daytrend

07/02/2015

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

Closing Stats
by daytrend on 20150702. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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 (20150702 Closing)
13.2% of stocks are above yesterday’s high.
37.9% are above yesterday’s midpoint. (62.1% are below.)
24.2% are below yesterday’s low.
62.6% are inside yesterday’s range.
39.4% of stocks with today’s high > yesterday’s high. (60.6% less than).
49.2% of stocks with today’s low < yesterday’s low. (50.8% greater than).

EVIDENCE OF INTRADAY TREND (20150702 Closing)
26.0% of stocks are above today’s open. (72.4% are below).
23.9% of stocks are above today’s open and yesterday’s close.
59.2% are below both.
18.9% of stocks opened above yesterday’s high.
71.6% of stocks opened above yesterday’s close. (23.6% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150702 Closing)
3.0% of stocks are in the top 10% of today’s range.
9.2% are in the top 20%.
32.6% are in the top half. 67.4% of stocks are in the bottom half of today’s range.
25.8% are in the bottom 20%.
9.5% are in the bottom 10%.

GAIN (20150702 Closing)
38.7% of stocks are above yesterday’s close. (61.3% are below.)
0.4% are up 4.5% or more. 0.8% are down 4.5% or more.
0.8% are up 3.5% or more. 1.7% are down 3.5% or more.
69.7% are between +1% and -1%.

RSI on DAILY (20150702 Closing)
2-day: >=95:0.7%…>=90:2.4%…>=80:10.5%…>=50:38.6%…<=20:23.6%…<=10:14.6%…<=5:9.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:24.8%…<=20:4.9%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:28.7%…<=20:1.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150702 Closing)
13.2% above previous 1 highs, 24.2% below previous 1 lows
9.8% above previous 2 highs, 13.5% below previous 2 lows
6.7% above previous 3 highs, 11.7% below previous 3 lows
4.7% above previous 4 highs, 11.7% below previous 4 lows
3.7% above previous 5 highs, 11.6% below previous 5 lows
2.8% above previous 6 highs, 11.5% below previous 6 lows
2.3% above previous 7 highs, 11.4% below previous 7 lows
1.8% above previous 8 highs, 11.1% below previous 8 lows
1.7% above previous 9 highs, 10.5% below previous 9 lows
1.5% above previous 10 highs, 10.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150702 Closing)
38.7% are above or equal to 7/1 close (1 days ago), 61.3% are below.
55.0% are above or equal to 6/30 close (2 days ago), 45.0% are below.
61.1% are above or equal to 6/29 close (3 days ago), 38.9% are below.
19.3% are above or equal to 6/26 close (4 days ago), 80.7% are below.
19.7% are above or equal to 6/25 close (5 days ago), 80.3% are below.
19.0% are above or equal to 6/24 close (6 days ago), 81.0% are below.
14.2% are above or equal to 6/23 close (7 days ago), 85.8% are below.
15.7% are above or equal to 6/22 close (8 days ago), 84.3% are below.
20.4% are above or equal to 6/19 close (9 days ago), 79.6% are below.
18.3% are above or equal to 6/18 close (10 days ago), 81.7% are below.
26.9% are above or equal to 6/17 close (11 days ago), 73.1% are below.
27.9% are above or equal to 6/16 close (12 days ago), 72.1% are below.
33.5% are above or equal to 6/15 close (13 days ago), 66.5% are below.
30.0% are above or equal to 6/12 close (14 days ago), 70.0% are below.
27.6% are above or equal to 6/11 close (15 days ago), 72.4% are below.
29.9% are above or equal to 6/10 close (16 days ago), 70.1% are below.
38.6% are above or equal to 6/9 close (17 days ago), 61.4% are below.
38.2% are above or equal to 6/8 close (18 days ago), 61.8% are below.
34.6% are above or equal to 6/5 close (19 days ago), 65.4% are below.
37.4% are above or equal to 6/4 close (20 days ago), 62.6% are below.
32.0% are above or equal to 6/3 close (21 days ago), 68.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150702 Closing)
20d: 5.1% new highs, 17.1% new lows
21d: 4.8% new highs, 17.0% new lows
42d: 3.7% new highs, 12.1% new lows
63d: 3.3% new highs, 10.0% new lows
126d: 2.3% new highs, 4.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150702 Closing)
2-day: 37.2% above, 62.8% below
3-day: 47.9% above, 52.1% below
4-day: 54.6% above, 45.4% below
5-day: 37.9% above, 62.1% below
8-day: 22.6% above, 77.4% below
10-day: 20.3% above, 79.7% below
20-day: 26.6% above, 73.4% below
50-day: 36.3% above, 63.7% below
200-day: 49.2% above, 50.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150702 Closing)
META(26): 0.73% Top=CNX CENX AEM GOLD NEM SLW PAAS TCK ….. HSC NUE TAHO CMC STLD SLCA TMST X=Bottom (Metals & Mining)
ENER(96): 0.40% Top=MMP TSO CIE ETE DPM ETP EPD ECA ….. RSPP UPL WPX BCEI SN EGN LPI EPE=Bottom (Energy)
TRAN(37): 0.31% Top=TNK JBLU TDW GBX CHRW ALK GLOP KEX ….. CNW KNX CSX DAL XPO JBHT SAVE TRN=Bottom (Transportation)
REAL(105): 0.22% Top=NSM PGRE PKY FR EQR SKT HT RLGY ….. NRZ KW GOV OUT STOR CSG LXP WRE=Bottom (Real Estate)
MANU(47): 0.09% Top=GTLS BWXT TEX DDD CRS MRC JOY EMR ….. ITT PNR TKR PCP RXN SEDG ATI GNRC=Bottom (Manufacturing)
ELEC(60): 0.07% Top=HIMX CY AVGO MU SMTC INTC QRVO LRCX ….. MTSI APH MSCC ON SPWR FSLR IPGP CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(39): -0.11% Top=AMBC GNW ACE FNF AFSI AIZ CLGX WSH ….. PGR AFL AXS VR ALL SLF PRU LNC=Bottom (Insurance)
CONS(60): -0.35% Top=FOSL SKX RL VFC PVH NKE UA PBI ….. EPC IP HAR AVP RFP WWW SCSS MLHR=Bottom (Consumer)
COHW(49): -0.38% Top=SYNA WDC ARRS STX TMUS SSYS HPQ HRS ….. LVLT CCOI NSR OLED CAMP PLCM UBNT SMCI=Bottom (Computer Hardware/Telecom)
LEIS(41): -0.39% Top=BLMN BOJA SBUX DNKN CCL WYNN MCD HOT ….. WEN SGMS ZOES LQ SEAS SONC QUNR SHAK=Bottom (Leisure)
DISV(53): -0.40% Top=APOL TW URI PAYX GEO MYGN TNET V ….. ACM ADT GDOT DV BLOX ROL EIGI AHS=Bottom (Diversified Services)
HEAL(58): -0.45% Top=HNT HLS VAR XENT THC A HOLX AMED ….. MDXG BAX DGX SEM AET MOH ZLTQ CNC=Bottom (Health)
RETA(71): -0.53% Top=EBAY PIR CST BIG KSS GPS NFLX SFM ….. ZU LL AEO BURL ANF DANG SHLD ETSY=Bottom (Retail & Specialty Retail)
MATE(32): -0.55% Top=PHM EXP LEN WCN CVA RSG DHI MLM ….. SPF MDC RYL KBH TPH MTZ APOG MYRG=Bottom (Materials & Construction)
CHEM(30): -0.62% Top=CE CBT FTK ALB MON IFF RPM DOW ….. EMN SHW GPRE CHMT DD AGU OLN AXLL=Bottom (Chemicals/Fertilizers)
COSW(107): -0.67% Top=CSOD QLIK SOHU SINA IACI ADSK TWTR NOW ….. RNG CYBR HUBS QLYS LC VDSI VIPS YELP=Bottom (Computer Software/Internet)
FINA(104): -0.79% Top=IBKR WETF CBOE CG LEAF KKR BX NDAQ ….. BXS PVTB WBS TCB HBHC FCB UBSI WU=Bottom (Banks/Financials)

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

NOTE THESE ARE FROM 7/1.  Today is 7/2.

Market Stats at End of Day
by daytrend on 20150701. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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 (20150701 EOD)
29.8% of stocks are above yesterday’s high.
57.3% are above yesterday’s midpoint. (42.7% are below.)
20.2% are below yesterday’s low.
50.0% are inside yesterday’s range.
61.7% of stocks with today’s high > yesterday’s high. (38.3% less than).
39.3% of stocks with today’s low < yesterday’s low. (60.7% greater than).

EVIDENCE OF INTRADAY TREND (20150701 EOD)
38.2% of stocks are above today’s open. (61.0% are below).
37.6% of stocks are above today’s open and yesterday’s close.
35.5% are below both.
28.5% of stocks opened above yesterday’s high.
86.3% of stocks opened above yesterday’s close. (11.9% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150701 EOD)
17.3% of stocks are in the top 10% of today’s range.
24.5% are in the top 20%.
43.6% are in the top half. 56.4% of stocks are in the bottom half of today’s range.
24.9% are in the bottom 20%.
8.2% are in the bottom 10%.

GAIN (20150701 EOD)
63.9% of stocks are above yesterday’s close. (36.1% are below.)
0.9% are up 4.5% or more. 3.5% are down 4.5% or more.
1.6% are up 3.5% or more. 5.5% are down 3.5% or more.
47.9% are between +1% and -1%.

