daytrend

05/29/2015

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

Closing Stats
by daytrend on 20150529. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 928.

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 (20150529 Closing)
11.9% of stocks are above yesterday’s high.
30.6% are above yesterday’s midpoint. (69.4% are below.)
43.6% are below yesterday’s low.
44.5% are inside yesterday’s range.
38.5% of stocks with today’s high > yesterday’s high. (61.5% less than).
64.2% of stocks with today’s low < yesterday’s low. (35.8% greater than).

EVIDENCE OF INTRADAY TREND (20150529 Closing)
25.6% of stocks are above today’s open. (74.0% are below).
21.6% of stocks are above today’s open and yesterday’s close.
71.0% are below both.
7.1% of stocks opened above yesterday’s high.
38.3% of stocks opened above yesterday’s close. (56.4% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150529 Closing)
1.9% of stocks are in the top 10% of today’s range.
7.2% are in the top 20%.
28.8% are in the top half. 71.2% of stocks are in the bottom half of today’s range.
37.3% are in the bottom 20%.
20.6% are in the bottom 10%.

GAIN (20150529 Closing)
24.9% of stocks are above yesterday’s close. (75.1% are below.)
0.5% are up 4.5% or more. 1.2% are down 4.5% or more.
1.3% are up 3.5% or more. 1.7% are down 3.5% or more.
57.3% are between +1% and -1%.

RSI on DAILY (20150529 Closing)
2-day: >=95:2.0%…>=90:4.7%…>=80:11.0%…>=50:24.9%…<=20:41.7%…<=10:19.6%…<=5:9.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:36.0%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:42.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150529 Closing)
11.9% above previous 1 highs, 43.6% below previous 1 lows
8.8% above previous 2 highs, 29.3% below previous 2 lows
7.2% above previous 3 highs, 23.7% below previous 3 lows
5.4% above previous 4 highs, 23.0% below previous 4 lows
4.5% above previous 5 highs, 21.4% below previous 5 lows
4.3% above previous 6 highs, 20.4% below previous 6 lows
4.2% above previous 7 highs, 19.7% below previous 7 lows
3.9% above previous 8 highs, 18.4% below previous 8 lows
3.8% above previous 9 highs, 17.3% below previous 9 lows
3.8% above previous 10 highs, 15.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150529 Closing)
24.9% are above or equal to 5/28 close (1 days ago), 75.1% are below.
27.6% are above or equal to 5/27 close (2 days ago), 72.4% are below.
45.9% are above or equal to 5/26 close (3 days ago), 54.1% are below.
24.5% are above or equal to 5/22 close (4 days ago), 75.5% are below.
24.7% are above or equal to 5/21 close (5 days ago), 75.3% are below.
28.3% are above or equal to 5/20 close (6 days ago), 71.7% are below.
29.1% are above or equal to 5/19 close (7 days ago), 70.9% are below.
27.9% are above or equal to 5/18 close (8 days ago), 72.1% are below.
37.3% are above or equal to 5/15 close (9 days ago), 62.7% are below.
37.6% are above or equal to 5/14 close (10 days ago), 62.4% are below.
48.5% are above or equal to 5/13 close (11 days ago), 51.5% are below.
49.7% are above or equal to 5/12 close (12 days ago), 50.3% are below.
46.4% are above or equal to 5/11 close (13 days ago), 53.6% are below.
44.6% are above or equal to 5/8 close (14 days ago), 55.4% are below.
54.3% are above or equal to 5/7 close (15 days ago), 45.7% are below.
59.8% are above or equal to 5/6 close (16 days ago), 40.2% are below.
55.0% are above or equal to 5/5 close (17 days ago), 45.0% are below.
44.6% are above or equal to 5/4 close (18 days ago), 55.4% are below.
47.0% are above or equal to 5/1 close (19 days ago), 53.0% are below.
55.1% are above or equal to 4/30 close (20 days ago), 44.9% are below.
46.6% are above or equal to 4/29 close (21 days ago), 53.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150529 Closing)
20d: 7.4% new highs, 9.8% new lows
21d: 7.3% new highs, 9.6% new lows
42d: 5.6% new highs, 6.8% new lows
63d: 5.2% new highs, 5.4% new lows
126d: 4.5% new highs, 3.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150529 Closing)
2-day: 24.4% above, 75.6% below
3-day: 24.7% above, 75.3% below
4-day: 31.3% above, 68.8% below
5-day: 27.7% above, 72.3% below
8-day: 25.6% above, 74.4% below
10-day: 27.8% above, 72.2% below
20-day: 41.5% above, 58.5% below
50-day: 47.3% above, 52.7% below
200-day: 56.1% above, 43.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150529 Closing)
HEAL(54): 0.57% Top=HUM CNC CI SPNC PODD ANTM NUVA HNT ….. VAR WX DGX A ABMD ABT OSUR ESRX=Bottom (Health)
ENER(101): 0.31% Top=PE ALJ BBG LPI DNR NFX CXO RSPP ….. UPL NOV RDC GPOR HLX ATW MUSA UNT=Bottom (Energy)
COHW(50): -0.36% Top=SWIR PANW TMUS ANET CUDA INFN UBNT JNPR ….. RKUS WIN SNDK NMBL WDC BBRY SSYS CTL=Bottom (Computer Hardware/Telecom)
ELEC(56): -0.44% Top=AVGO SIMO ON SWKS INTC AMBA NXPI ATML ….. JASO FSLR CREE SPWR SCTY CSIQ SUNE HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30): -0.57% Top=GPRE DOW EMN CE PX CYT AXLL ASH ….. FTK HUN FMC MON AGU MOS CF POT=Bottom (Chemicals/Fertilizers)
INSU(36): -0.58% Top=GNW MTG XL ORI RDN AXS AIZ FAF ….. WSH ACE AGO MET LNC MBI AIG AON=Bottom (Insurance)
LEIS(39): -0.62% Top=SHAK DRI DNKN QSR PNK SGMS SBUX PLAY ….. CCL EXPE YUM CMG WYNN GPRO LOCO QUNR=Bottom (Leisure)
FINA(85): -0.77% Top=LEAF BX PHH LPLA NYCB CME SEIC CBOE ….. STT FITB KEY AMP WETF TRCO TD OZRK=Bottom (Banks/Financials)
DISV(49): -0.79% Top=KBR TNET ACM DV MRKT ALLE HMHC MYGN ….. Z R ULTA PRAA CAR RCII YY URI=Bottom (Diversified Services)
MATE(29): -0.79% Top=DAR WCN USG RSG EXP WM PWR MTZ ….. MDC MLM RYL MAS LEN AWI TPH FAST=Bottom (Materials & Construction)
META(22): -0.80% Top=PAAS SWC CCJ SLW STLD RGLD AEM GOLD ….. AA SCCO SLCA BVN CNX FCX CENX TCK=Bottom (Metals & Mining)
RETA(68): -0.87% Top=GME SFM W KORS AEO BBY EBAY CAB ….. TJX GES BIG PIR SHLD DANG LL ANF=Bottom (Retail & Specialty Retail)
REAL(78): -0.95% Top=AGNC NLY MFA CIM AMH MAC TWO STWD ….. HIW RPAI HPT AMT PGRE CBL ARCP BDN=Bottom (Real Estate)
CONS(57): -0.97% Top=SCSS AVP COH PAY TPX ICON FL CRI ….. ENR PKG BMS UFS BERY LULU JAH DECK=Bottom (Consumer)
COSW(95): -0.98% Top=QLYS MDSO LC IMS GLUU DOX YELP SABR ….. NOW BITA MDRX CYBR INOV SFUN SPLK VEEV=Bottom (Computer Software/Internet)
TRAN(37): -1.04% Top=SAVE UAL DAL ALK JBLU AAL LUV AIRM ….. HA AAWW XPO TDW CNW ODFL KNX SWFT=Bottom (Transportation)
MANU(42): -1.15% Top=MRC ZBRA SPW DE BWC KMT XYL AOS ….. ITW PCP GTLS TKR DDD CMI JKS TEX=Bottom (Manufacturing)

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 @ 10:45 am

Market Stats at 11:45 am ET
by daytrend on 20150529. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 928.

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 (20150529 11:45 am ET)
8.4% of stocks are above yesterday’s high.
30.9% are above yesterday’s midpoint. (69.1% are below.)
37.4% are below yesterday’s low.
54.2% are inside yesterday’s range.
32.1% of stocks with today’s high > yesterday’s high. (67.9% less than).
59.6% of stocks with today’s low < yesterday’s low. (40.4% greater than).

EVIDENCE OF INTRADAY TREND (20150529 11:45 am ET)
23.1% of stocks are above today’s open. (76.2% are below).
18.4% of stocks are above today’s open and yesterday’s close.
72.7% are below both.
7.1% of stocks opened above yesterday’s high.
38.3% of stocks opened above yesterday’s close. (56.4% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150529 11:45 am ET)
3.6% of stocks are in the top 10% of today’s range.
7.0% are in the top 20%.
26.8% are in the top half. 73.2% of stocks are in the bottom half of today’s range.
19.6% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN (20150529 11:45 am ET)
22.7% of stocks are above yesterday’s close. (77.3% are below.)
0.2% are up 4.5% or more. 1.0% are down 4.5% or more.
0.4% are up 3.5% or more. 1.7% are down 3.5% or more.
68.0% are between +1% and -1%.

