Telecom)
DISV(58): 1.77% Top=URI SSTK CAR YY KBR AL JEC R ….. ABCO GEO TW AAN ENV BAH BLOX HMSY=Bottom (Diversified Services)
HEAL(57): 1.63% Top=STJ THC ACHC CYH BSX KND ABT WCG ….. ABMD ANTM AAC IRWD THOR CYBX ZLTQ OPK=Bottom (Health)
INSU(40): 1.60% Top=MBI PRU CNO MET AGO SLF LNC RDN ….. CINF AIZ AON TRV SYA WSH PRI FAF=Bottom (Insurance)
REAL(86): 0.84% Top=NSM JLL CUZ AMT VER SHO CBG HST ….. BDN HCN HTA BRX OUT WRI HR MPW=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 11:24 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:24 am

Market Stats at 10:23 am ET
by daytrend on 20150827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 982.

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 (20150827 10:23 am ET)
76.5% of stocks are above yesterday’s high.
96.8% are above yesterday’s midpoint. (3.2% are below.)
0.2% are below yesterday’s low.
23.3% are inside yesterday’s range.
90.7% of stocks with today’s high > yesterday’s high. (9.3% less than).
0.9% of stocks with today’s low < yesterday’s low. (99.1% greater than).

EVIDENCE OF INTRADAY TREND (20150827 10:23 am ET)
59.4% of stocks are above today’s open. (39.2% are below).
58.8% of stocks are above today’s open and yesterday’s close.
5.2% are below both.
77.4% of stocks opened above yesterday’s high.
97.3% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
0.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150827 10:23 am ET)
14.0% of stocks are in the top 10% of today’s range.
25.5% are in the top 20%.
60.4% are in the top half. 39.6% of stocks are in the bottom half of today’s range.
9.3% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN (20150827 10:23 am ET)
94.2% of stocks are above yesterday’s close. (5.8% are below.)
7.0% are up 4.5% or more. 0.1% are down 4.5% or more.
12.4% are up 3.5% or more. 0.3% are down 3.5% or more.
35.4% are between +1% and -1%.

