daytrend

05/02/2016

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

Closing Stats
by daytrend on 20160502. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 938.

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 (20160502 Closing)
35.1% of stocks are above yesterday’s high.
68.2% are above yesterday’s midpoint. (31.8% are below.)
8.6% are below yesterday’s low.
56.3% are inside yesterday’s range.
51.9% of stocks with today’s high > yesterday’s high. (48.1% less than).
33.5% of stocks with today’s low < yesterday’s low. (66.5% greater than).

EVIDENCE OF INTRADAY TREND (20160502 Closing)
62.9% of stocks are above today’s open. (35.9% are below).
60.7% of stocks are above today’s open and yesterday’s close.
29.2% are below both.
11.4% of stocks opened above yesterday’s high.
69.6% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
1.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160502 Closing)
23.7% of stocks are in the top 10% of today’s range.
42.5% are in the top 20%.
73.8% are in the top half. 26.2% of stocks are in the bottom half of today’s range.
5.4% are in the bottom 20%.
1.9% are in the bottom 10%.

GAIN (20160502 Closing)
68.2% of stocks are above yesterday’s close. (31.8% are below.)
0.6% are up 4.5% or more. 1.5% are down 4.5% or more.
2.1% are up 3.5% or more. 3.0% are down 3.5% or more.
46.1% are between +1% and -1%.

RSI on DAILY (20160502 Closing)
2-day: >=95:3.0%…>=90:7.1%…>=80:14.8%…>=50:56.4%…<=20:18.2%…<=10:10.6%…<=5:4.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:60.2%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:66.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160502 Closing)
35.1% above previous 1 highs, 8.6% below previous 1 lows
11.6% above previous 2 highs, 7.6% below previous 2 lows
8.8% above previous 3 highs, 6.5% below previous 3 lows
7.7% above previous 4 highs, 5.0% below previous 4 lows
7.0% above previous 5 highs, 4.4% below previous 5 lows
6.6% above previous 6 highs, 3.8% below previous 6 lows
6.2% above previous 7 highs, 3.7% below previous 7 lows
5.7% above previous 8 highs, 3.1% below previous 8 lows
5.3% above previous 9 highs, 3.1% below previous 9 lows
5.2% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160502 Closing)
68.2% are above or equal to 4/29 close (1 days ago), 31.8% are below.
53.1% are above or equal to 4/28 close (2 days ago), 46.9% are below.
30.9% are above or equal to 4/27 close (3 days ago), 69.1% are below.
41.0% are above or equal to 4/26 close (4 days ago), 59.0% are below.
53.3% are above or equal to 4/25 close (5 days ago), 46.7% are below.
47.0% are above or equal to 4/22 close (6 days ago), 53.0% are below.
55.5% are above or equal to 4/21 close (7 days ago), 44.5% are below.
48.5% are above or equal to 4/20 close (8 days ago), 51.5% are below.
50.9% are above or equal to 4/19 close (9 days ago), 49.1% are below.
54.1% are above or equal to 4/18 close (10 days ago), 45.9% are below.
59.3% are above or equal to 4/15 close (11 days ago), 40.7% are below.
60.0% are above or equal to 4/14 close (12 days ago), 40.0% are below.
57.9% are above or equal to 4/13 close (13 days ago), 42.1% are below.
66.6% are above or equal to 4/12 close (14 days ago), 33.4% are below.
71.6% are above or equal to 4/11 close (15 days ago), 28.4% are below.
69.8% are above or equal to 4/8 close (16 days ago), 30.2% are below.
72.0% are above or equal to 4/7 close (17 days ago), 28.0% are below.
64.8% are above or equal to 4/6 close (18 days ago), 35.2% are below.
69.1% are above or equal to 4/5 close (19 days ago), 30.9% are below.
64.0% are above or equal to 4/4 close (20 days ago), 36.0% are below.
60.2% are above or equal to 4/1 close (21 days ago), 39.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160502 Closing)
20d: 9.1% new highs, 7.0% new lows
21d: 9.0% new highs, 6.7% new lows
42d: 8.3% new highs, 3.8% new lows
63d: 8.0% new highs, 1.0% new lows
126d: 5.0% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160502 Closing)
2-day: 67.5% above, 32.5% below
3-day: 60.4% above, 39.6% below
4-day: 46.6% above, 53.4% below
5-day: 43.7% above, 56.3% below
8-day: 48.6% above, 51.4% below
10-day: 49.7% above, 50.3% below
20-day: 62.0% above, 38.0% below
50-day: 73.5% above, 26.5% below
200-day: 61.8% above, 38.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160502 Closing)
REAL(92): 1.50% Top=RLJ TREE CLI PSA PKY ELS CONE GPT ….. SC ALLY NLY AGNC RLGY NRF TWO CIM=Bottom (Real Estate)
INSU(36): 1.01% Top=VR AWH CNO AIZ FAF FNF AJG ORI ….. PRI AFL TMK UNM WRB MTG AEL XL=Bottom (Insurance)
LEIS(39): 0.99% Top=WYNN WEN LVS TXRH BYD CMG PLAY BWLD ….. KKD SIX SEAS VAC LQ GPRO DRII SHAK=Bottom (Leisure)
CONS(56): 0.97% Top=NWL BC SEE SKX COH VFC TSE AVY ….. GPK UA KATE ECL GT KS WRK FOSL=Bottom (Consumer)
DISV(53): 0.90% Top=AHS IILG ZG WTW FDC WOOF TBI SBAC ….. SERV R ATHN DV XRS URI CAR KBR=Bottom (Diversified Services)
MATE(30): 0.90% Top=SUM MAS WM DHI KBH MLM TPH CAA ….. BECN PHM SRCL DAR USG MTH CVA MTZ=Bottom (Materials & Construction)
RETA(67): 0.69% Top=GNC AMZN JCP NFLX DKS CAB STMP TJX ….. BBBY PAG KMX ABG AN GPI KAR W=Bottom (Retail & Specialty Retail)
ELEC(51): 0.59% Top=CY SIMO FLEX MXL IPHI SNPS ON IDTI ….. MU DLB AMBA FSLR CSIQ MRVL SCTY SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): 0.52% Top=ALB GRA MON POL MOS AXTA CC EMN ….. DOW WLK APD PX AGU POT MEOH PAH=Bottom (Chemicals/Fertilizers)
FINA(100): 0.50% Top=SYF ETFC NDAQ IBKR AMP ICE HAWK CME ….. CFR PB OZRK KKR LAZ LPLA BOFI ONB=Bottom (Banks/Financials)
MANU(45): 0.44% Top=BGG ITT MRC PRLB MHK AOS PNR MWA ….. DOV CMI BWXT AGCO PH JOY CFX DDD=Bottom (Manufacturing)
COSW(90): 0.42% Top=ZEN TTWO CYBR IAC GDDY LNKD ADSK SSNC ….. LOCK ELLI WUBA DBD VIPS SQ BIDU ROVI=Bottom (Computer Software/Internet)
TRAN(37): 0.27% Top=XPO NAT UAL KEX HA FDX EXPD GWR ….. SAIA WAB AAL LUV TRN TDW TK GBX=Bottom (Transportation)
HEAL(55): -0.01% Top=SPNC ALGN IRWD ZLTQ ABMD AMSG A TMO ….. INCR CYNO MD ADPT OPK MOH HYH CYH=Bottom (Health)
COHW(42): -0.38% Top=ZAYO VRSN UBNT ARRS TMUS CTL QCOM OLED ….. CAMP NTAP SSYS GIMO CUDA SYNA STX BRCD=Bottom (Computer Hardware/Telecom)
ENER(92): -0.82% Top=COG CPE NFX FET PDCE CLR QEP HAL ….. MRO GPOR OAS AR HP HLX NBR PAGP=Bottom (Energy)
META(27): -1.32% Top=X CNX NUE CMC STLD CDE SCCO BVN ….. SLCA PAAS GG FCX SLW CENX SWC AG=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 12:07 pm

Market Stats at 1:07 pm ET
by daytrend on 20160502. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 938.

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 (20160502 1:07 pm ET)
25.5% of stocks are above yesterday’s high.
60.1% are above yesterday’s midpoint. (39.9% are below.)
11.4% are below yesterday’s low.
63.1% are inside yesterday’s range.
45.2% of stocks with today’s high > yesterday’s high. (54.8% less than).
32.9% of stocks with today’s low < yesterday’s low. (67.1% greater than).

EVIDENCE OF INTRADAY TREND (20160502 1:07 pm ET)
52.2% of stocks are above today’s open. (46.8% are below).
50.0% of stocks are above today’s open and yesterday’s close.
36.1% are below both.
11.4% of stocks opened above yesterday’s high.
69.6% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
1.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160502 1:07 pm ET)
16.8% of stocks are in the top 10% of today’s range.
29.3% are in the top 20%.
63.3% are in the top half. 36.7% of stocks are in the bottom half of today’s range.
10.9% are in the bottom 20%.
4.5% are in the bottom 10%.

GAIN (20160502 1:07 pm ET)
61.7% of stocks are above yesterday’s close. (38.3% are below.)
0.3% are up 4.5% or more. 2.2% are down 4.5% or more.
0.7% are up 3.5% or more. 4.1% are down 3.5% or more.
53.3% are between +1% and -1%.

