daytrend

06/29/2015

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

Closing Stats
by daytrend on 20150629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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 (20150629 Closing)
0.8% of stocks are above yesterday’s high.
3.3% are above yesterday’s midpoint. (96.7% are below.)
87.1% are below yesterday’s low.
12.1% are inside yesterday’s range.
11.7% of stocks with today’s high > yesterday’s high. (88.3% less than).
92.4% of stocks with today’s low < yesterday’s low. (7.6% greater than).

EVIDENCE OF INTRADAY TREND (20150629 Closing)
8.8% of stocks are above today’s open. (90.7% are below).
2.2% of stocks are above today’s open and yesterday’s close.
90.7% are below both.
0.3% of stocks opened above yesterday’s high.
3.4% of stocks opened above yesterday’s close. (95.7% opened below yesterday’s close).
57.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150629 Closing)
0.3% of stocks are in the top 10% of today’s range.
0.7% are in the top 20%.
5.6% are in the top half. 94.4% of stocks are in the bottom half of today’s range.
81.0% are in the bottom 20%.
64.2% are in the bottom 10%.

GAIN (20150629 Closing)
2.4% of stocks are above yesterday’s close. (97.6% are below.)
0.0% are up 4.5% or more. 5.9% are down 4.5% or more.
0.1% are up 3.5% or more. 14.7% are down 3.5% or more.
10.4% are between +1% and -1%.

RSI on DAILY (20150629 Closing)
2-day: >=95:0.2%…>=90:0.3%…>=80:0.6%…>=50:2.8%…<=20:81.5%…<=10:58.1%…<=5:37.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:13.0%…<=20:7.9%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:19.0%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150629 Closing)
0.8% above previous 1 highs, 87.1% below previous 1 lows
0.6% above previous 2 highs, 81.9% below previous 2 lows
0.5% above previous 3 highs, 79.7% below previous 3 lows
0.5% above previous 4 highs, 77.3% below previous 4 lows
0.4% above previous 5 highs, 74.2% below previous 5 lows
0.4% above previous 6 highs, 70.2% below previous 6 lows
0.3% above previous 7 highs, 66.4% below previous 7 lows
0.2% above previous 8 highs, 61.7% below previous 8 lows
0.2% above previous 9 highs, 57.5% below previous 9 lows
0.2% above previous 10 highs, 51.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150629 Closing)
2.4% are above or equal to 6/26 close (1 days ago), 97.6% are below.
5.9% are above or equal to 6/25 close (2 days ago), 94.1% are below.
6.6% are above or equal to 6/24 close (3 days ago), 93.4% are below.
5.3% are above or equal to 6/23 close (4 days ago), 94.7% are below.
8.0% are above or equal to 6/22 close (5 days ago), 92.0% are below.
12.3% are above or equal to 6/19 close (6 days ago), 87.7% are below.
12.6% are above or equal to 6/18 close (7 days ago), 87.4% are below.
17.5% are above or equal to 6/17 close (8 days ago), 82.5% are below.
19.1% are above or equal to 6/16 close (9 days ago), 80.9% are below.
23.9% are above or equal to 6/15 close (10 days ago), 76.1% are below.
19.6% are above or equal to 6/12 close (11 days ago), 80.4% are below.
18.4% are above or equal to 6/11 close (12 days ago), 81.6% are below.
21.7% are above or equal to 6/10 close (13 days ago), 78.3% are below.
31.1% are above or equal to 6/9 close (14 days ago), 68.9% are below.
31.6% are above or equal to 6/8 close (15 days ago), 68.4% are below.
27.1% are above or equal to 6/5 close (16 days ago), 72.9% are below.
29.5% are above or equal to 6/4 close (17 days ago), 70.5% are below.
25.4% are above or equal to 6/3 close (18 days ago), 74.6% are below.
29.5% are above or equal to 6/2 close (19 days ago), 70.5% are below.
30.7% are above or equal to 6/1 close (20 days ago), 69.3% are below.
32.7% are above or equal to 5/29 close (21 days ago), 67.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150629 Closing)
20d: 1.2% new highs, 42.7% new lows
21d: 1.2% new highs, 42.3% new lows
42d: 1.1% new highs, 30.7% new lows
63d: 0.9% new highs, 24.5% new lows
126d: 0.7% new highs, 14.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150629 Closing)
2-day: 2.2% above, 97.8% below
3-day: 3.1% above, 96.9% below
4-day: 3.9% above, 96.1% below
5-day: 3.8% above, 96.2% below
8-day: 5.7% above, 94.3% below
10-day: 8.4% above, 91.6% below
20-day: 16.0% above, 84.0% below
50-day: 29.8% above, 70.2% below
200-day: 48.6% above, 51.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150629 Closing)
REAL(104): -1.57% Top=SBRA AVB HR HTA HCP BRX BXMT MPW ….. CONE QTS PLD HST KW KRG NSM BAM=Bottom (Real Estate)
META(26): -1.74% Top=SLCA BVN AEM GOLD SWC RGLD GG ABX ….. CMC NUE TMST FCX AA STLD X CENX=Bottom (Metals & Mining)
HEAL(60): -1.80% Top=LPNT AMED CNC HNT ZMH BDX ACHC MOH ….. NUVA OPK A WX IRWD WMGI ZLTQ SPNC=Bottom (Health)
TRAN(37): -2.14% Top=NAT GLOP JBHT ODFL TNK STNG GWR CP ….. LUV VA CSX CNW HA XPO AAL AAWW=Bottom (Transportation)
COHW(49): -2.27% Top=PLCM KN RCI UBNT TDC T TMUS INFN ….. QCOM BRCD SMCI BBRY ZAYO SWIR NMBL GOGO=Bottom (Computer Hardware/Telecom)
MANU(46): -2.29% Top=PNR TILE DCI WOR PCP LII DHR IR ….. KMT RS RXN CRS GTLS BGC SEDG JKS=Bottom (Manufacturing)
ENER(98): -2.31% Top=BAS CJES NBR OAS PTEN FANG MRD CXO ….. NFX RICE NBL UPL CVE WPX EPE BCEI=Bottom (Energy)
MATE(29): -2.38% Top=RYN WM SPF WY RYL MLM AWI TOL ….. PWR MTZ MAS KBH MTH USG APOG BCC=Bottom (Materials & Construction)
CONS(58): -2.38% Top=RFP MWV COTY RKT GPK SKX IP PG ….. LULU UA MAT PAY AVP ICON GT HAR=Bottom (Consumer)
LEIS(41): -2.40% Top=ZOES BOJA DNKN ARMK LOCO WEN TXRH CMG ….. KKD YUM EXPE SHAK RCL MGM PLAY TVPT=Bottom (Leisure)
DISV(52): -2.48% Top=AHS ADT TNET Z AAN CXW WOOF HMHC ….. RCII ACM JEC GDOT WEX BLOX APOL DV=Bottom (Diversified Services)
RETA(71): -2.61% Top=ETSY KR AEO LL NFLX WMT CVS CPRT ….. BURL SHLD M BIG ZUMZ SPLS ZU ANF=Bottom (Retail & Specialty Retail)
FINA(103): -2.62% Top=WRLD CBOE TLMR ACAS CTLT ARCC FCB BNCL ….. LPLA SF JNS OZRK ETFC OCN LAZ WETF=Bottom (Banks/Financials)
COSW(108): -2.88% Top=WUBA NTCT DBD MDAS BR CERN HUBS ORCL ….. VDSI SNCR BOX RNG LNKD CYBR CMCM ROVI=Bottom (Computer Software/Internet)
CHEM(28): -2.90% Top=POT MOS EMN MON CE CF PX AGU ….. APD DOW POL WLK HUN AXLL ALB CHMT=Bottom (Chemicals/Fertilizers)
ELEC(58): -2.90% Top=APH SIGM MLNX SNPS AMBA MXIM INVN QRVO ….. MRVL MU SPWR MTSI CSIQ SUNE TSL MEI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(38): -3.02% Top=AXS FAF BRO RDN VR AFSI ACGL FNF ….. CLGX AFL SLF LNC PRU CNO AGO MBI=Bottom (Insurance)

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 @ 2:21 pm

Market Stats at 3:20 pm ET
by daytrend on 20150629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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 (20150629 3:20 pm ET)
1.0% of stocks are above yesterday’s high.
5.1% are above yesterday’s midpoint. (94.9% are below.)
81.2% are below yesterday’s low.
17.8% are inside yesterday’s range.
11.7% of stocks with today’s high > yesterday’s high. (88.3% less than).
89.9% of stocks with today’s low < yesterday’s low. (10.1% greater than).

EVIDENCE OF INTRADAY TREND (20150629 3:20 pm ET)
12.4% of stocks are above today’s open. (86.6% are below).
2.9% of stocks are above today’s open and yesterday’s close.
86.4% are below both.
0.3% of stocks opened above yesterday’s high.
3.4% of stocks opened above yesterday’s close. (95.7% opened below yesterday’s close).
57.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150629 3:20 pm ET)
0.5% of stocks are in the top 10% of today’s range.
1.2% are in the top 20%.
8.1% are in the top half. 91.9% of stocks are in the bottom half of today’s range.
72.1% are in the bottom 20%.
44.4% are in the bottom 10%.

GAIN (20150629 3:20 pm ET)
3.6% of stocks are above yesterday’s close. (96.4% are below.)
0.1% are up 4.5% or more. 4.6% are down 4.5% or more.
0.1% are up 3.5% or more. 10.5% are down 3.5% or more.
16.2% are between +1% and -1%.

