daytrend

05/22/2015

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

Closing Stats
by daytrend on 20150522. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 959.

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 (20150522 Closing)
15.1% of stocks are above yesterday’s high.
44.3% are above yesterday’s midpoint. (55.7% are below.)
21.1% are below yesterday’s low.
63.8% are inside yesterday’s range.
42.9% of stocks with today’s high > yesterday’s high. (57.1% less than).
47.1% of stocks with today’s low < yesterday’s low. (52.9% greater than).

EVIDENCE OF INTRADAY TREND (20150522 Closing)
48.2% of stocks are above today’s open. (49.4% are below).
35.2% of stocks are above today’s open and yesterday’s close.
47.1% are below both.
4.1% of stocks opened above yesterday’s high.
24.9% of stocks opened above yesterday’s close. (69.3% opened below yesterday’s close).
9.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150522 Closing)
4.3% of stocks are in the top 10% of today’s range.
11.4% are in the top 20%.
42.4% are in the top half. 57.6% of stocks are in the bottom half of today’s range.
23.1% are in the bottom 20%.
12.8% are in the bottom 10%.

GAIN (20150522 Closing)
39.7% of stocks are above yesterday’s close. (60.3% are below.)
0.7% are up 4.5% or more. 0.5% are down 4.5% or more.
1.5% are up 3.5% or more. 0.8% are down 3.5% or more.
76.9% are between +1% and -1%.

RSI on DAILY (20150522 Closing)
2-day: >=95:5.0%…>=90:9.6%…>=80:17.8%…>=50:44.9%…<=20:21.1%…<=10:8.7%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:60.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:60.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150522 Closing)
15.1% above previous 1 highs, 21.1% below previous 1 lows
11.3% above previous 2 highs, 14.7% below previous 2 lows
9.6% above previous 3 highs, 12.0% below previous 3 lows
9.0% above previous 4 highs, 7.3% below previous 4 lows
8.2% above previous 5 highs, 6.2% below previous 5 lows
7.7% above previous 6 highs, 4.5% below previous 6 lows
7.4% above previous 7 highs, 3.9% below previous 7 lows
7.3% above previous 8 highs, 2.8% below previous 8 lows
6.8% above previous 9 highs, 2.7% below previous 9 lows
6.7% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150522 Closing)
39.7% are above or equal to 5/21 close (1 days ago), 60.3% are below.
50.4% are above or equal to 5/20 close (2 days ago), 49.6% are below.
46.9% are above or equal to 5/19 close (3 days ago), 53.1% are below.
41.8% are above or equal to 5/18 close (4 days ago), 58.2% are below.
55.4% are above or equal to 5/15 close (5 days ago), 44.6% are below.
55.3% are above or equal to 5/14 close (6 days ago), 44.7% are below.
68.7% are above or equal to 5/13 close (7 days ago), 31.3% are below.
65.6% are above or equal to 5/12 close (8 days ago), 34.4% are below.
65.2% are above or equal to 5/11 close (9 days ago), 34.8% are below.
60.2% are above or equal to 5/8 close (10 days ago), 39.8% are below.
70.2% are above or equal to 5/7 close (11 days ago), 29.8% are below.
72.5% are above or equal to 5/6 close (12 days ago), 27.5% are below.
69.1% are above or equal to 5/5 close (13 days ago), 30.9% are below.
57.6% are above or equal to 5/4 close (14 days ago), 42.4% are below.
59.5% are above or equal to 5/1 close (15 days ago), 40.5% are below.
65.3% are above or equal to 4/30 close (16 days ago), 34.7% are below.
57.6% are above or equal to 4/29 close (17 days ago), 42.4% are below.
52.7% are above or equal to 4/28 close (18 days ago), 47.3% are below.
54.6% are above or equal to 4/27 close (19 days ago), 45.4% are below.
51.4% are above or equal to 4/24 close (20 days ago), 48.6% are below.
51.6% are above or equal to 4/23 close (21 days ago), 48.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150522 Closing)
20d: 9.4% new highs, 4.1% new lows
21d: 9.0% new highs, 3.9% new lows
42d: 7.5% new highs, 3.1% new lows
63d: 6.4% new highs, 2.7% new lows
126d: 5.0% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150522 Closing)
2-day: 37.2% above, 62.8% below
3-day: 44.3% above, 55.7% below
4-day: 44.5% above, 55.5% below
5-day: 43.3% above, 56.7% below
8-day: 54.4% above, 45.6% below
10-day: 59.6% above, 40.4% below
20-day: 62.3% above, 37.7% below
50-day: 59.6% above, 40.4% below
200-day: 62.3% above, 37.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150522 Closing)
COSW(98): 0.44% Top=SFUN MOMO BITA ATHM FEYE JD LC CRM ….. TTWO PAYC CMCM ADSK QLYS CYBR EPAM NTES=Bottom (Computer Software/Internet)
COHW(52): 0.32% Top=BRCD NTAP HPQ SYNA BBRY GOGO OLED PANW ….. QCOM CTL TDC RKUS T GIMO SSYS WIN=Bottom (Computer Hardware/Telecom)
ELEC(56): 0.28% Top=HIMX SUNE CRUS QRVO BRKR ADI AVGO MU ….. CAVM SNPS CSIQ GLW FSLR FLDM JASO MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(58): -0.01% Top=DGX OSUR CI SEM OPK PRXL LH DVA ….. BKD XRAY GMED ZLTQ WCG PODD WMGI ABMD=Bottom (Health)
FINA(85): -0.06% Top=WETF CBOE TRCO GS LEAF NDAQ ICE CG ….. BKU WAL UMPQ FMER HAWK BMO ETFC ISBC=Bottom (Banks/Financials)
CONS(59): -0.08% Top=AVP RKT MWV RL LULU AVY EL MAT ….. FL OI GPK SKX SCSS KATE COH BERY=Bottom (Consumer)
REAL(84): -0.16% Top=NRZ OUT BRX DLR BXP TCO AMT AIV ….. LHO STWD EQC HIW CHSP BAM ARCP PKY=Bottom (Real Estate)
DISV(50): -0.17% Top=YY HMHC PRAA MRKT CXW DV MYGN V ….. HMSY R TNET ACM KBR EIGI JEC RCII=Bottom (Diversified Services)
INSU(37): -0.20% Top=MBI GNW XL AGO AON WSH AJG ORI ….. LNC MET ALL ACGL CB L MTG RDN=Bottom (Insurance)
CHEM(31): -0.23% Top=CF FMC GRA HUN MON AXLL PEIX CYT ….. FTK AGU APD MOS POL POT ALB OLN=Bottom (Chemicals/Fertilizers)
RETA(67): -0.32% Top=W AAP FIVE GNC LOW PIR RAD URBN ….. GPS CAB SHLD DLTR BBY ROST TFM JMEI=Bottom (Retail & Specialty Retail)
ENER(106): -0.38% Top=RICE OAS CVE EEP EMES WPX GPOR MMP ….. MRD DNR SGY CRR EPE PDS CMLP SM=Bottom (Energy)
LEIS(40): -0.39% Top=EXPE SEAS GPRO MGM RRGB PNK ARMK RCL ….. WYNN JACK FRGI QSR SIX WEN YUM HABT=Bottom (Leisure)
TRAN(38): -0.52% Top=ECHO JBLU NAT VA STNG XPO AAL TRN ….. DAL JBHT GBX NSC SWFT KSU WERN KNX=Bottom (Transportation)
MANU(44): -0.54% Top=DE AOS ZBRA DOV EMR ITT RS RXN ….. DDD ATU PNR JKS CFX SEDG MRC GTLS=Bottom (Manufacturing)
META(22): -0.63% Top=X STLD NUE NEM FNV AEM BVN GG ….. RGLD ABX TCK FCX CENX CCJ PAAS SLCA=Bottom (Metals & Mining)
MATE(32): -0.74% Top=WY RYN DY LEN SRCL CVA CLH WCN ….. MLM FLR RYL SPF MAS PWR TPH MTZ=Bottom (Materials & Construction)

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 @ 2:47 pm

Market Stats at 3:46 pm ET
by daytrend on 20150522. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 959.

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 (20150522 3:46 pm ET)
16.4% of stocks are above yesterday’s high.
48.7% are above yesterday’s midpoint. (51.3% are below.)
16.2% are below yesterday’s low.
67.5% are inside yesterday’s range.
42.9% of stocks with today’s high > yesterday’s high. (57.1% less than).
46.5% of stocks with today’s low < yesterday’s low. (53.5% greater than).

EVIDENCE OF INTRADAY TREND (20150522 3:46 pm ET)
54.1% of stocks are above today’s open. (43.5% are below).
40.7% of stocks are above today’s open and yesterday’s close.
41.1% are below both.
4.1% of stocks opened above yesterday’s high.
24.9% of stocks opened above yesterday’s close. (69.3% opened below yesterday’s close).
9.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150522 3:46 pm ET)
6.5% of stocks are in the top 10% of today’s range.
17.3% are in the top 20%.
51.7% are in the top half. 48.3% of stocks are in the bottom half of today’s range.
15.7% are in the bottom 20%.
6.9% are in the bottom 10%.

GAIN (20150522 3:46 pm ET)
44.4% of stocks are above yesterday’s close. (55.6% are below.)
0.8% are up 4.5% or more. 0.5% are down 4.5% or more.
1.4% are up 3.5% or more. 0.8% are down 3.5% or more.
77.5% are between +1% and -1%.

