daytrend

09/23/2016

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20160923. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 938.

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 (20160923 Closing)
15.2% of stocks are above yesterday’s high.
36.9% are above yesterday’s midpoint. (63.1% are below.)
38.3% are below yesterday’s low.
46.5% are inside yesterday’s range.
39.3% of stocks with today’s high > yesterday’s high. (60.7% less than).
59.3% of stocks with today’s low < yesterday’s low. (40.7% greater than).

EVIDENCE OF INTRADAY TREND (20160923 Closing)
40.7% of stocks are above today’s open. (58.1% are below).
27.8% of stocks are above today’s open and yesterday’s close.
57.2% are below both.
3.0% of stocks opened above yesterday’s high.
14.9% of stocks opened above yesterday’s close. (81.6% opened below yesterday’s close).
19.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160923 Closing)
2.5% of stocks are in the top 10% of today’s range.
8.8% are in the top 20%.
34.2% are in the top half. 65.8% of stocks are in the bottom half of today’s range.
37.2% are in the bottom 20%.
23.0% are in the bottom 10%.

GAIN (20160923 Closing)
29.3% of stocks are above yesterday’s close. (70.7% are below.)
0.7% are up 4.5% or more. 2.6% are down 4.5% or more.
0.9% are up 3.5% or more. 4.8% are down 3.5% or more.
58.7% are between +1% and -1%.