RSI on DAILY (20150701 EOD)
2-day: >=95:0.5%…>=90:1.5%…>=80:9.2%…>=50:50.6%…<=20:27.1%…<=10:18.7%…<=5:12.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:29.9%…<=20:5.5%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:33.0%…<=20:1.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150701 EOD)
29.8% above previous 1 highs, 20.2% below previous 1 lows
14.6% above previous 2 highs, 18.0% below previous 2 lows
7.6% above previous 3 highs, 17.6% below previous 3 lows
6.3% above previous 4 highs, 17.5% below previous 4 lows
5.0% above previous 5 highs, 17.4% below previous 5 lows
4.1% above previous 6 highs, 17.3% below previous 6 lows
3.5% above previous 7 highs, 16.7% below previous 7 lows
3.3% above previous 8 highs, 16.3% below previous 8 lows
3.2% above previous 9 highs, 16.1% below previous 9 lows
3.2% above previous 10 highs, 15.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150701 EOD)
63.9% are above or equal to 6/30 close (1 days ago), 36.1% are below.
67.4% are above or equal to 6/29 close (2 days ago), 32.6% are below.
19.8% are above or equal to 6/26 close (3 days ago), 80.2% are below.
23.2% are above or equal to 6/25 close (4 days ago), 76.8% are below.
21.4% are above or equal to 6/24 close (5 days ago), 78.6% are below.
15.5% are above or equal to 6/23 close (6 days ago), 84.5% are below.
16.7% are above or equal to 6/22 close (7 days ago), 83.3% are below.
23.1% are above or equal to 6/19 close (8 days ago), 76.9% are below.
20.7% are above or equal to 6/18 close (9 days ago), 79.3% are below.
29.7% are above or equal to 6/17 close (10 days ago), 70.3% are below.
29.0% are above or equal to 6/16 close (11 days ago), 71.0% are below.
35.7% are above or equal to 6/15 close (12 days ago), 64.3% are below.
31.6% are above or equal to 6/12 close (13 days ago), 68.4% are below.
30.0% are above or equal to 6/11 close (14 days ago), 70.0% are below.
32.7% are above or equal to 6/10 close (15 days ago), 67.3% are below.
41.6% are above or equal to 6/9 close (16 days ago), 58.4% are below.
42.1% are above or equal to 6/8 close (17 days ago), 57.9% are below.
37.0% are above or equal to 6/5 close (18 days ago), 63.0% are below.
38.8% are above or equal to 6/4 close (19 days ago), 61.2% are below.
34.0% are above or equal to 6/3 close (20 days ago), 66.0% are below.
36.8% are above or equal to 6/2 close (21 days ago), 63.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150701 EOD)
20d: 5.1% new highs, 26.5% new lows
21d: 5.1% new highs, 26.3% new lows
42d: 4.1% new highs, 22.3% new lows
63d: 3.6% new highs, 18.8% new lows
126d: 3.1% new highs, 11.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150701 EOD)
2-day: 63.1% above, 36.9% below
3-day: 66.1% above, 33.9% below
4-day: 47.6% above, 52.4% below
5-day: 37.3% above, 62.7% below
8-day: 22.4% above, 77.6% below
10-day: 21.7% above, 78.3% below
20-day: 30.5% above, 69.5% below
50-day: 37.4% above, 62.6% below
200-day: 50.3% above, 49.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150701 EOD)
INSU(39): 1.47% Top=HRTG HIG WRB CINF AWH TRV ACGL AXS ….. CNO AON AFSI WSH MTG GNW RDN AMBC=Bottom (Insurance)
REAL(105): 1.39% Top=CUZ PMT QTS PPS PEB MAC HST LHO ….. GLPI HME CBL NSM EJ NRF OUT CSG=Bottom (Real Estate)
FINA(104): 0.96% Top=UBSI IBKR LEAF HCBK TRCO FCB PVTB CBOE ….. WAL LM ACAS OCN APO WDR PHH JNS=Bottom (Banks/Financials)
CONS(60): 0.95% Top=SKX RFP RKT DECK CLX VFC TPX ICON ….. PBI OI BC CROX LULU GPK WHR EPC=Bottom (Consumer)
RETA(71): 0.59% Top=GME BBY DSW KORS ORLY TIF JCP AAP ….. SIG CST PIR SFM SBH LE DANG ZU=Bottom (Retail & Specialty Retail)
LEIS(41): 0.43% Top=WYNN QSR SGMS LVS LQ YUM MGM WYN ….. PLAY GPRO SONC CAKE QUNR EXPE BOJA WEN=Bottom (Leisure)
COHW(49): 0.35% Top=CAMP CIEN VRSN KN INFN SMCI HPQ UBNT ….. NMBL SSYS WIN BBRY TDC NSR SNDK SYNA=Bottom (Computer Hardware/Telecom)
DISV(53): 0.32% Top=DV HMHC BAH PRAA Z GPN FISV VNTV ….. AHS WEX RCII KBR ROL APOL YY URI=Bottom (Diversified Services)
MATE(32): 0.29% Top=AWI MYRG RYN MLM VMC WY BCC PHM ….. FAST FLR BZH TPH PWR DAR EXP MAS=Bottom (Materials & Construction)
COSW(107): -0.03% Top=EPAM BR NEWR EA ATVI RHT ULTI DOX ….. SOHU ATHM JD SINA CVLT TWOU CMCM INOV=Bottom (Computer Software/Internet)
TRAN(37): -0.13% Top=TNK NAT GBX STNG KNX KSU JBHT NSC ….. LUV GLOP TDW DAL UAL HA AAL JBLU=Bottom (Transportation)
CHEM(30): -0.15% Top=AGU SHW VAL PPG CF APD FTK MON ….. FMC ALB AXLL OLN MEOH GPRE WLK DD=Bottom (Chemicals/Fertilizers)
ELEC(60): -0.52% Top=AVGO AMAT NVDA LRCX KLAC MRVL TXN MLNX ….. MCHP HIMX SPWR INVN FSLR SCTY MTSI CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(58): -0.64% Top=AMED ACHC A HNT MOH SEM MD OPK ….. BKD KND HYH RMD PODD SPNC MDXG BAX=Bottom (Health)
MANU(47): -0.84% Top=SWK AOS ITW MHK ZBRA AME ROK CRS ….. JKS MRC AGCO TEX DDD GTLS JOY BWXT=Bottom (Manufacturing)
META(26): -1.23% Top=HSC CMC NUE TAHO STLD CCJ SWC TMST ….. AEM GOLD CENX PAAS CNX BVN TCK SLCA=Bottom (Metals & Mining)
ENER(96): -2.68% Top=DK TSO PBF WNR HFC VLO MPC PSX ….. MTDR CRZO UPL BCEI BAS OAS EPE BBG=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 End of Day 7/1 $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:31 pm

Market Stats at 2:30 pm ET
by daytrend on 20150702. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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 (20150702 2:30 pm ET)
11.4% of stocks are above yesterday’s high.
32.5% are above yesterday’s midpoint. (67.5% are below.)
30.4% are below yesterday’s low.
58.1% are inside yesterday’s range.
38.4% of stocks with today’s high > yesterday’s high. (61.6% less than).
47.9% of stocks with today’s low < yesterday’s low. (52.1% greater than).

EVIDENCE OF INTRADAY TREND (20150702 2:30 pm ET)
21.8% of stocks are above today’s open. (77.2% are below).
19.5% of stocks are above today’s open and yesterday’s close.
65.3% are below both.
18.9% of stocks opened above yesterday’s high.
71.6% of stocks opened above yesterday’s close. (23.6% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150702 2:30 pm ET)
2.5% of stocks are in the top 10% of today’s range.
6.0% are in the top 20%.
18.8% are in the top half. 81.2% of stocks are in the bottom half of today’s range.
43.6% are in the bottom 20%.
23.2% are in the bottom 10%.

GAIN (20150702 2:30 pm ET)
32.5% of stocks are above yesterday’s close. (67.5% 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. 1.7% are down 3.5% or more.
65.1% are between +1% and -1%.

