daytrend

05/27/2015

Filed under: Market Stats — daytrend @ 12:43 pm

Market Stats at 1:42 pm ET
by daytrend on 20150527. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 935.

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 (20150527 1:42 pm ET)
28.8% of stocks are above yesterday’s high.
61.2% are above yesterday’s midpoint. (38.8% are below.)
8.7% are below yesterday’s low.
62.6% are inside yesterday’s range.
40.2% of stocks with today’s high > yesterday’s high. (59.8% less than).
39.9% of stocks with today’s low < yesterday’s low. (60.1% greater than).

EVIDENCE OF INTRADAY TREND (20150527 1:42 pm ET)
74.0% of stocks are above today’s open. (24.9% are below).
69.8% of stocks are above today’s open and yesterday’s close.
17.8% are below both.
6.3% of stocks opened above yesterday’s high.
65.6% of stocks opened above yesterday’s close. (29.8% opened below yesterday’s close).
6.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150527 1:42 pm ET)
33.4% of stocks are in the top 10% of today’s range.
48.8% are in the top 20%.
78.1% are in the top half. 21.9% of stocks are in the bottom half of today’s range.
4.2% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN (20150527 1:42 pm ET)
78.4% of stocks are above yesterday’s close. (21.6% are below.)
0.6% are up 4.5% or more. 0.5% are down 4.5% or more.
1.4% are up 3.5% or more. 1.0% are down 3.5% or more.
62.5% are between +1% and -1%.

RSI on DAILY (20150527 1:42 pm ET)
2-day: >=95:2.4%…>=90:4.4%…>=80:11.0%…>=50:51.4%…<=20:18.3%…<=10:9.0%…<=5:4.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:50.3%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:51.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150527 1:42 pm ET)
28.8% above previous 1 highs, 8.7% below previous 1 lows
11.8% above previous 2 highs, 7.8% below previous 2 lows
9.6% above previous 3 highs, 7.2% below previous 3 lows
6.7% above previous 4 highs, 6.0% below previous 4 lows
5.6% above previous 5 highs, 5.7% below previous 5 lows
5.0% above previous 6 highs, 4.9% below previous 6 lows
4.9% above previous 7 highs, 4.6% below previous 7 lows
4.9% above previous 8 highs, 4.0% below previous 8 lows
4.7% above previous 9 highs, 3.3% below previous 9 lows
4.6% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150527 1:42 pm ET)
78.4% are above or equal to 5/26 close (1 days ago), 21.6% are below.
33.8% are above or equal to 5/22 close (2 days ago), 66.2% are below.
30.9% are above or equal to 5/21 close (3 days ago), 69.1% are below.
37.8% are above or equal to 5/20 close (4 days ago), 62.2% are below.
37.1% are above or equal to 5/19 close (5 days ago), 62.9% are below.
34.9% are above or equal to 5/18 close (6 days ago), 65.1% are below.
46.6% are above or equal to 5/15 close (7 days ago), 53.4% are below.
48.8% are above or equal to 5/14 close (8 days ago), 51.2% are below.
60.7% are above or equal to 5/13 close (9 days ago), 39.3% are below.
60.6% are above or equal to 5/12 close (10 days ago), 39.4% are below.
57.6% are above or equal to 5/11 close (11 days ago), 42.4% are below.
53.0% are above or equal to 5/8 close (12 days ago), 47.0% are below.
62.9% are above or equal to 5/7 close (13 days ago), 37.1% are below.
67.0% are above or equal to 5/6 close (14 days ago), 33.0% are below.
63.3% are above or equal to 5/5 close (15 days ago), 36.7% are below.
51.8% are above or equal to 5/4 close (16 days ago), 48.2% are below.
54.2% are above or equal to 5/1 close (17 days ago), 45.8% are below.
61.2% are above or equal to 4/30 close (18 days ago), 38.8% are below.
51.1% are above or equal to 4/29 close (19 days ago), 48.9% are below.
49.1% are above or equal to 4/28 close (20 days ago), 50.9% are below.
50.1% are above or equal to 4/27 close (21 days ago), 49.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150527 1:42 pm ET)
20d: 5.9% new highs, 9.2% new lows
21d: 5.5% new highs, 9.1% new lows
42d: 4.1% new highs, 5.9% new lows
63d: 3.5% new highs, 4.3% new lows
126d: 3.1% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150527 1:42 pm ET)
2-day: 76.6% above, 23.4% below
3-day: 52.3% above, 47.7% below
4-day: 43.4% above, 56.6% below
5-day: 40.1% above, 59.9% below
8-day: 39.8% above, 60.2% below
10-day: 44.6% above, 55.4% below
20-day: 54.7% above, 45.3% below
50-day: 53.8% above, 46.2% below
200-day: 59.1% above, 40.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150527 1:42 pm ET)
ELEC(55): 1.23% Top=SIMO CAVM CRUS SWKS AVGO NVDA IDTI MU ….. MLNX BRKR SCTY INVN JASO GLW TSL SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(38): 1.21% Top=HA ECHO AAWW JBLU UAL LUV WERN TRN ….. CP UPS NAT AIRM GWR UNP TK TDW=Bottom (Transportation)
DISV(47): 0.98% Top=ULTA YY KBR RRD ATHN HMSY RCII BAH ….. SCI CTAS PCLN TNET GPN BCO SBAC MYGN=Bottom (Diversified Services)
HEAL(57): 0.90% Top=ACHC INCR ZLTQ UHS DXCM GMED MOH HNT ….. DVA KND BAX LH HCA DGX STE OSUR=Bottom (Health)
FINA(85): 0.78% Top=OZRK WETF MS JNS AMTD SCHW USB FNFG ….. PHH BLK AXP SLM HAWK WDR CBOE PSEC=Bottom (Banks/Financials)
INSU(36): 0.70% Top=CNO UNM PRU FNF AFL RDN GNW AGO ….. BRO WSH PRE CLGX XL ACGL AJG MBI=Bottom (Insurance)
REAL(80): 0.68% Top=PEB HPT DFT SHO CONE LHO TCO PLD ….. IVR BAM PDM AMH EQC PGRE NSM AGNC=Bottom (Real Estate)
COHW(50): 0.63% Top=JNPR SNDK SYNA CIEN TDS AAPL OLED STX ….. LXK BRCD ANET CCOI RCI BBRY PANW SWIR=Bottom (Computer Hardware/Telecom)
MANU(42): 0.48% Top=SEDG MRC MHK AOS RXN ETN IR DHR ….. TEX ATU RS DOV ZBRA PCP DDD GTLS=Bottom (Manufacturing)
CHEM(31): 0.47% Top=AXLL CYT CHMT SHW POL PPG DOW APD ….. PX WLK OLN MEOH POT FTK AGU VAL=Bottom (Chemicals/Fertilizers)
META(22): 0.45% Top=TCK STLD RGLD SLCA NEM SWC NUE X ….. AA FNV FCX SCCO CNX SLW PAAS BVN=Bottom (Metals & Mining)
LEIS(39): 0.39% Top=QUNR SEAS RCL BWLD TXRH CAKE SBUX CCL ….. QSR WYNN HABT GPRO CMG RRGB LOCO SHAK=Bottom (Leisure)
RETA(67): 0.37% Top=TIF DSW AN SHLD BBY LOW LB RH ….. W CHS JCP PIR LL GME BIG KORS=Bottom (Retail & Specialty Retail)
COSW(95): 0.36% Top=MDSO LC PFPT CSC MSFT DATA IACI EA ….. GRPN INOV ROVI VEEV SINA CHKP SFUN WDAY=Bottom (Computer Software/Internet)
MATE(30): 0.35% Top=PWR RYN EXP DY CLH MAS CVA MTZ ….. KBH OC WY MDC DAR PHM MTH TOL=Bottom (Materials & Construction)
ENER(103): 0.29% Top=EPE MTDR RES PBF BAS SPN PE LPI ….. SEMG APA RICE CIE EEP NBL WPX CJES=Bottom (Energy)
CONS(58): 0.12% Top=LULU AVY CRI WWW PAY BMS GIL JAH ….. PBI SKX ICON TUMI AVP COH KATE FOSL=Bottom (Consumer)

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 1:42 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:40 am

Market Stats at 12:39 pm ET
by daytrend on 20150527. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 935.

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 (20150527 12:39 pm ET)
21.9% of stocks are above yesterday’s high.
54.3% are above yesterday’s midpoint. (45.7% are below.)
10.9% are below yesterday’s low.
67.2% are inside yesterday’s range.
36.1% of stocks with today’s high > yesterday’s high. (63.9% less than).
39.1% of stocks with today’s low < yesterday’s low. (60.9% greater than).

EVIDENCE OF INTRADAY TREND (20150527 12:39 pm ET)
65.5% of stocks are above today’s open. (32.7% are below).
60.9% of stocks are above today’s open and yesterday’s close.
23.5% are below both.
6.3% of stocks opened above yesterday’s high.
65.6% of stocks opened above yesterday’s close. (29.8% opened below yesterday’s close).
6.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150527 12:39 pm ET)
18.7% of stocks are in the top 10% of today’s range.
34.9% are in the top 20%.
67.4% are in the top half. 32.6% of stocks are in the bottom half of today’s range.
9.3% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20150527 12:39 pm ET)
71.8% of stocks are above yesterday’s close. (28.2% are below.)
0.5% are up 4.5% or more. 0.6% are down 4.5% or more.
1.0% are up 3.5% or more. 1.2% are down 3.5% or more.
69.9% are between +1% and -1%.