RSI on DAILY (20150629 3:20 pm ET)
2-day: >=95:0.1%…>=90:0.5%…>=80:0.7%…>=50:4.0%…<=20:77.7%…<=10:54.4%…<=5:36.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:15.7%…<=20:6.9%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:21.7%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150629 3:20 pm ET)
1.0% above previous 1 highs, 81.2% below previous 1 lows
0.7% above previous 2 highs, 75.3% below previous 2 lows
0.5% above previous 3 highs, 73.0% below previous 3 lows
0.5% above previous 4 highs, 70.8% below previous 4 lows
0.5% above previous 5 highs, 67.4% below previous 5 lows
0.5% above previous 6 highs, 63.3% below previous 6 lows
0.4% above previous 7 highs, 59.2% below previous 7 lows
0.3% above previous 8 highs, 55.0% below previous 8 lows
0.3% above previous 9 highs, 50.0% below previous 9 lows
0.3% above previous 10 highs, 45.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150629 3:20 pm ET)
3.6% are above or equal to 6/26 close (1 days ago), 96.4% are below.
8.3% are above or equal to 6/25 close (2 days ago), 91.7% are below.
8.5% are above or equal to 6/24 close (3 days ago), 91.5% are below.
6.4% are above or equal to 6/23 close (4 days ago), 93.6% are below.
9.4% are above or equal to 6/22 close (5 days ago), 90.6% are below.
14.3% are above or equal to 6/19 close (6 days ago), 85.7% are below.
14.8% are above or equal to 6/18 close (7 days ago), 85.2% are below.
20.3% are above or equal to 6/17 close (8 days ago), 79.7% are below.
22.7% are above or equal to 6/16 close (9 days ago), 77.3% are below.
26.9% are above or equal to 6/15 close (10 days ago), 73.1% are below.
22.3% are above or equal to 6/12 close (11 days ago), 77.7% are below.
21.2% are above or equal to 6/11 close (12 days ago), 78.8% are below.
23.9% are above or equal to 6/10 close (13 days ago), 76.1% are below.
33.7% are above or equal to 6/9 close (14 days ago), 66.3% are below.
34.1% are above or equal to 6/8 close (15 days ago), 65.9% are below.
30.0% are above or equal to 6/5 close (16 days ago), 70.0% are below.
31.9% are above or equal to 6/4 close (17 days ago), 68.1% are below.
27.4% are above or equal to 6/3 close (18 days ago), 72.6% are below.
30.4% are above or equal to 6/2 close (19 days ago), 69.6% are below.
31.8% are above or equal to 6/1 close (20 days ago), 68.2% are below.
34.4% are above or equal to 5/29 close (21 days ago), 65.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150629 3:20 pm ET)
20d: 1.1% new highs, 38.7% new lows
21d: 1.1% new highs, 38.4% new lows
42d: 1.1% new highs, 28.2% new lows
63d: 0.9% new highs, 22.3% new lows
126d: 0.7% new highs, 13.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150629 3:20 pm ET)
2-day: 3.0% above, 97.0% below
3-day: 4.7% above, 95.3% below
4-day: 5.4% above, 94.6% below
5-day: 5.1% above, 94.9% below
8-day: 6.9% above, 93.1% below
10-day: 9.6% above, 90.4% below
20-day: 19.0% above, 81.0% below
50-day: 32.2% above, 67.8% below
200-day: 49.5% above, 50.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150629 3:20 pm ET)
REAL(104): -1.08% Top=SBRA ARCP HR HCP AVB HTA BRX OHI ….. CBG MAC OUT KRG CONE KW NSM BAM=Bottom (Real Estate)
HEAL(60): -1.37% Top=LPNT AMED CNC BDX HNT ACHC ZMH RMD ….. NUVA IRWD A PODD WMGI WX ZLTQ SPNC=Bottom (Health)
META(26): -1.42% Top=SLCA BVN GOLD AEM GG SWC RGLD ABX ….. FCX AA NUE TMST CCJ STLD X CENX=Bottom (Metals & Mining)
TRAN(37): -1.89% Top=NAT TNK JBHT CP GWR ODFL KEX UNP ….. LUV HA UAL CSX XPO VA AAL AAWW=Bottom (Transportation)
COHW(49): -1.93% Top=PLCM KN SYNA RCI TMUS ANET T WIN ….. BRCD NSR SMCI SNDK ZAYO SWIR NMBL GOGO=Bottom (Computer Hardware/Telecom)
ENER(98): -1.94% Top=BAS CJES PTEN NBR OAS CXO FANG PAGP ….. NBL EPE UPL SM PE BCEI WPX CVE=Bottom (Energy)
CONS(58): -2.02% Top=RFP MWV RKT COTY IP GPK SKX CROX ….. JAH MAT AVP UA PAY ICON HAR GT=Bottom (Consumer)
MANU(46): -2.06% Top=PNR WOR PCP TILE DCI IR SWK JOY ….. MRC RS RXN CRS BGC GTLS SEDG JKS=Bottom (Manufacturing)
LEIS(41): -2.11% Top=ZOES BOJA ARMK WEN DNKN MCD CMG SBUX ….. LQ KKD YUM EXPE RCL MGM PLAY TVPT=Bottom (Leisure)
MATE(29): -2.17% Top=RYN WM WY SPF OC PHM MLM RYL ….. FLR PWR KBH MAS MTH USG APOG BCC=Bottom (Materials & Construction)
DISV(52): -2.19% Top=AHS TNET WOOF Z EIGI CXW AAN HMHC ….. RCII GDOT ACM JEC BLOX YY APOL DV=Bottom (Diversified Services)
RETA(71): -2.35% Top=KR CVS WMT CPRT AEO LL NFLX WFM ….. ZUMZ BBY SHLD M W SPLS ZU ANF=Bottom (Retail & Specialty Retail)
FINA(103): -2.36% Top=WRLD ACAS TLMR CTLT WU CBOE FCB APO ….. SCHW EV IBKR OZRK ETFC OCN LAZ WETF=Bottom (Banks/Financials)
CHEM(28): -2.55% Top=POT MOS MON EMN CE CF SHW PX ….. APD WLK DOW POL HUN AXLL ALB CHMT=Bottom (Chemicals/Fertilizers)
COSW(108): -2.65% Top=NTCT DBD WUBA BR SINA SOHU CERN ORCL ….. TRUE SNCR QLYS LC LNKD CYBR ROVI CMCM=Bottom (Computer Software/Internet)
ELEC(58): -2.66% Top=APH SIGM MLNX AMBA INVN SNPS MXIM CY ….. MRVL SPWR MTSI MU CSIQ TSL SCTY MEI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(38): -2.72% Top=AXS BRO FAF RDN FNF VR HIG XL ….. AFL MET LNC CNO PRU SLF AGO MBI=Bottom (Insurance)

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 3:20 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:23 pm

Market Stats at 2:23 pm ET
by daytrend on 20150629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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 (20150629 2:23 pm ET)
0.9% of stocks are above yesterday’s high.
6.7% are above yesterday’s midpoint. (93.3% are below.)
78.1% are below yesterday’s low.
21.0% are inside yesterday’s range.
11.6% of stocks with today’s high > yesterday’s high. (88.4% less than).
87.4% of stocks with today’s low < yesterday’s low. (12.6% greater than).

EVIDENCE OF INTRADAY TREND (20150629 2:23 pm ET)
16.3% of stocks are above today’s open. (82.5% are below).
3.9% of stocks are above today’s open and yesterday’s close.
82.3% are below both.
0.3% of stocks opened above yesterday’s high.
3.4% of stocks opened above yesterday’s close. (95.7% opened below yesterday’s close).
57.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150629 2:23 pm ET)
0.6% of stocks are in the top 10% of today’s range.
2.1% are in the top 20%.
10.6% are in the top half. 89.4% of stocks are in the bottom half of today’s range.
71.5% are in the bottom 20%.
58.3% are in the bottom 10%.

GAIN (20150629 2:23 pm ET)
4.4% of stocks are above yesterday’s close. (95.6% are below.)
0.1% are up 4.5% or more. 3.6% are down 4.5% or more.
0.2% are up 3.5% or more. 8.4% are down 3.5% or more.
19.7% are between +1% and -1%.