RSI on DAILY (20160923 Closing)
2-day: >=95:12.4%…>=90:19.2%…>=80:28.4%…>=50:55.2%…<=20:8.6%…<=10:3.1%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:59.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:56.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160923 Closing)
15.2% above previous 1 highs, 38.3% below previous 1 lows
14.2% above previous 2 highs, 10.4% below previous 2 lows
13.4% above previous 3 highs, 7.0% below previous 3 lows
12.5% above previous 4 highs, 6.6% below previous 4 lows
11.6% above previous 5 highs, 5.2% below previous 5 lows
11.1% above previous 6 highs, 3.8% below previous 6 lows
10.7% above previous 7 highs, 3.4% below previous 7 lows
9.9% above previous 8 highs, 3.0% below previous 8 lows
8.7% above previous 9 highs, 2.5% below previous 9 lows
7.0% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160923 Closing)
29.3% are above or equal to 9/22 close (1 days ago), 70.7% are below.
58.0% are above or equal to 9/21 close (2 days ago), 42.0% are below.
84.3% are above or equal to 9/20 close (3 days ago), 15.7% are below.
74.2% are above or equal to 9/19 close (4 days ago), 25.8% are below.
75.9% are above or equal to 9/16 close (5 days ago), 24.1% are below.
69.2% are above or equal to 9/15 close (6 days ago), 30.8% are below.
80.3% are above or equal to 9/14 close (7 days ago), 19.7% are below.
75.2% are above or equal to 9/13 close (8 days ago), 24.8% are below.
53.8% are above or equal to 9/12 close (9 days ago), 46.2% are below.
66.7% are above or equal to 9/9 close (10 days ago), 33.3% are below.
34.9% are above or equal to 9/8 close (11 days ago), 65.1% are below.
31.9% are above or equal to 9/7 close (12 days ago), 68.1% are below.
35.1% are above or equal to 9/6 close (13 days ago), 64.9% are below.
36.0% are above or equal to 9/2 close (14 days ago), 64.0% are below.
43.2% are above or equal to 9/1 close (15 days ago), 56.8% are below.
43.3% are above or equal to 8/31 close (16 days ago), 56.7% are below.
41.4% are above or equal to 8/30 close (17 days ago), 58.6% are below.
42.0% are above or equal to 8/29 close (18 days ago), 58.0% are below.
47.3% are above or equal to 8/26 close (19 days ago), 52.7% are below.
45.7% are above or equal to 8/25 close (20 days ago), 54.3% are below.
47.4% are above or equal to 8/24 close (21 days ago), 52.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160923 Closing)
20d: 7.9% new highs, 2.9% new lows
21d: 7.5% new highs, 2.9% new lows
42d: 5.0% new highs, 1.2% new lows
63d: 4.9% new highs, 0.6% new lows
126d: 4.4% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160923 Closing)
2-day: 28.7% above, 71.3% below
3-day: 46.9% above, 53.1% below
4-day: 62.7% above, 37.3% below
5-day: 69.0% above, 31.0% below
8-day: 74.3% above, 25.7% below
10-day: 71.9% above, 28.1% below
20-day: 52.7% above, 47.3% below
50-day: 50.7% above, 49.3% below
200-day: 75.2% above, 24.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160923 Closing)
LEIS(35): 0.61% Top=GPRO BLMN DRI SEAS DNKN RCL CAKE EAT ….. WYNN TVPT ARMK QSR CBRL MGM BYD MAR=Bottom (Leisure)
REAL(100): 0.19% Top=SC WPG CBL SUI PDM ESRT CSAL VTR ….. EDR CYS ARI ALLY NRZ CLNY TREE DFT=Bottom (Real Estate)
RETA(67): -0.14% Top=DDS ETSY CPRT SIG JWN CHS LB M ….. CASY LL BABA DKS W MELI BIG FINL=Bottom (Retail & Specialty Retail)
COSW(100): -0.18% Top=TWTR IMPV LC YELP BITA JD IMS CYBR ….. GDDY GRUB WUBA ZEN YHOO SYNT CYOU CRM=Bottom (Computer Software/Internet)
CONS(61): -0.34% Top=KS PAY PKG FOXF IP HAS RL VSTO ….. COTY LEG TPX COH DECK MLHR HNI SCS=Bottom (Consumer)
MATE(30): -0.38% Top=USG OC PWR BECN SRCL WY KBH WCIC ….. LEN WCN USCR DHI DAR FIX FLR DY=Bottom (Materials & Construction)
FINA(95): -0.45% Top=NYCB OMF NAVI ZION BOFI VLY CIT CFG ….. ESNT CME IVZ SCHW AMG LM BLK BEN=Bottom (Banks/Financials)
TRAN(28): -0.47% Top=SAVE AAL DAL CHRW FDX HA CSX EXPD ….. WERN ODFL CNI SWFT XPO AIRM TRN KNX=Bottom (Transportation)
COHW(43): -0.55% Top=ACIA ZAYO TDC TMUS VZ ANET T CCI ….. COMM AAPL SSYS LITE SYNA CDW ARRS OLED=Bottom (Computer Hardware/Telecom)
HEAL(56): -0.61% Top=OPK CYH NVRO INCR THC ZLTQ GKOS ESRX ….. ACHC ALGN COO NUVA HWAY PODD WST ADPT=Bottom (Health)
ELEC(55): -0.79% Top=FSLR SPWR CSIQ SCTY AMD FIT PI TRMB ….. MSCC ON SWKS QRVO NPTN IPHI OCLR CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(52): -0.96% Top=MYGN VRSK HCSG URI AAN HRB BLOX AL ….. ZG CAR DV BCO CXW KBR WOOF AHS=Bottom (Diversified Services)
INSU(30): -1.12% Top=PRU MET PGR RDN AIG CNO ALL LNC ….. CINF TMK AFSI WRB AGO FAF AWH L=Bottom (Insurance)
CHEM(29): -1.14% Top=SHW CC PPG DD AXTA GRA APD ALB ….. PAH KRA POT HUN CF MOS ASH FTK=Bottom (Chemicals/Fertilizers)
MANU(37): -1.42% Top=SEDG RS AOS DHR MHK GE MRC ATI ….. IR ITT KMT ROK DOV ZBRA FLS TEX=Bottom (Manufacturing)
META(28): -1.89% Top=TCK X NUE STLD SWC AA CMC CNX ….. CDE SSRI AEM FSM AGI SLCA AG FMSA=Bottom (Metals & Mining)
ENER(92): -2.28% Top=CVRR WES TSO PBF GEL HFC SXL DPM ….. WLL MUR DVN RIG CRC OAS CWEI WPX=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:04 pm

Market Stats at 3:03 pm ET
by daytrend on 20160923. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 938.

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 (20160923 3:03 pm ET)
16.8% of stocks are above yesterday’s high.
41.5% are above yesterday’s midpoint. (58.5% are below.)
35.4% are below yesterday’s low.
47.8% are inside yesterday’s range.
38.7% of stocks with today’s high > yesterday’s high. (61.3% less than).
58.5% of stocks with today’s low < yesterday’s low. (41.5% greater than).