RSI on DAILY (20150522 3:46 pm ET)
2-day: >=95:5.7%…>=90:10.4%…>=80:19.7%…>=50:49.2%…<=20:18.6%…<=10:7.2%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:62.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:61.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150522 3:46 pm ET)
16.4% above previous 1 highs, 16.2% below previous 1 lows
12.0% above previous 2 highs, 11.5% below previous 2 lows
10.1% above previous 3 highs, 9.5% below previous 3 lows
9.4% above previous 4 highs, 5.7% below previous 4 lows
8.8% above previous 5 highs, 5.1% below previous 5 lows
8.2% above previous 6 highs, 3.5% below previous 6 lows
7.6% above previous 7 highs, 3.0% below previous 7 lows
7.4% above previous 8 highs, 2.1% below previous 8 lows
7.0% above previous 9 highs, 2.0% below previous 9 lows
6.8% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150522 3:46 pm ET)
44.4% are above or equal to 5/21 close (1 days ago), 55.6% are below.
53.8% are above or equal to 5/20 close (2 days ago), 46.2% are below.
49.6% are above or equal to 5/19 close (3 days ago), 50.4% are below.
44.2% are above or equal to 5/18 close (4 days ago), 55.8% are below.
57.5% are above or equal to 5/15 close (5 days ago), 42.5% are below.
56.8% are above or equal to 5/14 close (6 days ago), 43.2% are below.
70.2% are above or equal to 5/13 close (7 days ago), 29.8% are below.
66.2% are above or equal to 5/12 close (8 days ago), 33.8% are below.
66.0% are above or equal to 5/11 close (9 days ago), 34.0% are below.
61.2% are above or equal to 5/8 close (10 days ago), 38.8% are below.
71.1% are above or equal to 5/7 close (11 days ago), 28.9% are below.
73.1% are above or equal to 5/6 close (12 days ago), 26.9% are below.
69.3% are above or equal to 5/5 close (13 days ago), 30.7% are below.
57.9% are above or equal to 5/4 close (14 days ago), 42.1% are below.
59.7% are above or equal to 5/1 close (15 days ago), 40.3% are below.
66.3% are above or equal to 4/30 close (16 days ago), 33.7% are below.
58.3% are above or equal to 4/29 close (17 days ago), 41.7% are below.
53.5% are above or equal to 4/28 close (18 days ago), 46.5% are below.
55.3% are above or equal to 4/27 close (19 days ago), 44.7% are below.
51.4% are above or equal to 4/24 close (20 days ago), 48.6% are below.
51.9% are above or equal to 4/23 close (21 days ago), 48.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150522 3:46 pm ET)
20d: 9.3% new highs, 4.1% new lows
21d: 8.9% new highs, 3.9% new lows
42d: 7.4% new highs, 3.1% new lows
63d: 6.3% new highs, 2.7% new lows
126d: 4.9% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150522 3:46 pm ET)
2-day: 42.9% above, 57.1% below
3-day: 48.7% above, 51.3% below
4-day: 48.1% above, 51.9% below
5-day: 46.7% above, 53.3% below
8-day: 57.0% above, 43.0% below
10-day: 62.6% above, 37.4% below
20-day: 63.3% above, 36.7% below
50-day: 60.4% above, 39.6% below
200-day: 62.3% above, 37.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150522 3:46 pm ET)
COSW(98): 0.54% Top=SFUN MOMO BITA FEYE ATHM VIPS MDRX LC ….. PTC TTWO QLYS ADSK CYBR CMCM EPAM NTES=Bottom (Computer Software/Internet)
ELEC(56): 0.41% Top=HIMX SUNE CRUS QRVO AVGO ADI BRKR MU ….. MLNX SNPS CSIQ FSLR GLW JASO FLDM MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(52): 0.41% Top=NTAP BRCD HPQ SYNA BBRY OLED PANW GOGO ….. QCOM TDC CTL T RKUS GIMO SSYS WIN=Bottom (Computer Hardware/Telecom)
HEAL(58): 0.12% Top=DGX OSUR CI SEM INCR OPK PRXL LH ….. GMED XRAY ZLTQ SPNC WMGI PODD WCG ABMD=Bottom (Health)
FINA(85): 0.03% Top=WETF CBOE TRCO GS NDAQ CME ICE AXP ….. CYN TD PSEC UMPQ ETFC HAWK ISBC BMO=Bottom (Banks/Financials)
CONS(59): -0.00% Top=AVP RL RKT MWV LULU AVY CROX EL ….. GPK OI FL SKX SCSS BERY COH KATE=Bottom (Consumer)
DISV(50): -0.07% Top=YY HMHC PRAA CXW DV V MRKT ADT ….. R RHI EIGI KBR ACM HMSY JEC RCII=Bottom (Diversified Services)
REAL(84): -0.08% Top=NRZ OUT CBL TCO BXP DLR GGP BRX ….. STWD LHO HIW CHSP EQC ARCP BAM PKY=Bottom (Real Estate)
INSU(37): -0.11% Top=GNW MBI XL AON AGO WSH UNM AJG ….. HIG ALL FAF CB ACGL L RDN MTG=Bottom (Insurance)
CHEM(31): -0.16% Top=CF FMC HUN MON GRA PX CBT AXLL ….. FTK POL APD AGU MOS POT ALB OLN=Bottom (Chemicals/Fertilizers)
RETA(67): -0.24% Top=W AAP PIR GNC LOW FIVE OUTR URBN ….. GPS CAB SHLD DLTR BBY ROST TFM JMEI=Bottom (Retail & Specialty Retail)
LEIS(40): -0.27% Top=EXPE GPRO SEAS MGM RRGB ARMK EAT SBUX ….. LOCO FRGI JACK QSR SIX WEN YUM HABT=Bottom (Leisure)
ENER(106): -0.28% Top=OAS RICE CVE GPOR WPX FANG MMP EEP ….. MRD FET SGY CRR PDS EPE CMLP SM=Bottom (Energy)
TRAN(38): -0.46% Top=NAT JBLU VA ECHO XPO STNG AAL AIRM ….. ODFL JBHT GBX NSC KSU SWFT WERN KNX=Bottom (Transportation)
MANU(44): -0.47% Top=DE AOS ZBRA RS DOV EMR LECO GE ….. ATU JKS PNR DDD CFX MRC SEDG GTLS=Bottom (Manufacturing)
META(22): -0.54% Top=X STLD NUE NEM FNV AEM GG SCCO ….. SLW SWC TCK FCX CENX PAAS CCJ SLCA=Bottom (Metals & Mining)
MATE(32): -0.65% Top=WY RYN LEN SRCL CVA WM DY CLH ….. EXP MLM MAS FLR PWR SPF TPH MTZ=Bottom (Materials & Construction)

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 3:46 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:43 am

Market Stats at 11:42 am ET
by daytrend on 20150522. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 959.

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 (20150522 11:42 am ET)
10.3% of stocks are above yesterday’s high.
41.8% are above yesterday’s midpoint. (58.2% are below.)
20.5% are below yesterday’s low.
69.1% are inside yesterday’s range.
36.7% of stocks with today’s high > yesterday’s high. (63.3% less than).
43.5% of stocks with today’s low < yesterday’s low. (56.5% greater than).

EVIDENCE OF INTRADAY TREND (20150522 11:42 am ET)
45.6% of stocks are above today’s open. (53.3% are below).
30.6% of stocks are above today’s open and yesterday’s close.
49.9% are below both.
4.1% of stocks opened above yesterday’s high.
24.9% of stocks opened above yesterday’s close. (69.3% opened below yesterday’s close).
9.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150522 11:42 am ET)
3.3% of stocks are in the top 10% of today’s range.
8.0% are in the top 20%.
38.8% are in the top half. 61.2% of stocks are in the bottom half of today’s range.
32.2% are in the bottom 20%.
19.4% are in the bottom 10%.

GAIN (20150522 11:42 am ET)
36.3% of stocks are above yesterday’s close. (63.7% are below.)
0.5% are up 4.5% or more. 0.6% are down 4.5% or more.
0.8% are up 3.5% or more. 0.8% are down 3.5% or more.
77.8% are between +1% and -1%.