RSI on DAILY (20150629 2:23 pm ET)
2-day: >=95:0.2%…>=90:0.5%…>=80:1.0%…>=50:4.6%…<=20:74.9%…<=10:51.7%…<=5:34.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:17.5%…<=20:6.3%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:23.7%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150629 2:23 pm ET)
0.9% above previous 1 highs, 78.1% below previous 1 lows
0.8% above previous 2 highs, 71.7% below previous 2 lows
0.4% above previous 3 highs, 69.5% below previous 3 lows
0.4% above previous 4 highs, 67.0% below previous 4 lows
0.4% above previous 5 highs, 63.6% below previous 5 lows
0.4% above previous 6 highs, 60.4% below previous 6 lows
0.4% above previous 7 highs, 56.0% below previous 7 lows
0.3% above previous 8 highs, 52.2% below previous 8 lows
0.3% above previous 9 highs, 47.1% below previous 9 lows
0.3% above previous 10 highs, 42.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150629 2:23 pm ET)
4.4% are above or equal to 6/26 close (1 days ago), 95.6% are below.
9.5% are above or equal to 6/25 close (2 days ago), 90.5% are below.
10.2% are above or equal to 6/24 close (3 days ago), 89.8% are below.
8.0% are above or equal to 6/23 close (4 days ago), 92.0% are below.
10.8% are above or equal to 6/22 close (5 days ago), 89.2% are below.
16.1% are above or equal to 6/19 close (6 days ago), 83.9% are below.
16.2% are above or equal to 6/18 close (7 days ago), 83.8% are below.
21.9% are above or equal to 6/17 close (8 days ago), 78.1% are below.
23.2% are above or equal to 6/16 close (9 days ago), 76.8% are below.
29.3% are above or equal to 6/15 close (10 days ago), 70.7% are below.
24.3% are above or equal to 6/12 close (11 days ago), 75.7% are below.
22.5% are above or equal to 6/11 close (12 days ago), 77.5% are below.
25.2% are above or equal to 6/10 close (13 days ago), 74.8% are below.
35.5% are above or equal to 6/9 close (14 days ago), 64.5% are below.
36.1% are above or equal to 6/8 close (15 days ago), 63.9% are below.
31.5% are above or equal to 6/5 close (16 days ago), 68.5% are below.
33.3% are above or equal to 6/4 close (17 days ago), 66.7% are below.
28.0% are above or equal to 6/3 close (18 days ago), 72.0% are below.
31.7% are above or equal to 6/2 close (19 days ago), 68.3% are below.
33.1% are above or equal to 6/1 close (20 days ago), 66.9% are below.
34.8% are above or equal to 5/29 close (21 days ago), 65.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150629 2:23 pm ET)
20d: 1.1% new highs, 35.7% new lows
21d: 1.1% new highs, 35.4% new lows
42d: 1.1% new highs, 26.0% new lows
63d: 0.9% new highs, 20.5% new lows
126d: 0.7% new highs, 12.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150629 2:23 pm ET)
2-day: 4.2% above, 95.8% below
3-day: 5.7% above, 94.3% below
4-day: 6.2% above, 93.8% below
5-day: 6.0% above, 94.0% below
8-day: 8.4% above, 91.6% below
10-day: 11.7% above, 88.3% below
20-day: 21.5% above, 78.5% below
50-day: 32.5% above, 67.5% below
200-day: 49.4% above, 50.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150629 2:23 pm ET)
HEAL(60): -1.00% Top=AMED LPNT ACHC MDXG CNC BDX HNT RMD ….. PKI BKD IRWD A WMGI WX ZLTQ SPNC=Bottom (Health)
REAL(104): -1.03% Top=SBRA HR ESRT VTR ARCP BRX HCP AVB ….. HT CBG LPT CONE KW NSM NRF BAM=Bottom (Real Estate)
META(26): -1.34% Top=SLCA BVN GOLD RGLD AEM SCCO TAHO NEM ….. AA FCX NUE CCJ TMST X STLD CENX=Bottom (Metals & Mining)
TRAN(37): -1.66% Top=NAT TNK JBHT ODFL ALK KEX STNG SAVE ….. CSX UAL SWFT CNW XPO AAL VA AAWW=Bottom (Transportation)
CONS(58): -1.74% Top=RFP SKX CROX GPK MWV COTY IP RKT ….. COH MAT TPX JAH ICON PAY HAR GT=Bottom (Consumer)
COHW(49): -1.82% Top=KN PLCM TMUS UBNT INFN SYNA T RCI ….. BRCD BBRY SNDK SSYS WDC SWIR NMBL GOGO=Bottom (Computer Hardware/Telecom)
LEIS(41): -1.91% Top=ZOES BOJA SHAK ARMK WEN DNKN JACK MCD ….. QSR EXPE YUM RCL PLAY SEAS MGM TVPT=Bottom (Leisure)
ENER(98): -1.94% Top=BAS PTEN CJES FANG EPD CXO OAS HLX ….. NFX UPL EPE LPI WPX NBL CVE BCEI=Bottom (Energy)
MANU(46): -1.97% Top=PNR WOR TILE IR PCP DCI LII JOY ….. BWC RXN RS CRS BGC SEDG GTLS JKS=Bottom (Manufacturing)
DISV(52): -1.99% Top=AHS WOOF HMHC TNET EIGI AAN SBAC CXW ….. WEX URI BLOX JEC ACM APOL YY DV=Bottom (Diversified Services)
RETA(71): -2.07% Top=LL AEO KR FINL CVS CPRT WMT LOW ….. AAP KORS M BBY SPLS W ZU ANF=Bottom (Retail & Specialty Retail)
MATE(29): -2.09% Top=RYN WM WY WCN SPF DHI OC FAST ….. MAS MTH FLR PWR KBH USG APOG BCC=Bottom (Materials & Construction)
FINA(103): -2.26% Top=WRLD TLMR CTLT APO FCB WU BNCL PHH ….. AMTD VOYA OZRK SCHW ETFC OCN LAZ WETF=Bottom (Banks/Financials)
ELEC(58): -2.32% Top=APH SIGM MLNX AMBA INVN SNPS BRKR TRMB ….. SWKS MU SUNE MRVL MTSI TSL SCTY MEI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(108): -2.36% Top=MDAS DBD WUBA NTCT ACIW CERN SINA BR ….. SFUN SNCR GLUU CYBR LC LNKD ROVI CMCM=Bottom (Computer Software/Internet)
CHEM(28): -2.40% Top=POT MOS MON EMN SHW CE CF VAL ….. FTK APD DOW WLK HUN AXLL CHMT ALB=Bottom (Chemicals/Fertilizers)
INSU(38): -2.63% Top=AXS RDN BRO FAF MTG AWH FNF VR ….. CLGX LNC CNO MET PRU SLF AGO MBI=Bottom (Insurance)

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 2:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:45 am

Market Stats at 12:44 pm ET
by daytrend on 20150629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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 (20150629 12:44 pm ET)
1.8% of stocks are above yesterday’s high.
10.6% are above yesterday’s midpoint. (89.4% are below.)
69.2% are below yesterday’s low.
29.0% are inside yesterday’s range.
11.5% of stocks with today’s high > yesterday’s high. (88.5% less than).
83.4% of stocks with today’s low < yesterday’s low. (16.6% greater than).

EVIDENCE OF INTRADAY TREND (20150629 12:44 pm ET)
26.8% of stocks are above today’s open. (71.5% are below).
7.1% of stocks are above today’s open and yesterday’s close.
71.4% are below both.
0.3% of stocks opened above yesterday’s high.
3.4% of stocks opened above yesterday’s close. (95.7% opened below yesterday’s close).
57.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150629 12:44 pm ET)
1.9% of stocks are in the top 10% of today’s range.
4.1% are in the top 20%.
16.8% are in the top half. 83.2% of stocks are in the bottom half of today’s range.
54.8% are in the bottom 20%.
40.4% are in the bottom 10%.

GAIN (20150629 12:44 pm ET)
7.9% of stocks are above yesterday’s close. (92.1% are below.)
0.0% are up 4.5% or more. 2.4% are down 4.5% or more.
0.1% are up 3.5% or more. 5.8% are down 3.5% or more.
32.3% are between +1% and -1%.

RSI on DAILY (20150629 12:44 pm ET)
2-day: >=95:0.3%…>=90:1.0%…>=80:1.6%…>=50:8.3%…<=20:68.1%…<=10:46.3%…<=5:30.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:21.4%…<=20:5.6%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:26.4%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150629 12:44 pm ET)
1.8% above previous 1 highs, 69.2% below previous 1 lows
1.1% above previous 2 highs, 63.3% below previous 2 lows
0.7% above previous 3 highs, 60.7% below previous 3 lows
0.5% above previous 4 highs, 57.7% below previous 4 lows
0.4% above previous 5 highs, 55.0% below previous 5 lows
0.4% above previous 6 highs, 51.6% below previous 6 lows
0.3% above previous 7 highs, 48.4% below previous 7 lows
0.3% above previous 8 highs, 44.8% below previous 8 lows
0.3% above previous 9 highs, 40.7% below previous 9 lows
0.3% above previous 10 highs, 36.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150629 12:44 pm ET)
7.9% are above or equal to 6/26 close (1 days ago), 92.1% are below.
14.5% are above or equal to 6/25 close (2 days ago), 85.5% are below.
14.3% are above or equal to 6/24 close (3 days ago), 85.7% are below.
10.3% are above or equal to 6/23 close (4 days ago), 89.7% are below.
13.8% are above or equal to 6/22 close (5 days ago), 86.2% are below.
19.5% are above or equal to 6/19 close (6 days ago), 80.5% are below.
18.8% are above or equal to 6/18 close (7 days ago), 81.2% are below.
25.8% are above or equal to 6/17 close (8 days ago), 74.2% are below.
26.2% are above or equal to 6/16 close (9 days ago), 73.8% are below.
33.8% are above or equal to 6/15 close (10 days ago), 66.2% are below.
28.1% are above or equal to 6/12 close (11 days ago), 71.9% are below.
26.0% are above or equal to 6/11 close (12 days ago), 74.0% are below.
28.7% are above or equal to 6/10 close (13 days ago), 71.3% are below.
39.0% are above or equal to 6/9 close (14 days ago), 61.0% are below.
39.9% are above or equal to 6/8 close (15 days ago), 60.1% are below.
33.2% are above or equal to 6/5 close (16 days ago), 66.8% are below.
37.5% are above or equal to 6/4 close (17 days ago), 62.5% are below.
31.6% are above or equal to 6/3 close (18 days ago), 68.4% are below.
34.3% are above or equal to 6/2 close (19 days ago), 65.7% are below.
36.0% are above or equal to 6/1 close (20 days ago), 64.0% are below.
38.8% are above or equal to 5/29 close (21 days ago), 61.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150629 12:44 pm ET)
20d: 1.1% new highs, 32.4% new lows
21d: 1.1% new highs, 32.1% new lows
42d: 1.1% new highs, 22.9% new lows
63d: 0.9% new highs, 17.5% new lows
126d: 0.7% new highs, 10.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150629 12:44 pm ET)
2-day: 7.4% above, 92.6% below
3-day: 9.3% above, 90.7% below
4-day: 10.5% above, 89.5% below
5-day: 9.3% above, 90.7% below
8-day: 11.2% above, 88.8% below
10-day: 14.6% above, 85.4% below
20-day: 25.7% above, 74.3% below
50-day: 35.5% above, 64.5% below
200-day: 50.5% above, 49.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150629 12:44 pm ET)
REAL(104): -0.54% Top=SBRA ARCP CPT BRX HR AIV MPW VTR ….. IVR CBG LPT CONE KW EJ BAM NSM=Bottom (Real Estate)
HEAL(60): -0.63% Top=AMED LPNT INCR ACHC BDX DXCM CNC MOH ….. HWAY PKI KANG IRWD A WX ZLTQ SPNC=Bottom (Health)
CONS(58): -1.25% Top=SKX RFP GPK MWV COTY RKT IP PBI ….. COH UA JAH OI ICON PAY HAR GT=Bottom (Consumer)
TRAN(37): -1.35% Top=NAT TNK ALK ODFL GBX JBHT STNG GWR ….. CNI CNW SWFT UAL XPO VA TDW AAWW=Bottom (Transportation)
META(26): -1.39% Top=SLCA GOLD BVN SCCO TAHO GG RGLD CNX ….. FNV AA CCJ NUE X TMST STLD CENX=Bottom (Metals & Mining)
RETA(71): -1.44% Top=LL FINL AEO KR CVS LOW NFLX WFM ….. LE KORS TIF BBY SPLS W ANF ZU=Bottom (Retail & Specialty Retail)
LEIS(41): -1.45% Top=ZOES SHAK ARMK WEN MCD DNKN BOBE SBUX ….. HABT RCL SEAS EXPE YUM PLAY MGM TVPT=Bottom (Leisure)
COHW(49): -1.49% Top=KN PLCM TMUS INFN UBNT CCOI WIN T ….. BCE WDC BRCD SMCI BBRY SWIR NMBL GOGO=Bottom (Computer Hardware/Telecom)
DISV(52): -1.54% Top=AHS WOOF TNET HMHC AAN CXW Z ADT ….. MAN URI BLOX JEC ACM YY APOL DV=Bottom (Diversified Services)
MATE(29): -1.57% Top=RYN WY WM SPF MLM PHM AWI TOL ….. MAS KBH MTZ PWR USG FLR APOG BCC=Bottom (Materials & Construction)
MANU(46): -1.73% Top=PNR TILE WOR ROK LII IR AGCO DCI ….. RXN ATI RS CRS BGC SEDG GTLS JKS=Bottom (Manufacturing)
ENER(98): -1.74% Top=BAS PTEN CXO FANG OAS ETE FGP EPD ….. UNT EXH WPX NBL LPI UPL CVE BCEI=Bottom (Energy)
FINA(103): -1.87% Top=WRLD APO CTLT TLMR BNCL ACAS FCB HAWK ….. OZRK BMO WDR SCHW ETFC OCN LAZ WETF=Bottom (Banks/Financials)
ELEC(58): -1.91% Top=APH SIGM MLNX INVN AMBA BRKR SNPS WAT ….. SWKS CSIQ MRVL FSLR SCTY MTSI TSL MEI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): -2.07% Top=MOS CF MON SHW CE POT PX VAL ….. POL DOW WLK HUN APD CHMT AXLL ALB=Bottom (Chemicals/Fertilizers)
COSW(108): -2.11% Top=MDAS NEWR MDRX ACIW CERN NTCT MANH DBD ….. INOV LNKD TRUE JD GLUU SNCR ROVI CMCM=Bottom (Computer Software/Internet)
INSU(38): -2.23% Top=AXS RDN MTG AFSI VR BRO FAF FNF ….. UNM LNC MET CLGX PRU SLF AGO MBI=Bottom (Insurance)