RSI on DAILY (20160502 1:07 pm ET)
2-day: >=95:2.6%…>=90:5.1%…>=80:12.0%…>=50:44.9%…<=20:24.4%…<=10:13.6%…<=5:6.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:56.4%…<=20:1.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:63.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160502 1:07 pm ET)
25.5% above previous 1 highs, 11.4% below previous 1 lows
8.2% above previous 2 highs, 10.0% below previous 2 lows
6.1% above previous 3 highs, 9.0% below previous 3 lows
5.2% above previous 4 highs, 7.2% below previous 4 lows
5.1% above previous 5 highs, 6.6% below previous 5 lows
4.6% above previous 6 highs, 5.9% below previous 6 lows
4.2% above previous 7 highs, 5.4% below previous 7 lows
3.7% above previous 8 highs, 4.9% below previous 8 lows
3.5% above previous 9 highs, 4.5% below previous 9 lows
3.5% above previous 10 highs, 3.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160502 1:07 pm ET)
61.7% are above or equal to 4/29 close (1 days ago), 38.3% are below.
45.2% are above or equal to 4/28 close (2 days ago), 54.8% are below.
24.8% are above or equal to 4/27 close (3 days ago), 75.2% are below.
36.1% are above or equal to 4/26 close (4 days ago), 63.9% are below.
48.4% are above or equal to 4/25 close (5 days ago), 51.6% are below.
42.2% are above or equal to 4/22 close (6 days ago), 57.8% are below.
51.4% are above or equal to 4/21 close (7 days ago), 48.6% are below.
45.0% are above or equal to 4/20 close (8 days ago), 55.0% are below.
46.2% are above or equal to 4/19 close (9 days ago), 53.8% are below.
50.5% are above or equal to 4/18 close (10 days ago), 49.5% are below.
55.8% are above or equal to 4/15 close (11 days ago), 44.2% are below.
57.2% are above or equal to 4/14 close (12 days ago), 42.8% are below.
54.5% are above or equal to 4/13 close (13 days ago), 45.5% are below.
64.2% are above or equal to 4/12 close (14 days ago), 35.8% are below.
70.1% are above or equal to 4/11 close (15 days ago), 29.9% are below.
68.8% are above or equal to 4/8 close (16 days ago), 31.2% are below.
70.6% are above or equal to 4/7 close (17 days ago), 29.4% are below.
62.9% are above or equal to 4/6 close (18 days ago), 37.1% are below.
67.6% are above or equal to 4/5 close (19 days ago), 32.4% are below.
62.7% are above or equal to 4/4 close (20 days ago), 37.3% are below.
57.9% are above or equal to 4/1 close (21 days ago), 42.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160502 1:07 pm ET)
20d: 7.0% new highs, 6.9% new lows
21d: 6.9% new highs, 6.6% new lows
42d: 6.5% new highs, 3.7% new lows
63d: 6.4% new highs, 1.0% new lows
126d: 3.8% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160502 1:07 pm ET)
2-day: 60.7% above, 39.3% below
3-day: 51.2% above, 48.8% below
4-day: 37.2% above, 62.8% below
5-day: 36.5% above, 63.5% below
8-day: 42.8% above, 57.2% below
10-day: 44.3% above, 55.7% below
20-day: 58.5% above, 41.5% below
50-day: 71.7% above, 28.3% below
200-day: 61.1% above, 38.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160502 1:07 pm ET)
REAL(92): 1.20% Top=EDR NNN AIV SRC PKY EQY GGP CXP ….. STWD ALLY PEB SC CIM AGNC RLGY NRF=Bottom (Real Estate)
INSU(36): 0.76% Top=FAF AIZ FNF AJG AWH ORI PGR CNO ….. AFL RDN WRB TMK UNM XL MTG AEL=Bottom (Insurance)
LEIS(39): 0.72% Top=WYNN LVS WEN BWLD BLMN TXRH CAKE BYD ….. EXPE SIX VAC SEAS LQ DRII GPRO SHAK=Bottom (Leisure)
CONS(56): 0.69% Top=NWL COTY SEE COH IRBT BC RL AVY ….. ECL GT SCSS UA PAY WRK KS FOSL=Bottom (Consumer)
MATE(30): 0.50% Top=SUM TPH WM MAS OC KBH DHI BECN ….. FLR FAST MTH AWI CVA SRCL DY MTZ=Bottom (Materials & Construction)
RETA(67): 0.41% Top=GNC JCP DKS AMZN BIG TJX AEO LB ….. AAP AN ABG LL KAR GPI GME W=Bottom (Retail & Specialty Retail)
FINA(100): 0.39% Top=SYF CBOE NDAQ AMP ETFC KEY ICE GS ….. LM GWB PSEC NSAM WETF LPLA ONB BOFI=Bottom (Banks/Financials)
DISV(53): 0.27% Top=WTW FCN ALLE CXW SCI BLOX TBI AHS ….. HRB CAR TMH VNTV ATHN XRS URI KBR=Bottom (Diversified Services)
TRAN(37): 0.24% Top=HA XPO GWR KNX SKYW SWFT UAL FDX ….. WAB AIRM LUV STNG TRN TDW GBX TK=Bottom (Transportation)
MANU(45): -0.01% Top=BGG MHK ITT GTLS IR XYL AOS AME ….. ATI DOV PH AGCO TEX CFX JOY DDD=Bottom (Manufacturing)
ELEC(51): -0.02% Top=CY SIMO MXL FLEX SANM IPHI SNPS WAT ….. DLB FIT MU AMBA MRVL CSIQ SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -0.09% Top=ALB GRA EMN POL MON AXTA CE RPM ….. CF POT OLN CC HUN WLK MEOH PAH=Bottom (Chemicals/Fertilizers)
COSW(90): -0.16% Top=ZEN TTWO RNG LNKD BR CYBR IAC SSNC ….. FEYE DBD ELLI TWTR VIPS SQ ROVI BIDU=Bottom (Computer Software/Internet)
HEAL(55): -0.82% Top=ALGN SPNC XRAY A ABMD ZLTQ TMO IRWD ….. BKD ACHC INCR ADPT HYH OPK MOH CYH=Bottom (Health)
META(27): -0.95% Top=X CDE CNX NUE SSRI ABX CMC STLD ….. TCK SLW AA GG CENX SWC FCX AG=Bottom (Metals & Mining)
COHW(42): -1.03% Top=ZAYO VRSN ARRS TMUS UBNT VZ T QCOM ….. TDC KN GIMO CUDA SYNA SSYS STX BRCD=Bottom (Computer Hardware/Telecom)
ENER(92): -1.41% Top=COG HAL FET DO XEC WPZ NFX CLR ….. OAS MRO AR HLX HP NBR GPOR PAGP=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:00 am

Market Stats at 11:59 am ET
by daytrend on 20160502. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 938.

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 (20160502 11:59 am ET)
21.9% of stocks are above yesterday’s high.
54.4% are above yesterday’s midpoint. (45.6% are below.)
14.4% are below yesterday’s low.
63.8% are inside yesterday’s range.
43.8% of stocks with today’s high > yesterday’s high. (56.2% less than).
32.2% of stocks with today’s low < yesterday’s low. (67.8% greater than).

EVIDENCE OF INTRADAY TREND (20160502 11:59 am ET)
46.5% of stocks are above today’s open. (53.0% are below).
44.3% of stocks are above today’s open and yesterday’s close.
43.0% are below both.
11.4% of stocks opened above yesterday’s high.
69.6% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
1.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160502 11:59 am ET)
5.8% of stocks are in the top 10% of today’s range.
18.6% are in the top 20%.
51.4% are in the top half. 48.6% of stocks are in the bottom half of today’s range.
21.9% are in the bottom 20%.
12.8% are in the bottom 10%.

GAIN (20160502 11:59 am ET)
54.9% of stocks are above yesterday’s close. (45.1% are below.)
0.3% are up 4.5% or more. 2.7% are down 4.5% or more.
0.7% are up 3.5% or more. 5.4% are down 3.5% or more.
56.3% are between +1% and -1%.