EVIDENCE OF INTRADAY TREND (20160923 3:03 pm ET)
46.7% of stocks are above today’s open. (52.3% are below).
32.3% of stocks are above today’s open and yesterday’s close.
51.0% are below both.
3.0% of stocks opened above yesterday’s high.
14.9% of stocks opened above yesterday’s close. (81.6% opened below yesterday’s close).
19.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160923 3:03 pm ET)
7.4% of stocks are in the top 10% of today’s range.
17.0% are in the top 20%.
39.4% are in the top half. 60.6% of stocks are in the bottom half of today’s range.
25.3% are in the bottom 20%.
9.6% are in the bottom 10%.

GAIN (20160923 3:03 pm ET)
35.1% of stocks are above yesterday’s close. (64.9% are below.)
0.7% are up 4.5% or more. 2.6% are down 4.5% or more.
1.2% are up 3.5% or more. 4.3% are down 3.5% or more.
61.9% are between +1% and -1%.

RSI on DAILY (20160923 3:03 pm ET)
2-day: >=95:14.4%…>=90:22.6%…>=80:33.2%…>=50:60.3%…<=20:7.6%…<=10:2.0%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:62.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:59.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160923 3:03 pm ET)
16.8% above previous 1 highs, 35.4% below previous 1 lows
15.9% above previous 2 highs, 8.8% below previous 2 lows
14.9% above previous 3 highs, 6.0% below previous 3 lows
13.9% above previous 4 highs, 5.4% below previous 4 lows
13.4% above previous 5 highs, 4.5% below previous 5 lows
12.7% above previous 6 highs, 3.3% below previous 6 lows
12.0% above previous 7 highs, 2.8% below previous 7 lows
11.3% above previous 8 highs, 2.7% below previous 8 lows
10.1% above previous 9 highs, 2.2% below previous 9 lows
6.9% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160923 3:03 pm ET)
35.1% are above or equal to 9/22 close (1 days ago), 64.9% are below.
62.7% are above or equal to 9/21 close (2 days ago), 37.3% are below.
86.0% are above or equal to 9/20 close (3 days ago), 14.0% are below.
77.2% are above or equal to 9/19 close (4 days ago), 22.8% are below.
78.0% are above or equal to 9/16 close (5 days ago), 22.0% are below.
71.1% are above or equal to 9/15 close (6 days ago), 28.9% are below.
81.4% are above or equal to 9/14 close (7 days ago), 18.6% are below.
76.8% are above or equal to 9/13 close (8 days ago), 23.2% are below.
55.8% are above or equal to 9/12 close (9 days ago), 44.2% are below.
68.2% are above or equal to 9/9 close (10 days ago), 31.8% are below.
37.1% are above or equal to 9/8 close (11 days ago), 62.9% are below.
33.2% are above or equal to 9/7 close (12 days ago), 66.8% are below.
36.9% are above or equal to 9/6 close (13 days ago), 63.1% are below.
37.4% are above or equal to 9/2 close (14 days ago), 62.6% are below.
44.8% are above or equal to 9/1 close (15 days ago), 55.2% are below.
45.1% are above or equal to 8/31 close (16 days ago), 54.9% are below.
42.5% are above or equal to 8/30 close (17 days ago), 57.5% are below.
43.1% are above or equal to 8/29 close (18 days ago), 56.9% are below.
47.8% are above or equal to 8/26 close (19 days ago), 52.2% are below.
47.3% are above or equal to 8/25 close (20 days ago), 52.7% are below.
48.3% are above or equal to 8/24 close (21 days ago), 51.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160923 3:03 pm ET)
20d: 7.7% new highs, 2.6% new lows
21d: 7.2% new highs, 2.6% new lows
42d: 4.9% new highs, 1.1% new lows
63d: 4.8% new highs, 0.5% new lows
126d: 4.3% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160923 3:03 pm ET)
2-day: 33.6% above, 66.4% below
3-day: 51.8% above, 48.2% below
