daytrend

03/26/2015

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

Closing Stats
by daytrend on 20150326. 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 (20150326 Closing)
5.8% of stocks are above yesterday’s high.
15.3% are above yesterday’s midpoint. (84.7% are below.)
48.4% are below yesterday’s low.
45.7% are inside yesterday’s range.
15.7% of stocks with today’s high > yesterday’s high. (84.3% less than).
85.7% of stocks with today’s low < yesterday’s low. (14.3% greater than).

EVIDENCE OF INTRADAY TREND (20150326 Closing)
50.9% of stocks are above today’s open. (47.9% are below).
32.6% of stocks are above today’s open and yesterday’s close.
42.4% are below both.
7.5% of stocks opened above yesterday’s high.
22.1% of stocks opened above yesterday’s close. (75.6% opened below yesterday’s close).
57.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150326 Closing)
4.9% of stocks are in the top 10% of today’s range.
15.4% are in the top 20%.
53.3% are in the top half. 46.7% of stocks are in the bottom half of today’s range.
15.9% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN (20150326 Closing)
39.7% of stocks are above yesterday’s close. (60.3% are below.)
2.0% are up 4.5% or more. 0.3% are down 4.5% or more.
3.2% are up 3.5% or more. 1.3% are down 3.5% or more.
65.4% are between +1% and -1%.

RSI on DAILY (20150326 Closing)
2-day: >=95:2.1%…>=90:4.6%…>=80:7.7%…>=50:19.6%…<=20:51.8%…<=10:31.0%…<=5:12.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.6%…>=50:33.7%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:39.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150326 Closing)
5.8% above previous 1 highs, 48.4% below previous 1 lows
5.0% above previous 2 highs, 45.2% below previous 2 lows
4.0% above previous 3 highs, 43.1% below previous 3 lows
3.9% above previous 4 highs, 38.1% below previous 4 lows
3.7% above previous 5 highs, 32.1% below previous 5 lows
3.5% above previous 6 highs, 21.1% below previous 6 lows
3.4% above previous 7 highs, 19.5% below previous 7 lows
3.2% above previous 8 highs, 18.0% below previous 8 lows
3.2% above previous 9 highs, 13.4% below previous 9 lows
2.7% above previous 10 highs, 11.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150326 Closing)
39.7% are above or equal to 3/25 close (1 days ago), 60.3% are below.
16.6% are above or equal to 3/24 close (2 days ago), 83.4% are below.
15.3% are above or equal to 3/23 close (3 days ago), 84.7% are below.
19.1% are above or equal to 3/20 close (4 days ago), 80.9% are below.
31.9% are above or equal to 3/19 close (5 days ago), 68.1% are below.
26.9% are above or equal to 3/18 close (6 days ago), 73.1% are below.
43.9% are above or equal to 3/17 close (7 days ago), 56.1% are below.
44.5% are above or equal to 3/16 close (8 days ago), 55.5% are below.
55.7% are above or equal to 3/13 close (9 days ago), 44.3% are below.
48.4% are above or equal to 3/12 close (10 days ago), 51.6% are below.
63.6% are above or equal to 3/11 close (11 days ago), 36.4% are below.
65.4% are above or equal to 3/10 close (12 days ago), 34.6% are below.
48.0% are above or equal to 3/9 close (13 days ago), 52.0% are below.
49.4% are above or equal to 3/6 close (14 days ago), 50.6% are below.
37.7% are above or equal to 3/5 close (15 days ago), 62.3% are below.
40.1% are above or equal to 3/4 close (16 days ago), 59.9% are below.
35.6% are above or equal to 3/3 close (17 days ago), 64.4% are below.
32.5% are above or equal to 3/2 close (18 days ago), 67.5% are below.
36.6% are above or equal to 2/27 close (19 days ago), 63.4% are below.
35.7% are above or equal to 2/26 close (20 days ago), 64.3% are below.
32.9% are above or equal to 2/25 close (21 days ago), 67.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150326 Closing)
20d: 2.7% new highs, 19.2% new lows
21d: 2.3% new highs, 18.8% new lows
42d: 1.7% new highs, 5.5% new lows
63d: 1.3% new highs, 4.1% new lows
126d: 0.9% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150326 Closing)
2-day: 38.0% above, 62.0% below
3-day: 20.4% above, 79.6% below
4-day: 17.0% above, 83.0% below
5-day: 16.0% above, 84.0% below
8-day: 22.9% above, 77.1% below
10-day: 29.1% above, 70.9% below
20-day: 36.8% above, 63.2% below
50-day: 51.4% above, 48.6% below
200-day: 58.5% above, 41.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150326 Closing)
ENER(108): 0.64% Top=OAS CJES SGY CLR SN CIE PDCE BBG ….. CVE HFC MPC WNR MDU RDC UPL SWN=Bottom (Energy)
COSW(96): 0.60% Top=RHT ACN VRNT CYBR PFPT PAYC VDSI BOX ….. BIDU TTWO LC VEEV ATHM SINA WUBA GRPN=Bottom (Computer Software/Internet)
CHEM(28): 0.20% Top=WLK MEOH GRA ASH POT HUN OLN MOS ….. IFF ALB DD PPG SHW CHMT POL AGU=Bottom (Chemicals/Fertilizers)
FINA(98): 0.11% Top=IBKR LAZ SCHW ETFC FITB FNFG NTRS CBOE ….. BX CTLT ACAS OCN AXP FNGN APO WETF=Bottom (Banks/Financials)
DISV(55): 0.00% Top=WTW URI SSTK BAH WSTC BLOX DLX FISV ….. HMHC RCII AAN MYGN Z HMSY SERV DV=Bottom (Diversified Services)
MANU(47): -0.12% Top=BGC MRC IR BWC ITT WOR AOS PH ….. ATI RXN ATU FLS JKS MIDD JOY ZBRA=Bottom (Manufacturing)
INSU(40): -0.19% Top=PRE LNC PRU AJG MET AIZ RGA WRB ….. CB TRV RDN AGO MTG RNR ORI AFSI=Bottom (Insurance)
LEIS(41): -0.22% Top=WBAI HOT KING GPRO HLT WYN MAR BYD ….. MGM EAT ARMK BLMN WYNN LOCO QUNR SGMS=Bottom (Leisure)
HEAL(57): -0.25% Top=OPK IRWD GMED WX KND CYBX HCA BDX ….. CNC WMGI HNT PODD AET ABMD DXCM ZLTQ=Bottom (Health)
MATE(32): -0.33% Top=EXP CLH MLM PWR BCC SPF TOL VMC ….. MDC OC MAS DAR AWI BECN CVA USG=Bottom (Materials & Construction)
RETA(71): -0.48% Top=FIVE SIG FRAN FINL W WFM ORLY AEO ….. ASNA M BBY GME WSM SPLS JMEI JCP=Bottom (Retail & Specialty Retail)
CONS(62): -0.59% Top=LULU UFS WHR PKG HAR GT IP PVH ….. EL GEF COTY SCSS TPX COH SCS CROX=Bottom (Consumer)
COHW(52): -0.61% Top=NSR INFN HRS PANW FNSR AAPL T EMC ….. ZAYO ADTN KN UBNT COMM SONS NMBL SNDK=Bottom (Computer Hardware/Telecom)
REAL(96): -0.61% Top=WPG STOR CBG NRZ KW NLY EXR DLR ….. KRG PDM GGP ARE CBL SRC CHSP IVR=Bottom (Real Estate)
ELEC(55): -0.69% Top=OVTI ATML FLEX INTC CRUS MRVL JBL XLNX ….. TER LRCX ONNN FSL SWKS NXPI SIMO CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(36): -0.72% Top=AIRM VA BRS ODFL GBX FDX ALK CP ….. TRN GWR NMM WERN UNP KNX TDW SWFT=Bottom (Transportation)
META(23): -1.08% Top=FCX CENX CMC NUE X SWC ABX AA ….. STLD CCJ GG SXC PAAS TCK AEM CNX=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 @ 1:57 pm

Market Stats at 2:56 pm ET
by daytrend on 20150326. 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 (20150326 2:56 pm ET)
5.7% of stocks are above yesterday’s high.
16.8% are above yesterday’s midpoint. (83.2% are below.)
45.5% are below yesterday’s low.
48.7% are inside yesterday’s range.
15.4% of stocks with today’s high > yesterday’s high. (84.6% less than).
85.0% of stocks with today’s low < yesterday’s low. (15.0% greater than).

EVIDENCE OF INTRADAY TREND (20150326 2:56 pm ET)
54.3% of stocks are above today’s open. (44.8% are below).
35.8% of stocks are above today’s open and yesterday’s close.
38.5% are below both.
7.5% of stocks opened above yesterday’s high.
22.1% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).
57.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150326 2:56 pm ET)
5.6% of stocks are in the top 10% of today’s range.
22.4% are in the top 20%.
60.2% are in the top half. 39.8% of stocks are in the bottom half of today’s range.
13.9% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN (20150326 2:56 pm ET)
43.4% of stocks are above yesterday’s close. (56.6% are below.)
1.5% are up 4.5% or more. 0.3% are down 4.5% or more.
2.5% are up 3.5% or more. 0.9% are down 3.5% or more.
66.2% are between +1% and -1%.

