daytrend

08/02/2015

Filed under: Market Stats — daytrend @ 3:15 pm

Market Stats at End of Day
by daytrend on 20150731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 997.

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 (20150731 EOD)
24.8% of stocks are above yesterday’s high.
56.4% are above yesterday’s midpoint. (43.6% are below.)
16.8% are below yesterday’s low.
58.5% are inside yesterday’s range.
62.7% of stocks with today’s high > yesterday’s high. (37.3% less than).
30.6% of stocks with today’s low < yesterday’s low. (69.4% greater than).

EVIDENCE OF INTRADAY TREND (20150731 EOD)
35.8% of stocks are above today’s open. (63.3% are below).
33.2% of stocks are above today’s open and yesterday’s close.
49.0% are below both.
25.7% of stocks opened above yesterday’s high.
69.6% of stocks opened above yesterday’s close. (26.5% opened below yesterday’s close).
3.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150731 EOD)
3.4% of stocks are in the top 10% of today’s range.
9.0% are in the top 20%.
32.7% are in the top half. 67.3% of stocks are in the bottom half of today’s range.
33.5% are in the bottom 20%.
14.3% are in the bottom 10%.

GAIN (20150731 EOD)
48.4% of stocks are above yesterday’s close. (51.6% are below.)
2.1% are up 4.5% or more. 3.3% are down 4.5% or more.
2.4% are up 3.5% or more. 4.6% are down 3.5% or more.
61.5% are between +1% and -1%.

RSI on DAILY (20150731 EOD)
2-day: >=95:10.2%…>=90:18.5%…>=80:31.1%…>=50:56.5%…<=20:13.0%…<=10:4.3%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.3%…>=50:47.1%…<=20:1.9%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:44.4%…<=20:0.9%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150731 EOD)
24.8% above previous 1 highs, 16.8% below previous 1 lows
20.6% above previous 2 highs, 9.6% below previous 2 lows
19.5% above previous 3 highs, 5.4% below previous 3 lows
18.5% above previous 4 highs, 4.6% below previous 4 lows
15.7% above previous 5 highs, 4.5% below previous 5 lows
12.6% above previous 6 highs, 4.4% below previous 6 lows
11.6% above previous 7 highs, 4.4% below previous 7 lows
10.9% above previous 8 highs, 4.4% below previous 8 lows
10.6% above previous 9 highs, 4.4% below previous 9 lows
10.0% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150731 EOD)
48.4% are above or equal to 7/30 close (1 days ago), 51.6% are below.
51.1% are above or equal to 7/29 close (2 days ago), 48.9% are below.
68.7% are above or equal to 7/28 close (3 days ago), 31.3% are below.
80.7% are above or equal to 7/27 close (4 days ago), 19.3% are below.
65.1% are above or equal to 7/24 close (5 days ago), 34.9% are below.
50.2% are above or equal to 7/23 close (6 days ago), 49.8% are below.
45.4% are above or equal to 7/22 close (7 days ago), 54.6% are below.
46.2% are above or equal to 7/21 close (8 days ago), 53.8% are below.
45.0% are above or equal to 7/20 close (9 days ago), 55.0% are below.
41.8% are above or equal to 7/17 close (10 days ago), 58.2% are below.
37.5% are above or equal to 7/16 close (11 days ago), 62.5% are below.
41.4% are above or equal to 7/15 close (12 days ago), 58.6% are below.
38.9% are above or equal to 7/14 close (13 days ago), 61.1% are below.
40.6% are above or equal to 7/13 close (14 days ago), 59.4% are below.
46.8% are above or equal to 7/10 close (15 days ago), 53.2% are below.
55.3% are above or equal to 7/9 close (16 days ago), 44.7% are below.
56.9% are above or equal to 7/8 close (17 days ago), 43.1% are below.
46.5% are above or equal to 7/7 close (18 days ago), 53.5% are below.
48.9% are above or equal to 7/6 close (19 days ago), 51.1% are below.
45.3% are above or equal to 7/2 close (20 days ago), 54.7% are below.
43.9% are above or equal to 7/1 close (21 days ago), 56.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150731 EOD)
20d: 17.5% new highs, 5.8% new lows
21d: 17.1% new highs, 5.8% new lows
42d: 12.0% new highs, 4.4% new lows
63d: 10.4% new highs, 4.1% new lows
126d: 6.9% new highs, 3.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150731 EOD)
2-day: 47.2% above, 52.8% below
3-day: 49.1% above, 50.9% below
4-day: 59.3% above, 40.7% below
5-day: 68.0% above, 32.0% below
8-day: 58.5% above, 41.5% below
10-day: 53.7% above, 46.3% below
20-day: 47.7% above, 52.3% below
50-day: 41.5% above, 58.5% below
200-day: 48.3% above, 51.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150731 EOD)
LEIS(40): 1.29% Top=EXPE SHAK RCL QUNR CCL BLMN SONC EAT ….. DNKN CMG ZOES YUM SEAS LQ MYCC WYNN=Bottom (Leisure)
HEAL(57): 0.92% Top=MOH EVHC ZLTQ RMD MD PKI UHS HOLX ….. THC EW WMGI ZBH AET CYH SPNC MDXG=Bottom (Health)
REAL(89): 0.60% Top=TCO FR EQY CUBE VER DDR CBL SKT ….. AIV HST LHO SHO GOV GLPI NSM RLGY=Bottom (Real Estate)
COHW(50): 0.54% Top=TDS NSR TMUS VG NMBL KN INFN JNPR ….. UBNT AAPL BRCD NTAP STX GOGO BBRY SSYS=Bottom (Computer Hardware/Telecom)
DISV(59): 0.40% Top=AVOL AL CATM AAN TYC SCI RHI SBAC ….. DV R JEC Z NTRI CMPR APOL TAL=Bottom (Diversified Services)
TRAN(42): 0.36% Top=YRCW VA AAWW UPS HTLD ALK SWFT DAL ….. TRN STNG CNW KSU NSC BRS KEX DHT=Bottom (Transportation)
MATE(32): 0.30% Top=MTZ FAST RYL LEN PHM OC SPF BECN ….. WM EXP MLM RSG VMC PWR WCN FLR=Bottom (Materials & Construction)
RETA(68): 0.18% Top=GNC SPLS NFLX AEO ASNA BLDR SFM MIK ….. LB EBAY FIVE URBN CAB ETSY BABA OUTR=Bottom (Retail & Specialty Retail)
CHEM(31): -0.07% Top=AXTA ALB AGU FTK POT POL FMC DD ….. GRA FOE DOW HUN MON WLK GPRE MEOH=Bottom (Chemicals/Fertilizers)
COSW(100): -0.13% Top=ELLI RNG IMS DBD DST SOHU AKAM XRX ….. YHOO BOX ACIW VDSI TRUE FEYE LNKD ROVI=Bottom (Computer Software/Internet)
CONS(56): -0.17% Top=TPX PBI BC KATE DECK UFS CROX SHOO ….. AVY HAR HAS BERY BLL LEG GIL HBI=Bottom (Consumer)
INSU(39): -0.34% Top=ENH AXS AEL MRH CNO ACE VR PGR ….. HIG ACGL XL AON PRU LNC MET AGO=Bottom (Insurance)
FINA(102): -0.49% Top=WETF WU CTLT HAWK CIT WDR LM GWB ….. HCBK BAC AMTD CFG RF IBKR TRCO OCN=Bottom (Banks/Financials)
MANU(47): -0.55% Top=HEES WWD DE SWK ITT IR MHK DCI ….. SEDG CRS XYL ATI GTLS KMT DDD BDC=Bottom (Manufacturing)
META(23): -0.68% Top=GG TCK AEM SCCO RGLD FNV PAAS SWC ….. AA NUE STLD CNX X BVN TMST SLCA=Bottom (Metals & Mining)
ELEC(62): -1.35% Top=KLAC BRKR SANM MTSI WAT DLB JBL TER ….. CREE MLNX QRVO SIMO SPWR MU SUNE QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(100): -1.83% Top=PBF MDU VLO UPL BAS DPM MPC TSO ….. RIG BCEI DRQ SPN MUR EPE CRR INT=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.
FRIDAY’S Market Stats at End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

07/31/2015

Filed under: Market Stats — daytrend @ 10:28 am

Market Stats at 11:28 am ET
by daytrend on 20150731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 980.

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 (20150731 11:28 am ET)
36.9% of stocks are above yesterday’s high.
70.5% are above yesterday’s midpoint. (29.5% are below.)
7.7% are below yesterday’s low.
55.4% are inside yesterday’s range.
58.8% of stocks with today’s high > yesterday’s high. (41.2% less than).
23.5% of stocks with today’s low < yesterday’s low. (76.5% greater than).

EVIDENCE OF INTRADAY TREND (20150731 11:28 am ET)
54.4% of stocks are above today’s open. (43.9% are below).
50.7% of stocks are above today’s open and yesterday’s close.
27.8% are below both.
25.0% of stocks opened above yesterday’s high.
69.3% of stocks opened above yesterday’s close. (26.9% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150731 11:28 am ET)
18.7% of stocks are in the top 10% of today’s range.
32.3% are in the top 20%.
64.5% are in the top half. 35.5% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
5.0% are in the bottom 10%.

GAIN (20150731 11:28 am ET)
68.4% of stocks are above yesterday’s close. (31.6% are below.)
1.5% are up 4.5% or more. 1.3% are down 4.5% or more.
2.6% are up 3.5% or more. 2.3% are down 3.5% or more.
64.9% are between +1% and -1%.