RSI on DAILY (20150827 10:23 am ET)
2-day: >=95:0.5%…>=90:2.9%…>=80:24.1%…>=50:90.9%…<=20:1.3%…<=10:0.5%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:12.3%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:10.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150827 10:23 am ET)
76.5% above previous 1 highs, 0.2% below previous 1 lows
39.3% above previous 2 highs, 0.2% below previous 2 lows
32.1% above previous 3 highs, 0.0% below previous 3 lows
10.4% above previous 4 highs, 0.0% below previous 4 lows
3.7% above previous 5 highs, 0.0% below previous 5 lows
1.7% above previous 6 highs, 0.0% below previous 6 lows
1.3% above previous 7 highs, 0.0% below previous 7 lows
1.0% above previous 8 highs, 0.0% below previous 8 lows
0.9% above previous 9 highs, 0.0% below previous 9 lows
0.8% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150827 10:23 am ET)
94.2% are above or equal to 8/26 close (1 days ago), 5.8% are below.
97.3% are above or equal to 8/25 close (2 days ago), 2.7% are below.
91.1% are above or equal to 8/24 close (3 days ago), 8.9% are below.
38.2% are above or equal to 8/21 close (4 days ago), 61.8% are below.
17.6% are above or equal to 8/20 close (5 days ago), 82.4% are below.
7.0% are above or equal to 8/19 close (6 days ago), 93.0% are below.
5.0% are above or equal to 8/18 close (7 days ago), 95.0% are below.
3.9% are above or equal to 8/17 close (8 days ago), 96.1% are below.
5.5% are above or equal to 8/14 close (9 days ago), 94.5% are below.
6.4% are above or equal to 8/13 close (10 days ago), 93.6% are below.
7.0% are above or equal to 8/12 close (11 days ago), 93.0% are below.
8.7% are above or equal to 8/11 close (12 days ago), 91.3% are below.
7.4% are above or equal to 8/10 close (13 days ago), 92.6% are below.
13.3% are above or equal to 8/7 close (14 days ago), 86.7% are below.
12.4% are above or equal to 8/6 close (15 days ago), 87.6% are below.
10.4% are above or equal to 8/5 close (16 days ago), 89.6% are below.
11.4% are above or equal to 8/4 close (17 days ago), 88.6% are below.
12.0% are above or equal to 8/3 close (18 days ago), 88.0% are below.
10.9% are above or equal to 7/31 close (19 days ago), 89.1% are below.
12.3% are above or equal to 7/30 close (20 days ago), 87.7% are below.
13.2% are above or equal to 7/29 close (21 days ago), 86.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150827 10:23 am ET)
20d: 0.8% new highs, 0.1% new lows
21d: 0.8% new highs, 0.1% new lows
42d: 0.5% new highs, 0.1% new lows
63d: 0.5% new highs, 0.1% new lows
126d: 0.2% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150827 10:23 am ET)
2-day: 94.0% above, 6.0% below
3-day: 97.3% above, 2.7% below
4-day: 96.5% above, 3.5% below
5-day: 87.4% above, 12.6% below
8-day: 28.3% above, 71.7% below
10-day: 16.5% above, 83.5% below
20-day: 9.6% above, 90.4% below
50-day: 12.3% above, 87.7% below
200-day: 27.3% above, 72.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150827 10:23 am ET)
META(19): 4.56% Top=ACI FCX X CNX SLCA SCCO AA STLD ….. NEM FNV RGLD ABX GG SLW AEM SWC=Bottom (Metals & Mining)
ENER(96): 3.79% Top=NFX OAS NBR SM ECA CRZO WPX SPN ….. COG BPL ALJ VLO DK INT HFC TSO=Bottom (Energy)
CHEM(34): 2.21% Top=DOW CE MEOH ALB GPRE CC WLK OLN ….. POL APD MON RYAM PX CF OMG CYT=Bottom (Chemicals/Fertilizers)
ELEC(57): 2.04% Top=SUNE AVGO SIMO AMBA SCTY MU CSIQ TSL ….. ATML MSCC DLB CAVM GRMN SNPS IPGP TSRA=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(40): 1.91% Top=QUNR GPRO SGMS LVS WYNN LOCO MGM BYD ….. DRI SONC PNRA DNKN SEAS SHAK TXRH SIX=Bottom (Leisure)
RETA(70): 1.76% Top=BURL SIG SHLD MIK NFLX ETSY RAD KORS ….. PLCE GPS TIF W RH DLTR PIR WSM=Bottom (Retail & Specialty Retail)
CONS(55): 1.71% Top=PVH LULU UA SKX ICON TUP OI WHR ….. CL CHD WWW NWL BMS PG LEG CROX=Bottom (Consumer)
COSW(95): 1.69% Top=NTES WUBA CMCM SINA VIPS SOHU BIDU BITA ….. ORCL MDAS ADP NTCT TTWO LOCK VDSI ZEN=Bottom (Computer Software/Internet)
TRAN(40): 1.66% Top=TK GBX GLOG KEX SWFT TRN KSU AAWW ….. LSTR UAL DAL BRS UNP CHRW AAL HA=Bottom (Transportation)
MANU(48): 1.60% Top=SEDG JKS MRC ATI DDD RS JOY ITT ….. ITW ZBRA AOS DE TILE WWD BDC GNRC=Bottom (Manufacturing)
FINA(104): 1.51% Top=WETF PSEC KKR BX SIVB CG APO PB ….. ICE SF OZRK ESNT HAWK OCN LPLA SYF=Bottom (Banks/Financials)
MATE(35): 1.34% Top=DY CSTE MLM PWR USG CLH EXP TREX ….. WCN RYN MDC SRCL MTH WY RSG BECN=Bottom (Materials & Construction)
HEAL(57): 1.29% Top=STJ WCG BSX EW ACHC BCR CYH MOH ….. SPNC HRC RMD THOR CYBX ZLTQ OPK AAC=Bottom (Health)
DISV(58): 1.15% Top=YY URI KBR SSTK RRD AL ULTA CAR ….. ZG GEO AAN BAH TW ENV HMSY BLOX=Bottom (Diversified Services)
COHW(48): 1.07% Top=BBRY COMM INFN KN SNDK EMC STX SSYS ….. SMCI CDW BRCD HILL WIN NTGR CIEN NMBL=Bottom (Computer Hardware/Telecom)
INSU(40): 0.88% Top=MBI PRU SLF AFSI MTG AGO PGR CNO ….. SYA HIG AON AIZ TRV PRI WSH FAF=Bottom (Insurance)
REAL(86): 0.62% Top=VER CUZ JLL MAC HST AMT PEB CBG ….. BMR HR SNH MFA AGNC BXMT NRZ MPW=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 10:23 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:06 am

Market Stats at 10:06 am ET
by daytrend on 20150827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 983.