RSI on DAILY (20150527 12:39 pm ET)
2-day: >=95:2.0%…>=90:3.9%…>=80:9.6%…>=50:43.5%…<=20:25.1%…<=10:12.4%…<=5:5.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:46.8%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:49.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150527 12:39 pm ET)
21.9% above previous 1 highs, 10.9% below previous 1 lows
8.4% above previous 2 highs, 10.3% below previous 2 lows
7.4% above previous 3 highs, 9.4% below previous 3 lows
5.6% above previous 4 highs, 8.1% below previous 4 lows
4.5% above previous 5 highs, 7.7% below previous 5 lows
4.4% above previous 6 highs, 6.8% below previous 6 lows
4.4% above previous 7 highs, 6.0% below previous 7 lows
4.4% above previous 8 highs, 5.3% below previous 8 lows
4.2% above previous 9 highs, 4.8% below previous 9 lows
4.1% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150527 12:39 pm ET)
71.8% are above or equal to 5/26 close (1 days ago), 28.2% are below.
27.4% are above or equal to 5/22 close (2 days ago), 72.6% are below.
26.3% are above or equal to 5/21 close (3 days ago), 73.7% are below.
33.7% are above or equal to 5/20 close (4 days ago), 66.3% are below.
32.3% are above or equal to 5/19 close (5 days ago), 67.7% are below.
31.3% are above or equal to 5/18 close (6 days ago), 68.7% are below.
43.2% are above or equal to 5/15 close (7 days ago), 56.8% are below.
44.9% are above or equal to 5/14 close (8 days ago), 55.1% are below.
58.2% are above or equal to 5/13 close (9 days ago), 41.8% are below.
58.7% are above or equal to 5/12 close (10 days ago), 41.3% are below.
55.3% are above or equal to 5/11 close (11 days ago), 44.7% are below.
50.9% are above or equal to 5/8 close (12 days ago), 49.1% are below.
60.7% are above or equal to 5/7 close (13 days ago), 39.3% are below.
66.0% are above or equal to 5/6 close (14 days ago), 34.0% are below.
61.9% are above or equal to 5/5 close (15 days ago), 38.1% are below.
49.7% are above or equal to 5/4 close (16 days ago), 50.3% are below.
52.2% are above or equal to 5/1 close (17 days ago), 47.8% are below.
60.5% are above or equal to 4/30 close (18 days ago), 39.5% are below.
49.7% are above or equal to 4/29 close (19 days ago), 50.3% are below.
47.9% are above or equal to 4/28 close (20 days ago), 52.1% are below.
48.3% are above or equal to 4/27 close (21 days ago), 51.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150527 12:39 pm ET)
20d: 5.5% new highs, 9.0% new lows
21d: 5.0% new highs, 9.0% new lows
42d: 3.7% new highs, 5.9% new lows
63d: 3.3% new highs, 4.3% new lows
126d: 2.9% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150527 12:39 pm ET)
2-day: 70.4% above, 29.6% below
3-day: 43.4% above, 56.6% below
4-day: 35.0% above, 65.0% below
5-day: 32.1% above, 67.9% below
8-day: 33.5% above, 66.5% below
10-day: 39.9% above, 60.1% below
20-day: 52.1% above, 47.9% below
50-day: 52.7% above, 47.3% below
200-day: 58.8% above, 41.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150527 12:39 pm ET)
TRAN(38): 0.96% Top=HA ECHO UAL JBLU AAWW LUV WERN SAVE ….. SWFT NAT UPS GWR UNP AIRM TK TDW=Bottom (Transportation)
HEAL(57): 0.85% Top=ACHC UHS DXCM INCR ZLTQ HNT MOH RMD ….. LH HLS SEM OPK BAX DGX STE OSUR=Bottom (Health)
ELEC(55): 0.79% Top=SIMO CAVM SWKS NVDA BRCM IDTI CRUS AVGO ….. HIMX CSIQ GLW SCTY TSL INVN JASO SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(47): 0.73% Top=ULTA YY BAH RRD ATHN AAN HMSY CAR ….. HMHC CTAS VNTV GPN RHI BCO SBAC MYGN=Bottom (Diversified Services)
FINA(85): 0.61% Top=OZRK WETF MS JNS SYF SCHW USB FNFG ….. BMO BKU AXP HAWK OCN BX CBOE PSEC=Bottom (Banks/Financials)
REAL(80): 0.57% Top=PEB HPT SHO LHO TCO EQR BMR DFT ….. PDM AMH WPG ARCP EQC BAM NSM AGNC=Bottom (Real Estate)
INSU(36): 0.53% Top=UNM AGO GNW PRU AFL CNO FNF LNC ….. ACGL BRO FAF WSH CLGX XL AJG MBI=Bottom (Insurance)
META(22): 0.41% Top=RGLD NEM TCK SLCA GOLD NUE STLD AEM ….. AA SLW FNV PAAS SCCO FCX CNX BVN=Bottom (Metals & Mining)
COHW(50): 0.37% Top=JNPR SNDK SYNA STX CIEN AAPL TDS CSCO ….. LXK BRCD TMUS BBRY PANW CCOI RCI SWIR=Bottom (Computer Hardware/Telecom)
CHEM(31): 0.33% Top=AXLL CYT SHW CHMT APD PPG DOW RPM ….. WLK CF PEIX MEOH POT FTK AGU VAL=Bottom (Chemicals/Fertilizers)
MANU(42): 0.18% Top=SEDG MRC MHK ETN DE AOS IR DHR ….. CFX RS PCP ZBRA ATU DOV DDD GTLS=Bottom (Manufacturing)
LEIS(39): 0.17% Top=QUNR SEAS RCL BWLD DRI SIX SBUX CCL ….. HABT QSR WYNN CMG RRGB LOCO GPRO SHAK=Bottom (Leisure)
RETA(67): 0.11% Top=TIF DSW AN SHLD BBY LOW LB TGT ….. GME W JCP PIR CHS LL BIG KORS=Bottom (Retail & Specialty Retail)
COSW(95): 0.10% Top=PFPT CSC LC MDSO BITA BR EA MSFT ….. PAYC YELP ROVI VEEV SINA SFUN CHKP WDAY=Bottom (Computer Software/Internet)
ENER(103): -0.10% Top=EPE MTDR CAM SPN MPC HP BAS RES ….. CIE PXD RICE MRD NBL WPX BBG CJES=Bottom (Energy)
CONS(58): -0.12% Top=AVY LULU COTY JAH BMS SEE BERY PAY ….. WHR SKX ICON TUMI AVP KATE COH FOSL=Bottom (Consumer)
MATE(30): -0.16% Top=RYN EXP PWR CVA MAS CLH VMC WM ….. KBH DHI OC DAR PHM MDC MTH TOL=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 12:39 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:05 am

Market Stats at 12:05 pm ET
by daytrend on 20150527. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 935.

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 (20150527 12:05 pm ET)
20.6% of stocks are above yesterday’s high.
54.1% are above yesterday’s midpoint. (45.9% are below.)
12.4% are below yesterday’s low.
67.0% are inside yesterday’s range.
34.8% of stocks with today’s high > yesterday’s high. (65.2% less than).
38.8% of stocks with today’s low < yesterday’s low. (61.2% greater than).

EVIDENCE OF INTRADAY TREND (20150527 12:05 pm ET)
64.1% of stocks are above today’s open. (33.7% are below).
59.3% of stocks are above today’s open and yesterday’s close.
25.1% are below both.
6.3% of stocks opened above yesterday’s high.
65.6% of stocks opened above yesterday’s close. (29.8% opened below yesterday’s close).
6.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150527 12:05 pm ET)
20.3% of stocks are in the top 10% of today’s range.
37.2% are in the top 20%.
68.2% are in the top half. 31.8% of stocks are in the bottom half of today’s range.
7.9% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN (20150527 12:05 pm ET)
69.7% of stocks are above yesterday’s close. (30.3% are below.)
0.4% are up 4.5% or more. 0.7% are down 4.5% or more.
0.9% are up 3.5% or more. 0.7% are down 3.5% or more.
70.6% are between +1% and -1%.