RSI on DAILY (20150529 11:45 am ET)
2-day: >=95:1.2%…>=90:2.6%…>=80:7.0%…>=50:25.5%…<=20:37.7%…<=10:17.0%…<=5:8.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:36.7%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:42.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150529 11:45 am ET)
8.4% above previous 1 highs, 37.4% below previous 1 lows
5.6% above previous 2 highs, 22.5% below previous 2 lows
4.2% above previous 3 highs, 18.0% below previous 3 lows
3.2% above previous 4 highs, 17.7% below previous 4 lows
2.7% above previous 5 highs, 15.3% below previous 5 lows
2.5% above previous 6 highs, 14.5% below previous 6 lows
2.2% above previous 7 highs, 13.9% below previous 7 lows
2.0% above previous 8 highs, 13.1% below previous 8 lows
1.9% above previous 9 highs, 12.6% below previous 9 lows
1.8% above previous 10 highs, 10.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150529 11:45 am ET)
22.7% are above or equal to 5/28 close (1 days ago), 77.3% are below.
27.4% are above or equal to 5/27 close (2 days ago), 72.6% are below.
50.2% are above or equal to 5/26 close (3 days ago), 49.8% are below.
23.9% are above or equal to 5/22 close (4 days ago), 76.1% are below.
24.2% are above or equal to 5/21 close (5 days ago), 75.8% are below.
28.7% are above or equal to 5/20 close (6 days ago), 71.3% are below.
30.2% are above or equal to 5/19 close (7 days ago), 69.8% are below.
29.3% are above or equal to 5/18 close (8 days ago), 70.7% are below.
37.9% are above or equal to 5/15 close (9 days ago), 62.1% are below.
38.5% are above or equal to 5/14 close (10 days ago), 61.5% are below.
52.0% are above or equal to 5/13 close (11 days ago), 48.0% are below.
52.0% are above or equal to 5/12 close (12 days ago), 48.0% are below.
47.8% are above or equal to 5/11 close (13 days ago), 52.2% are below.
46.2% are above or equal to 5/8 close (14 days ago), 53.8% are below.
56.3% are above or equal to 5/7 close (15 days ago), 43.8% are below.
61.9% are above or equal to 5/6 close (16 days ago), 38.1% are below.
56.8% are above or equal to 5/5 close (17 days ago), 43.2% are below.
45.9% are above or equal to 5/4 close (18 days ago), 54.1% are below.
48.2% are above or equal to 5/1 close (19 days ago), 51.8% are below.
55.5% are above or equal to 4/30 close (20 days ago), 44.5% are below.
47.4% are above or equal to 4/29 close (21 days ago), 52.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150529 11:45 am ET)
20d: 5.1% new highs, 7.8% new lows
21d: 5.0% new highs, 7.5% new lows
42d: 3.7% new highs, 5.5% new lows
63d: 3.3% new highs, 4.4% new lows
126d: 2.8% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150529 11:45 am ET)
2-day: 21.7% above, 78.3% below
3-day: 24.6% above, 75.4% below
4-day: 32.1% above, 67.9% below
5-day: 28.2% above, 71.8% below
8-day: 25.5% above, 74.5% below
10-day: 26.8% above, 73.2% below
20-day: 43.1% above, 56.9% below
50-day: 48.4% above, 51.6% below
200-day: 56.9% above, 43.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150529 11:45 am ET)
ENER(101): 0.34% Top=PE BCEI ALJ NBR CXO BBG KOS EGN ….. UNT ATW CVE SEMG GPOR MUSA SU PAGP=Bottom (Energy)
HEAL(54): -0.29% Top=PODD NUVA STE HOLX RMD ZMH DXCM SYK ….. OSUR ABT AET UNH THOR MOH A HNT=Bottom (Health)
COHW(50): -0.39% Top=SWIR PANW CIEN TDC TMUS INFN RKUS SYNA ….. KN WDC STX BCE SSYS WIN NMBL CTL=Bottom (Computer Hardware/Telecom)
INSU(36): -0.41% Top=XL MTG FNF RDN ORI AXS MBI PRE ….. AJG AIG WSH CNO PRU AON LNC MET=Bottom (Insurance)
CHEM(30): -0.42% Top=EMN DOW CE PX FTK PPG CYT ASH ….. AXLL HUN CBT FMC AGU GPRE CHMT POT=Bottom (Chemicals/Fertilizers)
ELEC(56): -0.45% Top=SIMO AVGO INTC SWKS QRVO AMBA TSL MSCC ….. CSIQ CY SPWR CREE MRVL SCTY SUNE HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(78): -0.49% Top=MAC NLY NRF AGNC ACC BRX MFA STWD ….. CBL HIW BEE CONE BMR PKY AMT BAM=Bottom (Real Estate)
LEIS(39): -0.51% Top=SHAK SEAS QSR DNKN DRI PNK PLAY MGM ….. YUM LOCO EXPE WYNN CMG EAT GPRO QUNR=Bottom (Leisure)
META(22): -0.68% Top=X STLD SWC GOLD AEM SLW FNV SLCA ….. RGLD BVN ABX FCX AA CNX TCK CENX=Bottom (Metals & Mining)
DISV(49): -0.70% Top=KBR ALLE BAH MYGN MRKT HMHC VNTV ACM ….. EIGI WAGE CAR BLOX RCII R YY URI=Bottom (Diversified Services)
RETA(68): -0.73% Top=GME SFM CPRT EBAY BBY AMZN CAB SPLS ….. SBH GES SSI ASNA DANG LL SHLD ANF=Bottom (Retail & Specialty Retail)
MATE(29): -0.74% Top=DAR USG RSG WCN WM TOL PWR FLR ….. RYL DY MAS MDC AWI MTZ TPH FAST=Bottom (Materials & Construction)
FINA(85): -0.75% Top=SEIC LPLA LEAF WU EFX CIT PHH ICE ….. OCN BMO HBHC OZRK PFG FRC TD WETF=Bottom (Banks/Financials)
CONS(57): -0.79% Top=AVP SCSS HBI COH MWV ECL RKT KMB ….. FBHS BERY LULU BMS PKG JAH UFS DECK=Bottom (Consumer)
COSW(95): -0.96% Top=ATHM QLYS LC IMS EA IACI GRPN YHOO ….. MOMO MDRX INOV CYBR VIPS SFUN VEEV SPLK=Bottom (Computer Software/Internet)
MANU(42): -1.02% Top=MRC ZBRA DE SPW GTLS BWC ITT PNR ….. CFX DDD CMI JKS PCP ATI SEDG TEX=Bottom (Manufacturing)
TRAN(37): -1.28% Top=SAVE UAL DAL LUV AAL ALK TRN JBLU ….. WERN TDW AAWW XPO CNW ODFL KNX SWFT=Bottom (Transportation)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:45 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 20150529. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 928.

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 (20150529 10:06 am ET)
7.8% of stocks are above yesterday’s high.
33.7% are above yesterday’s midpoint. (66.3% are below.)
22.6% are below yesterday’s low.
69.6% are inside yesterday’s range.
28.0% of stocks with today’s high > yesterday’s high. (72.0% less than).
33.7% of stocks with today’s low < yesterday’s low. (66.3% greater than).

EVIDENCE OF INTRADAY TREND (20150529 10:06 am ET)
25.4% of stocks are above today’s open. (72.7% are below).
19.2% of stocks are above today’s open and yesterday’s close.
67.3% are below both.
7.1% of stocks opened above yesterday’s high.
38.3% of stocks opened above yesterday’s close. (56.4% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150529 10:06 am ET)
1.5% of stocks are in the top 10% of today’s range.
5.8% are in the top 20%.
25.5% are in the top half. 74.5% of stocks are in the bottom half of today’s range.
45.5% are in the bottom 20%.
31.3% are in the bottom 10%.

GAIN (20150529 10:06 am ET)
25.8% of stocks are above yesterday’s close. (74.2% are below.)
0.2% are up 4.5% or more. 0.6% are down 4.5% or more.
0.4% are up 3.5% or more. 1.1% are down 3.5% or more.
80.3% are between +1% and -1%.