RSI on DAILY (20150702 2:30 pm ET)
2-day: >=95:0.6%…>=90:2.4%…>=80:7.9%…>=50:32.4%…<=20:26.5%…<=10:15.6%…<=5:10.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:22.9%…<=20:5.0%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:26.6%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150702 2:30 pm ET)
11.4% above previous 1 highs, 30.4% below previous 1 lows
8.7% above previous 2 highs, 16.6% below previous 2 lows
5.6% above previous 3 highs, 14.4% below previous 3 lows
4.0% above previous 4 highs, 14.3% below previous 4 lows
3.3% above previous 5 highs, 13.9% below previous 5 lows
2.5% above previous 6 highs, 13.8% below previous 6 lows
1.9% above previous 7 highs, 13.7% below previous 7 lows
1.6% above previous 8 highs, 13.4% below previous 8 lows
1.5% above previous 9 highs, 12.7% below previous 9 lows
1.3% above previous 10 highs, 12.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150702 2:30 pm ET)
32.5% are above or equal to 7/1 close (1 days ago), 67.5% are below.
49.8% are above or equal to 6/30 close (2 days ago), 50.2% are below.
58.3% are above or equal to 6/29 close (3 days ago), 41.7% are below.
17.2% are above or equal to 6/26 close (4 days ago), 82.8% are below.
18.8% are above or equal to 6/25 close (5 days ago), 81.2% are below.
17.3% are above or equal to 6/24 close (6 days ago), 82.7% are below.
13.5% are above or equal to 6/23 close (7 days ago), 86.5% are below.
14.2% are above or equal to 6/22 close (8 days ago), 85.8% are below.
18.0% are above or equal to 6/19 close (9 days ago), 82.0% are below.
17.4% are above or equal to 6/18 close (10 days ago), 82.6% are below.
24.7% are above or equal to 6/17 close (11 days ago), 75.3% are below.
26.5% are above or equal to 6/16 close (12 days ago), 73.5% are below.
31.7% are above or equal to 6/15 close (13 days ago), 68.3% are below.
28.4% are above or equal to 6/12 close (14 days ago), 71.6% are below.
26.2% are above or equal to 6/11 close (15 days ago), 73.8% are below.
28.4% are above or equal to 6/10 close (16 days ago), 71.6% are below.
36.9% are above or equal to 6/9 close (17 days ago), 63.1% are below.
36.6% are above or equal to 6/8 close (18 days ago), 63.4% are below.
32.2% are above or equal to 6/5 close (19 days ago), 67.8% are below.
35.2% are above or equal to 6/4 close (20 days ago), 64.8% are below.
30.6% are above or equal to 6/3 close (21 days ago), 69.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150702 2:30 pm ET)
20d: 5.0% new highs, 15.9% new lows
21d: 4.8% new highs, 15.8% new lows
42d: 3.7% new highs, 10.9% new lows
63d: 3.3% new highs, 9.0% new lows
126d: 2.3% new highs, 4.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150702 2:30 pm ET)
2-day: 31.1% above, 68.9% below
3-day: 40.7% above, 59.3% below
4-day: 47.8% above, 52.2% below
5-day: 34.2% above, 65.8% below
8-day: 20.4% above, 79.6% below
10-day: 18.2% above, 81.8% below
20-day: 24.8% above, 75.2% below
50-day: 34.2% above, 65.8% below
200-day: 49.3% above, 50.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150702 2:30 pm ET)
ENER(96): 0.61% Top=MMP OAS EPD ETE EEP CIE ETP DPM ….. SN EXH CRZO MTDR CRR EGN LPI BAS=Bottom (Energy)
META(26): 0.44% Top=CNX AEM NEM CCJ TCK GG SLW RGLD ….. FCX NUE TAHO CMC SLCA STLD TMST X=Bottom (Metals & Mining)
REAL(105): 0.14% Top=NSM PKY PGRE FR HT SKT WRI DRH ….. OUT NRZ KW STOR GOV LXP CSG WRE=Bottom (Real Estate)
TRAN(37): 0.12% Top=TDW TNK JBLU GBX NAT ALK CHRW GLOP ….. SWFT EXPD JBHT CNW ODFL XPO SAVE TRN=Bottom (Transportation)
MANU(47): -0.19% Top=GTLS BWXT TEX DDD MRC CRS EMR KMT ….. SPW RXN PNR TKR ITT ZBRA ATI GNRC=Bottom (Manufacturing)
ELEC(60): -0.20% Top=HIMX SIMO MU INTC CY SMTC TSRA MRVL ….. MCHP MSCC CAVM ON SPWR TSL IPGP CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(39): -0.29% Top=AMBC GNW ACE AFSI TRV WRB FAF AIZ ….. CNO MTG HRTG MET SLF AFL PRU LNC=Bottom (Insurance)
CONS(60): -0.49% Top=FOSL SKX RL VFC PVH PG NKE PBI ….. WHR COTY RFP WWW AVP HAR SCSS MLHR=Bottom (Consumer)
COHW(49): -0.51% Top=SYNA WDC STX ARRS TMUS QCOM HPQ SSYS ….. NSR PANW CCOI GOGO PLCM OLED UBNT SMCI=Bottom (Computer Hardware/Telecom)
LEIS(41): -0.54% Top=BLMN BOJA SBUX WYNN CAKE PNK DNKN MCD ….. ZOES SGMS PLAY LQ SONC SEAS QUNR SHAK=Bottom (Leisure)
RETA(71): -0.60% Top=EBAY PIR BIG KSS CST GPS TIF LB ….. FINL AEO JCP BURL ANF DANG SHLD ETSY=Bottom (Retail & Specialty Retail)
CHEM(30): -0.70% Top=CE CBT ALB MON FTK RPM IFF OMG ….. SHW HUN CHMT EMN DD OLN AGU AXLL=Bottom (Chemicals/Fertilizers)
DISV(53): -0.71% Top=APOL TW TNET Z URI CAR V ULTA ….. SCI ADT YY BLOX DV ROL EIGI AHS=Bottom (Diversified Services)
MATE(32): -0.73% Top=PHM RYN EXP WCN CVA AWI RSG FLR ….. USG PWR RYL TPH KBH APOG MYRG MTZ=Bottom (Materials & Construction)
HEAL(58): -0.75% Top=HNT XENT HLS VAR A THC AMED HOLX ….. AET MOH INCR ZLTQ SEM ABMD SPNC CNC=Bottom (Health)
COSW(107): -0.98% Top=SINA CSOD WB QLIK SSNC ADSK SOHU NOW ….. CTSH CMCM CYBR QLYS LC VDSI VIPS YELP=Bottom (Computer Software/Internet)
FINA(104): -1.10% Top=IBKR WETF CG CBOE LEAF KKR APO NDAQ ….. MBFI WBS WRLD HBHC BXS TCB UBSI WU=Bottom (Banks/Financials)

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 2:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:59 am

Market Stats at 11:59 am ET
by daytrend on 20150702. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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 (20150702 11:59 am ET)
12.4% of stocks are above yesterday’s high.
34.4% are above yesterday’s midpoint. (65.6% are below.)
28.9% are below yesterday’s low.
58.7% are inside yesterday’s range.
37.4% of stocks with today’s high > yesterday’s high. (62.6% less than).
40.4% of stocks with today’s low < yesterday’s low. (59.6% greater than).

EVIDENCE OF INTRADAY TREND (20150702 11:59 am ET)
23.0% of stocks are above today’s open. (75.9% are below).
20.7% of stocks are above today’s open and yesterday’s close.
60.9% are below both.
18.9% of stocks opened above yesterday’s high.
71.6% of stocks opened above yesterday’s close. (23.6% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150702 11:59 am ET)
2.0% of stocks are in the top 10% of today’s range.
4.9% are in the top 20%.
19.3% are in the top half. 80.7% of stocks are in the bottom half of today’s range.
55.4% are in the bottom 20%.
35.0% are in the bottom 10%.

GAIN (20150702 11:59 am ET)
36.7% of stocks are above yesterday’s close. (63.3% are below.)
0.4% are up 4.5% or more. 0.9% are down 4.5% or more.
0.6% are up 3.5% or more. 1.1% are down 3.5% or more.
70.1% are between +1% and -1%.

RSI on DAILY (20150702 11:59 am ET)
2-day: >=95:0.6%…>=90:2.6%…>=80:9.1%…>=50:35.4%…<=20:26.5%…<=10:15.0%…<=5:9.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:24.6%…<=20:5.4%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:27.4%…<=20:1.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150702 11:59 am ET)
12.4% above previous 1 highs, 28.9% below previous 1 lows
10.0% above previous 2 highs, 15.9% below previous 2 lows
6.0% above previous 3 highs, 12.9% below previous 3 lows
4.3% above previous 4 highs, 12.9% below previous 4 lows
3.7% above previous 5 highs, 12.6% below previous 5 lows
3.1% above previous 6 highs, 12.5% below previous 6 lows
2.4% above previous 7 highs, 12.4% below previous 7 lows
1.8% above previous 8 highs, 12.0% below previous 8 lows
1.7% above previous 9 highs, 11.6% below previous 9 lows
1.5% above previous 10 highs, 11.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150702 11:59 am ET)
36.7% are above or equal to 7/1 close (1 days ago), 63.3% are below.
52.5% are above or equal to 6/30 close (2 days ago), 47.5% are below.
59.3% are above or equal to 6/29 close (3 days ago), 40.7% are below.
18.1% are above or equal to 6/26 close (4 days ago), 81.9% are below.
19.6% are above or equal to 6/25 close (5 days ago), 80.4% are below.
18.0% are above or equal to 6/24 close (6 days ago), 82.0% are below.
14.5% are above or equal to 6/23 close (7 days ago), 85.5% are below.
14.9% are above or equal to 6/22 close (8 days ago), 85.1% are below.
18.7% are above or equal to 6/19 close (9 days ago), 81.3% are below.
17.8% are above or equal to 6/18 close (10 days ago), 82.2% are below.
25.8% are above or equal to 6/17 close (11 days ago), 74.2% are below.
26.8% are above or equal to 6/16 close (12 days ago), 73.2% are below.
32.9% are above or equal to 6/15 close (13 days ago), 67.1% are below.
29.3% are above or equal to 6/12 close (14 days ago), 70.7% are below.
26.6% are above or equal to 6/11 close (15 days ago), 73.4% are below.
29.7% are above or equal to 6/10 close (16 days ago), 70.3% are below.
37.7% are above or equal to 6/9 close (17 days ago), 62.3% are below.
37.9% are above or equal to 6/8 close (18 days ago), 62.1% are below.
33.7% are above or equal to 6/5 close (19 days ago), 66.3% are below.
35.5% are above or equal to 6/4 close (20 days ago), 64.5% are below.
31.8% are above or equal to 6/3 close (21 days ago), 68.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150702 11:59 am ET)
20d: 4.8% new highs, 12.4% new lows
21d: 4.6% new highs, 12.2% new lows
42d: 3.5% new highs, 8.9% new lows
63d: 3.0% new highs, 7.1% new lows
126d: 2.2% new highs, 3.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150702 11:59 am ET)
2-day: 34.4% above, 65.6% below
3-day: 44.2% above, 55.8% below
4-day: 51.0% above, 49.0% below
5-day: 35.6% above, 64.4% below
8-day: 21.6% above, 78.4% below
10-day: 19.1% above, 80.9% below
20-day: 25.3% above, 74.7% below
50-day: 35.4% above, 64.6% below
200-day: 49.1% above, 50.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150702 11:59 am ET)
ENER(96): 0.56% Top=MMP DPM ECA PDS MWE CIE EPD SPN ….. BWP OIS MTDR EPE EGN CRZO LPI BAS=Bottom (Energy)
INSU(39): 0.30% Top=AMBC GNW ACE HIG TRV AIZ AFSI AWH ….. HRTG MTG SLF AGO AFL MET LNC PRU=Bottom (Insurance)
REAL(105): 0.24% Top=PKY FR PGRE DRH NSM RLGY SRC RPAI ….. CONE CSG GLPI OUT KW NRZ WRE STOR=Bottom (Real Estate)
META(26): 0.00% Top=TCK NEM CNX RGLD AEM SLW CCJ GG ….. FCX SLCA NUE TAHO STLD X TMST CMC=Bottom (Metals & Mining)
TRAN(37): -0.02% Top=TDW KEX JBLU GLOP GBX CHRW UNP NAT ….. TRN HA LUV ODFL XPO CNW JBHT SAVE=Bottom (Transportation)
MANU(47): -0.17% Top=GTLS BWXT TEX KMT DDD FLS EMR MRC ….. MHK AOS ITT RXN ZBRA WOR ATI GNRC=Bottom (Manufacturing)
ELEC(60): -0.23% Top=MU HIMX INTC SIMO MRVL CSIQ AVGO SMTC ….. MCHP SIGM AMBA FSLR SUNE SPWR IPGP CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(60): -0.28% Top=FOSL SKX CROX DECK PG RL KATE CL ….. WWW EPC COTY HAR WHR LULU SCSS MLHR=Bottom (Consumer)
LEIS(41): -0.32% Top=LOCO BLMN BOJA CAKE PNK GPRO SBUX WYNN ….. RCL SHAK SONC SEAS PLAY QSR LQ QUNR=Bottom (Leisure)
COHW(49): -0.42% Top=WDC STX SYNA ARRS VZ HPQ SNDK QCOM ….. BBRY CIEN CCOI NSR PANW LVLT SMCI GOGO=Bottom (Computer Hardware/Telecom)
HEAL(58): -0.47% Top=HNT HLS XENT VAR THC AMED A HCA ….. AET HWAY BKD ABMD MDXG INCR SPNC CNC=Bottom (Health)
RETA(71): -0.48% Top=PIR BIG KSS EBAY LL SPLS WBA GPS ….. AEO JCP TFM TSCO BURL SHLD DANG ETSY=Bottom (Retail & Specialty Retail)
DISV(53): -0.59% Top=APOL Z KBR PAYX TW CXW MYGN CAR ….. ADT SCI GDOT BAH ROL DV EIGI AHS=Bottom (Diversified Services)
MATE(32): -0.62% Top=EXP CVA FLR MLM WY RYN PHM AWI ….. SPF MAS RYL BZH KBH MTZ APOG MYRG=Bottom (Materials & Construction)
CHEM(30): -0.69% Top=CE CBT FTK RPM MON ALB CF IFF ….. EMN APD HUN OLN CHMT DD AGU AXLL=Bottom (Chemicals/Fertilizers)
FINA(104): -0.95% Top=IBKR APO LEAF CG CBOE KKR NDAQ TRCO ….. WRLD UBSI ZION BXS OZRK TCB HBHC WU=Bottom (Banks/Financials)
COSW(107): -0.98% Top=WB SINA CSOD VMW IACI ADSK BR NTCT ….. HQY CYBR CMCM VDSI CTSH VIPS LC QLYS=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:59 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:39 am