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 (20150827 10:06 am ET)
59.8% of stocks are above yesterday’s high.
94.6% are above yesterday’s midpoint. (5.4% are below.)
0.3% are below yesterday’s low.
39.9% are inside yesterday’s range.
89.9% of stocks with today’s high > yesterday’s high. (10.1% less than).
0.8% of stocks with today’s low < yesterday’s low. (99.2% greater than).

EVIDENCE OF INTRADAY TREND (20150827 10:06 am ET)
37.2% of stocks are above today’s open. (60.9% are below).
36.7% of stocks are above today’s open and yesterday’s close.
16.2% are below both.
77.3% of stocks opened above yesterday’s high.
97.3% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
0.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150827 10:06 am ET)
0.9% of stocks are in the top 10% of today’s range.
4.3% are in the top 20%.
24.3% are in the top half. 75.7% of stocks are in the bottom half of today’s range.
49.5% are in the bottom 20%.
38.0% are in the bottom 10%.

GAIN (20150827 10:06 am ET)
83.3% of stocks are above yesterday’s close. (16.7% are below.)
3.9% are up 4.5% or more. 0.1% are down 4.5% or more.
8.4% are up 3.5% or more. 0.3% are down 3.5% or more.
52.6% are between +1% and -1%.

RSI on DAILY (20150827 10:06 am ET)
2-day: >=95:0.4%…>=90:1.9%…>=80:15.5%…>=50:84.0%…<=20:1.5%…<=10:0.5%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:9.5%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:7.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150827 10:06 am ET)
59.8% above previous 1 highs, 0.3% below previous 1 lows
26.6% above previous 2 highs, 0.3% below previous 2 lows
20.8% above previous 3 highs, 0.0% below previous 3 lows
6.8% above previous 4 highs, 0.0% below previous 4 lows
2.4% above previous 5 highs, 0.0% below previous 5 lows
1.6% above previous 6 highs, 0.0% below previous 6 lows
0.9% above previous 7 highs, 0.0% below previous 7 lows
0.7% above previous 8 highs, 0.0% below previous 8 lows
0.6% above previous 9 highs, 0.0% below previous 9 lows
0.5% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150827 10:06 am ET)
83.3% are above or equal to 8/26 close (1 days ago), 16.7% are below.
96.0% are above or equal to 8/25 close (2 days ago), 4.0% are below.
86.6% are above or equal to 8/24 close (3 days ago), 13.4% are below.
31.4% are above or equal to 8/21 close (4 days ago), 68.6% are below.
14.8% are above or equal to 8/20 close (5 days ago), 85.2% are below.
5.5% are above or equal to 8/19 close (6 days ago), 94.5% are below.
4.2% are above or equal to 8/18 close (7 days ago), 95.8% are below.
3.3% are above or equal to 8/17 close (8 days ago), 96.7% are below.
4.7% are above or equal to 8/14 close (9 days ago), 95.3% are below.
5.3% are above or equal to 8/13 close (10 days ago), 94.7% are below.
5.8% are above or equal to 8/12 close (11 days ago), 94.2% are below.
6.7% are above or equal to 8/11 close (12 days ago), 93.3% are below.
6.1% are above or equal to 8/10 close (13 days ago), 93.9% are below.
11.5% are above or equal to 8/7 close (14 days ago), 88.5% are below.
10.1% are above or equal to 8/6 close (15 days ago), 89.9% are below.
9.1% are above or equal to 8/5 close (16 days ago), 90.9% are below.