RSI on DAILY (20150326 2:56 pm ET)
2-day: >=95:2.1%…>=90:4.3%…>=80:7.7%…>=50:21.0%…<=20:48.4%…<=10:27.2%…<=5:10.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.5%…>=50:34.2%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:40.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150326 2:56 pm ET)
5.7% above previous 1 highs, 45.5% below previous 1 lows
4.8% above previous 2 highs, 42.1% below previous 2 lows
3.8% above previous 3 highs, 40.3% below previous 3 lows
3.7% above previous 4 highs, 35.1% below previous 4 lows
3.6% above previous 5 highs, 28.7% below previous 5 lows
3.2% above previous 6 highs, 19.6% below previous 6 lows
3.1% above previous 7 highs, 17.9% below previous 7 lows
3.0% above previous 8 highs, 16.1% below previous 8 lows
3.0% above previous 9 highs, 12.5% below previous 9 lows
2.4% above previous 10 highs, 10.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150326 2:56 pm ET)
43.4% are above or equal to 3/25 close (1 days ago), 56.6% are below.
16.8% are above or equal to 3/24 close (2 days ago), 83.2% are below.
16.1% are above or equal to 3/23 close (3 days ago), 83.9% are below.
19.6% are above or equal to 3/20 close (4 days ago), 80.4% are below.
33.1% are above or equal to 3/19 close (5 days ago), 66.9% are below.
28.0% are above or equal to 3/18 close (6 days ago), 72.0% are below.
46.1% are above or equal to 3/17 close (7 days ago), 53.9% are below.
45.4% are above or equal to 3/16 close (8 days ago), 54.6% are below.
57.9% are above or equal to 3/13 close (9 days ago), 42.1% are below.
49.3% are above or equal to 3/12 close (10 days ago), 50.7% are below.
63.7% are above or equal to 3/11 close (11 days ago), 36.3% are below.
67.4% are above or equal to 3/10 close (12 days ago), 32.6% are below.
48.5% are above or equal to 3/9 close (13 days ago), 51.5% are below.
50.4% are above or equal to 3/6 close (14 days ago), 49.6% are below.
38.5% are above or equal to 3/5 close (15 days ago), 61.5% are below.
40.1% are above or equal to 3/4 close (16 days ago), 59.9% are below.
35.6% are above or equal to 3/3 close (17 days ago), 64.4% are below.
32.7% are above or equal to 3/2 close (18 days ago), 67.3% are below.
36.7% are above or equal to 2/27 close (19 days ago), 63.3% are below.
36.3% are above or equal to 2/26 close (20 days ago), 63.7% are below.
33.3% are above or equal to 2/25 close (21 days ago), 66.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150326 2:56 pm ET)
20d: 2.7% new highs, 19.3% new lows
21d: 2.3% new highs, 18.9% new lows
42d: 1.7% new highs, 5.5% new lows
63d: 1.3% new highs, 4.1% new lows
126d: 0.9% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150326 2:56 pm ET)
2-day: 42.0% above, 58.0% below
3-day: 22.0% above, 78.0% below
4-day: 17.1% above, 82.9% below
5-day: 16.1% above, 83.9% below
8-day: 23.3% above, 76.7% below
10-day: 29.8% above, 70.2% below
20-day: 38.2% above, 61.8% below
50-day: 52.6% above, 47.4% below
200-day: 58.5% above, 41.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150326 2:56 pm ET)
COSW(96): 0.67% Top=RHT ACN VRNT PFPT VDSI CYBR PAYC SABR ….. TTWO LC BIDU VIPS SINA GRPN WUBA ATHM=Bottom (Computer Software/Internet)
ENER(108): 0.59% Top=SN OAS CLR SGY CIE CJES CRZO CXO ….. WPX MPC HFC WNR MRD RDC UPL SWN=Bottom (Energy)
CHEM(28): 0.15% Top=WLK MEOH GRA POT ASH MOS APD OLN ….. DD VAL MON SHW CE CHMT AGU POL=Bottom (Chemicals/Fertilizers)
FINA(98): 0.12% Top=LAZ IBKR SCHW FITB ETFC SEIC JNS STT ….. BX SLM ACAS WETF FNGN OCN AXP APO=Bottom (Banks/Financials)
DISV(55): -0.01% Top=WTW URI WSTC BLOX SSTK BAH LDOS FISV ….. RCII HMSY AAN SERV DV MYGN Z APOL=Bottom (Diversified Services)
LEIS(41): -0.06% Top=WBAI HOT KING GPRO HLT MAR WYN SIX ….. EAT MGM LOCO EXPE BLMN WYNN QUNR SGMS=Bottom (Leisure)
MANU(47): -0.06% Top=BGC WOR BWC MRC IR AOS ITT PCP ….. DDD FLS ATU ATI JKS JOY ZBRA MIDD=Bottom (Manufacturing)
INSU(40): -0.09% Top=PRE LNC PRU MET CLGX AJG RGA L ….. CB TRV SLF RDN RNR ORI MTG AFSI=Bottom (Insurance)
HEAL(57): -0.21% Top=OPK KND GMED WX CYBX IRWD HCA ZMH ….. HNT LH SEM PODD DXCM ABMD WMGI ZLTQ=Bottom (Health)
MATE(32): -0.32% Top=EXP MLM CLH PWR MTZ BCC FLR WCN ….. DAR FAST KBH TPH CVA BECN USG MDC=Bottom (Materials & Construction)
RETA(71): -0.32% Top=FIVE SIG FRAN VNCE FINL RH WFM ORLY ….. M ASNA TIF BBY WSM SPLS JMEI JCP=Bottom (Retail & Specialty Retail)
CONS(62): -0.44% Top=LULU UFS HAR WHR VRA NKE PVH PKG ….. EL GEF SCSS COTY TPX COH CROX SCS=Bottom (Consumer)
ELEC(55): -0.47% Top=OVTI ATML INTC FLEX MRVL CRUS TSL XLNX ….. CY MSCC NXPI ONNN LRCX SWKS CREE SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(96): -0.51% Top=NSM WPG CBG NLY PGRE STOR MFA NRZ ….. GGP KRG NNN ARE CBL GLPI CHSP IVR=Bottom (Real Estate)
COHW(52): -0.60% Top=NSR INFN PANW FNSR BBRY HRS T AAPL ….. SSYS COMM ZAYO UBNT SONS KN NMBL SNDK=Bottom (Computer Hardware/Telecom)
TRAN(36): -0.68% Top=AIRM VA ODFL BRS FDX CP TK GBX ….. TRN NMM GWR UNP WERN TDW KNX SWFT=Bottom (Transportation)
META(23): -1.03% Top=FCX CENX CMC NUE SLCA ABX X SWC ….. SLW TCK NEM GG SXC AEM PAAS CNX=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:56 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:42 pm

Market Stats at 1:41 pm ET
by daytrend on 20150326. 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 (20150326 1:41 pm ET)
6.6% of stocks are above yesterday’s high.
19.2% are above yesterday’s midpoint. (80.8% are below.)
36.2% are below yesterday’s low.
57.2% are inside yesterday’s range.
14.8% of stocks with today’s high > yesterday’s high. (85.2% less than).
84.7% of stocks with today’s low < yesterday’s low. (15.3% greater than).

EVIDENCE OF INTRADAY TREND (20150326 1:41 pm ET)
63.1% of stocks are above today’s open. (35.9% are below).
43.7% of stocks are above today’s open and yesterday’s close.
29.3% are below both.
7.5% of stocks opened above yesterday’s high.
22.1% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).
57.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150326 1:41 pm ET)
30.9% of stocks are in the top 10% of today’s range.
42.9% are in the top 20%.
70.1% are in the top half. 29.9% of stocks are in the bottom half of today’s range.
5.9% are in the bottom 20%.
1.3% are in the bottom 10%.

GAIN (20150326 1:41 pm ET)
51.0% of stocks are above yesterday’s close. (49.0% are below.)
2.0% are up 4.5% or more. 0.3% are down 4.5% or more.
2.7% are up 3.5% or more. 0.7% are down 3.5% or more.
72.0% are between +1% and -1%.