RSI on DAILY (20150731 11:28 am ET)
2-day: >=95:13.1%…>=90:24.7%…>=80:42.1%…>=50:71.9%…<=20:7.9%…<=10:3.3%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.6%…>=50:51.5%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:46.2%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150731 11:28 am ET)
36.9% above previous 1 highs, 7.7% below previous 1 lows
30.2% above previous 2 highs, 4.7% below previous 2 lows
28.2% above previous 3 highs, 2.3% below previous 3 lows
26.7% above previous 4 highs, 2.1% below previous 4 lows
21.6% above previous 5 highs, 2.0% below previous 5 lows
17.0% above previous 6 highs, 1.9% below previous 6 lows
16.3% above previous 7 highs, 1.9% below previous 7 lows
15.5% above previous 8 highs, 1.9% below previous 8 lows
14.5% above previous 9 highs, 1.8% below previous 9 lows
13.6% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150731 11:28 am ET)
68.4% are above or equal to 7/30 close (1 days ago), 31.6% are below.
63.7% are above or equal to 7/29 close (2 days ago), 36.3% are below.
77.4% are above or equal to 7/28 close (3 days ago), 22.6% are below.
84.6% are above or equal to 7/27 close (4 days ago), 15.4% are below.
70.6% are above or equal to 7/24 close (5 days ago), 29.4% are below.
55.9% are above or equal to 7/23 close (6 days ago), 44.1% are below.
49.6% are above or equal to 7/22 close (7 days ago), 50.4% are below.
51.0% are above or equal to 7/21 close (8 days ago), 49.0% are below.
48.2% are above or equal to 7/20 close (9 days ago), 51.8% are below.
45.6% are above or equal to 7/17 close (10 days ago), 54.4% are below.
41.2% are above or equal to 7/16 close (11 days ago), 58.8% are below.
43.3% are above or equal to 7/15 close (12 days ago), 56.7% are below.
40.6% are above or equal to 7/14 close (13 days ago), 59.4% are below.
43.1% are above or equal to 7/13 close (14 days ago), 56.9% are below.
49.1% are above or equal to 7/10 close (15 days ago), 50.9% are below.
56.3% are above or equal to 7/9 close (16 days ago), 43.7% are below.
59.7% are above or equal to 7/8 close (17 days ago), 40.3% are below.
48.4% are above or equal to 7/7 close (18 days ago), 51.6% are below.
51.3% are above or equal to 7/6 close (19 days ago), 48.7% are below.
48.2% are above or equal to 7/2 close (20 days ago), 51.8% are below.
45.6% are above or equal to 7/1 close (21 days ago), 54.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150731 11:28 am ET)
20d: 15.4% new highs, 4.2% new lows
21d: 14.9% new highs, 4.2% new lows
42d: 10.3% new highs, 3.1% new lows
63d: 8.9% new highs, 2.9% new lows
126d: 5.7% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150731 11:28 am ET)
2-day: 67.0% above, 33.0% below
3-day: 64.4% above, 35.6% below
4-day: 72.0% above, 28.0% below
5-day: 79.5% above, 20.5% below
8-day: 67.6% above, 32.4% below
10-day: 60.8% above, 39.2% below
20-day: 51.4% above, 48.6% below
50-day: 43.0% above, 57.0% below
200-day: 48.9% above, 51.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150731 11:28 am ET)
HEAL(56): 1.55% Top=MOH ZLTQ EVHC HTWR RMD UHS AMED PKI ….. EW ISRG ESRX ZBH CYH ANTM BAX MDXG=Bottom (Health)
LEIS(40): 1.43% Top=EXPE RCL SHAK CCL GPRO EAT SONC BYD ….. SEAS PNRA SBUX ZOES WYNN MGM MYCC CMG=Bottom (Leisure)
REAL(87): 0.83% Top=TCO EQY CUBE CPT NNN CBL MAA MAC ….. SHO AIV LHO GOV GLPI HST NSM RLGY=Bottom (Real Estate)
MATE(32): 0.81% Top=MTZ RYL SPF BCC TPH PHM FAST OC ….. AWI WM RSG SRCL WCN RYN PWR FLR=Bottom (Materials & Construction)
COHW(49): 0.72% Top=TMUS SMCI NSR CTL NMBL GIMO CUDA ZAYO ….. WDC NTAP BBRY AAPL GOGO SYNA STX SSYS=Bottom (Computer Hardware/Telecom)
DISV(56): 0.67% Top=AL SCI TYC PCLN URI AHS AAN ADT ….. KBR YY BAH APOL ASGN JEC CMPR NTRI=Bottom (Diversified Services)
RETA(67): 0.63% Top=GNC W BLDR AEO NFLX PIR TFM ORLY ….. SHLD WMT GME ZU DANG URBN BABA CAB=Bottom (Retail & Specialty Retail)
META(22): 0.45% Top=GG TCK PAAS CCJ SCCO AEM RGLD CENX ….. FCX NUE ABX STLD X CNX BVN SLCA=Bottom (Metals & Mining)
CHEM(31): 0.35% Top=POT AGU AXTA FTK CF MOS MEOH CE ….. VAL OMG CYT WLK MON ASH FOE OLN=Bottom (Chemicals/Fertilizers)
TRAN(41): 0.31% Top=VA HTLD AAWW KNX SWFT UPS TDW JBLU ….. LUV CSX NSC STNG KSU TRN KEX DHT=Bottom (Transportation)
CONS(55): 0.24% Top=TPX BC PBI UFS BERY GPK CRI NWL ….. OI HAS RL HAR AVY MAT LEG HBI=Bottom (Consumer)
COSW(99): 0.12% Top=ELLI IMS CYBR YELP DST NTCT AKAM SPLK ….. NCR BOX VDSI JD TRUE FEYE ROVI LNKD=Bottom (Computer Software/Internet)
INSU(36): 0.01% Top=AXS ACE MTG CINF TMK VR GNW ALL ….. MBI LNC HIG AIZ AON PRU MET AGO=Bottom (Insurance)
FINA(102): -0.04% Top=WU WETF LM CTLT CIT HAWK WDR BMO ….. BK BAC AMTD SLM CFG CME IBKR OCN=Bottom (Banks/Financials)
MANU(46): -0.15% Top=JOY JKS ITT SEDG WWD SWK DE AOS ….. ETN CFX XYL TEX GTLS DDD BDC KMT=Bottom (Manufacturing)
ENER(100): -0.18% Top=PBF SN BCEI MDU VLO BAS SM TSO ….. EEP CLR CVX XOM MUR SPN LPI CRR=Bottom (Energy)
ELEC(61): -0.70% Top=SANM CSIQ CPHD WAT KEYS NXPI HIMX GLW ….. AVGO SPWR SIMO CREE QRVO MU SUNE QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:28 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:08 am

Market Stats at 10:08 am ET
by daytrend on 20150731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 980.

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 (20150731 10:08 am ET)
23.2% of stocks are above yesterday’s high.
65.9% are above yesterday’s midpoint. (34.1% are below.)
6.9% are below yesterday’s low.
69.9% are inside yesterday’s range.
50.3% of stocks with today’s high > yesterday’s high. (49.7% less than).
19.9% of stocks with today’s low < yesterday’s low. (80.1% greater than).

EVIDENCE OF INTRADAY TREND (20150731 10:08 am ET)
39.9% of stocks are above today’s open. (58.3% are below).
33.9% of stocks are above today’s open and yesterday’s close.
39.9% are below both.
25.0% of stocks opened above yesterday’s high.
69.3% of stocks opened above yesterday’s close. (26.9% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150731 10:08 am ET)
10.1% of stocks are in the top 10% of today’s range.
19.4% are in the top 20%.
49.1% are in the top half. 50.9% of stocks are in the bottom half of today’s range.
20.9% are in the bottom 20%.
9.6% are in the bottom 10%.

GAIN (20150731 10:08 am ET)
54.0% of stocks are above yesterday’s close. (46.0% are below.)
1.3% are up 4.5% or more. 1.4% are down 4.5% or more.
2.0% are up 3.5% or more. 1.6% are down 3.5% or more.
74.2% are between +1% and -1%.