RSI on DAILY (20150522 11:42 am ET)
2-day: >=95:4.0%…>=90:8.1%…>=80:15.3%…>=50:41.8%…<=20:21.5%…<=10:8.3%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:59.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:60.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150522 11:42 am ET)
10.3% above previous 1 highs, 20.5% below previous 1 lows
7.5% above previous 2 highs, 14.3% below previous 2 lows
6.2% above previous 3 highs, 11.9% below previous 3 lows
5.9% above previous 4 highs, 8.4% below previous 4 lows
5.8% above previous 5 highs, 6.8% below previous 5 lows
5.3% above previous 6 highs, 4.6% below previous 6 lows
5.2% above previous 7 highs, 3.5% below previous 7 lows
5.2% above previous 8 highs, 2.9% below previous 8 lows
4.8% above previous 9 highs, 2.7% below previous 9 lows
4.7% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150522 11:42 am ET)
36.3% are above or equal to 5/21 close (1 days ago), 63.7% are below.
48.0% are above or equal to 5/20 close (2 days ago), 52.0% are below.
45.3% are above or equal to 5/19 close (3 days ago), 54.7% are below.
41.8% are above or equal to 5/18 close (4 days ago), 58.2% are below.
53.2% are above or equal to 5/15 close (5 days ago), 46.8% are below.
54.1% are above or equal to 5/14 close (6 days ago), 45.9% are below.
67.9% are above or equal to 5/13 close (7 days ago), 32.1% are below.
64.8% are above or equal to 5/12 close (8 days ago), 35.2% are below.
64.2% are above or equal to 5/11 close (9 days ago), 35.8% are below.
59.4% are above or equal to 5/8 close (10 days ago), 40.6% are below.
69.6% are above or equal to 5/7 close (11 days ago), 30.4% are below.
71.6% are above or equal to 5/6 close (12 days ago), 28.4% are below.
68.0% are above or equal to 5/5 close (13 days ago), 32.0% are below.
55.9% are above or equal to 5/4 close (14 days ago), 44.1% are below.
59.2% are above or equal to 5/1 close (15 days ago), 40.8% are below.
65.5% are above or equal to 4/30 close (16 days ago), 34.5% are below.
57.1% are above or equal to 4/29 close (17 days ago), 42.9% are below.
52.6% are above or equal to 4/28 close (18 days ago), 47.4% are below.
53.6% are above or equal to 4/27 close (19 days ago), 46.4% are below.
49.6% are above or equal to 4/24 close (20 days ago), 50.4% are below.
51.1% are above or equal to 4/23 close (21 days ago), 48.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150522 11:42 am ET)
20d: 7.9% new highs, 3.6% new lows
21d: 7.4% new highs, 3.3% new lows
42d: 6.3% new highs, 2.6% new lows
63d: 5.3% new highs, 2.1% new lows
126d: 4.1% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150522 11:42 am ET)
2-day: 33.6% above, 66.4% below
3-day: 41.4% above, 58.6% below
4-day: 41.5% above, 58.5% below
5-day: 41.2% above, 58.8% below
8-day: 52.9% above, 47.1% below
10-day: 58.0% above, 42.0% below
20-day: 60.2% above, 39.8% below
50-day: 58.3% above, 41.7% below
200-day: 61.8% above, 38.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150522 11:42 am ET)
COSW(98): 0.23% Top=SFUN MOMO FEYE SINA INTU TRUE ATHM VIPS ….. QLYS SPLK CVLT NOW PAYC NTES EPAM CMCM=Bottom (Computer Software/Internet)
REAL(84): 0.03% Top=GGP NRZ TCO BXP AVB REG DLR RPAI ….. RLGY PKY CIM ARCP LHO EQC CHSP BAM=Bottom (Real Estate)
ELEC(56): -0.05% Top=HIMX CRUS SUNE MU QRVO CY ADI SIMO ….. GLW CAVM CGNX MLNX FSLR FLDM JASO MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(52): -0.06% Top=HPQ SYNA NTAP BRCD OLED UBNT ZAYO BBRY ….. CTL TDC TDS ARRS SSYS RKUS GIMO WIN=Bottom (Computer Hardware/Telecom)
HEAL(58): -0.06% Top=DGX OSUR INCR LH SEM HLS MD PRXL ….. WMGI HUM ACHC ZLTQ UNH ABMD WCG PODD=Bottom (Health)
FINA(85): -0.09% Top=WETF CBOE TRCO CME VOYA AXP ICE AMTD ….. LEAF UMPQ ISBC OZRK FMER OCN BMO HAWK=Bottom (Banks/Financials)
INSU(37): -0.11% Top=MBI GNW XL AON AGO AFL MMC WSH ….. LNC CINF PRE L CLGX RDN FAF MTG=Bottom (Insurance)
CONS(59): -0.25% Top=AVP PAY LULU EL RKT RL MWV MAT ….. BERY GPK WWW SCSS FL SKX DECK KATE=Bottom (Consumer)
DISV(50): -0.34% Top=HMHC YY BAH MRKT DV PRAA CXW V ….. EIGI URI HMSY KBR TNET R RCII CAR=Bottom (Diversified Services)
CHEM(31): -0.35% Top=CF MON VAL HUN CHMT PPG FMC PX ….. DOW AXLL APD POT PEIX ALB FTK OLN=Bottom (Chemicals/Fertilizers)
RETA(67): -0.50% Top=W OUTR KSS AAP ZU LOW LL M ….. GPS VSI LB DLTR BBY ROST TFM JMEI=Bottom (Retail & Specialty Retail)
MANU(44): -0.52% Top=DE AOS EMR DOV ROP ROK DHR CMI ….. ATU PNR CFX ATI SPW MRC GTLS SEDG=Bottom (Manufacturing)
LEIS(40): -0.60% Top=EXPE GPRO MGM ARMK BLMN EAT PNK RRGB ….. SIX MYCC LOCO JACK YUM FRGI QUNR HABT=Bottom (Leisure)
ENER(106): -0.66% Top=WPX PAGP GPOR OAS COG APA APC MPC ….. SGY RSPP FET SM DNR CRR PDS EPE=Bottom (Energy)
MATE(32): -0.77% Top=SRCL VMC RYN WM WY WCN CLH RSG ….. OC MTH BECN PHM RYL SPF PWR MTZ=Bottom (Materials & Construction)
TRAN(38): -0.85% Top=JBLU NAT STNG TRN WAB AIRM VA CSX ….. NSC JBHT KSU TDW CNW WERN SWFT KNX=Bottom (Transportation)
META(22): -0.90% Top=BVN AA GOLD SCCO NEM STLD FNV GG ….. SLW CNX ABX CENX FCX PAAS CCJ SLCA=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 11:42 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

05/21/2015

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

Closing Stats
by daytrend on 20150521. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 973.

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 (20150521 Closing)
26.5% of stocks are above yesterday’s high.
53.3% are above yesterday’s midpoint. (46.7% are below.)
18.3% are below yesterday’s low.
55.2% are inside yesterday’s range.
47.1% of stocks with today’s high > yesterday’s high. (52.9% less than).
47.0% of stocks with today’s low < yesterday’s low. (53.0% greater than).

EVIDENCE OF INTRADAY TREND (20150521 Closing)
59.4% of stocks are above today’s open. (39.0% are below).
50.5% of stocks are above today’s open and yesterday’s close.
34.9% are below both.
6.3% of stocks opened above yesterday’s high.
42.9% of stocks opened above yesterday’s close. (51.8% opened below yesterday’s close).
11.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150521 Closing)
8.2% of stocks are in the top 10% of today’s range.
21.2% are in the top 20%.
56.2% are in the top half. 43.8% of stocks are in the bottom half of today’s range.
11.6% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN (20150521 Closing)
56.2% of stocks are above yesterday’s close. (43.8% are below.)
1.4% are up 4.5% or more. 0.5% are down 4.5% or more.
3.1% are up 3.5% or more. 0.6% are down 3.5% or more.
66.8% are between +1% and -1%.

RSI on DAILY (20150521 Closing)
2-day: >=95:6.3%…>=90:11.0%…>=80:22.4%…>=50:57.6%…<=20:15.2%…<=10:5.0%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:65.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:64.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150521 Closing)
26.5% above previous 1 highs, 18.3% below previous 1 lows
17.5% above previous 2 highs, 14.1% below previous 2 lows
13.7% above previous 3 highs, 8.5% below previous 3 lows
12.1% above previous 4 highs, 7.2% below previous 4 lows
10.4% above previous 5 highs, 4.3% below previous 5 lows
9.6% above previous 6 highs, 3.6% below previous 6 lows
9.4% above previous 7 highs, 3.1% below previous 7 lows
8.5% above previous 8 highs, 2.9% below previous 8 lows
7.9% above previous 9 highs, 2.5% below previous 9 lows
7.9% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150521 Closing)
56.2% are above or equal to 5/20 close (1 days ago), 43.8% are below.
52.1% are above or equal to 5/19 close (2 days ago), 47.9% are below.
47.7% are above or equal to 5/18 close (3 days ago), 52.3% are below.
59.2% are above or equal to 5/15 close (4 days ago), 40.8% are below.
60.2% are above or equal to 5/14 close (5 days ago), 39.8% are below.
72.8% are above or equal to 5/13 close (6 days ago), 27.2% are below.
69.3% are above or equal to 5/12 close (7 days ago), 30.7% are below.
68.3% are above or equal to 5/11 close (8 days ago), 31.7% are below.
62.7% are above or equal to 5/8 close (9 days ago), 37.3% are below.
74.1% are above or equal to 5/7 close (10 days ago), 25.9% are below.
74.4% are above or equal to 5/6 close (11 days ago), 25.6% are below.
71.4% are above or equal to 5/5 close (12 days ago), 28.6% are below.
59.0% are above or equal to 5/4 close (13 days ago), 41.0% are below.
60.6% are above or equal to 5/1 close (14 days ago), 39.4% are below.
67.8% are above or equal to 4/30 close (15 days ago), 32.2% are below.
59.7% are above or equal to 4/29 close (16 days ago), 40.3% are below.
54.4% are above or equal to 4/28 close (17 days ago), 45.6% are below.
55.3% are above or equal to 4/27 close (18 days ago), 44.7% are below.
52.0% are above or equal to 4/24 close (19 days ago), 48.0% are below.
52.6% are above or equal to 4/23 close (20 days ago), 47.4% are below.
54.5% are above or equal to 4/22 close (21 days ago), 45.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150521 Closing)
20d: 10.1% new highs, 3.6% new lows
21d: 9.7% new highs, 3.6% new lows
42d: 7.5% new highs, 2.5% new lows
63d: 6.5% new highs, 2.4% new lows
126d: 5.0% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150521 Closing)
2-day: 54.6% above, 45.4% below
3-day: 53.8% above, 46.2% below
4-day: 51.2% above, 48.8% below
5-day: 57.1% above, 42.9% below
8-day: 66.4% above, 33.6% below
10-day: 66.9% above, 33.1% below
20-day: 64.3% above, 35.7% below
50-day: 60.2% above, 39.8% below
200-day: 63.1% above, 36.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150521 Closing)
ENER(107): 1.73% Top=OAS RES ATW RDC PDS LPI SPN DNR ….. WNR DK PBF MPC DPM OKS PAA PAGP=Bottom (Energy)
RETA(67): 0.83% Top=JMEI W AAP BBY BABA DLTR WBA CVS ….. TFM GPS ANF BID AEO M TJX LL=Bottom (Retail & Specialty Retail)
MANU(44): 0.79% Top=JKS PNR JOY EMR ATU DCI MRC PH ….. RS DHR TILE AOS GNRC GTLS SEDG ATI=Bottom (Manufacturing)
TRAN(38): 0.75% Top=TDW CNW KSU VA ODFL CP GBX UNP ….. WAB EXPD JBLU JBHT FDX UAL AAWW AAL=Bottom (Transportation)
CHEM(32): 0.70% Top=GPRE AGU CF OLN MEOH HUN POT EMN ….. PEIX PPG RPM ASH SHW CBT CHMT AXLL=Bottom (Chemicals/Fertilizers)
MATE(32): 0.39% Top=DY EXP MAS PWR USG WM DAR MTZ ….. RYL MDC RYN PHM LEN TOL SPF MTH=Bottom (Materials & Construction)
LEIS(40): 0.30% Top=HABT QUNR SGMS TOUR LOCO LVS LQ CMG ….. GPRO RCL MCD HLT JACK QSR YUM RRGB=Bottom (Leisure)
COHW(53): 0.24% Top=SSYS WIN TMUS HPQ SYNA BBRY LXK RCI ….. CCI NSR CCOI NMBL SWIR INFN BRCD NTAP=Bottom (Computer Hardware/Telecom)
ELEC(58): 0.23% Top=TSL NXPI FSL SPWR CREE CSIQ KEYS MLNX ….. ADI JBL INVN HIMX FLEX FLDM AMBA BRKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(100): 0.14% Top=CRM NTES SFUN ROVI CYBR BIDU FEYE PTC ….. EPAM GLUU SABR ELLI MOMO VIPS CMCM OTEX=Bottom (Computer Software/Internet)
CONS(61): 0.10% Top=KATE TUMI COH GT AVP WHR AVY MAT ….. ATR WWW GIL HAR SKX SCSS CROX LULU=Bottom (Consumer)
DISV(51): -0.07% Top=HMHC YY URI FLT DV APOL GPN AAN ….. KBR SBAC RBA HMSY ACM EIGI CXW BAH=Bottom (Diversified Services)
FINA(85): -0.07% Top=OCN TRCO LAZ WDR BMO NDAQ HBHC FMER ….. WBS AMTD MS IVZ EV PACW SLM WETF=Bottom (Banks/Financials)
HEAL(59): -0.07% Top=WMGI OSUR ESRX MOH TFX MR CNC WX ….. HYH DGX ZLTQ DXCM CYH HLS OPK ABMD=Bottom (Health)
INSU(38): -0.39% Top=CNO GNW MET RDN AIG ACGL AON MTG ….. WRB XL AWH AGO ALL FAF MBI AFL=Bottom (Insurance)
META(23): -0.41% Top=SLCA CENX CNX FCX ABX SLW RGLD GOLD ….. CMC BVN CCJ TCK SCCO FNV X NEM=Bottom (Metals & Mining)
REAL(85): -0.46% Top=DFT MAC PEI ARCP BAM AGNC TWO CXP ….. PKY SKT SRC CONE BRX RLGY LPT NRZ=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