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 12:44 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:08 am

Market Stats at 12:07 pm ET
by daytrend on 20150629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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 (20150629 12:07 pm ET)
2.8% of stocks are above yesterday’s high.
14.3% are above yesterday’s midpoint. (85.7% are below.)
62.0% are below yesterday’s low.
35.2% are inside yesterday’s range.
11.3% of stocks with today’s high > yesterday’s high. (88.7% less than).
82.2% of stocks with today’s low < yesterday’s low. (17.8% greater than).

EVIDENCE OF INTRADAY TREND (20150629 12:07 pm ET)
38.6% of stocks are above today’s open. (58.9% are below).
10.0% of stocks are above today’s open and yesterday’s close.
58.7% are below both.
0.3% of stocks opened above yesterday’s high.
3.4% of stocks opened above yesterday’s close. (95.7% opened below yesterday’s close).
57.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150629 12:07 pm ET)
3.0% of stocks are in the top 10% of today’s range.
7.4% are in the top 20%.
27.5% are in the top half. 72.5% of stocks are in the bottom half of today’s range.
33.9% are in the bottom 20%.
11.1% are in the bottom 10%.

GAIN (20150629 12:07 pm ET)
11.2% of stocks are above yesterday’s close. (88.8% are below.)
0.0% are up 4.5% or more. 1.8% are down 4.5% or more.
0.1% are up 3.5% or more. 4.9% are down 3.5% or more.
40.3% are between +1% and -1%.

RSI on DAILY (20150629 12:07 pm ET)
2-day: >=95:0.4%…>=90:1.1%…>=80:2.1%…>=50:10.7%…<=20:62.4%…<=10:42.6%…<=5:28.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:24.7%…<=20:5.6%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:28.3%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150629 12:07 pm ET)
2.8% above previous 1 highs, 62.0% below previous 1 lows
1.4% above previous 2 highs, 55.5% below previous 2 lows
0.5% above previous 3 highs, 52.7% below previous 3 lows
0.4% above previous 4 highs, 50.3% below previous 4 lows
0.3% above previous 5 highs, 47.2% below previous 5 lows
0.3% above previous 6 highs, 44.3% below previous 6 lows
0.2% above previous 7 highs, 40.9% below previous 7 lows
0.2% above previous 8 highs, 37.0% below previous 8 lows
0.2% above previous 9 highs, 34.2% below previous 9 lows
0.2% above previous 10 highs, 29.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150629 12:07 pm ET)
11.2% are above or equal to 6/26 close (1 days ago), 88.8% are below.
18.6% are above or equal to 6/25 close (2 days ago), 81.4% are below.
17.3% are above or equal to 6/24 close (3 days ago), 82.7% are below.
13.0% are above or equal to 6/23 close (4 days ago), 87.0% are below.
15.7% are above or equal to 6/22 close (5 days ago), 84.3% are below.
22.2% are above or equal to 6/19 close (6 days ago), 77.8% are below.
20.4% are above or equal to 6/18 close (7 days ago), 79.6% are below.
28.5% are above or equal to 6/17 close (8 days ago), 71.5% are below.
29.1% are above or equal to 6/16 close (9 days ago), 70.9% are below.
36.5% are above or equal to 6/15 close (10 days ago), 63.5% are below.
31.1% are above or equal to 6/12 close (11 days ago), 68.9% are below.
28.2% are above or equal to 6/11 close (12 days ago), 71.8% are below.
31.8% are above or equal to 6/10 close (13 days ago), 68.2% are below.
42.0% are above or equal to 6/9 close (14 days ago), 58.0% are below.
42.1% are above or equal to 6/8 close (15 days ago), 57.9% are below.
35.9% are above or equal to 6/5 close (16 days ago), 64.1% are below.
39.0% are above or equal to 6/4 close (17 days ago), 61.0% are below.
32.8% are above or equal to 6/3 close (18 days ago), 67.2% are below.
35.4% are above or equal to 6/2 close (19 days ago), 64.6% are below.
37.8% are above or equal to 6/1 close (20 days ago), 62.2% are below.
40.0% are above or equal to 5/29 close (21 days ago), 60.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150629 12:07 pm ET)
20d: 1.1% new highs, 31.0% new lows
21d: 1.1% new highs, 30.6% new lows
42d: 1.1% new highs, 21.9% new lows
63d: 0.9% new highs, 16.8% new lows
126d: 0.7% new highs, 9.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150629 12:07 pm ET)
2-day: 10.2% above, 89.8% below
3-day: 12.5% above, 87.5% below
4-day: 13.0% above, 87.0% below
5-day: 12.1% above, 87.9% below
8-day: 14.0% above, 86.0% below
10-day: 17.6% above, 82.4% below
20-day: 28.3% above, 71.7% below
50-day: 37.1% above, 62.9% below
200-day: 51.3% above, 48.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150629 12:07 pm ET)
REAL(104): -0.17% Top=SBRA HR BRX LXP CBL MPW CPT RLJ ….. LPT CBG CONE NRF EJ KW BAM NSM=Bottom (Real Estate)
HEAL(60): -0.57% Top=AMED LPNT INCR ACHC DXCM CNC BDX MOH ….. MR PKI XENT A ZLTQ IRWD WX SPNC=Bottom (Health)
TRAN(37): -0.97% Top=NAT TNK ALK ODFL SAVE JBHT GBX STNG ….. UAL CNW SWFT TDW CNI VA XPO AAWW=Bottom (Transportation)
CONS(58): -0.98% Top=RFP SKX GPK SCSS MWV PKG AVP IP ….. FOSL UA OI JAH ICON PAY HAR GT=Bottom (Consumer)
MATE(29): -1.11% Top=RYN SPF RYL PHM WY TOL MDC AWI ….. MAS DAR FAST MTZ USG PWR FLR BCC=Bottom (Materials & Construction)
LEIS(41): -1.14% Top=ZOES SHAK BOBE BOJA DNKN ARMK WEN MCD ….. RCL SGMS EXPE SEAS YUM MGM PLAY TVPT=Bottom (Leisure)
RETA(71): -1.16% Top=LL FINL KR AEO JCP ZUMZ CVS LOW ….. BABA KORS BBY W SPLS DANG ZU ANF=Bottom (Retail & Specialty Retail)
META(26): -1.21% Top=SLCA GOLD BVN CNX SCCO SXC GG TAHO ….. FNV PAAS NUE CCJ X STLD TMST CENX=Bottom (Metals & Mining)
COHW(49): -1.23% Top=KN INFN WIN PLCM SYNA UBNT CCOI TMUS ….. BCE BBRY WDC BRCD SMCI SWIR NMBL GOGO=Bottom (Computer Hardware/Telecom)
DISV(52): -1.31% Top=AHS WOOF TNET AAN HMHC CXW EIGI CTAS ….. GDOT URI APOL JEC ACM BLOX DV YY=Bottom (Diversified Services)
MANU(46): -1.43% Top=PNR WOR TILE ROK LII JOY MHK DHR ….. BWC RS ATI BGC CRS GTLS SEDG JKS=Bottom (Manufacturing)
FINA(103): -1.59% Top=APO WRLD TLMR BNCL HAWK CTLT ACAS PHH ….. TD BMO WDR SCHW ETFC OCN LAZ WETF=Bottom (Banks/Financials)
ENER(98): -1.61% Top=BAS PTEN CXO FANG OAS FGP NBR HAL ….. SN EPE UNT WPX NBL CVE LPI BCEI=Bottom (Energy)
CHEM(28): -1.81% Top=MOS CF MON PX ASH SHW VAL POT ….. FTK AXLL APD HUN WLK DOW CHMT ALB=Bottom (Chemicals/Fertilizers)
ELEC(58): -1.84% Top=APH SIGM MLNX INVN AMBA SNPS CRUS BRKR ….. SUNE SWKS SIMO FSLR MTSI SCTY TSL MEI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(38): -1.93% Top=AXS RDN FAF MTG ORI XL VR FNF ….. MET UNM LNC CLGX PRU SLF AGO MBI=Bottom (Insurance)
COSW(108): -1.94% Top=MDAS ACIW MDRX NTCT ULTI BR BOX TWOU ….. JD LNKD CYBR SNCR VDSI GLUU ROVI CMCM=Bottom (Computer Software/Internet)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:06 am

Market Stats at 11:05 am ET
by daytrend on 20150629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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 (20150629 11:05 am ET)
3.2% of stocks are above yesterday’s high.
14.9% are above yesterday’s midpoint. (85.1% are below.)
59.9% are below yesterday’s low.
36.9% are inside yesterday’s range.
11.2% of stocks with today’s high > yesterday’s high. (88.8% less than).
80.1% of stocks with today’s low < yesterday’s low. (19.9% greater than).