RSI on DAILY (20150529 10:06 am ET)
2-day: >=95:1.3%…>=90:3.0%…>=80:8.2%…>=50:28.7%…<=20:31.0%…<=10:13.6%…<=5:6.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:41.9%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:45.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150529 10:06 am ET)
7.8% above previous 1 highs, 22.6% below previous 1 lows
5.5% above previous 2 highs, 13.6% below previous 2 lows
4.3% above previous 3 highs, 11.0% below previous 3 lows
2.9% above previous 4 highs, 10.8% below previous 4 lows
2.6% above previous 5 highs, 9.6% below previous 5 lows
2.3% above previous 6 highs, 9.1% below previous 6 lows
1.8% above previous 7 highs, 8.7% below previous 7 lows
1.7% above previous 8 highs, 8.2% below previous 8 lows
1.7% above previous 9 highs, 7.3% below previous 9 lows
1.5% above previous 10 highs, 6.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150529 10:06 am ET)
25.8% are above or equal to 5/28 close (1 days ago), 74.2% are below.
28.2% are above or equal to 5/27 close (2 days ago), 71.8% are below.
55.1% are above or equal to 5/26 close (3 days ago), 44.9% are below.
28.7% are above or equal to 5/22 close (4 days ago), 71.3% are below.
27.9% are above or equal to 5/21 close (5 days ago), 72.1% are below.
31.3% are above or equal to 5/20 close (6 days ago), 68.8% are below.
31.9% are above or equal to 5/19 close (7 days ago), 68.1% are below.
31.7% are above or equal to 5/18 close (8 days ago), 68.3% are below.
40.8% are above or equal to 5/15 close (9 days ago), 59.2% are below.
41.5% are above or equal to 5/14 close (10 days ago), 58.5% are below.
54.5% are above or equal to 5/13 close (11 days ago), 45.5% are below.
54.8% are above or equal to 5/12 close (12 days ago), 45.2% are below.
50.6% are above or equal to 5/11 close (13 days ago), 49.4% are below.
48.0% are above or equal to 5/8 close (14 days ago), 52.0% are below.
58.5% are above or equal to 5/7 close (15 days ago), 41.5% are below.
63.5% are above or equal to 5/6 close (16 days ago), 36.5% are below.
60.5% are above or equal to 5/5 close (17 days ago), 39.5% are below.
47.7% are above or equal to 5/4 close (18 days ago), 52.3% are below.
50.1% are above or equal to 5/1 close (19 days ago), 49.9% are below.
57.4% are above or equal to 4/30 close (20 days ago), 42.6% are below.
48.9% are above or equal to 4/29 close (21 days ago), 51.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150529 10:06 am ET)
20d: 4.7% new highs, 5.3% new lows
21d: 4.6% new highs, 5.2% new lows
42d: 3.4% new highs, 3.8% new lows
63d: 3.1% new highs, 3.3% new lows
126d: 2.8% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150529 10:06 am ET)
2-day: 24.2% above, 75.8% below
3-day: 25.3% above, 74.7% below
4-day: 37.6% above, 62.4% below
5-day: 32.1% above, 67.9% below
8-day: 28.9% above, 71.1% below
10-day: 31.5% above, 68.5% below
20-day: 46.7% above, 53.3% below
50-day: 48.5% above, 51.5% below
200-day: 58.1% above, 41.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150529 10:06 am ET)
ENER(101): -0.02% Top=ALJ BCEI LPI CIE DK KOS CXO PDCE ….. NGLS SU GPOR SXL PBF UPL PDS RDC=Bottom (Energy)
ELEC(56): -0.06% Top=SIMO AVGO QRVO INTC AMBA SWKS IDTI TSL ….. CY FLEX TRMB CPHD CREE CAVM SCTY HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(22): -0.16% Top=SLW GOLD SCCO FNV X SLCA AEM SWC ….. NUE CCJ STLD ABX AA FCX CNX CENX=Bottom (Metals & Mining)
MATE(29): -0.17% Top=DAR KBH USG MTH RSG VMC TOL SPF ….. WY FLR PWR EXP FAST TPH DY MTZ=Bottom (Materials & Construction)
INSU(36): -0.20% Top=MTG XL RDN FNF MBI AIZ ACGL AXS ….. PRU UNM AON CNO AIG GNW MET LNC=Bottom (Insurance)
RETA(68): -0.20% Top=GME BBY SFM DANG CPRT AMZN EBAY SPLS ….. SSI JCP ASNA URBN LL BIG SHLD ANF=Bottom (Retail & Specialty Retail)
HEAL(54): -0.22% Top=PODD NUVA RMD MR ZMH HOLX ESRX WX ….. MOH THOR HNT AET KND A ZLTQ OSUR=Bottom (Health)
REAL(78): -0.30% Top=MAC NRF AGNC ACC NLY MFA CIM DLR ….. UDR SHO RLJ HIW AMT PKY NSM CONE=Bottom (Real Estate)
LEIS(39): -0.31% Top=SHAK DNKN MCD SBUX QSR SEAS DRI LVS ….. WEN HOT LQ YUM RRGB LOCO WYNN GPRO=Bottom (Leisure)
COHW(50): -0.34% Top=SWIR HRS SYNA TMUS INFN RKUS ANET OLED ….. LVLT WIN COMM LXK GOGO WDC NMBL CTL=Bottom (Computer Hardware/Telecom)
CHEM(30): -0.37% Top=GPRE EMN ASH APD DOW MON CE PX ….. ALB GRA POL CHMT AGU POT CF AXLL=Bottom (Chemicals/Fertilizers)
CONS(57): -0.54% Top=SCSS AVP TPX LEG NWL COH HBI FL ….. UFS BERY CCK JAH SEE PKG LULU DECK=Bottom (Consumer)
FINA(85): -0.56% Top=LPLA WU JNS NYCB ZION WBS PHH LEAF ….. FRC HAWK SCHW AMTD BMO OCN TD WETF=Bottom (Banks/Financials)
MANU(42): -0.59% Top=SEDG MRC ZBRA SPW BWC DE MHK RXN ….. CMI TKR DDD JOY CFX PCP TEX ATI=Bottom (Manufacturing)
DISV(49): -0.67% Top=HMHC ALLE CTAS MRKT GEO BAH DV JEC ….. CXW R ULTA CAR WAGE BLOX YY URI=Bottom (Diversified Services)
COSW(95): -0.85% Top=CMCM ATHM GRPN JD SOHU DBD NTES QLYS ….. PAYC INOV BITA CYBR VIPS SFUN SPLK VEEV=Bottom (Computer Software/Internet)
TRAN(37): -1.12% Top=STNG ALK LUV EXPD UAL TRN CHRW DAL ….. XPO WERN CNI TDW ODFL CNW KNX SWFT=Bottom (Transportation)

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

05/28/2015

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

Closing Stats
by daytrend on 20150528. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 (20150528 Closing)
21.9% of stocks are above yesterday’s high.
58.3% are above yesterday’s midpoint. (41.7% are below.)
14.1% are below yesterday’s low.
64.0% are inside yesterday’s range.
46.5% of stocks with today’s high > yesterday’s high. (53.5% less than).
41.1% of stocks with today’s low < yesterday’s low. (58.9% greater than).

EVIDENCE OF INTRADAY TREND (20150528 Closing)
48.1% of stocks are above today’s open. (50.4% are below).
36.7% of stocks are above today’s open and yesterday’s close.
48.3% are below both.
4.4% of stocks opened above yesterday’s high.
21.8% of stocks opened above yesterday’s close. (72.9% opened below yesterday’s close).
5.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150528 Closing)
15.4% of stocks are in the top 10% of today’s range.
27.9% 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.
10.2% are in the bottom 20%.
2.9% are in the bottom 10%.

GAIN (20150528 Closing)
40.2% of stocks are above yesterday’s close. (59.8% are below.)
0.6% are up 4.5% or more. 1.1% are down 4.5% or more.
1.3% are up 3.5% or more. 2.3% are down 3.5% or more.
71.4% are between +1% and -1%.

RSI on DAILY (20150528 Closing)
2-day: >=95:2.5%…>=90:5.8%…>=80:14.0%…>=50:46.0%…<=20:20.6%…<=10:9.8%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:49.6%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:49.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150528 Closing)
21.9% above previous 1 highs, 14.1% below previous 1 lows
15.0% above previous 2 highs, 10.6% below previous 2 lows
10.0% above previous 3 highs, 9.9% below previous 3 lows
8.5% above previous 4 highs, 9.3% below previous 4 lows
8.0% above previous 5 highs, 8.1% below previous 5 lows
7.0% above previous 6 highs, 7.3% below previous 6 lows
6.6% above previous 7 highs, 7.1% below previous 7 lows
6.1% above previous 8 highs, 6.8% below previous 8 lows
6.0% above previous 9 highs, 6.3% below previous 9 lows
5.9% above previous 10 highs, 5.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150528 Closing)
40.2% are above or equal to 5/27 close (1 days ago), 59.8% are below.
69.0% are above or equal to 5/26 close (2 days ago), 31.0% are below.
37.3% are above or equal to 5/22 close (3 days ago), 62.7% are below.
34.3% are above or equal to 5/21 close (4 days ago), 65.7% are below.
37.6% are above or equal to 5/20 close (5 days ago), 62.4% are below.
36.2% are above or equal to 5/19 close (6 days ago), 63.8% are below.
36.9% are above or equal to 5/18 close (7 days ago), 63.1% are below.
46.3% are above or equal to 5/15 close (8 days ago), 53.7% are below.
47.6% are above or equal to 5/14 close (9 days ago), 52.4% are below.
60.5% are above or equal to 5/13 close (10 days ago), 39.5% are below.
59.8% are above or equal to 5/12 close (11 days ago), 40.2% are below.
56.0% are above or equal to 5/11 close (12 days ago), 44.0% are below.
53.2% are above or equal to 5/8 close (13 days ago), 46.8% are below.
62.9% are above or equal to 5/7 close (14 days ago), 37.1% are below.
67.0% are above or equal to 5/6 close (15 days ago), 33.0% are below.
63.0% are above or equal to 5/5 close (16 days ago), 37.0% are below.
52.5% are above or equal to 5/4 close (17 days ago), 47.5% are below.
53.5% are above or equal to 5/1 close (18 days ago), 46.5% are below.
61.1% are above or equal to 4/30 close (19 days ago), 38.9% are below.
51.7% are above or equal to 4/29 close (20 days ago), 48.3% are below.
48.4% are above or equal to 4/28 close (21 days ago), 51.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150528 Closing)
20d: 9.6% new highs, 11.0% new lows
21d: 9.4% new highs, 11.0% new lows
42d: 6.7% new highs, 5.9% new lows
63d: 5.6% new highs, 4.4% new lows
126d: 4.9% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150528 Closing)
2-day: 38.8% above, 61.2% below
3-day: 59.2% above, 40.8% below
4-day: 48.7% above, 51.3% below
5-day: 42.4% above, 57.6% below
8-day: 38.8% above, 61.2% below
10-day: 41.1% above, 58.9% below
20-day: 54.9% above, 45.1% below
50-day: 52.6% above, 47.4% below
200-day: 59.0% above, 41.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150528 Closing)
COHW(49): 0.46% Top=WDC INFN PANW UBNT PLCM WIN STX NMBL ….. GOGO TMUS GIMO KN SMCI VRSN HRS TDS=Bottom (Computer Hardware/Telecom)
ELEC(55): 0.09% Top=CREE MRVL IDTI CGNX GRMN NVDA CSIQ MLNX ….. SWKS HIMX ATML AMBA FSLR FCS JASO QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(36): 0.08% Top=MBI GNW BRO PGR ORI VR ACGL ALL ….. FNF HIG MTG XL AGO CNO AJG CLGX=Bottom (Insurance)
CONS(58): 0.02% Top=SKX RL CRI VFC UA FOSL PAY COTY ….. SEE AVP UFS MAT KATE BERY PBI CROX=Bottom (Consumer)
META(22): 0.02% Top=SWC ABX BVN AEM NEM GG PAAS SLW ….. CCJ STLD X AA RGLD CNX SLCA CENX=Bottom (Metals & Mining)
MATE(30): 0.01% Top=MTZ RYL MDC TOL RYN LEN KBH WCN ….. VMC CVA DAR FLR AWI DY EXP MLM=Bottom (Materials & Construction)
FINA(85): -0.05% Top=JNS WETF ARCC APO OCN CG STT ICE ….. WDR PACW ISBC BMO TD WU TRCO HAWK=Bottom (Banks/Financials)
CHEM(31): -0.06% Top=PX DD WLK DOW AGU VAL CE OLN ….. POL ASH HUN CBT ALB CHMT PEIX FTK=Bottom (Chemicals/Fertilizers)
LEIS(38): -0.07% Top=GPRO SHAK CMG MGM LVS LQ SGMS SBUX ….. BWLD SONC BLMN RCL EXPE LOCO MCD QUNR=Bottom (Leisure)
COSW(94): -0.15% Top=YELP VEEV FEYE ROVI SPLK PFPT FTNT CHKP ….. SOHU WDAY CMCM WUBA BITA MOMO VIPS ATHM=Bottom (Computer Software/Internet)
RETA(67): -0.17% Top=ANF GME EBAY GES SPLS GPS FINL SHLD ….. WFM W TFM SSI SFM BABA FIVE DANG=Bottom (Retail & Specialty Retail)
HEAL(55): -0.27% Top=ALGN NUVA BSX AET WX RMD CI WMGI ….. UHS DGX SEM A ABMD PODD INCR OSUR=Bottom (Health)
REAL(78): -0.30% Top=RLGY CONE NSM NLY AGNC PEB BAM AVB ….. HME LPT REG SHO VTR BEE BMR CXP=Bottom (Real Estate)
DISV(49): -0.39% Top=HMHC BAH ULTA ATHN MRKT TNET ACM RHI ….. R VNTV MYGN CAR YY AAN SERV URI=Bottom (Diversified Services)
MANU(42): -0.40% Top=DDD JKS SEDG ZBRA BWC XYL GTLS GE ….. RXN TKR ATI CAT KMT MRC JOY TEX=Bottom (Manufacturing)
TRAN(37): -0.82% Top=NAT ALK XPO TK STNG TDW VA ODFL ….. CHRW CNI HA TRN EXPD KSU AAWW CP=Bottom (Transportation)
ENER(101): -0.96% Top=CRR CIE ALJ MPC EXH HOS OXY DK ….. PAGP SM RRC SWN PE BCEI LPI SN=Bottom (Energy)