05/20/2015

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

Closing Stats
by daytrend on 20150520. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 978.

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 (20150520 Closing)
15.5% of stocks are above yesterday’s high.
42.3% are above yesterday’s midpoint. (57.7% are below.)
23.5% are below yesterday’s low.
60.9% are inside yesterday’s range.
41.1% of stocks with today’s high > yesterday’s high. (58.9% less than).
52.5% of stocks with today’s low < yesterday’s low. (47.5% greater than).

EVIDENCE OF INTRADAY TREND (20150520 Closing)
40.3% of stocks are above today’s open. (58.7% are below).
36.5% of stocks are above today’s open and yesterday’s close.
49.5% are below both.
7.7% of stocks opened above yesterday’s high.
59.4% of stocks opened above yesterday’s close. (34.5% opened below yesterday’s close).
4.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150520 Closing)
6.2% of stocks are in the top 10% of today’s range.
14.6% are in the top 20%.
45.8% are in the top half. 54.2% of stocks are in the bottom half of today’s range.
21.3% are in the bottom 20%.
12.1% are in the bottom 10%.

GAIN (20150520 Closing)
47.2% of stocks are above yesterday’s close. (52.8% are below.)
0.4% are up 4.5% or more. 1.4% are down 4.5% or more.
1.1% are up 3.5% or more. 1.8% are down 3.5% or more.
70.9% are between +1% and -1%.

RSI on DAILY (20150520 Closing)
2-day: >=95:8.6%…>=90:13.9%…>=80:22.7%…>=50:50.2%…<=20:17.7%…<=10:7.7%…<=5:3.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.7%…>=50:62.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.6%…>=50:60.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150520 Closing)
15.5% above previous 1 highs, 23.5% below previous 1 lows
13.0% above previous 2 highs, 13.9% below previous 2 lows
11.1% above previous 3 highs, 11.1% below previous 3 lows
10.6% above previous 4 highs, 8.1% below previous 4 lows
10.3% above previous 5 highs, 7.0% below previous 5 lows
10.2% above previous 6 highs, 5.6% below previous 6 lows
9.6% above previous 7 highs, 5.5% below previous 7 lows
9.1% above previous 8 highs, 5.1% below previous 8 lows
8.8% above previous 9 highs, 4.4% below previous 9 lows
8.5% above previous 10 highs, 3.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150520 Closing)
47.2% are above or equal to 5/19 close (1 days ago), 52.8% are below.
40.5% are above or equal to 5/18 close (2 days ago), 59.5% are below.
55.0% are above or equal to 5/15 close (3 days ago), 45.0% are below.
56.4% are above or equal to 5/14 close (4 days ago), 43.6% are below.
67.5% are above or equal to 5/13 close (5 days ago), 32.5% are below.
68.0% are above or equal to 5/12 close (6 days ago), 32.0% are below.
65.3% are above or equal to 5/11 close (7 days ago), 34.7% are below.
62.0% are above or equal to 5/8 close (8 days ago), 38.0% are below.
70.8% are above or equal to 5/7 close (9 days ago), 29.2% are below.
72.5% are above or equal to 5/6 close (10 days ago), 27.5% are below.
68.7% are above or equal to 5/5 close (11 days ago), 31.3% are below.
58.0% are above or equal to 5/4 close (12 days ago), 42.0% are below.
59.5% are above or equal to 5/1 close (13 days ago), 40.5% are below.
65.2% are above or equal to 4/30 close (14 days ago), 34.8% are below.
57.9% are above or equal to 4/29 close (15 days ago), 42.1% are below.
53.1% are above or equal to 4/28 close (16 days ago), 46.9% are below.
54.3% are above or equal to 4/27 close (17 days ago), 45.7% are below.
50.4% are above or equal to 4/24 close (18 days ago), 49.6% are below.
51.2% are above or equal to 4/23 close (19 days ago), 48.8% are below.
53.3% are above or equal to 4/22 close (20 days ago), 46.7% are below.
55.7% are above or equal to 4/21 close (21 days ago), 44.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150520 Closing)
20d: 12.4% new highs, 6.4% new lows
21d: 12.0% new highs, 6.2% new lows
42d: 8.5% new highs, 3.3% new lows
63d: 7.8% new highs, 2.8% new lows
126d: 6.5% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150520 Closing)
2-day: 45.9% above, 54.1% below
3-day: 41.1% above, 58.9% below
4-day: 48.1% above, 51.9% below
5-day: 50.4% above, 49.6% below
8-day: 62.6% above, 37.4% below
10-day: 63.9% above, 36.1% below
20-day: 61.3% above, 38.7% below
50-day: 59.7% above, 40.3% below
200-day: 62.1% above, 37.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150520 Closing)
HEAL(59): 0.27% Top=OPK SEM DGX ZLTQ KND THC PKI PRXL ….. BSX MR DXCM UHS HYH HOLX ABMD OSUR=Bottom (Health)
ENER(107): 0.26% Top=PDS NBR FET HOS HES BAS EXH FTI ….. RICE CIE MWE QEP RSPP PE LPI UPL=Bottom (Energy)
META(23): 0.21% Top=SLCA NEM SCCO CMC FNV SWC AEM CNX ….. AA SLW ABX GG BVN FCX CCJ CENX=Bottom (Metals & Mining)
INSU(39): 0.20% Top=AJG MTG AFSI AIG AON AFL MBI HIG ….. UNM ORI CB FNF MET PRU CNO GNW=Bottom (Insurance)
MANU(44): 0.19% Top=GNRC TEX GTLS GE ATU CAT RS DOV ….. MHK LECO PCP IR ZBRA JKS BWC DDD=Bottom (Manufacturing)
MATE(31): 0.10% Top=MTZ MTH RYL DAR TPH SPF CVA PWR ….. RSG WCN USG CBPX AWI MAS RYN OC=Bottom (Materials & Construction)
LEIS(40): 0.10% Top=TOUR GPRO RRGB LVS MGM EXPE WEN WYNN ….. FRGI QUNR DRI CMG SGMS CCL HABT LOCO=Bottom (Leisure)
COSW(101): 0.06% Top=MOMO YHOO IMPV PTC NTES PFPT EQIX CSC ….. ATHM VDSI CRM TWTR SFUN TTWO DBD TRUE=Bottom (Computer Software/Internet)
COHW(53): 0.03% Top=GOGO CUDA OLED TMUS NMBL TDS CTL KN ….. HPQ STX JDSU NSR RKUS CCI SSYS SWIR=Bottom (Computer Hardware/Telecom)
CHEM(32): -0.03% Top=FTK HUN MOS IFF WLK GRA CE DOW ….. VAL RPM DD MON CYT SHW GPRE PEIX=Bottom (Chemicals/Fertilizers)
ELEC(59): -0.06% Top=HIMX ADI AMBA QLGC BRKR QRVO WAT CPHD ….. CRUS CY ON TSL CREE CSIQ JASO KEYS=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(87): -0.11% Top=PGRE RLGY BRX LXP GOV LPT PKY DEI ….. ARCP MAC AMT CXP WPG HST PEB NSM=Bottom (Real Estate)
CONS(61): -0.13% Top=HAR DECK TUMI SKX FOSL TUP WWW PBI ….. ATR TPX GIL PAY LULU OI ICON AVP=Bottom (Consumer)
DISV(51): -0.23% Top=KBR RBA TYC HMHC ATHN URI JEC DV ….. BCO AL SBAC APOL TNET AAN R Z=Bottom (Diversified Services)
RETA(67): -0.26% Top=AEO BABA OUTR RH SIG RAD BID JCP ….. SPLS DLTR AAP ROST BBBY BBY LL LOW=Bottom (Retail & Specialty Retail)
FINA(86): -0.33% Top=SYF JNS IVZ LAZ APO WETF TRCO WDR ….. CME BKU RF WAL USB STI CMA FITB=Bottom (Banks/Financials)
TRAN(38): -2.01% Top=AIRM TDW NAT STNG TRN GBX SWFT TK ….. ALK VA DAL SAVE JBLU LUV AAL UAL=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:07 pm

Market Stats at 2:07 pm ET
by daytrend on 20150520. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 978.