RSI on DAILY (20150527 12:05 pm ET)
2-day: >=95:1.9%…>=90:3.7%…>=80:8.8%…>=50:42.2%…<=20:25.2%…<=10:12.6%…<=5:6.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:46.5%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:49.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150527 12:05 pm ET)
20.6% above previous 1 highs, 12.4% below previous 1 lows
8.1% above previous 2 highs, 11.7% below previous 2 lows
6.7% above previous 3 highs, 10.5% below previous 3 lows
5.3% above previous 4 highs, 8.9% below previous 4 lows
4.3% above previous 5 highs, 8.1% below previous 5 lows
4.3% above previous 6 highs, 7.0% below previous 6 lows
4.3% above previous 7 highs, 6.3% below previous 7 lows
4.3% above previous 8 highs, 5.7% below previous 8 lows
4.1% above previous 9 highs, 5.1% below previous 9 lows
4.0% above previous 10 highs, 4.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150527 12:05 pm ET)
69.7% are above or equal to 5/26 close (1 days ago), 30.3% are below.
26.7% are above or equal to 5/22 close (2 days ago), 73.3% are below.
26.2% are above or equal to 5/21 close (3 days ago), 73.8% are below.
32.6% are above or equal to 5/20 close (4 days ago), 67.4% are below.
32.1% are above or equal to 5/19 close (5 days ago), 67.9% are below.
32.1% are above or equal to 5/18 close (6 days ago), 67.9% are below.
43.3% are above or equal to 5/15 close (7 days ago), 56.7% are below.
45.3% are above or equal to 5/14 close (8 days ago), 54.7% are below.
58.1% are above or equal to 5/13 close (9 days ago), 41.9% are below.
58.7% are above or equal to 5/12 close (10 days ago), 41.3% are below.
55.1% are above or equal to 5/11 close (11 days ago), 44.9% are below.
49.9% are above or equal to 5/8 close (12 days ago), 50.1% are below.
60.9% are above or equal to 5/7 close (13 days ago), 39.1% are below.
66.5% are above or equal to 5/6 close (14 days ago), 33.5% are below.
61.6% are above or equal to 5/5 close (15 days ago), 38.4% are below.
49.6% are above or equal to 5/4 close (16 days ago), 50.4% are below.
52.2% are above or equal to 5/1 close (17 days ago), 47.8% are below.
60.3% are above or equal to 4/30 close (18 days ago), 39.7% are below.
49.8% are above or equal to 4/29 close (19 days ago), 50.2% are below.
47.3% are above or equal to 4/28 close (20 days ago), 52.7% are below.
48.2% are above or equal to 4/27 close (21 days ago), 51.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150527 12:05 pm ET)
20d: 5.2% new highs, 8.9% new lows
21d: 4.8% new highs, 8.9% new lows
42d: 3.6% new highs, 5.8% new lows
63d: 3.3% new highs, 4.2% new lows
126d: 2.9% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150527 12:05 pm ET)
2-day: 68.1% above, 31.9% below
3-day: 43.7% above, 56.3% below
4-day: 35.2% above, 64.8% below
5-day: 32.0% above, 68.0% below
8-day: 32.7% above, 67.3% below
10-day: 39.4% above, 60.6% below
20-day: 51.4% above, 48.6% below
50-day: 52.4% above, 47.6% below
200-day: 58.7% above, 41.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150527 12:05 pm ET)
TRAN(38): 0.99% Top=HA ECHO UAL JBLU AAWW LUV SAVE DAL ….. CP SWFT UPS NAT UNP AIRM TK TDW=Bottom (Transportation)
HEAL(57): 0.90% Top=ACHC UHS INCR DXCM ZLTQ HNT MOH CNC ….. WX HLS NUVA OPK DGX BAX STE OSUR=Bottom (Health)
ELEC(55): 0.85% Top=SIMO CAVM SWKS IDTI CRUS NVDA BRCM AVGO ….. FSLR GLW CSIQ INVN SCTY JASO TSL SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(47): 0.71% Top=ULTA YY BAH RRD RCII CAR AAN Z ….. CTAS VNTV APOL TNET HMHC BCO SBAC MYGN=Bottom (Diversified Services)
REAL(80): 0.54% Top=PEB HPT EQR TCO DFT AVB PLD LHO ….. IVR NRF WPG PDM EQC BAM NSM AGNC=Bottom (Real Estate)
FINA(85): 0.53% Top=OZRK WETF MS JNS FNFG SYF USB C ….. LEAF BMO BX LAZ BKU AXP CBOE PSEC=Bottom (Banks/Financials)
INSU(36): 0.45% Top=UNM AGO AFL PRU CNO GNW AXS FNF ….. L WSH ACGL FAF CLGX XL AJG MBI=Bottom (Insurance)
COHW(50): 0.34% Top=JNPR SYNA SNDK STX AAPL CIEN TDS WIN ….. ZAYO TMUS NMBL PANW CCOI BRCD RCI SWIR=Bottom (Computer Hardware/Telecom)
LEIS(39): 0.33% Top=QUNR SEAS RCL DRI BWLD CCL SBUX TXRH ….. HABT CMG RRGB QSR WYNN GPRO LOCO SHAK=Bottom (Leisure)
CHEM(31): 0.32% Top=AXLL CYT SHW DOW CHMT PPG APD CE ….. PX CBT MEOH PEIX FTK POT AGU VAL=Bottom (Chemicals/Fertilizers)
META(22): 0.25% Top=RGLD TCK SLCA NEM STLD X NUE GOLD ….. SCCO ABX SLW FCX CNX FNV PAAS BVN=Bottom (Metals & Mining)
MANU(42): 0.18% Top=SEDG RXN AOS MRC DE MHK ETN DHR ….. PH RS PCP ZBRA ATU DOV DDD GTLS=Bottom (Manufacturing)
COSW(95): 0.09% Top=PFPT CSC MDSO LC EA MDRX BR MSFT ….. VDSI CSOD ROVI VEEV SINA SFUN CHKP WDAY=Bottom (Computer Software/Internet)
RETA(67): 0.05% Top=TIF DSW BBY AN LOW COST TGT SHLD ….. SSI JWN ANF BIG PIR LL CHS KORS=Bottom (Retail & Specialty Retail)
CONS(58): -0.07% Top=AVY COTY BMS JAH PAY SEE LULU BERY ….. WHR ICON SKX TUMI KATE AVP COH FOSL=Bottom (Consumer)
ENER(103): -0.14% Top=EPE HP MTDR CAM MPC LPI PE SPN ….. APA MRD PXD NBL WPX RICE BBG CJES=Bottom (Energy)
MATE(30): -0.23% Top=RYN EXP PWR CVA CLH VMC WM MLM ….. DHI DAR TPH OC MDC PHM MTH TOL=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 12:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:15 am

Market Stats at 11:15 am ET
by daytrend on 20150527. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 935.

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 (20150527 11:15 am ET)
16.3% of stocks are above yesterday’s high.
48.3% are above yesterday’s midpoint. (51.7% are below.)
12.1% are below yesterday’s low.
71.7% are inside yesterday’s range.
30.3% of stocks with today’s high > yesterday’s high. (69.7% less than).
37.4% of stocks with today’s low < yesterday’s low. (62.6% greater than).

EVIDENCE OF INTRADAY TREND (20150527 11:15 am ET)
58.9% of stocks are above today’s open. (38.6% are below).
53.3% of stocks are above today’s open and yesterday’s close.
28.9% are below both.
6.3% of stocks opened above yesterday’s high.
65.6% of stocks opened above yesterday’s close. (29.8% opened below yesterday’s close).
6.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150527 11:15 am ET)
18.0% of stocks are in the top 10% of today’s range.
30.7% are in the top 20%.
60.6% are in the top half. 39.4% of stocks are in the bottom half of today’s range.
11.3% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN (20150527 11:15 am ET)
65.1% of stocks are above yesterday’s close. (34.9% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
0.7% are up 3.5% or more. 0.7% are down 3.5% or more.
75.2% are between +1% and -1%.

RSI on DAILY (20150527 11:15 am ET)
2-day: >=95:1.7%…>=90:3.6%…>=80:8.2%…>=50:36.9%…<=20:29.4%…<=10:15.5%…<=5:7.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:44.2%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:46.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150527 11:15 am ET)
16.3% above previous 1 highs, 12.1% below previous 1 lows
6.3% above previous 2 highs, 11.8% below previous 2 lows
5.0% above previous 3 highs, 11.0% below previous 3 lows
4.1% above previous 4 highs, 9.3% below previous 4 lows
3.0% above previous 5 highs, 8.9% below previous 5 lows
2.9% above previous 6 highs, 7.8% below previous 6 lows
2.9% above previous 7 highs, 7.1% below previous 7 lows
2.9% above previous 8 highs, 6.1% below previous 8 lows
2.6% above previous 9 highs, 5.5% below previous 9 lows
2.6% above previous 10 highs, 4.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150527 11:15 am ET)
65.1% are above or equal to 5/26 close (1 days ago), 34.9% are below.
22.8% are above or equal to 5/22 close (2 days ago), 77.2% are below.
23.9% are above or equal to 5/21 close (3 days ago), 76.1% are below.
28.7% are above or equal to 5/20 close (4 days ago), 71.3% are below.
30.1% are above or equal to 5/19 close (5 days ago), 69.9% are below.
29.6% are above or equal to 5/18 close (6 days ago), 70.4% are below.
41.3% are above or equal to 5/15 close (7 days ago), 58.7% are below.
43.0% are above or equal to 5/14 close (8 days ago), 57.0% are below.
57.3% are above or equal to 5/13 close (9 days ago), 42.7% are below.
57.4% are above or equal to 5/12 close (10 days ago), 42.6% are below.
53.7% are above or equal to 5/11 close (11 days ago), 46.3% are below.
48.8% are above or equal to 5/8 close (12 days ago), 51.2% are below.
59.7% are above or equal to 5/7 close (13 days ago), 40.3% are below.
65.3% are above or equal to 5/6 close (14 days ago), 34.7% are below.
60.7% are above or equal to 5/5 close (15 days ago), 39.3% are below.
48.4% are above or equal to 5/4 close (16 days ago), 51.6% are below.
51.2% are above or equal to 5/1 close (17 days ago), 48.8% are below.
59.0% are above or equal to 4/30 close (18 days ago), 41.0% are below.
49.2% are above or equal to 4/29 close (19 days ago), 50.8% are below.
46.5% are above or equal to 4/28 close (20 days ago), 53.5% are below.
47.5% are above or equal to 4/27 close (21 days ago), 52.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150527 11:15 am ET)
20d: 4.0% new highs, 8.6% new lows
21d: 3.5% new highs, 8.6% new lows
42d: 2.6% new highs, 5.3% new lows
63d: 2.4% new highs, 4.0% new lows
126d: 1.9% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150527 11:15 am ET)
2-day: 63.6% above, 36.4% below
3-day: 36.9% above, 63.1% below
4-day: 30.7% above, 69.3% below
5-day: 28.9% above, 71.1% below
8-day: 29.8% above, 70.2% below
10-day: 35.0% above, 65.0% below
20-day: 49.8% above, 50.2% below
50-day: 50.8% above, 49.2% below
200-day: 58.3% above, 41.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150527 11:15 am ET)
TRAN(38): 0.94% Top=HA ECHO UAL JBLU LUV DAL SAVE AAWW ….. NSC UPS KEX UNP GWR AIRM TK TDW=Bottom (Transportation)
HEAL(57): 0.82% Top=ACHC UHS ZLTQ INCR DXCM HNT MOH PODD ….. HCA PRXL HLS BAX OPK OSUR HYH STE=Bottom (Health)
ELEC(55): 0.58% Top=SIMO AMBA SWKS NVDA CAVM NXPI QRVO BRCM ….. INVN GLW SCTY MLNX JASO SPWR CSIQ TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(47): 0.52% Top=ULTA YY BAH Z RRD V VRSK HMSY ….. VNTV ATHN CTAS ADT KBR SBAC HMHC MYGN=Bottom (Diversified Services)
FINA(85): 0.42% Top=OZRK WETF MS USB C BAC COF GS ….. WAL BKU AXP CBOE BMO HBHC HAWK PSEC=Bottom (Banks/Financials)
REAL(80): 0.38% Top=PEB HPT EQR TCO AVB BMR ACC SNH ….. SKT WPG EQC PDM PKY NSM BAM AGNC=Bottom (Real Estate)
INSU(36): 0.37% Top=GNW CNO AGO AFL UNM PRU AXS FNF ….. PRE XL L WSH AJG CLGX MBI FAF=Bottom (Insurance)
COHW(50): 0.34% Top=JNPR CIEN SNDK NMBL SYNA TDS WIN AAPL ….. TMUS PANW BBRY GOGO BRCD RCI CCOI SWIR=Bottom (Computer Hardware/Telecom)
LEIS(39): 0.26% Top=QUNR SEAS BWLD TXRH BLMN RCL DRI CCL ….. MGM RRGB CMG WYNN LOCO QSR GPRO SHAK=Bottom (Leisure)
META(22): 0.18% Top=RGLD NEM TCK GOLD STLD X NUE AEM ….. FCX SLW CENX SCCO ABX FNV CNX BVN=Bottom (Metals & Mining)
COSW(95): 0.14% Top=MDSO LC PFPT CSC MSFT WUBA EA MDRX ….. CMCM ROVI JD VDSI SINA CHKP SFUN WDAY=Bottom (Computer Software/Internet)
RETA(67): 0.13% Top=TIF DSW SHLD BBY RH AN WSM LOW ….. GNC ANF JWN W BIG GES CHS KORS=Bottom (Retail & Specialty Retail)
MANU(42): 0.03% Top=SEDG RXN DHR DE MRC IR TKR ROK ….. FLS TEX PH RS ATU ZBRA DOV GTLS=Bottom (Manufacturing)
CHEM(31): -0.01% Top=AXLL CYT SHW CHMT APD PPG MON RPM ….. MEOH WLK GPRE CBT FTK POT AGU VAL=Bottom (Chemicals/Fertilizers)
CONS(58): -0.15% Top=LULU SCSS BMS BERY JAH AVY COTY FL ….. ICON WHR SKX TUMI KATE AVP COH FOSL=Bottom (Consumer)
MATE(30): -0.28% Top=EXP RYN WM CVA CLH MAS MLM PWR ….. DHI MTH DAR OC TPH MDC PHM TOL=Bottom (Materials & Construction)
ENER(103): -0.46% Top=MTDR CAM HP MUSA EPE HOS MDU RRC ….. CIE PXD HLX APA RICE NBL CJES BBG=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:15 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:32 am