RSI on DAILY (20150326 1:41 pm ET)
2-day: >=95:2.1%…>=90:4.5%…>=80:8.0%…>=50:23.4%…<=20:40.6%…<=10:21.9%…<=5:9.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.7%…>=50:37.8%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:43.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150326 1:41 pm ET)
6.6% above previous 1 highs, 36.2% below previous 1 lows
5.3% above previous 2 highs, 33.4% below previous 2 lows
4.3% above previous 3 highs, 31.6% below previous 3 lows
4.0% above previous 4 highs, 27.1% below previous 4 lows
3.8% above previous 5 highs, 22.0% below previous 5 lows
3.7% above previous 6 highs, 15.4% below previous 6 lows
3.6% above previous 7 highs, 13.8% below previous 7 lows
3.5% above previous 8 highs, 12.8% below previous 8 lows
3.3% above previous 9 highs, 10.0% below previous 9 lows
2.7% above previous 10 highs, 8.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150326 1:41 pm ET)
51.0% are above or equal to 3/25 close (1 days ago), 49.0% are below.
17.9% are above or equal to 3/24 close (2 days ago), 82.1% are below.
17.5% are above or equal to 3/23 close (3 days ago), 82.5% are below.
21.3% are above or equal to 3/20 close (4 days ago), 78.7% are below.
35.6% are above or equal to 3/19 close (5 days ago), 64.4% are below.
30.2% are above or equal to 3/18 close (6 days ago), 69.8% are below.
48.4% are above or equal to 3/17 close (7 days ago), 51.6% are below.
47.4% are above or equal to 3/16 close (8 days ago), 52.6% are below.
59.2% are above or equal to 3/13 close (9 days ago), 40.8% are below.
52.3% are above or equal to 3/12 close (10 days ago), 47.7% are below.
66.6% are above or equal to 3/11 close (11 days ago), 33.4% are below.
68.8% are above or equal to 3/10 close (12 days ago), 31.2% are below.
49.9% are above or equal to 3/9 close (13 days ago), 50.1% are below.
52.3% are above or equal to 3/6 close (14 days ago), 47.7% are below.
39.8% are above or equal to 3/5 close (15 days ago), 60.2% are below.
42.3% are above or equal to 3/4 close (16 days ago), 57.7% are below.
36.7% are above or equal to 3/3 close (17 days ago), 63.3% are below.
33.8% are above or equal to 3/2 close (18 days ago), 66.2% are below.
38.7% are above or equal to 2/27 close (19 days ago), 61.3% are below.
37.3% are above or equal to 2/26 close (20 days ago), 62.7% are below.
34.6% are above or equal to 2/25 close (21 days ago), 65.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150326 1:41 pm ET)
20d: 2.6% new highs, 19.2% new lows
21d: 2.2% new highs, 18.8% new lows
42d: 1.5% new highs, 5.5% new lows
63d: 1.1% new highs, 4.1% new lows
126d: 0.7% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150326 1:41 pm ET)
2-day: 50.1% above, 49.9% below
3-day: 24.6% above, 75.4% below
4-day: 19.6% above, 80.4% below
5-day: 17.7% above, 82.3% below
8-day: 26.5% above, 73.5% below
10-day: 33.5% above, 66.5% below
20-day: 40.8% above, 59.2% below
50-day: 54.2% above, 45.8% below
200-day: 58.8% above, 41.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150326 1:41 pm ET)
COSW(96): 0.91% Top=RHT ACN VRNT PAYC CYBR PFPT ROVI VDSI ….. IACI ATHM ATVI LC BIDU GRPN SINA WUBA=Bottom (Computer Software/Internet)
ENER(108): 0.72% Top=SN OAS CRZO FANG CLR CXO MTDR CJES ….. FET MDU MPC RDC HFC WNR SWN UPL=Bottom (Energy)
CHEM(28): 0.43% Top=MEOH WLK GRA ASH POT OLN MOS AXLL ….. ALB DD PPG SHW MON CHMT POL AGU=Bottom (Chemicals/Fertilizers)
FINA(98): 0.28% Top=SCHW IBKR FITB WDR FII ETFC CBOE NTRS ….. BX OCN WETF TRCO FNGN LEAF AXP APO=Bottom (Banks/Financials)
LEIS(41): 0.22% Top=WBAI HOT GPRO WYN BYD HLT KING MAR ….. EXPE ARMK MGM BLMN LOCO QUNR WYNN SGMS=Bottom (Leisure)
DISV(55): 0.15% Top=WTW BLOX URI WSTC SSTK BAH ADT DLX ….. MYGN AAN Z RCII HMSY SERV DV APOL=Bottom (Diversified Services)
HEAL(57): 0.13% Top=OPK IRWD WX GMED KND CYBX HCA BDX ….. AMSG THC ABMD CNC HYH PODD WMGI ZLTQ=Bottom (Health)
MANU(47): 0.04% Top=BGC WOR BWC ITT AOS MRC IR PCP ….. PNR ATI JKS ATU FLS MIDD JOY ZBRA=Bottom (Manufacturing)
INSU(40): -0.03% Top=PRE PRU LNC AJG CLGX MET RGA FNF ….. CB RDN TRV MTG SLF RNR ORI AFSI=Bottom (Insurance)
MATE(32): -0.06% Top=EXP MLM CLH PWR BCC MTZ VMC WCN ….. MTH KBH FAST MDC DAR USG CVA BECN=Bottom (Materials & Construction)
RETA(71): -0.10% Top=FIVE SIG FRAN RH BABA WFM W VNCE ….. BID M KORS ASNA WSM SPLS JMEI JCP=Bottom (Retail & Specialty Retail)
META(23): -0.12% Top=FCX CMC CENX NUE SLCA ABX GOLD SWC ….. AEM PAAS TCK CCJ X STLD SXC CNX=Bottom (Metals & Mining)
REAL(96): -0.20% Top=NSM WPG CBG STOR PGRE NLY EQR KW ….. PLD ARE AMH DRH GGP BAM CHSP IVR=Bottom (Real Estate)
ELEC(55): -0.21% Top=OVTI ATML MU CRUS INTC BRCM FLEX TXN ….. KEYS FSL MSCC LRCX NXPI SIMO CREE SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(62): -0.38% Top=LULU UFS AVP WHR HAR VRA NKE GT ….. MAT GEF SCSS COTY TPX SCS COH CROX=Bottom (Consumer)
COHW(52): -0.49% Top=INFN NSR PANW FNSR T WIN FTR AAPL ….. COMM JNPR NMBL ZAYO SONS UBNT KN SNDK=Bottom (Computer Hardware/Telecom)
TRAN(36): -0.69% Top=AIRM VA FDX ODFL TK ALK CHRW JBHT ….. NMM UNP TRN AAL WERN KNX TDW SWFT=Bottom (Transportation)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:41 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:20 am

Market Stats at 10:20 am ET
by daytrend on 20150326. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 998.

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 (20150326 10:20 am ET)
4.5% of stocks are above yesterday’s high.
12.0% are above yesterday’s midpoint. (88.0% are below.)
67.8% are below yesterday’s low.
27.7% are inside yesterday’s range.
13.0% of stocks with today’s high > yesterday’s high. (87.0% less than).
80.8% of stocks with today’s low < yesterday’s low. (19.2% greater than).

EVIDENCE OF INTRADAY TREND (20150326 10:20 am ET)
25.2% of stocks are above today’s open. (73.7% are below).
11.3% of stocks are above today’s open and yesterday’s close.
65.3% are below both.
7.5% of stocks opened above yesterday’s high.
22.1% of stocks opened above yesterday’s close. (75.7% opened below yesterday’s close).
57.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150326 10:20 am ET)
1.9% of stocks are in the top 10% of today’s range.
4.8% are in the top 20%.
22.3% are in the top half. 77.7% of stocks are in the bottom half of today’s range.
46.8% are in the bottom 20%.
31.3% are in the bottom 10%.

GAIN (20150326 10:20 am ET)
20.4% of stocks are above yesterday’s close. (79.6% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
1.4% are up 3.5% or more. 1.1% are down 3.5% or more.
59.2% are between +1% and -1%.

RSI on DAILY (20150326 10:20 am ET)
2-day: >=95:1.7%…>=90:4.1%…>=80:6.8%…>=50:15.8%…<=20:67.7%…<=10:47.2%…<=5:23.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.5%…>=50:27.1%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:34.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150326 10:20 am ET)
4.5% above previous 1 highs, 67.8% below previous 1 lows
3.9% above previous 2 highs, 64.1% below previous 2 lows
3.5% above previous 3 highs, 62.2% below previous 3 lows
3.5% above previous 4 highs, 56.3% below previous 4 lows
3.4% above previous 5 highs, 49.6% below previous 5 lows
3.1% above previous 6 highs, 36.7% below previous 6 lows
3.1% above previous 7 highs, 34.8% below previous 7 lows
3.0% above previous 8 highs, 32.4% below previous 8 lows
2.9% above previous 9 highs, 26.5% below previous 9 lows
2.6% above previous 10 highs, 23.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150326 10:20 am ET)
20.4% are above or equal to 3/25 close (1 days ago), 79.6% are below.
15.2% are above or equal to 3/24 close (2 days ago), 84.8% are below.
14.9% are above or equal to 3/23 close (3 days ago), 85.1% are below.
17.0% are above or equal to 3/20 close (4 days ago), 83.0% are below.
28.4% are above or equal to 3/19 close (5 days ago), 71.6% are below.
23.9% are above or equal to 3/18 close (6 days ago), 76.1% are below.
40.3% are above or equal to 3/17 close (7 days ago), 59.7% are below.
40.8% are above or equal to 3/16 close (8 days ago), 59.2% are below.
49.6% are above or equal to 3/13 close (9 days ago), 50.4% are below.
43.1% are above or equal to 3/12 close (10 days ago), 56.9% are below.
56.4% are above or equal to 3/11 close (11 days ago), 43.6% are below.
58.7% are above or equal to 3/10 close (12 days ago), 41.3% are below.
43.3% are above or equal to 3/9 close (13 days ago), 56.7% are below.
44.2% are above or equal to 3/6 close (14 days ago), 55.8% are below.
33.3% are above or equal to 3/5 close (15 days ago), 66.7% are below.
34.8% are above or equal to 3/4 close (16 days ago), 65.2% are below.
32.0% are above or equal to 3/3 close (17 days ago), 68.0% are below.
28.8% are above or equal to 3/2 close (18 days ago), 71.2% are below.
33.7% are above or equal to 2/27 close (19 days ago), 66.3% are below.
31.9% are above or equal to 2/26 close (20 days ago), 68.1% are below.
29.6% are above or equal to 2/25 close (21 days ago), 70.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150326 10:20 am ET)
20d: 2.3% new highs, 18.4% new lows
21d: 1.9% new highs, 18.1% new lows
42d: 1.3% new highs, 5.1% new lows
63d: 0.9% new highs, 3.7% new lows
126d: 0.4% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150326 10:20 am ET)
2-day: 19.8% above, 80.2% below
3-day: 15.3% above, 84.7% below
4-day: 13.9% above, 86.1% below
5-day: 14.5% above, 85.5% below
8-day: 20.0% above, 80.0% below
10-day: 25.2% above, 74.8% below
20-day: 34.0% above, 66.0% below
50-day: 46.9% above, 53.1% below
200-day: 56.9% above, 43.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150326 10:20 am ET)
ENER(108): 0.78% Top=CJES CPE FANG CRR SN OAS SM DNR ….. NBR CVX NFG SWN MPC MDU WNR UPL=Bottom (Energy)
META(24): 0.68% Top=CMC FCX SLCA ABX CENX GOLD AEM RGLD ….. BTU SXC AA PAAS STLD SWC TCK CNX=Bottom (Metals & Mining)
CHEM(28): -0.07% Top=MEOH WLK MOS ASH CF POT EMN HUN ….. FMC CE PPG IFF SHW DD AGU POL=Bottom (Chemicals/Fertilizers)
COSW(96): -0.30% Top=RHT ACN ROVI VRNT TWTR BOX INFA AWAY ….. BIDU ATHM AKAM EA ATVI SINA SNCR VIPS=Bottom (Computer Software/Internet)
MANU(47): -0.43% Top=WOR BGC MRC CRS TEX CAT KMT BWC ….. PH MIDD EMR ATI JKS FLS DDD ZBRA=Bottom (Manufacturing)
MATE(32): -0.60% Top=EXP MTZ MLM PWR OC WCN FLR LEN ….. BECN TPH FAST MAS MTH WY USG TREX=Bottom (Materials & Construction)
RETA(71): -0.63% Top=FIVE SIG FRAN VNCE FINL BABA KSS BIG ….. BID BBY DKS GME TSCO ASNA SPLS JMEI=Bottom (Retail & Specialty Retail)
INSU(40): -0.67% Top=PRE AXS CLGX CINF L RGA VR XL ….. GNW ORI TRV SLF AIZ MTG FNF AFSI=Bottom (Insurance)
DISV(55): -0.67% Top=SSTK URI WTW ADT LDOS MCO BAH ALLE ….. EIGI SERV ULTA Z DV HRB APOL MYGN=Bottom (Diversified Services)
LEIS(41): -0.72% Top=WBAI GPRO SEAS PNK QSR HLT LQ DNKN ….. EAT LOCO SBUX SONC QUNR RCL SGMS BLMN=Bottom (Leisure)
REAL(96): -0.80% Top=KW TWO OUT STOR MFA OHI NLY HCP ….. SLG CBL CHSP RHP DRH HST NSM IVR=Bottom (Real Estate)
CONS(62): -0.86% Top=LULU AVP PVH UFS VRA FOSL ECL IP ….. SKX KATE GPK SCS CROX SCSS TPX COTY=Bottom (Consumer)
FINA(98): -0.88% Top=CBOE SCHW CME IBKR NDAQ CFG JNS ETFC ….. FHN BX AXP SYF FNGN APO OCN WETF=Bottom (Banks/Financials)
HEAL(57): -0.97% Top=OPK CYBX GMED ZMH BAX WX VAR BDX ….. LH ACHC HOLX AMSG HYH CNC DXCM ZLTQ=Bottom (Health)
TRAN(36): -1.02% Top=AIRM BRS TDW VA FDX ALK GBX SAVE ….. CP TK WERN UAL KNX SWFT GWR UNP=Bottom (Transportation)
COHW(52): -1.49% Top=INFN T NSR JDSU FTR FNSR AAPL VZ ….. WDC SMCI CSCO SONS KN UBNT OLED SNDK=Bottom (Computer Hardware/Telecom)
ELEC(55): -1.75% Top=OVTI FLEX SMTC BRKR CSIQ AVGO SNPS SPWR ….. CREE SIMO ONNN CAVM FSL AMBA NXPI SWKS=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 10:20 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