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

Filed under: Market Stats — daytrend @ 2:40 pm

Market Stats at 3:40 pm ET
by daytrend on 20150528. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 (20150528 3:40 pm ET)
19.3% of stocks are above yesterday’s high.
55.1% are above yesterday’s midpoint. (44.9% are below.)
15.3% are below yesterday’s low.
65.4% are inside yesterday’s range.
45.3% of stocks with today’s high > yesterday’s high. (54.7% less than).
40.9% of stocks with today’s low < yesterday’s low. (59.1% greater than).

EVIDENCE OF INTRADAY TREND (20150528 3:40 pm ET)
45.4% of stocks are above today’s open. (53.0% are below).
32.9% of stocks are above today’s open and yesterday’s close.
50.6% are below both.
4.4% of stocks opened above yesterday’s high.
21.8% of stocks opened above yesterday’s close. (72.9% opened below yesterday’s close).
5.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150528 3:40 pm ET)
11.7% of stocks are in the top 10% of today’s range.
23.4% are in the top 20%.
56.3% are in the top half. 43.7% of stocks are in the bottom half of today’s range.
11.8% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN (20150528 3:40 pm ET)
37.2% of stocks are above yesterday’s close. (62.8% are below.)
0.9% are up 4.5% or more. 1.4% are down 4.5% or more.
1.4% are up 3.5% or more. 2.3% are down 3.5% or more.
71.3% are between +1% and -1%.

RSI on DAILY (20150528 3:40 pm ET)
2-day: >=95:1.9%…>=90:5.1%…>=80:12.8%…>=50:42.7%…<=20:21.8%…<=10:10.4%…<=5:4.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:48.8%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:49.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150528 3:40 pm ET)
19.3% above previous 1 highs, 15.3% below previous 1 lows
13.3% above previous 2 highs, 12.3% below previous 2 lows
8.5% above previous 3 highs, 11.2% below previous 3 lows
7.4% above previous 4 highs, 10.5% below previous 4 lows
6.9% above previous 5 highs, 9.2% below previous 5 lows
6.0% above previous 6 highs, 8.3% below previous 6 lows
5.8% above previous 7 highs, 7.8% below previous 7 lows
5.2% above previous 8 highs, 7.3% below previous 8 lows
5.2% above previous 9 highs, 6.7% below previous 9 lows
5.1% above previous 10 highs, 5.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150528 3:40 pm ET)
37.2% are above or equal to 5/27 close (1 days ago), 62.8% are below.
67.1% are above or equal to 5/26 close (2 days ago), 32.9% are below.
35.1% are above or equal to 5/22 close (3 days ago), 64.9% are below.
32.9% are above or equal to 5/21 close (4 days ago), 67.1% are below.
36.5% are above or equal to 5/20 close (5 days ago), 63.5% are below.
35.5% are above or equal to 5/19 close (6 days ago), 64.5% are below.
35.6% are above or equal to 5/18 close (7 days ago), 64.4% are below.
45.2% are above or equal to 5/15 close (8 days ago), 54.8% are below.
46.4% are above or equal to 5/14 close (9 days ago), 53.6% are below.
59.4% are above or equal to 5/13 close (10 days ago), 40.6% are below.
59.0% are above or equal to 5/12 close (11 days ago), 41.0% are below.
55.1% are above or equal to 5/11 close (12 days ago), 44.9% are below.
52.1% are above or equal to 5/8 close (13 days ago), 47.9% are below.
62.0% are above or equal to 5/7 close (14 days ago), 38.0% are below.
67.0% are above or equal to 5/6 close (15 days ago), 33.0% are below.
62.8% are above or equal to 5/5 close (16 days ago), 37.2% are below.
51.1% are above or equal to 5/4 close (17 days ago), 48.9% are below.
53.0% are above or equal to 5/1 close (18 days ago), 47.0% are below.
60.1% are above or equal to 4/30 close (19 days ago), 39.9% are below.
51.3% are above or equal to 4/29 close (20 days ago), 48.7% are below.
48.3% are above or equal to 4/28 close (21 days ago), 51.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150528 3:40 pm ET)
20d: 9.6% new highs, 10.9% new lows
21d: 9.4% new highs, 10.9% new lows
42d: 6.7% new highs, 5.8% new lows
63d: 5.6% new highs, 4.3% new lows
126d: 4.9% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150528 3:40 pm ET)
2-day: 34.8% above, 65.2% below
3-day: 56.5% above, 43.5% below
4-day: 45.7% above, 54.3% below
5-day: 39.5% above, 60.5% below
8-day: 36.7% above, 63.3% below
10-day: 39.3% above, 60.7% below
20-day: 54.2% above, 45.8% below
50-day: 52.1% above, 47.9% below
200-day: 58.8% above, 41.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150528 3:40 pm ET)
COHW(49): 0.50% Top=WDC PANW INFN UBNT WIN PLCM STX NSR ….. GOGO LVLT GIMO TMUS SMCI KN VRSN TDS=Bottom (Computer Hardware/Telecom)
ELEC(55): 0.03% Top=CREE MRVL IDTI GRMN NVDA CGNX CSIQ INTC ….. FSLR CPHD TSRA SWKS ATML FCS JASO QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(36): -0.02% Top=GNW MBI BRO PRE VR PGR ALL MET ….. WSH HIG CNO AJG MTG XL AGO CLGX=Bottom (Insurance)
MATE(30): -0.04% Top=TOL MDC RYL SPF RYN TPH LEN KBH ….. CLH DAR VMC FLR DY EXP MLM AWI=Bottom (Materials & Construction)
CONS(58): -0.07% Top=RL SKX CRI VFC UA FOSL PAY COTY ….. MAT GT AVP UFS BERY KATE PBI CROX=Bottom (Consumer)
META(22): -0.08% Top=SWC BVN ABX AEM NEM GG SLW TCK ….. X STLD AA CCJ RGLD CNX SLCA CENX=Bottom (Metals & Mining)
LEIS(38): -0.12% Top=GPRO CMG SHAK MGM LQ LVS SGMS RRGB ….. QSR EXPE BWLD SONC RCL MCD LOCO QUNR=Bottom (Leisure)
FINA(85): -0.15% Top=JNS WETF OCN APO ARCC STT ICE CG ….. PACW WDR BMO RF OZRK WU TRCO HAWK=Bottom (Banks/Financials)
CHEM(31): -0.17% Top=DD DOW PX AGU WLK CE VAL OLN ….. POL ASH HUN ALB CBT CHMT PEIX FTK=Bottom (Chemicals/Fertilizers)
RETA(67): -0.21% Top=ANF GME EBAY GES SPLS GPS FINL SHLD ….. DSW TFM W SFM FIVE SSI BABA DANG=Bottom (Retail & Specialty Retail)
COSW(94): -0.22% Top=YELP VEEV FEYE PFPT ROVI SPLK FTNT CHKP ….. SOHU SFUN CMCM WUBA BITA VIPS ATHM MOMO=Bottom (Computer Software/Internet)
HEAL(55): -0.41% Top=ALGN BSX NUVA WX RMD AET CI ABT ….. UHS SEM DGX A ABMD PODD INCR OSUR=Bottom (Health)
REAL(78): -0.41% Top=RLGY CONE NSM NLY AGNC ARCP PEB BAM ….. HPT VTR REG LPT SHO BEE BMR CXP=Bottom (Real Estate)
MANU(42): -0.41% Top=DDD SEDG JKS ZBRA BWC XYL HON AOS ….. RS TKR ATI KMT CAT MRC JOY TEX=Bottom (Manufacturing)
DISV(49): -0.51% Top=BAH HMHC MRKT APOL ATHN TNET RHI MA ….. VNTV Z CAR MYGN AAN YY SERV URI=Bottom (Diversified Services)
TRAN(37): -0.86% Top=NAT STNG ALK XPO TK TDW ECHO UAL ….. JBLU CNI EXPD TRN HA KSU AAWW CP=Bottom (Transportation)
ENER(101): -1.02% Top=CRR CIE MPC EXH ALJ NBL OXY DK ….. BAS SM RRC SWN BCEI LPI PE SN=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 3:40 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:57 pm

Market Stats at 1:57 pm ET
by daytrend on 20150528. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 (20150528 1:57 pm ET)
13.9% of stocks are above yesterday’s high.
48.0% are above yesterday’s midpoint. (52.0% are below.)
19.3% are below yesterday’s low.
66.8% are inside yesterday’s range.
41.4% of stocks with today’s high > yesterday’s high. (58.6% less than).
40.2% of stocks with today’s low < yesterday’s low. (59.8% greater than).