Market Stats at 10:31 am ET
by daytrend on 20150527. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 935.

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 (20150527 10:31 am ET)
12.5% of stocks are above yesterday’s high.
44.1% are above yesterday’s midpoint. (55.9% are below.)
13.4% are below yesterday’s low.
74.1% are inside yesterday’s range.
27.8% of stocks with today’s high > yesterday’s high. (72.2% less than).
33.9% of stocks with today’s low < yesterday’s low. (66.1% greater than).

EVIDENCE OF INTRADAY TREND (20150527 10:31 am ET)
53.0% of stocks are above today’s open. (44.4% are below).
47.6% of stocks are above today’s open and yesterday’s close.
30.7% are below both.
6.3% of stocks opened above yesterday’s high.
65.6% of stocks opened above yesterday’s close. (29.8% opened below yesterday’s close).
6.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150527 10:31 am ET)
10.8% of stocks are in the top 10% of today’s range.
22.4% are in the top 20%.
52.7% are in the top half. 47.3% of stocks are in the bottom half of today’s range.
18.3% are in the bottom 20%.
7.4% are in the bottom 10%.

GAIN (20150527 10:31 am ET)
64.2% of stocks are above yesterday’s close. (35.8% are below.)
0.4% are up 4.5% or more. 0.5% are down 4.5% or more.
0.6% are up 3.5% or more. 0.6% are down 3.5% or more.
79.8% are between +1% and -1%.

RSI on DAILY (20150527 10:31 am ET)
2-day: >=95:1.5%…>=90:2.7%…>=80:7.2%…>=50:32.6%…<=20:31.2%…<=10:16.6%…<=5:8.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:42.7%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:46.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150527 10:31 am ET)
12.5% above previous 1 highs, 13.4% below previous 1 lows
5.7% above previous 2 highs, 12.7% below previous 2 lows
4.2% above previous 3 highs, 11.7% below previous 3 lows
3.2% above previous 4 highs, 10.2% below previous 4 lows
2.4% above previous 5 highs, 9.4% below previous 5 lows
2.4% above previous 6 highs, 8.6% below previous 6 lows
2.4% above previous 7 highs, 7.9% below previous 7 lows
2.4% above previous 8 highs, 7.1% below previous 8 lows
2.2% above previous 9 highs, 5.9% below previous 9 lows
2.2% above previous 10 highs, 5.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150527 10:31 am ET)
64.2% are above or equal to 5/26 close (1 days ago), 35.8% are below.
19.5% are above or equal to 5/22 close (2 days ago), 80.5% are below.
21.4% are above or equal to 5/21 close (3 days ago), 78.6% are below.
28.6% are above or equal to 5/20 close (4 days ago), 71.4% are below.
29.3% are above or equal to 5/19 close (5 days ago), 70.7% are below.
28.2% are above or equal to 5/18 close (6 days ago), 71.8% are below.
39.0% are above or equal to 5/15 close (7 days ago), 61.0% are below.
40.1% are above or equal to 5/14 close (8 days ago), 59.9% are below.
55.7% are above or equal to 5/13 close (9 days ago), 44.3% are below.
55.9% are above or equal to 5/12 close (10 days ago), 44.1% are below.
52.0% are above or equal to 5/11 close (11 days ago), 48.0% are below.
48.9% are above or equal to 5/8 close (12 days ago), 51.1% are below.
58.7% are above or equal to 5/7 close (13 days ago), 41.3% are below.
64.7% are above or equal to 5/6 close (14 days ago), 35.3% are below.
60.5% are above or equal to 5/5 close (15 days ago), 39.5% are below.
47.1% are above or equal to 5/4 close (16 days ago), 52.9% are below.
50.6% are above or equal to 5/1 close (17 days ago), 49.4% are below.
57.9% are above or equal to 4/30 close (18 days ago), 42.1% are below.
49.1% are above or equal to 4/29 close (19 days ago), 50.9% are below.
46.3% are above or equal to 4/28 close (20 days ago), 53.7% are below.
47.6% are above or equal to 4/27 close (21 days ago), 52.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150527 10:31 am ET)
20d: 3.4% new highs, 7.7% new lows
21d: 3.0% new highs, 7.7% new lows
42d: 2.2% new highs, 4.7% new lows
63d: 2.0% new highs, 3.5% new lows
126d: 1.6% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150527 10:31 am ET)
2-day: 62.2% above, 37.8% below
3-day: 31.6% above, 68.4% below
4-day: 25.1% above, 74.9% below
5-day: 24.6% above, 75.4% below
8-day: 25.8% above, 74.2% below
10-day: 33.5% above, 66.5% below
20-day: 48.4% above, 51.6% below
50-day: 50.1% above, 49.9% below
200-day: 58.4% above, 41.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150527 10:31 am ET)
TRAN(38): 0.72% Top=HA UAL JBLU DAL SAVE LUV AAL ALK ….. EXPD UNP GWR JBHT AIRM TK SWFT TDW=Bottom (Transportation)
HEAL(57): 0.61% Top=ACHC UHS ZLTQ INCR DXCM MOH HNT A ….. NUVA WMGI THOR HLS BAX HYH OPK STE=Bottom (Health)
ELEC(55): 0.58% Top=SIMO SWKS IDTI NVDA MU CAVM AMBA QRVO ….. MLNX APH TSL INVN MRVL FLDM SPWR GLW=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(47): 0.42% Top=YY ULTA RRD BAH CAR V HMSY Z ….. CTAS VNTV RHI ADT SBAC ATHN TNET MYGN=Bottom (Diversified Services)
META(22): 0.34% Top=RGLD TCK STLD NEM FCX X GG NUE ….. SCCO ABX SLW CCJ FNV BVN CENX CNX=Bottom (Metals & Mining)
FINA(85): 0.33% Top=OZRK JNS WETF IVZ USB BAC MS SCHW ….. LEAF CG BKU BMO HBHC CBOE PSEC HAWK=Bottom (Banks/Financials)
COHW(50): 0.31% Top=JNPR NMBL SNDK SYNA STX CSCO WIN CUDA ….. ANET BBRY PANW GOGO CCOI TMUS RCI SWIR=Bottom (Computer Hardware/Telecom)
LEIS(39): 0.29% Top=QUNR SEAS DRI RCL BWLD BLMN YUM SIX ….. SONC WEN RRGB GPRO CMG LOCO QSR SHAK=Bottom (Leisure)
REAL(80): 0.19% Top=HPT SNH PEB TCO EQR BMR AVB RLJ ….. OHI SKT RPAI O PDM PKY AGNC BAM=Bottom (Real Estate)
INSU(36): 0.19% Top=AGO AFL CNO FNF PRU UNM MMC TRV ….. WSH XL L AJG GNW FAF CLGX MBI=Bottom (Insurance)
MANU(42): 0.11% Top=SEDG RXN DE ATI DHR TEX IR MRC ….. GNRC FLS PH ZBRA RS ATU DOV GTLS=Bottom (Manufacturing)
RETA(67): 0.06% Top=TIF DSW BBY WSM ROST BBBY JCP LOW ….. ASNA CAB BIG JWN FIVE GES CHS KORS=Bottom (Retail & Specialty Retail)
COSW(95): -0.01% Top=CSC MDSO PFPT MSFT MDRX LC XRX AKAM ….. JD VDSI QLYS SFUN INOV CMCM CHKP WDAY=Bottom (Computer Software/Internet)
CHEM(31): -0.06% Top=AXLL CYT CHMT SHW MON HUN DOW CE ….. CF OLN PX CBT POT AGU FTK VAL=Bottom (Chemicals/Fertilizers)
CONS(58): -0.26% Top=JAH TPX SCSS BMS COTY IP PAY SEE ….. SKX WHR DECK AVP TUMI KATE COH FOSL=Bottom (Consumer)
MATE(30): -0.42% Top=MAS EXP RYN WM MLM VMC CLH WCN ….. DAR PHM SPF MTH TPH MDC OC TOL=Bottom (Materials & Construction)
ENER(103): -0.46% Top=MTDR EPE CAM RDC DPM FTI PAA DRQ ….. GPOR BCEI APA ECA RICE NBL CJES BBG=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:31 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:01 am

Market Stats at 10:00 am ET
by daytrend on 20150527. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 935.