03/25/2015

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

Closing Stats
by daytrend on 20150325. 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 (20150325 Closing)
7.9% of stocks are above yesterday’s high.
15.4% are above yesterday’s midpoint. (84.6% are below.)
71.2% are below yesterday’s low.
20.9% are inside yesterday’s range.
29.2% of stocks with today’s high > yesterday’s high. (70.8% less than).
77.8% of stocks with today’s low < yesterday’s low. (22.2% greater than).

EVIDENCE OF INTRADAY TREND (20150325 Closing)
12.3% of stocks are above today’s open. (87.2% are below).
11.4% of stocks are above today’s open and yesterday’s close.
83.9% are below both.
11.1% of stocks opened above yesterday’s high.
66.2% of stocks opened above yesterday’s close. (28.1% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150325 Closing)
0.6% of stocks are in the top 10% of today’s range.
2.5% are in the top 20%.
11.0% are in the top half. 89.0% of stocks are in the bottom half of today’s range.
74.3% are in the bottom 20%.
58.4% are in the bottom 10%.

GAIN (20150325 Closing)
15.1% of stocks are above yesterday’s close. (84.9% are below.)
0.6% are up 4.5% or more. 4.5% are down 4.5% or more.
1.3% are up 3.5% or more. 10.5% are down 3.5% or more.
21.0% are between +1% and -1%.

RSI on DAILY (20150325 Closing)
2-day: >=95:1.5%…>=90:3.5%…>=80:7.4%…>=50:16.9%…<=20:59.0%…<=10:32.2%…<=5:12.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.5%…>=50:37.4%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:41.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150325 Closing)
7.9% above previous 1 highs, 71.2% below previous 1 lows
3.9% above previous 2 highs, 65.3% below previous 2 lows
3.3% above previous 3 highs, 55.4% below previous 3 lows
3.3% above previous 4 highs, 44.3% below previous 4 lows
3.1% above previous 5 highs, 30.6% below previous 5 lows
3.0% above previous 6 highs, 27.9% below previous 6 lows
2.9% above previous 7 highs, 25.3% below previous 7 lows
2.9% above previous 8 highs, 18.9% below previous 8 lows
2.7% above previous 9 highs, 16.4% below previous 9 lows
2.7% above previous 10 highs, 11.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150325 Closing)
15.1% are above or equal to 3/24 close (1 days ago), 84.9% are below.
16.2% are above or equal to 3/23 close (2 days ago), 83.8% are below.
20.7% are above or equal to 3/20 close (3 days ago), 79.3% are below.
35.7% are above or equal to 3/19 close (4 days ago), 64.3% are below.
30.2% are above or equal to 3/18 close (5 days ago), 69.8% are below.
47.9% are above or equal to 3/17 close (6 days ago), 52.1% are below.
47.8% are above or equal to 3/16 close (7 days ago), 52.2% are below.
57.7% are above or equal to 3/13 close (8 days ago), 42.3% are below.
50.9% are above or equal to 3/12 close (9 days ago), 49.1% are below.
63.6% are above or equal to 3/11 close (10 days ago), 36.4% are below.
66.8% are above or equal to 3/10 close (11 days ago), 33.2% are below.
49.6% are above or equal to 3/9 close (12 days ago), 50.4% are below.
50.3% are above or equal to 3/6 close (13 days ago), 49.7% are below.
38.9% are above or equal to 3/5 close (14 days ago), 61.1% are below.
40.7% are above or equal to 3/4 close (15 days ago), 59.3% are below.
36.5% are above or equal to 3/3 close (16 days ago), 63.5% are below.
34.1% are above or equal to 3/2 close (17 days ago), 65.9% are below.
37.2% are above or equal to 2/27 close (18 days ago), 62.8% are below.
35.7% are above or equal to 2/26 close (19 days ago), 64.3% are below.
33.8% are above or equal to 2/25 close (20 days ago), 66.2% are below.
35.2% are above or equal to 2/24 close (21 days ago), 64.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150325 Closing)
20d: 5.4% new highs, 9.4% new lows
21d: 5.3% new highs, 9.3% new lows
42d: 4.1% new highs, 2.4% new lows
63d: 3.6% new highs, 1.8% new lows
126d: 2.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150325 Closing)
2-day: 14.9% above, 85.1% below
3-day: 14.7% above, 85.3% below
4-day: 16.1% above, 83.9% below
5-day: 19.6% above, 80.4% below
8-day: 28.8% above, 71.2% below
10-day: 37.2% above, 62.8% below
20-day: 39.8% above, 60.2% below
50-day: 53.5% above, 46.5% below
200-day: 58.5% above, 41.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150325 Closing)
ENER(108): 1.53% Top=SN LPI SGY CLR PE DNR EPE CJES ….. CVE SEMG BCEI MDU ETE BBG BBEP CRR=Bottom (Energy)
META(23): -0.65% Top=SLCA CENX CNX STLD X PAAS ABX AEM ….. SCCO FNV SWC NEM BTU GG RGLD TCK=Bottom (Metals & Mining)
CHEM(30): -0.96% Top=TROX GPRE WLK AGU CHMT AXLL CF HUN ….. ALB VAL ASH FMC POL IFF DD OLN=Bottom (Chemicals/Fertilizers)
MANU(47): -1.00% Top=MRC CRS BWC KMT PCP FLS DE GTLS ….. ROK PH PNR AME PLL ZBRA ATI JKS=Bottom (Manufacturing)
INSU(40): -1.24% Top=PRE AXS ORI UNM RNR AFL XL ACE ….. AFSI AIZ AGO MMC AON RDN GNW MTG=Bottom (Insurance)
MATE(32): -1.42% Top=KBH DAR EXP OC MLM MTH MDC FAST ….. BECN DHI TREX MAS USG WY TPH BCC=Bottom (Materials & Construction)
CONS(61): -1.45% Top=TUP SON EL PVH COH ECL WWW ICON ….. BERY FBHS PKG GPK SKX LULU IRBT AVP=Bottom (Consumer)
RETA(70): -1.51% Top=RAD ZU KORS SFM BABA TIF CST SBH ….. GME BURL FINL BBY NFLX OUTR JMEI MIK=Bottom (Retail & Specialty Retail)
FINA(97): -1.53% Top=HAWK LAZ ACAS PSEC WDR ARCC TLMR TRCO ….. WAL OZRK LEAF TCBI LM CME FNGN OCN=Bottom (Banks/Financials)
REAL(96): -1.70% Top=NRZ KW GLPI AGNC NLY STWD ARI DLR ….. HST SHO LHO HTS PEB AEC MFA NSM=Bottom (Real Estate)
LEIS(42): -1.82% Top=QUNR WBAI GPRO ZOES LTM WYNN LQ PNK ….. TXRH JACK SGMS KKD RCL WEN BYD SONC=Bottom (Leisure)
HEAL(57): -1.84% Top=WMGI COO THOR PKI MR BAX CYH A ….. NUVA CYBX PODD HLS ACHC OPK IRWD ZLTQ=Bottom (Health)
TRAN(38): -2.02% Top=NMM BRS TK TDW XPO WAB CSX CP ….. HA AAL ALK SAVE JBLU RJET VA AIRM=Bottom (Transportation)
COHW(52): -2.18% Top=LXK NTAP EMC ADTN NMBL CCOI BCE PANW ….. WDC SONS INFN SNDK ARRS SWIR SMCI FNSR=Bottom (Computer Hardware/Telecom)
COSW(94): -2.46% Top=GRPN IHS JD BOX SABR YHOO VNET LOCK ….. TRUE DWRE VDSI CYBR MANH IMPV VEEV ROVI=Bottom (Computer Software/Internet)
DISV(55): -2.88% Top=URI SERV JEC TYC ACM ALLE KBR PRAA ….. PAYX DLX BLOX BAH WTW DV LDOS APOL=Bottom (Diversified Services)
ELEC(55): -4.10% Top=BRKR SNPS SCTY FLEX GRMN APH TEL SIMO ….. SWKS CY NVDA TSRA CAVM AVGO LRCX IDTI=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:33 pm

Market Stats at 3:33 pm ET
by daytrend on 20150325. 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 (20150325 3:33 pm ET)
9.6% of stocks are above yesterday’s high.
17.3% are above yesterday’s midpoint. (82.7% are below.)
68.0% are below yesterday’s low.
22.4% are inside yesterday’s range.
29.1% of stocks with today’s high > yesterday’s high. (70.9% less than).
76.1% of stocks with today’s low < yesterday’s low. (23.9% greater than).