RSI on DAILY (20150731 10:08 am ET)
2-day: >=95:8.9%…>=90:17.9%…>=80:31.5%…>=50:68.2%…<=20:8.3%…<=10:3.8%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.9%…>=50:48.6%…<=20:1.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:43.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150731 10:08 am ET)
23.2% above previous 1 highs, 6.9% below previous 1 lows
18.1% above previous 2 highs, 4.1% below previous 2 lows
16.2% above previous 3 highs, 2.3% below previous 3 lows
15.7% above previous 4 highs, 1.8% below previous 4 lows
12.6% above previous 5 highs, 1.7% below previous 5 lows
10.1% above previous 6 highs, 1.7% below previous 6 lows
9.8% above previous 7 highs, 1.7% below previous 7 lows
9.5% above previous 8 highs, 1.7% below previous 8 lows
9.0% above previous 9 highs, 1.7% below previous 9 lows
8.5% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150731 10:08 am ET)
54.0% are above or equal to 7/30 close (1 days ago), 46.0% are below.
57.9% are above or equal to 7/29 close (2 days ago), 42.1% are below.
75.3% are above or equal to 7/28 close (3 days ago), 24.7% are below.
83.6% are above or equal to 7/27 close (4 days ago), 16.4% are below.
68.3% are above or equal to 7/24 close (5 days ago), 31.7% are below.
53.2% are above or equal to 7/23 close (6 days ago), 46.8% are below.
47.8% are above or equal to 7/22 close (7 days ago), 52.2% are below.
48.1% are above or equal to 7/21 close (8 days ago), 51.9% are below.
46.2% are above or equal to 7/20 close (9 days ago), 53.8% are below.
43.7% are above or equal to 7/17 close (10 days ago), 56.3% are below.
38.9% are above or equal to 7/16 close (11 days ago), 61.1% are below.
41.8% are above or equal to 7/15 close (12 days ago), 58.2% are below.
39.0% are above or equal to 7/14 close (13 days ago), 61.0% are below.
41.3% are above or equal to 7/13 close (14 days ago), 58.7% are below.
47.6% are above or equal to 7/10 close (15 days ago), 52.4% are below.
54.9% are above or equal to 7/9 close (16 days ago), 45.1% are below.
58.1% are above or equal to 7/8 close (17 days ago), 41.9% are below.
47.7% are above or equal to 7/7 close (18 days ago), 52.3% are below.
49.4% are above or equal to 7/6 close (19 days ago), 50.6% are below.
46.4% are above or equal to 7/2 close (20 days ago), 53.6% are below.
43.9% are above or equal to 7/1 close (21 days ago), 56.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150731 10:08 am ET)
20d: 11.8% new highs, 3.8% new lows
21d: 11.5% new highs, 3.8% new lows
42d: 8.0% new highs, 2.7% new lows
63d: 6.7% new highs, 2.4% new lows
126d: 4.5% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150731 10:08 am ET)
2-day: 52.1% above, 47.9% below
3-day: 57.0% above, 43.0% below
4-day: 67.9% above, 32.1% below
5-day: 76.9% above, 23.1% below
8-day: 63.1% above, 36.9% below
10-day: 58.1% above, 41.9% below
20-day: 49.2% above, 50.8% below
50-day: 41.2% above, 58.8% below
200-day: 47.8% above, 52.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150731 10:08 am ET)
HEAL(56): 1.18% Top=MOH EVHC ZLTQ UHS RMD PODD HOLX AMED ….. CYH HAE A THC ZBH ISRG ABMD MDXG=Bottom (Health)
REAL(87): 0.96% Top=TCO EQY CUBE CPT DFT CUZ CBL EQR ….. GOV BEE ARCP SHO NSM GLPI HST RLGY=Bottom (Real Estate)
LEIS(40): 0.69% Top=EXPE RCL CCL GPRO BYD SHAK SIX EAT ….. SEAS DNKN BJRI ZOES MAR MYCC WYNN MGM=Bottom (Leisure)
META(22): 0.62% Top=GG AEM TCK PAAS RGLD SLW SWC FNV ….. FCX NUE CMC X STLD CNX SLCA BVN=Bottom (Metals & Mining)
COHW(49): 0.35% Top=NSR TMUS CTL SMCI GIMO NMBL ARRS TDC ….. GOGO AAPL NTAP STX WDC INFN SSYS SYNA=Bottom (Computer Hardware/Telecom)
DISV(56): 0.35% Top=AL PCLN Z URI GEO TYC HCSG AHS ….. YY R APOL HRB EXAM BAH ASGN NTRI=Bottom (Diversified Services)
MATE(32): 0.26% Top=MTZ WY DAR BECN OC RYL SPF PHM ….. KBH AWI VMC WCN SRCL PWR MTH FLR=Bottom (Materials & Construction)
INSU(36): -0.00% Top=AXS MBI FAF ACE MTG CINF VR ORI ….. LNC UNM HIG GNW AIZ PRU CNO MET=Bottom (Insurance)
RETA(67): -0.01% Top=W GNC NFLX BLDR AN ORLY PIR TSCO ….. BABA SHLD FIVE CAB KORS URBN WFM ETSY=Bottom (Retail & Specialty Retail)
COSW(99): -0.04% Top=ELLI IMS NTCT DBD FTNT DST QLIK RUBI ….. TWTR VIPS VNET MDAS TRUE FEYE ROVI LNKD=Bottom (Computer Software/Internet)
TRAN(41): -0.15% Top=VA HTLD ODFL HA CP UPS KNX JBLU ….. STNG TDW ALK CNW WAB LUV DHT KEX=Bottom (Transportation)
CHEM(31): -0.22% Top=MEOH AGU POT APD MOS ALB OMG FTK ….. EMN POL AXLL WLK HUN GPRE FOE OLN=Bottom (Chemicals/Fertilizers)
MANU(46): -0.26% Top=FLS ITT JOY SWK AOS DE GE MRC ….. SEDG TKR ATI TEX DDD KMT GTLS BDC=Bottom (Manufacturing)
FINA(102): -0.28% Top=WU WETF LM CTLT HAWK CIT BMO JNS ….. BK NTRS CFG SIVB TRCO IBKR AMTD OCN=Bottom (Banks/Financials)
CONS(55): -0.33% Top=TPX BC UFS EPC NWL CROX GPK WWW ….. HAS KATE PVH ICON SHOO OI LEG HBI=Bottom (Consumer)
ENER(100): -0.40% Top=PBF BAS COG ECA VLO MDU SM BCEI ….. CLR CRR COP SPN MUR CVX XOM EEP=Bottom (Energy)
ELEC(61): -0.64% Top=HIMX AMBA SANM WAT CSIQ GLW KEYS NXPI ….. MEI SIMO MLNX SPWR SCTY QRVO SUNE QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:38 am

Market Stats at 9:38 am ET
by daytrend on 20150731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 979.

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 (20150731 9:38 am ET)
20.9% of stocks are above yesterday’s high.
65.1% are above yesterday’s midpoint. (34.9% are below.)
5.8% are below yesterday’s low.
73.2% are inside yesterday’s range.
43.5% of stocks with today’s high > yesterday’s high. (56.5% less than).
13.4% of stocks with today’s low < yesterday’s low. (86.6% greater than).

EVIDENCE OF INTRADAY TREND (20150731 9:38 am ET)
33.0% of stocks are above today’s open. (63.2% are below).
28.2% of stocks are above today’s open and yesterday’s close.
38.4% are below both.
25.0% of stocks opened above yesterday’s high.
69.4% of stocks opened above yesterday’s close. (27.0% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150731 9:38 am ET)
8.3% of stocks are in the top 10% of today’s range.
13.9% are in the top 20%.
35.1% are in the top half. 64.9% of stocks are in the bottom half of today’s range.
29.5% are in the bottom 20%.
19.8% are in the bottom 10%.

GAIN (20150731 9:38 am ET)
56.5% of stocks are above yesterday’s close. (43.5% are below.)
1.1% are up 4.5% or more. 1.0% are down 4.5% or more.
1.7% are up 3.5% or more. 1.3% are down 3.5% or more.
81.7% are between +1% and -1%.

RSI on DAILY (20150731 9:38 am ET)
2-day: >=95:9.4%…>=90:18.5%…>=80:33.1%…>=50:65.7%…<=20:9.4%…<=10:3.8%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.2%…>=50:48.1%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:43.4%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150731 9:38 am ET)
20.9% above previous 1 highs, 5.8% below previous 1 lows
16.6% above previous 2 highs, 3.5% below previous 2 lows
15.6% above previous 3 highs, 1.8% below previous 3 lows
14.9% above previous 4 highs, 1.7% below previous 4 lows
12.0% above previous 5 highs, 1.6% below previous 5 lows
10.6% above previous 6 highs, 1.6% below previous 6 lows
9.8% above previous 7 highs, 1.6% below previous 7 lows
8.9% above previous 8 highs, 1.6% below previous 8 lows
8.3% above previous 9 highs, 1.6% below previous 9 lows
7.9% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150731 9:38 am ET)
56.5% are above or equal to 7/30 close (1 days ago), 43.5% are below.
55.8% are above or equal to 7/29 close (2 days ago), 44.2% are below.
74.5% are above or equal to 7/28 close (3 days ago), 25.5% are below.
82.0% are above or equal to 7/27 close (4 days ago), 18.0% are below.
66.4% are above or equal to 7/24 close (5 days ago), 33.6% are below.
53.3% are above or equal to 7/23 close (6 days ago), 46.7% are below.
47.4% are above or equal to 7/22 close (7 days ago), 52.6% are below.
48.4% are above or equal to 7/21 close (8 days ago), 51.6% are below.
44.6% are above or equal to 7/20 close (9 days ago), 55.4% are below.
43.0% are above or equal to 7/17 close (10 days ago), 57.0% are below.
38.2% are above or equal to 7/16 close (11 days ago), 61.8% are below.
41.8% are above or equal to 7/15 close (12 days ago), 58.2% are below.
38.9% are above or equal to 7/14 close (13 days ago), 61.1% are below.
41.2% are above or equal to 7/13 close (14 days ago), 58.8% are below.
46.5% are above or equal to 7/10 close (15 days ago), 53.5% are below.
55.5% are above or equal to 7/9 close (16 days ago), 44.5% are below.
57.6% are above or equal to 7/8 close (17 days ago), 42.4% are below.
47.5% are above or equal to 7/7 close (18 days ago), 52.5% are below.
48.7% are above or equal to 7/6 close (19 days ago), 51.3% are below.
46.1% are above or equal to 7/2 close (20 days ago), 53.9% are below.
43.8% are above or equal to 7/1 close (21 days ago), 56.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150731 9:38 am ET)
20d: 10.3% new highs, 2.2% new lows
21d: 10.1% new highs, 2.1% new lows
42d: 6.9% new highs, 1.3% new lows
63d: 5.5% new highs, 1.1% new lows
126d: 3.8% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150731 9:38 am ET)
2-day: 55.4% above, 44.6% below
3-day: 55.9% above, 44.1% below
4-day: 65.7% above, 34.3% below
5-day: 75.3% above, 24.7% below
8-day: 62.6% above, 37.4% below
10-day: 56.6% above, 43.4% below
20-day: 48.4% above, 51.6% below
50-day: 41.4% above, 58.6% below
200-day: 48.0% above, 52.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150731 9:38 am ET)
HEAL(56): 0.90% Top=ZLTQ MOH EVHC UHS HTWR RMD PKI HOLX ….. ZBH SPNC ALGN DXCM IRWD PODD BAX MDXG=Bottom (Health)
META(22): 0.85% Top=SWC GG AEM CENX TCK ABX PAAS SLW ….. NUE AA CMC CNX STLD X SLCA BVN=Bottom (Metals & Mining)
LEIS(40): 0.71% Top=EXPE RCL GPRO CCL SHAK SIX HLT SEAS ….. CMG BWLD LVS HOT QUNR WYNN MGM ZOES=Bottom (Leisure)
REAL(86): 0.67% Top=TCO EQY VTR CPT HCN WRI EXR DDR ….. AMT BEE HT GLPI KRC PEB HST RLGY=Bottom (Real Estate)
DISV(56): 0.50% Top=AL Z PCLN URI TYC RHI SBAC CAR ….. GPN BLOX BAH EXAM SERV ADS ASGN ATHN=Bottom (Diversified Services)
MANU(46): 0.34% Top=ITT FLS JOY SPW AOS DCI DDD ROK ….. ETN TKR CRS SEDG MRC KMT BDC GTLS=Bottom (Manufacturing)
COHW(49): 0.25% Top=NSR TMUS STX SMCI CTL RCI GIMO EMC ….. CUDA WDC PANW NTGR GOGO RKUS INFN SYNA=Bottom (Computer Hardware/Telecom)
TRAN(41): 0.13% Top=VA HTLD ODFL KNX CP CHRW LSTR UPS ….. KEX WAB DHT TRN LUV TDW STNG NAT=Bottom (Transportation)
CONS(55): 0.08% Top=TPX BERY NWL DECK BLL COTY KS SEE ….. HAR SKX WWW PVH KATE ICON LEG HBI=Bottom (Consumer)
INSU(36): 0.08% Top=AON ACE AXS VR PGR XL CINF TRV ….. GNW PRI AIZ UNM PRU LNC MET CNO=Bottom (Insurance)
CHEM(31): 0.04% Top=POT MEOH AGU ALB CE SHW MOS APD ….. GRA VAL HUN ASH FOE FTK GPRE OLN=Bottom (Chemicals/Fertilizers)
RETA(67): -0.09% Top=W PIR GNC AMZN MIK BLDR AN BURL ….. BABA KORS DANG CAB RH ETSY WFM URBN=Bottom (Retail & Specialty Retail)
MATE(32): -0.16% Top=WY BECN AWI DAR TPH RSG WM WCN ….. TOL DHI PWR SPF RYL MTH MTZ FLR=Bottom (Materials & Construction)
COSW(99): -0.24% Top=ELLI IMS RUBI NTCT SNCR ACN DBD XRX ….. MDAS CYBR PAYC VNET LOCK ROVI FEYE LNKD=Bottom (Computer Software/Internet)
FINA(102): -0.38% Top=WU WETF HAWK CTLT BMO LM TD LAZ ….. ISBC ETFC PVTB BXS SCHW AMTD IBKR OCN=Bottom (Banks/Financials)
ENER(100): -0.54% Top=PBF MDU BAS TSO VLO ETE ECA DO ….. CRR EEP MRD MUR EPE CVX XOM DRQ=Bottom (Energy)
ELEC(61): -0.82% Top=AMBA WAT SANM GLW HIMX KEYS LRCX MTSI ….. SIMO IDTI CY SCTY SPWR QRVO SUNE QLGC=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