Market Stats at 11:38 am ET
by daytrend on 20150702. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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 (20150702 11:38 am ET)
15.2% of stocks are above yesterday’s high.
38.7% are above yesterday’s midpoint. (61.3% are below.)
23.3% are below yesterday’s low.
61.6% are inside yesterday’s range.
37.1% of stocks with today’s high > yesterday’s high. (62.9% less than).
37.9% of stocks with today’s low < yesterday’s low. (62.1% greater than).

EVIDENCE OF INTRADAY TREND (20150702 11:38 am ET)
28.6% of stocks are above today’s open. (69.8% are below).
25.6% of stocks are above today’s open and yesterday’s close.
52.8% are below both.
18.9% of stocks opened above yesterday’s high.
71.6% of stocks opened above yesterday’s close. (23.6% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150702 11:38 am ET)
2.6% of stocks are in the top 10% of today’s range.
6.7% are in the top 20%.
25.1% are in the top half. 74.9% of stocks are in the bottom half of today’s range.
41.0% are in the bottom 20%.
17.9% are in the bottom 10%.

GAIN (20150702 11:38 am ET)
44.2% of stocks are above yesterday’s close. (55.8% are below.)
0.3% are up 4.5% or more. 0.8% are down 4.5% or more.
0.6% are up 3.5% or more. 1.1% are down 3.5% or more.
72.8% are between +1% and -1%.

RSI on DAILY (20150702 11:38 am ET)
2-day: >=95:0.7%…>=90:2.9%…>=80:11.2%…>=50:40.0%…<=20:23.0%…<=10:12.8%…<=5:8.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:26.2%…<=20:4.7%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:29.0%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150702 11:38 am ET)
15.2% above previous 1 highs, 23.3% below previous 1 lows
12.2% above previous 2 highs, 11.7% below previous 2 lows
7.3% above previous 3 highs, 9.8% below previous 3 lows
5.2% above previous 4 highs, 9.8% below previous 4 lows
4.2% above previous 5 highs, 9.6% below previous 5 lows
3.5% above previous 6 highs, 9.5% below previous 6 lows
2.7% above previous 7 highs, 9.4% below previous 7 lows
2.1% above previous 8 highs, 9.2% below previous 8 lows
2.0% above previous 9 highs, 8.8% below previous 9 lows
1.8% above previous 10 highs, 8.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150702 11:38 am ET)
44.2% are above or equal to 7/1 close (1 days ago), 55.8% are below.
56.8% are above or equal to 6/30 close (2 days ago), 43.2% are below.
62.7% are above or equal to 6/29 close (3 days ago), 37.3% are below.
19.5% are above or equal to 6/26 close (4 days ago), 80.5% are below.
20.8% are above or equal to 6/25 close (5 days ago), 79.2% are below.
19.1% are above or equal to 6/24 close (6 days ago), 80.9% are below.
14.6% are above or equal to 6/23 close (7 days ago), 85.4% are below.
16.0% are above or equal to 6/22 close (8 days ago), 84.0% are below.
20.2% are above or equal to 6/19 close (9 days ago), 79.8% are below.
18.7% are above or equal to 6/18 close (10 days ago), 81.3% are below.
27.1% are above or equal to 6/17 close (11 days ago), 72.9% are below.
28.0% are above or equal to 6/16 close (12 days ago), 72.0% are below.
33.9% are above or equal to 6/15 close (13 days ago), 66.1% are below.
30.2% are above or equal to 6/12 close (14 days ago), 69.8% are below.
28.0% are above or equal to 6/11 close (15 days ago), 72.0% are below.
30.2% are above or equal to 6/10 close (16 days ago), 69.8% are below.
38.3% are above or equal to 6/9 close (17 days ago), 61.7% are below.
38.8% are above or equal to 6/8 close (18 days ago), 61.2% are below.
35.0% are above or equal to 6/5 close (19 days ago), 65.0% are below.
36.7% are above or equal to 6/4 close (20 days ago), 63.3% are below.
32.8% are above or equal to 6/3 close (21 days ago), 67.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150702 11:38 am ET)
20d: 4.8% new highs, 10.6% new lows
21d: 4.6% new highs, 10.4% new lows
42d: 3.5% new highs, 7.6% new lows
63d: 3.0% new highs, 6.1% new lows
126d: 2.2% new highs, 3.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150702 11:38 am ET)
2-day: 42.1% above, 57.9% below
3-day: 49.6% above, 50.4% below
4-day: 56.2% above, 43.8% below
5-day: 38.4% above, 61.6% below
8-day: 22.6% above, 77.4% below
10-day: 20.9% above, 79.1% below
20-day: 27.1% above, 72.9% below
50-day: 36.0% above, 64.0% below
200-day: 49.8% above, 50.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150702 11:38 am ET)
ENER(96): 0.87% Top=MMP PDS DPM ECA ATW PXD EPD MWE ….. SHLX LPI MTDR CRZO OIS EGN BWP BAS=Bottom (Energy)
REAL(105): 0.43% Top=PKY FR HT DRH SRC SKT PGRE WRI ….. KRG CONE OUT WRE NRZ NRF KW STOR=Bottom (Real Estate)
INSU(39): 0.42% Top=AMBC GNW ACE HIG TRV AIZ AFSI FNF ….. AGO HRTG AJG MET AFL SLF PRU LNC=Bottom (Insurance)
META(26): 0.36% Top=TCK CNX SLW NEM RGLD AEM CCJ CENX ….. SCCO SLCA NUE TAHO STLD X TMST CMC=Bottom (Metals & Mining)
MANU(47): 0.03% Top=GTLS BWXT TEX KMT DDD FLS EMR CAT ….. PNR ITT AOS SPW WOR ZBRA ATI GNRC=Bottom (Manufacturing)
TRAN(37): 0.00% Top=TDW JBLU GLOP KEX CHRW GBX ALK NAT ….. LUV SWFT UAL HA ODFL JBHT SAVE TNK=Bottom (Transportation)
ELEC(60): -0.11% Top=MU HIMX CSIQ INTC SIMO SMTC CGNX MEI ….. AMBA SUNE FSLR SIGM ON SPWR IPGP CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(60): -0.12% Top=FOSL SKX RL FL AVP DECK PG CROX ….. WWW LULU GEF SCSS COTY WHR HAR MLHR=Bottom (Consumer)
RETA(71): -0.27% Top=PIR BIG KSS LL EBAY SPLS DSW ZUMZ ….. LE W JCP TSCO BURL SHLD DANG ETSY=Bottom (Retail & Specialty Retail)
LEIS(41): -0.27% Top=LOCO BLMN CAKE SBUX BOJA TVPT CCL PNK ….. RCL LVS SONC SEAS PLAY QSR LQ QUNR=Bottom (Leisure)
COHW(49): -0.32% Top=SYNA WDC STX ARRS HPQ QCOM T SNDK ….. NSR CCOI CAMP LVLT BBRY PANW SMCI GOGO=Bottom (Computer Hardware/Telecom)
HEAL(58): -0.33% Top=HNT HLS XENT VAR AMED THC ALGN A ….. ABMD BKD AET BAX MDXG INCR SPNC CNC=Bottom (Health)
MATE(32): -0.38% Top=EXP MLM PHM FLR MTH DAR WY CVA ….. KBH FAST RYL PWR MAS MTZ APOG MYRG=Bottom (Materials & Construction)
DISV(53): -0.42% Top=APOL KBR TW Z CXW MYGN PAYX WEX ….. GDOT ADT BAH SCI DV ROL EIGI AHS=Bottom (Diversified Services)
CHEM(30): -0.44% Top=CE GPRE CBT FTK RPM ALB MON CF ….. EMN APD OLN HUN CHMT DD AGU AXLL=Bottom (Chemicals/Fertilizers)
FINA(104): -0.84% Top=IBKR CBOE APO LEAF CG NDAQ TRCO ARCC ….. PVTB ZION WRLD UBSI OZRK WAL HBHC WU=Bottom (Banks/Financials)
COSW(107): -0.90% Top=WB SINA TWTR CSOD NTES ADSK NTCT GLUU ….. CYBR HQY CTSH CMCM VDSI VIPS LC QLYS=Bottom (Computer Software/Internet)

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 11:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:07 am

Market Stats at 11:07 am ET
by daytrend on 20150702. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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 (20150702 11:07 am ET)
14.9% of stocks are above yesterday’s high.
40.1% are above yesterday’s midpoint. (59.9% are below.)
21.1% are below yesterday’s low.
64.0% are inside yesterday’s range.
37.0% of stocks with today’s high > yesterday’s high. (63.0% less than).
33.3% of stocks with today’s low < yesterday’s low. (66.7% greater than).