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 (20150527 10:00 am ET)
14.9% of stocks are above yesterday’s high.
52.4% are above yesterday’s midpoint. (47.6% are below.)
7.7% are below yesterday’s low.
77.4% are inside yesterday’s range.
26.1% of stocks with today’s high > yesterday’s high. (73.9% less than).
31.0% of stocks with today’s low < yesterday’s low. (69.0% greater than).

EVIDENCE OF INTRADAY TREND (20150527 10:00 am ET)
65.9% of stocks are above today’s open. (31.9% are below).
60.7% of stocks are above today’s open and yesterday’s close.
19.6% are below both.
6.3% of stocks opened above yesterday’s high.
65.6% of stocks opened above yesterday’s close. (29.8% opened below yesterday’s close).
6.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150527 10:00 am ET)
8.8% of stocks are in the top 10% of today’s range.
27.2% are in the top 20%.
74.0% are in the top half. 26.0% of stocks are in the bottom half of today’s range.
7.6% are in the bottom 20%.
2.9% are in the bottom 10%.

GAIN (20150527 10:00 am ET)
75.4% of stocks are above yesterday’s close. (24.6% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
1.1% are up 3.5% or more. 0.6% are down 3.5% or more.
81.2% are between +1% and -1%.

RSI on DAILY (20150527 10:00 am ET)
2-day: >=95:2.1%…>=90:3.7%…>=80:7.5%…>=50:36.0%…<=20:22.7%…<=10:11.1%…<=5:6.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:45.5%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:47.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150527 10:00 am ET)
14.9% above previous 1 highs, 7.7% below previous 1 lows
6.0% above previous 2 highs, 7.5% below previous 2 lows
4.7% above previous 3 highs, 6.4% below previous 3 lows
4.1% above previous 4 highs, 5.9% below previous 4 lows
3.0% above previous 5 highs, 5.3% below previous 5 lows
2.8% above previous 6 highs, 4.7% below previous 6 lows
2.8% above previous 7 highs, 4.0% below previous 7 lows
2.8% above previous 8 highs, 3.4% below previous 8 lows
2.8% above previous 9 highs, 2.8% below previous 9 lows
2.8% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150527 10:00 am ET)
75.4% are above or equal to 5/26 close (1 days ago), 24.6% are below.
21.9% are above or equal to 5/22 close (2 days ago), 78.1% are below.
22.7% are above or equal to 5/21 close (3 days ago), 77.3% are below.
31.9% are above or equal to 5/20 close (4 days ago), 68.1% are below.
31.4% are above or equal to 5/19 close (5 days ago), 68.6% are below.
29.5% are above or equal to 5/18 close (6 days ago), 70.5% are below.
41.8% are above or equal to 5/15 close (7 days ago), 58.2% are below.
41.9% are above or equal to 5/14 close (8 days ago), 58.1% are below.
56.9% are above or equal to 5/13 close (9 days ago), 43.1% are below.
57.2% are above or equal to 5/12 close (10 days ago), 42.8% are below.
52.8% are above or equal to 5/11 close (11 days ago), 47.2% are below.
49.7% are above or equal to 5/8 close (12 days ago), 50.3% are below.
59.8% are above or equal to 5/7 close (13 days ago), 40.2% are below.
65.1% are above or equal to 5/6 close (14 days ago), 34.9% are below.
60.9% are above or equal to 5/5 close (15 days ago), 39.1% are below.
48.6% are above or equal to 5/4 close (16 days ago), 51.4% are below.
51.0% are above or equal to 5/1 close (17 days ago), 49.0% are below.
58.8% are above or equal to 4/30 close (18 days ago), 41.2% are below.
49.1% are above or equal to 4/29 close (19 days ago), 50.9% are below.
47.4% are above or equal to 4/28 close (20 days ago), 52.6% are below.
48.1% are above or equal to 4/27 close (21 days ago), 51.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150527 10:00 am ET)
20d: 3.1% new highs, 7.2% new lows
21d: 2.8% new highs, 7.1% new lows
42d: 2.1% new highs, 4.4% new lows
63d: 1.9% new highs, 3.1% new lows
126d: 1.5% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150527 10:00 am ET)
2-day: 74.1% above, 25.9% below
3-day: 36.4% above, 63.6% below
4-day: 29.1% above, 70.9% below
5-day: 27.6% above, 72.4% below
8-day: 29.5% above, 70.5% below
10-day: 35.3% above, 64.7% below
20-day: 49.9% above, 50.1% below
50-day: 50.9% above, 49.1% below
200-day: 59.1% above, 40.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150527 10:00 am ET)
TRAN(38): 0.77% Top=HA UAL SAVE JBLU DAL LUV CNW TRN ….. NSC UPS EXPD UNP AIRM SWFT TK TDW=Bottom (Transportation)
ELEC(55): 0.75% Top=SIMO CY AMBA QRVO IDTI SWKS NVDA BRCM ….. CSIQ FLDM TSL SCTY SPWR MRVL APH GLW=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(57): 0.66% Top=ACHC ZLTQ UHS A SPNC MOH INCR ESRX ….. GMED WMGI DXCM NUVA BAX HYH OPK STE=Bottom (Health)
COHW(50): 0.48% Top=NMBL JNPR SNDK HRS SYNA CIEN STX UBNT ….. MSI RCI SWIR LXK PANW CCOI GOGO TMUS=Bottom (Computer Hardware/Telecom)
DISV(47): 0.45% Top=ULTA ACM YY BAH V RRD BCO URI ….. GPN RHI SBAC PRAA WAGE ATHN HMSY MYGN=Bottom (Diversified Services)
MANU(42): 0.44% Top=SEDG TEX MRC JOY AGCO RXN CAT ITT ….. DCI CFX ZBRA MHK JKS ATU DOV RS=Bottom (Manufacturing)
ENER(103): 0.43% Top=EPE DNR PDCE DPM HOS SM COP HFC ….. NGLS CVE MRD SEMG NBR RICE KOS BBG=Bottom (Energy)
FINA(85): 0.42% Top=OZRK JNS APO BAC HBAN LEAF OCN IVZ ….. CG BKU VOYA CME ICE HAWK CBOE PSEC=Bottom (Banks/Financials)
LEIS(39): 0.34% Top=QUNR SEAS DRI BLMN SIX CAKE YUM CCL ….. WEN QSR SONC WYNN LOCO LQ RRGB SHAK=Bottom (Leisure)
REAL(80): 0.28% Top=NRZ SNH HPT NRF DFT EQR AVB OUT ….. SKT SRC O ARCP RPAI PDM BAM AGNC=Bottom (Real Estate)
META(22): 0.28% Top=SLCA X STLD RGLD TCK FCX NUE NEM ….. AEM SCCO ABX BVN SLW PAAS FNV CENX=Bottom (Metals & Mining)
INSU(36): 0.24% Top=AFL PRU AGO FNF CNO TRV MMC AXS ….. ACGL PRE FAF L ALL XL MBI GNW=Bottom (Insurance)
RETA(67): 0.23% Top=TIF DSW BBY WSM LOW BBBY ROST RH ….. WFM JWN GES W FIVE LL CHS KORS=Bottom (Retail & Specialty Retail)
CHEM(31): 0.20% Top=AXLL CHMT SHW CYT MON DOW CE PPG ….. CF POT AGU PX CBT FTK GPRE VAL=Bottom (Chemicals/Fertilizers)
COSW(95): 0.04% Top=MOMO CSC HDP LC YELP XRX MSFT WUBA ….. PAYC SINA NOW QLYS FEYE CMCM CHKP WDAY=Bottom (Computer Software/Internet)
CONS(58): -0.21% Top=PAY SCSS PVH JAH IP RL BMS FL ….. ICON WHR TUMI DECK AVP KATE COH FOSL=Bottom (Consumer)
MATE(30): -0.35% Top=RYN PWR MLM DY MAS EXP VMC WCN ….. DAR RYL SPF PHM MDC MTZ OC TOL=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 10:00 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

05/26/2015

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

Closing Stats
by daytrend on 20150526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 948.

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 (20150526 Closing)
2.8% of stocks are above yesterday’s high.
12.3% are above yesterday’s midpoint. (87.7% are below.)
69.1% are below yesterday’s low.
28.1% are inside yesterday’s range.
11.6% of stocks with today’s high > yesterday’s high. (88.4% less than).
87.7% of stocks with today’s low < yesterday’s low. (12.3% greater than).

EVIDENCE OF INTRADAY TREND (20150526 Closing)
15.6% of stocks are above today’s open. (83.9% are below).
8.2% of stocks are above today’s open and yesterday’s close.
82.9% are below both.
2.1% of stocks opened above yesterday’s high.
14.3% of stocks opened above yesterday’s close. (82.6% opened below yesterday’s close).
32.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150526 Closing)
3.1% of stocks are in the top 10% of today’s range.
7.1% are in the top 20%.
26.7% are in the top half. 73.3% of stocks are in the bottom half of today’s range.
30.9% are in the bottom 20%.
12.4% are in the bottom 10%.

GAIN (20150526 Closing)
9.7% of stocks are above yesterday’s close. (90.3% are below.)
0.6% are up 4.5% or more. 2.0% are down 4.5% or more.
0.8% are up 3.5% or more. 5.3% are down 3.5% or more.
40.6% are between +1% and -1%.