07/30/2015

Filed under: Market Stats — daytrend @ 3:24 pm

Closing Stats
by daytrend on 20150730. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 965.

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 (20150730 Closing)
31.0% of stocks are above yesterday’s high.
69.1% are above yesterday’s midpoint. (30.9% are below.)
9.1% are below yesterday’s low.
59.9% are inside yesterday’s range.
54.4% of stocks with today’s high > yesterday’s high. (45.6% less than).
30.3% of stocks with today’s low < yesterday’s low. (69.7% greater than).

EVIDENCE OF INTRADAY TREND (20150730 Closing)
62.3% of stocks are above today’s open. (36.8% are below).
48.9% of stocks are above today’s open and yesterday’s close.
34.5% are below both.
6.4% of stocks opened above yesterday’s high.
17.9% of stocks opened above yesterday’s close. (78.2% opened below yesterday’s close).
5.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150730 Closing)
13.7% of stocks are in the top 10% of today’s range.
31.6% 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.
11.0% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20150730 Closing)
53.1% of stocks are above yesterday’s close. (46.9% are below.)
2.8% are up 4.5% or more. 2.5% are down 4.5% or more.
4.5% are up 3.5% or more. 4.5% are down 3.5% or more.
57.4% are between +1% and -1%.

RSI on DAILY (20150730 Closing)
2-day: >=95:7.8%…>=90:17.6%…>=80:36.3%…>=50:67.9%…<=20:9.1%…<=10:4.0%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:46.5%…<=20:1.7%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:40.8%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150730 Closing)
31.0% above previous 1 highs, 9.1% below previous 1 lows
28.6% above previous 2 highs, 5.5% below previous 2 lows
26.2% above previous 3 highs, 4.2% below previous 3 lows
17.4% above previous 4 highs, 4.0% below previous 4 lows
13.2% above previous 5 highs, 3.8% below previous 5 lows
12.2% above previous 6 highs, 3.6% below previous 6 lows
11.5% above previous 7 highs, 3.4% below previous 7 lows
10.9% above previous 8 highs, 3.3% below previous 8 lows
10.1% above previous 9 highs, 3.3% below previous 9 lows
9.2% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150730 Closing)
53.1% are above or equal to 7/29 close (1 days ago), 46.9% are below.
74.8% are above or equal to 7/28 close (2 days ago), 25.2% are below.
82.8% are above or equal to 7/27 close (3 days ago), 17.2% are below.
68.3% are above or equal to 7/24 close (4 days ago), 31.7% are below.
50.3% are above or equal to 7/23 close (5 days ago), 49.7% are below.
44.5% are above or equal to 7/22 close (6 days ago), 55.5% are below.
45.2% are above or equal to 7/21 close (7 days ago), 54.8% are below.
43.0% are above or equal to 7/20 close (8 days ago), 57.0% are below.
40.5% are above or equal to 7/17 close (9 days ago), 59.5% are below.
36.5% are above or equal to 7/16 close (10 days ago), 63.5% are below.
40.1% are above or equal to 7/15 close (11 days ago), 59.9% are below.
37.2% are above or equal to 7/14 close (12 days ago), 62.8% are below.
39.3% are above or equal to 7/13 close (13 days ago), 60.7% are below.
45.8% are above or equal to 7/10 close (14 days ago), 54.2% are below.
55.5% are above or equal to 7/9 close (15 days ago), 44.5% are below.
57.2% are above or equal to 7/8 close (16 days ago), 42.8% are below.
46.0% are above or equal to 7/7 close (17 days ago), 54.0% are below.
49.3% are above or equal to 7/6 close (18 days ago), 50.7% are below.
46.0% are above or equal to 7/2 close (19 days ago), 54.0% are below.
43.9% are above or equal to 7/1 close (20 days ago), 56.1% are below.
46.6% are above or equal to 6/30 close (21 days ago), 53.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150730 Closing)
20d: 12.6% new highs, 5.8% new lows
21d: 12.5% new highs, 5.6% new lows
42d: 8.4% new highs, 4.4% new lows
63d: 7.4% new highs, 3.9% new lows
126d: 5.6% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150730 Closing)
2-day: 51.3% above, 48.7% below
3-day: 67.6% above, 32.4% below
4-day: 76.4% above, 23.6% below
5-day: 74.2% above, 25.8% below
8-day: 60.3% above, 39.7% below
10-day: 53.5% above, 46.5% below
20-day: 46.6% above, 53.4% below
50-day: 40.0% above, 60.0% below
200-day: 47.4% above, 52.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150730 Closing)
COHW(49): 0.78% Top=WDC ANET TMUS STX UBNT NTGR INFN FNSR ….. AAPL SYNA CCI GIMO BBRY LXK CUDA SSYS=Bottom (Computer Hardware/Telecom)
CONS(54): 0.74% Top=SKX CROX SEE BERY DECK KATE GPK MAT ….. LULU CL PAY PBI SHOO BC KS PG=Bottom (Consumer)
LEIS(40): 0.54% Top=WYNN MGM DRII ZOES LVS BWLD BLMN SGMS ….. WEN RCL SEAS SHAK LQ HLT HOT MAR=Bottom (Leisure)
CHEM(30): 0.49% Top=APD HUN FTK ALB AGU AXLL POL MON ….. GRA CF SHW OLN MEOH PX ASH GPRE=Bottom (Chemicals/Fertilizers)
RETA(66): 0.48% Top=GNC ETSY BLDR KORS NFLX DSW SPLS ABG ….. PIR LB W ASNA URBN SFM SHLD WFM=Bottom (Retail & Specialty Retail)
FINA(101): 0.42% Top=GWB IVZ COF CFG OCN DFS SEIC WETF ….. TD GHL IBKR BEN LAZ CTLT BMO KKR=Bottom (Banks/Financials)
MATE(32): 0.34% Top=AWI DHI USG BCC PHM KBH OC LEN ….. MTZ DAR TPH FAST WCN MTH CLH RYL=Bottom (Materials & Construction)
COSW(97): 0.23% Top=MDAS ACIW NTCT FIS CVLT TRI NOW YELP ….. ADP VIPS ATHM PTC RUBI DATA LOCK NCR=Bottom (Computer Software/Internet)
DISV(53): 0.23% Top=Z CAR AAN HMSY WOOF BLOX MA RBA ….. ALLE GEO XRS PAYX HCSG AL ADT EXAM=Bottom (Diversified Services)
ELEC(60): 0.21% Top=NXPI CAVM FSL TER SIMO INVN SCTY TRMB ….. GRMN IDTI HIMX CSIQ AMBA MLNX TSL QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(54): 0.16% Top=PODD HOLX XRAY BAX ADPT ABMD A HAE ….. OPK ESRX MOH WST ZBH HLS VAR MDXG=Bottom (Health)
INSU(36): -0.07% Top=FAF CINF VR AXS AIZ ORI XL MTG ….. AGO MET AFL GNW LNC MBI UNM CNO=Bottom (Insurance)
TRAN(42): -0.18% Top=VA ODFL HA AIRM LUV CNW WERN KNX ….. AAL SAVE XPO TK NAT DHT GBX AAWW=Bottom (Transportation)
REAL(87): -0.41% Top=NSM MAA EXR STAG AGNC CUBE CBG NLY ….. HT ACC DFT RLJ BXP GOV WPG HST=Bottom (Real Estate)
MANU(45): -0.51% Top=BDC LECO TEX SEDG KMT TKR CAT DHR ….. ETN RS SPW ATI MRC SWK DDD GTLS=Bottom (Manufacturing)
ENER(97): -0.97% Top=CRR SU HOS HFC EPE QEP PDCE MUR ….. BCEI NGLS OAS RICE UPL CJES BBG RRC=Bottom (Energy)
META(22): -2.34% Top=CNX CCJ X SLW STLD NUE SWC FNV ….. RGLD CMC BVN TCK PAAS FCX CENX AEM=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 6:39 am

Market Stats at End of Day
by daytrend on 20150729. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 966.