4-day: 67.9% above, 32.1% below
5-day: 71.9% above, 28.1% below
8-day: 76.7% above, 23.3% below
10-day: 73.7% above, 26.3% below
20-day: 53.6% above, 46.4% below
50-day: 52.5% above, 47.5% below
200-day: 75.5% above, 24.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160923 3:03 pm ET)
LEIS(35): 0.71% Top=GPRO DRI DNKN CAKE CMG ZOES BLMN EAT ….. SIX QSR CBRL ARMK WYNN BYD MGM MAR=Bottom (Leisure)
REAL(100): 0.28% Top=SC WPG CBL SUI ESRT EXR PDM VTR ….. NRZ ALLY CYS ARI PEB CLNY DFT TREE=Bottom (Real Estate)
RETA(67): -0.00% Top=DDS ETSY CPRT JWN SIG CHS LB KORS ….. LL CASY DKS BABA W MELI BIG FINL=Bottom (Retail & Specialty Retail)
COSW(100): -0.07% Top=IMPV TWTR LC YELP JD BITA IMS CYBR ….. BIDU SABR WUBA ZEN YHOO SYNT CYOU CRM=Bottom (Computer Software/Internet)
MATE(30): -0.13% Top=USG OC PWR BECN KBH WY TOL SRCL ….. VMC WM DHI WCN DAR FIX DY FLR=Bottom (Materials & Construction)
CONS(61): -0.19% Top=KS PKG PAY HAS IP CRI VSTO FBHS ….. BC WHR UA COH DECK MLHR HNI SCS=Bottom (Consumer)
FINA(95): -0.26% Top=NYCB OMF NAVI BOFI ZION VLY CMA CIT ….. CME IVZ ESNT BMO SCHW LM BLK BEN=Bottom (Banks/Financials)
HEAL(56): -0.36% Top=OPK CYH INCR NVRO ZLTQ GKOS THC ESRX ….. BAX COO ALGN NUVA HWAY PODD WST ADPT=Bottom (Health)
TRAN(28): -0.38% Top=SAVE DAL FDX HA AAL CHRW CSX EXPD ….. JBHT CNI ODFL SWFT XPO AIRM KNX TRN=Bottom (Transportation)
COHW(43): -0.45% Top=ACIA ZAYO WIN TDC LVLT VZ CCI BRCD ….. BCE AAPL SYNA SSYS LITE ARRS CDW OLED=Bottom (Computer Hardware/Telecom)
ELEC(55): -0.67% Top=FSLR SPWR CSIQ AMD SCTY FIT HIMX TRMB ….. ON MSCC QRVO IPHI SWKS NPTN OCLR CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(52): -0.78% Top=MYGN VRSK URI AL AAN HRB BLOX INFO ….. XRS DV CXW CAR BCO WOOF KBR AHS=Bottom (Diversified Services)
INSU(30): -0.87% Top=PRU MET PGR AIG WLTW RDN ALL LNC ….. TMK CINF WRB AFSI AGO AWH FAF L=Bottom (Insurance)
CHEM(29): -0.99% Top=SHW CC PPG DD AXTA POL WLK ALB ….. MEOH POT KRA HUN MOS CF ASH FTK=Bottom (Chemicals/Fertilizers)
MANU(37): -1.30% Top=SEDG DHR RS AOS GE GNRC ATI HON ….. ITT ROK KMT CFX DOV ZBRA FLS TEX=Bottom (Manufacturing)
META(28): -1.89% Top=TCK X NUE STLD SWC AA CMC CCJ ….. CDE SSRI AEM SLCA FSM AGI AG FMSA=Bottom (Metals & Mining)
ENER(92): -2.17% Top=CVRR WES TSO GEL PBF DPM SXL HFC ….. DVN RIG MUR ATW OAS CRC CWEI WPX=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 3:03 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:54 pm

Market Stats at 1:54 pm ET
by daytrend on 20160923. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 938.

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 (20160923 1:54 pm ET)
15.6% of stocks are above yesterday’s high.
37.5% are above yesterday’s midpoint. (62.5% are below.)
38.8% are below yesterday’s low.
45.6% are inside yesterday’s range.
37.8% of stocks with today’s high > yesterday’s high. (62.2% less than).
57.5% of stocks with today’s low < yesterday’s low. (42.5% greater than).

EVIDENCE OF INTRADAY TREND (20160923 1:54 pm ET)
42.8% of stocks are above today’s open. (56.3% are below).
28.4% of stocks are above today’s open and yesterday’s close.
54.8% are below both.
3.0% of stocks opened above yesterday’s high.
14.9% of stocks opened above yesterday’s close. (81.6% opened below yesterday’s close).
19.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160923 1:54 pm ET)
7.7% of stocks are in the top 10% of today’s range.
13.4% are in the top 20%.
32.5% are in the top half. 67.5% of stocks are in the bottom half of today’s range.
42.9% are in the bottom 20%.
28.8% are in the bottom 10%.