10.2% are above or equal to 8/4 close (17 days ago), 89.8% are below.
10.6% are above or equal to 8/3 close (18 days ago), 89.4% are below.
9.6% are above or equal to 7/31 close (19 days ago), 90.4% are below.
10.6% are above or equal to 7/30 close (20 days ago), 89.4% are below.
12.1% are above or equal to 7/29 close (21 days ago), 87.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150827 10:06 am ET)
20d: 0.8% new highs, 0.1% new lows
21d: 0.8% new highs, 0.1% new lows
42d: 0.5% new highs, 0.1% new lows
63d: 0.5% new highs, 0.1% new lows
126d: 0.2% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150827 10:06 am ET)
2-day: 82.3% above, 17.7% below
3-day: 95.9% above, 4.1% below
4-day: 93.4% above, 6.6% below
5-day: 81.6% above, 18.4% below
8-day: 22.2% above, 77.8% below
10-day: 11.5% above, 88.5% below
20-day: 7.1% above, 92.9% below
50-day: 11.0% above, 89.0% below
200-day: 25.6% above, 74.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150827 10:06 am ET)
META(20): 4.41% Top=ACI FCX X CNX SLCA SCCO AA STLD ….. CMC ABX GG PAAS FNV SLW AEM SWC=Bottom (Metals & Mining)
ENER(96): 3.25% Top=OAS NFX UPL CLR NBR LPI CRZO CVE ….. NFG VLO HFC ALJ COG MUSA TSO INT=Bottom (Energy)
CHEM(34): 1.81% Top=MEOH DOW CE OLN ALB WLK EMN FMC ….. CF IFF PX AXLL POL RYAM OMG CYT=Bottom (Chemicals/Fertilizers)
ELEC(57): 1.49% Top=SUNE AVGO SIMO SCTY AMBA CRUS MU MLNX ….. AYI MSCC IPGP GRMN SNPS CAVM TSRA CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(40): 1.24% Top=TK GBX KEX GLOG TRN GWR TDW AAWW ….. WERN BRS CNW AAL KNX CHRW STNG HA=Bottom (Transportation)
LEIS(40): 1.11% Top=QUNR GPRO WYNN MGM LVS SGMS DRII LOCO ….. MAR SEAS DRI QSR SONC RCL TXRH SIX=Bottom (Leisure)
MANU(48): 1.10% Top=MRC SEDG ATI JKS RS TEX ITT DDD ….. ATU MHK ITW BDC WWD TILE AOS GNRC=Bottom (Manufacturing)
RETA(70): 1.08% Top=BURL SIG MIK SHLD NFLX ETSY BABA AMZN ….. TIF BLDR JWN W DLTR PIR GES WSM=Bottom (Retail & Specialty Retail)
FINA(104): 1.07% Top=PSEC KKR CG BX APO WETF PB SIVB ….. WAL SF OZRK HAWK LPLA ESNT OCN SYF=Bottom (Banks/Financials)
CONS(55): 1.05% Top=PVH TUP LULU HAR OI WRK BLL UA ….. SHOO HAS CHD PG WWW LEG SCSS CROX=Bottom (Consumer)
COSW(95): 0.99% Top=NTES WUBA SINA SOHU CMCM BIDU VIPS BITA ….. LOCK TTWO MDAS CSOD PAYC NTCT VDSI ZEN=Bottom (Computer Software/Internet)
DISV(58): 0.67% Top=URI YY KBR AL ULTA JEC CAR RRD ….. GEO WOOF TW EIGI BAH ENV BLOX HMSY=Bottom (Diversified Services)
COHW(48): 0.57% Top=INFN BBRY COMM KN SNDK STX WDC EMC ….. WIN NTGR CCOI BRCD GOGO SMCI CIEN NMBL=Bottom (Computer Hardware/Telecom)
INSU(40): 0.52% Top=SLF PRU MBI AGO AFL MET AFSI PGR ….. BRO AIZ ACE TRV XL PRI WSH FAF=Bottom (Insurance)
HEAL(57): 0.51% Top=STJ BSX EW BCR WCG HYH ACHC UNH ….. THOR PODD SPNC RMD CYBX ZLTQ OPK AAC=Bottom (Health)
MATE(35): 0.47% Top=PWR MLM CLH DY FLR EXP VMC FAST ….. KBH TOL TPH RYL SPF MDC MTH BECN=Bottom (Materials & Construction)
REAL(86): 0.16% Top=JLL VER CUZ MAC FR CBG AMT HST ….. OFC KIM AIV HR BDN BXMT MPW NRZ=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:06 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:48 am

Market Stats at 9:48 am ET
by daytrend on 20150827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 983.

