daytrend

03/30/2015

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

Closing Stats
by daytrend on 20150330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 986.

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 (20150330 Closing)
65.9% of stocks are above yesterday’s high.
87.0% are above yesterday’s midpoint. (13.0% are below.)
4.1% are below yesterday’s low.
30.0% are inside yesterday’s range.
86.8% of stocks with today’s high > yesterday’s high. (13.2% less than).
12.0% of stocks with today’s low < yesterday’s low. (88.0% greater than).

EVIDENCE OF INTRADAY TREND (20150330 Closing)
74.6% of stocks are above today’s open. (24.5% are below).
73.3% of stocks are above today’s open and yesterday’s close.
13.3% are below both.
43.1% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (7.1% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150330 Closing)
12.0% of stocks are in the top 10% of today’s range.
31.2% are in the top 20%.
70.5% are in the top half. 29.5% of stocks are in the bottom half of today’s range.
8.6% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN (20150330 Closing)
85.4% of stocks are above yesterday’s close. (14.6% are below.)
1.8% are up 4.5% or more. 0.2% are down 4.5% or more.
3.8% are up 3.5% or more. 0.8% are down 3.5% or more.
37.7% are between +1% and -1%.

RSI on DAILY (20150330 Closing)
2-day: >=95:3.3%…>=90:9.4%…>=80:36.9%…>=50:80.5%…<=20:7.5%…<=10:3.8%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:63.2%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:62.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150330 Closing)
65.9% above previous 1 highs, 4.1% below previous 1 lows
52.4% above previous 2 highs, 3.2% below previous 2 lows
20.1% above previous 3 highs, 3.0% below previous 3 lows
13.9% above previous 4 highs, 2.8% below previous 4 lows
10.6% above previous 5 highs, 2.6% below previous 5 lows
9.2% above previous 6 highs, 2.3% below previous 6 lows
9.1% above previous 7 highs, 1.8% below previous 7 lows
8.4% above previous 8 highs, 1.4% below previous 8 lows
8.2% above previous 9 highs, 1.2% below previous 9 lows
8.0% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150330 Closing)
85.4% are above or equal to 3/27 close (1 days ago), 14.6% are below.
82.9% are above or equal to 3/26 close (2 days ago), 17.1% are below.
75.5% are above or equal to 3/25 close (3 days ago), 24.5% are below.
42.6% are above or equal to 3/24 close (4 days ago), 57.4% are below.
36.1% are above or equal to 3/23 close (5 days ago), 63.9% are below.
36.6% are above or equal to 3/20 close (6 days ago), 63.4% are below.
53.9% are above or equal to 3/19 close (7 days ago), 46.1% are below.
47.9% are above or equal to 3/18 close (8 days ago), 52.1% are below.
62.5% are above or equal to 3/17 close (9 days ago), 37.5% are below.
61.6% are above or equal to 3/16 close (10 days ago), 38.4% are below.
71.4% are above or equal to 3/13 close (11 days ago), 28.6% are below.
63.7% are above or equal to 3/12 close (12 days ago), 36.3% are below.
74.0% are above or equal to 3/11 close (13 days ago), 26.0% are below.
76.2% are above or equal to 3/10 close (14 days ago), 23.8% are below.
62.0% are above or equal to 3/9 close (15 days ago), 38.0% are below.
63.6% are above or equal to 3/6 close (16 days ago), 36.4% are below.
51.2% are above or equal to 3/5 close (17 days ago), 48.8% are below.
53.5% are above or equal to 3/4 close (18 days ago), 46.5% are below.
48.5% are above or equal to 3/3 close (19 days ago), 51.5% are below.
45.7% are above or equal to 3/2 close (20 days ago), 54.3% are below.
50.3% are above or equal to 2/27 close (21 days ago), 49.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150330 Closing)
20d: 9.5% new highs, 2.0% new lows
21d: 9.1% new highs, 2.0% new lows
42d: 7.2% new highs, 1.0% new lows
63d: 6.6% new highs, 0.8% new lows
126d: 6.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150330 Closing)
2-day: 84.7% above, 15.3% below
3-day: 84.9% above, 15.1% below
4-day: 82.5% above, 17.5% below
5-day: 74.7% above, 25.3% below
8-day: 57.5% above, 42.5% below
10-day: 57.8% above, 42.2% below
20-day: 62.3% above, 37.7% below
50-day: 63.4% above, 36.6% below
200-day: 60.1% above, 39.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150330 Closing)
CHEM(28): 1.55% Top=OLN HUN GPRE MOS EMN CE DOW WLK ….. MEOH CF GRA APD PPG AGU MON AXLL=Bottom (Chemicals/Fertilizers)
INSU(38): 1.50% Top=AFSI AGO MTG FAF TRV AON RDN ORI ….. RNR HIG TMK AFL PRE AXS GNW SLF=Bottom (Insurance)
ENER(108): 1.49% Top=ALJ PBF DK WNR UPL MRD MWE LPI ….. DRQ CRZO EQM CIE CPE VNR CJES PVA=Bottom (Energy)
META(23): 1.45% Top=TCK CMC SCCO CNX SLCA STLD FCX CENX ….. SXC RGLD NEM GG ABX SLW PAAS AEM=Bottom (Metals & Mining)
MATE(31): 1.39% Top=MTZ TPH PWR KBH OC DHI LEN MDC ….. RSG WY SPF WCN TOL RYN CLH DAR=Bottom (Materials & Construction)
HEAL(57): 1.34% Top=IRWD ABMD NUVA ESRX DXCM CNC PODD ZLTQ ….. RMD HCA LH MR BKD SEM HLS KND=Bottom (Health)
CONS(62): 1.34% Top=FBHS BERY CCK FL IRBT HAS AVY HAR ….. UA MAT CRI KATE TUP SKX HBI COTY=Bottom (Consumer)
MANU(45): 1.31% Top=TEX JOY TKR RS AGCO ATI WOR AME ….. CFX MRC EMR CR PCP ATU DDD JKS=Bottom (Manufacturing)
RETA(68): 1.22% Top=GNC FINL KMX SPLS ZU W AEO ASNA ….. BABA CHS MELI ANN KORS GME PIR JMEI=Bottom (Retail & Specialty Retail)
FINA(95): 1.20% Top=WU CTLT HBHC PVTB JPM TCBI FHN USB ….. LEAF CYN TD PSEC ACAS CFG BMO HAWK=Bottom (Banks/Financials)
REAL(95): 1.19% Top=HCP DEI DFT HPT OHI RLGY PLD AKR ….. CYS GLPI CXP SIR LPT NLY AGNC NSM=Bottom (Real Estate)
TRAN(35): 1.06% Top=VA TK XPO KNX SAVE WAB AAL TRN ….. JBLU NSC KSU CHRW CP CNI TDW AIRM=Bottom (Transportation)
ELEC(56): 1.03% Top=ADI AMBA IDTI BRCM ONNN JBL NXPI CGNX ….. SUNE OVTI INTC CY JASO HIMX ALTR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(98): 0.99% Top=CTRX SFUN IMPV CYBR BOX ZEN MENT SABR ….. JD LOCK ATHM BITA AWAY GRPN VDSI INOV=Bottom (Computer Software/Internet)
DISV(54): 0.83% Top=CAR EIGI MMS DLX MAN URI R GPN ….. SBAC TNET APOL HRB MYGN YY WTW SERV=Bottom (Diversified Services)
COHW(51): 0.61% Top=RKUS FNSR BRCD UBNT QCOM ARRS AAPL ZAYO ….. NMBL KN INFN SYNA SWIR RCI SSYS BBRY=Bottom (Computer Hardware/Telecom)
LEIS(42): 0.53% Top=SGMS WEN GPRO KING BLMN BOBE BYD ARMK ….. HLT SIX WYN LOCO SEAS HOT QUNR WBAI=Bottom (Leisure)

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 @ 2:05 pm

Market Stats at 3:05 pm ET
by daytrend on 20150330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 986.

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 (20150330 3:05 pm ET)
67.6% of stocks are above yesterday’s high.
88.2% are above yesterday’s midpoint. (11.8% are below.)
3.0% are below yesterday’s low.
29.3% are inside yesterday’s range.
86.1% of stocks with today’s high > yesterday’s high. (13.9% less than).
11.5% of stocks with today’s low < yesterday’s low. (88.5% greater than).

EVIDENCE OF INTRADAY TREND (20150330 3:05 pm ET)
75.6% of stocks are above today’s open. (23.6% are below).
74.4% of stocks are above today’s open and yesterday’s close.
12.0% are below both.
43.1% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (7.1% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150330 3:05 pm ET)
22.8% of stocks are in the top 10% of today’s range.
45.5% are in the top 20%.
77.4% are in the top half. 22.6% of stocks are in the bottom half of today’s range.
6.1% are in the bottom 20%.
2.0% are in the bottom 10%.

GAIN (20150330 3:05 pm ET)
87.3% of stocks are above yesterday’s close. (12.7% are below.)
1.5% are up 4.5% or more. 0.3% are down 4.5% or more.
3.2% are up 3.5% or more. 0.7% are down 3.5% or more.
36.1% are between +1% and -1%.