EVIDENCE OF INTRADAY TREND (20150528 1:57 pm ET)
36.7% of stocks are above today’s open. (62.7% are below).
26.1% of stocks are above today’s open and yesterday’s close.
60.9% are below both.
4.4% of stocks opened above yesterday’s high.
21.8% of stocks opened above yesterday’s close. (72.9% opened below yesterday’s close).
5.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150528 1:57 pm ET)
6.4% of stocks are in the top 10% of today’s range.
13.6% are in the top 20%.
41.4% are in the top half. 58.6% of stocks are in the bottom half of today’s range.
21.7% are in the bottom 20%.
9.8% are in the bottom 10%.

GAIN (20150528 1:57 pm ET)
28.7% of stocks are above yesterday’s close. (71.3% are below.)
0.6% are up 4.5% or more. 1.5% are down 4.5% or more.
1.0% are up 3.5% or more. 3.0% are down 3.5% or more.
68.7% are between +1% and -1%.

RSI on DAILY (20150528 1:57 pm ET)
2-day: >=95:1.6%…>=90:3.6%…>=80:10.5%…>=50:36.1%…<=20:25.0%…<=10:12.9%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:45.2%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:47.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150528 1:57 pm ET)
13.9% above previous 1 highs, 19.3% below previous 1 lows
9.7% above previous 2 highs, 15.0% below previous 2 lows
6.3% above previous 3 highs, 14.1% below previous 3 lows
5.3% above previous 4 highs, 12.9% below previous 4 lows
4.7% above previous 5 highs, 11.4% below previous 5 lows
4.1% above previous 6 highs, 10.5% below previous 6 lows
4.1% above previous 7 highs, 10.0% below previous 7 lows
3.6% above previous 8 highs, 9.5% below previous 8 lows
3.6% above previous 9 highs, 8.7% below previous 9 lows
3.5% above previous 10 highs, 7.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150528 1:57 pm ET)
28.7% are above or equal to 5/27 close (1 days ago), 71.3% are below.
62.0% are above or equal to 5/26 close (2 days ago), 38.0% are below.
30.7% are above or equal to 5/22 close (3 days ago), 69.3% are below.
30.5% are above or equal to 5/21 close (4 days ago), 69.5% are below.
33.8% are above or equal to 5/20 close (5 days ago), 66.2% are below.
31.8% are above or equal to 5/19 close (6 days ago), 68.2% are below.
32.7% are above or equal to 5/18 close (7 days ago), 67.3% are below.
42.8% are above or equal to 5/15 close (8 days ago), 57.2% are below.
44.7% are above or equal to 5/14 close (9 days ago), 55.3% are below.
57.1% are above or equal to 5/13 close (10 days ago), 42.9% are below.
57.3% are above or equal to 5/12 close (11 days ago), 42.7% are below.
53.6% are above or equal to 5/11 close (12 days ago), 46.4% are below.
50.1% are above or equal to 5/8 close (13 days ago), 49.9% are below.
59.9% are above or equal to 5/7 close (14 days ago), 40.1% are below.
65.6% are above or equal to 5/6 close (15 days ago), 34.4% are below.
61.7% are above or equal to 5/5 close (16 days ago), 38.3% are below.
49.0% are above or equal to 5/4 close (17 days ago), 51.0% are below.
51.8% are above or equal to 5/1 close (18 days ago), 48.2% are below.
59.3% are above or equal to 4/30 close (19 days ago), 40.7% are below.
50.4% are above or equal to 4/29 close (20 days ago), 49.6% are below.
47.2% are above or equal to 4/28 close (21 days ago), 52.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150528 1:57 pm ET)
20d: 8.4% new highs, 10.9% new lows
21d: 8.2% new highs, 10.9% new lows
42d: 5.7% new highs, 5.8% new lows
63d: 5.0% new highs, 4.3% new lows
126d: 4.4% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150528 1:57 pm ET)
2-day: 27.8% above, 72.2% below
3-day: 48.3% above, 51.7% below
4-day: 38.7% above, 61.3% below
5-day: 35.0% above, 65.0% below
8-day: 32.8% above, 67.2% below
10-day: 34.5% above, 65.5% below
20-day: 52.0% above, 48.0% below
50-day: 50.5% above, 49.5% below
200-day: 58.4% above, 41.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150528 1:57 pm ET)
COHW(49): 0.27% Top=WDC INFN PANW UBNT STX SNDK ANET MSI ….. HRS LVLT TMUS VRSN SWIR SMCI CCOI TDS=Bottom (Computer Hardware/Telecom)
CONS(58): -0.08% Top=SKX RL CRI VFC UA FOSL PVH DECK ….. BLL CROX OI BMS UFS AVP BERY PBI=Bottom (Consumer)
ELEC(55): -0.12% Top=MRVL CREE IDTI SCTY GRMN CGNX NVDA CAVM ….. FSLR TSL TSRA ATML HIMX SPWR JASO QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): -0.21% Top=KBH MDC RYN LEN SPF WCN RYL MTZ ….. CVA PWR DAR DY FLR EXP AWI MLM=Bottom (Materials & Construction)
RETA(67): -0.25% Top=ANF GME ASNA GES EBAY GPS SHLD SPLS ….. ZU SIG BABA FIVE DSW SSI W DANG=Bottom (Retail & Specialty Retail)
INSU(36): -0.27% Top=MBI GNW PRE BRO ACGL VR ALL PGR ….. CNO FAF AJG LNC XL AGO CLGX MTG=Bottom (Insurance)
CHEM(31): -0.39% Top=VAL PX DOW OLN DD CE WLK POT ….. MOS POL HUN CBT ALB CHMT PEIX FTK=Bottom (Chemicals/Fertilizers)
LEIS(38): -0.40% Top=GPRO CMG MGM LVS SGMS RRGB SBUX LQ ….. EAT CCL EXPE SEAS LOCO RCL MCD QUNR=Bottom (Leisure)
COSW(94): -0.41% Top=FEYE YELP PFPT VEEV ROVI CHKP TWTR FTNT ….. SOHU SFUN WUBA CMCM BITA VIPS ATHM MOMO=Bottom (Computer Software/Internet)
META(22): -0.41% Top=SWC AEM ABX BVN NEM GG SLW GOLD ….. RGLD AA X STLD CCJ CNX SLCA CENX=Bottom (Metals & Mining)
REAL(78): -0.42% Top=RLGY CONE NSM NLY AGNC ARCP PEB CIM ….. CBG HIW HME BEE HPT SHO BMR CXP=Bottom (Real Estate)
FINA(85): -0.44% Top=OCN JNS WETF APO ARCC ICE NDAQ SYF ….. WDR BMO RF HBHC WU OZRK TRCO HAWK=Bottom (Banks/Financials)
HEAL(55): -0.45% Top=BSX ALGN NUVA WX ABT RMD ZLTQ WMGI ….. DGX MR CYH UHS A ABMD INCR OSUR=Bottom (Health)
DISV(49): -0.62% Top=HMSY HMHC MRKT ATHN BAH RHI MA V ….. DV AAN MYGN R CAR YY SERV URI=Bottom (Diversified Services)
MANU(42): -0.67% Top=SEDG DDD JKS ZBRA BWC XYL AOS IR ….. RS TKR CAT ATI KMT JOY MRC TEX=Bottom (Manufacturing)
TRAN(37): -1.10% Top=NAT TK STNG ALK ECHO UAL AIRM XPO ….. CNI TRN EXPD KSU HA AAWW TDW CP=Bottom (Transportation)
ENER(101): -1.63% Top=CRR EXH MPC HFC OXY DK ALJ CIE ….. BAS BBG PE SWN BCEI CJES LPI SN=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 1:57 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:08 pm

Market Stats at 1:08 pm ET
by daytrend on 20150528. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 (20150528 1:08 pm ET)
13.5% of stocks are above yesterday’s high.
47.7% are above yesterday’s midpoint. (52.3% are below.)
20.8% are below yesterday’s low.
65.7% are inside yesterday’s range.
40.7% of stocks with today’s high > yesterday’s high. (59.3% less than).
39.3% of stocks with today’s low < yesterday’s low. (60.7% greater than).

EVIDENCE OF INTRADAY TREND (20150528 1:08 pm ET)
36.5% of stocks are above today’s open. (62.4% are below).
24.4% of stocks are above today’s open and yesterday’s close.
60.3% are below both.
4.4% of stocks opened above yesterday’s high.
21.8% of stocks opened above yesterday’s close. (72.9% opened below yesterday’s close).
5.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150528 1:08 pm ET)
5.9% of stocks are in the top 10% of today’s range.
12.3% are in the top 20%.
38.6% are in the top half. 61.4% of stocks are in the bottom half of today’s range.
22.1% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN (20150528 1:08 pm ET)
28.0% of stocks are above yesterday’s close. (72.0% are below.)
0.6% are up 4.5% or more. 1.4% are down 4.5% or more.
1.2% are up 3.5% or more. 3.2% are down 3.5% or more.
68.0% are between +1% and -1%.