RSI on DAILY (20160502 11:59 am ET)
2-day: >=95:2.2%…>=90:4.7%…>=80:10.7%…>=50:40.8%…<=20:28.1%…<=10:16.0%…<=5:8.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:54.9%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:61.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160502 11:59 am ET)
21.9% above previous 1 highs, 14.4% below previous 1 lows
6.6% above previous 2 highs, 12.8% below previous 2 lows
4.7% above previous 3 highs, 11.6% below previous 3 lows
3.8% above previous 4 highs, 9.0% below previous 4 lows
3.6% above previous 5 highs, 8.3% below previous 5 lows
3.3% above previous 6 highs, 7.5% below previous 6 lows
3.3% above previous 7 highs, 6.9% below previous 7 lows
2.9% above previous 8 highs, 5.9% below previous 8 lows
2.6% above previous 9 highs, 5.4% below previous 9 lows
2.6% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160502 11:59 am ET)
54.9% are above or equal to 4/29 close (1 days ago), 45.1% are below.
40.0% are above or equal to 4/28 close (2 days ago), 60.0% are below.
22.4% are above or equal to 4/27 close (3 days ago), 77.6% are below.
33.9% are above or equal to 4/26 close (4 days ago), 66.1% are below.
45.8% are above or equal to 4/25 close (5 days ago), 54.2% are below.
39.7% are above or equal to 4/22 close (6 days ago), 60.3% are below.
49.8% are above or equal to 4/21 close (7 days ago), 50.2% are below.
42.1% are above or equal to 4/20 close (8 days ago), 57.9% are below.
44.1% are above or equal to 4/19 close (9 days ago), 55.9% are below.
48.7% are above or equal to 4/18 close (10 days ago), 51.3% are below.
53.9% are above or equal to 4/15 close (11 days ago), 46.1% are below.
55.4% are above or equal to 4/14 close (12 days ago), 44.6% are below.
53.9% are above or equal to 4/13 close (13 days ago), 46.1% are below.
62.9% are above or equal to 4/12 close (14 days ago), 37.1% are below.
68.9% are above or equal to 4/11 close (15 days ago), 31.1% are below.
67.6% are above or equal to 4/8 close (16 days ago), 32.4% are below.
69.1% are above or equal to 4/7 close (17 days ago), 30.9% are below.
61.5% are above or equal to 4/6 close (18 days ago), 38.5% are below.
66.6% are above or equal to 4/5 close (19 days ago), 33.4% are below.
61.7% are above or equal to 4/4 close (20 days ago), 38.3% are below.
57.2% are above or equal to 4/1 close (21 days ago), 42.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160502 11:59 am ET)
20d: 6.5% new highs, 6.7% new lows
21d: 6.4% new highs, 6.4% new lows
42d: 6.0% new highs, 3.5% new lows
63d: 5.9% new highs, 1.0% new lows
126d: 3.5% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160502 11:59 am ET)
2-day: 54.2% above, 45.8% below
3-day: 45.9% above, 54.1% below
4-day: 32.1% above, 67.9% below
5-day: 31.0% above, 69.0% below
8-day: 38.8% above, 61.2% below
10-day: 41.0% above, 59.0% below
20-day: 56.4% above, 43.6% below
50-day: 70.8% above, 29.2% below
200-day: 60.1% above, 39.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160502 11:59 am ET)
REAL(92): 1.09% Top=EDR AIV SRC NNN ESRT CXP EQC ELS ….. TWO AMT ALLY AGNC CIM RLGY SC NRF=Bottom (Real Estate)
INSU(36): 0.62% Top=FNF AJG AIZ CNO ORI PGR AWH VR ….. AFL ALL RDN WRB UNM AEL MTG XL=Bottom (Insurance)
LEIS(39): 0.62% Top=WYNN LVS WEN BWLD BYD BLMN CMG CAKE ….. SIX EXPE VAC LQ SEAS DRII SHAK GPRO=Bottom (Leisure)
FINA(100): 0.37% Top=CBOE NDAQ SYF CME KEY ETFC AMP ICE ….. NSAM LM PSEC WETF TCBI LPLA ONB BOFI=Bottom (Banks/Financials)
CONS(56): 0.37% Top=NWL COTY BC CL AVY HAS COH WHR ….. UA GT WWW PAY KS WRK SCSS FOSL=Bottom (Consumer)
MATE(30): 0.23% Top=SUM TPH WM MAS OC VMC DHI MLM ….. CAA FLR SRCL MTH DAR AWI MTZ DY=Bottom (Materials & Construction)
RETA(67): 0.16% Top=GNC DKS JCP AMZN MIK WSM STMP LB ….. AAP AN LL ABG GME KAR GPI W=Bottom (Retail & Specialty Retail)
DISV(53): 0.09% Top=TBI ALLE CXW FCN WTW SCI GPN BLOX ….. R HRB CAR TMH XRS ZG URI KBR=Bottom (Diversified Services)
MANU(45): -0.21% Top=BGG MHK AOS ITT XYL IR PRLB GTLS ….. ROK AGCO LECO TEX SEDG CFX JOY DDD=Bottom (Manufacturing)
ELEC(51): -0.21% Top=CY SIMO MXL MLNX WAT FLEX SANM GLW ….. FSLR DLB MRVL MU AMBA CSIQ SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(37): -0.23% Top=HA SKYW UAL FDX CHRW SWFT DAL EXPD ….. LUV WAB AIRM STNG TRN GBX TK TDW=Bottom (Transportation)
COSW(90): -0.39% Top=TTWO ZEN LNKD RNG CYBR BR INTU ADSK ….. DBD FEYE TWTR ELLI VIPS SQ BIDU ROVI=Bottom (Computer Software/Internet)
CHEM(26): -0.50% Top=ALB GRA POL EMN CE MON RPM AXTA ….. CC WLK CF OLN POT HUN MEOH PAH=Bottom (Chemicals/Fertilizers)
HEAL(55): -0.87% Top=ALGN SPNC ABMD A CPHD AET TMO XRAY ….. BKD INCR ACHC ADPT HYH OPK MOH CYH=Bottom (Health)
META(27): -0.99% Top=X CDE SSRI NUE CMC BVN AEM ABX ….. PAAS CCJ AA TCK SWC AG CENX FCX=Bottom (Metals & Mining)
COHW(42): -1.11% Top=ZAYO VRSN ARRS VZ TMUS QCOM T CCI ….. TDC KN BBRY SYNA CUDA SSYS STX BRCD=Bottom (Computer Hardware/Telecom)
ENER(92): -2.20% Top=HAL COG DO XEC FET NFX XOM CVX ….. GPOR DK AR OAS MRO NBR SEMG PAGP=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:59 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 20160502. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 938.

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 (20160502 10:23 am ET)
19.9% of stocks are above yesterday’s high.
58.7% are above yesterday’s midpoint. (41.3% are below.)
8.8% are below yesterday’s low.
71.2% are inside yesterday’s range.
39.2% of stocks with today’s high > yesterday’s high. (60.8% less than).
28.1% of stocks with today’s low < yesterday’s low. (71.9% greater than).

EVIDENCE OF INTRADAY TREND (20160502 10:23 am ET)
49.3% of stocks are above today’s open. (48.9% are below).
46.5% of stocks are above today’s open and yesterday’s close.
36.1% are below both.
11.4% of stocks opened above yesterday’s high.
69.6% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
1.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160502 10:23 am ET)
12.2% of stocks are in the top 10% of today’s range.
26.7% are in the top 20%.
61.2% are in the top half. 38.8% of stocks are in the bottom half of today’s range.
9.5% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN (20160502 10:23 am ET)
61.2% of stocks are above yesterday’s close. (38.8% are below.)
0.2% are up 4.5% or more. 1.0% are down 4.5% or more.
0.5% are up 3.5% or more. 2.6% are down 3.5% or more.
63.8% are between +1% and -1%.

RSI on DAILY (20160502 10:23 am ET)
2-day: >=95:1.8%…>=90:4.3%…>=80:10.3%…>=50:41.9%…<=20:23.6%…<=10:14.1%…<=5:6.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:55.9%…<=20:1.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:62.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160502 10:23 am ET)
19.9% above previous 1 highs, 8.8% below previous 1 lows
6.0% above previous 2 highs, 7.4% below previous 2 lows
4.7% above previous 3 highs, 6.7% below previous 3 lows
3.6% above previous 4 highs, 5.7% below previous 4 lows
3.4% above previous 5 highs, 5.1% below previous 5 lows
3.0% above previous 6 highs, 4.6% below previous 6 lows
2.8% above previous 7 highs, 4.5% below previous 7 lows
2.5% above previous 8 highs, 3.8% below previous 8 lows
2.2% above previous 9 highs, 3.6% below previous 9 lows
2.2% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160502 10:23 am ET)
61.2% are above or equal to 4/29 close (1 days ago), 38.8% are below.
39.9% are above or equal to 4/28 close (2 days ago), 60.1% are below.
23.1% are above or equal to 4/27 close (3 days ago), 76.9% are below.
34.9% are above or equal to 4/26 close (4 days ago), 65.1% are below.
47.2% are above or equal to 4/25 close (5 days ago), 52.8% are below.
41.3% are above or equal to 4/22 close (6 days ago), 58.7% are below.
51.4% are above or equal to 4/21 close (7 days ago), 48.6% are below.
43.0% are above or equal to 4/20 close (8 days ago), 57.0% are below.
45.5% are above or equal to 4/19 close (9 days ago), 54.5% are below.
49.6% are above or equal to 4/18 close (10 days ago), 50.4% are below.
54.8% are above or equal to 4/15 close (11 days ago), 45.2% are below.
55.3% are above or equal to 4/14 close (12 days ago), 44.7% are below.
53.9% are above or equal to 4/13 close (13 days ago), 46.1% are below.
64.2% are above or equal to 4/12 close (14 days ago), 35.8% are below.
69.8% are above or equal to 4/11 close (15 days ago), 30.2% are below.
68.0% are above or equal to 4/8 close (16 days ago), 32.0% are below.
69.7% are above or equal to 4/7 close (17 days ago), 30.3% are below.
62.6% are above or equal to 4/6 close (18 days ago), 37.4% are below.
67.2% are above or equal to 4/5 close (19 days ago), 32.8% are below.
62.2% are above or equal to 4/4 close (20 days ago), 37.8% are below.
58.5% are above or equal to 4/1 close (21 days ago), 41.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160502 10:23 am ET)
20d: 5.8% new highs, 5.7% new lows
21d: 5.8% new highs, 5.4% new lows
42d: 5.3% new highs, 3.0% new lows
63d: 5.2% new highs, 0.9% new lows
126d: 3.1% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160502 10:23 am ET)
2-day: 60.6% above, 39.4% below
3-day: 48.8% above, 51.2% below
4-day: 33.6% above, 66.4% below
5-day: 32.5% above, 67.5% below
8-day: 41.0% above, 59.0% below
10-day: 42.5% above, 57.5% below
20-day: 58.1% above, 41.9% below
50-day: 71.9% above, 28.1% below
200-day: 61.0% above, 39.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160502 10:23 am ET)
REAL(92): 1.05% Top=EDR SRC NNN AIV HIW DRH CLI ELS ….. HTS NLY RLGY SC AGNC CIM BAM NRF=Bottom (Real Estate)
LEIS(39): 0.69% Top=WYNN LVS WEN BYD MGM BLMN PLAY BWLD ….. SIX EXPE VAC DPZ SEAS LQ SHAK GPRO=Bottom (Leisure)
INSU(36): 0.59% Top=PGR ORI FNF HIG AJG L AIZ CLGX ….. WRB TMK RDN ALL CINF UNM XL MTG=Bottom (Insurance)
MATE(30): 0.56% Top=TPH MAS DHI MLM OC LEN PHM KBH ….. PWR BECN MTZ FLR SRCL DY DAR FAST=Bottom (Materials & Construction)
DISV(53): 0.27% Top=WTW CXW AAN TBI SCI AHS GPN ALLE ….. ADS SERV IILG GMT PCLN ATHN URI KBR=Bottom (Diversified Services)
RETA(67): 0.25% Top=GNC DKS STMP WSM AMZN SFM TJX JCP ….. GPI JWN URBN PLCE FRAN GME KAR W=Bottom (Retail & Specialty Retail)
CONS(56): 0.24% Top=NWL SEE FBHS HAS CL SKX COTY SON ….. GIII KATE TSE TUP KS WRK FOSL SCSS=Bottom (Consumer)
FINA(100): 0.16% Top=SYF ETFC BX GS TCB CBOE WFC MS ….. JNS CIT AMG LM WETF LPLA ONB BOFI=Bottom (Banks/Financials)
TRAN(37): 0.09% Top=SKYW HA UAL FDX DAL EXPD AAL SWFT ….. CNI NAT XPO STNG TRN GBX TK TDW=Bottom (Transportation)
COSW(90): -0.02% Top=YELP GRUB LNKD DWRE RNG ZEN TTWO DATA ….. ATVI NTES SQ NUAN ELLI VIPS BIDU ROVI=Bottom (Computer Software/Internet)
CHEM(26): -0.06% Top=ALB EMN GRA CE MON RPM SHW DOW ….. OLN MOS WLK POT CC HUN MEOH PAH=Bottom (Chemicals/Fertilizers)
ELEC(51): -0.12% Top=CY MLNX WAT SIMO FLEX TXN XLNX SNPS ….. JBL MSCC CSIQ AMBA SPWR DLB MRVL SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(45): -0.15% Top=BGG MHK XYL AOS ITT IR AME DE ….. PH LECO CFX ATI TEX PRLB JOY DDD=Bottom (Manufacturing)
HEAL(55): -0.17% Top=SPNC ABMD AET DXCM CPHD ALGN A IRWD ….. BKD THC ADPT INCR ACHC OPK MOH CYH=Bottom (Health)
COHW(42): -0.76% Top=ZAYO INFN ARRS CCI TMUS BCE COMM CIEN ….. BBRY SYNA CUDA GIMO WIN SSYS STX BRCD=Bottom (Computer Hardware/Telecom)
META(27): -1.14% Top=X NUE STLD TCK AEM CMC SCCO FNV ….. GG CDE NEM PAAS FCX TAHO AG SWC=Bottom (Metals & Mining)
ENER(92): -1.36% Top=DO FET COG HAL WPZ CLR CVX XEC ….. NBR MUR SEMG ECA SM SN LPI HP=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:23 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