RSI on DAILY (20150526 Closing)
2-day: >=95:1.8%…>=90:3.0%…>=80:5.0%…>=50:12.8%…<=20:59.7%…<=10:32.2%…<=5:15.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:38.3%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:43.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150526 Closing)
2.8% above previous 1 highs, 69.1% below previous 1 lows
2.2% above previous 2 highs, 55.8% below previous 2 lows
1.9% above previous 3 highs, 46.8% below previous 3 lows
1.6% above previous 4 highs, 41.4% below previous 4 lows
1.6% above previous 5 highs, 33.1% below previous 5 lows
1.6% above previous 6 highs, 28.8% below previous 6 lows
1.6% above previous 7 highs, 23.1% below previous 7 lows
1.6% above previous 8 highs, 18.5% below previous 8 lows
1.6% above previous 9 highs, 14.2% below previous 9 lows
1.5% above previous 10 highs, 14.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150526 Closing)
9.7% are above or equal to 5/22 close (1 days ago), 90.3% are below.
14.7% are above or equal to 5/21 close (2 days ago), 85.3% are below.
23.9% are above or equal to 5/20 close (3 days ago), 76.1% are below.
24.4% are above or equal to 5/19 close (4 days ago), 75.6% are below.
23.1% are above or equal to 5/18 close (5 days ago), 76.9% are below.
35.4% are above or equal to 5/15 close (6 days ago), 64.6% are below.
36.0% are above or equal to 5/14 close (7 days ago), 64.0% are below.
52.6% are above or equal to 5/13 close (8 days ago), 47.4% are below.
52.0% are above or equal to 5/12 close (9 days ago), 48.0% are below.
49.1% are above or equal to 5/11 close (10 days ago), 50.9% are below.
46.7% are above or equal to 5/8 close (11 days ago), 53.3% are below.
56.9% are above or equal to 5/7 close (12 days ago), 43.1% are below.
61.8% are above or equal to 5/6 close (13 days ago), 38.2% are below.
59.5% are above or equal to 5/5 close (14 days ago), 40.5% are below.
45.9% are above or equal to 5/4 close (15 days ago), 54.1% are below.
49.5% are above or equal to 5/1 close (16 days ago), 50.5% are below.
57.1% are above or equal to 4/30 close (17 days ago), 42.9% are below.
47.3% are above or equal to 4/29 close (18 days ago), 52.7% are below.
44.6% are above or equal to 4/28 close (19 days ago), 55.4% are below.
46.5% are above or equal to 4/27 close (20 days ago), 53.5% are below.
42.9% are above or equal to 4/24 close (21 days ago), 57.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150526 Closing)
20d: 3.2% new highs, 13.4% new lows
21d: 3.1% new highs, 13.3% new lows
42d: 2.0% new highs, 7.7% new lows
63d: 1.6% new highs, 6.1% new lows
126d: 1.5% new highs, 3.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150526 Closing)
2-day: 9.1% above, 90.9% below
3-day: 11.8% above, 88.2% below
4-day: 13.2% above, 86.8% below
5-day: 15.0% above, 85.0% below
8-day: 22.0% above, 78.0% below
10-day: 29.3% above, 70.7% below
20-day: 44.9% above, 55.1% below
50-day: 48.2% above, 51.8% below
200-day: 58.2% above, 41.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150526 Closing)
REAL(83): -0.68% Top=NRF AMT CBG DLR RLGY OHI SLG AGNC ….. DRH LHO NSM SHO CHSP LPT NRZ DRE=Bottom (Real Estate)
FINA(85): -0.75% Top=ETFC OZRK CMA BBT CIT APO FHN WETF ….. HBHC BAC PFG JNS BMO TD WDR LEAF=Bottom (Banks/Financials)
COSW(96): -0.88% Top=MOMO VIPS INXN SFUN VEEV INOV EPAM TTWO ….. ADSK WWWW MDRX ROVI SWI VDSI TRIP CMCM=Bottom (Computer Software/Internet)
MATE(30): -0.91% Top=OC WY USG RYN FAST AWI TPH MAS ….. SPF MTH RSG TOL CVA FLR LEN PWR=Bottom (Materials & Construction)
HEAL(58): -0.94% Top=OSUR CYH WMGI THOR THC RMD NUVA HCA ….. TMO EW PRXL INCR DGX ACHC ABMD ZLTQ=Bottom (Health)
DISV(49): -0.97% Top=YY WAGE Z MYGN BCO HMHC RRD RBA ….. AL ACM EIGI RCII BAH ADT DV CAR=Bottom (Diversified Services)
INSU(36): -1.06% Top=MBI XL AGO BRO AJG ALL FNF ACGL ….. HIG L ACE FAF AXS CNO LNC GNW=Bottom (Insurance)
ELEC(56): -1.07% Top=AMBA SIMO MRVL BRKR CGNX FSL QLGC INVN ….. SCTY MSCC HIMX FCS SPWR CREE CRUS FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(67): -1.14% Top=SHLD LL TFM RAD BIG PIR URBN WFM ….. VSI DLTR SFM TSCO DSW ANF W JMEI=Bottom (Retail & Specialty Retail)
COHW(51): -1.17% Top=TMUS PANW CCOI OLED KN T ANET CCI ….. TDC AAPL JNPR SWIR NMBL WIN HPQ GOGO=Bottom (Computer Hardware/Telecom)
MANU(42): -1.27% Top=SEDG DE RXN AOS DCI MHK DHR GE ….. TEX FLS SPW GNRC JOY ATU ATI GTLS=Bottom (Manufacturing)
CONS(58): -1.32% Top=COTY GT FBHS SPB SKX CHD PBI CCK ….. KATE VFC CROX WWW COH OI RL FOSL=Bottom (Consumer)
CHEM(31): -1.38% Top=DD SHW HUN VAL PX CYT APD CF ….. GPRE EMN PEIX AGU WLK CHMT MEOH FTK=Bottom (Chemicals/Fertilizers)
LEIS(40): -1.68% Top=MYCC JACK ARMK DNKN YUM SONC WEN BLMN ….. WYN WYNN FRGI QSR MGM LVS TOUR QUNR=Bottom (Leisure)
TRAN(38): -2.06% Top=WERN ECHO KSU FDX JBHT EXPD XPO GWR ….. UAL KEX SAVE TRN TDW JBLU AIRM HA=Bottom (Transportation)
ENER(106): -2.26% Top=NBL LPI EMES RSPP DPM SEMG OXY SXL ….. SN WPX QEP ATW CPE PDS NBR PTEN=Bottom (Energy)
META(22): -2.86% Top=SLCA RGLD STLD BVN CCJ AA NEM NUE ….. GOLD FCX AEM GG ABX CNX PAAS TCK=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 2:30 pm

Market Stats at 3:30 pm ET
by daytrend on 20150526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 948.

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 (20150526 3:30 pm ET)
2.5% of stocks are above yesterday’s high.
11.0% are above yesterday’s midpoint. (89.0% are below.)
71.8% are below yesterday’s low.
25.6% are inside yesterday’s range.
11.3% of stocks with today’s high > yesterday’s high. (88.7% less than).
87.4% of stocks with today’s low < yesterday’s low. (12.6% greater than).

EVIDENCE OF INTRADAY TREND (20150526 3:30 pm ET)
13.3% of stocks are above today’s open. (85.1% are below).
7.4% of stocks are above today’s open and yesterday’s close.
84.3% are below both.
2.1% of stocks opened above yesterday’s high.
14.3% of stocks opened above yesterday’s close. (82.6% opened below yesterday’s close).
32.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150526 3:30 pm ET)
3.0% of stocks are in the top 10% of today’s range.
6.3% are in the top 20%.
20.5% are in the top half. 79.5% of stocks are in the bottom half of today’s range.
38.8% are in the bottom 20%.
16.2% are in the bottom 10%.

GAIN (20150526 3:30 pm ET)
9.2% of stocks are above yesterday’s close. (90.8% are below.)
0.4% are up 4.5% or more. 2.2% are down 4.5% or more.
0.8% are up 3.5% or more. 5.7% are down 3.5% or more.
37.7% are between +1% and -1%.