RSI on DAILY (20150528 1:08 pm ET)
2-day: >=95:1.8%…>=90:3.9%…>=80:10.2%…>=50:35.3%…<=20:25.7%…<=10:13.1%…<=5:6.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:46.0%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:48.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150528 1:08 pm ET)
13.5% above previous 1 highs, 20.8% below previous 1 lows
9.3% above previous 2 highs, 15.9% below previous 2 lows
5.6% above previous 3 highs, 15.1% below previous 3 lows
4.6% above previous 4 highs, 13.8% below previous 4 lows
4.1% above previous 5 highs, 12.3% below previous 5 lows
3.9% above previous 6 highs, 11.4% below previous 6 lows
3.8% above previous 7 highs, 10.9% below previous 7 lows
3.3% above previous 8 highs, 10.4% below previous 8 lows
3.3% above previous 9 highs, 9.7% below previous 9 lows
3.2% above previous 10 highs, 9.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150528 1:08 pm ET)
28.0% are above or equal to 5/27 close (1 days ago), 72.0% are below.
63.1% are above or equal to 5/26 close (2 days ago), 36.9% are below.
31.7% are above or equal to 5/22 close (3 days ago), 68.3% are below.
29.8% are above or equal to 5/21 close (4 days ago), 70.2% are below.
32.9% are above or equal to 5/20 close (5 days ago), 67.1% are below.
32.5% are above or equal to 5/19 close (6 days ago), 67.5% are below.
33.9% are above or equal to 5/18 close (7 days ago), 66.1% are below.
42.7% are above or equal to 5/15 close (8 days ago), 57.3% are below.
44.2% are above or equal to 5/14 close (9 days ago), 55.8% are below.
57.0% are above or equal to 5/13 close (10 days ago), 43.0% are below.
57.3% are above or equal to 5/12 close (11 days ago), 42.7% are below.
53.9% are above or equal to 5/11 close (12 days ago), 46.1% are below.
50.8% are above or equal to 5/8 close (13 days ago), 49.2% are below.
59.7% are above or equal to 5/7 close (14 days ago), 40.3% are below.
65.9% are above or equal to 5/6 close (15 days ago), 34.1% are below.
61.6% are above or equal to 5/5 close (16 days ago), 38.4% are below.
49.1% are above or equal to 5/4 close (17 days ago), 50.9% are below.
51.7% are above or equal to 5/1 close (18 days ago), 48.3% are below.
59.4% are above or equal to 4/30 close (19 days ago), 40.6% are below.
50.4% are above or equal to 4/29 close (20 days ago), 49.6% are below.
47.1% are above or equal to 4/28 close (21 days ago), 52.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150528 1:08 pm ET)
20d: 8.3% new highs, 10.9% new lows
21d: 8.1% new highs, 10.9% new lows
42d: 5.7% new highs, 5.8% new lows
63d: 5.0% new highs, 4.3% new lows
126d: 4.4% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150528 1:08 pm ET)
2-day: 27.0% above, 73.0% below
3-day: 48.0% above, 52.0% below
4-day: 38.6% above, 61.4% below
5-day: 35.6% above, 64.4% below
8-day: 32.4% above, 67.6% below
10-day: 35.1% above, 64.9% below
20-day: 51.3% above, 48.7% below
50-day: 49.9% above, 50.1% below
200-day: 58.3% above, 41.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150528 1:08 pm ET)
COHW(49): 0.34% Top=INFN WDC PANW UBNT SNDK STX SYNA BRCD ….. LVLT VRSN SMCI SWIR TMUS GIMO CCOI TDS=Bottom (Computer Hardware/Telecom)
ELEC(55): 0.02% Top=MRVL CREE IDTI CGNX SCTY CSIQ INTC GRMN ….. TSL HIMX FSLR CPHD SPWR TSRA JASO QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(58): -0.02% Top=RL SKX VFC CRI FOSL UA PVH DECK ….. CCK MAT OI AVP BMS UFS BERY PBI=Bottom (Consumer)
MATE(30): -0.10% Top=KBH SPF MDC LEN RYL MTH MTZ RYN ….. DY CVA PWR DAR AWI FLR EXP MLM=Bottom (Materials & Construction)
RETA(67): -0.20% Top=ANF GES GPS ASNA GME KORS BBBY FINL ….. TFM ZU FIVE SIG BABA SSI W DANG=Bottom (Retail & Specialty Retail)
LEIS(38): -0.26% Top=GPRO SHAK CMG MGM LVS SGMS LQ RRGB ….. CCL SONC SEAS EXPE MCD LOCO RCL QUNR=Bottom (Leisure)
INSU(36): -0.29% Top=GNW PRE MBI VR BRO ACGL ALL PGR ….. FAF CNO PRU AJG LNC AGO CLGX MTG=Bottom (Insurance)
FINA(85): -0.36% Top=OCN APO JNS WETF ARCC NDAQ ICE STT ….. PACW FMER WDR WU OZRK BMO TRCO HAWK=Bottom (Banks/Financials)
HEAL(55): -0.42% Top=BSX ALGN NUVA WX MD RMD HYH ABT ….. DGX CYH MR UHS ABMD A INCR OSUR=Bottom (Health)
COSW(94): -0.46% Top=FEYE YELP ROVI PFPT TWTR VEEV IMPV CHKP ….. WDAY VIPS CMCM WUBA SFUN BITA ATHM MOMO=Bottom (Computer Software/Internet)
CHEM(31): -0.48% Top=VAL PX DOW DD OLN POT AGU GRA ….. AXLL HUN CBT ALB GPRE CHMT PEIX FTK=Bottom (Chemicals/Fertilizers)
META(22): -0.52% Top=SWC AEM BVN ABX NEM GG GOLD PAAS ….. X STLD SCCO AA CCJ CNX SLCA CENX=Bottom (Metals & Mining)
REAL(78): -0.55% Top=RLGY CONE NSM AGNC ARCP NLY CIM AVB ….. HIW LPT LXP HPT SHO BEE BMR CXP=Bottom (Real Estate)
DISV(49): -0.66% Top=HMHC BAH MRKT HMSY RHI MA SBAC APOL ….. DV AAN YY MYGN CAR R SERV URI=Bottom (Diversified Services)
MANU(42): -0.74% Top=DDD SEDG JKS ZBRA BWC AOS EMR HON ….. RS KMT CAT TKR ATI MRC JOY TEX=Bottom (Manufacturing)
TRAN(37): -1.28% Top=NAT ALK TK UAL AIRM DAL STNG XPO ….. CNI HA EXPD TRN KSU CP AAWW TDW=Bottom (Transportation)
ENER(101): -1.76% Top=CRR MPC EXH HFC TSO DK WNR XOM ….. BCEI BBG SM BAS CJES LPI PE SN=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 1:08 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:49 am

Market Stats at 11:49 am ET
by daytrend on 20150528. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 (20150528 11:49 am ET)
11.9% of stocks are above yesterday’s high.
41.9% are above yesterday’s midpoint. (58.1% are below.)
23.6% are below yesterday’s low.
64.5% are inside yesterday’s range.
39.5% of stocks with today’s high > yesterday’s high. (60.5% less than).
37.1% of stocks with today’s low < yesterday’s low. (62.9% greater than).

EVIDENCE OF INTRADAY TREND (20150528 11:49 am ET)
30.4% of stocks are above today’s open. (68.3% are below).
20.7% of stocks are above today’s open and yesterday’s close.
64.8% are below both.
4.4% of stocks opened above yesterday’s high.
21.8% of stocks opened above yesterday’s close. (72.9% opened below yesterday’s close).
5.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150528 11:49 am ET)
2.2% of stocks are in the top 10% of today’s range.
7.1% are in the top 20%.
30.1% are in the top half. 69.9% of stocks are in the bottom half of today’s range.
36.6% are in the bottom 20%.
23.8% are in the bottom 10%.

GAIN (20150528 11:49 am ET)
25.0% of stocks are above yesterday’s close. (75.0% are below.)
0.4% are up 4.5% or more. 1.4% are down 4.5% or more.
1.0% are up 3.5% or more. 2.7% are down 3.5% or more.
65.7% are between +1% and -1%.