GAIN (20160923 1:54 pm ET)
31.0% of stocks are above yesterday’s close. (69.0% are below.)
0.6% are up 4.5% or more. 3.1% are down 4.5% or more.
1.1% are up 3.5% or more. 5.7% are down 3.5% or more.
58.7% are between +1% and -1%.

RSI on DAILY (20160923 1:54 pm ET)
2-day: >=95:12.8%…>=90:20.0%…>=80:29.5%…>=50:56.6%…<=20:9.0%…<=10:2.7%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:60.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:57.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160923 1:54 pm ET)
15.6% above previous 1 highs, 38.8% below previous 1 lows
14.6% above previous 2 highs, 11.0% below previous 2 lows
14.1% above previous 3 highs, 7.5% below previous 3 lows
13.1% above previous 4 highs, 6.1% below previous 4 lows
12.4% above previous 5 highs, 4.9% below previous 5 lows
11.8% above previous 6 highs, 4.2% below previous 6 lows
11.3% above previous 7 highs, 3.3% below previous 7 lows
10.7% above previous 8 highs, 2.9% below previous 8 lows
9.9% above previous 9 highs, 2.5% below previous 9 lows
7.2% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160923 1:54 pm ET)
31.0% are above or equal to 9/22 close (1 days ago), 69.0% are below.
59.1% are above or equal to 9/21 close (2 days ago), 40.9% are below.
84.9% are above or equal to 9/20 close (3 days ago), 15.1% are below.
74.5% are above or equal to 9/19 close (4 days ago), 25.5% are below.
76.0% are above or equal to 9/16 close (5 days ago), 24.0% are below.
68.0% are above or equal to 9/15 close (6 days ago), 32.0% are below.
79.7% are above or equal to 9/14 close (7 days ago), 20.3% are below.
75.8% are above or equal to 9/13 close (8 days ago), 24.2% are below.
54.4% are above or equal to 9/12 close (9 days ago), 45.6% are below.
67.1% are above or equal to 9/9 close (10 days ago), 32.9% are below.
36.2% are above or equal to 9/8 close (11 days ago), 63.8% are below.
31.9% are above or equal to 9/7 close (12 days ago), 68.1% are below.
36.0% are above or equal to 9/6 close (13 days ago), 64.0% are below.
37.2% are above or equal to 9/2 close (14 days ago), 62.8% are below.
44.0% are above or equal to 9/1 close (15 days ago), 56.0% are below.
44.5% are above or equal to 8/31 close (16 days ago), 55.5% are below.
41.5% are above or equal to 8/30 close (17 days ago), 58.5% are below.
42.1% are above or equal to 8/29 close (18 days ago), 57.9% are below.
47.4% are above or equal to 8/26 close (19 days ago), 52.6% are below.
46.4% are above or equal to 8/25 close (20 days ago), 53.6% are below.
47.4% are above or equal to 8/24 close (21 days ago), 52.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160923 1:54 pm ET)
20d: 7.6% new highs, 2.3% new lows
21d: 7.1% new highs, 2.3% new lows
42d: 4.7% new highs, 1.0% new lows
63d: 4.7% new highs, 0.4% new lows
126d: 4.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160923 1:54 pm ET)
2-day: 29.7% above, 70.3% below
3-day: 46.8% above, 53.2% below
4-day: 64.3% above, 35.7% below
5-day: 69.2% above, 30.8% below
8-day: 74.0% above, 26.0% below
10-day: 72.0% above, 28.0% below
20-day: 52.5% above, 47.5% below
50-day: 52.1% above, 47.9% below
200-day: 75.6% above, 24.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160923 1:54 pm ET)
REAL(100): 0.36% Top=SC WPG CBL EXR AIV VTR ESRT HCP ….. NRZ ALLY TWO CYS ARI TREE DFT CLNY=Bottom (Real Estate)
LEIS(35): 0.33% Top=GPRO BLMN CAKE RCL DRI ZOES DNKN EAT ….. QSR LVS CBRL ISLE WYNN BYD MGM MAR=Bottom (Leisure)
RETA(67): 0.07% Top=DDS ETSY LB CHS JWN KORS SFM CPRT ….. KMX DKS CASY BABA MELI W BIG FINL=Bottom (Retail & Specialty Retail)
COSW(100): -0.21% Top=IMPV TWTR YELP LC JD TIVO CYBR BITA ….. SINA SHOP WUBA SYNT ZEN YHOO CYOU CRM=Bottom (Computer Software/Internet)
MATE(30): -0.23% Top=USG OC PWR BECN KBH WY SRCL MAS ….. DHI VMC WM WCN DY DAR FLR FIX=Bottom (Materials & Construction)
CONS(61): -0.29% Top=KS PKG PAY HAS IP CRI VSTO RL ….. CHD COH BC WHR PG HNI MLHR SCS=Bottom (Consumer)
TRAN(28): -0.40% Top=SAVE DAL HA AAL FDX UAL CHRW LUV ….. WAB KEX SWFT CNI XPO KNX AIRM TRN=Bottom (Transportation)
FINA(95): -0.47% Top=NYCB BOFI NAVI OMF ZION CMA VLY CIT ….. LM ESNT AMG BMO SCHW IVZ BLK BEN=Bottom (Banks/Financials)
HEAL(56): -0.47% Top=OPK GKOS CYH INCR ESRX ZLTQ THC PRAH ….. ANTM BAX COO ALGN HWAY WST PODD ADPT=Bottom (Health)
COHW(43): -0.56% Top=WIN ZAYO TDC ACIA LVLT VZ CCI VG ….. NTAP AAPL COMM LITE SSYS ARRS CDW OLED=Bottom (Computer Hardware/Telecom)
ELEC(55): -0.57% Top=FSLR CSIQ SPWR AMD SCTY FIT PI MRVL ….. ON FTV SWKS MSCC IPHI CRUS OCLR NPTN=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(30): -0.91% Top=PRU MET PGR AIG WLTW AJG HIG RDN ….. CINF TMK WRB AGO AWH AFSI FAF L=Bottom (Insurance)
DISV(52): -0.92% Top=MYGN VRSK HRB BLOX AAN URI IILG AL ….. CXW ZG CAR XRS BCO KBR WOOF AHS=Bottom (Diversified Services)
CHEM(29): -1.27% Top=SHW PPG DD POL AXTA CC MON ALB ….. HUN POT KRA GPRE MOS ASH CF FTK=Bottom (Chemicals/Fertilizers)
MANU(37): -1.35% Top=SEDG AOS DHR RS GE GNRC MHK HON ….. IR KMT ROK CFX DOV ZBRA FLS TEX=Bottom (Manufacturing)
META(28): -2.19% Top=TCK X NUE STLD CMC AA SCCO SWC ….. AEM CDE SSRI SLCA FSM AGI AG FMSA=Bottom (Metals & Mining)
ENER(92): -2.82% Top=CVRR WES GEL TSO SXL MMP SEP MPLX ….. EGN DVN RSPP SN CRC OAS WPX CWEI=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 1:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/22/2016