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 (20150729 EOD)
60.4% of stocks are above yesterday’s high.
86.0% are above yesterday’s midpoint. (14.0% are below.)
4.0% are below yesterday’s low.
35.6% are inside yesterday’s range.
76.7% of stocks with today’s high > yesterday’s high. (23.3% less than).
18.4% of stocks with today’s low < yesterday’s low. (81.6% greater than).

EVIDENCE OF INTRADAY TREND (20150729 EOD)
81.2% of stocks are above today’s open. (18.1% are below).
76.1% of stocks are above today’s open and yesterday’s close.
13.8% are below both.
13.8% of stocks opened above yesterday’s high.
44.9% of stocks opened above yesterday’s close. (49.9% opened below yesterday’s close).
3.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150729 EOD)
22.0% of stocks are in the top 10% of today’s range.
48.3% are in the top 20%.
83.5% are in the top half. 16.5% of stocks are in the bottom half of today’s range.
4.1% are in the bottom 20%.
2.5% are in the bottom 10%.

GAIN (20150729 EOD)
81.7% of stocks are above yesterday’s close. (18.3% are below.)
5.6% are up 4.5% or more. 0.9% are down 4.5% or more.
9.8% are up 3.5% or more. 1.6% are down 3.5% or more.
42.0% are between +1% and -1%.

RSI on DAILY (20150729 EOD)
2-day: >=95:5.7%…>=90:15.9%…>=80:40.8%…>=50:77.1%…<=20:7.7%…<=10:4.2%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:46.1%…<=20:1.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:42.2%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150729 EOD)
60.4% above previous 1 highs, 4.0% below previous 1 lows
54.0% above previous 2 highs, 3.1% below previous 2 lows
33.3% above previous 3 highs, 2.5% below previous 3 lows
22.6% above previous 4 highs, 2.5% below previous 4 lows
19.9% above previous 5 highs, 2.5% below previous 5 lows
16.0% above previous 6 highs, 2.4% below previous 6 lows
14.8% above previous 7 highs, 2.4% below previous 7 lows
12.6% above previous 8 highs, 2.4% below previous 8 lows
10.7% above previous 9 highs, 2.3% below previous 9 lows
9.8% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150729 EOD)
81.7% are above or equal to 7/28 close (1 days ago), 18.3% are below.
86.2% are above or equal to 7/27 close (2 days ago), 13.8% are below.
68.8% are above or equal to 7/24 close (3 days ago), 31.2% are below.
50.6% are above or equal to 7/23 close (4 days ago), 49.4% are below.
44.7% are above or equal to 7/22 close (5 days ago), 55.3% are below.
46.2% are above or equal to 7/21 close (6 days ago), 53.8% are below.
43.2% are above or equal to 7/20 close (7 days ago), 56.8% are below.
40.1% are above or equal to 7/17 close (8 days ago), 59.9% are below.
35.2% are above or equal to 7/16 close (9 days ago), 64.8% are below.
40.4% are above or equal to 7/15 close (10 days ago), 59.6% are below.
36.1% are above or equal to 7/14 close (11 days ago), 63.9% are below.
39.3% are above or equal to 7/13 close (12 days ago), 60.7% are below.
46.3% are above or equal to 7/10 close (13 days ago), 53.7% are below.
55.2% are above or equal to 7/9 close (14 days ago), 44.8% are below.
56.3% are above or equal to 7/8 close (15 days ago), 43.7% are below.
46.5% are above or equal to 7/7 close (16 days ago), 53.5% are below.
49.4% are above or equal to 7/6 close (17 days ago), 50.6% are below.
45.4% are above or equal to 7/2 close (18 days ago), 54.6% are below.
43.3% are above or equal to 7/1 close (19 days ago), 56.7% are below.
46.8% are above or equal to 6/30 close (20 days ago), 53.2% are below.
48.8% are above or equal to 6/29 close (21 days ago), 51.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150729 EOD)
20d: 11.0% new highs, 5.7% new lows
21d: 10.4% new highs, 5.7% new lows
42d: 7.7% new highs, 4.6% new lows
63d: 6.4% new highs, 3.6% new lows
126d: 4.5% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150729 EOD)
2-day: 80.6% above, 19.4% below
3-day: 85.2% above, 14.8% below
4-day: 79.6% above, 20.4% below
5-day: 71.4% above, 28.6% below
8-day: 57.7% above, 42.3% below
10-day: 52.3% above, 47.7% below
20-day: 46.2% above, 53.8% below
50-day: 40.0% above, 60.0% below
200-day: 47.9% above, 52.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150729 EOD)
META(22): 2.65% Top=SLCA X ABX CENX STLD AA CMC SCCO ….. SLW AEM SWC RGLD BVN NEM FNV CNX=Bottom (Metals & Mining)
ENER(98): 2.59% Top=SM BAS MTDR EPE CJES OAS CRZO OIS ….. AR NFG DK HLX GEL COG RRC BCEI=Bottom (Energy)
LEIS(40): 2.23% Top=SHAK BWLD PNRA ZOES HLT SONC TXRH MAR ….. SIX LVS QSR EXPE MYCC GPRO BYD WYNN=Bottom (Leisure)
MATE(32): 2.02% Top=CLH EXP SRCL DHI MTZ RYL MAS BECN ….. FAST MLM WY TOL RYN DAR BCC MTH=Bottom (Materials & Construction)
TRAN(42): 1.74% Top=HTLD SWFT TRN CHRW CNW ODFL AAWW KSU ….. DHT AAL SAVE LUV DAL STNG UAL HA=Bottom (Transportation)
DISV(53): 1.73% Top=WOOF EXAM BAH VRSK VNTV ADT RRD XRS ….. SBAC Z YY MYGN APOL AHS RCII BLOX=Bottom (Diversified Services)
CHEM(30): 1.66% Top=CYT GRA POL CE ALB MEOH OLN WLK ….. AXLL MOS FMC OMG DD POT HUN FTK=Bottom (Chemicals/Fertilizers)
MANU(45): 1.36% Top=SPW AGCO DCI GTLS TKR DDD KMT DHR ….. LII MRC ETN CFX CAT ROK PCP BDC=Bottom (Manufacturing)
INSU(36): 1.24% Top=AFL TMK MBI AGO LNC VR CINF PRU ….. MTG FNF L RDN ACE XL AXS PGR=Bottom (Insurance)
RETA(66): 0.91% Top=BLDR CAB WSM TIF KMX SFM ABG KAR ….. KSS CST BBBY GES DLTR AEO DANG ZU=Bottom (Retail & Specialty Retail)
CONS(54): 0.81% Top=SKX BC JAH FBHS OI PAY PVH HAR ….. KATE TUP SHOO AVY KS SCSS IP CRI=Bottom (Consumer)
FINA(101): 0.79% Top=OCN LAZ SIVB TD WU TRCO CTLT EFX ….. SLM WDR PBCT CFG IBKR CIT UBSI FMER=Bottom (Banks/Financials)
REAL(87): 0.78% Top=CUZ BMR HT STAG NRF ARCP CONE NRZ ….. SIR EQR AIV SHO OHI GLPI OFC CBG=Bottom (Real Estate)
ELEC(60): 0.77% Top=SPWR MTSI CSIQ FSLR IPGP TSL SCTY WAT ….. SUNE CPHD AMBA ATML HIMX CRUS INVN SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(54): 0.76% Top=SPNC NUVA LH ALGN XRAY DGX ABMD MD ….. BSX ESRX IRWD EW RMD ZLTQ OPK MDXG=Bottom (Health)
COSW(97): 0.41% Top=RUBI LOCK CTXS CERN SNCR SOHU TSS TRI ….. CMCM PTC SPLK IACI DATA TWTR VDSI YELP=Bottom (Computer Software/Internet)
COHW(49): 0.11% Top=NSR BRCD BBRY LXK CDW HRS ADTN SMCI ….. COMM PANW GIMO NMBL SYNA UBNT SSYS LVLT=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.
WEDNESDAY’S Market Stats at End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

07/29/2015

Filed under: Market Stats — daytrend @ 6:56 am

Market Stats at End of Day
by daytrend on 20150728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 962.

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 (20150728 EOD)
45.7% of stocks are above yesterday’s high.
75.2% are above yesterday’s midpoint. (24.8% are below.)
7.0% are below yesterday’s low.
47.3% are inside yesterday’s range.
65.1% of stocks with today’s high > yesterday’s high. (34.9% less than).
41.6% of stocks with today’s low < yesterday’s low. (58.4% greater than).

EVIDENCE OF INTRADAY TREND (20150728 EOD)
68.8% of stocks are above today’s open. (29.8% are below).
67.2% of stocks are above today’s open and yesterday’s close.
16.8% are below both.
17.5% of stocks opened above yesterday’s high.
87.8% of stocks opened above yesterday’s close. (9.4% opened below yesterday’s close).
2.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150728 EOD)
19.5% of stocks are in the top 10% of today’s range.
40.4% are in the top 20%.
80.4% are in the top half. 19.6% of stocks are in the bottom half of today’s range.
4.8% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN (20150728 EOD)
81.5% of stocks are above yesterday’s close. (18.5% are below.)
5.0% are up 4.5% or more. 0.4% are down 4.5% or more.
9.1% are up 3.5% or more. 0.5% are down 3.5% or more.
43.3% are between +1% and -1%.