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 (20150520 2:07 pm ET)
16.7% of stocks are above yesterday’s high.
45.5% are above yesterday’s midpoint. (54.5% are below.)
20.7% are below yesterday’s low.
62.7% are inside yesterday’s range.
36.9% of stocks with today’s high > yesterday’s high. (63.1% less than).
51.6% of stocks with today’s low < yesterday’s low. (48.4% greater than).

EVIDENCE OF INTRADAY TREND (20150520 2:07 pm ET)
43.5% of stocks are above today’s open. (54.2% are below).
39.6% of stocks are above today’s open and yesterday’s close.
44.7% are below both.
7.7% of stocks opened above yesterday’s high.
59.4% of stocks opened above yesterday’s close. (34.5% opened below yesterday’s close).
4.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150520 2:07 pm ET)
6.4% of stocks are in the top 10% of today’s range.
20.2% are in the top 20%.
56.1% are in the top half. 43.9% of stocks are in the bottom half of today’s range.
12.6% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN (20150520 2:07 pm ET)
51.3% of stocks are above yesterday’s close. (48.7% are below.)
0.4% are up 4.5% or more. 1.0% are down 4.5% or more.
1.0% are up 3.5% or more. 1.8% are down 3.5% or more.
72.8% are between +1% and -1%.

RSI on DAILY (20150520 2:07 pm ET)
2-day: >=95:8.8%…>=90:15.0%…>=80:24.4%…>=50:53.9%…<=20:16.1%…<=10:7.1%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.9%…>=50:63.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:61.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150520 2:07 pm ET)
16.7% above previous 1 highs, 20.7% below previous 1 lows
14.0% above previous 2 highs, 12.4% below previous 2 lows
12.0% above previous 3 highs, 9.1% below previous 3 lows
11.1% above previous 4 highs, 6.9% below previous 4 lows
10.8% above previous 5 highs, 6.1% below previous 5 lows
10.6% above previous 6 highs, 5.1% below previous 6 lows
9.6% above previous 7 highs, 5.0% below previous 7 lows
9.0% above previous 8 highs, 4.6% below previous 8 lows
9.0% above previous 9 highs, 3.9% below previous 9 lows
8.7% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150520 2:07 pm ET)
51.3% are above or equal to 5/19 close (1 days ago), 48.7% are below.
43.7% are above or equal to 5/18 close (2 days ago), 56.3% are below.
56.6% are above or equal to 5/15 close (3 days ago), 43.4% are below.
59.1% are above or equal to 5/14 close (4 days ago), 40.9% are below.
69.2% are above or equal to 5/13 close (5 days ago), 30.8% are below.
68.3% are above or equal to 5/12 close (6 days ago), 31.7% are below.
66.3% are above or equal to 5/11 close (7 days ago), 33.7% are below.
62.6% are above or equal to 5/8 close (8 days ago), 37.4% are below.
71.1% are above or equal to 5/7 close (9 days ago), 28.9% are below.
73.0% are above or equal to 5/6 close (10 days ago), 27.0% are below.
69.0% are above or equal to 5/5 close (11 days ago), 31.0% are below.
58.7% are above or equal to 5/4 close (12 days ago), 41.3% are below.
61.0% are above or equal to 5/1 close (13 days ago), 39.0% are below.
66.4% are above or equal to 4/30 close (14 days ago), 33.6% are below.
57.6% are above or equal to 4/29 close (15 days ago), 42.4% are below.
53.5% are above or equal to 4/28 close (16 days ago), 46.5% are below.
55.0% are above or equal to 4/27 close (17 days ago), 45.0% are below.
50.2% are above or equal to 4/24 close (18 days ago), 49.8% are below.
51.0% are above or equal to 4/23 close (19 days ago), 49.0% are below.
53.5% are above or equal to 4/22 close (20 days ago), 46.5% are below.
55.5% are above or equal to 4/21 close (21 days ago), 44.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150520 2:07 pm ET)
20d: 10.9% new highs, 6.3% new lows
21d: 10.5% new highs, 6.1% new lows
42d: 7.7% new highs, 3.2% new lows
63d: 7.0% new highs, 2.7% new lows
126d: 5.9% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150520 2:07 pm ET)
2-day: 49.5% above, 50.5% below
3-day: 44.4% above, 55.6% below
4-day: 51.5% above, 48.5% below
5-day: 53.3% above, 46.7% below
8-day: 64.7% above, 35.3% below
10-day: 65.3% above, 34.7% below
20-day: 62.1% above, 37.9% below
50-day: 59.7% above, 40.3% below
200-day: 62.4% above, 37.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150520 2:07 pm ET)
HEAL(59): 0.36% Top=OPK DGX THC SEM ZLTQ LH TMO EW ….. BSX MR BAX THOR HOLX DXCM ABMD OSUR=Bottom (Health)
META(23): 0.34% Top=NEM AEM SCCO FNV SLCA CMC GOLD TCK ….. NUE X BVN GG SLW FCX CCJ CENX=Bottom (Metals & Mining)
LEIS(40): 0.17% Top=TOUR GPRO RRGB LVS ARMK WEN MGM WYNN ….. MCD CMG DRI SGMS CCL FRGI HABT LOCO=Bottom (Leisure)
MATE(31): 0.17% Top=MTZ MTH DAR RYL TPH SPF TOL DHI ….. AWI EXP USG MLM CBPX RYN MAS OC=Bottom (Materials & Construction)
INSU(39): 0.17% Top=AJG MTG AFL AFSI AIG RDN AON HIG ….. ALL CB MET ORI FNF PRU CNO GNW=Bottom (Insurance)
ENER(107): 0.16% Top=PDS NBR HOS FET NFX EXH FTI CJES ….. RICE CIE QEP NGLS LPI PE UPL RSPP=Bottom (Energy)
REAL(87): 0.14% Top=PGRE RLGY BRX GOV LXP CONE UDR PLD ….. MAC LHO BEE NRZ WPG HST AMT NSM=Bottom (Real Estate)
MANU(44): 0.13% Top=GNRC TEX SEDG MRC DOV RS GTLS ATU ….. DE IR LECO PCP SPW JKS BWC DDD=Bottom (Manufacturing)
COHW(53): 0.11% Top=TMUS GOGO CUDA OLED CIEN CTL NMBL WIN ….. STX NSR JDSU HPQ SSYS EMC RKUS SWIR=Bottom (Computer Hardware/Telecom)
COSW(101): 0.07% Top=MOMO YHOO NTES CSC IMPV EQIX PFPT INOV ….. TWTR VDSI CRM ATHM DBD TRUE TTWO SFUN=Bottom (Computer Software/Internet)
CHEM(32): 0.06% Top=HUN FTK IFF MOS OLN WLK DOW MEOH ….. PPG RPM MON DD CYT SHW GPRE PEIX=Bottom (Chemicals/Fertilizers)
ELEC(59): 0.05% Top=HIMX ADI AMBA MU QRVO WAT BRKR XLNX ….. TRMB FLDM TSL INVN CREE CSIQ JASO KEYS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(61): -0.15% Top=HAR DECK TUMI SKX RL WWW TUP FOSL ….. ATR TPX ICON PAY MAT OI LULU AVP=Bottom (Consumer)
DISV(51): -0.21% Top=KBR ATHN RBA HMHC TYC ACM LDOS PRAA ….. GPN RHI R SBAC HMSY AL AAN Z=Bottom (Diversified Services)
RETA(67): -0.26% Top=AEO OUTR RH BABA SIG RAD BID JCP ….. FIVE FINL ZU W URBN BBY LL LOW=Bottom (Retail & Specialty Retail)
FINA(86): -0.30% Top=JNS SYF APO IVZ LAZ VOYA PFG WDR ….. ZION AMTD CMA RF USB WAL STI FITB=Bottom (Banks/Financials)
TRAN(38): -1.47% Top=AIRM NAT TDW SWFT TRN STNG KEX FDX ….. ALK HA DAL SAVE JBLU AAL UAL LUV=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 2:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:59 am

Market Stats at 10:58 am ET
by daytrend on 20150520. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 978.

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 (20150520 10:58 am ET)
12.5% of stocks are above yesterday’s high.
44.6% are above yesterday’s midpoint. (55.4% are below.)
19.4% are below yesterday’s low.
68.1% are inside yesterday’s range.
30.4% of stocks with today’s high > yesterday’s high. (69.6% less than).
45.3% of stocks with today’s low < yesterday’s low. (54.7% greater than).

EVIDENCE OF INTRADAY TREND (20150520 10:58 am ET)
40.2% of stocks are above today’s open. (58.1% are below).
35.4% of stocks are above today’s open and yesterday’s close.
46.3% are below both.
7.7% of stocks opened above yesterday’s high.
59.4% of stocks opened above yesterday’s close. (34.5% opened below yesterday’s close).
4.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150520 10:58 am ET)
9.4% of stocks are in the top 10% of today’s range.
20.7% are in the top 20%.
52.2% are in the top half. 47.8% of stocks are in the bottom half of today’s range.
18.0% are in the bottom 20%.
9.2% are in the bottom 10%.

GAIN (20150520 10:58 am ET)
49.0% of stocks are above yesterday’s close. (51.0% are below.)
0.4% are up 4.5% or more. 1.0% are down 4.5% or more.
0.5% are up 3.5% or more. 1.4% are down 3.5% or more.
77.8% are between +1% and -1%.