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

Closing Stats
by daytrend on 20160922. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 932.

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 (20160922 Closing)
68.3% of stocks are above yesterday’s high.
90.7% are above yesterday’s midpoint. (9.3% are below.)
1.7% are below yesterday’s low.
29.9% are inside yesterday’s range.
91.8% of stocks with today’s high > yesterday’s high. (8.2% less than).
4.7% of stocks with today’s low < yesterday’s low. (95.3% greater than).

EVIDENCE OF INTRADAY TREND (20160922 Closing)
60.2% of stocks are above today’s open. (38.8% are below).
59.7% of stocks are above today’s open and yesterday’s close.
17.6% are below both.
75.3% of stocks opened above yesterday’s high.
95.4% of stocks opened above yesterday’s close. (3.6% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160922 Closing)
12.9% of stocks are in the top 10% of today’s range.
28.0% are in the top 20%.
59.3% are in the top half. 40.7% of stocks are in the bottom half of today’s range.
13.8% are in the bottom 20%.
5.8% are in the bottom 10%.

GAIN (20160922 Closing)
81.8% of stocks are above yesterday’s close. (18.2% are below.)
1.7% are up 4.5% or more. 0.4% are down 4.5% or more.
4.1% are up 3.5% or more. 0.4% are down 3.5% or more.
47.6% are between +1% and -1%.