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 (20150827 9:48 am ET)
79.3% of stocks are above yesterday’s high.
97.8% are above yesterday’s midpoint. (2.2% are below.)
0.2% are below yesterday’s low.
20.4% are inside yesterday’s range.
89.6% of stocks with today’s high > yesterday’s high. (10.4% less than).
0.6% of stocks with today’s low < yesterday’s low. (99.4% greater than).

EVIDENCE OF INTRADAY TREND (20150827 9:48 am ET)
64.7% of stocks are above today’s open. (33.2% are below).
64.1% of stocks are above today’s open and yesterday’s close.
2.1% are below both.
77.3% of stocks opened above yesterday’s high.
97.3% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
0.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150827 9:48 am ET)
12.9% of stocks are in the top 10% of today’s range.
27.4% are in the top 20%.
65.5% are in the top half. 34.5% of stocks are in the bottom half of today’s range.
13.0% are in the bottom 20%.
7.5% are in the bottom 10%.

GAIN (20150827 9:48 am ET)
97.3% of stocks are above yesterday’s close. (2.7% are below.)
5.8% are up 4.5% or more. 0.1% are down 4.5% or more.
11.7% are up 3.5% or more. 0.1% are down 3.5% or more.
31.7% are between +1% and -1%.

RSI on DAILY (20150827 9:48 am ET)
2-day: >=95:0.4%…>=90:2.8%…>=80:25.6%…>=50:93.0%…<=20:0.6%…<=10:0.1%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:11.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:9.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150827 9:48 am ET)
79.3% above previous 1 highs, 0.2% below previous 1 lows
41.1% above previous 2 highs, 0.2% below previous 2 lows
33.2% above previous 3 highs, 0.0% below previous 3 lows
11.2% above previous 4 highs, 0.0% below previous 4 lows
4.5% above previous 5 highs, 0.0% below previous 5 lows
2.3% above previous 6 highs, 0.0% below previous 6 lows
1.4% above previous 7 highs, 0.0% below previous 7 lows
1.1% above previous 8 highs, 0.0% below previous 8 lows
1.0% above previous 9 highs, 0.0% below previous 9 lows
0.8% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150827 9:48 am ET)
97.3% are above or equal to 8/26 close (1 days ago), 2.7% are below.
97.6% are above or equal to 8/25 close (2 days ago), 2.4% are below.
91.7% are above or equal to 8/24 close (3 days ago), 8.3% are below.
38.5% are above or equal to 8/21 close (4 days ago), 61.5% are below.
18.3% are above or equal to 8/20 close (5 days ago), 81.7% are below.
6.9% are above or equal to 8/19 close (6 days ago), 93.1% are below.
4.6% are above or equal to 8/18 close (7 days ago), 95.4% are below.
4.4% are above or equal to 8/17 close (8 days ago), 95.6% are below.
5.4% are above or equal to 8/14 close (9 days ago), 94.6% are below.
6.6% are above or equal to 8/13 close (10 days ago), 93.4% are below.
6.3% are above or equal to 8/12 close (11 days ago), 93.7% are below.
7.9% are above or equal to 8/11 close (12 days ago), 92.1% are below.
7.3% are above or equal to 8/10 close (13 days ago), 92.7% are below.
12.9% are above or equal to 8/7 close (14 days ago), 87.1% are below.
12.3% are above or equal to 8/6 close (15 days ago), 87.7% are below.
11.0% are above or equal to 8/5 close (16 days ago), 89.0% are below.