RSI on DAILY (20150528 11:49 am ET)
2-day: >=95:1.6%…>=90:3.8%…>=80:9.0%…>=50:31.1%…<=20:27.3%…<=10:13.8%…<=5:5.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:44.7%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:46.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150528 11:49 am ET)
11.9% above previous 1 highs, 23.6% below previous 1 lows
8.1% above previous 2 highs, 17.6% below previous 2 lows
4.9% above previous 3 highs, 16.8% below previous 3 lows
4.6% above previous 4 highs, 15.5% below previous 4 lows
4.0% above previous 5 highs, 14.1% below previous 5 lows
3.7% above previous 6 highs, 13.2% below previous 6 lows
3.6% above previous 7 highs, 12.4% below previous 7 lows
3.5% above previous 8 highs, 12.0% below previous 8 lows
3.5% above previous 9 highs, 11.1% below previous 9 lows
3.3% above previous 10 highs, 10.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150528 11:49 am ET)
25.0% are above or equal to 5/27 close (1 days ago), 75.0% are below.
59.2% are above or equal to 5/26 close (2 days ago), 40.8% are below.
28.2% are above or equal to 5/22 close (3 days ago), 71.8% are below.
28.6% are above or equal to 5/21 close (4 days ago), 71.4% are below.
32.3% are above or equal to 5/20 close (5 days ago), 67.7% are below.
30.6% are above or equal to 5/19 close (6 days ago), 69.4% are below.
33.0% are above or equal to 5/18 close (7 days ago), 67.0% are below.
40.9% are above or equal to 5/15 close (8 days ago), 59.1% are below.
42.2% are above or equal to 5/14 close (9 days ago), 57.8% are below.
55.7% are above or equal to 5/13 close (10 days ago), 44.3% are below.
55.4% are above or equal to 5/12 close (11 days ago), 44.6% are below.
52.5% are above or equal to 5/11 close (12 days ago), 47.5% are below.
49.9% are above or equal to 5/8 close (13 days ago), 50.1% are below.
58.5% are above or equal to 5/7 close (14 days ago), 41.5% are below.
64.9% are above or equal to 5/6 close (15 days ago), 35.1% are below.
60.5% are above or equal to 5/5 close (16 days ago), 39.5% are below.
48.2% are above or equal to 5/4 close (17 days ago), 51.8% are below.
50.9% are above or equal to 5/1 close (18 days ago), 49.1% are below.
58.5% are above or equal to 4/30 close (19 days ago), 41.5% are below.
49.3% are above or equal to 4/29 close (20 days ago), 50.7% are below.
46.8% are above or equal to 4/28 close (21 days ago), 53.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150528 11:49 am ET)
20d: 8.2% new highs, 10.1% new lows
21d: 8.0% new highs, 10.0% new lows
42d: 5.7% new highs, 5.4% new lows
63d: 5.0% new highs, 4.1% new lows
126d: 4.4% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150528 11:49 am ET)
2-day: 24.2% above, 75.8% below
3-day: 41.6% above, 58.4% below
4-day: 34.5% above, 65.5% below
5-day: 32.3% above, 67.7% below
8-day: 29.6% above, 70.4% below
10-day: 33.2% above, 66.8% below
20-day: 50.7% above, 49.3% below
50-day: 49.4% above, 50.6% below
200-day: 58.3% above, 41.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150528 11:49 am ET)
COHW(49): 0.17% Top=INFN WDC PANW UBNT SNDK NMBL ANET STX ….. GOGO SMCI KN CCOI TMUS SWIR TDS GIMO=Bottom (Computer Hardware/Telecom)
MATE(30): 0.10% Top=MTZ KBH SPF MDC RYL TOL MTH PHM ….. CLH AWI WY PWR DAR FLR MLM EXP=Bottom (Materials & Construction)
ELEC(55): -0.04% Top=IDTI CREE CGNX MRVL CAVM ON SCTY GRMN ….. CPHD FSLR AMBA HIMX SPWR JASO TSRA QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(58): -0.07% Top=RL VFC SKX DECK CRI PVH FOSL UA ….. CCK EL BLL AVP CLX MAT BERY PBI=Bottom (Consumer)
LEIS(38): -0.25% Top=GPRO SHAK CMG LVS MGM SGMS LQ SIX ….. CCL SEAS EXPE QSR RCL LOCO MCD QUNR=Bottom (Leisure)
RETA(67): -0.28% Top=ANF GME GES LL ASNA GPS KORS M ….. ZU FIVE AMZN SIG SSI W DSW DANG=Bottom (Retail & Specialty Retail)
INSU(36): -0.46% Top=PRE GNW ACGL VR FNF MBI BRO ALL ….. CNO AJG PRU XL AGO LNC CLGX MTG=Bottom (Insurance)
FINA(85): -0.51% Top=OCN ARCC APO NDAQ WETF JNS FNFG ICE ….. WDR FMER TD HBHC WU TRCO BMO HAWK=Bottom (Banks/Financials)
COSW(94): -0.54% Top=VEEV FEYE YELP TWTR IMPV PFPT ROVI FTNT ….. WDAY WUBA BITA CMCM SFUN ATHM VIPS MOMO=Bottom (Computer Software/Internet)
CHEM(31): -0.56% Top=VAL DOW PX DD CYT POT PPG GRA ….. WLK MEOH ALB CBT GPRE PEIX CHMT FTK=Bottom (Chemicals/Fertilizers)
REAL(78): -0.62% Top=RLGY AGNC CONE ARCP NLY NSM STWD SNH ….. LHO BEE HPT PKY LPT CXP SHO BMR=Bottom (Real Estate)
HEAL(55): -0.66% Top=BSX ALGN RMD MD NUVA ABT WMGI WX ….. CYH PODD UHS DXCM ABMD A INCR OSUR=Bottom (Health)
DISV(49): -0.74% Top=ULTA SBAC MRKT BAH RHI APOL CTAS MA ….. VNTV AAN MYGN RBA YY SERV R URI=Bottom (Diversified Services)
META(22): -0.78% Top=SWC BVN ABX AEM NEM GG TCK GOLD ….. NUE STLD SCCO AA CCJ CNX SLCA CENX=Bottom (Metals & Mining)
MANU(42): -0.90% Top=SEDG JKS DDD ZBRA BWC AOS EMR MHK ….. KMT CAT TKR CFX ATI MRC JOY TEX=Bottom (Manufacturing)
TRAN(37): -1.12% Top=NAT ALK UAL DAL TK AAL WERN XPO ….. ECHO KEX EXPD KSU CNI CP TDW AAWW=Bottom (Transportation)
ENER(101): -1.71% Top=CRR EXH MPC HFC ALJ DK WNR TSO ….. SM BBG SWN RDC BAS SN LPI PE=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 11:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:27 am

Market Stats at 10:26 am ET
by daytrend on 20150528. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 (20150528 10:26 am ET)
10.1% of stocks are above yesterday’s high.
49.4% are above yesterday’s midpoint. (50.6% are below.)
15.7% are below yesterday’s low.
74.1% are inside yesterday’s range.
33.1% of stocks with today’s high > yesterday’s high. (66.9% less than).
31.2% of stocks with today’s low < yesterday’s low. (68.8% greater than).

EVIDENCE OF INTRADAY TREND (20150528 10:26 am ET)
36.4% of stocks are above today’s open. (62.2% are below).
21.6% of stocks are above today’s open and yesterday’s close.
59.4% are below both.
4.4% of stocks opened above yesterday’s high.
21.8% of stocks opened above yesterday’s close. (72.9% opened below yesterday’s close).
5.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150528 10:26 am ET)
7.8% of stocks are in the top 10% of today’s range.
15.4% are in the top 20%.
39.3% are in the top half. 60.7% of stocks are in the bottom half of today’s range.
27.2% are in the bottom 20%.
13.7% are in the bottom 10%.

GAIN (20150528 10:26 am ET)
26.0% of stocks are above yesterday’s close. (74.0% are below.)
0.4% are up 4.5% or more. 1.1% are down 4.5% or more.
0.8% are up 3.5% or more. 1.5% are down 3.5% or more.
74.5% are between +1% and -1%.

RSI on DAILY (20150528 10:26 am ET)
2-day: >=95:1.4%…>=90:3.3%…>=80:8.4%…>=50:34.7%…<=20:23.9%…<=10:11.7%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:46.3%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:48.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150528 10:26 am ET)
10.1% above previous 1 highs, 15.7% below previous 1 lows
6.6% above previous 2 highs, 12.0% below previous 2 lows
4.1% above previous 3 highs, 11.5% below previous 3 lows
3.9% above previous 4 highs, 10.4% below previous 4 lows
3.2% above previous 5 highs, 9.4% below previous 5 lows
2.9% above previous 6 highs, 8.8% below previous 6 lows
2.8% above previous 7 highs, 8.0% below previous 7 lows
2.7% above previous 8 highs, 7.7% below previous 8 lows
2.7% above previous 9 highs, 6.8% below previous 9 lows
2.7% above previous 10 highs, 6.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150528 10:26 am ET)
26.0% are above or equal to 5/27 close (1 days ago), 74.0% are below.
63.0% are above or equal to 5/26 close (2 days ago), 37.0% are below.
30.7% are above or equal to 5/22 close (3 days ago), 69.3% are below.
29.2% are above or equal to 5/21 close (4 days ago), 70.8% are below.
34.0% are above or equal to 5/20 close (5 days ago), 66.0% are below.
33.3% are above or equal to 5/19 close (6 days ago), 66.7% are below.
34.0% are above or equal to 5/18 close (7 days ago), 66.0% are below.
42.4% are above or equal to 5/15 close (8 days ago), 57.6% are below.
44.9% are above or equal to 5/14 close (9 days ago), 55.1% are below.
57.2% are above or equal to 5/13 close (10 days ago), 42.8% are below.
56.9% are above or equal to 5/12 close (11 days ago), 43.1% are below.
53.1% are above or equal to 5/11 close (12 days ago), 46.9% are below.
49.9% are above or equal to 5/8 close (13 days ago), 50.1% are below.
59.3% are above or equal to 5/7 close (14 days ago), 40.7% are below.
65.4% are above or equal to 5/6 close (15 days ago), 34.6% are below.
61.8% are above or equal to 5/5 close (16 days ago), 38.2% are below.
49.6% are above or equal to 5/4 close (17 days ago), 50.4% are below.
52.0% are above or equal to 5/1 close (18 days ago), 48.0% are below.
59.1% are above or equal to 4/30 close (19 days ago), 40.9% are below.
50.5% are above or equal to 4/29 close (20 days ago), 49.5% are below.
47.1% are above or equal to 4/28 close (21 days ago), 52.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150528 10:26 am ET)
20d: 7.1% new highs, 8.4% new lows
21d: 7.0% new highs, 8.3% new lows
42d: 5.1% new highs, 4.5% new lows
63d: 4.5% new highs, 3.6% new lows
126d: 4.1% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150528 10:26 am ET)
2-day: 23.9% above, 76.1% below
3-day: 48.2% above, 51.8% below
4-day: 38.7% above, 61.3% below
5-day: 35.0% above, 65.0% below
8-day: 32.0% above, 68.0% below
10-day: 35.0% above, 65.0% below
20-day: 50.6% above, 49.4% below
50-day: 51.0% above, 49.0% below
200-day: 58.3% above, 41.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150528 10:26 am ET)
COHW(49): 0.15% Top=WDC PANW SNDK INFN UBNT STX NMBL CUDA ….. ZAYO SWIR SMCI SSYS TDS GOGO TMUS GIMO=Bottom (Computer Hardware/Telecom)
ELEC(55): -0.00% Top=IDTI CREE CGNX CAVM MU CSIQ NVDA NXPI ….. TSRA FSLR JASO SPWR CPHD HIMX AVGO QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(58): -0.13% Top=RL VFC PVH CRI FOSL UA PAY KATE ….. BC LEG MAT BLL OI BERY PBI AVP=Bottom (Consumer)
MATE(30): -0.14% Top=SPF MDC PHM KBH TOL LEN RYL TPH ….. WY VMC CVA AWI FLR PWR EXP MLM=Bottom (Materials & Construction)
RETA(67): -0.16% Top=ANF GES PIR SHLD VSI KSS M GME ….. AMZN ZU BABA W SIG SSI DSW DANG=Bottom (Retail & Specialty Retail)
LEIS(38): -0.18% Top=GPRO SHAK CMG RRGB LVS LQ MGM DRI ….. CCL HOT BWLD MCD RCL EXPE LOCO QUNR=Bottom (Leisure)
INSU(36): -0.27% Top=MBI GNW ACGL BRO VR ORI ALL FNF ….. MET AIG AON PRU L MTG CNO LNC=Bottom (Insurance)
FINA(85): -0.30% Top=OCN WETF JNS ACAS ARCC FNFG NDAQ APO ….. HBHC LAZ WU FMER TD BMO TRCO HAWK=Bottom (Banks/Financials)
CHEM(31): -0.38% Top=VAL PX DOW CE MON SHW POT OLN ….. POL WLK CBT PEIX AXLL GPRE FTK CHMT=Bottom (Chemicals/Fertilizers)
COSW(94): -0.48% Top=ROVI FEYE CHKP TWTR IMPV CSOD FTNT INOV ….. SOHU VIPS ATHM WUBA CMCM BITA SFUN MOMO=Bottom (Computer Software/Internet)
HEAL(55): -0.51% Top=NUVA HYH WMGI STE MD BSX ALGN WX ….. SPNC MR ABMD UHS A OPK INCR OSUR=Bottom (Health)
REAL(78): -0.54% Top=RLGY CONE NSM AGNC NLY ARCP PGRE STWD ….. NRF O LPT CXP HCP BMR LXP PKY=Bottom (Real Estate)
DISV(49): -0.64% Top=RHI MRKT HMHC SBAC VRSK CTAS GPN FISV ….. ACM ATHN R DV MYGN SERV YY URI=Bottom (Diversified Services)
MANU(42): -0.77% Top=SEDG JKS DDD ZBRA MHK PCP HON BWC ….. KMT CAT TKR MRC GTLS ATI JOY TEX=Bottom (Manufacturing)
META(22): -0.98% Top=SWC BVN TCK ABX AEM RGLD GOLD PAAS ….. SCCO CCJ X AA FCX SLCA CNX CENX=Bottom (Metals & Mining)
TRAN(37): -1.02% Top=NAT TK UAL DAL ALK AAL WERN AIRM ….. CSX TRN KEX KSU CNI AAWW TDW CP=Bottom (Transportation)
ENER(101): -1.13% Top=CRR EXH DK XOM NBL ALJ HOS HES ….. SEMG BAS FANG PE QEP LPI RDC SN=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 10:26 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:56 am