RSI on DAILY (20160922 Closing)
2-day: >=95:23.9%…>=90:43.2%…>=80:67.9%…>=50:89.2%…<=20:2.5%…<=10:1.3%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:71.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:66.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160922 Closing)
68.3% above previous 1 highs, 1.7% below previous 1 lows
60.8% above previous 2 highs, 1.4% below previous 2 lows
53.3% above previous 3 highs, 1.0% below previous 3 lows
51.8% above previous 4 highs, 0.6% below previous 4 lows
50.5% above previous 5 highs, 0.5% below previous 5 lows
47.5% above previous 6 highs, 0.2% below previous 6 lows
43.2% above previous 7 highs, 0.2% below previous 7 lows
37.1% above previous 8 highs, 0.1% below previous 8 lows
27.7% above previous 9 highs, 0.1% below previous 9 lows
18.0% above previous 10 highs, 0.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160922 Closing)
81.8% are above or equal to 9/21 close (1 days ago), 18.2% are below.
93.3% are above or equal to 9/20 close (2 days ago), 6.7% are below.
85.7% are above or equal to 9/19 close (3 days ago), 14.3% are below.
85.5% are above or equal to 9/16 close (4 days ago), 14.5% are below.
78.4% are above or equal to 9/15 close (5 days ago), 21.6% are below.
87.6% are above or equal to 9/14 close (6 days ago), 12.4% are below.
83.6% are above or equal to 9/13 close (7 days ago), 16.4% are below.
62.2% are above or equal to 9/12 close (8 days ago), 37.8% are below.
73.0% are above or equal to 9/9 close (9 days ago), 27.0% are below.
40.7% are above or equal to 9/8 close (10 days ago), 59.3% are below.
36.3% are above or equal to 9/7 close (11 days ago), 63.7% are below.
40.6% are above or equal to 9/6 close (12 days ago), 59.4% are below.
39.8% are above or equal to 9/2 close (13 days ago), 60.2% are below.
49.8% are above or equal to 9/1 close (14 days ago), 50.2% are below.
48.9% are above or equal to 8/31 close (15 days ago), 51.1% are below.
46.4% are above or equal to 8/30 close (16 days ago), 53.6% are below.
45.8% are above or equal to 8/29 close (17 days ago), 54.2% are below.
52.1% are above or equal to 8/26 close (18 days ago), 47.9% are below.
50.5% are above or equal to 8/25 close (19 days ago), 49.5% are below.
53.1% are above or equal to 8/24 close (20 days ago), 46.9% are below.
45.3% are above or equal to 8/23 close (21 days ago), 54.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160922 Closing)
20d: 17.1% new highs, 1.0% new lows
21d: 16.6% new highs, 0.9% new lows
42d: 11.7% new highs, 0.6% new lows
63d: 11.2% new highs, 0.3% new lows
126d: 9.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160922 Closing)
2-day: 80.8% above, 19.2% below
3-day: 91.0% above, 9.0% below
4-day: 89.9% above, 10.1% below
5-day: 89.7% above, 10.3% below
8-day: 87.4% above, 12.6% below
10-day: 83.5% above, 16.5% below
20-day: 60.7% above, 39.3% below
50-day: 56.7% above, 43.3% below
200-day: 76.8% above, 23.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160922 Closing)
REAL(100): 1.70% Top=TREE BAM OFC PDM CUBE WPG CONE DFT ….. CBL APLE BXMT MGP CLNY NRZ RLGY EQR=Bottom (Real Estate)
LEIS(36): 1.62% Top=SEAS GPRO RCL ZOES SONC TVPT MGM SIX ….. PNRA ARMK TXRH CBRL MAR DRI WYNN ISLE=Bottom (Leisure)
MATE(30): 1.60% Top=WY USCR BECN DY MAS KBH VMC SUM ….. TOL APOG LEN WCN USG WM RSG FIX=Bottom (Materials & Construction)
MANU(39): 1.38% Top=SEDG CFX BDC PNR ROP TKR FLS AOS ….. SWK ETN ITW PH DHR MHK CAT TTC=Bottom (Manufacturing)
HEAL(58): 1.15% Top=HWAY GKOS AMSG EVHC PKI NVRO LPNT ACHC ….. STJ XRAY AET BSX ANTM BKD WST COO=Bottom (Health)
ENER(92): 1.13% Top=WLL RIG PAGP ATW GPOR PAA MUR RDC ….. PE AR RSPP PXD CWEI SWN RICE REN=Bottom (Energy)
COHW(42): 1.12% Top=S LITE NSR VG CTL INFN TMUS PANW ….. PSTG QCOM WDC VRSN STX SYNA ACIA LVLT=Bottom (Computer Hardware/Telecom)
DISV(52): 1.05% Top=CXW GEO MYGN XRS KBR BCO TMH ZG ….. HRI BLOX URI GPN INFO ULTA WOOF SCOR=Bottom (Diversified Services)
COSW(95): 1.04% Top=VIPS TWOU FEYE PAYC TWLO RHT HQY WBMD ….. EA INXN SYNT TIVO TTWO SHOP TEAM SQ=Bottom (Computer Software/Internet)
ELEC(55): 0.94% Top=FSLR IDTI OCLR TSRA FIT TTMI MLNX SPWR ….. NPTN MU AVGO LRCX AMAT CRUS PI JBL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(58): 0.92% Top=HNI SKX FOSL ENR NLS UFS OI PAY ….. NWL LEG FN PVH COTY IP PKG CRI=Bottom (Consumer)
CHEM(28): 0.74% Top=MEOH CC GPRE AXTA POT GRA HUN AGU ….. SHW PX MON DD DOW APD KRA ASH=Bottom (Chemicals/Fertilizers)
FINA(94): 0.62% Top=NAVI OZRK VLY WBS AMG FNB SLM SIVB ….. BK CME ICE ESNT PNC BX WETF FII=Bottom (Banks/Financials)
INSU(31): 0.60% Top=CNO AFSI AIG HIG CLGX MTG XL WRB ….. AXS AFL FNF UNM MET TMK PRU LNC=Bottom (Insurance)
RETA(65): 0.60% Top=STMP BABA MELI GCO WBA FIVE CHS SIG ….. OLLI BURL DDS JWN CPRT TGT KSS JCP=Bottom (Retail & Specialty Retail)
TRAN(28): 0.58% Top=AIRM WAB TRN AAL UAL HA DAL LUV ….. CP FDX CSX ODFL KNX ALK JBHT WERN=Bottom (Transportation)
META(29): -0.52% Top=FCX CMC X GG HL AA CLF AEM ….. PAAS FNV RGLD SSRI CDE FSM AG 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 @ 1:49 pm