RSI on DAILY (20150728 EOD)
2-day: >=95:2.2%…>=90:5.1%…>=80:12.9%…>=50:56.4%…<=20:16.6%…<=10:11.7%…<=5:7.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:32.0%…<=20:3.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:31.7%…<=20:1.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150728 EOD)
45.7% above previous 1 highs, 7.0% below previous 1 lows
15.0% above previous 2 highs, 6.0% below previous 2 lows
8.8% above previous 3 highs, 5.9% below previous 3 lows
6.5% above previous 4 highs, 5.7% below previous 4 lows
5.0% above previous 5 highs, 5.7% below previous 5 lows
4.6% above previous 6 highs, 5.6% below previous 6 lows
3.3% above previous 7 highs, 5.4% below previous 7 lows
3.1% above previous 8 highs, 5.2% below previous 8 lows
3.0% above previous 9 highs, 4.8% below previous 9 lows
3.0% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150728 EOD)
81.5% are above or equal to 7/27 close (1 days ago), 18.5% are below.
52.3% are above or equal to 7/24 close (2 days ago), 47.7% are below.
32.3% are above or equal to 7/23 close (3 days ago), 67.7% are below.
27.0% are above or equal to 7/22 close (4 days ago), 73.0% are below.
28.5% are above or equal to 7/21 close (5 days ago), 71.5% are below.
28.8% are above or equal to 7/20 close (6 days ago), 71.2% are below.
26.1% are above or equal to 7/17 close (7 days ago), 73.9% are below.
24.2% are above or equal to 7/16 close (8 days ago), 75.8% are below.
29.5% are above or equal to 7/15 close (9 days ago), 70.5% are below.
27.0% are above or equal to 7/14 close (10 days ago), 73.0% are below.
29.9% are above or equal to 7/13 close (11 days ago), 70.1% are below.
37.6% are above or equal to 7/10 close (12 days ago), 62.4% are below.
48.2% are above or equal to 7/9 close (13 days ago), 51.8% are below.
49.7% are above or equal to 7/8 close (14 days ago), 50.3% are below.
39.2% are above or equal to 7/7 close (15 days ago), 60.8% are below.
41.5% are above or equal to 7/6 close (16 days ago), 58.5% are below.
40.1% are above or equal to 7/2 close (17 days ago), 59.9% are below.
37.2% are above or equal to 7/1 close (18 days ago), 62.8% are below.
42.4% are above or equal to 6/30 close (19 days ago), 57.6% are below.
44.0% are above or equal to 6/29 close (20 days ago), 56.0% are below.
31.5% are above or equal to 6/26 close (21 days ago), 68.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150728 EOD)
20d: 4.7% new highs, 18.1% new lows
21d: 4.5% new highs, 18.0% new lows
42d: 3.3% new highs, 15.0% new lows
63d: 2.5% new highs, 12.8% new lows
126d: 1.7% new highs, 8.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150728 EOD)
2-day: 80.2% above, 19.8% below
3-day: 67.2% above, 32.8% below
4-day: 50.4% above, 49.6% below
5-day: 42.9% above, 57.1% below
8-day: 31.6% above, 68.4% below
10-day: 27.8% above, 72.2% below
20-day: 34.7% above, 65.3% below
50-day: 34.0% above, 66.0% below
200-day: 45.4% above, 54.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150728 EOD)
META(22): 3.32% Top=CENX TCK FCX X STLD SCCO CCJ CMC ….. SLCA NUE RGLD AEM SWC GG FNV ABX=Bottom (Metals & Mining)
ENER(98): 3.13% Top=WPX RIG SN CVE CIE FET BPL PDCE ….. CAM HFC BCEI MWE MDU GEL WNR MPC=Bottom (Energy)
TRAN(41): 2.44% Top=TDW UPS KSU UNP SWFT AIRM CNW VA ….. HA TK LSTR JBHT STNG TRN DHT NAT=Bottom (Transportation)
ELEC(60): 2.19% Top=IPGP MU CPHD INVN CRUS ON CSIQ MEI ….. TRMB WAT CGNX SANM ATML AMBA GLW SUNE=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 2.15% Top=EMN HUN PPG VAL WLK GPRE CE PX ….. MOS OMG MON POT CF AGU DD POL=Bottom (Chemicals/Fertilizers)
MATE(32): 1.75% Top=MAS WCN CLH DHI BECN EXP FLR WM ….. USG DAR BCC CVA OC RYL WY MTZ=Bottom (Materials & Construction)
CONS(54): 1.58% Top=ECL SCSS LULU KATE HAR IP WHR WWW ….. FOSL DECK PG FL COTY HAS PAY MAT=Bottom (Consumer)
MANU(44): 1.53% Top=SEDG PCP TEX CMI ATI CAT JKS EMR ….. LII DOV BWXT DCI CFX ROP FLS IR=Bottom (Manufacturing)
DISV(53): 1.30% Top=GPN JEC RCII Z ADT AAN BAH URI ….. ATHN BLOX MCO RHI HMHC AHS XRS HMSY=Bottom (Diversified Services)
HEAL(55): 1.18% Top=UNH ZLTQ RMD PRXL HAE PODD BDX BSX ….. HYH DGX WST ADPT THOR HOLX WX ISRG=Bottom (Health)
COHW(49): 1.01% Top=BBRY KN SSYS COMM GOGO CDW VRSN EMC ….. CCI NMBL INFN JDSU CUDA NTGR GIMO ANET=Bottom (Computer Hardware/Telecom)
LEIS(39): 0.91% Top=BYD ZOES QSR SGMS EXPE GPRO MGM WEN ….. BLMN LQ SIX SHAK WYN WYNN SEAS MYCC=Bottom (Leisure)
COSW(97): 0.85% Top=TRUE CDNS VDSI CMCM TWTR ATHM LNKD SOHU ….. FEYE ACIW TRIP BITA NCR WUBA CVLT BIDU=Bottom (Computer Software/Internet)
RETA(66): 0.55% Top=BIG DANG ZU WBA WFM ETSY SIG W ….. AMZN BABA AEO MIK ANF GNC JWN M=Bottom (Retail & Specialty Retail)
FINA(99): 0.49% Top=CTLT GWB OCN ETFC LPLA KKR AMP STT ….. JNS UMPQ CBOE LAZ CIT NDAQ SYF FMER=Bottom (Banks/Financials)
INSU(37): 0.13% Top=HIG GNW PRI CNO AFL MET PRU ORI ….. BRO CLGX AXS MMC VR AWH WRB TMK=Bottom (Insurance)
REAL(87): 0.08% Top=SIR BRX HST PCL NLY CLI AMH AGNC ….. RLJ DLR LHO PEB OFC ACC MPW STAG=Bottom (Real Estate)

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

07/28/2015

Filed under: Market Stats — daytrend @ 9:08 am

Market Stats at 10:08 am ET
by daytrend on 20150728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 965.

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 (20150728 10:08 am ET)
10.9% of stocks are above yesterday’s high.
39.5% are above yesterday’s midpoint. (60.5% are below.)
19.2% are below yesterday’s low.
69.9% are inside yesterday’s range.
40.0% of stocks with today’s high > yesterday’s high. (60.0% less than).
34.6% of stocks with today’s low < yesterday’s low. (65.4% greater than).

EVIDENCE OF INTRADAY TREND (20150728 10:08 am ET)
23.5% of stocks are above today’s open. (75.1% are below).
21.9% of stocks are above today’s open and yesterday’s close.
52.1% are below both.
17.4% of stocks opened above yesterday’s high.
87.9% of stocks opened above yesterday’s close. (9.5% opened below yesterday’s close).
2.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150728 10:08 am ET)
3.0% of stocks are in the top 10% of today’s range.
7.9% are in the top 20%.
28.2% are in the top half. 71.8% of stocks are in the bottom half of today’s range.
39.0% are in the bottom 20%.
25.4% are in the bottom 10%.

GAIN (20150728 10:08 am ET)
46.2% of stocks are above yesterday’s close. (53.8% are below.)
0.8% are up 4.5% or more. 0.4% are down 4.5% or more.
1.1% are up 3.5% or more. 0.5% are down 3.5% or more.
77.4% are between +1% and -1%.