EVIDENCE OF INTRADAY TREND (20150325 3:33 pm ET)
13.7% of stocks are above today’s open. (86.0% are below).
12.7% of stocks are above today’s open and yesterday’s close.
81.8% are below both.
11.1% of stocks opened above yesterday’s high.
66.2% of stocks opened above yesterday’s close. (28.1% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150325 3:33 pm ET)
1.3% of stocks are in the top 10% of today’s range.
4.1% are in the top 20%.
14.8% are in the top half. 85.2% of stocks are in the bottom half of today’s range.
71.3% are in the bottom 20%.
55.5% are in the bottom 10%.

GAIN (20150325 3:33 pm ET)
17.2% of stocks are above yesterday’s close. (82.8% are below.)
0.9% are up 4.5% or more. 4.0% are down 4.5% or more.
1.6% are up 3.5% or more. 8.4% are down 3.5% or more.
26.1% are between +1% and -1%.

RSI on DAILY (20150325 3:33 pm ET)
2-day: >=95:1.7%…>=90:4.0%…>=80:8.9%…>=50:18.4%…<=20:55.0%…<=10:29.4%…<=5:11.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:39.7%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:43.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150325 3:33 pm ET)
9.6% above previous 1 highs, 68.0% below previous 1 lows
5.6% above previous 2 highs, 61.8% below previous 2 lows
4.7% above previous 3 highs, 50.2% below previous 3 lows
4.5% above previous 4 highs, 40.0% below previous 4 lows
4.1% above previous 5 highs, 27.3% below previous 5 lows
4.0% above previous 6 highs, 25.3% below previous 6 lows
3.9% above previous 7 highs, 22.5% below previous 7 lows
3.7% above previous 8 highs, 16.6% below previous 8 lows
3.3% above previous 9 highs, 14.6% below previous 9 lows
3.3% above previous 10 highs, 10.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150325 3:33 pm ET)
17.2% are above or equal to 3/24 close (1 days ago), 82.8% are below.
17.7% are above or equal to 3/23 close (2 days ago), 82.3% are below.
22.9% are above or equal to 3/20 close (3 days ago), 77.1% are below.
39.1% are above or equal to 3/19 close (4 days ago), 60.9% are below.
33.5% are above or equal to 3/18 close (5 days ago), 66.5% are below.
50.3% are above or equal to 3/17 close (6 days ago), 49.7% are below.
48.9% are above or equal to 3/16 close (7 days ago), 51.1% are below.
60.4% are above or equal to 3/13 close (8 days ago), 39.6% are below.
52.6% are above or equal to 3/12 close (9 days ago), 47.4% are below.
65.7% are above or equal to 3/11 close (10 days ago), 34.3% are below.
69.4% are above or equal to 3/10 close (11 days ago), 30.6% are below.
51.0% are above or equal to 3/9 close (12 days ago), 49.0% are below.
52.8% are above or equal to 3/6 close (13 days ago), 47.2% are below.
40.9% are above or equal to 3/5 close (14 days ago), 59.1% are below.
42.1% are above or equal to 3/4 close (15 days ago), 57.9% are below.
37.4% are above or equal to 3/3 close (16 days ago), 62.6% are below.
35.1% are above or equal to 3/2 close (17 days ago), 64.9% are below.
38.6% are above or equal to 2/27 close (18 days ago), 61.4% are below.
36.7% are above or equal to 2/26 close (19 days ago), 63.3% are below.
35.2% are above or equal to 2/25 close (20 days ago), 64.8% are below.
36.3% are above or equal to 2/24 close (21 days ago), 63.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150325 3:33 pm ET)
20d: 5.3% new highs, 8.7% new lows
21d: 5.2% new highs, 8.6% new lows
42d: 4.0% new highs, 2.3% new lows
63d: 3.5% new highs, 1.8% new lows
126d: 2.7% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150325 3:33 pm ET)
2-day: 17.1% above, 82.9% below
3-day: 16.6% above, 83.4% below
4-day: 18.0% above, 82.0% below
5-day: 21.4% above, 78.6% below
8-day: 31.5% above, 68.5% below
10-day: 39.3% above, 60.7% below
20-day: 41.1% above, 58.9% below
50-day: 54.9% above, 45.1% below
200-day: 58.9% above, 41.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150325 3:33 pm ET)
ENER(108): 1.86% Top=SN LPI SGY PE CLR EPE DNR MTDR ….. SEMG MWE MDU DRQ BCEI CRR ETE BBEP=Bottom (Energy)
META(23): -0.17% Top=SLCA CNX CENX STLD X PAAS ABX FCX ….. SLW SCCO NEM SWC BTU GG RGLD TCK=Bottom (Metals & Mining)
CHEM(30): -0.56% Top=TROX WLK GPRE AXLL HUN CHMT CE AGU ….. ALB SHW VAL ASH FMC IFF DD OLN=Bottom (Chemicals/Fertilizers)
MANU(47): -0.69% Top=MRC CRS BWC KMT DE AGCO ATU SPW ….. CFX AME HON PNR PLL ZBRA ATI JKS=Bottom (Manufacturing)
INSU(40): -1.07% Top=PRE AXS UNM RNR ORI AFL ACE PGR ….. CINF SLF MMC AON AGO RDN GNW MTG=Bottom (Insurance)
CONS(61): -1.21% Top=PVH EL COH TUP ECL COTY SON WWW ….. FBHS BERY PAY PKG GPK IRBT AVP LULU=Bottom (Consumer)
MATE(32): -1.24% Top=KBH DAR EXP OC MTH MLM FAST MTZ ….. CVA RYL MAS BECN TPH WY USG BCC=Bottom (Materials & Construction)
RETA(70): -1.28% Top=RAD KORS BABA TIF SFM ZU KSS BBBY ….. EBAY BID JMEI BBY FINL OUTR NFLX MIK=Bottom (Retail & Specialty Retail)
FINA(97): -1.45% Top=HAWK LAZ ACAS WDR ARCC PSEC TRCO CTLT ….. STI LEAF WAL LM CME SLM FNGN OCN=Bottom (Banks/Financials)
HEAL(57): -1.57% Top=THOR COO MR WMGI PKI CYH BAX A ….. ABMD CYBX HLS PODD ACHC OPK IRWD ZLTQ=Bottom (Health)
LEIS(42): -1.72% Top=GPRO QUNR WBAI KING LTM ZOES WYNN EAT ….. JACK TXRH SGMS KKD WEN RCL BYD SONC=Bottom (Leisure)
REAL(96): -1.77% Top=NRZ KW AGNC GLPI NLY ARI STWD DLR ….. AEC HTS SHO HTA PEB LHO MFA NSM=Bottom (Real Estate)
TRAN(38): -1.83% Top=NMM BRS TK TDW XPO WAB KSU CSX ….. DAL AAL SAVE JBLU ALK VA RJET AIRM=Bottom (Transportation)
COHW(52): -2.00% Top=LXK ADTN NMBL NTAP EMC CCOI PANW BCE ….. ZAYO JDSU SONS SNDK ARRS SWIR SMCI FNSR=Bottom (Computer Hardware/Telecom)
COSW(94): -2.33% Top=GRPN JD IHS SABR YHOO BOX NUAN SLH ….. WDAY TRUE CYBR VEEV CMCM IMPV MANH ROVI=Bottom (Computer Software/Internet)
DISV(55): -2.66% Top=URI SERV TYC JEC ACM KBR ALLE TW ….. PAYX DLX BLOX WTW BAH DV LDOS APOL=Bottom (Diversified Services)
ELEC(55): -3.91% Top=BRKR FLEX SNPS SCTY GRMN APH TEL HIMX ….. CAVM CY NVDA SWKS TSRA AVGO LRCX IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:33 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:21 am

Market Stats at 12:21 pm ET
by daytrend on 20150325. 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 (20150325 12:21 pm ET)
8.6% of stocks are above yesterday’s high.
18.9% are above yesterday’s midpoint. (81.1% are below.)
60.1% are below yesterday’s low.
31.3% are inside yesterday’s range.
28.1% of stocks with today’s high > yesterday’s high. (71.9% less than).
68.7% of stocks with today’s low < yesterday’s low. (31.3% greater than).

EVIDENCE OF INTRADAY TREND (20150325 12:21 pm ET)
14.3% of stocks are above today’s open. (84.8% are below).
13.2% of stocks are above today’s open and yesterday’s close.
78.8% are below both.
11.1% of stocks opened above yesterday’s high.
66.2% of stocks opened above yesterday’s close. (28.1% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150325 12:21 pm ET)
2.4% of stocks are in the top 10% of today’s range.
4.4% are in the top 20%.
11.9% are in the top half. 88.1% of stocks are in the bottom half of today’s range.
68.2% are in the bottom 20%.
52.6% are in the bottom 10%.

GAIN (20150325 12:21 pm ET)
19.8% of stocks are above yesterday’s close. (80.2% are below.)
0.3% are up 4.5% or more. 2.2% are down 4.5% or more.
1.0% are up 3.5% or more. 6.0% are down 3.5% or more.
46.7% are between +1% and -1%.