EVIDENCE OF INTRADAY TREND (20150702 11:07 am ET)
30.8% of stocks are above today’s open. (67.6% are below).
28.0% of stocks are above today’s open and yesterday’s close.
51.1% are below both.
18.9% of stocks opened above yesterday’s high.
71.6% of stocks opened above yesterday’s close. (23.6% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150702 11:07 am ET)
4.0% of stocks are in the top 10% of today’s range.
8.5% are in the top 20%.
27.0% are in the top half. 73.0% of stocks are in the bottom half of today’s range.
44.7% are in the bottom 20%.
30.0% are in the bottom 10%.

GAIN (20150702 11:07 am ET)
45.6% of stocks are above yesterday’s close. (54.4% are below.)
0.3% are up 4.5% or more. 0.8% are down 4.5% or more.
0.6% are up 3.5% or more. 1.5% are down 3.5% or more.
72.0% are between +1% and -1%.

RSI on DAILY (20150702 11:07 am ET)
2-day: >=95:0.6%…>=90:3.0%…>=80:11.1%…>=50:40.3%…<=20:20.3%…<=10:11.6%…<=5:7.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:26.9%…<=20:4.5%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:29.6%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150702 11:07 am ET)
14.9% above previous 1 highs, 21.1% below previous 1 lows
12.0% above previous 2 highs, 10.4% below previous 2 lows
7.3% above previous 3 highs, 8.6% below previous 3 lows
5.5% above previous 4 highs, 8.6% below previous 4 lows
4.5% above previous 5 highs, 8.2% below previous 5 lows
3.7% above previous 6 highs, 8.1% below previous 6 lows
3.0% above previous 7 highs, 8.0% below previous 7 lows
2.3% above previous 8 highs, 7.7% below previous 8 lows
2.1% above previous 9 highs, 7.3% below previous 9 lows
1.9% above previous 10 highs, 6.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150702 11:07 am ET)
45.6% are above or equal to 7/1 close (1 days ago), 54.4% are below.
58.2% are above or equal to 6/30 close (2 days ago), 41.8% are below.
63.9% are above or equal to 6/29 close (3 days ago), 36.1% are below.
20.3% are above or equal to 6/26 close (4 days ago), 79.7% are below.
21.1% are above or equal to 6/25 close (5 days ago), 78.9% are below.
19.1% are above or equal to 6/24 close (6 days ago), 80.9% are below.
15.3% are above or equal to 6/23 close (7 days ago), 84.7% are below.
15.5% are above or equal to 6/22 close (8 days ago), 84.5% are below.
20.4% are above or equal to 6/19 close (9 days ago), 79.6% are below.
19.1% are above or equal to 6/18 close (10 days ago), 80.9% are below.
27.7% are above or equal to 6/17 close (11 days ago), 72.3% are below.
28.2% are above or equal to 6/16 close (12 days ago), 71.8% are below.
33.4% are above or equal to 6/15 close (13 days ago), 66.6% are below.
30.1% are above or equal to 6/12 close (14 days ago), 69.9% are below.
28.4% are above or equal to 6/11 close (15 days ago), 71.6% are below.
30.2% are above or equal to 6/10 close (16 days ago), 69.8% are below.
38.2% are above or equal to 6/9 close (17 days ago), 61.8% are below.
39.0% are above or equal to 6/8 close (18 days ago), 61.0% are below.
35.1% are above or equal to 6/5 close (19 days ago), 64.9% are below.
37.3% are above or equal to 6/4 close (20 days ago), 62.7% are below.
33.2% are above or equal to 6/3 close (21 days ago), 66.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150702 11:07 am ET)
20d: 4.8% new highs, 9.5% new lows
21d: 4.6% new highs, 9.4% new lows
42d: 3.5% new highs, 6.8% new lows
63d: 3.0% new highs, 5.7% new lows
126d: 2.2% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150702 11:07 am ET)
2-day: 44.1% above, 55.9% below
3-day: 51.5% above, 48.5% below
4-day: 58.0% above, 42.0% below
5-day: 40.0% above, 60.0% below
8-day: 23.7% above, 76.3% below
10-day: 21.0% above, 79.0% below
20-day: 27.3% above, 72.7% below
50-day: 36.1% above, 63.9% below
200-day: 50.0% above, 50.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150702 11:07 am ET)
ENER(96): 1.10% Top=MMP PDS UPL ATW HLX ECA DK DPM ….. EGN WMB FANG LPI MTDR BAS SN BWP=Bottom (Energy)
META(26): 0.47% Top=TCK CENX SLW CNX RGLD NEM FCX SWC ….. ABX SCCO NUE TAHO TMST STLD X CMC=Bottom (Metals & Mining)
REAL(105): 0.43% Top=PKY DRH FR HST HT SKT HPT MPW ….. GOV OUT CONE NRF GLPI NRZ STOR KW=Bottom (Real Estate)
INSU(39): 0.32% Top=AMBC GNW ACE HIG TRV AIZ AFSI AXS ….. MET AGO AJG AFL PRU SLF HRTG LNC=Bottom (Insurance)
TRAN(37): 0.21% Top=GLOP JBLU TDW GBX KEX NAT CHRW ALK ….. KNX LUV UAL HA CNW ODFL JBHT TNK=Bottom (Transportation)
MANU(47): 0.17% Top=GTLS BWXT TEX KMT DDD FLS JOY EMR ….. TKR MHK SPW TILE WOR ZBRA ATI GNRC=Bottom (Manufacturing)
ELEC(60): 0.01% Top=MU INTC HIMX MRVL CSIQ SMTC SIMO MEI ….. SPWR FSLR SIGM AMBA SCTY SUNE IPGP CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(49): -0.07% Top=WDC STX SYNA ARRS SSYS SNDK HPQ QCOM ….. NSR CCOI SMCI LVLT BBRY INFN PANW GOGO=Bottom (Computer Hardware/Telecom)
CONS(60): -0.15% Top=FOSL SKX RL DECK KATE PG FL COH ….. HAS EPC LULU WHR SCSS HAR COTY MLHR=Bottom (Consumer)
RETA(71): -0.22% Top=PIR BIG KSS ZU EBAY WBA DSW LL ….. ASNA TSCO W SFM BURL SHLD DANG ETSY=Bottom (Retail & Specialty Retail)
LEIS(41): -0.22% Top=BLMN MGM LOCO CAKE SHAK CCL SBUX SGMS ….. EXPE ARMK LQ QSR SONC SEAS PLAY QUNR=Bottom (Leisure)
HEAL(58): -0.29% Top=HNT HLS XENT VAR AMED THC HRC EVHC ….. ZBH ABMD AET BAX MDXG SPNC INCR CNC=Bottom (Health)
MATE(32): -0.31% Top=EXP PHM CVA MLM FLR VMC MTH RYN ….. SPF PWR TPH RYL MAS MTZ APOG MYRG=Bottom (Materials & Construction)
DISV(53): -0.38% Top=APOL KBR TW MYGN CXW Z PAYX MAN ….. RCII SERV BAH SCI DV ROL EIGI AHS=Bottom (Diversified Services)
CHEM(30): -0.47% Top=GPRE CE CBT FTK MON RPM DOW VAL ….. EMN OLN APD HUN CHMT DD AGU AXLL=Bottom (Chemicals/Fertilizers)
COSW(107): -0.83% Top=SINA WB CSOD ADSK TWTR NTCT GLUU NTES ….. CYBR VDSI HQY CMCM CTSH VIPS LC QLYS=Bottom (Computer Software/Internet)
FINA(104): -0.86% Top=IBKR LEAF APO CG CBOE ARCC TRCO NDAQ ….. CATY WBS TCB HBHC WAL OZRK UBSI WU=Bottom (Banks/Financials)

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 11:07 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:28 am

Market Stats at 10:28 am ET
by daytrend on 20150702. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1016.

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 (20150702 10:28 am ET)
19.1% of stocks are above yesterday’s high.
46.3% are above yesterday’s midpoint. (53.7% are below.)
15.0% are below yesterday’s low.
65.9% are inside yesterday’s range.
36.6% of stocks with today’s high > yesterday’s high. (63.4% less than).
28.1% of stocks with today’s low < yesterday’s low. (71.9% greater than).

EVIDENCE OF INTRADAY TREND (20150702 10:28 am ET)
42.2% of stocks are above today’s open. (55.9% are below).
39.4% of stocks are above today’s open and yesterday’s close.
40.0% are below both.
18.9% of stocks opened above yesterday’s high.
71.7% of stocks opened above yesterday’s close. (23.6% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150702 10:28 am ET)
7.0% of stocks are in the top 10% of today’s range.
14.9% 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.
27.1% are in the bottom 20%.
15.8% are in the bottom 10%.

GAIN (20150702 10:28 am ET)
57.2% of stocks are above yesterday’s close. (42.8% are below.)
0.3% are up 4.5% or more. 0.6% are down 4.5% or more.
0.7% are up 3.5% or more. 1.0% are down 3.5% or more.
73.9% are between +1% and -1%.