RSI on DAILY (20150520 10:58 am ET)
2-day: >=95:7.8%…>=90:13.5%…>=80:23.7%…>=50:53.7%…<=20:16.9%…<=10:9.9%…<=5:4.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:62.9%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:61.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150520 10:58 am ET)
12.5% above previous 1 highs, 19.4% below previous 1 lows
10.3% above previous 2 highs, 11.7% below previous 2 lows
8.9% above previous 3 highs, 9.2% below previous 3 lows
8.5% above previous 4 highs, 7.1% below previous 4 lows
8.5% above previous 5 highs, 6.5% below previous 5 lows
8.3% above previous 6 highs, 6.0% below previous 6 lows
7.6% above previous 7 highs, 5.9% below previous 7 lows
7.2% above previous 8 highs, 5.2% below previous 8 lows
7.0% above previous 9 highs, 4.7% below previous 9 lows
6.5% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150520 10:58 am ET)
49.0% are above or equal to 5/19 close (1 days ago), 51.0% are below.
44.2% are above or equal to 5/18 close (2 days ago), 55.8% are below.
56.6% are above or equal to 5/15 close (3 days ago), 43.4% are below.
58.0% are above or equal to 5/14 close (4 days ago), 42.0% are below.
69.4% are above or equal to 5/13 close (5 days ago), 30.6% are below.
68.4% are above or equal to 5/12 close (6 days ago), 31.6% are below.
65.0% are above or equal to 5/11 close (7 days ago), 35.0% are below.
62.4% are above or equal to 5/8 close (8 days ago), 37.6% are below.
70.6% are above or equal to 5/7 close (9 days ago), 29.4% are below.
72.3% are above or equal to 5/6 close (10 days ago), 27.7% are below.
69.2% are above or equal to 5/5 close (11 days ago), 30.8% are below.
59.8% are above or equal to 5/4 close (12 days ago), 40.2% are below.
60.4% are above or equal to 5/1 close (13 days ago), 39.6% are below.
66.1% are above or equal to 4/30 close (14 days ago), 33.9% are below.
57.6% are above or equal to 4/29 close (15 days ago), 42.4% are below.
52.2% are above or equal to 4/28 close (16 days ago), 47.8% are below.
53.8% are above or equal to 4/27 close (17 days ago), 46.2% are below.
49.8% are above or equal to 4/24 close (18 days ago), 50.2% are below.
51.7% are above or equal to 4/23 close (19 days ago), 48.3% are below.
53.9% are above or equal to 4/22 close (20 days ago), 46.1% are below.
55.6% are above or equal to 4/21 close (21 days ago), 44.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150520 10:58 am ET)
20d: 8.5% new highs, 5.0% new lows
21d: 8.2% new highs, 4.9% new lows
42d: 6.0% new highs, 2.6% new lows
63d: 5.5% new highs, 2.1% new lows
126d: 4.5% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150520 10:58 am ET)
2-day: 46.8% above, 53.2% below
3-day: 43.4% above, 56.6% below
4-day: 50.2% above, 49.8% below
5-day: 53.9% above, 46.1% below
8-day: 64.1% above, 35.9% below
10-day: 67.2% above, 32.8% below
20-day: 61.3% above, 38.7% below
50-day: 58.9% above, 41.1% below
200-day: 62.0% above, 38.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150520 10:58 am ET)
HEAL(59): 0.36% Top=OPK EW THC INCR TMO PKI SEM A ….. WX BAX THOR ANTM HOLX DXCM PODD ABMD=Bottom (Health)
ELEC(59): 0.29% Top=HIMX ADI AMBA IDTI QRVO XLNX WAT MU ….. CRUS FLDM CSIQ SCTY CREE INVN JASO KEYS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(53): 0.18% Top=TMUS OLED GOGO CUDA CTL RCI NMBL ZAYO ….. ARRS CCI EMC GIMO LVLT NSR SWIR HPQ=Bottom (Computer Hardware/Telecom)
META(23): 0.13% Top=NEM AEM SCCO FNV SWC ABX BVN GOLD ….. STLD AA CCJ FCX SLCA CNX X CENX=Bottom (Metals & Mining)
INSU(39): 0.10% Top=AJG MBI RDN MTG AIZ AFSI AFL XL ….. ACE CLGX LNC PRU ALL ORI CNO GNW=Bottom (Insurance)
CHEM(32): 0.10% Top=OLN FTK IFF MEOH DOW HUN CE WLK ….. DD RPM VAL MON SHW CYT PEIX GPRE=Bottom (Chemicals/Fertilizers)
REAL(87): 0.08% Top=RLGY ARCP NRF GOV PGRE BRX HIW SPG ….. WPG HST AMT BEE NRZ GLPI OUT NSM=Bottom (Real Estate)
LEIS(40): 0.07% Top=GPRO LVS WEN RRGB WYNN TOUR ARMK YUM ….. SEAS MCD DRI SBUX FRGI SGMS HABT LOCO=Bottom (Leisure)
MANU(44): 0.06% Top=GNRC SEDG DOV MRC TEX CAT TILE RS ….. JOY JKS AGCO LECO KMT BWC ATI DDD=Bottom (Manufacturing)
COSW(101): 0.02% Top=MOMO YHOO CMCM NTES CSC EQIX LC IMPV ….. WDAY VIPS GLUU ATHM SFUN DBD TTWO CRM=Bottom (Computer Software/Internet)
FINA(86): -0.11% Top=EV APO JNS LAZ WDR SYF IVZ PFG ….. LPLA SNV CMA USB RF WAL FITB STI=Bottom (Banks/Financials)
CONS(61): -0.17% Top=HAR DECK RL TUP TUMI JAH PBI PKG ….. UFS OI ICON CROX TPX MAT AVP LULU=Bottom (Consumer)
DISV(51): -0.21% Top=RBA KBR TYC HMHC ATHN DV PRAA LDOS ….. MA RHI FLT SBAC GPN HMSY ULTA Z=Bottom (Diversified Services)
RETA(67): -0.23% Top=AEO OUTR RAD BID SIG MELI ANF CAB ….. GNC DLTR W WSM SPLS BBY LL LOW=Bottom (Retail & Specialty Retail)
MATE(31): -0.25% Top=MTZ DAR FLR CVA WY PWR FAST MTH ….. LEN MDC RYN PHM TPH MAS EXP OC=Bottom (Materials & Construction)
ENER(107): -0.65% Top=PDS CVE CJES RIG SU NBR PTEN EXH ….. BBG RICE BCEI UPL PE LPI RSPP SN=Bottom (Energy)
TRAN(38): -1.60% Top=AIRM STNG SWFT CP FDX ECHO UPS NAT ….. ALK DAL SAVE HA JBLU UAL AAL LUV=Bottom (Transportation)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:58 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:17 am

Market Stats at 10:17 am ET
by daytrend on 20150520. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 978.

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 (20150520 10:17 am ET)
9.5% of stocks are above yesterday’s high.
41.3% are above yesterday’s midpoint. (58.7% are below.)
18.0% are below yesterday’s low.
72.5% are inside yesterday’s range.
24.2% of stocks with today’s high > yesterday’s high. (75.8% less than).
42.5% of stocks with today’s low < yesterday’s low. (57.5% greater than).

EVIDENCE OF INTRADAY TREND (20150520 10:17 am ET)
37.0% of stocks are above today’s open. (60.5% are below).
31.6% of stocks are above today’s open and yesterday’s close.
50.2% are below both.
7.7% of stocks opened above yesterday’s high.
59.4% of stocks opened above yesterday’s close. (34.5% opened below yesterday’s close).
4.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150520 10:17 am ET)
16.5% of stocks are in the top 10% of today’s range.
26.2% are in the top 20%.
54.1% are in the top half. 45.9% of stocks are in the bottom half of today’s range.
19.1% are in the bottom 20%.
8.7% are in the bottom 10%.

GAIN (20150520 10:17 am ET)
44.0% of stocks are above yesterday’s close. (56.0% are below.)
0.4% are up 4.5% or more. 0.8% are down 4.5% or more.
0.4% are up 3.5% or more. 1.4% are down 3.5% or more.
81.9% are between +1% and -1%.