RSI on DAILY (20150325 12:21 pm ET)
2-day: >=95:2.0%…>=90:3.7%…>=80:8.5%…>=50:21.6%…<=20:44.1%…<=10:23.2%…<=5:7.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:45.2%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:48.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150325 12:21 pm ET)
8.6% above previous 1 highs, 60.1% below previous 1 lows
4.1% above previous 2 highs, 52.8% below previous 2 lows
3.6% above previous 3 highs, 39.8% below previous 3 lows
3.5% above previous 4 highs, 30.9% below previous 4 lows
3.2% above previous 5 highs, 21.5% below previous 5 lows
3.2% above previous 6 highs, 19.3% below previous 6 lows
3.1% above previous 7 highs, 16.5% below previous 7 lows
3.0% above previous 8 highs, 11.7% below previous 8 lows
2.6% above previous 9 highs, 10.1% below previous 9 lows
2.6% above previous 10 highs, 7.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150325 12:21 pm ET)
19.8% are above or equal to 3/24 close (1 days ago), 80.2% are below.
19.8% are above or equal to 3/23 close (2 days ago), 80.2% are below.
24.9% are above or equal to 3/20 close (3 days ago), 75.1% are below.
46.7% are above or equal to 3/19 close (4 days ago), 53.3% are below.
38.3% are above or equal to 3/18 close (5 days ago), 61.7% are below.
55.8% are above or equal to 3/17 close (6 days ago), 44.2% are below.
53.1% are above or equal to 3/16 close (7 days ago), 46.9% are below.
65.8% are above or equal to 3/13 close (8 days ago), 34.2% are below.
57.1% are above or equal to 3/12 close (9 days ago), 42.9% are below.
71.0% are above or equal to 3/11 close (10 days ago), 29.0% are below.
73.1% are above or equal to 3/10 close (11 days ago), 26.9% are below.
55.5% are above or equal to 3/9 close (12 days ago), 44.5% are below.
58.3% are above or equal to 3/6 close (13 days ago), 41.7% are below.
45.0% are above or equal to 3/5 close (14 days ago), 55.0% are below.
46.4% are above or equal to 3/4 close (15 days ago), 53.6% are below.
41.2% are above or equal to 3/3 close (16 days ago), 58.8% are below.
37.8% are above or equal to 3/2 close (17 days ago), 62.2% are below.
42.1% are above or equal to 2/27 close (18 days ago), 57.9% are below.
40.1% are above or equal to 2/26 close (19 days ago), 59.9% are below.
38.0% are above or equal to 2/25 close (20 days ago), 62.0% are below.
39.9% are above or equal to 2/24 close (21 days ago), 60.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150325 12:21 pm ET)
20d: 4.9% new highs, 5.8% new lows
21d: 4.7% new highs, 5.6% new lows
42d: 3.9% new highs, 1.6% new lows
63d: 3.4% new highs, 1.3% new lows
126d: 2.7% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150325 12:21 pm ET)
2-day: 19.2% above, 80.8% below
3-day: 18.5% above, 81.5% below
4-day: 20.1% above, 79.9% below
5-day: 25.8% above, 74.2% below
8-day: 38.6% above, 61.4% below
10-day: 46.2% above, 53.8% below
20-day: 45.8% above, 54.2% below
50-day: 58.4% above, 41.6% below
200-day: 60.3% above, 39.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150325 12:21 pm ET)
ENER(108): 1.27% Top=PE SN MTDR BAS EPE SGY CLR TSO ….. UPL CRR RICE WPZ ROSE VNR BCEI BBEP=Bottom (Energy)
META(23): 0.35% Top=X STLD CNX CENX SLCA PAAS AEM CMC ….. ABX BTU CCJ FNV SLW GG RGLD TCK=Bottom (Metals & Mining)
CHEM(30): -0.11% Top=TROX GPRE AGU WLK CHMT CF PEIX CE ….. GRA PPG ALB VAL FMC DD IFF OLN=Bottom (Chemicals/Fertilizers)
MANU(47): -0.59% Top=CRS MRC BWC ATU RS DE SPW TKR ….. HON CFX ZBRA PNR PLL DDD JOY JKS=Bottom (Manufacturing)
HEAL(57): -0.67% Top=COO THOR MR MOH LH MD A ABT ….. WMGI THC ACHC PODD ABMD OPK ZLTQ IRWD=Bottom (Health)
CONS(61): -0.72% Top=TUP COH ECL SHOO EL WWW PVH GEF ….. MAT GT LULU GPK IRBT SKX FBHS AVP=Bottom (Consumer)
INSU(40): -0.80% Top=PRE AXS UNM ACE ORI L AFSI PGR ….. AON CINF MMC AGO SLF RDN GNW MTG=Bottom (Insurance)
RETA(70): -0.84% Top=RAD TIF KORS HIBB TFM MELI PIR KSS ….. FIVE EBAY BBY OUTR NFLX MIK RH BURL=Bottom (Retail & Specialty Retail)
REAL(96): -0.99% Top=RLGY KW NRZ SKT ARI NLY SIR AGNC ….. AEC HTA HST PEB HTS LHO MFA NSM=Bottom (Real Estate)
FINA(97): -1.13% Top=HAWK LAZ WDR ARCC PSEC WBS ACAS TLMR ….. STI MS ETFC LM CME SLM OCN FNGN=Bottom (Banks/Financials)
MATE(32): -1.16% Top=KBH MTH CLH EXP RSG DAR VMC MTZ ….. AWI RYL TPH BECN BCC WY MAS USG=Bottom (Materials & Construction)
TRAN(38): -1.22% Top=NMM BRS XPO TK WAB TDW CSX UNP ….. DAL JBLU UAL HA SAVE AIRM RJET VA=Bottom (Transportation)
LEIS(42): -1.36% Top=GPRO QSR LTM ZOES WBAI LQ EAT PNK ….. BOBE TXRH BYD SEAS QUNR WEN RCL SONC=Bottom (Leisure)
COHW(52): -1.41% Top=LXK NMBL CIEN ADTN CDW EMC NTAP FTR ….. INFN SSYS ZAYO UBNT ARRS SMCI SWIR FNSR=Bottom (Computer Hardware/Telecom)
COSW(94): -1.97% Top=GRPN LOCK IHS JD DOX SLH TRAK MSCI ….. DATA DWRE CMCM CYBR ATHM FEYE TRUE IMPV=Bottom (Computer Software/Internet)
DISV(55): -2.11% Top=URI SERV HMSY JEC TYC SSTK TW RBA ….. WTW EIGI DV BAH Z BLOX LDOS APOL=Bottom (Diversified Services)
ELEC(55): -3.17% Top=FLEX GRMN SNPS SIMO OVTI GLW CGNX BRKR ….. TSL NVDA LRCX CY SWKS AVGO IDTI TSRA=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 12:21 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:35 am

Market Stats at 11:34 am ET
by daytrend on 20150325. 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 (20150325 11:34 am ET)
7.6% of stocks are above yesterday’s high.
25.4% are above yesterday’s midpoint. (74.6% are below.)
46.6% are below yesterday’s low.
45.7% are inside yesterday’s range.
28.1% of stocks with today’s high > yesterday’s high. (71.9% less than).
59.1% of stocks with today’s low < yesterday’s low. (40.9% greater than).

EVIDENCE OF INTRADAY TREND (20150325 11:34 am ET)
19.0% of stocks are above today’s open. (79.6% are below).
17.1% of stocks are above today’s open and yesterday’s close.
68.8% are below both.
11.1% of stocks opened above yesterday’s high.
66.2% of stocks opened above yesterday’s close. (28.1% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150325 11:34 am ET)
0.7% of stocks are in the top 10% of today’s range.
3.8% are in the top 20%.
17.4% are in the top half. 82.6% of stocks are in the bottom half of today’s range.
56.4% are in the bottom 20%.
44.1% are in the bottom 10%.

GAIN (20150325 11:34 am ET)
28.9% of stocks are above yesterday’s close. (71.1% are below.)
0.2% are up 4.5% or more. 1.8% are down 4.5% or more.
0.5% are up 3.5% or more. 3.8% are down 3.5% or more.
62.4% are between +1% and -1%.