RSI on DAILY (20150702 10:28 am ET)
2-day: >=95:0.6%…>=90:3.1%…>=80:15.1%…>=50:48.2%…<=20:16.3%…<=10:8.5%…<=5:5.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:28.9%…<=20:4.2%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:31.9%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150702 10:28 am ET)
19.1% above previous 1 highs, 15.0% below previous 1 lows
16.6% above previous 2 highs, 6.5% below previous 2 lows
10.0% above previous 3 highs, 5.2% below previous 3 lows
7.6% above previous 4 highs, 5.2% below previous 4 lows
6.3% above previous 5 highs, 5.0% below previous 5 lows
5.0% above previous 6 highs, 5.0% below previous 6 lows
3.8% above previous 7 highs, 5.0% below previous 7 lows
2.6% above previous 8 highs, 5.0% below previous 8 lows
2.4% above previous 9 highs, 4.4% below previous 9 lows
2.3% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150702 10:28 am ET)
57.2% are above or equal to 7/1 close (1 days ago), 42.8% are below.
63.2% are above or equal to 6/30 close (2 days ago), 36.8% are below.
68.1% are above or equal to 6/29 close (3 days ago), 31.9% are below.
23.2% are above or equal to 6/26 close (4 days ago), 76.8% are below.
22.6% are above or equal to 6/25 close (5 days ago), 77.4% are below.
20.3% are above or equal to 6/24 close (6 days ago), 79.7% are below.
16.6% are above or equal to 6/23 close (7 days ago), 83.4% are below.
16.8% are above or equal to 6/22 close (8 days ago), 83.2% are below.
21.5% are above or equal to 6/19 close (9 days ago), 78.5% are below.
20.3% are above or equal to 6/18 close (10 days ago), 79.7% are below.
29.9% are above or equal to 6/17 close (11 days ago), 70.1% are below.
29.8% are above or equal to 6/16 close (12 days ago), 70.2% are below.
35.1% are above or equal to 6/15 close (13 days ago), 64.9% are below.
31.8% are above or equal to 6/12 close (14 days ago), 68.2% are below.
29.3% are above or equal to 6/11 close (15 days ago), 70.7% are below.
31.7% are above or equal to 6/10 close (16 days ago), 68.3% are below.
40.1% are above or equal to 6/9 close (17 days ago), 59.9% are below.
41.3% are above or equal to 6/8 close (18 days ago), 58.7% are below.
36.1% are above or equal to 6/5 close (19 days ago), 63.9% are below.
37.7% are above or equal to 6/4 close (20 days ago), 62.3% are below.
33.8% are above or equal to 6/3 close (21 days ago), 66.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150702 10:28 am ET)
20d: 4.7% new highs, 8.1% new lows
21d: 4.5% new highs, 8.0% new lows
42d: 3.4% new highs, 5.8% new lows
63d: 2.9% new highs, 4.9% new lows
126d: 2.1% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150702 10:28 am ET)
2-day: 55.3% above, 44.7% below
3-day: 60.3% above, 39.7% below
4-day: 64.5% above, 35.5% below
5-day: 46.8% above, 53.2% below
8-day: 27.8% above, 72.2% below
10-day: 22.9% above, 77.1% below
20-day: 29.5% above, 70.5% below
50-day: 37.6% above, 62.4% below
200-day: 50.7% above, 49.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150702 10:28 am ET)
ENER(97): 1.18% Top=UNT PDS MMP DNR PBF DPM BBG EPD ….. FANG CRZO XEC LPI EPE WMB BWP SN=Bottom (Energy)
META(26): 0.96% Top=TCK CENX SLW NEM RGLD GOLD PAAS FCX ….. SLCA TMST CNX TAHO NUE X STLD CMC=Bottom (Metals & Mining)
REAL(105): 0.76% Top=PKY HST SRC FR HT PGRE WRI DRH ….. STOR OUT NRF CONE NRZ KW GLPI EJ=Bottom (Real Estate)
MANU(47): 0.44% Top=GTLS TEX BWXT DDD KMT JOY FLS EMR ….. PNR TKR SPW TILE AOS PH ZBRA GNRC=Bottom (Manufacturing)
TRAN(37): 0.43% Top=JBLU GLOP GBX TDW KEX AAL TRN ALK ….. CP STNG WAB ODFL JBHT CNW KNX TNK=Bottom (Transportation)
INSU(39): 0.22% Top=AMBC GNW ACE TRV AFSI HIG AIZ AXS ….. TMK PRU XL AFL MET SLF LNC HRTG=Bottom (Insurance)
ELEC(60): 0.18% Top=MU HIMX INTC SIMO MEI CRUS SMTC CGNX ….. SPWR FSLR TSL SIGM IPGP SCTY SUNE CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(49): 0.15% Top=WDC SYNA STX ARRS ANET SSYS HPQ QCOM ….. NSR CCOI SMCI LVLT INFN PANW BBRY GOGO=Bottom (Computer Hardware/Telecom)
MATE(32): 0.14% Top=PHM MLM MTH EXP FLR VMC RYN DHI ….. RSG FAST KBH WM USG MAS MYRG APOG=Bottom (Materials & Construction)
CONS(60): 0.10% Top=FOSL SKX RL DECK KATE TPX COH PBI ….. WWW MAT MLHR HAS HAR WHR SCSS COTY=Bottom (Consumer)
CHEM(30): 0.06% Top=FTK GPRE CBT CE ALB CF WLK MON ….. HUN CHMT PX APD POT DD AXLL AGU=Bottom (Chemicals/Fertilizers)
RETA(71): 0.02% Top=BIG ZU PIR KSS DSW DDS CASY EBAY ….. TFM ASNA TSCO BURL W GNC DANG ETSY=Bottom (Retail & Specialty Retail)
HEAL(58): -0.09% Top=HNT HLS XENT VAR THC AMED HRC EVHC ….. BSX MDXG AET ACHC BAX SPNC INCR CNC=Bottom (Health)
LEIS(41): -0.14% Top=BLMN SHAK MGM CCL CAKE SBUX LOCO HOT ….. QSR SIX ARMK BOJA SEAS LQ PLAY QUNR=Bottom (Leisure)
DISV(53): -0.28% Top=APOL KBR CXW PAYX PRAA RRD URI WEX ….. TNET SCI BAH DV SERV ROL EIGI AHS=Bottom (Diversified Services)
FINA(104): -0.60% Top=IBKR APO CG TRCO LEAF NDAQ KKR CBOE ….. WBS WAL TCB PACW HBHC BXS UBSI WU=Bottom (Banks/Financials)
COSW(107): -0.67% Top=SINA WB ADSK NTCT GLUU CSOD VEEV FFIV ….. NEWR TWOU HQY CMCM CTSH QLYS LC VIPS=Bottom (Computer Software/Internet)

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 10:28 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 9:48 am ET
by daytrend on 20150702. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1016.

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 (20150702 9:48 am ET)
22.8% of stocks are above yesterday’s high.
54.7% are above yesterday’s midpoint. (45.3% are below.)
7.0% are below yesterday’s low.
70.2% are inside yesterday’s range.
33.5% of stocks with today’s high > yesterday’s high. (66.5% less than).
19.9% of stocks with today’s low < yesterday’s low. (80.1% greater than).

EVIDENCE OF INTRADAY TREND (20150702 9:48 am ET)
54.6% of stocks are above today’s open. (41.8% are below).
50.6% of stocks are above today’s open and yesterday’s close.
26.8% are below both.
18.9% of stocks opened above yesterday’s high.
71.7% of stocks opened above yesterday’s close. (23.6% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150702 9:48 am ET)
21.3% of stocks are in the top 10% of today’s range.
31.6% 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.
13.7% are in the bottom 20%.
6.4% are in the bottom 10%.

GAIN (20150702 9:48 am ET)
69.1% of stocks are above yesterday’s close. (30.9% are below.)
0.2% are up 4.5% or more. 0.3% are down 4.5% or more.
0.3% are up 3.5% or more. 0.5% are down 3.5% or more.
77.7% are between +1% and -1%.