11.9% are above or equal to 8/4 close (17 days ago), 88.1% are below.
12.3% are above or equal to 8/3 close (18 days ago), 87.7% are below.
10.4% are above or equal to 7/31 close (19 days ago), 89.6% are below.
11.8% are above or equal to 7/30 close (20 days ago), 88.2% are below.
13.1% are above or equal to 7/29 close (21 days ago), 86.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150827 9:48 am ET)
20d: 0.8% new highs, 0.1% new lows
21d: 0.8% new highs, 0.1% new lows
42d: 0.5% new highs, 0.1% new lows
63d: 0.5% new highs, 0.1% new lows
126d: 0.2% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150827 9:48 am ET)
2-day: 96.8% above, 3.2% below
3-day: 98.1% above, 1.9% below
4-day: 97.2% above, 2.8% below
5-day: 88.4% above, 11.6% below
8-day: 30.0% above, 70.0% below
10-day: 17.0% above, 83.0% below
20-day: 9.0% above, 91.0% below
50-day: 12.6% above, 87.4% below
200-day: 27.3% above, 72.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150827 9:48 am ET)
META(20): 5.17% Top=ACI FCX SLCA X AA SCCO CNX STLD ….. ABX RGLD NEM GG PAAS AEM SLW FNV=Bottom (Metals & Mining)
ENER(96): 3.65% Top=OAS UPL LPI NBR CLR QEP PE SM ….. MPLX WPZ MDU OKS INT BPL MUSA COG=Bottom (Energy)
ELEC(57): 2.50% Top=SCTY AVGO SUNE SIMO QRVO CRUS AMBA TSL ….. TSRA IPGP SNPS DLB CPHD MXIM AYI GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(34): 2.39% Top=DOW MEOH CE FTK WLK HUN OLN GPRE ….. ASH POT APD SHW IFF PX CYT OMG=Bottom (Chemicals/Fertilizers)
COSW(95): 1.90% Top=VNET NTES BITA SOHU CMCM BIDU VIPS WUBA ….. PTC LC CSOD ZEN FIS VDSI NTCT ADP=Bottom (Computer Software/Internet)
TRAN(40): 1.74% Top=TK GBX TRN TDW NAT GLOG KSU YRCW ….. CNW JBHT WERN STNG LSTR CHRW SAVE KNX=Bottom (Transportation)
MANU(48): 1.69% Top=JKS MRC ATI SEDG RS DDD ITT KMT ….. ITW IR IEX BWXT TILE WWD AOS GNRC=Bottom (Manufacturing)
LEIS(40): 1.65% Top=QUNR GPRO LVS MGM WYNN SGMS BYD ZOES ….. BWLD EAT ARMK RCL DRI SIX JACK TXRH=Bottom (Leisure)
CONS(55): 1.64% Top=PVH SKX LULU UA HAR OI WRK UFS ….. CLX CL CHD CROX PG HAS LEG SCSS=Bottom (Consumer)
FINA(104): 1.58% Top=WETF CG KKR BX PSEC SIVB PB APO ….. ESNT HAWK ISBC TRCO OZRK AXP FMER SYF=Bottom (Banks/Financials)
RETA(70): 1.52% Top=BURL SIG MIK SHLD NFLX ETSY AMZN RAD ….. LOW GPS DSW JWN DLTR TIF GES WSM=Bottom (Retail & Specialty Retail)
MATE(35): 1.46% Top=DY PWR EXP CSTE TREX FLR MLM CLH ….. MTH TPH RYL BECN CVA RSG SRCL WY=Bottom (Materials & Construction)
DISV(58): 1.36% Top=YY URI SSTK AHS KBR ACM CAR AL ….. HMHC PAYX ENV ABCO BAH TNET BLOX HMSY=Bottom (Diversified Services)
HEAL(57): 1.33% Top=BSX STJ EW BCR ALGN CYH HYH ACHC ….. ANTM DVA RMD CYBX THOR ZLTQ OPK AAC=Bottom (Health)
COHW(48): 1.22% Top=INFN SNDK STX COMM LXK WDC BBRY ARRS ….. CSCO RCI PLCM CIEN GOGO HILL SMCI NMBL=Bottom (Computer Hardware/Telecom)
INSU(40): 0.95% Top=MBI AGO SLF PRU AFL MET CNO LNC ….. AON ALL TRV WSH ACE SYA XL FAF=Bottom (Insurance)
REAL(86): 0.68% Top=JLL PDM CUZ CBG FR SSS CBL MAC ….. MPW BDN MFA BXMT SLG GLPI AIV AGNC=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 9:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/26/2015

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

Closing Stats
by daytrend on 20150826. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 982.