RSI on DAILY (20150330 3:05 pm ET)
2-day: >=95:3.0%…>=90:10.0%…>=80:39.6%…>=50:81.2%…<=20:6.0%…<=10:2.8%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:64.6%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:62.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150330 3:05 pm ET)
67.6% above previous 1 highs, 3.0% below previous 1 lows
55.9% above previous 2 highs, 2.3% below previous 2 lows
23.3% above previous 3 highs, 2.0% below previous 3 lows
16.4% above previous 4 highs, 1.8% below previous 4 lows
11.7% above previous 5 highs, 1.6% below previous 5 lows
10.1% above previous 6 highs, 1.4% below previous 6 lows
10.1% above previous 7 highs, 1.2% below previous 7 lows
9.2% above previous 8 highs, 0.8% below previous 8 lows
9.0% above previous 9 highs, 0.7% below previous 9 lows
8.6% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150330 3:05 pm ET)
87.3% are above or equal to 3/27 close (1 days ago), 12.7% are below.
83.9% are above or equal to 3/26 close (2 days ago), 16.1% are below.
75.6% are above or equal to 3/25 close (3 days ago), 24.4% are below.
45.5% are above or equal to 3/24 close (4 days ago), 54.5% are below.
39.0% are above or equal to 3/23 close (5 days ago), 61.0% are below.
38.4% are above or equal to 3/20 close (6 days ago), 61.6% are below.
55.2% are above or equal to 3/19 close (7 days ago), 44.8% are below.
50.3% are above or equal to 3/18 close (8 days ago), 49.7% are below.
62.9% are above or equal to 3/17 close (9 days ago), 37.1% are below.
62.5% are above or equal to 3/16 close (10 days ago), 37.5% are below.
72.9% are above or equal to 3/13 close (11 days ago), 27.1% are below.
64.9% are above or equal to 3/12 close (12 days ago), 35.1% are below.
75.6% are above or equal to 3/11 close (13 days ago), 24.4% are below.
77.4% are above or equal to 3/10 close (14 days ago), 22.6% are below.
63.0% are above or equal to 3/9 close (15 days ago), 37.0% are below.
65.0% are above or equal to 3/6 close (16 days ago), 35.0% are below.
51.7% are above or equal to 3/5 close (17 days ago), 48.3% are below.
54.1% are above or equal to 3/4 close (18 days ago), 45.9% are below.
49.2% are above or equal to 3/3 close (19 days ago), 50.8% are below.
46.9% are above or equal to 3/2 close (20 days ago), 53.1% are below.
50.6% are above or equal to 2/27 close (21 days ago), 49.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150330 3:05 pm ET)
20d: 9.3% new highs, 1.8% new lows
21d: 9.0% new highs, 1.8% new lows
42d: 7.1% new highs, 0.9% new lows
63d: 6.5% new highs, 0.7% new lows
126d: 5.9% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150330 3:05 pm ET)
2-day: 86.4% above, 13.6% below
3-day: 85.9% above, 14.1% below
4-day: 83.5% above, 16.5% below
5-day: 75.4% above, 24.6% below
8-day: 61.5% above, 38.5% below
10-day: 60.2% above, 39.8% below
20-day: 64.6% above, 35.4% below
50-day: 63.4% above, 36.6% below
200-day: 60.3% above, 39.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150330 3:05 pm ET)
META(23): 1.98% Top=TCK CMC CNX SLCA SCCO CENX STLD X ….. FNV ABX NEM RGLD GG SLW PAAS AEM=Bottom (Metals & Mining)
CHEM(28): 1.72% Top=HUN OLN GPRE MOS EMN DOW CE CHMT ….. CF ASH PPG SHW APD MON GRA AXLL=Bottom (Chemicals/Fertilizers)
INSU(38): 1.67% Top=AFSI MTG AGO FAF TRV AON CNO LNC ….. RNR HIG AFL TMK GNW PRE AXS SLF=Bottom (Insurance)
MATE(31): 1.50% Top=MTZ KBH TPH PWR LEN FLR DHI MDC ….. TOL WY WCN RSG MLM DAR CLH RYN=Bottom (Materials & Construction)
MANU(45): 1.48% Top=TEX JOY TKR WOR RS AGCO ATI ROK ….. EMR KMT PCP CR MRC ATU DDD JKS=Bottom (Manufacturing)
FINA(95): 1.46% Top=APO WU HBHC CTLT JPM PVTB TCBI FHN ….. CYN LEAF ACAS VOYA PSEC BMO CFG HAWK=Bottom (Banks/Financials)
CONS(62): 1.44% Top=FBHS BERY CCK SCSS IRBT WWW HAS FL ….. ECL SCS KATE TUP MAT SKX HBI COTY=Bottom (Consumer)
HEAL(57): 1.36% Top=IRWD ABMD ESRX DXCM NUVA CNC THOR PODD ….. GMED BKD LH BAX SEM MR HLS KND=Bottom (Health)
RETA(68): 1.28% Top=GNC FINL KMX ZU SPLS AEO W TIF ….. ANN MELI KORS BABA CHS GME PIR JMEI=Bottom (Retail & Specialty Retail)
REAL(95): 1.25% Top=HCP DEI DFT OHI DRE HPT RLGY KIM ….. AMT MAC CXP NRF SIR NLY AGNC NSM=Bottom (Real Estate)
ENER(108): 1.22% Top=ALJ PBF DK WNR MPC ETE CVE WMB ….. CIE PTEN CJES CRZO WPX VNR PVA CPE=Bottom (Energy)
TRAN(35): 1.07% Top=VA TK XPO WAB SAVE AAL DAL TRN ….. NSC GWR CHRW CSX JBLU KSU TDW AIRM=Bottom (Transportation)
COSW(98): 1.06% Top=CTRX SFUN CYBR IMPV BOX XRX ZEN MENT ….. LOCK JD BITA ATHM GRPN AWAY VDSI INOV=Bottom (Computer Software/Internet)
ELEC(56): 0.97% Top=ADI AMBA IDTI BRCM NXPI ONNN FLEX CGNX ….. SPWR MRVL INTC JASO CY HIMX CSIQ ALTR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(54): 0.92% Top=CAR MAN MMS DLX URI R GPN TYC ….. SBAC SERV APOL HRB TNET MYGN WTW YY=Bottom (Diversified Services)
COHW(51): 0.59% Top=RKUS UBNT BRCD FNSR QCOM ARRS AAPL ZAYO ….. KN SONS RCI NMBL INFN SWIR SSYS BBRY=Bottom (Computer Hardware/Telecom)
LEIS(42): 0.57% Top=SGMS BLMN BOBE WEN BYD KING ZOES ARMK ….. HLT WYN SEAS SIX HOT LOCO QUNR WBAI=Bottom (Leisure)

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 3:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:52 pm

Market Stats at 1:52 pm ET
by daytrend on 20150330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 986.

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 (20150330 1:52 pm ET)
63.3% of stocks are above yesterday’s high.
85.8% are above yesterday’s midpoint. (14.2% are below.)
4.7% are below yesterday’s low.
32.0% are inside yesterday’s range.
84.7% of stocks with today’s high > yesterday’s high. (15.3% less than).
11.5% of stocks with today’s low < yesterday’s low. (88.5% greater than).

EVIDENCE OF INTRADAY TREND (20150330 1:52 pm ET)
71.8% of stocks are above today’s open. (27.4% are below).
71.0% of stocks are above today’s open and yesterday’s close.
14.8% are below both.
43.1% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (7.1% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150330 1:52 pm ET)
20.8% of stocks are in the top 10% of today’s range.
40.0% are in the top 20%.
68.6% are in the top half. 31.4% of stocks are in the bottom half of today’s range.
11.7% are in the bottom 20%.
6.4% are in the bottom 10%.

GAIN (20150330 1:52 pm ET)
84.2% of stocks are above yesterday’s close. (15.8% are below.)
0.9% are up 4.5% or more. 0.4% are down 4.5% or more.
2.5% are up 3.5% or more. 0.9% are down 3.5% or more.
42.1% are between +1% and -1%.