RSI on DAILY (20150520 10:17 am ET)
2-day: >=95:5.9%…>=90:10.8%…>=80:19.5%…>=50:52.2%…<=20:14.7%…<=10:7.1%…<=5:3.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:62.6%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:59.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150520 10:17 am ET)
9.5% above previous 1 highs, 18.0% below previous 1 lows
7.6% above previous 2 highs, 9.7% below previous 2 lows
5.9% above previous 3 highs, 7.6% below previous 3 lows
5.6% above previous 4 highs, 5.2% below previous 4 lows
5.6% above previous 5 highs, 4.7% below previous 5 lows
5.4% above previous 6 highs, 4.4% below previous 6 lows
4.6% above previous 7 highs, 4.3% below previous 7 lows
4.2% above previous 8 highs, 3.8% below previous 8 lows
4.1% above previous 9 highs, 3.5% below previous 9 lows
3.8% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150520 10:17 am ET)
44.0% are above or equal to 5/19 close (1 days ago), 56.0% are below.
42.2% are above or equal to 5/18 close (2 days ago), 57.8% are below.
55.6% are above or equal to 5/15 close (3 days ago), 44.4% are below.
57.3% are above or equal to 5/14 close (4 days ago), 42.7% are below.
69.6% are above or equal to 5/13 close (5 days ago), 30.4% are below.
69.0% are above or equal to 5/12 close (6 days ago), 31.0% are below.
65.2% are above or equal to 5/11 close (7 days ago), 34.8% are below.
60.9% are above or equal to 5/8 close (8 days ago), 39.1% are below.
70.9% are above or equal to 5/7 close (9 days ago), 29.1% are below.
73.2% are above or equal to 5/6 close (10 days ago), 26.8% are below.
69.1% are above or equal to 5/5 close (11 days ago), 30.9% are below.
59.5% are above or equal to 5/4 close (12 days ago), 40.5% are below.
59.8% are above or equal to 5/1 close (13 days ago), 40.2% are below.
66.0% are above or equal to 4/30 close (14 days ago), 34.0% are below.
57.1% are above or equal to 4/29 close (15 days ago), 42.9% are below.
52.1% are above or equal to 4/28 close (16 days ago), 47.9% are below.
54.5% are above or equal to 4/27 close (17 days ago), 45.5% are below.
49.5% are above or equal to 4/24 close (18 days ago), 50.5% are below.
51.5% are above or equal to 4/23 close (19 days ago), 48.5% are below.
53.6% are above or equal to 4/22 close (20 days ago), 46.4% are below.
55.3% are above or equal to 4/21 close (21 days ago), 44.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150520 10:17 am ET)
20d: 5.7% new highs, 4.3% new lows
21d: 5.4% new highs, 4.2% new lows
42d: 4.0% new highs, 2.0% new lows
63d: 3.6% new highs, 1.7% new lows
126d: 3.1% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150520 10:17 am ET)
2-day: 42.2% above, 57.8% below
3-day: 42.0% above, 58.0% below
4-day: 49.8% above, 50.2% below
5-day: 52.8% above, 47.2% below
8-day: 64.1% above, 35.9% below
10-day: 66.6% above, 33.4% below
20-day: 61.6% above, 38.4% below
50-day: 59.0% above, 41.0% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150520 10:17 am ET)
ELEC(59): 0.43% Top=HIMX ADI TSL XLNX IDTI QRVO MU NVDA ….. CRUS CSIQ SCTY INVN CREE JASO FLDM KEYS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(53): 0.31% Top=OLED TMUS BBRY GOGO CUDA KN INFN ZAYO ….. CSCO EMC RKUS CCI UBNT ANET HPQ GIMO=Bottom (Computer Hardware/Telecom)
META(23): 0.23% Top=SWC AEM NEM SCCO FNV SLW BVN GOLD ….. AA CNX FCX NUE CCJ STLD X CENX=Bottom (Metals & Mining)
MANU(44): 0.21% Top=GNRC SEDG MRC TEX DOV CAT CFX ZBRA ….. KMT JKS DDD BWC MHK AGCO LECO ATI=Bottom (Manufacturing)
CHEM(32): 0.15% Top=FTK IFF DOW WLK MEOH AXLL HUN OLN ….. DD FMC RPM VAL GPRE SHW MON CYT=Bottom (Chemicals/Fertilizers)
HEAL(59): 0.14% Top=OPK ZLTQ EW TMO THC HNT PKI SEM ….. KND ANTM BAX DXCM HOLX THOR PODD ABMD=Bottom (Health)
INSU(39): 0.07% Top=MBI AJG RDN MTG PGR AXS TRV MMC ….. BRO CNO AWH CLGX FNF ORI ALL GNW=Bottom (Insurance)
ENER(107): -0.01% Top=CVE CJES PDS PTEN RIG HP MUR SU ….. MRD CMLP UPL BCEI PAA SN PE RSPP=Bottom (Energy)
COSW(101): -0.08% Top=MOMO YHOO EQIX CSOD CMCM CSC FEYE LC ….. GRPN DBD VDSI CRM TTWO ATHM VIPS SFUN=Bottom (Computer Software/Internet)
FINA(86): -0.11% Top=EV APO JNS LAZ SYF IVZ ICE WDR ….. SNV FHN WETF WAL LPLA HAWK FITB STI=Bottom (Banks/Financials)
REAL(87): -0.17% Top=ARCP PGRE RLGY BRX MFA NLY AMH GOV ….. DDR AMT HPT BEE PEB BMR NSM GLPI=Bottom (Real Estate)
MATE(31): -0.19% Top=MTZ FLR PWR DAR WY FAST WM WCN ….. RYN CBPX USG MAS PHM MDC TPH OC=Bottom (Materials & Construction)
DISV(51): -0.24% Top=KBR YY RBA TYC ATHN DV LDOS JEC ….. FLT CAR SBAC AAN ULTA GPN HMSY Z=Bottom (Diversified Services)
CONS(61): -0.27% Top=HAR KS DECK TUP RL CCK PBI NWL ….. SKX AVP SCSS FL MAT ICON TPX LULU=Bottom (Consumer)
LEIS(40): -0.27% Top=WYNN LVS ARMK GPRO TOUR QUNR MGM YUM ….. CMG CCL BLMN SONC FRGI SBUX HABT LOCO=Bottom (Leisure)
RETA(67): -0.42% Top=AEO OUTR ANF RAD MELI SIG ZU JCP ….. WSM TJX FIVE SPLS BBY LL W LOW=Bottom (Retail & Specialty Retail)
TRAN(38): -1.68% Top=AIRM TK STNG UPS FDX KEX TRN CNI ….. HA ALK DAL SAVE UAL AAL LUV JBLU=Bottom (Transportation)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:17 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:49 am

Market Stats at 9:49 am ET
by daytrend on 20150520. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 978.

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 (20150520 9:49 am ET)
6.1% of stocks are above yesterday’s high.
38.0% are above yesterday’s midpoint. (62.0% are below.)
18.7% are below yesterday’s low.
75.2% are inside yesterday’s range.
19.4% of stocks with today’s high > yesterday’s high. (80.6% less than).
38.3% of stocks with today’s low < yesterday’s low. (61.7% greater than).

EVIDENCE OF INTRADAY TREND (20150520 9:49 am ET)
30.1% of stocks are above today’s open. (68.0% are below).
24.8% of stocks are above today’s open and yesterday’s close.
55.7% are below both.
7.7% of stocks opened above yesterday’s high.
59.4% of stocks opened above yesterday’s close. (34.5% opened below yesterday’s close).
4.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150520 9:49 am ET)
7.9% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
41.8% are in the top half. 58.2% of stocks are in the bottom half of today’s range.
21.4% are in the bottom 20%.
11.6% are in the bottom 10%.

GAIN (20150520 9:49 am ET)
38.9% of stocks are above yesterday’s close. (61.1% are below.)
0.2% are up 4.5% or more. 0.7% are down 4.5% or more.
0.4% are up 3.5% or more. 1.1% are down 3.5% or more.
85.9% are between +1% and -1%.

RSI on DAILY (20150520 9:49 am ET)
2-day: >=95:5.0%…>=90:8.4%…>=80:15.7%…>=50:49.4%…<=20:17.1%…<=10:8.7%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:61.2%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:59.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150520 9:49 am ET)
6.1% above previous 1 highs, 18.7% below previous 1 lows
4.1% above previous 2 highs, 10.5% below previous 2 lows
3.3% above previous 3 highs, 8.8% below previous 3 lows
3.0% above previous 4 highs, 6.6% below previous 4 lows
3.0% above previous 5 highs, 6.1% below previous 5 lows
2.9% above previous 6 highs, 5.3% below previous 6 lows
2.6% above previous 7 highs, 5.3% below previous 7 lows
2.4% above previous 8 highs, 4.9% below previous 8 lows
2.2% above previous 9 highs, 4.3% below previous 9 lows
1.9% above previous 10 highs, 3.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150520 9:49 am ET)
38.9% are above or equal to 5/19 close (1 days ago), 61.1% are below.
39.6% are above or equal to 5/18 close (2 days ago), 60.4% are below.
54.4% are above or equal to 5/15 close (3 days ago), 45.6% are below.
55.5% are above or equal to 5/14 close (4 days ago), 44.5% are below.
68.3% are above or equal to 5/13 close (5 days ago), 31.7% are below.
67.7% are above or equal to 5/12 close (6 days ago), 32.3% are below.
63.6% are above or equal to 5/11 close (7 days ago), 36.4% are below.
61.5% are above or equal to 5/8 close (8 days ago), 38.5% are below.
70.9% are above or equal to 5/7 close (9 days ago), 29.1% are below.
73.0% are above or equal to 5/6 close (10 days ago), 27.0% are below.
69.1% are above or equal to 5/5 close (11 days ago), 30.9% are below.
58.5% are above or equal to 5/4 close (12 days ago), 41.5% are below.
60.4% are above or equal to 5/1 close (13 days ago), 39.6% are below.
65.7% are above or equal to 4/30 close (14 days ago), 34.3% are below.
55.9% are above or equal to 4/29 close (15 days ago), 44.1% are below.
51.7% are above or equal to 4/28 close (16 days ago), 48.3% are below.
54.0% are above or equal to 4/27 close (17 days ago), 46.0% are below.
48.9% are above or equal to 4/24 close (18 days ago), 51.1% are below.
50.3% are above or equal to 4/23 close (19 days ago), 49.7% are below.
52.4% are above or equal to 4/22 close (20 days ago), 47.6% are below.
55.0% are above or equal to 4/21 close (21 days ago), 45.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150520 9:49 am ET)
20d: 4.1% new highs, 4.1% new lows
21d: 3.8% new highs, 4.0% new lows
42d: 2.6% new highs, 1.8% new lows
63d: 2.4% new highs, 1.5% new lows
126d: 2.1% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150520 9:49 am ET)
2-day: 36.5% above, 63.5% below
3-day: 36.6% above, 63.4% below
4-day: 46.2% above, 53.8% below
5-day: 51.2% above, 48.8% below
8-day: 62.2% above, 37.8% below
10-day: 64.8% above, 35.2% below
20-day: 61.6% above, 38.4% below
50-day: 58.0% above, 42.0% below
200-day: 61.9% above, 38.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150520 9:49 am ET)
META(23): 0.39% Top=AEM SWC ABX SLW SCCO TCK SLCA GG ….. AA STLD NUE FCX X CNX CCJ CENX=Bottom (Metals & Mining)
REAL(87): 0.11% Top=ARCP PGRE BRX RPAI HIW SPG AMH SRC ….. OUT NRZ HPT EQC AMT CONE GLPI NSM=Bottom (Real Estate)
ELEC(59): 0.05% Top=HIMX ADI XLNX NVDA MCHP IDTI SUNE MU ….. QLGC CRUS CSIQ SCTY CREE FLDM JASO KEYS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(32): 0.04% Top=WLK MEOH HUN OLN DOW AGU EMN POT ….. ALB CBT PEIX VAL PPG SHW CYT MON=Bottom (Chemicals/Fertilizers)
MANU(44): 0.02% Top=GNRC GTLS RS FLS MRC TEX SPW CAT ….. SEDG AOS DDD EMR IR DCI LECO JKS=Bottom (Manufacturing)
COHW(53): -0.02% Top=TMUS ZAYO OLED CUDA CTL TDC BCE RCI ….. WDC JDSU HPQ CCOI STX PANW GIMO RKUS=Bottom (Computer Hardware/Telecom)
HEAL(59): -0.09% Top=EW TMO A STE WMGI LH PKI OSUR ….. BAX UHS ANTM DXCM HOLX ACHC ABMD PODD=Bottom (Health)
INSU(39): -0.16% Top=FNF MBI RDN MTG AJG XL AGO ACGL ….. BRO LNC PRU UNM CNO MET ALL GNW=Bottom (Insurance)
COSW(101): -0.19% Top=CSC YHOO CSOD EQIX LC NTES SINA BITA ….. VIPS DATA TRIP CRM GRPN HDP TTWO MOMO=Bottom (Computer Software/Internet)
MATE(31): -0.20% Top=MTZ FLR PWR DAR USG CVA EXP CBPX ….. TOL DHI KBH RYL PHM MDC TPH OC=Bottom (Materials & Construction)
CONS(61): -0.23% Top=DECK RL CCK KS TUP BLL HAR GIL ….. IP KATE ICON AVP COTY SCSS LULU MAT=Bottom (Consumer)
FINA(86): -0.27% Top=APO EV OCN ICE BMO LAZ BX TD ….. FITB MS LPLA NDAQ HAWK STI WAL WETF=Bottom (Banks/Financials)
RETA(67): -0.33% Top=AEO OUTR SHLD RAD DDS ANF SIG JCP ….. DLTR GME LL BBY WSM SPLS FIVE LOW=Bottom (Retail & Specialty Retail)
DISV(51): -0.33% Top=KBR LDOS ATHN RBA TYC JEC DV CXW ….. V SBAC APOL TNET WAGE HMSY GPN Z=Bottom (Diversified Services)
ENER(107): -0.46% Top=CVE HOS SU PDS RIG CJES MDU DRQ ….. MRD UPL PAA QEP XEC LPI RSPP SN=Bottom (Energy)
LEIS(40): -0.47% Top=TOUR QUNR LVS ARMK GPRO MYCC WYNN QSR ….. CAKE CCL DRI CMG HABT SGMS SBUX LOCO=Bottom (Leisure)
TRAN(38): -1.30% Top=AIRM KEX UPS TRN WAB KSU FDX CNI ….. ALK VA JBLU SAVE UAL DAL AAL LUV=Bottom (Transportation)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