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 (20150826 Closing)
15.3% of stocks are above yesterday’s high.
65.6% are above yesterday’s midpoint. (34.4% are below.)
4.2% are below yesterday’s low.
80.5% are inside yesterday’s range.
22.3% of stocks with today’s high > yesterday’s high. (77.7% less than).
45.9% of stocks with today’s low < yesterday’s low. (54.1% greater than).

EVIDENCE OF INTRADAY TREND (20150826 Closing)
67.8% of stocks are above today’s open. (31.3% are below).
67.7% of stocks are above today’s open and yesterday’s close.
5.7% are below both.
3.0% of stocks opened above yesterday’s high.
98.6% of stocks opened above yesterday’s close. (1.4% opened below yesterday’s close).
0.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150826 Closing)
43.0% of stocks are in the top 10% of today’s range.
68.8% are in the top 20%.
89.3% are in the top half. 10.7% of stocks are in the bottom half of today’s range.
0.9% are in the bottom 20%.
0.4% are in the bottom 10%.

GAIN (20150826 Closing)
94.2% of stocks are above yesterday’s close. (5.8% are below.)
13.7% are up 4.5% or more. 0.7% are down 4.5% or more.
33.5% are up 3.5% or more. 1.1% are down 3.5% or more.
9.8% are between +1% and -1%.