EVIDENCE OF INTRADAY TREND (20150629 11:05 am ET)
41.7% of stocks are above today’s open. (56.7% are below).
9.5% of stocks are above today’s open and yesterday’s close.
56.5% are below both.
0.3% of stocks opened above yesterday’s high.
3.4% of stocks opened above yesterday’s close. (95.7% opened below yesterday’s close).
57.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150629 11:05 am ET)
2.1% of stocks are in the top 10% of today’s range.
5.9% are in the top 20%.
29.8% are in the top half. 70.2% of stocks are in the bottom half of today’s range.
39.7% are in the bottom 20%.
29.6% are in the bottom 10%.

GAIN (20150629 11:05 am ET)
11.1% of stocks are above yesterday’s close. (88.9% are below.)
0.1% are up 4.5% or more. 1.3% are down 4.5% or more.
0.2% are up 3.5% or more. 3.4% are down 3.5% or more.
43.7% are between +1% and -1%.

RSI on DAILY (20150629 11:05 am ET)
2-day: >=95:0.2%…>=90:0.8%…>=80:2.6%…>=50:10.7%…<=20:62.8%…<=10:42.0%…<=5:27.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:25.3%…<=20:4.2%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:29.1%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150629 11:05 am ET)
3.2% above previous 1 highs, 59.9% below previous 1 lows
1.9% above previous 2 highs, 53.6% below previous 2 lows
0.8% above previous 3 highs, 51.0% below previous 3 lows
0.3% above previous 4 highs, 48.7% below previous 4 lows
0.2% above previous 5 highs, 45.5% below previous 5 lows
0.2% above previous 6 highs, 42.3% below previous 6 lows
0.2% above previous 7 highs, 38.8% below previous 7 lows
0.1% above previous 8 highs, 35.6% below previous 8 lows
0.1% above previous 9 highs, 32.0% below previous 9 lows
0.1% above previous 10 highs, 27.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150629 11:05 am ET)
11.1% are above or equal to 6/26 close (1 days ago), 88.9% are below.
19.2% are above or equal to 6/25 close (2 days ago), 80.8% are below.
17.7% are above or equal to 6/24 close (3 days ago), 82.3% are below.
13.1% are above or equal to 6/23 close (4 days ago), 86.9% are below.
15.7% are above or equal to 6/22 close (5 days ago), 84.3% are below.
22.1% are above or equal to 6/19 close (6 days ago), 77.9% are below.
20.1% are above or equal to 6/18 close (7 days ago), 79.9% are below.
29.0% are above or equal to 6/17 close (8 days ago), 71.0% are below.
29.6% are above or equal to 6/16 close (9 days ago), 70.4% are below.
37.0% are above or equal to 6/15 close (10 days ago), 63.0% are below.
31.3% are above or equal to 6/12 close (11 days ago), 68.7% are below.
28.1% are above or equal to 6/11 close (12 days ago), 71.9% are below.
31.3% are above or equal to 6/10 close (13 days ago), 68.7% are below.
42.5% are above or equal to 6/9 close (14 days ago), 57.5% are below.
43.1% are above or equal to 6/8 close (15 days ago), 56.9% are below.
36.0% are above or equal to 6/5 close (16 days ago), 64.0% are below.
39.1% are above or equal to 6/4 close (17 days ago), 60.9% are below.
32.7% are above or equal to 6/3 close (18 days ago), 67.3% are below.
35.9% are above or equal to 6/2 close (19 days ago), 64.1% are below.
38.6% are above or equal to 6/1 close (20 days ago), 61.4% are below.
40.3% are above or equal to 5/29 close (21 days ago), 59.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150629 11:05 am ET)
20d: 1.0% new highs, 28.4% new lows
21d: 1.0% new highs, 28.1% new lows
42d: 1.0% new highs, 20.1% new lows
63d: 0.8% new highs, 15.1% new lows
126d: 0.7% new highs, 8.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150629 11:05 am ET)
2-day: 9.7% above, 90.3% below
3-day: 13.4% above, 86.6% below
4-day: 13.6% above, 86.4% below
5-day: 11.6% above, 88.4% below
8-day: 13.5% above, 86.5% below
10-day: 17.4% above, 82.6% below
20-day: 28.9% above, 71.1% below
50-day: 36.8% above, 63.2% below
200-day: 51.5% above, 48.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150629 11:05 am ET)
REAL(104): -0.09% Top=CIM SBRA BRX HR CBL CUZ DLR MPW ….. HT LPT CBG NRF EJ KW NSM BAM=Bottom (Real Estate)
HEAL(60): -0.70% Top=LPNT INCR THC BDX AMED ACHC CNC DXCM ….. MR A AET HWAY IRWD WX ZLTQ SPNC=Bottom (Health)
META(26): -0.85% Top=CNX SLCA BVN GOLD SXC PAAS AEM GG ….. NUE SWC AA TMST X STLD CCJ CENX=Bottom (Metals & Mining)
TRAN(37): -0.87% Top=NAT TNK ALK ODFL JBHT GBX TRN KEX ….. CP UAL SWFT XPO CNI AAL VA AAWW=Bottom (Transportation)
CONS(58): -0.93% Top=RFP GPK SKX SCSS PKG FL MLHR DECK ….. COH BERY UA FOSL PAY ICON HAR GT=Bottom (Consumer)
COHW(49): -0.93% Top=INFN KN UBNT SYNA CTL PLCM TMUS CCOI ….. QCOM NSR BCE BBRY SMCI SWIR NMBL GOGO=Bottom (Computer Hardware/Telecom)
MATE(29): -0.99% Top=RYN SPF MLM AWI EXP RYL PHM WY ….. DHI RSG FAST DAR USG FLR PWR BCC=Bottom (Materials & Construction)
LEIS(41): -1.13% Top=ZOES SHAK LOCO BOJA MCD WEN HABT BLMN ….. SONC SEAS WYNN EXPE YUM PLAY MGM TVPT=Bottom (Leisure)
ENER(98): -1.15% Top=BAS PTEN RIG OAS CXO CJES HLX NBR ….. RSPP WPX BBG PE SN NBL CVE BCEI=Bottom (Energy)
RETA(71): -1.22% Top=LL FINL KR AEO LOW ZUMZ WSM CVS ….. BBY DANG M LE SPLS ANF W ZU=Bottom (Retail & Specialty Retail)
DISV(52): -1.29% Top=AHS AAN HMHC WOOF ADT WSTC CTAS CXW ….. V MRKT URI DV JEC APOL BLOX YY=Bottom (Diversified Services)
MANU(46): -1.32% Top=PNR WOR DE DOV CFX ROK MHK AGCO ….. BWC RS BGC ATI CRS GTLS SEDG JKS=Bottom (Manufacturing)
CHEM(28): -1.51% Top=CF MOS MON PX POT SHW IFF ASH ….. POL CHMT AXLL HUN GPRE WLK DOW ALB=Bottom (Chemicals/Fertilizers)
ELEC(58): -1.58% Top=APH INVN MLNX SIGM BRKR WAT SNPS INTC ….. FSLR SIMO TSL MEI CAVM MTSI SUNE SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(103): -1.78% Top=WRLD APO TLMR ACAS CTLT WU FCB CG ….. SF STT AMTD WDR SCHW LAZ ETFC WETF=Bottom (Banks/Financials)
COSW(108): -1.79% Top=MDRX ACIW ULTI MDAS TWOU NTCT DBD MANH ….. LNKD VDSI WB SNCR ROVI JD GLUU CMCM=Bottom (Computer Software/Internet)
INSU(38): -2.10% Top=FAF AXS RDN WRB VR FNF ORI BRO ….. LNC MET PRU UNM CLGX SLF AGO MBI=Bottom (Insurance)

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 11:05 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:29 am

Market Stats at 10:28 am ET
by daytrend on 20150629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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 (20150629 10:28 am ET)
3.5% of stocks are above yesterday’s high.
19.0% are above yesterday’s midpoint. (81.0% are below.)
49.7% are below yesterday’s low.
46.8% are inside yesterday’s range.
10.5% of stocks with today’s high > yesterday’s high. (89.5% less than).
78.1% of stocks with today’s low < yesterday’s low. (21.9% greater than).

EVIDENCE OF INTRADAY TREND (20150629 10:28 am ET)
56.4% of stocks are above today’s open. (41.2% are below).
13.2% of stocks are above today’s open and yesterday’s close.
40.9% are below both.
0.3% of stocks opened above yesterday’s high.
3.4% of stocks opened above yesterday’s close. (95.7% opened below yesterday’s close).
57.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150629 10:28 am ET)
5.3% of stocks are in the top 10% of today’s range.
14.1% are in the top 20%.
50.1% are in the top half. 49.9% of stocks are in the bottom half of today’s range.
22.1% are in the bottom 20%.
12.0% are in the bottom 10%.

GAIN (20150629 10:28 am ET)
15.1% of stocks are above yesterday’s close. (84.9% are below.)
0.0% are up 4.5% or more. 0.7% are down 4.5% or more.
0.2% are up 3.5% or more. 1.7% are down 3.5% or more.
55.7% are between +1% and -1%.