RSI on DAILY (20150330 1:52 pm ET)
2-day: >=95:2.7%…>=90:8.6%…>=80:35.2%…>=50:78.6%…<=20:8.5%…<=10:3.9%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:61.3%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:60.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150330 1:52 pm ET)
63.3% above previous 1 highs, 4.7% below previous 1 lows
51.4% above previous 2 highs, 3.2% below previous 2 lows
19.4% above previous 3 highs, 2.8% below previous 3 lows
13.2% above previous 4 highs, 2.5% below previous 4 lows
9.0% above previous 5 highs, 2.1% below previous 5 lows
8.0% above previous 6 highs, 1.9% below previous 6 lows
7.8% above previous 7 highs, 1.6% below previous 7 lows
7.2% above previous 8 highs, 1.0% below previous 8 lows
7.1% above previous 9 highs, 0.9% below previous 9 lows
6.9% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150330 1:52 pm ET)
84.2% are above or equal to 3/27 close (1 days ago), 15.8% are below.
80.0% are above or equal to 3/26 close (2 days ago), 20.0% are below.
72.7% are above or equal to 3/25 close (3 days ago), 27.3% are below.
42.7% are above or equal to 3/24 close (4 days ago), 57.3% are below.
35.8% are above or equal to 3/23 close (5 days ago), 64.2% are below.
35.6% are above or equal to 3/20 close (6 days ago), 64.4% are below.
52.3% are above or equal to 3/19 close (7 days ago), 47.7% are below.
46.7% are above or equal to 3/18 close (8 days ago), 53.3% are below.
60.9% are above or equal to 3/17 close (9 days ago), 39.1% are below.
60.1% are above or equal to 3/16 close (10 days ago), 39.9% are below.
71.4% are above or equal to 3/13 close (11 days ago), 28.6% are below.
62.8% are above or equal to 3/12 close (12 days ago), 37.2% are below.
74.6% are above or equal to 3/11 close (13 days ago), 25.4% are below.
75.5% are above or equal to 3/10 close (14 days ago), 24.5% are below.
61.4% are above or equal to 3/9 close (15 days ago), 38.6% are below.
64.1% are above or equal to 3/6 close (16 days ago), 35.9% are below.
50.3% are above or equal to 3/5 close (17 days ago), 49.7% are below.
52.4% are above or equal to 3/4 close (18 days ago), 47.6% are below.
48.0% are above or equal to 3/3 close (19 days ago), 52.0% are below.
45.9% are above or equal to 3/2 close (20 days ago), 54.1% are below.
49.4% are above or equal to 2/27 close (21 days ago), 50.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150330 1:52 pm ET)
20d: 8.9% new highs, 1.6% new lows
21d: 8.6% new highs, 1.6% new lows
42d: 6.8% new highs, 0.7% new lows
63d: 6.3% new highs, 0.5% new lows
126d: 5.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150330 1:52 pm ET)
2-day: 83.5% above, 16.5% below
3-day: 82.9% above, 17.1% below
4-day: 80.1% above, 19.9% below
5-day: 70.5% above, 29.5% below
8-day: 56.7% above, 43.3% below
10-day: 56.0% above, 44.0% below
20-day: 61.3% above, 38.7% below
50-day: 61.6% above, 38.4% below
200-day: 60.0% above, 40.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150330 1:52 pm ET)
INSU(38): 1.62% Top=MTG AFSI AGO FAF TRV FNF RDN LNC ….. UNM PRE HIG AFL TMK AXS SLF GNW=Bottom (Insurance)
CHEM(28): 1.51% Top=OLN HUN MOS EMN GPRE CE DOW POT ….. FMC PX SHW MEOH APD MON GRA AXLL=Bottom (Chemicals/Fertilizers)
MATE(31): 1.45% Top=MTZ KBH LEN PHM DHI TPH PWR MDC ….. EXP TOL WY WCN CLH MLM RYN DAR=Bottom (Materials & Construction)
CONS(62): 1.41% Top=FBHS BERY IRBT WWW FL TPX CCK AVY ….. FOSL ECL SKX CROX TUP COTY HBI MAT=Bottom (Consumer)
FINA(95): 1.37% Top=PVTB JPM TCBI FMER FHN HBHC ZION WAL ….. LEAF BMO ACAS ARCC PSEC CFG LAZ HAWK=Bottom (Banks/Financials)
HEAL(57): 1.36% Top=ABMD IRWD ESRX DXCM CNC THOR SCAI UNH ….. CYBX BKD LH BAX MR SEM HLS KND=Bottom (Health)
MANU(45): 1.25% Top=TEX AGCO JOY TKR ROK WOR AME ITT ….. ZBRA PCP FLS CR ATU MRC DDD JKS=Bottom (Manufacturing)
RETA(68): 1.23% Top=GNC FINL KMX W SPLS SIG AEO TIF ….. MELI ANN BABA SHLD GME CHS KORS JMEI=Bottom (Retail & Specialty Retail)
TRAN(35): 1.04% Top=VA WAB XPO DAL AAL TRN TK KNX ….. NSC CP CNI CHRW KSU GWR AIRM TDW=Bottom (Transportation)
REAL(95): 1.01% Top=HCP DEI DFT OHI DRE OFC RLGY EXR ….. SIR AMT SBRA NRF CHSP AGNC NLY NSM=Bottom (Real Estate)
ELEC(56): 0.92% Top=ADI AMBA IDTI ONNN NXPI FLEX BRCM INVN ….. TSL SUNE INTC CY JASO HIMX CSIQ ALTR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(98): 0.86% Top=CTRX SFUN CYBR IMPV BOX MENT MSCI XRX ….. JD TRUE ATHM BITA AWAY GRPN VDSI INOV=Bottom (Computer Software/Internet)
DISV(54): 0.82% Top=CAR MMS MAN DLX R URI G TYC ….. SBAC HRB TNET APOL SERV MYGN WTW YY=Bottom (Diversified Services)
META(23): 0.53% Top=CMC CNX SCCO SLCA STLD X CENX FCX ….. RGLD ABX NEM GG TCK SLW PAAS AEM=Bottom (Metals & Mining)
ENER(108): 0.43% Top=ALJ WNR PBF DK EXH HFC MPC ETE ….. BAS CRZO CIE RES CJES VNR PVA CPE=Bottom (Energy)
COHW(51): 0.38% Top=FNSR QCOM ARRS ADTN BRCD RKUS PANW AAPL ….. CCI RCI GOGO INFN WIN SWIR SSYS BBRY=Bottom (Computer Hardware/Telecom)
LEIS(42): 0.34% Top=SGMS BLMN BOBE WEN ARMK CAKE JACK KING ….. TVPT HLT WYN HOT SEAS LOCO QUNR WBAI=Bottom (Leisure)

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 1:52 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:32 am

Market Stats at 11:32 am ET
by daytrend on 20150330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 986.

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 (20150330 11:32 am ET)
56.1% of stocks are above yesterday’s high.
83.8% are above yesterday’s midpoint. (16.2% are below.)
3.9% are below yesterday’s low.
40.1% are inside yesterday’s range.
80.2% of stocks with today’s high > yesterday’s high. (19.8% less than).
9.6% of stocks with today’s low < yesterday’s low. (90.4% greater than).

EVIDENCE OF INTRADAY TREND (20150330 11:32 am ET)
62.4% of stocks are above today’s open. (35.8% are below).
61.1% of stocks are above today’s open and yesterday’s close.
15.7% are below both.
43.1% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (7.1% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150330 11:32 am ET)
11.8% of stocks are in the top 10% of today’s range.
24.3% are in the top 20%.
57.1% are in the top half. 42.9% of stocks are in the bottom half of today’s range.
16.3% are in the bottom 20%.
7.3% are in the bottom 10%.

GAIN (20150330 11:32 am ET)
83.2% of stocks are above yesterday’s close. (16.8% are below.)
0.6% are up 4.5% or more. 0.3% are down 4.5% or more.
1.2% are up 3.5% or more. 0.7% are down 3.5% or more.
54.1% are between +1% and -1%.

RSI on DAILY (20150330 11:32 am ET)
2-day: >=95:2.5%…>=90:6.7%…>=80:26.8%…>=50:75.1%…<=20:8.9%…<=10:5.0%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:55.8%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:56.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150330 11:32 am ET)
56.1% above previous 1 highs, 3.9% below previous 1 lows
44.2% above previous 2 highs, 2.6% below previous 2 lows
14.1% above previous 3 highs, 2.4% below previous 3 lows
9.2% above previous 4 highs, 2.1% below previous 4 lows
6.6% above previous 5 highs, 1.9% below previous 5 lows
5.6% above previous 6 highs, 1.7% below previous 6 lows
5.6% above previous 7 highs, 1.4% below previous 7 lows
5.4% above previous 8 highs, 1.0% below previous 8 lows
5.3% above previous 9 highs, 0.9% below previous 9 lows
5.2% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150330 11:32 am ET)
83.2% are above or equal to 3/27 close (1 days ago), 16.8% are below.
76.8% are above or equal to 3/26 close (2 days ago), 23.2% are below.
69.0% are above or equal to 3/25 close (3 days ago), 31.0% are below.
35.4% are above or equal to 3/24 close (4 days ago), 64.6% are below.
29.6% are above or equal to 3/23 close (5 days ago), 70.4% are below.
31.5% are above or equal to 3/20 close (6 days ago), 68.5% are below.
49.1% are above or equal to 3/19 close (7 days ago), 50.9% are below.
42.5% are above or equal to 3/18 close (8 days ago), 57.5% are below.
58.1% are above or equal to 3/17 close (9 days ago), 41.9% are below.
56.9% are above or equal to 3/16 close (10 days ago), 43.1% are below.
68.5% are above or equal to 3/13 close (11 days ago), 31.5% are below.
60.3% are above or equal to 3/12 close (12 days ago), 39.7% are below.
72.0% are above or equal to 3/11 close (13 days ago), 28.0% are below.
73.8% are above or equal to 3/10 close (14 days ago), 26.2% are below.
59.4% are above or equal to 3/9 close (15 days ago), 40.6% are below.
60.0% are above or equal to 3/6 close (16 days ago), 40.0% are below.
48.0% are above or equal to 3/5 close (17 days ago), 52.0% are below.
50.0% are above or equal to 3/4 close (18 days ago), 50.0% are below.
44.8% are above or equal to 3/3 close (19 days ago), 55.2% are below.
43.4% are above or equal to 3/2 close (20 days ago), 56.6% are below.
46.5% are above or equal to 2/27 close (21 days ago), 53.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150330 11:32 am ET)
20d: 7.6% new highs, 1.3% new lows
21d: 7.5% new highs, 1.3% new lows
42d: 5.9% new highs, 0.6% new lows
63d: 5.5% new highs, 0.5% new lows
126d: 5.0% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150330 11:32 am ET)
2-day: 82.0% above, 18.0% below
3-day: 80.4% above, 19.6% below
4-day: 75.9% above, 24.1% below
5-day: 65.9% above, 34.1% below
8-day: 48.4% above, 51.6% below
10-day: 49.2% above, 50.8% below
20-day: 57.0% above, 43.0% below
50-day: 59.5% above, 40.5% below
200-day: 59.4% above, 40.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150330 11:32 am ET)
INSU(38): 1.26% Top=MTG AFSI RDN AGO TRV AON LNC MMC ….. AIG AXS XL HIG UNM SLF TMK GNW=Bottom (Insurance)
MATE(31): 1.10% Top=MTZ KBH LEN DHI TPH MDC PHM CVA ….. MLM EXP RSG WCN WY DAR RYN CLH=Bottom (Materials & Construction)
CONS(62): 1.07% Top=FBHS WWW ICON BERY FL PVH HAR MWV ….. COH ECL AVP SKX HBI COTY UFS TUP=Bottom (Consumer)
CHEM(28): 1.07% Top=GPRE OLN MOS DOW EMN POL HUN DD ….. SHW APD ALB MEOH WLK GRA MON AXLL=Bottom (Chemicals/Fertilizers)
HEAL(57): 1.04% Top=IRWD ABMD ESRX CNC UNH DXCM DGX PODD ….. SEM ALGN MR LH BAX BKD HLS KND=Bottom (Health)
FINA(95): 1.03% Top=JPM WU HBHC PVTB PNC TCBI USB GS ….. HAWK VOYA ARCC LEAF OCN LAZ PSEC CFG=Bottom (Banks/Financials)
RETA(68): 0.94% Top=GNC ZU KMX SIG W FRAN RH SPLS ….. BABA ANN KORS CHS MELI GME SHLD JMEI=Bottom (Retail & Specialty Retail)
MANU(45): 0.84% Top=TKR ROK GNRC TEX AGCO CRS DCI CAT ….. CR ZBRA ATU PCP KMT DDD MRC JKS=Bottom (Manufacturing)
COSW(98): 0.74% Top=CTRX SFUN IMPV CYBR SABR EA BOX XRX ….. AWAY VIPS TWTR JD ATHM TRUE GRPN BITA=Bottom (Computer Software/Internet)
ENER(108): 0.73% Top=PBF ALJ EXH NGLS DK MRD WNR MPC ….. DO CIE PDCE VNR RES CPE CJES PVA=Bottom (Energy)
ELEC(56): 0.72% Top=ADI AMBA NXPI FSL IDTI TXN BRCM CGNX ….. SUNE MRVL CY SCTY HIMX JASO CSIQ ALTR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(35): 0.56% Top=VA XPO WAB WERN GBX FDX UNP DAL ….. CHRW UAL KSU GWR SWFT JBLU AIRM TDW=Bottom (Transportation)
DISV(54): 0.51% Top=CAR MMS G HMSY DLX ADT R PCLN ….. KBR RBA MYGN TNET WTW APOL YY SERV=Bottom (Diversified Services)
REAL(95): 0.50% Top=DEI HCP RLGY PGRE DFT HR OHI PLD ….. NRF CYS NSM LPT GLPI AGNC NLY CHSP=Bottom (Real Estate)
META(23): 0.39% Top=CMC SCCO CNX X SLCA CENX SXC FCX ….. NEM TCK RGLD ABX GG SLW PAAS AEM=Bottom (Metals & Mining)
LEIS(42): 0.23% Top=KING BLMN BOBE ZOES WEN JACK MCD TXRH ….. SIX WYN HOT HLT LVS SEAS QUNR WBAI=Bottom (Leisure)
COHW(51): 0.18% Top=BRCD FNSR ZAYO QCOM AAPL PANW ARRS RKUS ….. ANET LXK SWIR SONS INFN WIN SSYS BBRY=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 11:32 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 10:09 am ET
by daytrend on 20150330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 986.