RSI on DAILY (20150728 10:08 am ET)
2-day: >=95:0.8%…>=90:2.7%…>=80:5.0%…>=50:19.1%…<=20:51.0%…<=10:35.1%…<=5:21.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:21.1%…<=20:11.1%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:24.7%…<=20:4.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150728 10:08 am ET)
10.9% above previous 1 highs, 19.2% below previous 1 lows
3.8% above previous 2 highs, 18.0% below previous 2 lows
2.4% above previous 3 highs, 17.0% below previous 3 lows
1.8% above previous 4 highs, 16.3% below previous 4 lows
1.2% above previous 5 highs, 15.9% below previous 5 lows
1.2% above previous 6 highs, 15.5% below previous 6 lows
1.0% above previous 7 highs, 15.2% below previous 7 lows
1.0% above previous 8 highs, 15.0% below previous 8 lows
1.0% above previous 9 highs, 14.1% below previous 9 lows
1.0% above previous 10 highs, 13.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150728 10:08 am ET)
46.2% are above or equal to 7/27 close (1 days ago), 53.8% are below.
22.3% are above or equal to 7/24 close (2 days ago), 77.7% are below.
16.8% are above or equal to 7/23 close (3 days ago), 83.2% are below.
13.8% are above or equal to 7/22 close (4 days ago), 86.2% are below.
17.2% are above or equal to 7/21 close (5 days ago), 82.8% are below.
17.9% are above or equal to 7/20 close (6 days ago), 82.1% are below.
18.5% are above or equal to 7/17 close (7 days ago), 81.5% are below.
16.6% are above or equal to 7/16 close (8 days ago), 83.4% are below.
23.1% are above or equal to 7/15 close (9 days ago), 76.9% are below.
22.5% are above or equal to 7/14 close (10 days ago), 77.5% are below.
24.4% are above or equal to 7/13 close (11 days ago), 75.6% are below.
30.5% are above or equal to 7/10 close (12 days ago), 69.5% are below.
38.9% are above or equal to 7/9 close (13 days ago), 61.1% are below.
43.8% are above or equal to 7/8 close (14 days ago), 56.2% are below.
33.2% are above or equal to 7/7 close (15 days ago), 66.8% are below.
35.2% are above or equal to 7/6 close (16 days ago), 64.8% are below.
33.7% are above or equal to 7/2 close (17 days ago), 66.3% are below.
32.0% are above or equal to 7/1 close (18 days ago), 68.0% are below.
36.5% are above or equal to 6/30 close (19 days ago), 63.5% are below.
38.9% are above or equal to 6/29 close (20 days ago), 61.1% are below.
26.7% are above or equal to 6/26 close (21 days ago), 73.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150728 10:08 am ET)
20d: 2.7% new highs, 15.1% new lows
21d: 2.7% new highs, 14.9% new lows
42d: 2.1% new highs, 12.6% new lows
63d: 1.6% new highs, 11.2% new lows
126d: 0.9% new highs, 8.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150728 10:08 am ET)
2-day: 44.5% above, 55.5% below
3-day: 26.8% above, 73.2% below
4-day: 19.9% above, 80.1% below
5-day: 16.3% above, 83.7% below
8-day: 15.2% above, 84.8% below
10-day: 15.3% above, 84.7% below
20-day: 26.2% above, 73.8% below
50-day: 28.9% above, 71.1% below
200-day: 42.7% above, 57.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150728 10:08 am ET)
META(23): 1.13% Top=FCX TCK CENX STLD CMC PAAS BVN SCCO ….. RGLD AA CCJ HSC SWC SLCA FNV CNX=Bottom (Metals & Mining)
MATE(32): 0.63% Top=MAS WCN CLH WM BECN FAST PWR SRCL ….. MDC KBH MTH PHM LEN CVA DHI DAR=Bottom (Materials & Construction)
TRAN(41): 0.56% Top=UPS AAL UNP KSU UAL DAL FDX SAVE ….. BRS GBX NAT TK JBLU SWFT STNG TDW=Bottom (Transportation)
CONS(54): 0.33% Top=SCSS WHR HAR ECL FBHS IP EPC GPK ….. BC JAH HAS HBI FOSL PAY GT MAT=Bottom (Consumer)
ELEC(61): 0.32% Top=IPGP CPHD MU INTC FCS WAT LRCX APH ….. CGNX MEI SCTY SANM MSCC SUNE GLW SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(44): 0.11% Top=CMI AGCO PCP ATI HON CAT DE RS ….. WWD GTLS ROP LECO ATU SEDG DDD IR=Bottom (Manufacturing)
CHEM(29): 0.09% Top=EMN CE PPG RPM SHW VAL MEOH WLK ….. MOS MON AXLL CF POT DD AGU POL=Bottom (Chemicals/Fertilizers)
DISV(54): 0.07% Top=GPN JEC URI Z ACM XRS PCLN V ….. RCII CAR APOL TMH HMHC SSTK AHS BLOX=Bottom (Diversified Services)
LEIS(39): 0.03% Top=BYD QSR WYN GPRO WING MCD SIX HOT ….. SBUX SEAS MYCC MGM CAKE BJRI BLMN WYNN=Bottom (Leisure)
REAL(89): -0.00% Top=SIR PCL LPT AGNC NLY AVB BRX TWO ….. NSM LHO PGRE DFT CONE PEB MPW OFC=Bottom (Real Estate)
FINA(99): -0.07% Top=HAWK WDR BX LAZ LPLA AMP CTLT ARCC ….. BXS ESNT PVTB CIT OZRK PBCT WETF FMER=Bottom (Banks/Financials)
INSU(39): -0.17% Top=HIG MBI L PRI ORI ACE AIG PRU ….. AIZ MMC RDN VR MTG CLGX WRB TMK=Bottom (Insurance)
COHW(50): -0.31% Top=BBRY COMM VRSN QCOM EMC STX FNSR NTAP ….. SNDK CUDA SMCI NMBL GIMO KN SYNA SSYS=Bottom (Computer Hardware/Telecom)
HEAL(53): -0.35% Top=PODD UNH VAR BDX TMO XRAY IRWD STJ ….. MOH CNC UHS MDXG ACHC DGX LH ADPT=Bottom (Health)
ENER(97): -0.36% Top=ETP MRD CIE XOM WPZ EOG CVX RDC ….. LPI SPN CLR HLX NOV NFX OAS BCEI=Bottom (Energy)
RETA(67): -0.45% Top=ETSY BIG SIG DANG ZU CVS KR WBA ….. W M SHLD NFLX AEO BABA LL ANF=Bottom (Retail & Specialty Retail)
COSW(94): -0.57% Top=CDNS TTWO NTES SOHU EA TRI ACN NOW ….. MKTO ATHM ADSK FEYE VIPS YELP BITA BIDU=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 10:08 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 20150728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 965.

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 (20150728 9:47 am ET)
11.1% of stocks are above yesterday’s high.
41.1% are above yesterday’s midpoint. (58.9% are below.)
13.8% are below yesterday’s low.
75.1% are inside yesterday’s range.
38.1% of stocks with today’s high > yesterday’s high. (61.9% less than).
28.2% of stocks with today’s low < yesterday’s low. (71.8% greater than).

EVIDENCE OF INTRADAY TREND (20150728 9:47 am ET)
22.7% of stocks are above today’s open. (75.8% are below).
20.6% of stocks are above today’s open and yesterday’s close.
45.7% are below both.
17.4% of stocks opened above yesterday’s high.
87.9% of stocks opened above yesterday’s close. (9.5% opened below yesterday’s close).
2.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150728 9:47 am ET)
2.4% of stocks are in the top 10% of today’s range.
7.3% are in the top 20%.
23.9% are in the top half. 76.1% of stocks are in the bottom half of today’s range.
40.7% are in the bottom 20%.
20.0% are in the bottom 10%.

GAIN (20150728 9:47 am ET)
52.2% of stocks are above yesterday’s close. (47.8% are below.)
0.6% are up 4.5% or more. 0.5% are down 4.5% or more.
1.1% are up 3.5% or more. 0.8% are down 3.5% or more.
81.2% are between +1% and -1%.

RSI on DAILY (20150728 9:47 am ET)
2-day: >=95:1.2%…>=90:2.9%…>=80:5.4%…>=50:20.9%…<=20:48.1%…<=10:30.8%…<=5:19.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:22.1%…<=20:10.9%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:25.5%…<=20:4.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150728 9:47 am ET)
11.1% above previous 1 highs, 13.8% below previous 1 lows
3.1% above previous 2 highs, 13.1% below previous 2 lows
2.2% above previous 3 highs, 12.2% below previous 3 lows
1.7% above previous 4 highs, 11.8% below previous 4 lows
1.3% above previous 5 highs, 11.5% below previous 5 lows
1.2% above previous 6 highs, 11.4% below previous 6 lows
1.1% above previous 7 highs, 11.3% below previous 7 lows
1.0% above previous 8 highs, 11.1% below previous 8 lows
1.0% above previous 9 highs, 10.6% below previous 9 lows
1.0% above previous 10 highs, 10.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150728 9:47 am ET)
52.2% are above or equal to 7/27 close (1 days ago), 47.8% are below.
24.0% are above or equal to 7/24 close (2 days ago), 76.0% are below.
17.8% are above or equal to 7/23 close (3 days ago), 82.2% are below.
13.6% are above or equal to 7/22 close (4 days ago), 86.4% are below.
17.5% are above or equal to 7/21 close (5 days ago), 82.5% are below.
17.9% are above or equal to 7/20 close (6 days ago), 82.1% are below.
18.2% are above or equal to 7/17 close (7 days ago), 81.8% are below.
16.9% are above or equal to 7/16 close (8 days ago), 83.1% are below.
23.3% are above or equal to 7/15 close (9 days ago), 76.7% are below.
22.2% are above or equal to 7/14 close (10 days ago), 77.8% are below.
24.2% are above or equal to 7/13 close (11 days ago), 75.8% are below.
30.3% are above or equal to 7/10 close (12 days ago), 69.7% are below.
39.6% are above or equal to 7/9 close (13 days ago), 60.4% are below.
43.7% are above or equal to 7/8 close (14 days ago), 56.3% are below.
33.3% are above or equal to 7/7 close (15 days ago), 66.7% are below.
36.3% are above or equal to 7/6 close (16 days ago), 63.7% are below.
34.1% are above or equal to 7/2 close (17 days ago), 65.9% are below.
32.4% are above or equal to 7/1 close (18 days ago), 67.6% are below.
37.5% are above or equal to 6/30 close (19 days ago), 62.5% are below.
39.0% are above or equal to 6/29 close (20 days ago), 61.0% are below.
27.8% are above or equal to 6/26 close (21 days ago), 72.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150728 9:47 am ET)
20d: 2.6% new highs, 11.9% new lows
21d: 2.6% new highs, 11.7% new lows
42d: 1.9% new highs, 10.1% new lows
63d: 1.5% new highs, 8.7% new lows
126d: 0.8% new highs, 6.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150728 9:47 am ET)
2-day: 50.5% above, 49.5% below
3-day: 29.8% above, 70.2% below
4-day: 20.1% above, 79.9% below
5-day: 16.9% above, 83.1% below
8-day: 15.5% above, 84.5% below
10-day: 15.9% above, 84.1% below
20-day: 26.0% above, 74.0% below
50-day: 29.2% above, 70.8% below
200-day: 42.6% above, 57.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150728 9:47 am ET)
META(23): 0.92% Top=TCK FCX CENX STLD X AEM CMC PAAS ….. RGLD GG HSC CCJ SLCA FNV SWC CNX=Bottom (Metals & Mining)
MATE(32): 0.79% Top=MAS WCN BECN CLH WM USG PWR FLR ….. DHI VMC LEN RYL KBH DAR BCC MTH=Bottom (Materials & Construction)
MANU(44): 0.39% Top=CMI AGCO ATI TEX HON PCP CAT JKS ….. ITT SPW ATU ROP WWD LECO DDD IR=Bottom (Manufacturing)
TRAN(41): 0.37% Top=UPS KSU AAL UNP FDX CSX UAL ALK ….. XPO WERN NAT DHT TDW SWFT STNG JBLU=Bottom (Transportation)
CONS(54): 0.22% Top=FBHS SCSS HAR WHR EPC IP SEE CL ….. VFC JAH BC ICON MAT RL HBI PAY=Bottom (Consumer)
REAL(89): 0.19% Top=SIR AGNC NLY PCL LPT BRX AVB BEE ….. PDM DFT PGRE PEB NRZ MPW OFC CONE=Bottom (Real Estate)
ELEC(61): 0.18% Top=IPGP CPHD WAT CRUS MU INTC INVN FLEX ….. SCTY CAVM IDTI SUNE CGNX MSCC GLW SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(39): 0.10% Top=BYD LVS QSR WYN WING GPRO MCD MAR ….. CAKE SBUX MYCC SONC TXRH BLMN BJRI QUNR=Bottom (Leisure)
FINA(99): 0.07% Top=WDR BX HAWK HBAN KKR LAZ PFG LPLA ….. OZRK BMO PBCT ESNT LEAF TD WETF FMER=Bottom (Banks/Financials)
DISV(54): -0.02% Top=GPN JEC URI ACM GMT YY MA KBR ….. RHI TMH HMHC AHS SSTK HMSY BLOX RCII=Bottom (Diversified Services)
ENER(97): -0.03% Top=CIE ATW RDC SN MRD RIG DO XOM ….. EGN OAS COG SM HFC NFX NOV BCEI=Bottom (Energy)
INSU(39): -0.04% Top=HIG GNW MBI L PRU AIG LNC ORI ….. RDN MTG VR MMC CLGX JRVR WRB TMK=Bottom (Insurance)
COHW(50): -0.23% Top=BBRY KN COMM VRSN QCOM NTAP STX EMC ….. SMCI GOGO GIMO UBNT CUDA SYNA SSYS NMBL=Bottom (Computer Hardware/Telecom)
HEAL(53): -0.25% Top=UNH WX TMO VAR MR BDX PODD RMD ….. ADPT MOH WST ALGN DGX ACHC MDXG LH=Bottom (Health)
CHEM(29): -0.26% Top=EMN CE PPG HUN VAL SHW WLK PX ….. OLN AXTA AXLL POT GPRE AGU POL DD=Bottom (Chemicals/Fertilizers)
RETA(67): -0.40% Top=ETSY ZU DANG JCP WBA BIG KORS SIG ….. GNC BURL ANF AEO M BABA W NFLX=Bottom (Retail & Specialty Retail)
COSW(94): -0.59% Top=CDNS NTES NOW EQIX LNKD ACN EA LOCK ….. WUBA DBD SINA ATHM BITA PAYC YELP BIDU=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 9:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 6:21 am