RSI on DAILY (20150629 10:28 am ET)
2-day: >=95:0.4%…>=90:1.4%…>=80:3.3%…>=50:15.9%…<=20:57.5%…<=10:38.4%…<=5:23.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:28.3%…<=20:4.0%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:31.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150629 10:28 am ET)
3.5% above previous 1 highs, 49.7% below previous 1 lows
1.9% above previous 2 highs, 43.7% below previous 2 lows
0.8% above previous 3 highs, 41.7% below previous 3 lows
0.4% above previous 4 highs, 40.2% below previous 4 lows
0.3% above previous 5 highs, 37.3% below previous 5 lows
0.3% above previous 6 highs, 34.3% below previous 6 lows
0.3% above previous 7 highs, 31.0% below previous 7 lows
0.2% above previous 8 highs, 29.1% below previous 8 lows
0.2% above previous 9 highs, 26.0% below previous 9 lows
0.2% above previous 10 highs, 22.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150629 10:28 am ET)
15.1% are above or equal to 6/26 close (1 days ago), 84.9% are below.
24.0% are above or equal to 6/25 close (2 days ago), 76.0% are below.
21.7% are above or equal to 6/24 close (3 days ago), 78.3% are below.
14.9% are above or equal to 6/23 close (4 days ago), 85.1% are below.
17.8% are above or equal to 6/22 close (5 days ago), 82.2% are below.
25.0% are above or equal to 6/19 close (6 days ago), 75.0% are below.
22.2% are above or equal to 6/18 close (7 days ago), 77.8% are below.
33.1% are above or equal to 6/17 close (8 days ago), 66.9% are below.
31.8% are above or equal to 6/16 close (9 days ago), 68.2% are below.
39.3% are above or equal to 6/15 close (10 days ago), 60.7% are below.
33.8% are above or equal to 6/12 close (11 days ago), 66.2% are below.
29.8% are above or equal to 6/11 close (12 days ago), 70.2% are below.
33.2% are above or equal to 6/10 close (13 days ago), 66.8% are below.
45.0% are above or equal to 6/9 close (14 days ago), 55.0% are below.
45.1% are above or equal to 6/8 close (15 days ago), 54.9% are below.
37.7% are above or equal to 6/5 close (16 days ago), 62.3% are below.
41.8% are above or equal to 6/4 close (17 days ago), 58.2% are below.
34.4% are above or equal to 6/3 close (18 days ago), 65.6% are below.
38.3% are above or equal to 6/2 close (19 days ago), 61.7% are below.
41.1% are above or equal to 6/1 close (20 days ago), 58.9% are below.
42.0% are above or equal to 5/29 close (21 days ago), 58.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150629 10:28 am ET)
20d: 1.0% new highs, 26.7% new lows
21d: 1.0% new highs, 26.3% new lows
42d: 1.0% new highs, 18.6% new lows
63d: 0.8% new highs, 14.2% new lows
126d: 0.7% new highs, 8.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150629 10:28 am ET)
2-day: 13.6% above, 86.4% below
3-day: 17.7% above, 82.3% below
4-day: 18.6% above, 81.4% below
5-day: 15.8% above, 84.2% below
8-day: 16.9% above, 83.1% below
10-day: 20.9% above, 79.1% below
20-day: 31.9% above, 68.1% below
50-day: 39.2% above, 60.8% below
200-day: 52.0% above, 48.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150629 10:28 am ET)
REAL(104): 0.03% Top=CIM CBL HR DLR MPW CPT SBRA CUZ ….. LPT CBG GLPI NRF EJ KW NSM BAM=Bottom (Real Estate)
HEAL(60): -0.30% Top=AMED THC INCR LPNT BDX MDXG ACHC CNC ….. MR A HYH ZLTQ HWAY IRWD WX SPNC=Bottom (Health)
CONS(58): -0.63% Top=RFP GPK SCSS SKX CROX DECK FL PKG ….. COH BERY UA FOSL OI ICON HAR GT=Bottom (Consumer)
MATE(29): -0.64% Top=SPF MLM RYN RYL MDC AWI EXP PHM ….. DAR USG RSG BCC FAST PWR FLR MTZ=Bottom (Materials & Construction)
COHW(49): -0.66% Top=SYNA INFN UBNT CTL ANET TMUS KN PLCM ….. QCOM SWIR BCE WDC BBRY SMCI GOGO NMBL=Bottom (Computer Hardware/Telecom)
TRAN(37): -0.67% Top=NAT TNK JBHT ALK SAVE GBX ODFL KEX ….. SWFT UAL CP VA OMAM CNI AAL AAWW=Bottom (Transportation)
META(26): -0.84% Top=SLCA BVN GOLD CNX PAAS AEM ABX GG ….. FNV SWC SLW X TMST STLD CCJ CENX=Bottom (Metals & Mining)
RETA(71): -0.85% Top=LL FINL AEO KR LOW ZUMZ RAD BIG ….. BBY W CAB SPLS M ANF LE ZU=Bottom (Retail & Specialty Retail)
LEIS(41): -0.87% Top=SHAK ZOES HABT LOCO MCD PNK BOJA BOBE ….. GPRO SEAS YUM SONC WYNN PLAY MGM TVPT=Bottom (Leisure)
DISV(52): -0.96% Top=AHS WOOF AAN HMHC ADT WSTC CTAS RRD ….. MCO JEC V DV ACM HRB URI YY=Bottom (Diversified Services)
ELEC(58): -1.02% Top=APH MLNX INVN SIGM QRVO IDTI WAT CSIQ ….. SUNE TSL MRVL MTSI CAVM SCTY FSLR MEI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): -1.04% Top=CF ASH MON PX MOS VAL IFF SHW ….. POL ALB EMN MEOH HUN DOW WLK GPRE=Bottom (Chemicals/Fertilizers)
ENER(98): -1.05% Top=BAS PTEN CJES RIG VLO HOS EGN FGP ….. SN LPI PE UNT NBL CVE BBG BCEI=Bottom (Energy)
MANU(46): -1.15% Top=DE PNR WOR LII ROK AGCO ITW MHK ….. MRC GTLS BGC BWC ATI CRS SEDG JKS=Bottom (Manufacturing)
COSW(108): -1.31% Top=MANH BOX ULTI ACIW MDAS CERN SSNC DBD ….. HQY JD BITA LNKD WB GLUU ROVI CMCM=Bottom (Computer Software/Internet)
FINA(103): -1.56% Top=WRLD APO WU TLMR CG HAWK ACAS FCB ….. AMTD TD BMO WDR SCHW ETFC OCN WETF=Bottom (Banks/Financials)
INSU(38): -1.72% Top=RDN AXS MTG FAF FNF AFSI BRO WRB ….. UNM PRU MET LNC CLGX SLF AGO MBI=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:28 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 6:13 am

Market Stats at End of Day
by daytrend on 20150626. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1006.

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 (20150626 EOD)
15.2% of stocks are above yesterday’s high.
36.6% are above yesterday’s midpoint. (63.4% are below.)
34.7% are below yesterday’s low.
50.1% are inside yesterday’s range.
33.1% of stocks with today’s high > yesterday’s high. (66.9% less than).
64.9% of stocks with today’s low < yesterday’s low. (35.1% greater than).

EVIDENCE OF INTRADAY TREND (20150626 EOD)
41.5% of stocks are above today’s open. (56.9% are below).
38.5% of stocks are above today’s open and yesterday’s close.
48.0% are below both.
6.4% of stocks opened above yesterday’s high.
57.4% of stocks opened above yesterday’s close. (37.0% opened below yesterday’s close).
13.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150626 EOD)
11.3% of stocks are in the top 10% of today’s range.
20.3% are in the top 20%.
47.5% are in the top half. 52.5% of stocks are in the bottom half of today’s range.
21.2% are in the bottom 20%.
8.9% are in the bottom 10%.

GAIN (20150626 EOD)
49.0% of stocks are above yesterday’s close. (51.0% are below.)
0.7% are up 4.5% or more. 2.5% are down 4.5% or more.
1.4% are up 3.5% or more. 4.2% are down 3.5% or more.
61.4% are between +1% and -1%.