04/29/2016

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

Closing Stats
by daytrend on 20160429. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 932.

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 (20160429 Closing)
6.7% of stocks are above yesterday’s high.
18.0% are above yesterday’s midpoint. (82.0% are below.)
51.0% are below yesterday’s low.
42.4% are inside yesterday’s range.
14.3% of stocks with today’s high > yesterday’s high. (85.7% less than).
82.5% of stocks with today’s low < yesterday’s low. (17.5% greater than).

EVIDENCE OF INTRADAY TREND (20160429 Closing)
33.9% of stocks are above today’s open. (65.6% are below).
22.5% of stocks are above today’s open and yesterday’s close.
60.9% are below both.
3.3% of stocks opened above yesterday’s high.
31.0% of stocks opened above yesterday’s close. (66.1% opened below yesterday’s close).
26.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160429 Closing)
6.8% of stocks are in the top 10% of today’s range.
16.3% are in the top 20%.
48.1% are in the top half. 51.9% of stocks are in the bottom half of today’s range.
10.0% are in the bottom 20%.
2.5% are in the bottom 10%.

GAIN (20160429 Closing)
28.0% of stocks are above yesterday’s close. (72.0% are below.)
2.5% are up 4.5% or more. 3.3% are down 4.5% or more.
4.1% are up 3.5% or more. 5.7% are down 3.5% or more.
49.9% are between +1% and -1%.

RSI on DAILY (20160429 Closing)
2-day: >=95:3.9%…>=90:6.8%…>=80:10.9%…>=50:25.1%…<=20:47.6%…<=10:23.3%…<=5:8.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.9%…>=50:52.3%…<=20:1.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:60.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160429 Closing)
6.7% above previous 1 highs, 51.0% below previous 1 lows
5.9% above previous 2 highs, 43.0% below previous 2 lows
5.6% above previous 3 highs, 35.1% below previous 3 lows
5.5% above previous 4 highs, 28.6% below previous 4 lows
5.4% above previous 5 highs, 26.4% below previous 5 lows
5.0% above previous 6 highs, 23.6% below previous 6 lows
4.8% above previous 7 highs, 20.5% below previous 7 lows
4.6% above previous 8 highs, 19.5% below previous 8 lows
4.6% above previous 9 highs, 17.5% below previous 9 lows
4.5% above previous 10 highs, 16.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160429 Closing)
28.0% are above or equal to 4/28 close (1 days ago), 72.0% are below.
17.8% are above or equal to 4/27 close (2 days ago), 82.2% are below.
29.5% are above or equal to 4/26 close (3 days ago), 70.5% are below.
40.6% are above or equal to 4/25 close (4 days ago), 59.4% are below.
37.0% are above or equal to 4/22 close (5 days ago), 63.0% are below.
47.5% are above or equal to 4/21 close (6 days ago), 52.5% are below.
39.4% are above or equal to 4/20 close (7 days ago), 60.6% are below.
43.3% are above or equal to 4/19 close (8 days ago), 56.7% are below.
47.6% are above or equal to 4/18 close (9 days ago), 52.4% are below.
51.7% are above or equal to 4/15 close (10 days ago), 48.3% are below.
53.1% are above or equal to 4/14 close (11 days ago), 46.9% are below.
50.9% are above or equal to 4/13 close (12 days ago), 49.1% are below.
63.9% are above or equal to 4/12 close (13 days ago), 36.1% are below.
67.6% are above or equal to 4/11 close (14 days ago), 32.4% are below.
65.7% are above or equal to 4/8 close (15 days ago), 34.3% are below.
68.3% are above or equal to 4/7 close (16 days ago), 31.7% are below.
60.6% are above or equal to 4/6 close (17 days ago), 39.4% are below.
64.8% are above or equal to 4/5 close (18 days ago), 35.2% are below.
59.4% are above or equal to 4/4 close (19 days ago), 40.6% are below.
56.1% are above or equal to 4/1 close (20 days ago), 43.9% are below.
57.9% are above or equal to 3/31 close (21 days ago), 42.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160429 Closing)
20d: 8.6% new highs, 17.8% new lows
21d: 8.5% new highs, 17.8% new lows
42d: 7.8% new highs, 7.2% new lows
63d: 7.5% new highs, 1.5% new lows
126d: 4.6% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160429 Closing)
2-day: 26.9% above, 73.1% below
3-day: 18.6% above, 81.4% below
4-day: 22.2% above, 77.8% below
5-day: 27.4% above, 72.6% below
8-day: 34.1% above, 65.9% below
10-day: 37.8% above, 62.2% below
20-day: 55.2% above, 44.8% below
50-day: 71.2% above, 28.8% below
200-day: 60.5% above, 39.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160429 Closing)
META(26): 3.74% Top=FCX ABX TCK AEM CDE BVN GG AG ….. AA NUE SCCO CNX CENX SWC SLCA CCJ=Bottom (Metals & Mining)
ENER(91): 0.17% Top=NOV SPN RRC DRQ QEP OII ETP LPI ….. PSXP DVN PBF MPC WNR TSO PSX BBG=Bottom (Energy)
CONS(57): 0.09% Top=SCSS NWL TPX LEG CRI KS IRBT COTY ….. PAY UA HBI GIII SEE BLL COH GT=Bottom (Consumer)
INSU(35): 0.02% Top=VR AJG AON HIG TRV WLTW MMC FNF ….. ORI CLGX AGO MTG CNO MET RDN AEL=Bottom (Insurance)
LEIS(39): -0.20% Top=EXPE CHUY RCL LQ BWLD EAT MAR KKD ….. WEN SIX JACK DNKN GPRO SONC SHAK BYD=Bottom (Leisure)
MANU(45): -0.32% Top=FLS MRC TEX RS JOY PH SEDG DHR ….. PNR SNA CRS KMT DDD WWD MWA PRLB=Bottom (Manufacturing)
COSW(93): -0.32% Top=DATA BIDU NTES N CYBR QLIK LOCK PFPT ….. CERN RAX AKAM SQ MDSO DWRE RNG ELLI=Bottom (Computer Software/Internet)
FINA(99): -0.65% Top=SIVB ACAS NAVI NSAM GWB LPLA PB CFR ….. BEN AMG PYPL KKR AMP AMTD LM WETF=Bottom (Banks/Financials)
DISV(52): -0.80% Top=RCII IILG KBR AAN PCLN ADS FCN ACM ….. R AL MYGN MCO HRB FDC WTW TBI=Bottom (Diversified Services)
RETA(69): -1.01% Top=AMZN OUTR SBH PLCE LOW HD BABA CST ….. URBN KSS ASNA DDS WMT JWN GNC JCP=Bottom (Retail & Specialty Retail)
REAL(89): -1.04% Top=TREE AGNC AMT GLPI NLY CIM HTS GPT ….. WRI PEI GGP DRH RLJ CUZ CBG JLL=Bottom (Real Estate)
CHEM(26): -1.14% Top=POT IFF CE OLN RPM ALB POL HUN ….. GRA APD PAH MOS PPG EMN CF CC=Bottom (Chemicals/Fertilizers)
MATE(31): -1.35% Top=TTS WM MTH FLR PWR DY BIN WY ….. MAS TPH MTZ AWI USG OC CVA SRCL=Bottom (Materials & Construction)
TRAN(36): -1.49% Top=NAT LUV TK GWR TDW CHRW UPS FDX ….. STNG XPO WERN HA AAL SAIA UAL SWFT=Bottom (Transportation)
HEAL(51): -1.71% Top=SPNC ACHC PRXL MD ADPT ZBH BSX CYNO ….. CNC ABMD IRWD BABY ABT CYH MOH CPHD=Bottom (Health)
ELEC(51): -2.17% Top=SANM FIT IPGP MTSI AFOP CY XLNX MXL ….. CAVM MRVL IPHI TRMB SCTY MSCC SWKS MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): -2.22% Top=ANET CIEN PSTG ARRS ZAYO T OLED BCE ….. VRSN LVLT CDW SMCI SSYS WDC SYNA STX=Bottom (Computer Hardware/Telecom)

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 @ 2:45 pm

Market Stats at 3:45 pm ET
by daytrend on 20160429. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 932.

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 (20160429 3:45 pm ET)
6.7% of stocks are above yesterday’s high.
18.0% are above yesterday’s midpoint. (82.0% are below.)
49.9% are below yesterday’s low.
43.5% are inside yesterday’s range.
13.8% of stocks with today’s high > yesterday’s high. (86.2% less than).
82.5% of stocks with today’s low < yesterday’s low. (17.5% greater than).