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 (20150330 10:09 am ET)
53.8% of stocks are above yesterday’s high.
84.1% are above yesterday’s midpoint. (15.9% are below.)
2.5% are below yesterday’s low.
43.7% are inside yesterday’s range.
77.3% of stocks with today’s high > yesterday’s high. (22.7% less than).
6.1% of stocks with today’s low < yesterday’s low. (93.9% greater than).

EVIDENCE OF INTRADAY TREND (20150330 10:09 am ET)
64.7% of stocks are above today’s open. (33.5% are below).
63.2% of stocks are above today’s open and yesterday’s close.
13.7% are below both.
43.1% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (7.1% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150330 10:09 am ET)
14.9% of stocks are in the top 10% of today’s range.
26.6% are in the top 20%.
57.3% are in the top half. 42.7% of stocks are in the bottom half of today’s range.
18.9% are in the bottom 20%.
9.7% are in the bottom 10%.

GAIN (20150330 10:09 am ET)
84.6% of stocks are above yesterday’s close. (15.4% are below.)
0.6% are up 4.5% or more. 0.2% are down 4.5% or more.
0.9% are up 3.5% or more. 0.5% are down 3.5% or more.
56.8% are between +1% and -1%.

RSI on DAILY (20150330 10:09 am ET)
2-day: >=95:2.5%…>=90:6.8%…>=80:24.5%…>=50:74.5%…<=20:8.8%…<=10:4.4%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:56.1%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:56.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150330 10:09 am ET)
53.8% above previous 1 highs, 2.5% below previous 1 lows
42.7% above previous 2 highs, 1.8% below previous 2 lows
12.6% above previous 3 highs, 1.6% below previous 3 lows
8.8% above previous 4 highs, 1.4% below previous 4 lows
6.3% above previous 5 highs, 1.2% below previous 5 lows
5.3% above previous 6 highs, 1.0% below previous 6 lows
5.2% above previous 7 highs, 1.0% below previous 7 lows
5.0% above previous 8 highs, 0.5% below previous 8 lows
5.0% above previous 9 highs, 0.4% below previous 9 lows
4.8% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150330 10:09 am ET)
84.6% are above or equal to 3/27 close (1 days ago), 15.4% are below.
76.7% are above or equal to 3/26 close (2 days ago), 23.3% are below.
69.1% are above or equal to 3/25 close (3 days ago), 30.9% are below.
35.8% are above or equal to 3/24 close (4 days ago), 64.2% are below.
29.8% are above or equal to 3/23 close (5 days ago), 70.2% are below.
30.9% are above or equal to 3/20 close (6 days ago), 69.1% are below.
49.9% are above or equal to 3/19 close (7 days ago), 50.1% are below.
42.3% are above or equal to 3/18 close (8 days ago), 57.7% are below.
57.5% are above or equal to 3/17 close (9 days ago), 42.5% are below.
57.3% are above or equal to 3/16 close (10 days ago), 42.7% are below.
69.5% are above or equal to 3/13 close (11 days ago), 30.5% are below.
60.2% are above or equal to 3/12 close (12 days ago), 39.8% are below.
71.9% are above or equal to 3/11 close (13 days ago), 28.1% are below.
75.1% are above or equal to 3/10 close (14 days ago), 24.9% are below.
59.4% are above or equal to 3/9 close (15 days ago), 40.6% are below.
61.4% are above or equal to 3/6 close (16 days ago), 38.6% are below.
48.1% are above or equal to 3/5 close (17 days ago), 51.9% are below.
50.1% are above or equal to 3/4 close (18 days ago), 49.9% are below.
44.8% are above or equal to 3/3 close (19 days ago), 55.2% are below.
43.2% are above or equal to 3/2 close (20 days ago), 56.8% are below.
47.2% are above or equal to 2/27 close (21 days ago), 52.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150330 10:09 am ET)
20d: 6.7% new highs, 0.6% new lows
21d: 6.6% new highs, 0.6% new lows
42d: 5.3% new highs, 0.1% new lows
63d: 5.1% new highs, 0.0% new lows
126d: 4.7% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150330 10:09 am ET)
2-day: 83.9% above, 16.1% below
3-day: 80.7% above, 19.3% below
4-day: 76.2% above, 23.8% below
5-day: 65.1% above, 34.9% below
8-day: 48.4% above, 51.6% below
10-day: 48.2% above, 51.8% below
20-day: 57.3% above, 42.7% below
50-day: 58.9% above, 41.1% below
200-day: 59.0% above, 41.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150330 10:09 am ET)
INSU(38): 1.27% Top=AFSI RDN MTG LNC AGO TRV PRU AON ….. PGR ACGL VR FNF WSH TMK AXS GNW=Bottom (Insurance)
CONS(62): 1.24% Top=FBHS WWW ICON CCK LULU TPX BLL BERY ….. SKX PG CRI FOSL CL AVP TUP HBI=Bottom (Consumer)
FINA(95): 1.14% Top=WETF JPM WU HBHC CMA EWBC TCBI PVTB ….. LAZ OCN CG HAWK CFG CTLT ARCC PSEC=Bottom (Banks/Financials)
CHEM(28): 1.11% Top=OLN HUN DOW EMN POL DD CE MOS ….. APD WLK FMC GRA AGU MEOH MON POT=Bottom (Chemicals/Fertilizers)
MATE(31): 1.06% Top=MTZ KBH MAS PWR DHI PHM LEN CVA ….. MLM WY RYL RSG WCN RYN DAR CLH=Bottom (Materials & Construction)
RETA(68): 0.98% Top=GNC RH ZU KMX FRAN AEO SIG SPLS ….. BABA GES KORS CHS GME MELI JMEI SHLD=Bottom (Retail & Specialty Retail)
MANU(45): 0.95% Top=TKR TEX CRS RS ATI GNRC ROK CAT ….. CR BGC RXN KMT PCP DDD MRC JKS=Bottom (Manufacturing)
TRAN(35): 0.88% Top=GBX TRN DAL AAL VA WAB HA CNW ….. ODFL KNX NMM KSU AIRM GWR CHRW TDW=Bottom (Transportation)
HEAL(57): 0.88% Top=UNH ESRX ABMD CNC IRWD DXCM THOR NUVA ….. HLS WX EVHC WMGI DVA BAX LH KND=Bottom (Health)
COSW(98): 0.82% Top=CTRX SFUN CYBR BOX WUBA EA IMPV CMCM ….. LNKD VEEV JD TRAK TRUE ATHM GRPN BITA=Bottom (Computer Software/Internet)
DISV(54): 0.64% Top=CAR DLX AAN WSTC R URI ADT MAN ….. APOL KBR WTW SSTK MYGN TNET YY SERV=Bottom (Diversified Services)
ENER(108): 0.56% Top=ALJ PBF NFX HFC EXH WNR WFT XEC ….. RRC PTEN RICE RSPP PDCE RES CJES PVA=Bottom (Energy)
META(23): 0.48% Top=CENX SXC CMC STLD SLCA SCCO X NUE ….. RGLD FNV TCK ABX GG PAAS SLW AEM=Bottom (Metals & Mining)
COHW(51): 0.47% Top=UBNT FNSR BRCD QCOM AAPL NSR PANW CSCO ….. CIEN CCI ANET SONS SYNA NMBL SSYS BBRY=Bottom (Computer Hardware/Telecom)
ELEC(56): 0.44% Top=ADI AMBA NXPI FSL SIMO TXN FLEX BRCM ….. TSL SCTY HIMX INTC JASO CSIQ XLNX ALTR=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(95): 0.39% Top=DEI HCP RLGY O HR OHI PLD DDR ….. MAC CPT CUBE NLY GLPI AGNC CHSP LPT=Bottom (Real Estate)
LEIS(42): 0.06% Top=KING BOBE GPRO WEN LOCO TVPT ZOES BLMN ….. PNK BYD HOT CCL SEAS LVS QUNR WBAI=Bottom (Leisure)

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 10:09 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

03/28/2015

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

Market Stats at End of Day
by daytrend on 20150327. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 985.

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 (20150327 EOD)
28.1% of stocks are above yesterday’s high.
57.9% are above yesterday’s midpoint. (42.1% are below.)
16.4% are below yesterday’s low.
55.4% are inside yesterday’s range.
44.8% of stocks with today’s high > yesterday’s high. (55.2% less than).
40.0% of stocks with today’s low < yesterday’s low. (60.0% greater than).