RSI on DAILY (20150626 EOD)
2-day: >=95:3.7%…>=90:5.9%…>=80:13.5%…>=50:36.3%…<=20:39.6%…<=10:26.7%…<=5:15.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:39.8%…<=20:2.3%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:42.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150626 EOD)
15.2% above previous 1 highs, 34.7% below previous 1 lows
9.2% above previous 2 highs, 31.9% below previous 2 lows
6.9% above previous 3 highs, 30.5% below previous 3 lows
6.5% above previous 4 highs, 28.5% below previous 4 lows
6.2% above previous 5 highs, 26.3% below previous 5 lows
5.8% above previous 6 highs, 24.9% below previous 6 lows
5.6% above previous 7 highs, 23.3% below previous 7 lows
5.5% above previous 8 highs, 21.3% below previous 8 lows
5.5% above previous 9 highs, 17.7% below previous 9 lows
5.5% above previous 10 highs, 17.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150626 EOD)
49.0% are above or equal to 6/25 close (1 days ago), 51.0% are below.
36.4% are above or equal to 6/24 close (2 days ago), 63.6% are below.
23.6% are above or equal to 6/23 close (3 days ago), 76.4% are below.
28.4% are above or equal to 6/22 close (4 days ago), 71.6% are below.
36.1% are above or equal to 6/19 close (5 days ago), 63.9% are below.
33.0% are above or equal to 6/18 close (6 days ago), 67.0% are below.
44.4% are above or equal to 6/17 close (7 days ago), 55.6% are below.
43.3% are above or equal to 6/16 close (8 days ago), 56.7% are below.
51.1% are above or equal to 6/15 close (9 days ago), 48.9% are below.
45.3% are above or equal to 6/12 close (10 days ago), 54.7% are below.
41.7% are above or equal to 6/11 close (11 days ago), 58.3% are below.
45.0% are above or equal to 6/10 close (12 days ago), 55.0% are below.
54.8% are above or equal to 6/9 close (13 days ago), 45.2% are below.
54.8% are above or equal to 6/8 close (14 days ago), 45.2% are below.
45.9% are above or equal to 6/5 close (15 days ago), 54.1% are below.
48.6% are above or equal to 6/4 close (16 days ago), 51.4% are below.
41.2% are above or equal to 6/3 close (17 days ago), 58.8% are below.
45.2% are above or equal to 6/2 close (18 days ago), 54.8% are below.
47.9% are above or equal to 6/1 close (19 days ago), 52.1% are below.
48.4% are above or equal to 5/29 close (20 days ago), 51.6% are below.
44.1% are above or equal to 5/28 close (21 days ago), 55.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150626 EOD)
20d: 9.4% new highs, 24.9% new lows
21d: 9.1% new highs, 24.8% new lows
42d: 7.6% new highs, 18.9% new lows
63d: 6.5% new highs, 14.7% new lows
126d: 5.6% new highs, 10.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150626 EOD)
2-day: 48.0% above, 52.0% below
3-day: 40.1% above, 59.9% below
4-day: 31.7% above, 68.3% below
5-day: 28.7% above, 71.3% below
8-day: 32.8% above, 67.2% below
10-day: 36.6% above, 63.4% below
20-day: 43.2% above, 56.8% below
50-day: 45.5% above, 54.5% below
200-day: 54.2% above, 45.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150626 EOD)
MANU(46): 0.46% Top=BGC GTLS AGCO DE AME MRC WOR GNRC ….. CMI PCP FLS JOY RXN DDD SEDG JKS=Bottom (Manufacturing)
INSU(38): 0.41% Top=CLGX FAF ALL PRU UNM LNC MET CINF ….. VR FNF RDN AON AJG AXS AGO MBI=Bottom (Insurance)
CONS(58): 0.38% Top=NKE FL SCSS TPX FBHS HAR SEE EL ….. RKT FOSL HAS GPK MWV AVP KS PKG=Bottom (Consumer)
FINA(103): 0.27% Top=WETF LPLA OCN BXS LAZ TROW FMER IBKR ….. APO ACAS WU JNS UMPQ BNCL PSEC WRLD=Bottom (Banks/Financials)
RETA(71): 0.23% Top=FINL RH BBBY W WSM MIK DLTR SBH ….. KORS CASY LOW NFLX BABA ZU ETSY DANG=Bottom (Retail & Specialty Retail)
LEIS(41): 0.12% Top=DRI QSR SEAS DNKN MCD YUM LOCO PNK ….. SONC MGM WYNN BOJA SGMS SHAK HABT GPRO=Bottom (Leisure)
REAL(104): -0.04% Top=WPG WRE ARCP VTR HCP QTS MAC O ….. IVR LXP STWD CYS AGNC TWO CIM NLY=Bottom (Real Estate)
HEAL(60): -0.07% Top=OPK THC CYH DXCM ALGN PODD HOLX UHS ….. ZLTQ SPNC AET HNT ACHC KANG SEM ANTM=Bottom (Health)
ENER(98): -0.14% Top=ATW BAS MRO RDC WMB ETE RIG HOS ….. RRC CRZO PE NFX RSPP DPM CXO LPI=Bottom (Energy)
MATE(29): -0.24% Top=OC PWR USG LEN FAST WCN RSG WY ….. DAR RYL AWI SPF MTH TPH BCC APOG=Bottom (Materials & Construction)
CHEM(28): -0.28% Top=CE FTK ALB MOS EMN FMC RPM PPG ….. HUN DD DOW WLK AGU POT MON GPRE=Bottom (Chemicals/Fertilizers)
TRAN(37): -0.32% Top=TDW CNW SWFT TNK CHRW OMAM KSU KNX ….. HA WERN JBLU SAVE AAL NAT GBX TRN=Bottom (Transportation)
DISV(52): -0.34% Top=ULTA TMH MYGN MCO SERV G RHI CAR ….. HMHC BAH BLOX SBAC EIGI GDOT Z YY=Bottom (Diversified Services)
META(26): -0.51% Top=CENX CMC AA FCX SCCO RGLD FNV SLW ….. AEM PAAS CCJ CNX X NUE SWC TMST=Bottom (Metals & Mining)
COSW(108): -1.34% Top=TWOU ROVI GWRE INOV WWWW VEEV NEWR CVG ….. FEYE QLYS WUBA CYBR CMCM SFUN SOHU VDSI=Bottom (Computer Software/Internet)
COHW(49): -1.48% Top=VZ RCI CTL LXK NSR TDS MSI HRS ….. BRCD CIEN JDSU CDW ANET SMCI SYNA WIN=Bottom (Computer Hardware/Telecom)
ELEC(58): -2.32% Top=TRMB CGNX BRKR WAT KEYS FLEX JBL SMTC ….. ON MTSI IPHI QRVO SIGM SIMO CSIQ MU=Bottom (Electronics/Semis/Equip/Materials/Solar)

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

06/25/2015

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

Closing Stats
by daytrend on 20150625. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 974.

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 (20150625 Closing)
8.3% of stocks are above yesterday’s high.
21.7% are above yesterday’s midpoint. (78.3% are below.)
50.2% are below yesterday’s low.
41.5% are inside yesterday’s range.
23.2% of stocks with today’s high > yesterday’s high. (76.8% less than).
71.6% of stocks with today’s low < yesterday’s low. (28.4% greater than).

EVIDENCE OF INTRADAY TREND (20150625 Closing)
23.0% of stocks are above today’s open. (76.2% are below).
21.9% of stocks are above today’s open and yesterday’s close.
65.7% are below both.
4.6% of stocks opened above yesterday’s high.
72.2% of stocks opened above yesterday’s close. (22.4% opened below yesterday’s close).
7.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150625 Closing)
3.4% of stocks are in the top 10% of today’s range.
8.2% are in the top 20%.
24.2% are in the top half. 75.8% of stocks are in the bottom half of today’s range.
42.1% are in the bottom 20%.
26.7% are in the bottom 10%.

GAIN (20150625 Closing)
33.2% of stocks are above yesterday’s close. (66.8% are below.)
1.1% are up 4.5% or more. 2.0% are down 4.5% or more.
1.6% are up 3.5% or more. 3.3% are down 3.5% or more.
63.3% are between +1% and -1%.

RSI on DAILY (20150625 Closing)
2-day: >=95:2.7%…>=90:5.0%…>=80:9.3%…>=50:24.6%…<=20:46.5%…<=10:29.2%…<=5:15.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.3%…>=50:41.4%…<=20:2.0%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:44.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150625 Closing)
8.3% above previous 1 highs, 50.2% below previous 1 lows
5.9% above previous 2 highs, 45.2% below previous 2 lows
4.8% above previous 3 highs, 40.5% below previous 3 lows
4.4% above previous 4 highs, 34.2% below previous 4 lows
4.1% above previous 5 highs, 30.5% below previous 5 lows
4.0% above previous 6 highs, 26.4% below previous 6 lows
4.0% above previous 7 highs, 22.1% below previous 7 lows
4.0% above previous 8 highs, 19.8% below previous 8 lows
3.9% above previous 9 highs, 19.8% below previous 9 lows
3.9% above previous 10 highs, 19.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150625 Closing)
33.2% are above or equal to 6/24 close (1 days ago), 66.8% are below.
17.9% are above or equal to 6/23 close (2 days ago), 82.1% are below.
25.7% are above or equal to 6/22 close (3 days ago), 74.3% are below.
35.1% are above or equal to 6/19 close (4 days ago), 64.9% are below.
31.0% are above or equal to 6/18 close (5 days ago), 69.0% are below.
44.5% are above or equal to 6/17 close (6 days ago), 55.5% are below.
45.4% are above or equal to 6/16 close (7 days ago), 54.6% are below.
52.7% are above or equal to 6/15 close (8 days ago), 47.3% are below.
46.0% are above or equal to 6/12 close (9 days ago), 54.0% are below.
40.3% are above or equal to 6/11 close (10 days ago), 59.7% are below.
42.5% are above or equal to 6/10 close (11 days ago), 57.5% are below.
57.1% are above or equal to 6/9 close (12 days ago), 42.9% are below.
56.6% are above or equal to 6/8 close (13 days ago), 43.4% are below.
47.8% are above or equal to 6/5 close (14 days ago), 52.2% are below.
50.1% are above or equal to 6/4 close (15 days ago), 49.9% are below.
42.1% are above or equal to 6/3 close (16 days ago), 57.9% are below.
45.5% are above or equal to 6/2 close (17 days ago), 54.5% are below.
47.1% are above or equal to 6/1 close (18 days ago), 52.9% are below.
48.7% are above or equal to 5/29 close (19 days ago), 51.3% are below.
44.5% are above or equal to 5/28 close (20 days ago), 55.5% are below.
43.2% are above or equal to 5/27 close (21 days ago), 56.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150625 Closing)
20d: 8.1% new highs, 19.5% new lows
21d: 7.9% new highs, 19.3% new lows
42d: 6.5% new highs, 14.8% new lows
63d: 5.4% new highs, 12.3% new lows
126d: 4.7% new highs, 9.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150625 Closing)
2-day: 32.5% above, 67.5% below
3-day: 21.4% above, 78.6% below
4-day: 22.2% above, 77.8% below
5-day: 25.1% above, 74.9% below
8-day: 31.7% above, 68.3% below
10-day: 36.8% above, 63.2% below
20-day: 45.3% above, 54.7% below
50-day: 45.7% above, 54.3% below
200-day: 54.6% above, 45.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150625 Closing)
HEAL(57): 1.62% Top=CYH THC HCA UHS EVHC MDXG CNC AET ….. A WX HRC VAR ABMD NUVA PRXL HYH=Bottom (Health)
CHEM(27): 0.31% Top=POT AGU OLN MOS MEOH CF ALB EMN ….. PPG VAL PX CHMT ASH APD FMC GPRE=Bottom (Chemicals/Fertilizers)
LEIS(40): 0.29% Top=SHAK SGMS EAT ZOES WEN QSR BWLD SBUX ….. HMIN MAR CMG PNK LVS KKD MCD SONC=Bottom (Leisure)
COSW(104): 0.03% Top=IACI BOX NEWR QLYS SFUN HQY NOW ACN ….. CA WB DSKY DBD JD VIPS WUBA NCR=Bottom (Computer Software/Internet)
MATE(27): -0.27% Top=MTH LEN KBH MDC TPH MAS TOL OC ….. MTZ RYN EXP WY VMC PWR DAR FLR=Bottom (Materials & Construction)
FINA(99): -0.27% Top=BKU BMO PBCT IBKR CFR CBOE HAWK ASB ….. WU BLK HBAN STT PFG OCN LEAF CFG=Bottom (Banks/Financials)
CONS(54): -0.30% Top=PVH CROX TPX UA FL COTY JAH FBHS ….. RL COH RKT MWV IP PBI WHR KATE=Bottom (Consumer)
RETA(71): -0.36% Top=ETSY ANF BURL FRAN FIVE TSCO ORLY KAR ….. SHLD KORS GME OUTR NFLX DANG PIR LL=Bottom (Retail & Specialty Retail)
DISV(48): -0.50% Top=TMH WSTC SERV BAH MAN VRSK AHS SBAC ….. KBR RRD MYGN R Z RCII URI CAR=Bottom (Diversified Services)
COHW(49): -0.65% Top=GOGO NSR OLED BCE T NMBL RCI TMUS ….. ANET BBRY STX SMCI FNSR WIN KN CTL=Bottom (Computer Hardware/Telecom)
ELEC(57): -0.77% Top=SIMO AMBA MTSI HIMX SWKS MLNX IPHI NVDA ….. SCTY VSH INVN SPWR TEL WAT CREE MEI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(36): -0.78% Top=AFL RDN SLF MTG FAF CLGX ACGL TMK ….. ALL AXS VR GNW CNO ACE AGO MBI=Bottom (Insurance)
REAL(102): -0.94% Top=RPAI BAM KW TWO OUT NNN HME STWD ….. PMT WPC NRZ LXP SRC ARCP MFA NSM=Bottom (Real Estate)
TRAN(37): -0.98% Top=AAWW GLOP HA JBLU SWFT UAL LUV WERN ….. GWR OMAM VA NAT GBX TRN TDW TNK=Bottom (Transportation)
MANU(43): -1.03% Top=BWC AOS GTLS DHR DE DCI PNR DDD ….. CFX CAT LECO FLS ATI SPW TEX JOY=Bottom (Manufacturing)
ENER(98): -1.26% Top=EPE OAS WNR PE MRO FGP NBL ALJ ….. FET WMB GPOR RIG BCEI ATW SN UPL=Bottom (Energy)
META(25): -1.64% Top=CMC BVN RGLD NUE TAHO FNV STLD NEM ….. SCCO SXC CNX CENX SWC FCX TCK 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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:29 pm