EVIDENCE OF INTRADAY TREND (20160429 3:45 pm ET)
35.2% of stocks are above today’s open. (63.6% are below).
23.1% of stocks are above today’s open and yesterday’s close.
58.9% are below both.
3.3% of stocks opened above yesterday’s high.
31.0% of stocks opened above yesterday’s close. (66.1% opened below yesterday’s close).
26.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160429 3:45 pm ET)
11.5% of stocks are in the top 10% of today’s range.
17.4% are in the top 20%.
50.3% are in the top half. 49.7% of stocks are in the bottom half of today’s range.
9.9% are in the bottom 20%.
2.7% are in the bottom 10%.

GAIN (20160429 3:45 pm ET)
28.6% of stocks are above yesterday’s close. (71.4% are below.)
2.6% are up 4.5% or more. 3.2% are down 4.5% or more.
4.3% are up 3.5% or more. 5.7% are down 3.5% or more.
49.4% are between +1% and -1%.

RSI on DAILY (20160429 3:45 pm ET)
2-day: >=95:3.8%…>=90:6.3%…>=80:10.5%…>=50:25.6%…<=20:46.4%…<=10:23.6%…<=5:8.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:52.6%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:60.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160429 3:45 pm ET)
6.7% above previous 1 highs, 49.9% below previous 1 lows
5.8% above previous 2 highs, 41.4% below previous 2 lows
5.5% above previous 3 highs, 33.5% below previous 3 lows
5.3% above previous 4 highs, 27.5% below previous 4 lows
5.3% above previous 5 highs, 25.2% below previous 5 lows
4.9% above previous 6 highs, 22.6% below previous 6 lows
4.7% above previous 7 highs, 20.0% below previous 7 lows
4.5% above previous 8 highs, 18.9% below previous 8 lows
4.5% above previous 9 highs, 16.8% below previous 9 lows
4.4% above previous 10 highs, 16.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160429 3:45 pm ET)
28.6% are above or equal to 4/28 close (1 days ago), 71.4% are below.
17.5% are above or equal to 4/27 close (2 days ago), 82.5% are below.
29.8% are above or equal to 4/26 close (3 days ago), 70.2% are below.
41.3% are above or equal to 4/25 close (4 days ago), 58.7% are below.
37.6% are above or equal to 4/22 close (5 days ago), 62.4% are below.
48.0% are above or equal to 4/21 close (6 days ago), 52.0% are below.
39.3% are above or equal to 4/20 close (7 days ago), 60.7% are below.
43.5% are above or equal to 4/19 close (8 days ago), 56.5% are below.
47.6% are above or equal to 4/18 close (9 days ago), 52.4% are below.
51.3% are above or equal to 4/15 close (10 days ago), 48.7% are below.
52.6% are above or equal to 4/14 close (11 days ago), 47.4% are below.
51.5% are above or equal to 4/13 close (12 days ago), 48.5% are below.
63.5% are above or equal to 4/12 close (13 days ago), 36.5% are below.
67.7% are above or equal to 4/11 close (14 days ago), 32.3% are below.
65.5% are above or equal to 4/8 close (15 days ago), 34.5% are below.
68.3% are above or equal to 4/7 close (16 days ago), 31.7% are below.
60.6% are above or equal to 4/6 close (17 days ago), 39.4% are below.
64.6% are above or equal to 4/5 close (18 days ago), 35.4% are below.
59.2% are above or equal to 4/4 close (19 days ago), 40.8% are below.
56.1% are above or equal to 4/1 close (20 days ago), 43.9% are below.
58.2% are above or equal to 3/31 close (21 days ago), 41.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160429 3:45 pm ET)
20d: 8.4% new highs, 17.7% new lows
21d: 8.3% new highs, 17.7% new lows
42d: 7.6% new highs, 7.2% new lows
63d: 7.3% new highs, 1.5% new lows
126d: 4.5% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160429 3:45 pm ET)
2-day: 27.3% above, 72.7% below
3-day: 18.5% above, 81.5% below
4-day: 22.9% above, 77.1% below
5-day: 28.0% above, 72.0% below
8-day: 34.3% above, 65.7% below
10-day: 37.7% above, 62.3% below
20-day: 55.2% above, 44.8% below
50-day: 71.5% above, 28.5% below
200-day: 60.3% above, 39.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160429 3:45 pm ET)
META(26): 3.61% Top=FCX ABX TCK AEM CDE BVN GG AG ….. AA NUE CNX SCCO SWC CENX SLCA CCJ=Bottom (Metals & Mining)
ENER(91): 0.24% Top=NOV SPN RRC DRQ QEP OII LPI OIS ….. DVN PBF PSXP MPC WNR TSO PSX BBG=Bottom (Energy)
INSU(35): 0.06% Top=AJG VR AON HIG TRV MMC FNF WLTW ….. ORI LNC AGO CNO MTG RDN MET AEL=Bottom (Insurance)
CONS(57): 0.05% Top=SCSS NWL TPX LEG CRI KS COTY IRBT ….. FBHS PAY GIII HBI COH BLL GT SEE=Bottom (Consumer)
LEIS(39): -0.17% Top=EXPE CHUY LQ BWLD RCL MAR EAT KKD ….. JACK SIX WEN DNKN SONC SHAK GPRO BYD=Bottom (Leisure)
MANU(45): -0.28% Top=FLS MRC TEX RS JOY PH CMI DHR ….. SNA BGG CRS KMT DDD WWD MWA PRLB=Bottom (Manufacturing)
COSW(93): -0.30% Top=BIDU DATA NTES N CYBR QLIK LOCK PFPT ….. ADSK CERN AKAM XRX RNG MDSO DWRE ELLI=Bottom (Computer Software/Internet)
FINA(99): -0.57% Top=SIVB ACAS CFR PB NAVI NSAM LPLA GWB ….. WDR SCHW PYPL AMG AMP AMTD LM WETF=Bottom (Banks/Financials)
DISV(52): -0.82% Top=RCII AAN KBR PCLN IILG ADS FCN FLT ….. AHS AL MYGN MCO HRB FDC WTW TBI=Bottom (Diversified Services)
RETA(69): -0.97% Top=AMZN OUTR SBH HD PLCE LOW BABA BURL ….. ASNA LL KSS DDS WMT JWN JCP GNC=Bottom (Retail & Specialty Retail)
REAL(89): -1.07% Top=TREE AMT AGNC GLPI GPT NLY ALLY QTS ….. EQC GGP WRI DRH PEI CUZ CBG JLL=Bottom (Real Estate)
CHEM(26): -1.07% Top=POT IFF HUN CE RPM OLN POL ALB ….. APD PAH MOS GRA PPG EMN CC CF=Bottom (Chemicals/Fertilizers)
MATE(31): -1.34% Top=MTH TTS WM DY FLR PWR BIN WY ….. TPH MAS MTZ USG AWI OC CVA SRCL=Bottom (Materials & Construction)
TRAN(36): -1.53% Top=NAT TK LUV TDW GWR UPS CHRW KEX ….. DAL HA XPO WERN SAIA AAL UAL SWFT=Bottom (Transportation)
HEAL(51): -1.76% Top=SPNC ACHC CYNO PRXL MD ZBH ADPT BSX ….. DXCM ABMD BABY IRWD ABT CYH CPHD MOH=Bottom (Health)
COHW(42): -2.23% Top=PSTG ANET CIEN ARRS OLED T ZAYO BCE ….. FNSR LVLT CDW SMCI SSYS SYNA WDC STX=Bottom (Computer Hardware/Telecom)
ELEC(51): -2.30% Top=SANM FIT IPGP AFOP MTSI CY DLB XLNX ….. MRVL CAVM TRMB IPHI SCTY MSCC SWKS MU=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 3:45 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:42 pm

Market Stats at 2:41 pm ET
by daytrend on 20160429. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 932.

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 (20160429 2:41 pm ET)
4.7% of stocks are above yesterday’s high.
13.4% are above yesterday’s midpoint. (86.6% are below.)
67.1% are below yesterday’s low.
28.2% are inside yesterday’s range.
13.7% of stocks with today’s high > yesterday’s high. (86.3% less than).
82.4% of stocks with today’s low < yesterday’s low. (17.6% greater than).

EVIDENCE OF INTRADAY TREND (20160429 2:41 pm ET)
18.0% of stocks are above today’s open. (81.8% are below).
12.9% of stocks are above today’s open and yesterday’s close.
77.7% are below both.
3.3% of stocks opened above yesterday’s high.
31.0% of stocks opened above yesterday’s close. (66.1% opened below yesterday’s close).
26.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160429 2:41 pm ET)
2.5% of stocks are in the top 10% of today’s range.
5.3% are in the top 20%.
19.8% are in the top half. 80.2% of stocks are in the bottom half of today’s range.
41.6% are in the bottom 20%.
18.1% are in the bottom 10%.

GAIN (20160429 2:41 pm ET)
17.1% of stocks are above yesterday’s close. (82.9% are below.)
2.1% are up 4.5% or more. 3.9% are down 4.5% or more.
3.2% are up 3.5% or more. 7.7% are down 3.5% or more.
35.6% are between +1% and -1%.