Market Stats at 9:55 am ET
by daytrend on 20150528. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 (20150528 9:55 am ET)
7.4% of stocks are above yesterday’s high.
46.4% are above yesterday’s midpoint. (53.6% are below.)
16.2% are below yesterday’s low.
76.4% are inside yesterday’s range.
31.4% of stocks with today’s high > yesterday’s high. (68.6% less than).
22.5% of stocks with today’s low < yesterday’s low. (77.5% greater than).

EVIDENCE OF INTRADAY TREND (20150528 9:55 am ET)
28.3% of stocks are above today’s open. (69.9% are below).
15.2% of stocks are above today’s open and yesterday’s close.
66.9% are below both.
4.4% of stocks opened above yesterday’s high.
21.8% of stocks opened above yesterday’s close. (72.9% opened below yesterday’s close).
5.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150528 9:55 am ET)
1.3% of stocks are in the top 10% of today’s range.
4.5% are in the top 20%.
20.5% are in the top half. 79.5% of stocks are in the bottom half of today’s range.
53.6% are in the bottom 20%.
40.5% are in the bottom 10%.

GAIN (20150528 9:55 am ET)
19.1% of stocks are above yesterday’s close. (80.9% are below.)
0.5% are up 4.5% or more. 1.2% are down 4.5% or more.
0.6% are up 3.5% or more. 1.9% are down 3.5% or more.
75.7% are between +1% and -1%.

RSI on DAILY (20150528 9:55 am ET)
2-day: >=95:1.0%…>=90:2.7%…>=80:6.5%…>=50:31.6%…<=20:26.1%…<=10:14.0%…<=5:6.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:45.2%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:47.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150528 9:55 am ET)
7.4% above previous 1 highs, 16.2% below previous 1 lows
5.4% above previous 2 highs, 12.8% below previous 2 lows
3.8% above previous 3 highs, 12.2% below previous 3 lows
3.2% above previous 4 highs, 11.2% below previous 4 lows
2.9% above previous 5 highs, 10.7% below previous 5 lows
2.5% above previous 6 highs, 9.6% below previous 6 lows
2.4% above previous 7 highs, 9.1% below previous 7 lows
2.3% above previous 8 highs, 8.7% below previous 8 lows
2.3% above previous 9 highs, 8.2% below previous 9 lows
2.2% above previous 10 highs, 7.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150528 9:55 am ET)
19.1% are above or equal to 5/27 close (1 days ago), 80.9% are below.
61.3% are above or equal to 5/26 close (2 days ago), 38.7% are below.
28.6% are above or equal to 5/22 close (3 days ago), 71.4% are below.
27.5% are above or equal to 5/21 close (4 days ago), 72.5% are below.
32.6% are above or equal to 5/20 close (5 days ago), 67.4% are below.
31.5% are above or equal to 5/19 close (6 days ago), 68.5% are below.
31.7% are above or equal to 5/18 close (7 days ago), 68.3% are below.
41.9% are above or equal to 5/15 close (8 days ago), 58.1% are below.
43.4% are above or equal to 5/14 close (9 days ago), 56.6% are below.
56.5% are above or equal to 5/13 close (10 days ago), 43.5% are below.
55.4% are above or equal to 5/12 close (11 days ago), 44.6% are below.
52.1% are above or equal to 5/11 close (12 days ago), 47.9% are below.
49.3% are above or equal to 5/8 close (13 days ago), 50.7% are below.
59.0% are above or equal to 5/7 close (14 days ago), 41.0% are below.
64.6% are above or equal to 5/6 close (15 days ago), 35.4% are below.
60.9% are above or equal to 5/5 close (16 days ago), 39.1% are below.
49.4% are above or equal to 5/4 close (17 days ago), 50.6% are below.
52.1% are above or equal to 5/1 close (18 days ago), 47.9% are below.
59.0% are above or equal to 4/30 close (19 days ago), 41.0% are below.
50.1% are above or equal to 4/29 close (20 days ago), 49.9% are below.
46.8% are above or equal to 4/28 close (21 days ago), 53.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150528 9:55 am ET)
20d: 6.8% new highs, 5.7% new lows
21d: 6.7% new highs, 5.5% new lows
42d: 4.9% new highs, 2.8% new lows
63d: 4.3% new highs, 2.2% new lows
126d: 3.9% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150528 9:55 am ET)
2-day: 18.1% above, 81.9% below
3-day: 46.2% above, 53.8% below
4-day: 36.1% above, 63.9% below
5-day: 30.7% above, 69.3% below
8-day: 29.0% above, 71.0% below
10-day: 33.8% above, 66.2% below
20-day: 49.9% above, 50.1% below
50-day: 50.1% above, 49.9% below
200-day: 58.4% above, 41.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150528 9:55 am ET)
COHW(49): 0.10% Top=WDC PANW SNDK STX INFN CUDA BRCD JDSU ….. CCOI AAPL TDS ZAYO TDC TMUS GOGO GIMO=Bottom (Computer Hardware/Telecom)
ELEC(55): 0.06% Top=IDTI CSIQ CAVM CGNX TSL NXPI CREE GRMN ….. MLNX CPHD HIMX AYI GLW AVGO SIMO QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(58): -0.23% Top=RL VFC LULU PAY DECK KATE CRI SEE ….. TPX LEG ICON NKE MAT EL PBI AVP=Bottom (Consumer)
LEIS(38): -0.29% Top=GPRO SHAK CMG LVS MGM PNRA CAKE SIX ….. MAR RCL LOCO EXPE CCL HLT HABT QUNR=Bottom (Leisure)
FINA(85): -0.32% Top=JNS OCN ACAS LEAF ARCC FNFG VOYA CFG ….. HBHC FMER LM WDR WU BMO TRCO HAWK=Bottom (Banks/Financials)
RETA(67): -0.34% Top=ANF GES GME M PIR KSS URBN VSI ….. SSI COST TFM BABA DSW ZU SIG DANG=Bottom (Retail & Specialty Retail)
INSU(36): -0.38% Top=MBI GNW ORI ALL VR PRE BRO ACGL ….. HIG FAF L LNC MTG PRU MET AIG=Bottom (Insurance)
HEAL(55): -0.43% Top=STE NUVA RMD HYH ABT STJ PODD WMGI ….. A UHS THC MR INCR OPK ACHC OSUR=Bottom (Health)
REAL(78): -0.45% Top=AGNC AVB SKT NLY STWD PEB BRX TWO ….. DFT HCN HCP CXP PKY CBG O LXP=Bottom (Real Estate)
MATE(30): -0.49% Top=SPF KBH RYN WCN TOL WM RYL MDC ….. AWI CLH VMC USG PWR MLM FLR MTZ=Bottom (Materials & Construction)
CHEM(31): -0.56% Top=DOW PX VAL POT DD ASH CF MON ….. POL WLK CBT MEOH AXLL PEIX FTK GPRE=Bottom (Chemicals/Fertilizers)
COSW(94): -0.67% Top=CHKP FEYE ROVI PFPT IMPV CYBR INOV SPLK ….. VIPS SOHU CMCM WUBA ATHM SFUN BITA MOMO=Bottom (Computer Software/Internet)
MANU(42): -0.79% Top=SEDG JKS ZBRA XYL PCP PNR ROK DHR ….. ATU KMT ATI CFX MRC JOY GTLS TEX=Bottom (Manufacturing)
DISV(49): -0.88% Top=CTAS SBAC HMSY HMHC VRSK RHI FISV TYC ….. MAN ACM SERV EIGI MYGN R YY URI=Bottom (Diversified Services)
ENER(101): -1.26% Top=CRR TSO DK EXH OXY VLO MPC XOM ….. NBR ATW CJES UNT BAS RIG RDC SN=Bottom (Energy)
META(22): -1.29% Top=SWC NEM GOLD PAAS GG STLD RGLD AA ….. SCCO FCX CCJ X SLCA TCK CNX CENX=Bottom (Metals & Mining)
TRAN(37): -1.34% Top=NAT TK AIRM DAL UAL ALK AAL UNP ….. SWFT SAVE HA KSU TRN CP TDW AAWW=Bottom (Transportation)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:55 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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