Market Stats at 2:28 pm ET
by daytrend on 20150625. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 974.

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 (20150625 2:28 pm ET)
5.7% of stocks are above yesterday’s high.
16.2% are above yesterday’s midpoint. (83.8% are below.)
55.9% are below yesterday’s low.
38.4% are inside yesterday’s range.
22.5% of stocks with today’s high > yesterday’s high. (77.5% less than).
70.0% of stocks with today’s low < yesterday’s low. (30.0% greater than).

EVIDENCE OF INTRADAY TREND (20150625 2:28 pm ET)
17.0% of stocks are above today’s open. (82.3% are below).
15.9% of stocks are above today’s open and yesterday’s close.
71.5% are below both.
4.6% of stocks opened above yesterday’s high.
72.2% of stocks opened above yesterday’s close. (22.4% opened below yesterday’s close).
7.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150625 2:28 pm ET)
0.4% of stocks are in the top 10% of today’s range.
2.7% are in the top 20%.
14.2% are in the top half. 85.8% of stocks are in the bottom half of today’s range.
60.8% are in the bottom 20%.
45.4% are in the bottom 10%.

GAIN (20150625 2:28 pm ET)
27.5% of stocks are above yesterday’s close. (72.5% are below.)
0.7% are up 4.5% or more. 1.2% are down 4.5% or more.
0.8% are up 3.5% or more. 2.5% are down 3.5% or more.
65.4% are between +1% and -1%.

RSI on DAILY (20150625 2:28 pm ET)
2-day: >=95:2.4%…>=90:4.0%…>=80:7.5%…>=50:19.1%…<=20:50.4%…<=10:31.0%…<=5:16.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.8%…>=50:39.6%…<=20:1.8%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:42.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150625 2:28 pm ET)
5.7% above previous 1 highs, 55.9% below previous 1 lows
4.4% above previous 2 highs, 50.1% below previous 2 lows
4.1% above previous 3 highs, 44.5% below previous 3 lows
3.8% above previous 4 highs, 38.6% below previous 4 lows
3.5% above previous 5 highs, 33.7% below previous 5 lows
3.4% above previous 6 highs, 28.7% below previous 6 lows
3.4% above previous 7 highs, 24.2% below previous 7 lows
3.4% above previous 8 highs, 21.6% below previous 8 lows
3.3% above previous 9 highs, 21.4% below previous 9 lows
3.3% above previous 10 highs, 21.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150625 2:28 pm ET)
27.5% are above or equal to 6/24 close (1 days ago), 72.5% are below.
14.3% are above or equal to 6/23 close (2 days ago), 85.7% are below.
23.5% are above or equal to 6/22 close (3 days ago), 76.5% are below.
33.0% are above or equal to 6/19 close (4 days ago), 67.0% are below.
29.4% are above or equal to 6/18 close (5 days ago), 70.6% are below.
42.3% are above or equal to 6/17 close (6 days ago), 57.7% are below.
42.8% are above or equal to 6/16 close (7 days ago), 57.2% are below.
50.4% are above or equal to 6/15 close (8 days ago), 49.6% are below.
43.8% are above or equal to 6/12 close (9 days ago), 56.2% are below.
38.8% are above or equal to 6/11 close (10 days ago), 61.2% are below.
42.0% are above or equal to 6/10 close (11 days ago), 58.0% are below.
56.4% are above or equal to 6/9 close (12 days ago), 43.6% are below.
55.9% are above or equal to 6/8 close (13 days ago), 44.1% are below.
46.5% are above or equal to 6/5 close (14 days ago), 53.5% are below.
48.6% are above or equal to 6/4 close (15 days ago), 51.4% are below.
41.7% are above or equal to 6/3 close (16 days ago), 58.3% are below.
44.6% are above or equal to 6/2 close (17 days ago), 55.4% are below.
46.6% are above or equal to 6/1 close (18 days ago), 53.4% are below.
48.4% are above or equal to 5/29 close (19 days ago), 51.6% are below.
43.4% are above or equal to 5/28 close (20 days ago), 56.6% are below.
42.3% are above or equal to 5/27 close (21 days ago), 57.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150625 2:28 pm ET)
20d: 7.4% new highs, 18.9% new lows
21d: 7.3% new highs, 18.7% new lows
42d: 6.1% new highs, 14.3% new lows
63d: 5.0% new highs, 11.7% new lows
126d: 4.4% new highs, 9.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150625 2:28 pm ET)
2-day: 26.5% above, 73.5% below
3-day: 17.5% above, 82.5% below
4-day: 18.2% above, 81.8% below
5-day: 22.3% above, 77.7% below
8-day: 28.4% above, 71.6% below
10-day: 33.4% above, 66.6% below
20-day: 44.3% above, 55.7% below
50-day: 44.3% above, 55.7% below
200-day: 54.1% above, 45.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150625 2:28 pm ET)
HEAL(57): 1.22% Top=THC CYH UHS HCA EVHC SEM MDXG CNC ….. WMGI HRC BKD VAR NUVA HYH ABMD PRXL=Bottom (Health)
LEIS(40): 0.10% Top=SHAK EAT WEN SGMS DRI SIX LOCO DNKN ….. HMIN PNK LVS MCD MGM KKD SONC GPRO=Bottom (Leisure)
CHEM(27): -0.17% Top=POT OLN AGU MEOH MOS CF EMN ALB ….. ASH PX RPM HUN VAL FMC APD GPRE=Bottom (Chemicals/Fertilizers)
COSW(104): -0.26% Top=IACI BOX ACN HQY NEWR QLYS NOW SFUN ….. XNET VNET LC DBD WB JD WUBA NCR=Bottom (Computer Software/Internet)
MATE(27): -0.31% Top=MTH LEN KBH SPF MDC TOL TPH MAS ….. WY FAST MLM PWR AWI FLR VMC DAR=Bottom (Materials & Construction)
CONS(54): -0.38% Top=PVH CROX JAH FL UA TPX FBHS HBI ….. GPK NKE IP WHR PBI RKT MWV KATE=Bottom (Consumer)
RETA(71): -0.49% Top=BURL ANF FIVE ORLY TGT LB TFM AAP ….. BBBY DDS DANG KORS PIR OUTR NFLX LL=Bottom (Retail & Specialty Retail)
FINA(99): -0.49% Top=APO BMO PBCT BKU TD CFR ASB ISBC ….. SLM RF PHH PFG OCN CFG BX LEAF=Bottom (Banks/Financials)
DISV(48): -0.66% Top=TMH WSTC BAH SERV HMHC VRSK CXW MRKT ….. TTEK R TNET RCII MYGN Z URI CAR=Bottom (Diversified Services)
INSU(36): -0.71% Top=RDN AFL SLF MTG FAF ACGL PGR TMK ….. UNM CNO VR AXS ACE GNW AGO MBI=Bottom (Insurance)
COHW(49): -0.78% Top=GOGO NSR BCE T RCI TMUS NMBL VZ ….. STX SWIR BBRY SMCI WIN FNSR KN CTL=Bottom (Computer Hardware/Telecom)
REAL(102): -0.89% Top=BAM EQC HME OUT STWD TWO KW NNN ….. DRE SRC WPC ARCP NRZ LXP MFA NSM=Bottom (Real Estate)
ELEC(57): -1.06% Top=SIMO MTSI AMBA HIMX CRUS MLNX SWKS QRVO ….. MU KEYS INVN ITRI TEL WAT CREE MEI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(37): -1.10% Top=AAWW HA JBLU SWFT LUV GLOP AAL UAL ….. XPO OMAM VA NAT TRN GBX TDW TNK=Bottom (Transportation)
ENER(98): -1.13% Top=EPE FGP PXD NBL MRO BBG SHLX OAS ….. WMB GPOR CJES UNT RDC ATW DO RIG=Bottom (Energy)
MANU(43): -1.16% Top=DE PNR AOS DHR DCI BWC GTLS DDD ….. LECO FLS JKS ATI ITT SPW TEX JOY=Bottom (Manufacturing)
META(25): -1.71% Top=CMC BVN NUE TAHO RGLD AA ABX GOLD ….. SXC SCCO SWC CENX CNX TCK FCX 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 2:28 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