RSI on DAILY (20160429 2:41 pm ET)
2-day: >=95:2.9%…>=90:4.5%…>=80:7.9%…>=50:16.3%…<=20:57.6%…<=10:32.5%…<=5:12.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:46.1%…<=20:1.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:55.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160429 2:41 pm ET)
4.7% above previous 1 highs, 67.1% below previous 1 lows
4.5% above previous 2 highs, 57.7% below previous 2 lows
4.5% above previous 3 highs, 48.4% below previous 3 lows
4.3% above previous 4 highs, 39.5% below previous 4 lows
4.3% above previous 5 highs, 35.6% below previous 5 lows
3.8% above previous 6 highs, 31.8% below previous 6 lows
3.8% above previous 7 highs, 27.6% below previous 7 lows
3.5% above previous 8 highs, 25.1% below previous 8 lows
3.5% above previous 9 highs, 22.4% below previous 9 lows
3.5% above previous 10 highs, 21.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160429 2:41 pm ET)
17.1% are above or equal to 4/28 close (1 days ago), 82.9% are below.
13.4% are above or equal to 4/27 close (2 days ago), 86.6% are below.
24.2% are above or equal to 4/26 close (3 days ago), 75.8% are below.
33.4% are above or equal to 4/25 close (4 days ago), 66.6% are below.
30.5% are above or equal to 4/22 close (5 days ago), 69.5% are below.
41.3% are above or equal to 4/21 close (6 days ago), 58.7% are below.
33.6% are above or equal to 4/20 close (7 days ago), 66.4% are below.
38.7% are above or equal to 4/19 close (8 days ago), 61.3% are below.
43.2% are above or equal to 4/18 close (9 days ago), 56.8% are below.
47.9% are above or equal to 4/15 close (10 days ago), 52.1% are below.
48.9% are above or equal to 4/14 close (11 days ago), 51.1% are below.
46.9% are above or equal to 4/13 close (12 days ago), 53.1% are below.
59.3% are above or equal to 4/12 close (13 days ago), 40.7% are below.
64.9% are above or equal to 4/11 close (14 days ago), 35.1% are below.
62.6% are above or equal to 4/8 close (15 days ago), 37.4% are below.
63.8% are above or equal to 4/7 close (16 days ago), 36.2% are below.
56.3% are above or equal to 4/6 close (17 days ago), 43.7% are below.
61.9% are above or equal to 4/5 close (18 days ago), 38.1% are below.
56.3% are above or equal to 4/4 close (19 days ago), 43.7% are below.
52.3% are above or equal to 4/1 close (20 days ago), 47.7% are below.
55.4% are above or equal to 3/31 close (21 days ago), 44.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160429 2:41 pm ET)
20d: 8.4% new highs, 17.6% new lows
21d: 8.3% new highs, 17.6% new lows
42d: 7.5% new highs, 7.1% new lows
63d: 7.2% new highs, 1.5% new lows
126d: 4.4% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160429 2:41 pm ET)
2-day: 16.3% above, 83.7% below
3-day: 13.3% above, 86.7% below
4-day: 16.3% above, 83.7% below
5-day: 20.7% above, 79.3% below
8-day: 26.7% above, 73.3% below
10-day: 31.0% above, 69.0% below
20-day: 50.8% above, 49.2% below
50-day: 69.0% above, 31.0% below
200-day: 59.0% above, 41.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160429 2:41 pm ET)
META(26): 3.06% Top=ABX FCX TCK AEM CDE BVN GG AG ….. AA NUE SCCO CENX CNX SWC SLCA CCJ=Bottom (Metals & Mining)
CONS(57): -0.45% Top=SCSS NWL TPX LEG CRI KS IRBT COTY ….. PAY UA GIII COH BLL HBI GT SEE=Bottom (Consumer)
INSU(35): -0.52% Top=VR AJG AON HIG WLTW TRV MMC BRO ….. CLGX AGO CNO MTG ORI MET AEL RDN=Bottom (Insurance)
LEIS(39): -0.58% Top=EXPE CHUY LQ RCL BWLD KKD MAR PNRA ….. WEN JACK GPRO SIX SONC DNKN BYD SHAK=Bottom (Leisure)
MANU(45): -0.60% Top=FLS MRC TEX RS JOY AGCO DHR PH ….. PNR CRS BGG KMT WWD DDD MWA PRLB=Bottom (Manufacturing)
ENER(91): -0.79% Top=SPN NOV RRC DRQ QEP SXL OIS OKS ….. EGN PBF DVN MPC WNR TSO PSX BBG=Bottom (Energy)
COSW(93): -0.81% Top=BIDU NTES DATA N QLIK CYBR LOCK PFPT ….. ADSK CERN RAX DWRE RNG MDSO SQ ELLI=Bottom (Computer Software/Internet)
FINA(99): -1.17% Top=CFR ACAS GWB PB SIVB TD PSEC LPLA ….. AMP BEN AMG AMTD KKR PYPL LM WETF=Bottom (Banks/Financials)
DISV(52): -1.28% Top=RCII KBR AAN PCLN IILG FCN YY CTAS ….. R AL CXW MYGN HRB MCO WTW TBI=Bottom (Diversified Services)
RETA(69): -1.38% Top=AMZN OUTR SBH HD CST LOW PLCE BABA ….. ASNA KSS DDS LL WMT JWN GNC JCP=Bottom (Retail & Specialty Retail)
CHEM(26): -1.65% Top=POT IFF CE RPM ALB POL MON HUN ….. GRA PPG AXTA MOS EMN PAH CC CF=Bottom (Chemicals/Fertilizers)
REAL(89): -1.71% Top=TREE AMT AGNC ALLY DLR HTS GPT QTS ….. WRI HPT CBL CUBE PEI CBG CUZ JLL=Bottom (Real Estate)
MATE(31): -1.89% Top=TTS DY WM BIN MTH PWR FLR WCN ….. MAS MTZ LEN AWI BECN TPH CVA SRCL=Bottom (Materials & Construction)
TRAN(36): -2.01% Top=LUV NAT TK GWR CHRW UPS GBX KEX ….. DAL STNG AIRM SAIA WERN AAL UAL SWFT=Bottom (Transportation)
HEAL(51): -2.35% Top=SPNC ADPT ACHC PRXL MD ZBH PODD BSX ….. CNC IRWD ABMD ABT BABY CYH CPHD MOH=Bottom (Health)
COHW(42): -2.65% Top=PSTG CIEN ANET ARRS T BCE OLED ZAYO ….. LVLT NTAP CDW SSYS SMCI SYNA WDC STX=Bottom (Computer Hardware/Telecom)
ELEC(51): -2.77% Top=SANM AFOP IPGP XLNX MTSI CY MXL BRKR ….. CSIQ CAVM TRMB SCTY IPHI MSCC SWKS MU=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 2:41 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 20160429. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 932.

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 (20160429 12:22 pm ET)
4.4% of stocks are above yesterday’s high.
13.5% are above yesterday’s midpoint. (86.5% are below.)
61.5% are below yesterday’s low.
34.1% are inside yesterday’s range.
13.1% of stocks with today’s high > yesterday’s high. (86.9% less than).
80.3% of stocks with today’s low < yesterday’s low. (19.7% greater than).

EVIDENCE OF INTRADAY TREND (20160429 12:22 pm ET)
22.1% of stocks are above today’s open. (77.0% are below).
14.7% of stocks are above today’s open and yesterday’s close.
73.3% are below both.
3.3% of stocks opened above yesterday’s high.
31.0% of stocks opened above yesterday’s close. (66.1% opened below yesterday’s close).
26.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160429 12:22 pm ET)
2.6% of stocks are in the top 10% of today’s range.
4.3% are in the top 20%.
23.3% are in the top half. 76.7% of stocks are in the bottom half of today’s range.
31.1% are in the bottom 20%.
12.0% are in the bottom 10%.

GAIN (20160429 12:22 pm ET)
18.9% of stocks are above yesterday’s close. (81.1% are below.)
1.9% are up 4.5% or more. 3.0% are down 4.5% or more.
2.7% are up 3.5% or more. 7.0% are down 3.5% or more.
42.1% are between +1% and -1%.