RSI on DAILY (20150325 11:34 am ET)
2-day: >=95:2.2%…>=90:4.4%…>=80:9.6%…>=50:29.9%…<=20:35.6%…<=10:18.0%…<=5:4.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:51.3%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:54.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150325 11:34 am ET)
7.6% above previous 1 highs, 46.6% below previous 1 lows
4.2% above previous 2 highs, 40.4% below previous 2 lows
4.0% above previous 3 highs, 30.6% below previous 3 lows
4.0% above previous 4 highs, 24.1% below previous 4 lows
3.6% above previous 5 highs, 16.0% below previous 5 lows
3.5% above previous 6 highs, 14.2% below previous 6 lows
3.4% above previous 7 highs, 12.4% below previous 7 lows
3.4% above previous 8 highs, 9.0% below previous 8 lows
3.0% above previous 9 highs, 7.3% below previous 9 lows
3.0% above previous 10 highs, 5.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150325 11:34 am ET)
28.9% are above or equal to 3/24 close (1 days ago), 71.1% are below.
24.9% are above or equal to 3/23 close (2 days ago), 75.1% are below.
29.9% are above or equal to 3/20 close (3 days ago), 70.1% are below.
52.0% are above or equal to 3/19 close (4 days ago), 48.0% are below.
42.7% are above or equal to 3/18 close (5 days ago), 57.3% are below.
60.3% are above or equal to 3/17 close (6 days ago), 39.7% are below.
57.0% are above or equal to 3/16 close (7 days ago), 43.0% are below.
70.7% are above or equal to 3/13 close (8 days ago), 29.3% are below.
60.3% are above or equal to 3/12 close (9 days ago), 39.7% are below.
74.2% are above or equal to 3/11 close (10 days ago), 25.8% are below.
74.9% are above or equal to 3/10 close (11 days ago), 25.1% are below.
58.8% are above or equal to 3/9 close (12 days ago), 41.2% are below.
61.4% are above or equal to 3/6 close (13 days ago), 38.6% are below.
48.8% are above or equal to 3/5 close (14 days ago), 51.2% are below.
50.2% are above or equal to 3/4 close (15 days ago), 49.8% are below.
44.9% are above or equal to 3/3 close (16 days ago), 55.1% are below.
40.7% are above or equal to 3/2 close (17 days ago), 59.3% are below.
45.7% are above or equal to 2/27 close (18 days ago), 54.3% are below.
42.9% are above or equal to 2/26 close (19 days ago), 57.1% are below.
41.6% are above or equal to 2/25 close (20 days ago), 58.4% are below.
42.4% are above or equal to 2/24 close (21 days ago), 57.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150325 11:34 am ET)
20d: 4.6% new highs, 4.8% new lows
21d: 4.4% new highs, 4.7% new lows
42d: 3.7% new highs, 1.5% new lows
63d: 3.2% new highs, 1.2% new lows
126d: 2.6% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150325 11:34 am ET)
2-day: 28.0% above, 72.0% below
3-day: 23.6% above, 76.4% below
4-day: 25.3% above, 74.7% below
5-day: 33.8% above, 66.2% below
8-day: 46.4% above, 53.6% below
10-day: 51.7% above, 48.3% below
20-day: 51.7% above, 48.3% below
50-day: 62.5% above, 37.5% below
200-day: 61.4% above, 38.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150325 11:34 am ET)
ENER(108): 0.59% Top=PE CJES TSO VLO SN RIG PBF MTDR ….. WPX CRR DRQ BCEI RICE ROSE VNR BBEP=Bottom (Energy)
META(23): 0.32% Top=X STLD AEM PAAS CENX CMC CNX SLCA ….. SWC SCCO SLW GG CCJ BTU RGLD TCK=Bottom (Metals & Mining)
CHEM(30): 0.11% Top=GPRE TROX AGU CF CHMT MOS POT POL ….. ALB EMN VAL DD GRA FMC IFF OLN=Bottom (Chemicals/Fertilizers)
REAL(96): -0.29% Top=NRZ DFT SKT OHI DLR NLY SIR KW ….. NRF RLJ DRH PEB HTS LHO MFA NSM=Bottom (Real Estate)
MANU(47): -0.32% Top=CRS BWC MRC RS DE ATU TKR SPW ….. AME HON PNR PLL CFX JOY DDD JKS=Bottom (Manufacturing)
HEAL(57): -0.36% Top=THOR COO MR MOH LH A BCR BKD ….. ACHC THC WX ZLTQ PODD ABMD OPK IRWD=Bottom (Health)
CONS(61): -0.38% Top=EL TUP COH ECL SHOO GEF PVH CL ….. PKG IRBT GT FBHS OI LULU SKX MAT=Bottom (Consumer)
RETA(70): -0.40% Top=RAD TIF WSM KORS GES LB AMZN SHLD ….. W MIK EBAY GME OUTR RH NFLX BURL=Bottom (Retail & Specialty Retail)
INSU(40): -0.47% Top=AFSI AXS PGR PRE ACE WRB CLGX ORI ….. CINF AON FNF AGO SLF RDN GNW MTG=Bottom (Insurance)
FINA(97): -0.69% Top=HAWK LAZ WDR WBS ARCC PSEC UMPQ DFS ….. ZION RF JNS FNGN LM CME SLM OCN=Bottom (Banks/Financials)
MATE(32): -0.89% Top=KBH MTH RSG EXP DAR DHI CLH VMC ….. AWI TPH MAS BECN TREX WY USG BCC=Bottom (Materials & Construction)
LEIS(42): -0.92% Top=QSR WBAI LOCO GPRO LQ EAT LTM YUM ….. HLT BYD MAR SEAS WEN QUNR RCL SONC=Bottom (Leisure)
TRAN(38): -0.94% Top=BRS NMM XPO UNP CSX TDW KSU TK ….. SWFT UAL JBLU SAVE AIRM HA RJET VA=Bottom (Transportation)
COHW(52): -1.03% Top=LXK NMBL CDW CIEN CCOI FTR EMC ADTN ….. RKUS SONS INFN ARRS UBNT SMCI SWIR FNSR=Bottom (Computer Hardware/Telecom)
COSW(94): -1.36% Top=GRPN JD ROVI SNCR YHOO IHS DOX LOCK ….. MENT ATHM PAYC MANH DWRE FEYE TRUE IMPV=Bottom (Computer Software/Internet)
DISV(55): -1.80% Top=URI HMSY SERV TYC CXW GEO WOOF VRSK ….. PAYX Z BAH DV BLOX WTW LDOS APOL=Bottom (Diversified Services)
ELEC(55): -2.77% Top=FLEX GLW OVTI SNPS GRMN BRKR HIMX SIMO ….. NXPI IDTI CY NVDA AVGO LRCX TSRA SWKS=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 11:34 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:40 am

Market Stats at 10:40 am ET
by daytrend on 20150325. 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 (20150325 10:40 am ET)
8.5% of stocks are above yesterday’s high.
32.6% are above yesterday’s midpoint. (67.4% are below.)
32.8% are below yesterday’s low.
58.7% are inside yesterday’s range.
27.6% of stocks with today’s high > yesterday’s high. (72.4% less than).
53.6% of stocks with today’s low < yesterday’s low. (46.4% greater than).

EVIDENCE OF INTRADAY TREND (20150325 10:40 am ET)
29.0% of stocks are above today’s open. (69.2% are below).
25.7% of stocks are above today’s open and yesterday’s close.
57.2% are below both.
11.1% of stocks opened above yesterday’s high.
66.2% of stocks opened above yesterday’s close. (28.1% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150325 10:40 am ET)
3.7% of stocks are in the top 10% of today’s range.
10.4% are in the top 20%.
32.8% are in the top half. 67.2% of stocks are in the bottom half of today’s range.
35.7% are in the bottom 20%.
23.9% are in the bottom 10%.

GAIN (20150325 10:40 am ET)
39.7% of stocks are above yesterday’s close. (60.3% are below.)
0.1% are up 4.5% or more. 0.5% are down 4.5% or more.
0.2% are up 3.5% or more. 0.9% are down 3.5% or more.
72.5% are between +1% and -1%.

RSI on DAILY (20150325 10:40 am ET)
2-day: >=95:2.8%…>=90:5.7%…>=80:12.1%…>=50:39.0%…<=20:28.3%…<=10:11.0%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:57.2%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:59.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150325 10:40 am ET)
8.5% above previous 1 highs, 32.8% below previous 1 lows
4.1% above previous 2 highs, 28.8% below previous 2 lows
3.8% above previous 3 highs, 22.0% below previous 3 lows
3.8% above previous 4 highs, 16.9% below previous 4 lows
3.3% above previous 5 highs, 10.7% below previous 5 lows
3.1% above previous 6 highs, 9.6% below previous 6 lows
3.0% above previous 7 highs, 8.1% below previous 7 lows
2.9% above previous 8 highs, 5.5% below previous 8 lows
2.9% above previous 9 highs, 4.5% below previous 9 lows
2.9% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150325 10:40 am ET)
39.7% are above or equal to 3/24 close (1 days ago), 60.3% are below.
31.0% are above or equal to 3/23 close (2 days ago), 69.0% are below.
34.9% are above or equal to 3/20 close (3 days ago), 65.1% are below.
57.5% are above or equal to 3/19 close (4 days ago), 42.5% are below.
48.7% are above or equal to 3/18 close (5 days ago), 51.3% are below.
65.1% are above or equal to 3/17 close (6 days ago), 34.9% are below.
62.2% are above or equal to 3/16 close (7 days ago), 37.8% are below.
72.5% are above or equal to 3/13 close (8 days ago), 27.5% are below.
64.9% are above or equal to 3/12 close (9 days ago), 35.1% are below.
76.4% are above or equal to 3/11 close (10 days ago), 23.6% are below.
78.2% are above or equal to 3/10 close (11 days ago), 21.8% are below.
62.8% are above or equal to 3/9 close (12 days ago), 37.2% are below.
64.6% are above or equal to 3/6 close (13 days ago), 35.4% are below.
51.5% are above or equal to 3/5 close (14 days ago), 48.5% are below.
54.7% are above or equal to 3/4 close (15 days ago), 45.3% are below.
47.6% are above or equal to 3/3 close (16 days ago), 52.4% are below.
44.7% are above or equal to 3/2 close (17 days ago), 55.3% are below.
48.9% are above or equal to 2/27 close (18 days ago), 51.1% are below.
45.2% are above or equal to 2/26 close (19 days ago), 54.8% are below.
44.2% are above or equal to 2/25 close (20 days ago), 55.8% are below.
44.9% are above or equal to 2/24 close (21 days ago), 55.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150325 10:40 am ET)
20d: 4.6% new highs, 3.6% new lows
21d: 4.4% new highs, 3.6% new lows
42d: 3.7% new highs, 1.2% new lows
63d: 3.2% new highs, 0.9% new lows
126d: 2.6% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150325 10:40 am ET)
2-day: 38.1% above, 61.9% below
3-day: 32.0% above, 68.0% below
4-day: 33.7% above, 66.3% below
5-day: 43.2% above, 56.8% below
8-day: 52.5% above, 47.5% below
10-day: 58.5% above, 41.5% below
20-day: 57.4% above, 42.6% below
50-day: 65.4% above, 34.6% below
200-day: 62.0% above, 38.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150325 10:40 am ET)
META(23): 0.48% Top=X STLD SLCA CENX AEM CNX CMC AA ….. SWC SLW TCK SCCO CCJ FNV GG RGLD=Bottom (Metals & Mining)
CHEM(30): 0.45% Top=AGU TROX GPRE POT CF MOS WLK CE ….. PEIX ALB DOW DD MEOH OLN FMC VAL=Bottom (Chemicals/Fertilizers)
ENER(108): 0.34% Top=PE TSO VLO RIG CJES EXH HAL MTDR ….. OAS BBG VNR UPL CPE ROSE BBEP BCEI=Bottom (Energy)
HEAL(57): 0.21% Top=MOH THOR COO EW UHS HUM CNC BCR ….. DGX AMSG WX ZLTQ OPK ABMD PODD IRWD=Bottom (Health)
REAL(96): 0.03% Top=DFT NLY BDN GOV RLGY STOR KRG SKT ….. DRH RLJ NRF PEB LHO HTS MFA NSM=Bottom (Real Estate)
MANU(47): -0.07% Top=CRS BWC TKR BGC RS MIDD MHK ATU ….. AME RXN PNR CAT DDD CFX JOY JKS=Bottom (Manufacturing)
RETA(70): -0.08% Top=JMEI RAD SHLD WSM AMZN BIG LB KORS ….. GME W BBY EBAY NFLX MIK OUTR BURL=Bottom (Retail & Specialty Retail)
CONS(61): -0.22% Top=EL COH TPX ECL CHD TUP HAR AVY ….. CCK CRI BERY GT IRBT OI AVP MAT=Bottom (Consumer)
INSU(40): -0.30% Top=AFSI PGR WRB PRE ACE AXS CNO L ….. AIZ AON FNF AGO SLF GNW RDN MTG=Bottom (Insurance)
MATE(32): -0.30% Top=OC KBH DHI EXP FAST MTH CLH VMC ….. FLR BECN MTZ PWR CVA USG BCC WY=Bottom (Materials & Construction)
FINA(97): -0.43% Top=HAWK LAZ WDR WBS DFS VLY WETF TRCO ….. STI APO RF SLM CME LM FNGN OCN=Bottom (Banks/Financials)
TRAN(38): -0.45% Top=BRS XPO NMM UNP KSU CSX WAB FDX ….. HA TRN HTLD JBLU SAVE RJET AIRM VA=Bottom (Transportation)
LEIS(42): -0.57% Top=GPRO LQ QSR BLMN PNK PNRA DRI EAT ….. BYD MGM TXRH WEN SEAS RCL QUNR SONC=Bottom (Leisure)
COHW(52): -0.65% Top=LXK NMBL CIEN FTR CDW OLED TDS CCOI ….. SNDK ARRS SWIR KN SSYS SMCI UBNT FNSR=Bottom (Computer Hardware/Telecom)
COSW(94): -0.96% Top=JD GRPN SNCR YHOO XRX DOX TRI ROVI ….. PAYC ATHM BIDU MANH FEYE IMPV DWRE TRUE=Bottom (Computer Software/Internet)
DISV(55): -1.27% Top=URI WSTC CXW V SERV HMSY WOOF TYC ….. YY Z BLOX PAYX DV WTW LDOS APOL=Bottom (Diversified Services)
ELEC(55): -1.29% Top=SIMO HIMX FLEX GLW CGNX SNPS GRMN BRKR ….. KLAC IDTI MSCC SUNE SWKS TSRA NVDA LRCX=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 10:40 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:09 am