RSI on DAILY (20150526 3:30 pm ET)
2-day: >=95:1.7%…>=90:3.2%…>=80:4.6%…>=50:12.1%…<=20:61.7%…<=10:33.0%…<=5:17.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:36.4%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:42.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150526 3:30 pm ET)
2.5% above previous 1 highs, 71.8% below previous 1 lows
2.2% above previous 2 highs, 59.7% below previous 2 lows
1.8% above previous 3 highs, 49.8% below previous 3 lows
1.5% above previous 4 highs, 44.2% below previous 4 lows
1.5% above previous 5 highs, 35.5% below previous 5 lows
1.5% above previous 6 highs, 31.0% below previous 6 lows
1.5% above previous 7 highs, 25.0% below previous 7 lows
1.5% above previous 8 highs, 19.7% below previous 8 lows
1.5% above previous 9 highs, 15.4% below previous 9 lows
1.4% above previous 10 highs, 15.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150526 3:30 pm ET)
9.2% are above or equal to 5/22 close (1 days ago), 90.8% are below.
14.5% are above or equal to 5/21 close (2 days ago), 85.5% are below.
22.0% are above or equal to 5/20 close (3 days ago), 78.0% are below.
23.3% are above or equal to 5/19 close (4 days ago), 76.7% are below.
22.2% are above or equal to 5/18 close (5 days ago), 77.8% are below.
34.3% are above or equal to 5/15 close (6 days ago), 65.7% are below.
35.1% are above or equal to 5/14 close (7 days ago), 64.9% are below.
51.1% are above or equal to 5/13 close (8 days ago), 48.9% are below.
51.4% are above or equal to 5/12 close (9 days ago), 48.6% are below.
48.0% are above or equal to 5/11 close (10 days ago), 52.0% are below.
44.7% are above or equal to 5/8 close (11 days ago), 55.3% are below.
56.4% are above or equal to 5/7 close (12 days ago), 43.6% are below.
60.7% are above or equal to 5/6 close (13 days ago), 39.3% are below.
58.8% are above or equal to 5/5 close (14 days ago), 41.2% are below.
45.7% are above or equal to 5/4 close (15 days ago), 54.3% are below.
49.1% are above or equal to 5/1 close (16 days ago), 50.9% are below.
56.2% are above or equal to 4/30 close (17 days ago), 43.8% are below.
47.0% are above or equal to 4/29 close (18 days ago), 53.0% are below.
44.1% are above or equal to 4/28 close (19 days ago), 55.9% are below.
45.9% are above or equal to 4/27 close (20 days ago), 54.1% are below.
42.0% are above or equal to 4/24 close (21 days ago), 58.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150526 3:30 pm ET)
20d: 3.2% new highs, 13.2% new lows
21d: 3.1% new highs, 13.1% new lows
42d: 2.0% new highs, 7.6% new lows
63d: 1.6% new highs, 6.1% new lows
126d: 1.5% new highs, 3.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150526 3:30 pm ET)
2-day: 8.4% above, 91.6% below
3-day: 10.9% above, 89.1% below
4-day: 13.1% above, 86.9% below
5-day: 13.5% above, 86.5% below
8-day: 21.1% above, 78.9% below
10-day: 28.4% above, 71.6% below
20-day: 43.8% above, 56.2% below
50-day: 47.6% above, 52.4% below
200-day: 58.1% above, 41.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150526 3:30 pm ET)
REAL(83): -0.77% Top=NRF RLGY CBG AMT SLG DLR NLY OHI ….. BEE SHO CHSP LHO DRH LPT NRZ DRE=Bottom (Real Estate)
FINA(85): -0.80% Top=ETFC CMA BBT CIT APO BK FHN OZRK ….. WU BAC JNS PFG TD WDR BMO LEAF=Bottom (Banks/Financials)
MATE(30): -0.95% Top=OC WY USG TPH FAST RYN MAS KBH ….. RYL MTZ RSG MTH LEN CVA FLR PWR=Bottom (Materials & Construction)
COSW(96): -1.01% Top=MOMO VIPS VEEV INXN INOV EPAM QLYS SFUN ….. MDRX SWI SYMC WUBA VDSI TRIP HDP CMCM=Bottom (Computer Software/Internet)
DISV(49): -1.02% Top=YY WAGE MYGN BCO HMHC RRD VNTV TNET ….. APOL EIGI ACM RCII ADT DV BAH CAR=Bottom (Diversified Services)
HEAL(58): -1.03% Top=OSUR CYH THOR WMGI THC NUVA RMD DXCM ….. BKD EW PRXL INCR DGX ACHC ABMD ZLTQ=Bottom (Health)
INSU(36): -1.09% Top=MBI XL AGO BRO ALL AJG PGR ACGL ….. MET HIG ACE AXS FAF CNO LNC GNW=Bottom (Insurance)
ELEC(56): -1.17% Top=AMBA SIMO MRVL CGNX QLGC FSL BRKR INVN ….. MSCC FLDM FCS HIMX SPWR CREE CRUS FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(67): -1.18% Top=SHLD LL TFM RAD BIG PIR URBN WFM ….. AEO SFM TSCO DSW VSI ANF W JMEI=Bottom (Retail & Specialty Retail)
COHW(51): -1.20% Top=TMUS PANW CCOI ANET KN SMCI OLED CCI ….. GIMO WDC AAPL TDC SWIR WIN HPQ GOGO=Bottom (Computer Hardware/Telecom)
MANU(42): -1.38% Top=SEDG DE RXN AOS MHK DCI DHR GE ….. TEX GNRC FLS SPW JOY ATU ATI GTLS=Bottom (Manufacturing)
CONS(58): -1.38% Top=COTY GT FBHS SPB TUMI PBI CHD SKX ….. KATE VFC CROX WWW COH OI FOSL RL=Bottom (Consumer)
CHEM(31): -1.54% Top=SHW DD HUN VAL PX CYT APD CF ….. MON EMN AGU WLK MEOH CHMT FTK PEIX=Bottom (Chemicals/Fertilizers)
LEIS(40): -1.87% Top=MYCC JACK ARMK DNKN BLMN YUM SONC PNRA ….. WYN WYNN QSR FRGI MGM LVS QUNR TOUR=Bottom (Leisure)
TRAN(38): -2.09% Top=WERN KSU ECHO EXPD FDX JBHT XPO SWFT ….. NAT UAL SAVE TRN JBLU AIRM TDW HA=Bottom (Transportation)
ENER(106): -2.27% Top=NBL EMES LPI RSPP OXY DPM SEMG SXL ….. WPX DO QEP ATW CPE PTEN PDS NBR=Bottom (Energy)
META(22): -3.17% Top=SLCA RGLD STLD AA BVN NEM NUE CCJ ….. GOLD FCX GG AEM ABX CNX PAAS TCK=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:51 am

Market Stats at 12:50 pm ET
by daytrend on 20150526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 948.

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 (20150526 12:50 pm ET)
2.5% of stocks are above yesterday’s high.
11.6% are above yesterday’s midpoint. (88.4% are below.)
66.6% are below yesterday’s low.
30.9% are inside yesterday’s range.
9.8% of stocks with today’s high > yesterday’s high. (90.2% less than).
84.9% of stocks with today’s low < yesterday’s low. (15.1% greater than).

EVIDENCE OF INTRADAY TREND (20150526 12:50 pm ET)
15.2% of stocks are above today’s open. (84.0% are below).
8.4% of stocks are above today’s open and yesterday’s close.
83.1% are below both.
2.1% of stocks opened above yesterday’s high.
14.3% of stocks opened above yesterday’s close. (82.6% opened below yesterday’s close).
32.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150526 12:50 pm ET)
2.6% of stocks are in the top 10% of today’s range.
5.9% are in the top 20%.
23.1% are in the top half. 76.9% of stocks are in the bottom half of today’s range.
38.1% are in the bottom 20%.
17.2% are in the bottom 10%.

GAIN (20150526 12:50 pm ET)
9.7% of stocks are above yesterday’s close. (90.3% are below.)
0.2% are up 4.5% or more. 1.9% are down 4.5% or more.
0.5% are up 3.5% or more. 4.9% are down 3.5% or more.
46.3% are between +1% and -1%.

RSI on DAILY (20150526 12:50 pm ET)
2-day: >=95:1.3%…>=90:2.6%…>=80:4.7%…>=50:12.3%…<=20:58.2%…<=10:31.1%…<=5:14.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:38.3%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:43.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150526 12:50 pm ET)
2.5% above previous 1 highs, 66.6% below previous 1 lows
2.0% above previous 2 highs, 54.2% below previous 2 lows
1.8% above previous 3 highs, 44.5% below previous 3 lows
1.5% above previous 4 highs, 40.0% below previous 4 lows
1.5% above previous 5 highs, 32.2% below previous 5 lows
1.5% above previous 6 highs, 28.3% below previous 6 lows
1.5% above previous 7 highs, 23.1% below previous 7 lows
1.5% above previous 8 highs, 18.2% below previous 8 lows
1.5% above previous 9 highs, 13.9% below previous 9 lows
1.3% above previous 10 highs, 13.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150526 12:50 pm ET)
9.7% are above or equal to 5/22 close (1 days ago), 90.3% are below.
14.8% are above or equal to 5/21 close (2 days ago), 85.2% are below.
23.7% are above or equal to 5/20 close (3 days ago), 76.3% are below.
26.4% are above or equal to 5/19 close (4 days ago), 73.6% are below.
23.5% are above or equal to 5/18 close (5 days ago), 76.5% are below.
37.4% are above or equal to 5/15 close (6 days ago), 62.6% are below.
37.0% are above or equal to 5/14 close (7 days ago), 63.0% are below.
54.0% are above or equal to 5/13 close (8 days ago), 46.0% are below.
53.7% are above or equal to 5/12 close (9 days ago), 46.3% are below.
49.4% are above or equal to 5/11 close (10 days ago), 50.6% are below.
46.4% are above or equal to 5/8 close (11 days ago), 53.6% are below.
58.2% are above or equal to 5/7 close (12 days ago), 41.8% are below.
62.2% are above or equal to 5/6 close (13 days ago), 37.8% are below.
59.1% are above or equal to 5/5 close (14 days ago), 40.9% are below.
45.8% are above or equal to 5/4 close (15 days ago), 54.2% are below.
49.8% are above or equal to 5/1 close (16 days ago), 50.2% are below.
57.2% are above or equal to 4/30 close (17 days ago), 42.8% are below.
48.4% are above or equal to 4/29 close (18 days ago), 51.6% are below.
45.1% are above or equal to 4/28 close (19 days ago), 54.9% are below.
46.6% are above or equal to 4/27 close (20 days ago), 53.4% are below.
43.2% are above or equal to 4/24 close (21 days ago), 56.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150526 12:50 pm ET)
20d: 2.4% new highs, 10.8% new lows
21d: 2.2% new highs, 10.7% new lows
42d: 1.7% new highs, 6.1% new lows
63d: 1.3% new highs, 5.0% new lows
126d: 1.3% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150526 12:50 pm ET)
2-day: 9.3% above, 90.7% below
3-day: 11.2% above, 88.8% below
4-day: 13.8% above, 86.2% below
5-day: 16.4% above, 83.6% below
8-day: 22.0% above, 78.0% below
10-day: 30.5% above, 69.5% below
20-day: 45.5% above, 54.5% below
50-day: 48.9% above, 51.1% below
200-day: 58.9% above, 41.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150526 12:50 pm ET)
HEAL(58): -0.58% Top=OSUR CYH THOR THC WMGI MOH UHS NUVA ….. EW MD GMED INCR DGX ACHC ZLTQ ABMD=Bottom (Health)
REAL(83): -0.66% Top=NRF MFA SLG BRX CBG AMT NLY STWD ….. PKY SHO HCP DRH CHSP LPT DRE NSM=Bottom (Real Estate)
MATE(30): -0.87% Top=OC TPH WY KBH USG TOL FAST PHM ….. CLH RSG EXP FLR CVA DY PWR MTZ=Bottom (Materials & Construction)
COSW(96): -0.89% Top=MOMO VIPS INXN QLYS VEEV INOV EPAM SFUN ….. WUBA AZPN ADSK CVLT PAYC WWWW HDP CMCM=Bottom (Computer Software/Internet)
FINA(85): -0.89% Top=ETFC CMA CFG SCHW CIT WETF CBOE CME ….. EWBC FMER HBHC WDR PFG LEAF BMO TD=Bottom (Banks/Financials)
RETA(67): -0.94% Top=LL SHLD TFM RAD OUTR PIR WFM URBN ….. SIG TIF GNC DSW ANF W VSI JMEI=Bottom (Retail & Specialty Retail)
DISV(49): -0.99% Top=YY TNET WAGE Z MYGN R BCO ULTA ….. AL APOL RCII ADT DV HMSY CAR BAH=Bottom (Diversified Services)
CONS(58): -1.02% Top=COTY GT FBHS AVP SKX TUMI SPB SEE ….. VFC BC DECK COH KATE RL FOSL OI=Bottom (Consumer)
INSU(36): -1.03% Top=MBI XL BRO AJG PGR AGO ALL ACGL ….. HIG AFL AXS ACE CNO FAF LNC GNW=Bottom (Insurance)
COHW(51): -1.04% Top=TMUS OLED ANET SMCI PANW CIEN KN BCE ….. JNPR EMC WDC NTAP STX WIN GOGO HPQ=Bottom (Computer Hardware/Telecom)
ELEC(56): -1.16% Top=AMBA SIMO MRVL JASO CGNX FSL QLGC INVN ….. CAVM FLDM FCS HIMX SPWR CREE CRUS FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(42): -1.25% Top=SEDG DE MHK AOS DCI DHR DOV IR ….. TEX ATU GNRC FLS GTLS JOY SPW ATI=Bottom (Manufacturing)
LEIS(40): -1.30% Top=MYCC ARMK BLMN DNKN LQ YUM RCL PNRA ….. FRGI BWLD GPRO LOCO MGM LVS QUNR TOUR=Bottom (Leisure)
CHEM(31): -1.46% Top=VAL SHW DD CYT PX CF APD HUN ….. GPRE AGU OLN CBT CHMT WLK FTK PEIX=Bottom (Chemicals/Fertilizers)
TRAN(38): -1.78% Top=WERN AAWW KSU KNX EXPD FDX SWFT NSC ….. TRN NAT LUV SAVE TDW HA AIRM JBLU=Bottom (Transportation)
ENER(106): -2.22% Top=NBL LPI DPM PAGP EMES SXL PDCE RSPP ….. RIG HLX ATW SN PDS CPE PTEN NBR=Bottom (Energy)
META(22): -2.84% Top=SLCA RGLD STLD AA X SCCO BVN CCJ ….. FCX CENX GG CNX ABX AEM TCK PAAS=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 12:50 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:26 am