RSI on DAILY (20150702 9:48 am ET)
2-day: >=95:0.6%…>=90:3.7%…>=80:16.7%…>=50:59.0%…<=20:11.6%…<=10:6.7%…<=5:4.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:33.1%…<=20:3.6%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:34.8%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150702 9:48 am ET)
22.8% above previous 1 highs, 7.0% below previous 1 lows
19.3% above previous 2 highs, 3.6% below previous 2 lows
10.8% above previous 3 highs, 3.0% below previous 3 lows
8.2% above previous 4 highs, 3.0% below previous 4 lows
6.6% above previous 5 highs, 2.9% below previous 5 lows
5.2% above previous 6 highs, 2.8% below previous 6 lows
3.7% above previous 7 highs, 2.8% below previous 7 lows
2.5% above previous 8 highs, 2.8% below previous 8 lows
2.5% above previous 9 highs, 2.6% below previous 9 lows
2.4% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150702 9:48 am ET)
69.1% are above or equal to 7/1 close (1 days ago), 30.9% are below.
69.2% are above or equal to 6/30 close (2 days ago), 30.8% are below.
71.9% are above or equal to 6/29 close (3 days ago), 28.1% are below.
25.1% are above or equal to 6/26 close (4 days ago), 74.9% are below.
26.8% are above or equal to 6/25 close (5 days ago), 73.2% are below.
23.7% are above or equal to 6/24 close (6 days ago), 76.3% are below.
18.7% are above or equal to 6/23 close (7 days ago), 81.3% are below.
19.1% are above or equal to 6/22 close (8 days ago), 80.9% are below.
25.4% are above or equal to 6/19 close (9 days ago), 74.6% are below.
22.1% are above or equal to 6/18 close (10 days ago), 77.9% are below.
31.6% are above or equal to 6/17 close (11 days ago), 68.4% are below.
31.9% are above or equal to 6/16 close (12 days ago), 68.1% are below.
37.6% are above or equal to 6/15 close (13 days ago), 62.4% are below.
33.6% are above or equal to 6/12 close (14 days ago), 66.4% are below.
31.0% are above or equal to 6/11 close (15 days ago), 69.0% are below.
34.1% are above or equal to 6/10 close (16 days ago), 65.9% are below.
43.2% are above or equal to 6/9 close (17 days ago), 56.8% are below.
43.8% are above or equal to 6/8 close (18 days ago), 56.2% are below.
38.6% are above or equal to 6/5 close (19 days ago), 61.4% are below.
40.3% are above or equal to 6/4 close (20 days ago), 59.7% are below.
35.2% are above or equal to 6/3 close (21 days ago), 64.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150702 9:48 am ET)
20d: 4.1% new highs, 6.1% new lows
21d: 3.9% new highs, 6.1% new lows
42d: 3.1% new highs, 4.5% new lows
63d: 2.7% new highs, 3.8% new lows
126d: 1.9% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150702 9:48 am ET)
2-day: 67.3% above, 32.7% below
3-day: 69.9% above, 30.1% below
4-day: 70.8% above, 29.2% below
5-day: 54.9% above, 45.1% below
8-day: 32.8% above, 67.2% below
10-day: 27.3% above, 72.7% below
20-day: 31.9% above, 68.1% below
50-day: 38.5% above, 61.5% below
200-day: 50.9% above, 49.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150702 9:48 am ET)
ENER(97): 1.04% Top=DNR BCEI WPX OAS BBG SM ECA UNT ….. BWP TSO LPI SE PAGP BAS NGLS SHLX=Bottom (Energy)
META(26): 0.86% Top=TCK CENX TMST FCX SWC NEM GOLD PAAS ….. CCJ SLCA FNV STLD NUE X TAHO CMC=Bottom (Metals & Mining)
REAL(105): 0.83% Top=PKY RLGY FR HST O SRC BEE WRI ….. DLR BAM EJ KRG GLPI CONE NRF OUT=Bottom (Real Estate)
TRAN(37): 0.71% Top=GBX JBLU TDW GLOP AAL DAL TRN ALK ….. XPO ODFL AAWW UPS WERN WAB CP TNK=Bottom (Transportation)
MANU(47): 0.70% Top=GTLS TEX KMT BWXT JOY DDD FLS RS ….. AOS GE SWK PH ZBRA JKS ATI GNRC=Bottom (Manufacturing)
MATE(32): 0.55% Top=PHM TPH BZH MTH DHI TOL MDC LEN ….. CVA APOG WCN RSG OC MAS WM MYRG=Bottom (Materials & Construction)
RETA(71): 0.41% Top=LL BIG PIR KSS DDS EBAY MIK BBY ….. BURL LE TFM SFM BABA RAD DANG ETSY=Bottom (Retail & Specialty Retail)
CONS(60): 0.33% Top=AVP KATE FOSL TPX FL RL PBI GPK ….. CHD LULU HAR WHR UFS HAS COTY EPC=Bottom (Consumer)
COHW(49): 0.31% Top=WDC ARRS SNDK SYNA STX KN WIN HPQ ….. CIEN LVLT BCE CCOI GOGO NSR CAMP PANW=Bottom (Computer Hardware/Telecom)
LEIS(41): 0.26% Top=SBUX LVS BLMN DNKN TXRH MGM RCL LOCO ….. HABT JACK LQ SEAS GPRO SIX QUNR QSR=Bottom (Leisure)
INSU(39): 0.21% Top=GNW AMBC AIZ HIG ACE TRV RDN XL ….. CLGX ORI VR AFL HRTG AWH AGO SLF=Bottom (Insurance)
ELEC(60): 0.19% Top=MU SIMO TRMB HIMX CGNX IDTI INTC MEI ….. SIGM MSCC AMBA TSL ITRI SUNE IPGP CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(58): 0.19% Top=HNT HLS VAR THC ACHC BKD ALGN KND ….. INCR AET XRAY VWR LH DGX MDXG CNC=Bottom (Health)
CHEM(30): 0.11% Top=FTK GPRE ALB CBT CE MEOH WLK IFF ….. APD HUN CHMT MON AXLL POT DD AGU=Bottom (Chemicals/Fertilizers)
DISV(53): 0.05% Top=RCII CXW APOL URI JEC ACM PRAA MAN ….. YY GPN BLOX GDOT AHS EIGI ROL BAH=Bottom (Diversified Services)
FINA(104): -0.21% Top=IBKR TRCO OCN AXP DFS ICE APO SLM ….. WAL HBHC BXS OZRK TD BMO UBSI WU=Bottom (Banks/Financials)
COSW(107): -0.23% Top=VEEV SINA WB JD ADSK TWTR TRIP INXN ….. HUBS TWOU QLYS VDSI HQY VIPS LC CTSH=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:39 am

Market Stats at 9:39 am ET
by daytrend on 20150702. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1013.

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 (20150702 9:39 am ET)
20.7% of stocks are above yesterday’s high.
49.4% are above yesterday’s midpoint. (50.6% are below.)
6.8% are below yesterday’s low.
72.5% are inside yesterday’s range.
31.1% of stocks with today’s high > yesterday’s high. (68.9% less than).
17.1% of stocks with today’s low < yesterday’s low. (82.9% greater than).

EVIDENCE OF INTRADAY TREND (20150702 9:39 am ET)
46.3% of stocks are above today’s open. (50.8% are below).
41.0% of stocks are above today’s open and yesterday’s close.
30.5% are below both.
19.0% of stocks opened above yesterday’s high.
71.8% of stocks opened above yesterday’s close. (23.7% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150702 9:39 am ET)
12.8% of stocks are in the top 10% of today’s range.
22.0% are in the top 20%.
51.7% are in the top half. 48.3% of stocks are in the bottom half of today’s range.
21.0% are in the bottom 20%.
11.5% are in the bottom 10%.

GAIN (20150702 9:39 am ET)
64.1% of stocks are above yesterday’s close. (35.9% are below.)
0.2% are up 4.5% or more. 0.2% are down 4.5% or more.
0.3% are up 3.5% or more. 0.2% are down 3.5% or more.
83.3% are between +1% and -1%.

RSI on DAILY (20150702 9:39 am ET)
2-day: >=95:0.6%…>=90:4.1%…>=80:17.5%…>=50:54.4%…<=20:17.5%…<=10:10.7%…<=5:6.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:33.4%…<=20:4.5%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:34.7%…<=20:1.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150702 9:39 am ET)
20.7% above previous 1 highs, 6.8% below previous 1 lows
18.0% above previous 2 highs, 3.7% below previous 2 lows
11.4% above previous 3 highs, 3.2% below previous 3 lows
8.5% above previous 4 highs, 3.2% below previous 4 lows
7.5% above previous 5 highs, 3.1% below previous 5 lows
5.9% above previous 6 highs, 3.1% below previous 6 lows
4.3% above previous 7 highs, 3.1% below previous 7 lows
2.6% above previous 8 highs, 3.0% below previous 8 lows
2.5% above previous 9 highs, 2.8% below previous 9 lows
2.4% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150702 9:39 am ET)
64.1% are above or equal to 7/1 close (1 days ago), 35.9% are below.
65.7% are above or equal to 6/30 close (2 days ago), 34.3% are below.
68.8% are above or equal to 6/29 close (3 days ago), 31.2% are below.
25.4% are above or equal to 6/26 close (4 days ago), 74.6% are below.
26.9% are above or equal to 6/25 close (5 days ago), 73.1% are below.
24.5% are above or equal to 6/24 close (6 days ago), 75.5% are below.
19.3% are above or equal to 6/23 close (7 days ago), 80.7% are below.
19.5% are above or equal to 6/22 close (8 days ago), 80.5% are below.
24.7% are above or equal to 6/19 close (9 days ago), 75.3% are below.
22.1% are above or equal to 6/18 close (10 days ago), 77.9% are below.
31.3% are above or equal to 6/17 close (11 days ago), 68.7% are below.
32.0% are above or equal to 6/16 close (12 days ago), 68.0% are below.
37.7% are above or equal to 6/15 close (13 days ago), 62.3% are below.
33.3% are above or equal to 6/12 close (14 days ago), 66.7% are below.
30.9% are above or equal to 6/11 close (15 days ago), 69.1% are below.
34.8% are above or equal to 6/10 close (16 days ago), 65.2% are below.
42.9% are above or equal to 6/9 close (17 days ago), 57.1% are below.
43.4% are above or equal to 6/8 close (18 days ago), 56.6% are below.
38.8% are above or equal to 6/5 close (19 days ago), 61.2% are below.
40.0% are above or equal to 6/4 close (20 days ago), 60.0% are below.
35.1% are above or equal to 6/3 close (21 days ago), 64.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150702 9:39 am ET)
20d: 3.8% new highs, 4.8% new lows
21d: 3.6% new highs, 4.8% new lows
42d: 2.8% new highs, 3.6% new lows
63d: 2.3% new highs, 3.4% new lows
126d: 1.5% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150702 9:39 am ET)
2-day: 61.5% above, 38.5% below
3-day: 64.4% above, 35.6% below
4-day: 67.2% above, 32.8% below
5-day: 51.3% above, 48.7% below
8-day: 31.5% above, 68.5% below
10-day: 28.8% above, 71.2% below
20-day: 32.2% above, 67.8% below
50-day: 38.4% above, 61.6% below
200-day: 51.1% above, 48.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150702 9:39 am ET)
REAL(105): 1.13% Top=PKY FR SRC WRI HPT AIV O HR ….. KRG HME GLPI DLR CONE BAM OUT EJ=Bottom (Real Estate)
MATE(32): 0.50% Top=PHM BZH TPH BCC DHI TOL MTH KBH ….. MLM CVA OC WM DAR USG MTZ MYRG=Bottom (Materials & Construction)
META(26): 0.46% Top=NEM TCK FCX BVN GOLD SCCO RGLD HSC ….. CNX NUE STLD CCJ CMC TAHO X SLCA=Bottom (Metals & Mining)
CONS(58): 0.35% Top=FOSL CROX RL NKE PBI TPX GT VFC ….. JAH CLX WHR COTY EPC MAT HAR UFS=Bottom (Consumer)
HEAL(58): 0.35% Top=HNT HLS SPNC VAR KND ALGN BKD HRC ….. INCR AET PODD HWAY CNC VWR DGX LH=Bottom (Health)
MANU(47): 0.34% Top=GTLS TEX SEDG BWXT KMT RS JOY MHK ….. PH PNR DE ZBRA MRC JKS DDD GNRC=Bottom (Manufacturing)
RETA(71): 0.28% Top=MIK EBAY BIG LL PIR KSS BBY CST ….. DKS GNC FIVE RAD ETSY SHLD LE DANG=Bottom (Retail & Specialty Retail)
LEIS(41): 0.22% Top=LVS SBUX RCL DNKN CCL CAKE MCD HLT ….. HABT JACK SIX GPRO QUNR SEAS BOJA QSR=Bottom (Leisure)
COHW(49): 0.22% Top=ARRS WDC SNDK WIN STX HPQ QCOM TMUS ….. PLCM CIEN FNSR CCOI BCE CAMP NMBL SSYS=Bottom (Computer Hardware/Telecom)
ENER(96): 0.15% Top=RICE RRC ECA PDS PXD MMP MRO CIE ….. PE CLR CJES BAS NGLS SE SN NBR=Bottom (Energy)
INSU(39): 0.10% Top=GNW HIG AIZ ACE XL WRB PGR CINF ….. TMK AMBC ACGL AFL HRTG AWH AGO SLF=Bottom (Insurance)
TRAN(37): 0.08% Top=GLOP KNX KEX GBX GWR NAT TRN CHRW ….. CP VA DAL UAL AAL LUV TNK HA=Bottom (Transportation)
DISV(53): 0.03% Top=CXW AAN URI RRD ACM RCII GEO KBR ….. GPN AHS FLT GDOT EIGI BAH YY ROL=Bottom (Diversified Services)
ELEC(60): -0.02% Top=HIMX SIMO MU QRVO IDTI TRMB CGNX FSL ….. MEI XLNX IPGP SPWR CSIQ SUNE TSL CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30): -0.02% Top=ALB CBT WLK MEOH FMC CE CF FTK ….. OLN VAL CHMT POL POT AXLL DD AGU=Bottom (Chemicals/Fertilizers)
COSW(107): -0.10% Top=VEEV IMPV INOV SPLK INXN TWTR SINA NTCT ….. NEWR ZEN MENT HQY TWOU VIPS CTSH LC=Bottom (Computer Software/Internet)
FINA(104): -0.28% Top=IBKR TRCO DFS PHH HAWK WFC ARCC OCN ….. SCHW BNCL AMTD CATY WRLD TD WAL WU=Bottom (Banks/Financials)