Market Stats at End of Day
by daytrend on 20150727. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 965.

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 (20150727 EOD)
3.2% of stocks are above yesterday’s high.
13.9% are above yesterday’s midpoint. (86.1% are below.)
61.0% are below yesterday’s low.
35.8% are inside yesterday’s range.
13.9% of stocks with today’s high > yesterday’s high. (86.1% less than).
86.6% of stocks with today’s low < yesterday’s low. (13.4% greater than).

EVIDENCE OF INTRADAY TREND (20150727 EOD)
38.1% of stocks are above today’s open. (60.0% are below).
17.3% of stocks are above today’s open and yesterday’s close.
59.1% are below both.
0.9% of stocks opened above yesterday’s high.
7.2% of stocks opened above yesterday’s close. (90.5% opened below yesterday’s close).
53.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150727 EOD)
4.7% of stocks are in the top 10% of today’s range.
11.5% are in the top 20%.
37.4% are in the top half. 62.6% of stocks are in the bottom half of today’s range.
24.6% are in the bottom 20%.
8.1% are in the bottom 10%.

GAIN (20150727 EOD)
19.9% of stocks are above yesterday’s close. (80.1% are below.)
0.6% are up 4.5% or more. 4.2% are down 4.5% or more.
1.0% are up 3.5% or more. 8.1% are down 3.5% or more.
46.1% are between +1% and -1%.

RSI on DAILY (20150727 EOD)
2-day: >=95:1.1%…>=90:2.3%…>=80:4.7%…>=50:13.3%…<=20:67.6%…<=10:49.4%…<=5:32.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:21.6%…<=20:12.8%…<=10:0.7%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:24.7%…<=20:5.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150727 EOD)
3.2% above previous 1 highs, 61.0% below previous 1 lows
1.7% above previous 2 highs, 57.1% below previous 2 lows
1.5% above previous 3 highs, 51.0% below previous 3 lows
1.2% above previous 4 highs, 48.3% below previous 4 lows
1.1% above previous 5 highs, 46.6% below previous 5 lows
1.0% above previous 6 highs, 45.0% below previous 6 lows
1.0% above previous 7 highs, 43.1% below previous 7 lows
1.0% above previous 8 highs, 41.0% below previous 8 lows
0.9% above previous 9 highs, 39.8% below previous 9 lows
0.9% above previous 10 highs, 38.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150727 EOD)
19.9% are above or equal to 7/24 close (1 days ago), 80.1% are below.
15.4% are above or equal to 7/23 close (2 days ago), 84.6% are below.
12.5% are above or equal to 7/22 close (3 days ago), 87.5% are below.
16.4% are above or equal to 7/21 close (4 days ago), 83.6% are below.
16.6% are above or equal to 7/20 close (5 days ago), 83.4% are below.
16.5% are above or equal to 7/17 close (6 days ago), 83.5% are below.
16.5% are above or equal to 7/16 close (7 days ago), 83.5% are below.
21.8% are above or equal to 7/15 close (8 days ago), 78.2% are below.
21.0% are above or equal to 7/14 close (9 days ago), 79.0% are below.
23.2% are above or equal to 7/13 close (10 days ago), 76.8% are below.
29.8% are above or equal to 7/10 close (11 days ago), 70.2% are below.
39.2% are above or equal to 7/9 close (12 days ago), 60.8% are below.
43.2% are above or equal to 7/8 close (13 days ago), 56.8% are below.
33.2% are above or equal to 7/7 close (14 days ago), 66.8% are below.
35.4% are above or equal to 7/6 close (15 days ago), 64.6% are below.
34.2% are above or equal to 7/2 close (16 days ago), 65.8% are below.
31.4% are above or equal to 7/1 close (17 days ago), 68.6% are below.
36.3% are above or equal to 6/30 close (18 days ago), 63.7% are below.
38.1% are above or equal to 6/29 close (19 days ago), 61.9% are below.
27.7% are above or equal to 6/26 close (20 days ago), 72.3% are below.
27.5% are above or equal to 6/25 close (21 days ago), 72.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150727 EOD)
20d: 2.2% new highs, 40.1% new lows
21d: 2.2% new highs, 39.8% new lows
42d: 1.3% new highs, 34.3% new lows
63d: 1.0% new highs, 30.4% new lows
126d: 0.3% new highs, 20.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150727 EOD)
2-day: 18.4% above, 81.6% below
3-day: 14.8% above, 85.2% below
4-day: 13.0% above, 87.0% below
5-day: 12.7% above, 87.3% below
8-day: 12.7% above, 87.3% below
10-day: 14.0% above, 86.0% below
20-day: 27.8% above, 72.2% below
50-day: 28.7% above, 71.3% below
200-day: 42.3% above, 57.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150727 EOD)
REAL(89): -0.12% Top=CLI HCN VTR BXMT HCP GGP CIM PMT ….. HPT EQC PGRE HT CONE BEE OUT SIR=Bottom (Real Estate)
TRAN(41): -0.42% Top=WAB TRN GBX DHT AAL CHRW UAL UPS ….. JBLU AIRM BRS HA XPO NAT TK TDW=Bottom (Transportation)
MATE(32): -0.57% Top=BECN USG MTZ RSG WY CVA WM TOL ….. BCC PWR VMC AWI OC MLM EXP CLH=Bottom (Materials & Construction)
INSU(39): -0.63% Top=RDN AFSI ACE TRV XL ALL AXS AWH ….. LNC TMK FAF HIG UNM CNO GNW CLGX=Bottom (Insurance)
HEAL(53): -0.78% Top=MDXG BCR HYH ALGN A THOR ANTM MD ….. DGX ZLTQ THC ADPT PODD IRWD WX SPNC=Bottom (Health)
COHW(50): -0.80% Top=GIMO SSYS KN EMC SYNA STX QCOM CTL ….. TMUS COMM CIEN PLCM NSR GOGO CUDA PANW=Bottom (Computer Hardware/Telecom)
FINA(99): -1.07% Top=CTLT ESNT GHL PBCT EV BEN NYCB FULT ….. TCBI ASB SCHW HAWK CMA SLM LAZ ETFC=Bottom (Banks/Financials)
DISV(54): -1.12% Top=ATHN CATM ADT URI PAYX RBA CXW JEC ….. ADS AAN YY HMSY Z HRB BLOX XRS=Bottom (Diversified Services)
ELEC(61): -1.15% Top=TSL CREE INTC SANM MXIM MRVL INVN LLTC ….. HIMX QRVO SIMO MTSI CRUS AMBA SWKS CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(54): -1.15% Top=COH TPX ICON KMB CL CLX UA CHD ….. WHR WWW HBI TUP KATE HAR CROX SCSS=Bottom (Consumer)
RETA(67): -1.25% Top=GES AEO GPS AMZN JWN DDS AAP M ….. NFLX DANG PIR SHLD FIVE CAB ETSY W=Bottom (Retail & Specialty Retail)
LEIS(39): -1.37% Top=QSR MYCC BJRI SIX PNRA CMG CAKE DPZ ….. BYD LVS MGM SONC WYNN SHAK ZOES QUNR=Bottom (Leisure)
MANU(44): -1.40% Top=LECO GE DCI KMT DOV ATU RS EMR ….. AOS PNR AME TEX JOY JKS ROP SEDG=Bottom (Manufacturing)
CHEM(29): -1.54% Top=GPRE ASH ALB DD SHW CE DOW FTK ….. AGU EMN CYT RPM AXTA CF HUN POL=Bottom (Chemicals/Fertilizers)
COSW(94): -1.89% Top=BOX LOGM SWI GOOG MDAS FFIV EQIX DBD ….. CYBR SINA ATHM BITA SFUN PAYC NTES JD=Bottom (Computer Software/Internet)
META(23): -2.01% Top=X NUE SWC STLD SLCA FNV CENX CNX ….. PAAS CCJ AEM BVN ABX GG TCK FCX=Bottom (Metals & Mining)
ENER(97): -2.01% Top=NGLS OKS EPD PAA GEL WPZ EEP NFG ….. QEP BBG NFX ECA FET CJES OAS CLR=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.
MONDAY’S Market Stats at End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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