RSI on DAILY (20160429 12:22 pm ET)
2-day: >=95:2.6%…>=90:4.5%…>=80:7.4%…>=50:17.5%…<=20:56.4%…<=10:29.8%…<=5:10.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.9%…>=50:47.4%…<=20:1.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:56.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160429 12:22 pm ET)
4.4% above previous 1 highs, 61.5% below previous 1 lows
4.2% above previous 2 highs, 52.5% below previous 2 lows
4.0% above previous 3 highs, 43.6% below previous 3 lows
3.9% above previous 4 highs, 35.3% below previous 4 lows
3.8% above previous 5 highs, 31.5% below previous 5 lows
3.5% above previous 6 highs, 29.2% below previous 6 lows
3.5% above previous 7 highs, 24.9% below previous 7 lows
3.3% above previous 8 highs, 23.3% below previous 8 lows
3.3% above previous 9 highs, 21.2% below previous 9 lows
3.3% above previous 10 highs, 20.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160429 12:22 pm ET)
18.9% are above or equal to 4/28 close (1 days ago), 81.1% are below.
13.5% are above or equal to 4/27 close (2 days ago), 86.5% are below.
25.4% are above or equal to 4/26 close (3 days ago), 74.6% are below.
34.7% are above or equal to 4/25 close (4 days ago), 65.3% are below.
32.6% are above or equal to 4/22 close (5 days ago), 67.4% are below.
44.0% are above or equal to 4/21 close (6 days ago), 56.0% are below.
35.1% are above or equal to 4/20 close (7 days ago), 64.9% are below.
40.3% are above or equal to 4/19 close (8 days ago), 59.7% are below.
43.9% are above or equal to 4/18 close (9 days ago), 56.1% are below.
48.6% are above or equal to 4/15 close (10 days ago), 51.4% are below.
49.2% are above or equal to 4/14 close (11 days ago), 50.8% are below.
48.2% are above or equal to 4/13 close (12 days ago), 51.8% are below.
60.9% are above or equal to 4/12 close (13 days ago), 39.1% are below.
65.5% are above or equal to 4/11 close (14 days ago), 34.5% are below.
63.2% are above or equal to 4/8 close (15 days ago), 36.8% are below.
65.0% are above or equal to 4/7 close (16 days ago), 35.0% are below.
57.4% are above or equal to 4/6 close (17 days ago), 42.6% are below.
62.3% are above or equal to 4/5 close (18 days ago), 37.7% are below.
57.7% are above or equal to 4/4 close (19 days ago), 42.3% are below.
52.6% are above or equal to 4/1 close (20 days ago), 47.4% are below.
55.5% are above or equal to 3/31 close (21 days ago), 44.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160429 12:22 pm ET)
20d: 8.2% new highs, 16.2% new lows
21d: 8.0% new highs, 16.2% new lows
42d: 7.2% new highs, 6.9% new lows
63d: 7.0% new highs, 1.4% new lows
126d: 4.2% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160429 12:22 pm ET)
2-day: 18.2% above, 81.8% below
3-day: 13.0% above, 87.0% below
4-day: 17.7% above, 82.3% below
5-day: 22.5% above, 77.5% below
8-day: 28.3% above, 71.7% below
10-day: 32.0% above, 68.0% below
20-day: 51.3% above, 48.7% below
50-day: 69.5% above, 30.5% below
200-day: 59.4% above, 40.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160429 12:22 pm ET)
META(26): 2.80% Top=TCK FCX ABX AEM BVN CDE GG AG ….. AA NUE SCCO CENX SWC SLCA CNX CCJ=Bottom (Metals & Mining)
INSU(35): -0.30% Top=AJG VR AON BRO XL HIG WLTW MMC ….. LNC ORI AGO MTG MET CNO RDN AEL=Bottom (Insurance)
MANU(45): -0.36% Top=FLS MRC TEX AGCO CAT BGG PH DE ….. EMR ITT XYL PNR KMT DDD MWA PRLB=Bottom (Manufacturing)
CONS(57): -0.42% Top=SCSS NWL KS TPX LEG IRBT CRI COTY ….. BLL UA SKX COH HAR HBI GT SEE=Bottom (Consumer)
LEIS(39): -0.58% Top=EXPE LQ BWLD EAT MAR CHUY KKD QSR ….. SIX WYN DRII JACK DNKN SONC SHAK BYD=Bottom (Leisure)
ENER(91): -0.70% Top=SPN RRC NOV QEP DRQ OIS OII OKS ….. DVN DK PAGP WNR TSO MPC PSX BBG=Bottom (Energy)
COSW(93): -0.79% Top=BIDU QLIK DATA NTES N AZPN CYBR LNKD ….. RAX CERN DWRE AKAM MDSO RNG SQ ELLI=Bottom (Computer Software/Internet)
FINA(99): -0.81% Top=CFR ACAS PB LPLA PSEC GWB HBHC SIVB ….. AMP SLM WDR PYPL IVZ KKR WETF LM=Bottom (Banks/Financials)
DISV(52): -1.23% Top=RCII AAN PCLN KBR FCN ADS YY JEC ….. CXW MYGN AL R GEO MCO WTW TBI=Bottom (Diversified Services)
RETA(69): -1.30% Top=AMZN OUTR SBH W STMP LOW HD CST ….. M KSS URBN WMT KORS JCP JWN LL=Bottom (Retail & Specialty Retail)
CHEM(26): -1.58% Top=POT PX AGU RPM MON ALB IFF CE ….. DOW GRA MOS AXTA PAH EMN CF CC=Bottom (Chemicals/Fertilizers)
REAL(89): -1.64% Top=TREE GLPI CONE HTS AGNC NLY ALLY AMT ….. BRX SC CXP DRH CUZ CUBE CBG JLL=Bottom (Real Estate)
TRAN(36): -1.72% Top=NAT TK LUV GBX UPS CHRW TDW GWR ….. DAL UAL XPO WERN SAIA AIRM AAL SWFT=Bottom (Transportation)
MATE(31): -1.88% Top=WM FLR PWR TTS DY MTH WY BIN ….. BECN OC USG SUM TOL MTZ CVA SRCL=Bottom (Materials & Construction)
HEAL(51): -1.95% Top=SPNC PRXL MD BSX ADPT ZBH PODD BAX ….. ABT DXCM CNC ALGN BABY CYH CPHD MOH=Bottom (Health)
ELEC(51): -2.23% Top=SANM XLNX AFOP MTSI MXL HIMX FIT BRKR ….. SPWR MRVL SCTY CAVM MU IPHI MSCC SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): -2.50% Top=ANET PSTG OLED CIEN T ZAYO JNPR BCE ….. QCOM LVLT CDW SSYS SMCI SYNA WDC STX=Bottom (Computer Hardware/Telecom)

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 @ 10:57 am

Market Stats at 11:56 am ET
by daytrend on 20160429. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 932.

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 (20160429 11:56 am ET)
4.8% of stocks are above yesterday’s high.
13.7% are above yesterday’s midpoint. (86.3% are below.)
63.6% are below yesterday’s low.
31.5% are inside yesterday’s range.
13.1% of stocks with today’s high > yesterday’s high. (86.9% less than).
79.7% of stocks with today’s low < yesterday’s low. (20.3% greater than).

EVIDENCE OF INTRADAY TREND (20160429 11:56 am ET)
20.5% of stocks are above today’s open. (78.9% are below).
13.6% of stocks are above today’s open and yesterday’s close.
75.2% are below both.
3.3% of stocks opened above yesterday’s high.
31.0% of stocks opened above yesterday’s close. (66.1% opened below yesterday’s close).
26.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160429 11:56 am ET)
1.0% of stocks are in the top 10% of today’s range.
3.3% are in the top 20%.
20.1% are in the top half. 79.9% of stocks are in the bottom half of today’s range.
33.7% are in the bottom 20%.
12.8% are in the bottom 10%.

GAIN (20160429 11:56 am ET)
17.5% of stocks are above yesterday’s close. (82.5% are below.)
1.7% are up 4.5% or more. 3.3% are down 4.5% or more.
2.6% are up 3.5% or more. 6.5% are down 3.5% or more.
42.3% are between +1% and -1%.

RSI on DAILY (20160429 11:56 am ET)
2-day: >=95:2.7%…>=90:4.8%…>=80:8.0%…>=50:16.7%…<=20:56.7%…<=10:29.6%…<=5:11.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.7%…>=50:47.3%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:56.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160429 11:56 am ET)
4.8% above previous 1 highs, 63.6% below previous 1 lows
4.3% above previous 2 highs, 53.6% below previous 2 lows
4.1% above previous 3 highs, 45.0% below previous 3 lows
4.0% above previous 4 highs, 36.7% below previous 4 lows
3.9% above previous 5 highs, 33.5% below previous 5 lows
3.6% above previous 6 highs, 31.3% below previous 6 lows
3.6% above previous 7 highs, 26.9% below previous 7 lows
3.4% above previous 8 highs, 24.8% below previous 8 lows
3.4% above previous 9 highs, 22.5% below previous 9 lows
3.4% above previous 10 highs, 21.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160429 11:56 am ET)
17.5% are above or equal to 4/28 close (1 days ago), 82.5% are below.
13.8% are above or equal to 4/27 close (2 days ago), 86.2% are below.
25.4% are above or equal to 4/26 close (3 days ago), 74.6% are below.
34.7% are above or equal to 4/25 close (4 days ago), 65.3% are below.
32.0% are above or equal to 4/22 close (5 days ago), 68.0% are below.
43.8% are above or equal to 4/21 close (6 days ago), 56.2% are below.
35.2% are above or equal to 4/20 close (7 days ago), 64.8% are below.
39.8% are above or equal to 4/19 close (8 days ago), 60.2% are below.
43.9% are above or equal to 4/18 close (9 days ago), 56.1% are below.
48.9% are above or equal to 4/15 close (10 days ago), 51.1% are below.
49.1% are above or equal to 4/14 close (11 days ago), 50.9% are below.
48.7% are above or equal to 4/13 close (12 days ago), 51.3% are below.
60.6% are above or equal to 4/12 close (13 days ago), 39.4% are below.
64.8% are above or equal to 4/11 close (14 days ago), 35.2% are below.
62.6% are above or equal to 4/8 close (15 days ago), 37.4% are below.
65.1% are above or equal to 4/7 close (16 days ago), 34.9% are below.
57.3% are above or equal to 4/6 close (17 days ago), 42.7% are below.
62.6% are above or equal to 4/5 close (18 days ago), 37.4% are below.
57.1% are above or equal to 4/4 close (19 days ago), 42.9% are below.
53.0% are above or equal to 4/1 close (20 days ago), 47.0% are below.
55.0% are above or equal to 3/31 close (21 days ago), 45.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160429 11:56 am ET)
20d: 8.2% new highs, 15.9% new lows
21d: 8.0% new highs, 15.9% new lows
42d: 7.2% new highs, 6.5% new lows
63d: 7.0% new highs, 1.4% new lows
126d: 4.2% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160429 11:56 am ET)
2-day: 17.1% above, 82.9% below
3-day: 12.8% above, 87.2% below
4-day: 17.6% above, 82.4% below
5-day: 23.1% above, 76.9% below
8-day: 28.8% above, 71.2% below
10-day: 32.7% above, 67.3% below
20-day: 50.9% above, 49.1% below
50-day: 69.0% above, 31.0% below
200-day: 59.1% above, 40.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160429 11:56 am ET)
META(26): 2.39% Top=TCK FCX AEM ABX GG CDE BVN SSRI ….. CMC NUE SCCO CENX SLCA SWC CNX CCJ=Bottom (Metals & Mining)
INSU(35): -0.27% Top=AJG VR AON XL MMC BRO AWH WLTW ….. CLGX MTG ORI AGO MET CNO RDN AEL=Bottom (Insurance)
MANU(45): -0.27% Top=FLS TEX MRC AGCO CAT JOY BGG PH ….. XYL BWXT PNR SEDG DDD KMT MWA PRLB=Bottom (Manufacturing)
CONS(57): -0.45% Top=SCSS NWL KS TPX LEG IRBT CRI TSE ….. UA BLL SKX HAR COH HBI GT SEE=Bottom (Consumer)
LEIS(39): -0.65% Top=EXPE BWLD LQ EAT WYNN VAC QSR MAR ….. WEN WYN JACK SIX SONC SHAK DNKN BYD=Bottom (Leisure)
ENER(91): -0.80% Top=SPN RRC NOV DRQ QEP SXL OKS NS ….. PBF PSXP DK WNR TSO MPC PSX BBG=Bottom (Energy)
FINA(99): -0.83% Top=CFR ACAS PB LPLA NSAM PSEC HBHC GWB ….. AMTD AMG IVZ PYPL WDR KKR WETF LM=Bottom (Banks/Financials)
COSW(93): -1.04% Top=BIDU QLIK DATA NTES AZPN LNKD LOCK N ….. CTSH RAX AKAM CERN RNG SQ MDSO ELLI=Bottom (Computer Software/Internet)
DISV(52): -1.23% Top=RCII AAN PCLN KBR FCN YY ADS JEC ….. GEO TMH CXW AHS MYGN WTW MCO TBI=Bottom (Diversified Services)
CHEM(26): -1.26% Top=POT PX MON ALB RPM IFF SHW AGU ….. POL GRA MOS AXTA PAH EMN CC CF=Bottom (Chemicals/Fertilizers)
RETA(69): -1.34% Top=AMZN OUTR STMP SBH LOW CPRT HD CST ….. ASNA TLRD URBN KORS WMT JWN JCP LL=Bottom (Retail & Specialty Retail)
TRAN(36): -1.52% Top=TK GBX NAT TDW GWR UPS CHRW TRN ….. HA SAVE SAIA DAL AIRM SWFT UAL AAL=Bottom (Transportation)
REAL(89): -1.53% Top=TREE GLPI CONE AGNC HTS ALLY NLY DOC ….. CBL CPT CUZ BRX CXP CBG CUBE JLL=Bottom (Real Estate)
MATE(31): -1.89% Top=FLR WM PWR MTH TTS BIN DY WY ….. LEN SUM OC BECN MTZ USG CVA SRCL=Bottom (Materials & Construction)
HEAL(51): -2.32% Top=SPNC PRXL MD BAX ADPT BSX ZBH CYNO ….. THC CNC BABY DXCM ALGN CYH CPHD MOH=Bottom (Health)
ELEC(51): -2.38% Top=XLNX SANM AFOP MTSI MXL IPGP CRUS HIMX ….. TRMB CSIQ CAVM MU MSCC SCTY IPHI SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): -2.52% Top=ANET PSTG T CIEN JNPR OLED VZ BCE ….. TDC QCOM SSYS CDW SMCI SYNA WDC STX=Bottom (Computer Hardware/Telecom)