Market Stats at 10:08 am ET
by daytrend on 20150325. 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 (20150325 10:08 am ET)
14.1% of stocks are above yesterday’s high.
37.0% are above yesterday’s midpoint. (63.0% are below.)
30.8% are below yesterday’s low.
55.1% are inside yesterday’s range.
25.7% of stocks with today’s high > yesterday’s high. (74.3% less than).
51.6% of stocks with today’s low < yesterday’s low. (48.4% greater than).

EVIDENCE OF INTRADAY TREND (20150325 10:08 am ET)
37.7% of stocks are above today’s open. (61.0% are below).
34.1% of stocks are above today’s open and yesterday’s close.
50.2% are below both.
11.1% of stocks opened above yesterday’s high.
66.2% of stocks opened above yesterday’s close. (28.1% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150325 10:08 am ET)
11.9% of stocks are in the top 10% of today’s range.
20.7% are in the top 20%.
47.0% are in the top half. 53.0% of stocks are in the bottom half of today’s range.
20.6% are in the bottom 20%.
9.1% are in the bottom 10%.

GAIN (20150325 10:08 am ET)
46.6% of stocks are above yesterday’s close. (53.4% are below.)
0.3% are up 4.5% or more. 0.5% are down 4.5% or more.
0.5% are up 3.5% or more. 0.8% are down 3.5% or more.
72.2% are between +1% and -1%.

RSI on DAILY (20150325 10:08 am ET)
2-day: >=95:3.2%…>=90:7.2%…>=80:16.4%…>=50:46.3%…<=20:26.5%…<=10:9.1%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:60.1%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:63.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150325 10:08 am ET)
14.1% above previous 1 highs, 30.8% below previous 1 lows
7.0% above previous 2 highs, 26.9% below previous 2 lows
5.9% above previous 3 highs, 20.6% below previous 3 lows
5.8% above previous 4 highs, 15.1% below previous 4 lows
5.1% above previous 5 highs, 9.5% below previous 5 lows
5.0% above previous 6 highs, 8.4% below previous 6 lows
4.9% above previous 7 highs, 7.0% below previous 7 lows
4.7% above previous 8 highs, 4.5% below previous 8 lows
4.3% above previous 9 highs, 4.1% below previous 9 lows
4.2% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150325 10:08 am ET)
46.6% are above or equal to 3/24 close (1 days ago), 53.4% are below.
34.2% are above or equal to 3/23 close (2 days ago), 65.8% are below.
37.9% are above or equal to 3/20 close (3 days ago), 62.1% are below.
61.3% are above or equal to 3/19 close (4 days ago), 38.7% are below.
51.3% are above or equal to 3/18 close (5 days ago), 48.7% are below.
66.7% are above or equal to 3/17 close (6 days ago), 33.3% are below.
63.8% are above or equal to 3/16 close (7 days ago), 36.2% are below.
75.2% are above or equal to 3/13 close (8 days ago), 24.8% are below.
66.9% are above or equal to 3/12 close (9 days ago), 33.1% are below.
78.5% are above or equal to 3/11 close (10 days ago), 21.5% are below.
80.4% are above or equal to 3/10 close (11 days ago), 19.6% are below.
64.1% are above or equal to 3/9 close (12 days ago), 35.9% are below.
65.9% are above or equal to 3/6 close (13 days ago), 34.1% are below.
54.1% are above or equal to 3/5 close (14 days ago), 45.9% are below.
56.6% are above or equal to 3/4 close (15 days ago), 43.4% are below.
49.9% are above or equal to 3/3 close (16 days ago), 50.1% are below.
45.6% are above or equal to 3/2 close (17 days ago), 54.4% are below.
50.5% are above or equal to 2/27 close (18 days ago), 49.5% are below.
47.5% are above or equal to 2/26 close (19 days ago), 52.5% are below.
45.8% are above or equal to 2/25 close (20 days ago), 54.2% are below.
46.0% are above or equal to 2/24 close (21 days ago), 54.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150325 10:08 am ET)
20d: 3.9% new highs, 3.6% new lows
21d: 3.8% new highs, 3.6% new lows
42d: 3.2% new highs, 1.2% new lows
63d: 2.7% new highs, 0.9% new lows
126d: 2.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150325 10:08 am ET)
2-day: 44.9% above, 55.1% below
3-day: 36.9% above, 63.1% below
4-day: 37.5% above, 62.5% below
5-day: 47.0% above, 53.0% below
8-day: 56.1% above, 43.9% below
10-day: 61.8% above, 38.2% below
20-day: 59.6% above, 40.4% below
50-day: 66.1% above, 33.9% below
200-day: 62.6% above, 37.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150325 10:08 am ET)
ENER(108): 1.32% Top=SN PE RIG TSO MTDR VLO EPE PVA ….. DRQ ETE CRR CPE DNR EQM UPL BBEP=Bottom (Energy)
META(23): 1.26% Top=STLD AEM X SLCA CNX PAAS TCK CMC ….. AA BTU NUE FNV SLW GG SCCO RGLD=Bottom (Metals & Mining)
CHEM(30): 0.85% Top=GPRE AGU TROX WLK PEIX POT AXLL MOS ….. EMN ASH MON SHW DD VAL FMC IFF=Bottom (Chemicals/Fertilizers)
MATE(32): 0.26% Top=KBH OC MTH DHI MDC TPH SPF PHM ….. WCN RSG PWR BECN AWI CVA WY BCC=Bottom (Materials & Construction)
HEAL(57): 0.15% Top=MR A MOH STE UNH HUM UHS THOR ….. HLS AMSG ALGN ZLTQ PODD ABMD OPK IRWD=Bottom (Health)
MANU(47): 0.13% Top=CRS ATI MRC ITT BWC TKR RS ATU ….. CAT AGCO CMI GNRC CFX DDD JOY JKS=Bottom (Manufacturing)
REAL(96): 0.06% Top=RLGY NLY DFT GOV STOR BDN ARI AGNC ….. HTA PEB NRF DRH LHO HTS MFA NSM=Bottom (Real Estate)
CONS(61): -0.06% Top=EL COH TUP TPX ECL VRA FOSL HAR ….. BERY CRI PKG OI CCK GT LULU MAT=Bottom (Consumer)
INSU(40): -0.14% Top=CNO PRE LNC AFSI WRB AXS UNM ORI ….. AIZ AGO CINF MMC AON RDN FNF MTG=Bottom (Insurance)
FINA(97): -0.25% Top=HAWK LAZ WDR WU JNS DFS ARCC VLY ….. KEY OCN IBKR SYF ICE LM CME FNGN=Bottom (Banks/Financials)
TRAN(38): -0.25% Top=BRS XPO TDW NMM HA UNP KSU TK ….. CP AAL JBLU UAL SAVE RJET VA AIRM=Bottom (Transportation)
RETA(70): -0.27% Top=JMEI SHLD KORS AEO AMZN TIF WSM LB ….. ANF NFLX EBAY BBY FINL OUTR MIK BURL=Bottom (Retail & Specialty Retail)
COHW(52): -0.47% Top=LXK CIEN SONS CDW NMBL FTR CCOI CCI ….. SNDK KN UBNT SSYS SWIR RKUS SMCI FNSR=Bottom (Computer Hardware/Telecom)
LEIS(42): -0.50% Top=GPRO LQ QSR BLMN EAT KING PNK PNRA ….. HLT MAR SEAS WEN TXRH RCL QUNR SONC=Bottom (Leisure)
COSW(94): -0.86% Top=GRPN SNCR CMCM TTWO JD DOX SINA TRI ….. MANH BIDU BITA DATA ATHM FEYE DWRE TRUE=Bottom (Computer Software/Internet)
ELEC(55): -1.04% Top=SIMO HIMX CGNX FLEX GLW GRMN SNPS JBL ….. MSCC AVGO IDTI SWKS SUNE CSIQ NVDA LRCX=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(55): -1.16% Top=URI WSTC V CXW GEO PRAA FLT TYC ….. Z YY EIGI PAYX DV LDOS WTW APOL=Bottom (Diversified Services)

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/

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