Market Stats at 12:26 pm ET
by daytrend on 20150526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 948.

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 (20150526 12:26 pm ET)
2.2% of stocks are above yesterday’s high.
12.3% are above yesterday’s midpoint. (87.7% are below.)
64.6% are below yesterday’s low.
33.2% are inside yesterday’s range.
9.5% of stocks with today’s high > yesterday’s high. (90.5% less than).
84.6% of stocks with today’s low < yesterday’s low. (15.4% greater than).

EVIDENCE OF INTRADAY TREND (20150526 12:26 pm ET)
15.8% of stocks are above today’s open. (82.8% are below).
8.3% of stocks are above today’s open and yesterday’s close.
81.5% are below both.
2.1% of stocks opened above yesterday’s high.
14.3% of stocks opened above yesterday’s close. (82.6% opened below yesterday’s close).
32.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150526 12:26 pm ET)
2.8% of stocks are in the top 10% of today’s range.
6.8% are in the top 20%.
27.0% are in the top half. 73.0% of stocks are in the bottom half of today’s range.
30.9% are in the bottom 20%.
11.3% are in the bottom 10%.

GAIN (20150526 12:26 pm ET)
10.4% of stocks are above yesterday’s close. (89.6% are below.)
0.1% are up 4.5% or more. 1.4% are down 4.5% or more.
0.4% are up 3.5% or more. 3.6% are down 3.5% or more.
48.9% are between +1% and -1%.

RSI on DAILY (20150526 12:26 pm ET)
2-day: >=95:1.7%…>=90:2.7%…>=80:5.0%…>=50:12.4%…<=20:56.8%…<=10:30.1%…<=5:14.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:39.6%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:44.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150526 12:26 pm ET)
2.2% above previous 1 highs, 64.6% below previous 1 lows
1.7% above previous 2 highs, 51.8% below previous 2 lows
1.6% above previous 3 highs, 42.3% below previous 3 lows
1.3% above previous 4 highs, 38.1% below previous 4 lows
1.3% above previous 5 highs, 29.7% below previous 5 lows
1.3% above previous 6 highs, 26.1% below previous 6 lows
1.2% above previous 7 highs, 21.1% below previous 7 lows
1.2% above previous 8 highs, 16.7% below previous 8 lows
1.2% above previous 9 highs, 12.1% below previous 9 lows
1.1% above previous 10 highs, 11.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150526 12:26 pm ET)
10.4% are above or equal to 5/22 close (1 days ago), 89.6% are below.
15.0% are above or equal to 5/21 close (2 days ago), 85.0% are below.
25.3% are above or equal to 5/20 close (3 days ago), 74.7% are below.
27.1% are above or equal to 5/19 close (4 days ago), 72.9% are below.
23.8% are above or equal to 5/18 close (5 days ago), 76.2% are below.
38.3% are above or equal to 5/15 close (6 days ago), 61.7% are below.
38.2% are above or equal to 5/14 close (7 days ago), 61.8% are below.
55.2% are above or equal to 5/13 close (8 days ago), 44.8% are below.
54.2% are above or equal to 5/12 close (9 days ago), 45.8% are below.
49.5% are above or equal to 5/11 close (10 days ago), 50.5% are below.
46.6% are above or equal to 5/8 close (11 days ago), 53.4% are below.
58.5% are above or equal to 5/7 close (12 days ago), 41.5% are below.
62.6% are above or equal to 5/6 close (13 days ago), 37.4% are below.
60.2% are above or equal to 5/5 close (14 days ago), 39.8% are below.
46.5% are above or equal to 5/4 close (15 days ago), 53.5% are below.
50.5% are above or equal to 5/1 close (16 days ago), 49.5% are below.
57.2% are above or equal to 4/30 close (17 days ago), 42.8% are below.
48.5% are above or equal to 4/29 close (18 days ago), 51.5% are below.
45.7% are above or equal to 4/28 close (19 days ago), 54.3% are below.
46.8% are above or equal to 4/27 close (20 days ago), 53.2% are below.
44.2% are above or equal to 4/24 close (21 days ago), 55.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150526 12:26 pm ET)
20d: 2.2% new highs, 10.5% new lows
21d: 2.1% new highs, 10.4% new lows
42d: 1.6% new highs, 6.0% new lows
63d: 1.2% new highs, 4.9% new lows
126d: 1.2% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150526 12:26 pm ET)
2-day: 9.5% above, 90.5% below
3-day: 11.3% above, 88.7% below
4-day: 14.5% above, 85.5% below
5-day: 15.8% above, 84.2% below
8-day: 22.9% above, 77.1% below
10-day: 31.3% above, 68.7% below
20-day: 46.3% above, 53.7% below
50-day: 49.3% above, 50.7% below
200-day: 59.2% above, 40.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150526 12:26 pm ET)
HEAL(58): -0.55% Top=OSUR CYH THC THOR WMGI MOH UHS RMD ….. GMED INCR MD EW DGX ACHC ZLTQ ABMD=Bottom (Health)
REAL(83): -0.67% Top=AMT NRF MFA SLG CBG NLY SKT STWD ….. BEE LHO OUT HCP CHSP NSM DRE LPT=Bottom (Real Estate)
FINA(85): -0.79% Top=ETFC WETF SCHW CFG CMA CME CIT BBT ….. JPM WDR FMER HBHC PFG LEAF BMO TD=Bottom (Banks/Financials)
COSW(96): -0.82% Top=MOMO VIPS VEEV INOV INXN QLYS EPAM SFUN ….. CA ADSK HDP CVLT AZPN WWWW PAYC CMCM=Bottom (Computer Software/Internet)
MATE(30): -0.89% Top=OC KBH TPH WY FAST TOL USG MAS ….. EXP CLH RSG FLR CVA DY PWR MTZ=Bottom (Materials & Construction)
INSU(36): -0.90% Top=MBI XL BRO PGR AJG ALL AGO ACGL ….. MET AFL ACE AXS CNO FAF LNC GNW=Bottom (Insurance)
DISV(49): -0.91% Top=YY Z MYGN TNET R WAGE BCO KBR ….. FLT APOL ADT RCII DV CAR HMSY BAH=Bottom (Diversified Services)
RETA(67): -0.92% Top=LL SHLD TFM RAD OUTR BIG PIR URBN ….. GME SIG TIF GNC DSW ANF VSI JMEI=Bottom (Retail & Specialty Retail)
CONS(58): -0.96% Top=COTY GT TUMI SKX FBHS AVP SPB SEE ….. PAY BERY BC COH KATE RL FOSL OI=Bottom (Consumer)
COHW(51): -1.10% Top=TMUS OLED ANET PANW CIEN SMCI KN BCE ….. WDC EMC NTAP STX RKUS WIN HPQ GOGO=Bottom (Computer Hardware/Telecom)
ELEC(56): -1.10% Top=AMBA SIMO MRVL JASO FSL CGNX INVN QLGC ….. GLW FCS CAVM HIMX SPWR CREE CRUS FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(42): -1.19% Top=SEDG DE MHK AOS DCI GE DHR PCP ….. TEX GNRC ATU FLS SPW GTLS JOY ATI=Bottom (Manufacturing)
LEIS(40): -1.28% Top=MYCC ARMK BLMN DNKN YUM LQ RCL PNRA ….. FRGI LOCO BWLD MGM GPRO LVS TOUR QUNR=Bottom (Leisure)
CHEM(31): -1.45% Top=VAL DD SHW CYT APD PX MOS CF ….. GPRE AGU WLK OLN CHMT CBT FTK PEIX=Bottom (Chemicals/Fertilizers)
TRAN(38): -1.62% Top=WERN KSU AAWW EXPD KNX FDX SWFT JBHT ….. LUV UAL TRN SAVE TDW HA JBLU AIRM=Bottom (Transportation)
ENER(106): -1.95% Top=NBL LPI DPM RSPP PDCE EMES PAGP OII ….. UNT RIG ATW HLX CPE PDS PTEN NBR=Bottom (Energy)
META(22): -2.72% Top=SLCA RGLD CCJ SCCO STLD BVN NUE AA ….. FCX GOLD CENX ABX CNX AEM TCK PAAS=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 12:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Older Posts »

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

Follow

Get every new post delivered to your Inbox.

Join 57 other followers