EVIDENCE OF INTRADAY TREND (20150327 EOD)
60.8% of stocks are above today’s open. (38.2% are below).
52.5% of stocks are above today’s open and yesterday’s close.
33.5% are below both.
4.3% of stocks opened above yesterday’s high.
38.1% of stocks opened above yesterday’s close. (57.9% opened below yesterday’s close).
9.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150327 EOD)
12.9% of stocks are in the top 10% of today’s range.
32.8% are in the top 20%.
66.3% are in the top half. 33.7% of stocks are in the bottom half of today’s range.
11.6% are in the bottom 20%.
4.5% are in the bottom 10%.

GAIN (20150327 EOD)
58.3% of stocks are above yesterday’s close. (41.7% are below.)
1.6% are up 4.5% or more. 1.0% are down 4.5% or more.
2.7% are up 3.5% or more. 2.0% are down 3.5% or more.
60.4% are between +1% and -1%.

RSI on DAILY (20150327 EOD)
2-day: >=95:1.0%…>=90:3.2%…>=80:8.0%…>=50:38.4%…<=20:30.5%…<=10:19.7%…<=5:8.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:38.1%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:42.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150327 EOD)
28.1% above previous 1 highs, 16.4% below previous 1 lows
5.6% above previous 2 highs, 13.3% below previous 2 lows
4.6% above previous 3 highs, 12.3% below previous 3 lows
3.5% above previous 4 highs, 11.7% below previous 4 lows
2.9% above previous 5 highs, 10.7% below previous 5 lows
2.9% above previous 6 highs, 8.4% below previous 6 lows
2.7% above previous 7 highs, 6.0% below previous 7 lows
2.7% above previous 8 highs, 5.4% below previous 8 lows
2.6% above previous 9 highs, 5.3% below previous 9 lows
2.6% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150327 EOD)
58.3% are above or equal to 3/26 close (1 days ago), 41.7% are below.
49.6% are above or equal to 3/25 close (2 days ago), 50.4% are below.
20.8% are above or equal to 3/24 close (3 days ago), 79.2% are below.
20.6% are above or equal to 3/23 close (4 days ago), 79.4% are below.
21.8% are above or equal to 3/20 close (5 days ago), 78.2% are below.
34.3% are above or equal to 3/19 close (6 days ago), 65.7% are below.
31.3% are above or equal to 3/18 close (7 days ago), 68.7% are below.
47.3% are above or equal to 3/17 close (8 days ago), 52.7% are below.
47.0% are above or equal to 3/16 close (9 days ago), 53.0% are below.
57.6% are above or equal to 3/13 close (10 days ago), 42.4% are below.
51.8% are above or equal to 3/12 close (11 days ago), 48.2% are below.
65.2% are above or equal to 3/11 close (12 days ago), 34.8% are below.
66.6% are above or equal to 3/10 close (13 days ago), 33.4% are below.
50.3% are above or equal to 3/9 close (14 days ago), 49.7% are below.
51.3% are above or equal to 3/6 close (15 days ago), 48.7% are below.
40.7% are above or equal to 3/5 close (16 days ago), 59.3% are below.
42.5% are above or equal to 3/4 close (17 days ago), 57.5% are below.
38.0% are above or equal to 3/3 close (18 days ago), 62.0% are below.
34.4% are above or equal to 3/2 close (19 days ago), 65.6% are below.
38.7% are above or equal to 2/27 close (20 days ago), 61.3% are below.
36.8% are above or equal to 2/26 close (21 days ago), 63.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150327 EOD)
20d: 2.4% new highs, 7.6% new lows
21d: 2.3% new highs, 7.6% new lows
42d: 1.9% new highs, 3.2% new lows
63d: 1.7% new highs, 2.4% new lows
126d: 1.7% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150327 EOD)
2-day: 57.3% above, 42.7% below
3-day: 51.4% above, 48.6% below
4-day: 33.0% above, 67.0% below
5-day: 27.2% above, 72.8% below
8-day: 26.1% above, 73.9% below
10-day: 30.6% above, 69.4% below
20-day: 41.9% above, 58.1% below
50-day: 52.6% above, 47.4% below
200-day: 57.7% above, 42.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150327 EOD)
ELEC(56): 2.18% Top=ALTR CAVM INTC SWKS AFFX XLNX FCS ATML ….. SPWR FSLR TEL TSRA CSIQ TRMB KEYS SMTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(57): 1.11% Top=KND DXCM PODD ZLTQ THOR ANTM BSX CI ….. MD HCA WMGI ESRX HYH ALGN CYH SCAI=Bottom (Health)
CHEM(28): 0.77% Top=OLN AXLL CHMT DOW ALB GRA APD ASH ….. GPRE HUN AGU MEOH MOS CF FMC POT=Bottom (Chemicals/Fertilizers)
COSW(97): 0.77% Top=CMCM WUBA BOX EA YELP FTNT MANH SNCR ….. ZEN CYBR GOOG ROVI XRX VDSI INOV TRUE=Bottom (Computer Software/Internet)
RETA(68): 0.74% Top=RAD RH W ASNA ANN BBBY AN FRAN ….. ZU NFLX ANF FIVE GME FINL AEO GES=Bottom (Retail & Specialty Retail)
MATE(31): 0.73% Top=RYL MTH DHI PHM TOL LEN BECN MDC ….. DAR RSG EXP FAST PWR FLR MTZ CVA=Bottom (Materials & Construction)
LEIS(42): 0.62% Top=QUNR RCL CCL HLT KING WEN H SIX ….. MGM WYNN MCD DNKN GPRO TVPT SGMS WBAI=Bottom (Leisure)
CONS(62): 0.48% Top=SKX SCSS JAH WWW CROX COH COTY UA ….. PBI SCS AVP RL BLL MAT PVH UFS=Bottom (Consumer)
TRAN(35): 0.32% Top=UAL JBLU SAVE HA AAL LUV DAL ALK ….. CP CNW CNI AIRM TK VA GWR TDW=Bottom (Transportation)
DISV(54): 0.28% Top=SERV TNET BAH SCI DLX HMHC CTAS SBAC ….. MA VNTV KBR URI JEC WSTC WTW HMSY=Bottom (Diversified Services)
MANU(45): 0.21% Top=JKS AOS ZBRA WOR ATU PCP BGC XYL ….. DE PNR RS ATI DDD TEX JOY MRC=Bottom (Manufacturing)
COHW(51): 0.09% Top=HRS INFN NSR PANW OLED CDW SMCI VRSN ….. ANET STX HPQ SNDK EMC CIEN SSYS WIN=Bottom (Computer Hardware/Telecom)
REAL(95): -0.10% Top=RLGY KW PGRE STOR CXP VTR AMT REG ….. WPC LXP TWO ARI NLY DFT STWD NSM=Bottom (Real Estate)
FINA(95): -0.26% Top=WETF CG WU SCHW CFG ETFC FHN BX ….. TCBI PSEC BEN LPLA SYF BMO TD FNGN=Bottom (Banks/Financials)
INSU(38): -0.31% Top=BRO CB PGR AJG FAF MTG TRV XL ….. MET AIZ CNO LNC PRU AFSI SLF AGO=Bottom (Insurance)
ENER(108): -1.26% Top=SEMG RICE EQM RRC CXO EPE HLX HOS ….. PDS CIE CPE VNR DNR RIG SGY CJES=Bottom (Energy)
META(23): -1.47% Top=CMC SXC NEM ABX GOLD X SLCA SLW ….. CNX STLD CENX FNV FCX SCCO TCK CCJ=Bottom (Metals & Mining)

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

03/27/2015

Filed under: Market Stats — daytrend @ 1:43 pm

Market Stats at 2:42 pm ET
by daytrend on 20150327. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 994.

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 (20150327 2:42 pm ET)
22.7% of stocks are above yesterday’s high.
53.5% are above yesterday’s midpoint. (46.5% are below.)
18.7% are below yesterday’s low.
58.6% are inside yesterday’s range.
42.3% of stocks with today’s high > yesterday’s high. (57.7% less than).
39.1% of stocks with today’s low < yesterday’s low. (60.9% greater than).

EVIDENCE OF INTRADAY TREND (20150327 2:42 pm ET)
53.3% of stocks are above today’s open. (45.2% are below).
45.5% of stocks are above today’s open and yesterday’s close.
40.4% are below both.
4.2% of stocks opened above yesterday’s high.
38.1% of stocks opened above yesterday’s close. (57.7% opened below yesterday’s close).
9.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150327 2:42 pm ET)
12.9% of stocks are in the top 10% of today’s range.
22.6% are in the top 20%.
54.4% are in the top half. 45.6% of stocks are in the bottom half of today’s range.
16.4% are in the bottom 20%.
9.3% are in the bottom 10%.

GAIN (20150327 2:42 pm ET)
52.0% of stocks are above yesterday’s close. (48.0% are below.)
1.0% are up 4.5% or more. 0.9% are down 4.5% or more.
2.2% are up 3.5% or more. 1.6% are down 3.5% or more.
64.3% are between +1% and -1%.