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 9:39 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

07/01/2015

Filed under: Market Stats — daytrend @ 1:36 pm

Market Stats at 2:35 pm ET
by daytrend on 20150701. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1011.

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 (20150701 2:35 pm ET)
18.3% of stocks are above yesterday’s high.
48.7% are above yesterday’s midpoint. (51.3% are below.)
24.0% are below yesterday’s low.
57.7% are inside yesterday’s range.
59.5% of stocks with today’s high > yesterday’s high. (40.5% less than).
37.5% of stocks with today’s low < yesterday’s low. (62.5% greater than).

EVIDENCE OF INTRADAY TREND (20150701 2:35 pm ET)
28.2% of stocks are above today’s open. (70.7% are below).
27.2% of stocks are above today’s open and yesterday’s close.
43.8% are below both.
28.3% of stocks opened above yesterday’s high.
86.6% of stocks opened above yesterday’s close. (11.8% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150701 2:35 pm ET)
2.4% of stocks are in the top 10% of today’s range.
7.1% are in the top 20%.
27.4% are in the top half. 72.6% of stocks are in the bottom half of today’s range.
49.1% are in the bottom 20%.
31.8% are in the bottom 10%.

GAIN (20150701 2:35 pm ET)
55.3% of stocks are above yesterday’s close. (44.7% are below.)
0.8% are up 4.5% or more. 3.7% are down 4.5% or more.
1.2% are up 3.5% or more. 6.7% are down 3.5% or more.
58.0% are between +1% and -1%.

RSI on DAILY (20150701 2:35 pm ET)
2-day: >=95:0.3%…>=90:1.1%…>=80:5.2%…>=50:38.3%…<=20:33.3%…<=10:21.6%…<=5:14.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:24.8%…<=20:6.5%…<=10:0.4%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:28.9%…<=20:1.4%…<=10:0.1%…<=5:0.1%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150701 2:35 pm ET)
18.3% above previous 1 highs, 24.0% below previous 1 lows
7.8% above previous 2 highs, 21.8% below previous 2 lows
4.4% above previous 3 highs, 21.6% below previous 3 lows
3.4% above previous 4 highs, 21.4% below previous 4 lows
3.3% above previous 5 highs, 21.3% below previous 5 lows
2.8% above previous 6 highs, 21.0% below previous 6 lows
2.3% above previous 7 highs, 20.7% below previous 7 lows
2.2% above previous 8 highs, 20.0% below previous 8 lows
2.1% above previous 9 highs, 19.7% below previous 9 lows
2.1% above previous 10 highs, 19.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150701 2:35 pm ET)
55.3% are above or equal to 6/30 close (1 days ago), 44.7% are below.
61.0% are above or equal to 6/29 close (2 days ago), 39.0% are below.
13.7% are above or equal to 6/26 close (3 days ago), 86.3% are below.
17.3% are above or equal to 6/25 close (4 days ago), 82.7% are below.
15.1% are above or equal to 6/24 close (5 days ago), 84.9% are below.
11.3% are above or equal to 6/23 close (6 days ago), 88.7% are below.
13.4% are above or equal to 6/22 close (7 days ago), 86.6% are below.
20.2% are above or equal to 6/19 close (8 days ago), 79.8% are below.
17.8% are above or equal to 6/18 close (9 days ago), 82.2% are below.
26.1% are above or equal to 6/17 close (10 days ago), 73.9% are below.
26.4% are above or equal to 6/16 close (11 days ago), 73.6% are below.
31.6% are above or equal to 6/15 close (12 days ago), 68.4% are below.
28.0% are above or equal to 6/12 close (13 days ago), 72.0% are below.
26.4% are above or equal to 6/11 close (14 days ago), 73.6% are below.
28.8% are above or equal to 6/10 close (15 days ago), 71.2% are below.
38.4% are above or equal to 6/9 close (16 days ago), 61.6% are below.
38.1% are above or equal to 6/8 close (17 days ago), 61.9% are below.
33.8% are above or equal to 6/5 close (18 days ago), 66.2% are below.
35.6% are above or equal to 6/4 close (19 days ago), 64.4% are below.
30.9% are above or equal to 6/3 close (20 days ago), 69.1% are below.
34.4% are above or equal to 6/2 close (21 days ago), 65.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150701 2:35 pm ET)
20d: 4.6% new highs, 24.8% new lows
21d: 4.6% new highs, 24.7% new lows
42d: 3.7% new highs, 21.1% new lows
63d: 3.3% new highs, 17.5% new lows
126d: 2.7% new highs, 11.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150701 2:35 pm ET)
2-day: 54.4% above, 45.6% below
3-day: 59.3% above, 40.7% below
4-day: 35.9% above, 64.1% below
5-day: 27.4% above, 72.6% below
8-day: 16.8% above, 83.2% below
10-day: 15.5% above, 84.5% below
20-day: 25.5% above, 74.5% below
50-day: 35.0% above, 65.0% below
200-day: 49.5% above, 50.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150701 2:35 pm ET)
INSU(38): 1.04% Top=HIG WRB CINF AWH ACGL VR TRV AXS ….. CNO AON AFL RDN MTG AFSI GNW AMBC=Bottom (Insurance)
REAL(104): 0.80% Top=PMT CUZ QTS BXMT PPS PEB MAC HST ….. CLI KIM EJ CBL BRX ESRT OUT NSM=Bottom (Real Estate)
FINA(104): 0.64% Top=UBSI IBKR LEAF BKU CBOE PVTB WETF FRC ….. CG OCN LM NDAQ PHH WDR APO JNS=Bottom (Banks/Financials)
LEIS(41): 0.20% Top=WYNN QSR LVS SGMS YUM BLMN MGM SIX ….. PLAY ZOES DRI LOCO CAKE EXPE GPRO WEN=Bottom (Leisure)
RETA(71): 0.09% Top=GME KORS DSW BBY AAP ORLY TJX URBN ….. SHLD SFM CST SBH PIR ZU DANG LE=Bottom (Retail & Specialty Retail)
DISV(54): 0.06% Top=MRKT TW DV GPN HMHC Z BAH PRAA ….. AAN RCII AHS KBR APOL YY ROL URI=Bottom (Diversified Services)
COHW(48): -0.13% Top=CIEN VRSN SMCI INFN UBNT CDW JNPR BCE ….. NMBL BBRY ZAYO SSYS SNDK NSR TDC SYNA=Bottom (Computer Hardware/Telecom)
COSW(107): -0.19% Top=EPAM BR NEWR ATVI EA DATA RHT DOX ….. TWTR ATHM SINA CVLT JD TWOU INOV CMCM=Bottom (Computer Software/Internet)
CHEM(30): -0.31% Top=AGU SHW CF VAL PPG APD MON DOW ….. MEOH FMC AXLL OLN WLK ALB GPRE DD=Bottom (Chemicals/Fertilizers)
CONS(59): -0.36% Top=RFP SKX TPX RKT PKG CLX VFC DECK ….. CROX SHOO PBI OI BC GPK WHR ENR=Bottom (Consumer)
MATE(32): -0.38% Top=VMC RYN AWI BCC MLM MYRG WY PHM ….. OC FLR LEN TPH USG EXP DAR MAS=Bottom (Materials & Construction)
MANU(47): -0.42% Top=SWK AOS CRS ITW ZBRA WOR MHK ROK ….. JKS CFX TEX AGCO DDD MRC JOY GTLS=Bottom (Manufacturing)
ELEC(59): -0.73% Top=AVGO AMAT MRVL LRCX NVDA KLAC TXN ADI ….. SPWR MCHP CREE ITRI FSLR SCTY CSIQ MTSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(37): -0.77% Top=TNK NAT GBX KNX STNG JBHT KSU ODFL ….. TDW SAVE UAL AAL DAL LUV HA JBLU=Bottom (Transportation)
HEAL(58): -0.99% Top=THC SEM AMED A MD ACHC HLS LH ….. KND RMD XENT HYH PODD MDXG SPNC BAX=Bottom (Health)
META(26): -1.30% Top=HSC TAHO STLD NUE CMC SWC CCJ RGLD ….. ABX PAAS CENX BVN GOLD TCK CNX SLCA=Bottom (Metals & Mining)
ENER(96): -2.77% Top=DK TSO PBF WNR VLO MPC HFC PSX ….. PDS CRR UPL EPE BCEI OAS BAS BBG=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 2:35 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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