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 11:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:15 am

Market Stats at 11:15 am ET
by daytrend on 20160429. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 932.

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 (20160429 11:15 am ET)
5.5% of stocks are above yesterday’s high.
16.5% are above yesterday’s midpoint. (83.5% are below.)
54.8% are below yesterday’s low.
39.7% are inside yesterday’s range.
13.1% of stocks with today’s high > yesterday’s high. (86.9% less than).
74.1% of stocks with today’s low < yesterday’s low. (25.9% greater than).

EVIDENCE OF INTRADAY TREND (20160429 11:15 am ET)
27.9% of stocks are above today’s open. (71.2% are below).
18.8% of stocks are above today’s open and yesterday’s close.
66.0% are below both.
3.3% of stocks opened above yesterday’s high.
31.0% of stocks opened above yesterday’s close. (66.1% opened below yesterday’s close).
26.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160429 11:15 am ET)
2.8% of stocks are in the top 10% of today’s range.
7.1% are in the top 20%.
29.7% are in the top half. 70.3% of stocks are in the bottom half of today’s range.
35.0% are in the bottom 20%.
17.6% are in the bottom 10%.

GAIN (20160429 11:15 am ET)
24.9% of stocks are above yesterday’s close. (75.1% are below.)
2.3% are up 4.5% or more. 2.4% are down 4.5% or more.
3.5% are up 3.5% or more. 4.7% are down 3.5% or more.
47.9% are between +1% and -1%.

RSI on DAILY (20160429 11:15 am ET)
2-day: >=95:3.2%…>=90:6.1%…>=80:9.8%…>=50:22.6%…<=20:49.6%…<=10:25.6%…<=5:10.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.1%…>=50:50.3%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:58.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160429 11:15 am ET)
5.5% above previous 1 highs, 54.8% below previous 1 lows
5.0% above previous 2 highs, 46.2% below previous 2 lows
4.6% above previous 3 highs, 38.3% below previous 3 lows
4.6% above previous 4 highs, 31.4% below previous 4 lows
4.5% above previous 5 highs, 28.2% below previous 5 lows
4.2% above previous 6 highs, 26.1% below previous 6 lows
4.1% above previous 7 highs, 22.7% below previous 7 lows
3.8% above previous 8 highs, 21.0% below previous 8 lows
3.6% above previous 9 highs, 18.8% below previous 9 lows
3.6% above previous 10 highs, 18.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160429 11:15 am ET)
24.9% are above or equal to 4/28 close (1 days ago), 75.1% are below.
17.2% are above or equal to 4/27 close (2 days ago), 82.8% are below.
28.3% are above or equal to 4/26 close (3 days ago), 71.7% are below.
38.5% are above or equal to 4/25 close (4 days ago), 61.5% are below.
35.1% are above or equal to 4/22 close (5 days ago), 64.9% are below.
46.5% are above or equal to 4/21 close (6 days ago), 53.5% are below.
38.4% are above or equal to 4/20 close (7 days ago), 61.6% are below.
42.6% are above or equal to 4/19 close (8 days ago), 57.4% are below.
46.6% are above or equal to 4/18 close (9 days ago), 53.4% are below.
50.6% are above or equal to 4/15 close (10 days ago), 49.4% are below.
52.0% are above or equal to 4/14 close (11 days ago), 48.0% are below.
50.9% are above or equal to 4/13 close (12 days ago), 49.1% are below.
62.7% are above or equal to 4/12 close (13 days ago), 37.3% are below.
66.6% are above or equal to 4/11 close (14 days ago), 33.4% are below.
63.8% are above or equal to 4/8 close (15 days ago), 36.2% are below.
66.2% are above or equal to 4/7 close (16 days ago), 33.8% are below.
58.8% are above or equal to 4/6 close (17 days ago), 41.2% are below.
64.2% are above or equal to 4/5 close (18 days ago), 35.8% are below.
59.0% are above or equal to 4/4 close (19 days ago), 41.0% are below.
54.7% are above or equal to 4/1 close (20 days ago), 45.3% are below.
56.7% are above or equal to 3/31 close (21 days ago), 43.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160429 11:15 am ET)
20d: 8.2% new highs, 14.2% new lows
21d: 8.0% new highs, 14.2% new lows
42d: 7.2% new highs, 5.9% new lows
63d: 7.0% new highs, 1.3% new lows
126d: 4.2% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160429 11:15 am ET)
2-day: 24.2% above, 75.8% below
3-day: 17.0% above, 83.0% below
4-day: 21.6% above, 78.4% below
5-day: 26.2% above, 73.8% below
8-day: 32.9% above, 67.1% below
10-day: 36.4% above, 63.6% below
20-day: 54.0% above, 46.0% below
50-day: 70.4% above, 29.6% below
200-day: 60.1% above, 39.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160429 11:15 am ET)
META(26): 3.65% Top=TCK FCX CDE BVN AEM ABX AG SSRI ….. SWC STLD FNV CNX CMC SCCO NUE CCJ=Bottom (Metals & Mining)
ENER(91): 0.20% Top=SPN NOV RRC QEP SN DRQ OIS OII ….. PBF DK WNR TSO BBG PSX PSXP MPC=Bottom (Energy)
MANU(45): 0.07% Top=FLS MRC TEX AGCO JOY ATI AME CRS ….. BWXT ETN SEDG ZBRA KMT MWA DDD PRLB=Bottom (Manufacturing)
INSU(35): -0.04% Top=AJG VR AON MMC XL AWH BRO TRV ….. PRU AGO CLGX LNC RDN MET CNO AEL=Bottom (Insurance)
CONS(57): -0.17% Top=SCSS KS NWL TPX CRI IRBT LEG GIL ….. UA FOSL BC BLL COH HAR GT SEE=Bottom (Consumer)
LEIS(39): -0.43% Top=EXPE EAT BWLD LQ KKD QSR MAR VAC ….. WYN RCL SIX JACK SONC DNKN DRII BYD=Bottom (Leisure)
FINA(99): -0.57% Top=CFR ACAS PB TCBI GWB NSAM PSEC HBHC ….. NDAQ AMTD OZRK WDR IVZ WETF PYPL LM=Bottom (Banks/Financials)
DISV(52): -0.84% Top=RCII PCLN AAN KBR FCN JEC ACM URI ….. BAH CXW TMH MYGN AHS WTW MCO TBI=Bottom (Diversified Services)
COSW(93): -0.88% Top=BIDU NTES LNKD QLIK AZPN DATA LOCK TXTR ….. ADSK CERN AKAM FEYE VRNT MDSO SQ ELLI=Bottom (Computer Software/Internet)
TRAN(36): -0.97% Top=TDW TK GBX GWR TRN NAT UPS CHRW ….. WERN SWFT SAIA DAL HA UAL AIRM AAL=Bottom (Transportation)
RETA(69): -1.05% Top=AMZN OUTR STMP SBH GNC HD LOW CPRT ….. M URBN LL DDS KORS WMT JCP JWN=Bottom (Retail & Specialty Retail)
REAL(89): -1.14% Top=TREE CONE GLPI NLY HTS AGNC ALLY TWO ….. AVB CXP BRX PSA CPT CBG CUBE JLL=Bottom (Real Estate)
CHEM(26): -1.26% Top=MON POT CE WLK IFF SHW ALB RPM ….. HUN APD PAH MOS AXTA CF EMN CC=Bottom (Chemicals/Fertilizers)
MATE(31): -1.48% Top=FLR DY PWR TTS WM WY BIN EXP ….. AWI BECN LEN TOL OC CVA USG SRCL=Bottom (Materials & Construction)
HEAL(51): -2.12% Top=SPNC PRXL MD BAX ADPT BSX CYNO ZLTQ ….. BABY THC CNC ALGN DXCM CYH MOH CPHD=Bottom (Health)
ELEC(51): -2.15% Top=XLNX SANM AFOP MTSI CY IPGP CRUS HIMX ….. FLEX CAVM SCTY TRMB IPHI MU MSCC SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): -2.42% Top=PSTG JNPR T OLED VZ INFN CIEN ZAYO ….. SSYS CDW QCOM BRCD SMCI WDC SYNA STX=Bottom (Computer Hardware/Telecom)

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 11:15 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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