RSI on DAILY (20150327 2:42 pm ET)
2-day: >=95:0.7%…>=90:2.5%…>=80:7.1%…>=50:33.4%…<=20:35.7%…<=10:23.4%…<=5:12.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:35.4%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:41.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150327 2:42 pm ET)
22.7% above previous 1 highs, 18.7% below previous 1 lows
5.6% above previous 2 highs, 15.5% below previous 2 lows
3.7% above previous 3 highs, 14.5% below previous 3 lows
2.9% above previous 4 highs, 13.8% below previous 4 lows
2.7% above previous 5 highs, 12.5% below previous 5 lows
2.7% above previous 6 highs, 10.1% below previous 6 lows
2.5% above previous 7 highs, 7.3% below previous 7 lows
2.5% above previous 8 highs, 6.7% below previous 8 lows
2.2% above previous 9 highs, 6.4% below previous 9 lows
2.2% above previous 10 highs, 5.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150327 2:42 pm ET)
52.0% are above or equal to 3/26 close (1 days ago), 48.0% are below.
44.2% are above or equal to 3/25 close (2 days ago), 55.8% are below.
19.6% are above or equal to 3/24 close (3 days ago), 80.4% are below.
19.3% are above or equal to 3/23 close (4 days ago), 80.7% are below.
21.4% are above or equal to 3/20 close (5 days ago), 78.6% are below.
33.6% are above or equal to 3/19 close (6 days ago), 66.4% are below.
30.1% are above or equal to 3/18 close (7 days ago), 69.9% are below.
45.8% are above or equal to 3/17 close (8 days ago), 54.2% are below.
45.8% are above or equal to 3/16 close (9 days ago), 54.2% are below.
56.7% are above or equal to 3/13 close (10 days ago), 43.3% are below.
49.6% are above or equal to 3/12 close (11 days ago), 50.4% are below.
63.7% are above or equal to 3/11 close (12 days ago), 36.3% are below.
65.6% are above or equal to 3/10 close (13 days ago), 34.4% are below.
49.3% are above or equal to 3/9 close (14 days ago), 50.7% are below.
48.8% are above or equal to 3/6 close (15 days ago), 51.2% are below.
38.0% are above or equal to 3/5 close (16 days ago), 62.0% are below.
40.2% are above or equal to 3/4 close (17 days ago), 59.8% are below.
36.0% are above or equal to 3/3 close (18 days ago), 64.0% are below.
33.3% are above or equal to 3/2 close (19 days ago), 66.7% are below.
37.5% are above or equal to 2/27 close (20 days ago), 62.5% are below.
36.1% are above or equal to 2/26 close (21 days ago), 63.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150327 2:42 pm ET)
20d: 2.4% new highs, 7.2% new lows
21d: 2.3% new highs, 7.2% new lows
42d: 1.8% new highs, 3.1% new lows
63d: 1.7% new highs, 2.4% new lows
126d: 1.6% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150327 2:42 pm ET)
2-day: 49.9% above, 50.1% below
3-day: 46.4% above, 53.6% below
4-day: 30.1% above, 69.9% below
5-day: 24.0% above, 76.0% below
8-day: 23.8% above, 76.2% below
10-day: 28.3% above, 71.7% below
20-day: 40.3% above, 59.7% below
50-day: 51.1% above, 48.9% below
200-day: 57.7% above, 42.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150327 2:42 pm ET)
HEAL(56): 1.06% Top=KND DXCM ZLTQ PODD RMD THOR CI ANTM ….. WMGI SEM HCA DGX ESRX HYH CYH ALGN=Bottom (Health)
CHEM(28): 0.90% Top=OLN AXLL CHMT DOW ASH GRA APD ALB ….. GPRE HUN AGU MEOH MOS FMC CF POT=Bottom (Chemicals/Fertilizers)
MATE(32): 0.75% Top=RYL MTH PHM DHI MDC TOL LEN BECN ….. RYN EXP RSG FAST PWR MTZ CVA FLR=Bottom (Materials & Construction)
RETA(71): 0.60% Top=RAD RH ASNA FRAN W AN ORLY ANN ….. WMT TFM GME ZU ANF AEO GES FINL=Bottom (Retail & Specialty Retail)
COSW(97): 0.60% Top=CMCM WUBA EA YELP VIPS FTNT NTES MANH ….. MSCI ORCL VDSI TRUE ROVI CYBR XRX INOV=Bottom (Computer Software/Internet)
LEIS(43): 0.53% Top=QUNR CCL RCL HLT WEN LQ H WYN ….. WYNN DNKN MCD GPRO LOCO TVPT SGMS WBAI=Bottom (Leisure)
CONS(62): 0.39% Top=SKX SCSS WWW CROX JAH COH UA BERY ….. TUP PAY RKT BLL MAT RL PVH UFS=Bottom (Consumer)
TRAN(35): 0.32% Top=JBLU UAL HA SAVE AAL LUV DAL ALK ….. WERN VA CP CNI TK AIRM GWR TDW=Bottom (Transportation)
DISV(55): 0.16% Top=TNET SERV SCI SBAC DLX HMHC CTAS BAH ….. VNTV URI YY DV KBR JEC HMSY WTW=Bottom (Diversified Services)
ELEC(56): 0.12% Top=AFFX SWKS CAVM SUNE AMBA CGNX INVN TSL ….. MSCC CY KEYS ATML MU CREE TSRA SMTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(45): 0.04% Top=WOR JKS AOS XYL ATU PCP BWC DHR ….. KMT CAT TKR DE DDD PNR JOY TEX=Bottom (Manufacturing)
REAL(95): -0.26% Top=RLGY KW VTR AMT KRG STOR SPG PGRE ….. LXP WPC NLY TWO ARI NSM DFT STWD=Bottom (Real Estate)
COHW(52): -0.27% Top=NSR INFN PANW HRS VRSN SMCI BBRY CDW ….. HPQ SONS EMC NMBL SNDK CIEN SSYS WIN=Bottom (Computer Hardware/Telecom)
FINA(96): -0.42% Top=WETF CG WU CFG ETFC SCHW FHN BX ….. FITB LPLA SYF OCN TD BKU BMO FNGN=Bottom (Banks/Financials)
INSU(40): -0.51% Top=BRO PGR FAF CB TRV AJG XL CLGX ….. WRB RDN CNO LNC AFSI PRU AGO SLF=Bottom (Insurance)
META(23): -0.97% Top=CMC ABX NEM SXC GOLD RGLD PAAS SLW ….. CENX STLD CNX FNV FCX SCCO TCK CCJ=Bottom (Metals & Mining)
ENER(108): -1.13% Top=SEMG EQM HOS NOV RICE RRC ETP MWE ….. ATW PE ROSE SGY VNR RIG CJES DNR=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:42 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:21 pm

Market Stats at 1:21 pm ET
by daytrend on 20150327. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 995.

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 (20150327 1:21 pm ET)
20.4% of stocks are above yesterday’s high.
50.1% are above yesterday’s midpoint. (49.9% are below.)
18.7% are below yesterday’s low.
60.9% are inside yesterday’s range.
40.8% of stocks with today’s high > yesterday’s high. (59.2% less than).
38.4% of stocks with today’s low < yesterday’s low. (61.6% greater than).

EVIDENCE OF INTRADAY TREND (20150327 1:21 pm ET)
50.5% of stocks are above today’s open. (48.5% are below).
42.2% of stocks are above today’s open and yesterday’s close.
43.6% are below both.
4.3% of stocks opened above yesterday’s high.
38.2% of stocks opened above yesterday’s close. (57.7% opened below yesterday’s close).
9.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150327 1:21 pm ET)
11.5% of stocks are in the top 10% of today’s range.
21.2% are in the top 20%.
52.1% are in the top half. 47.9% of stocks are in the bottom half of today’s range.
19.4% are in the bottom 20%.
9.7% are in the bottom 10%.

GAIN (20150327 1:21 pm ET)
48.1% of stocks are above yesterday’s close. (51.9% are below.)
1.0% are up 4.5% or more. 0.9% are down 4.5% or more.
1.7% are up 3.5% or more. 1.4% are down 3.5% or more.
66.1% are between +1% and -1%.