05/19/2015

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

Closing Stats
by daytrend on 20150519. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 981.

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 (20150519 Closing)
26.3% of stocks are above yesterday’s high.
56.1% are above yesterday’s midpoint. (43.9% are below.)
23.8% are below yesterday’s low.
49.9% are inside yesterday’s range.
58.8% of stocks with today’s high > yesterday’s high. (41.2% less than).
40.2% of stocks with today’s low < yesterday’s low. (59.8% greater than).

EVIDENCE OF INTRADAY TREND (20150519 Closing)
40.4% of stocks are above today’s open. (58.9% are below).
33.7% of stocks are above today’s open and yesterday’s close.
51.6% are below both.
18.7% of stocks opened above yesterday’s high.
47.5% of stocks opened above yesterday’s close. (47.5% opened below yesterday’s close).
8.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150519 Closing)
7.8% of stocks are in the top 10% of today’s range.
14.9% are in the top 20%.
42.9% are in the top half. 57.1% of stocks are in the bottom half of today’s range.
23.1% are in the bottom 20%.
8.6% are in the bottom 10%.

GAIN (20150519 Closing)
41.9% of stocks are above yesterday’s close. (58.1% are below.)
0.6% are up 4.5% or more. 3.0% are down 4.5% or more.
0.7% are up 3.5% or more. 5.4% are down 3.5% or more.
61.1% are between +1% and -1%.

RSI on DAILY (20150519 Closing)
2-day: >=95:11.3%…>=90:20.3%…>=80:33.2%…>=50:55.2%…<=20:18.8%…<=10:8.8%…<=5:3.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.5%…>=50:62.5%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:61.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150519 Closing)
26.3% above previous 1 highs, 23.8% below previous 1 lows
22.8% above previous 2 highs, 17.9% below previous 2 lows
21.5% above previous 3 highs, 14.4% below previous 3 lows
21.1% above previous 4 highs, 12.5% below previous 4 lows
20.6% above previous 5 highs, 10.6% below previous 5 lows
18.9% above previous 6 highs, 10.0% below previous 6 lows
17.2% above previous 7 highs, 8.7% below previous 7 lows
16.9% above previous 8 highs, 6.8% below previous 8 lows
16.4% above previous 9 highs, 6.6% below previous 9 lows
15.6% above previous 10 highs, 6.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150519 Closing)
41.9% are above or equal to 5/18 close (1 days ago), 58.1% are below.
57.2% are above or equal to 5/15 close (2 days ago), 42.8% are below.
58.7% are above or equal to 5/14 close (3 days ago), 41.3% are below.
70.2% are above or equal to 5/13 close (4 days ago), 29.8% are below.
69.1% are above or equal to 5/12 close (5 days ago), 30.9% are below.
65.2% are above or equal to 5/11 close (6 days ago), 34.8% are below.
62.2% are above or equal to 5/8 close (7 days ago), 37.8% are below.
71.9% are above or equal to 5/7 close (8 days ago), 28.1% are below.
74.1% are above or equal to 5/6 close (9 days ago), 25.9% are below.
70.8% are above or equal to 5/5 close (10 days ago), 29.2% are below.
59.5% are above or equal to 5/4 close (11 days ago), 40.5% are below.
60.1% are above or equal to 5/1 close (12 days ago), 39.9% are below.
67.0% are above or equal to 4/30 close (13 days ago), 33.0% are below.
58.8% are above or equal to 4/29 close (14 days ago), 41.2% are below.
52.6% are above or equal to 4/28 close (15 days ago), 47.4% are below.
54.5% are above or equal to 4/27 close (16 days ago), 45.5% are below.
49.6% are above or equal to 4/24 close (17 days ago), 50.4% are below.
50.9% are above or equal to 4/23 close (18 days ago), 49.1% are below.
52.6% are above or equal to 4/22 close (19 days ago), 47.4% are below.
55.6% are above or equal to 4/21 close (20 days ago), 44.4% are below.
54.8% are above or equal to 4/20 close (21 days ago), 45.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150519 Closing)
20d: 17.9% new highs, 6.4% new lows
21d: 17.9% new highs, 6.3% new lows
42d: 13.3% new highs, 3.2% new lows
63d: 11.5% new highs, 2.3% new lows
126d: 9.5% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150519 Closing)
2-day: 40.8% above, 59.2% below
3-day: 50.9% above, 49.1% below
4-day: 54.0% above, 46.0% below
5-day: 61.9% above, 38.1% below
8-day: 65.0% above, 35.0% below
10-day: 68.1% above, 31.9% below
20-day: 61.7% above, 38.3% below
50-day: 59.6% above, 40.4% below
200-day: 63.0% above, 37.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150519 Closing)
LEIS(41): 0.72% Top=HABT QUNR MCD FRGI SONC TOUR JACK PNRA ….. MAR DPZ WYNN PNK ARMK MYCC BYD LOCO=Bottom (Leisure)
FINA(87): 0.55% Top=WETF CFG FITB WU STI RF HBAN NYCB ….. EV APO ETFC IVZ BX BEN LAZ OCN=Bottom (Banks/Financials)
MATE(31): 0.27% Top=KBH MAS WY SPF RYL DHI MTH USG ….. BECN CBPX MLM FLR RYN DAR MTZ PWR=Bottom (Materials & Construction)
HEAL(58): 0.12% Top=HYH PODD CYH HOLX HCA EVHC THC UHS ….. MD A KND ABMD ALGN SPNC ZLTQ OSUR=Bottom (Health)
DISV(52): 0.11% Top=YY EIGI RRD HMSY BAH TYC SCI GEO ….. AL KBR RCII CAR URI SBAC PRAA BCO=Bottom (Diversified Services)
INSU(39): 0.06% Top=TMK FAF HIG ALL AIG ACGL AJG MET ….. PRE AXS CLGX AGO RDN MTG GNW MBI=Bottom (Insurance)
COSW(100): 0.06% Top=TTWO CMCM DATA ZEN SABR EPAM GRPN SPLK ….. VEEV LNKD MDSO WUBA VIPS BITA ATHM YHOO=Bottom (Computer Software/Internet)
CONS(61): 0.04% Top=SKX COTY BMS FBHS SCSS AVY RKT FL ….. PBI RL UFS TUP HAR KATE LULU AVP=Bottom (Consumer)
REAL(88): -0.19% Top=NSM NRZ CONE PGRE OHI BEE CPT DRE ….. PEI PSA DFT SLG SRC DDR GOV OUT=Bottom (Real Estate)
CHEM(31): -0.39% Top=GPRE OLN DD CF RPM IFF SHW POT ….. ALB AXLL EMN PEIX CHMT POL MEOH FTK=Bottom (Chemicals/Fertilizers)
COHW(55): -0.51% Top=CAMP CUDA NTAP NMBL SSYS BRCD NSR UBNT ….. SMCI CDW RKUS WDC TDS CCOI STX ZAYO=Bottom (Computer Hardware/Telecom)
RETA(67): -0.63% Top=ASNA TJX BURL M JMEI LL BABA W ….. BIG GES RAD SHLD ANF WMT DKS URBN=Bottom (Retail & Specialty Retail)
ELEC(60): -0.71% Top=AMBA CY LRCX WAT SWKS MSCC CRUS GLW ….. MU HIMX CREE SPWR KEYS SIMO CSIQ TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(38): -0.74% Top=AIRM VA NAT AAWW XPO KNX WERN FDX ….. CNW TK UAL GLOG AAL DAL LUV TDW=Bottom (Transportation)
MANU(43): -0.81% Top=MHK GTLS ITT PCP BWC SWK AOS AGCO ….. FLS CMI TEX JOY ATI SEDG JKS MRC=Bottom (Manufacturing)
ENER(107): -2.20% Top=MDU PDCE MUSA NFX MWE PAA XOM ETE ….. DO RIG FET LPI CRR UPL BBG OAS=Bottom (Energy)
META(23): -3.30% Top=CNX NEM STLD SCCO CMC NUE FNV AA ….. FCX AEM GG X CENX SLCA ABX CCJ=Bottom (Metals & Mining)

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

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