RSI on DAILY (20150826 Closing)
2-day: >=95:0.0%…>=90:0.4%…>=80:4.3%…>=50:65.8%…<=20:4.9%…<=10:3.7%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:4.6%…<=20:4.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:5.3%…<=20:1.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150826 Closing)
15.3% above previous 1 highs, 4.2% below previous 1 lows
11.7% above previous 2 highs, 1.4% below previous 2 lows
3.7% above previous 3 highs, 1.4% below previous 3 lows
1.1% above previous 4 highs, 1.4% below previous 4 lows
0.5% above previous 5 highs, 1.4% below previous 5 lows
0.1% above previous 6 highs, 1.4% below previous 6 lows
0.1% above previous 7 highs, 1.4% below previous 7 lows
0.1% above previous 8 highs, 1.4% below previous 8 lows
0.1% above previous 9 highs, 1.4% below previous 9 lows
0.1% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150826 Closing)
94.2% are above or equal to 8/25 close (1 days ago), 5.8% are below.
79.9% are above or equal to 8/24 close (2 days ago), 20.1% are below.
20.4% are above or equal to 8/21 close (3 days ago), 79.6% are below.
8.6% are above or equal to 8/20 close (4 days ago), 91.4% are below.
3.2% are above or equal to 8/19 close (5 days ago), 96.8% are below.
2.2% are above or equal to 8/18 close (6 days ago), 97.8% are below.
1.7% are above or equal to 8/17 close (7 days ago), 98.3% are below.
2.5% are above or equal to 8/14 close (8 days ago), 97.5% are below.
3.9% are above or equal to 8/13 close (9 days ago), 96.1% are below.
4.1% are above or equal to 8/12 close (10 days ago), 95.9% are below.
4.3% are above or equal to 8/11 close (11 days ago), 95.7% are below.
4.2% are above or equal to 8/10 close (12 days ago), 95.8% are below.
7.8% are above or equal to 8/7 close (13 days ago), 92.2% are below.
7.7% are above or equal to 8/6 close (14 days ago), 92.3% are below.
7.4% are above or equal to 8/5 close (15 days ago), 92.6% are below.
7.9% are above or equal to 8/4 close (16 days ago), 92.1% are below.
7.7% are above or equal to 8/3 close (17 days ago), 92.3% are below.
7.7% are above or equal to 7/31 close (18 days ago), 92.3% are below.
9.2% are above or equal to 7/30 close (19 days ago), 90.8% are below.
10.4% are above or equal to 7/29 close (20 days ago), 89.6% are below.
14.1% are above or equal to 7/28 close (21 days ago), 85.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150826 Closing)
20d: 0.1% new highs, 10.6% new lows
21d: 0.1% new highs, 10.5% new lows
42d: 0.0% new highs, 9.4% new lows
63d: 0.0% new highs, 9.0% new lows
126d: 0.0% new highs, 7.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150826 Closing)
2-day: 94.1% above, 5.9% below
3-day: 90.3% above, 9.7% below
4-day: 64.7% above, 35.3% below
5-day: 35.1% above, 64.9% below
8-day: 6.8% above, 93.2% below
10-day: 4.5% above, 95.5% below
20-day: 3.9% above, 96.1% below
50-day: 9.7% above, 90.3% below
200-day: 23.6% above, 76.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150826 Closing)
COHW(48): 3.94% Top=NMBL CIEN SNDK EMC KN PANW AAPL BRCD ….. TMUS NTGR RCI BCE BBRY CCOI HILL WIN=Bottom (Computer Hardware/Telecom)
ELEC(57): 3.78% Top=NVDA ADI AVGO SWKS XLNX ON LLTC QRVO ….. MU CGNX MRVL CREE CSIQ TSL SCTY SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(104): 3.39% Top=OCN KEY BX RF FITB BMO LAZ BAC ….. LPLA JNS PSEC ARCC HAWK CYN SYF WETF=Bottom (Banks/Financials)
RETA(70): 3.13% Top=ANF NFLX GES AMZN BBY CHS DLTR WBA ….. SPLS JCP AAP OUTR BABA PIR PLCE SFM=Bottom (Retail & Specialty Retail)
COSW(95): 3.11% Top=GOOG CYBR CDK FIS RHT ADP MSFT SLH ….. DBD SOHU ATHM NTES BITA VDSI VNET VMW=Bottom (Computer Software/Internet)
DISV(59): 2.85% Top=FISV V MA VNTV URI APOL BAH HRB ….. SBAC ACM YY ABCO PRAA TNET SSTK EIGI=Bottom (Diversified Services)
CHEM(34): 2.82% Top=RYAM CC MON DOW CE MOS AGU GPRE ….. GRA ALB CF CYT OLN FMC VAL OMG=Bottom (Chemicals/Fertilizers)
CONS(55): 2.71% Top=CROX NKE UFS UA HAR KATE SKX NWL ….. MAT FOSL GPK PKG WHR TUP BLL LEG=Bottom (Consumer)
HEAL(57): 2.64% Top=OPK HCA PKI AET TMO WCG ESRX IRWD ….. AAC KND ZLTQ ACHC THOR AMSG BKD WX=Bottom (Health)
TRAN(40): 2.64% Top=KNX DAL NAT CHRW UNP CSX TRN TDW ….. XPO SWFT CNI JBHT AAWW TK SAVE GLOG=Bottom (Transportation)
MANU(49): 2.52% Top=JKS GNRC TEX AOS DHR HON DOV ITW ….. RXN IEX CFX TILE ATU JOY SPW SEDG=Bottom (Manufacturing)
ENER(95): 2.51% Top=OII DRQ FTI AR XOM PDCE DVN PE ….. NGLS OKS RSPP IOC MRD SLB RIG LPI=Bottom (Energy)
INSU(40): 2.41% Top=MET LNC PRU AIG BRO MTG CNO AON ….. MBI ALL ENH WSH AWH FNF SYA AFSI=Bottom (Insurance)
LEIS(40): 2.39% Top=EXPE SBUX SHAK MAR SGMS YUM RCL QSR ….. PNRA WEN BYD ZOES QUNR GPRO WYNN LOCO=Bottom (Leisure)
REAL(86): 2.34% Top=BXP BAM SKT HST KIM LHO VNO REG ….. BMR NLY OHI PDM CLI BXMT EQC AMH=Bottom (Real Estate)
MATE(35): 1.99% Top=PHM DHI MAS RSG HW LEN MTH FAST ….. WCN FIX WM TREX MTZ CVA USG CSTE=Bottom (Materials & Construction)
META(18): -1.13% Top=SLCA CCJ NUE CMC X AA STLD SCCO ….. RGLD SLW FCX SWC AEM GG FNV ABX=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/

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