RSI on DAILY (20150327 1:21 pm ET)
2-day: >=95:0.7%…>=90:2.6%…>=80:6.9%…>=50:32.3%…<=20:38.5%…<=10:24.2%…<=5:12.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.7%…>=50:34.7%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:39.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150327 1:21 pm ET)
20.4% above previous 1 highs, 18.7% below previous 1 lows
4.0% above previous 2 highs, 15.5% below previous 2 lows
3.1% above previous 3 highs, 14.6% below previous 3 lows
2.5% above previous 4 highs, 14.0% below previous 4 lows
2.0% above previous 5 highs, 12.3% below previous 5 lows
1.9% above previous 6 highs, 10.2% below previous 6 lows
1.9% above previous 7 highs, 7.7% below previous 7 lows
1.9% above previous 8 highs, 7.1% below previous 8 lows
1.8% above previous 9 highs, 6.8% below previous 9 lows
1.8% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150327 1:21 pm ET)
48.1% are above or equal to 3/26 close (1 days ago), 51.9% are below.
41.5% are above or equal to 3/25 close (2 days ago), 58.5% are below.
18.1% are above or equal to 3/24 close (3 days ago), 81.9% are below.
17.8% are above or equal to 3/23 close (4 days ago), 82.2% are below.
20.4% are above or equal to 3/20 close (5 days ago), 79.6% are below.
32.0% are above or equal to 3/19 close (6 days ago), 68.0% are below.
28.8% are above or equal to 3/18 close (7 days ago), 71.2% are below.
44.9% are above or equal to 3/17 close (8 days ago), 55.1% are below.
45.0% are above or equal to 3/16 close (9 days ago), 55.0% are below.
55.9% are above or equal to 3/13 close (10 days ago), 44.1% are below.
48.6% are above or equal to 3/12 close (11 days ago), 51.4% are below.
62.4% are above or equal to 3/11 close (12 days ago), 37.6% are below.
64.6% are above or equal to 3/10 close (13 days ago), 35.4% are below.
47.8% are above or equal to 3/9 close (14 days ago), 52.2% are below.
47.8% are above or equal to 3/6 close (15 days ago), 52.2% are below.
37.1% are above or equal to 3/5 close (16 days ago), 62.9% are below.
40.8% are above or equal to 3/4 close (17 days ago), 59.2% are below.
35.2% are above or equal to 3/3 close (18 days ago), 64.8% are below.
32.5% are above or equal to 3/2 close (19 days ago), 67.5% are below.
37.3% are above or equal to 2/27 close (20 days ago), 62.7% are below.
35.3% are above or equal to 2/26 close (21 days ago), 64.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150327 1:21 pm ET)
20d: 2.1% new highs, 6.9% new lows
21d: 2.1% new highs, 6.9% new lows
42d: 1.6% new highs, 2.9% new lows
63d: 1.5% new highs, 2.3% new lows
126d: 1.5% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150327 1:21 pm ET)
2-day: 47.1% above, 52.9% below
3-day: 43.5% above, 56.5% below
4-day: 28.7% above, 71.3% below
5-day: 22.9% above, 77.1% below
8-day: 22.5% above, 77.5% below
10-day: 26.7% above, 73.3% below
20-day: 39.1% above, 60.9% below
50-day: 50.6% above, 49.4% below
200-day: 57.4% above, 42.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150327 1:21 pm ET)
CHEM(28): 1.03% Top=OLN AXLL CHMT DOW ALB SHW ASH IFF ….. HUN MEOH MOS AGU GPRE FMC CF POT=Bottom (Chemicals/Fertilizers)
HEAL(56): 0.96% Top=KND DXCM ZLTQ PODD OPK CI RMD ANTM ….. MD SEM DGX WMGI ESRX CYH HYH ALGN=Bottom (Health)
MATE(32): 0.75% Top=RYL MTH PHM DHI MDC KBH BECN TOL ….. DAR RSG EXP MTZ FAST PWR CVA FLR=Bottom (Materials & Construction)
LEIS(43): 0.61% Top=RCL CCL QUNR HLT ZOES WYN WEN H ….. SEAS DNKN WYNN MGM LOCO SGMS TVPT WBAI=Bottom (Leisure)
COSW(98): 0.47% Top=CMCM WUBA EA NTES MANH YELP VIPS SFUN ….. GOOG ORCL CYBR TRUE VDSI INOV XRX ROVI=Bottom (Computer Software/Internet)
RETA(71): 0.42% Top=RAD RH W FRAN AN ORLY PIR BBBY ….. JCP BBY SPLS GME FIVE ANF GES AEO=Bottom (Retail & Specialty Retail)
TRAN(35): 0.31% Top=HA JBLU UAL AAL LUV SAVE DAL ALK ….. CSX WERN VA AIRM CNI GWR TK TDW=Bottom (Transportation)
CONS(62): 0.28% Top=SKX SCSS COTY CROX WWW COH JAH HAS ….. MAT LULU RKT BLL RL KS PVH UFS=Bottom (Consumer)
DISV(55): 0.07% Top=TNET SERV SCI CTAS EIGI DLX PAYX HMHC ….. MA URI YY VNTV KBR JEC WTW HMSY=Bottom (Diversified Services)
MANU(45): 0.03% Top=WOR AOS JKS XYL ZBRA RXN BWC DOV ….. CAT RS PNR DE JOY DDD TEX MRC=Bottom (Manufacturing)
ELEC(56): 0.01% Top=AFFX SWKS CAVM AMBA INVN SUNE CGNX AVGO ….. KEYS MRVL SIMO ATML MU CREE TSRA SMTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(95): -0.30% Top=RLGY STOR PGRE KRG VTR AMT CXP SPG ….. RHP WPC DFT TWO ARI NLY NSM STWD=Bottom (Real Estate)
COHW(52): -0.37% Top=INFN NSR HRS PANW BBRY VRSN RKUS SWIR ….. FNSR HPQ EMC NMBL SNDK CIEN SSYS WIN=Bottom (Computer Hardware/Telecom)
INSU(40): -0.57% Top=FAF BRO CB PGR TRV AJG MMC AON ….. PRE WRB LNC AIZ AFSI PRU SLF AGO=Bottom (Insurance)
FINA(96): -0.60% Top=WETF WU CFG BX CG ETFC HAWK FHN ….. FITB TD SYF UMPQ FNGN BMO BKU OCN=Bottom (Banks/Financials)
ENER(108): -0.98% Top=HOS SEMG EQM MWE RRC ETE RICE NOV ….. ROSE BAS CRR SGY VNR RIG CJES DNR=Bottom (Energy)
META(23): -1.09% Top=CMC SXC ABX NEM SLCA SLW RGLD PAAS ….. NUE CNX STLD SCCO FNV TCK FCX CCJ=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:21 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:36 am

Market Stats at 10:36 am ET
by daytrend on 20150327. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 994.

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 (20150327 10:36 am ET)
10.0% of stocks are above yesterday’s high.
44.0% are above yesterday’s midpoint. (56.0% are below.)
19.1% are below yesterday’s low.
70.9% are inside yesterday’s range.
34.1% of stocks with today’s high > yesterday’s high. (65.9% less than).
34.6% of stocks with today’s low < yesterday’s low. (65.4% greater than).

EVIDENCE OF INTRADAY TREND (20150327 10:36 am ET)
38.5% of stocks are above today’s open. (59.2% are below).
30.4% of stocks are above today’s open and yesterday’s close.
53.5% are below both.
4.2% of stocks opened above yesterday’s high.
38.0% of stocks opened above yesterday’s close. (57.7% opened below yesterday’s close).
9.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150327 10:36 am ET)
1.7% of stocks are in the top 10% of today’s range.
4.5% are in the top 20%.
32.1% are in the top half. 67.9% of stocks are in the bottom half of today’s range.
28.9% are in the bottom 20%.
13.7% are in the bottom 10%.

GAIN (20150327 10:36 am ET)
37.3% of stocks are above yesterday’s close. (62.7% are below.)
0.3% are up 4.5% or more. 0.6% are down 4.5% or more.
0.5% are up 3.5% or more. 1.5% are down 3.5% or more.
74.4% are between +1% and -1%.

RSI on DAILY (20150327 10:36 am ET)
2-day: >=95:0.3%…>=90:1.1%…>=80:3.2%…>=50:19.4%…<=20:45.3%…<=10:27.7%…<=5:14.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.5%…>=50:30.1%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:36.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150327 10:36 am ET)
10.0% above previous 1 highs, 19.1% below previous 1 lows
1.6% above previous 2 highs, 15.3% below previous 2 lows
1.3% above previous 3 highs, 13.7% below previous 3 lows
0.9% above previous 4 highs, 13.0% below previous 4 lows
0.8% above previous 5 highs, 11.2% below previous 5 lows
0.6% above previous 6 highs, 9.1% below previous 6 lows
0.6% above previous 7 highs, 6.8% below previous 7 lows
0.6% above previous 8 highs, 6.2% below previous 8 lows
0.5% above previous 9 highs, 5.8% below previous 9 lows
0.5% above previous 10 highs, 5.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150327 10:36 am ET)
37.3% are above or equal to 3/26 close (1 days ago), 62.7% are below.
33.0% are above or equal to 3/25 close (2 days ago), 67.0% are below.
14.7% are above or equal to 3/24 close (3 days ago), 85.3% are below.
14.8% are above or equal to 3/23 close (4 days ago), 85.2% are below.
17.7% are above or equal to 3/20 close (5 days ago), 82.3% are below.
29.7% are above or equal to 3/19 close (6 days ago), 70.3% are below.
25.5% are above or equal to 3/18 close (7 days ago), 74.5% are below.
43.2% are above or equal to 3/17 close (8 days ago), 56.8% are below.
41.3% are above or equal to 3/16 close (9 days ago), 58.7% are below.
52.6% are above or equal to 3/13 close (10 days ago), 47.4% are below.
45.7% are above or equal to 3/12 close (11 days ago), 54.3% are below.
59.3% are above or equal to 3/11 close (12 days ago), 40.7% are below.
63.0% are above or equal to 3/10 close (13 days ago), 37.0% are below.
45.2% are above or equal to 3/9 close (14 days ago), 54.8% are below.
45.8% are above or equal to 3/6 close (15 days ago), 54.2% are below.
35.1% are above or equal to 3/5 close (16 days ago), 64.9% are below.
37.6% are above or equal to 3/4 close (17 days ago), 62.4% are below.
33.6% are above or equal to 3/3 close (18 days ago), 66.4% are below.
30.8% are above or equal to 3/2 close (19 days ago), 69.2% are below.
35.9% are above or equal to 2/27 close (20 days ago), 64.1% are below.
34.4% are above or equal to 2/26 close (21 days ago), 65.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150327 10:36 am ET)
20d: 1.4% new highs, 6.0% new lows
21d: 1.4% new highs, 6.0% new lows
42d: 1.1% new highs, 2.6% new lows
63d: 1.0% new highs, 2.1% new lows
126d: 1.0% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150327 10:36 am ET)
2-day: 36.3% above, 63.7% below
3-day: 32.2% above, 67.8% below
4-day: 18.7% above, 81.3% below
5-day: 15.6% above, 84.4% below
8-day: 18.2% above, 81.8% below
10-day: 23.9% above, 76.1% below
20-day: 35.3% above, 64.7% below
50-day: 49.3% above, 50.7% below
200-day: 57.0% above, 43.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150327 10:36 am ET)
CHEM(28): 0.65% Top=OLN AXLL DOW CHMT ALB ASH RPM SHW ….. POL CF AGU WLK MEOH FMC GPRE POT=Bottom (Chemicals/Fertilizers)
HEAL(56): 0.37% Top=KND ANTM CI DXCM AET CNC BSX MR ….. IRWD COO ESRX WX WMGI CYH HYH ALGN=Bottom (Health)
LEIS(43): 0.28% Top=CCL RCL KING H EXPE WEN BLMN CAKE ….. DNKN SEAS ARMK MCD SONC LOCO TVPT WBAI=Bottom (Leisure)
RETA(71): 0.19% Top=W BBBY RAD DLTR AAP ORLY AN TSCO ….. ANF FIVE SFM GES NFLX GME AEO ZU=Bottom (Retail & Specialty Retail)
MATE(32): 0.10% Top=RYL MTH MDC DHI PHM TPH KBH TOL ….. CLH MTZ FAST DAR CVA EXP FLR PWR=Bottom (Materials & Construction)
CONS(62): -0.01% Top=CROX SCSS FL SKX COH WWW JAH WHR ….. NWL GPK LULU KS RL GT PVH UFS=Bottom (Consumer)
TRAN(35): -0.12% Top=UAL HA AAL DAL LUV SAVE JBLU ALK ….. WERN VA CSX BRS TDW GWR TK NMM=Bottom (Transportation)
COSW(97): -0.20% Top=CMCM WUBA EA YHOO YELP FTNT VIPS NTES ….. AZPN INOV MDRX XRX VDSI CYBR BOX ROVI=Bottom (Computer Software/Internet)
ELEC(56): -0.22% Top=SWKS AFFX AMBA CAVM AVGO LRCX ONNN AMAT ….. TSRA CSIQ BRKR SPWR MU ATML SIMO SMTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(95): -0.30% Top=RLGY HTA AMT UDR HCN CXP VTR PGRE ….. RHP LXP TWO DFT NLY NSM STWD ARI=Bottom (Real Estate)
MANU(45): -0.35% Top=AOS HON XYL BWC ZBRA DOV ATU CRS ….. PNR CAT DE JOY RS MRC TEX DDD=Bottom (Manufacturing)
DISV(55): -0.36% Top=SERV RCII BAH GEO CXW SCI CTAS ULTA ….. DV SSTK VNTV URI JEC KBR WTW HMSY=Bottom (Diversified Services)
INSU(40): -0.43% Top=CB XL PGR AIG PRE TRV VR BRO ….. MTG WRB CNO LNC PRU AFSI SLF AGO=Bottom (Insurance)
COHW(52): -0.44% Top=INFN BBRY NSR HRS ZAYO PANW VRSN GOGO ….. HPQ EMC SNDK UBNT CIEN SSYS NMBL WIN=Bottom (Computer Hardware/Telecom)
FINA(96): -0.53% Top=CFG WU CG BX TRCO HCBK ETFC FHN ….. FITB ZION SYF UMPQ BKU LEAF FNGN OCN=Bottom (Banks/Financials)
ENER(108): -1.25% Top=HOS SEMG DO ETE NBL RICE MWE PAGP ….. CIE BAS RIG ROSE DNR VNR BBG CJES=Bottom (Energy)
META(23): -1.43% Top=CMC NEM AEM SXC RGLD ABX SLW GOLD ….. CENX FNV STLD SWC SCCO CCJ TCK FCX=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:36 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 9:47 am ET
by daytrend on 20150327. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 995.

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 (20150327 9:47 am ET)
15.9% of stocks are above yesterday’s high.
52.2% are above yesterday’s midpoint. (47.8% are below.)
16.9% are below yesterday’s low.
67.2% are inside yesterday’s range.
27.8% of stocks with today’s high > yesterday’s high. (72.2% less than).
28.6% of stocks with today’s low < yesterday’s low. (71.4% greater than).

EVIDENCE OF INTRADAY TREND (20150327 9:47 am ET)
52.4% of stocks are above today’s open. (45.8% are below).
43.2% of stocks are above today’s open and yesterday’s close.
39.1% are below both.
4.3% of stocks opened above yesterday’s high.
38.1% of stocks opened above yesterday’s close. (57.7% opened below yesterday’s close).
9.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150327 9:47 am ET)
11.6% of stocks are in the top 10% of today’s range.
20.4% are in the top 20%.
50.8% are in the top half. 49.2% of stocks are in the bottom half of today’s range.
18.9% are in the bottom 20%.
8.4% are in the bottom 10%.

GAIN (20150327 9:47 am ET)
52.2% of stocks are above yesterday’s close. (47.8% are below.)
0.4% are up 4.5% or more. 0.4% are down 4.5% or more.
0.7% are up 3.5% or more. 1.4% are down 3.5% or more.
73.1% are between +1% and -1%.

RSI on DAILY (20150327 9:47 am ET)
2-day: >=95:0.6%…>=90:1.4%…>=80:4.2%…>=50:26.6%…<=20:36.3%…<=10:20.9%…<=5:9.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.5%…>=50:33.3%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:39.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150327 9:47 am ET)
15.9% above previous 1 highs, 16.9% below previous 1 lows
2.7% above previous 2 highs, 13.1% below previous 2 lows
1.8% above previous 3 highs, 11.2% below previous 3 lows
1.3% above previous 4 highs, 11.1% below previous 4 lows
1.0% above previous 5 highs, 9.2% below previous 5 lows
0.9% above previous 6 highs, 6.5% below previous 6 lows
0.8% above previous 7 highs, 4.5% below previous 7 lows
0.8% above previous 8 highs, 3.9% below previous 8 lows
0.6% above previous 9 highs, 3.5% below previous 9 lows
0.5% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150327 9:47 am ET)
52.2% are above or equal to 3/26 close (1 days ago), 47.8% are below.
41.0% are above or equal to 3/25 close (2 days ago), 59.0% are below.
15.4% are above or equal to 3/24 close (3 days ago), 84.6% are below.
16.4% are above or equal to 3/23 close (4 days ago), 83.6% are below.
18.4% are above or equal to 3/20 close (5 days ago), 81.6% are below.
31.3% are above or equal to 3/19 close (6 days ago), 68.7% are below.
27.6% are above or equal to 3/18 close (7 days ago), 72.4% are below.
45.1% are above or equal to 3/17 close (8 days ago), 54.9% are below.
44.7% are above or equal to 3/16 close (9 days ago), 55.3% are below.
55.0% are above or equal to 3/13 close (10 days ago), 45.0% are below.
48.5% are above or equal to 3/12 close (11 days ago), 51.5% are below.
62.0% are above or equal to 3/11 close (12 days ago), 38.0% are below.
65.1% are above or equal to 3/10 close (13 days ago), 34.9% are below.
47.6% are above or equal to 3/9 close (14 days ago), 52.4% are below.
48.4% are above or equal to 3/6 close (15 days ago), 51.6% are below.
36.0% are above or equal to 3/5 close (16 days ago), 64.0% are below.
38.9% are above or equal to 3/4 close (17 days ago), 61.1% are below.
34.6% are above or equal to 3/3 close (18 days ago), 65.4% are below.
32.0% are above or equal to 3/2 close (19 days ago), 68.0% are below.
36.1% are above or equal to 2/27 close (20 days ago), 63.9% are below.
34.5% are above or equal to 2/26 close (21 days ago), 65.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150327 9:47 am ET)
20d: 0.9% new highs, 4.0% new lows
21d: 0.9% new highs, 3.9% new lows
42d: 0.8% new highs, 1.7% new lows
63d: 0.7% new highs, 1.5% new lows
126d: 0.7% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150327 9:47 am ET)
2-day: 50.1% above, 49.9% below
3-day: 42.2% above, 57.8% below
4-day: 24.3% above, 75.7% below
5-day: 19.4% above, 80.6% below
8-day: 20.3% above, 79.7% below
10-day: 26.7% above, 73.3% below
20-day: 37.0% above, 63.0% below
50-day: 50.5% above, 49.5% below
200-day: 57.6% above, 42.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150327 9:47 am ET)
LEIS(43): 0.95% Top=RCL CCL CAKE EXPE KING ZOES EAT JACK ….. LTM QSR LVS MCD TVPT SGMS WYNN WBAI=Bottom (Leisure)
CHEM(28): 0.80% Top=OLN AXLL DOW CHMT ALB SHW ASH RPM ….. MEOH AGU WLK EMN MOS POT GPRE FMC=Bottom (Chemicals/Fertilizers)
HEAL(56): 0.68% Top=ANTM KND OPK CNC AET CI EW MR ….. CYH XRAY A STE WMGI DGX HYH ALGN=Bottom (Health)
RETA(71): 0.44% Top=FINL JMEI BWS BURL BIG SIG AN URBN ….. NFLX GES FIVE SHLD ANF ZU GME AEO=Bottom (Retail & Specialty Retail)
ELEC(56): 0.43% Top=AMBA AFFX FSL SWKS ONNN NXPI MXIM CAVM ….. APH TEL SNPS ATML KEYS TRMB INTC SMTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(98): 0.35% Top=CMCM SFUN EA WUBA YHOO DWRE VRNT VIPS ….. ATHM ACN FEYE XRX MSCI BOX INOV ROVI=Bottom (Computer Software/Internet)
MATE(32): 0.32% Top=TPH RYL PHM KBH DHI MTH TREX BCC ….. RSG OC MTZ EXP FAST CVA FLR PWR=Bottom (Materials & Construction)
CONS(62): 0.23% Top=VRA FL WWW SCSS SKX CRI COH VFC ….. UFS GEF ECL CCK OI NWL GT MAT=Bottom (Consumer)
TRAN(35): 0.13% Top=UAL HA AAL DAL LUV JBLU XPO SAVE ….. CP GBX CSX WERN TRN GWR TK BRS=Bottom (Transportation)
DISV(55): 0.10% Top=BAH YY Z HMHC LDOS G TNET SERV ….. HMSY CAR VNTV DV URI KBR JEC WTW=Bottom (Diversified Services)
COHW(52): 0.06% Top=INFN BBRY ZAYO NSR RKUS PANW VRSN GOGO ….. ANET RCI EMC NMBL SSYS SNDK CIEN WIN=Bottom (Computer Hardware/Telecom)
REAL(95): -0.22% Top=AMT RLGY HCN PDM CYS MPW UDR HTS ….. BAM WPC LXP NSM TWO STWD NLY ARI=Bottom (Real Estate)
INSU(40): -0.37% Top=CLGX AON FAF CB FNF AJG BRO MMC ….. MTG AFSI L AXS WSH LNC PRU SLF=Bottom (Insurance)
MANU(45): -0.39% Top=AOS JKS MHK BWC HON XYL GE SWK ….. CAT RS DE CFX JOY DDD TEX MRC=Bottom (Manufacturing)
FINA(96): -0.43% Top=CTLT WETF HAWK CFG ICE JNS TRCO EFX ….. SLM ZION WDR UMPQ TD FITB BMO OCN=Bottom (Banks/Financials)
ENER(108): -1.57% Top=SEMG TSO RICE HOS ETE VLO PSX PAGP ….. SN RES DNR BBG NBR PDS BAS CJES=Bottom (Energy)
META(23): -1.69% Top=CMC NEM SXC AA RGLD AEM SCCO GOLD ….. SWC CNX FNV CCJ SLCA PAAS FCX TCK=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Older Posts »

The Silver is the New Black Theme. Blog at WordPress.com.

Follow

Get every new post delivered to your Inbox.

Join 57 other followers