Market Stats at 2:48 pm ET
by daytrend on 20160922. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 932.

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 (20160922 2:48 pm ET)
66.0% of stocks are above yesterday’s high.
89.8% are above yesterday’s midpoint. (10.2% are below.)
1.9% are below yesterday’s low.
32.1% are inside yesterday’s range.
91.8% of stocks with today’s high > yesterday’s high. (8.2% less than).
4.6% of stocks with today’s low < yesterday’s low. (95.4% greater than).

EVIDENCE OF INTRADAY TREND (20160922 2:48 pm ET)
55.9% of stocks are above today’s open. (43.7% are below).
55.3% of stocks are above today’s open and yesterday’s close.
20.0% are below both.
75.3% of stocks opened above yesterday’s high.
95.4% of stocks opened above yesterday’s close. (3.6% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160922 2:48 pm ET)
10.6% of stocks are in the top 10% of today’s range.
20.9% 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.
19.1% are in the bottom 20%.
7.6% are in the bottom 10%.

GAIN (20160922 2:48 pm ET)
79.3% of stocks are above yesterday’s close. (20.7% are below.)
1.5% are up 4.5% or more. 0.5% are down 4.5% or more.
3.6% are up 3.5% or more. 0.5% are down 3.5% or more.
51.1% are between +1% and -1%.

RSI on DAILY (20160922 2:48 pm ET)
2-day: >=95:22.4%…>=90:41.1%…>=80:65.8%…>=50:88.7%…<=20:2.8%…<=10:1.2%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:71.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:64.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160922 2:48 pm ET)
66.0% above previous 1 highs, 1.9% below previous 1 lows
58.4% above previous 2 highs, 1.6% below previous 2 lows
51.3% above previous 3 highs, 1.2% below previous 3 lows
49.6% above previous 4 highs, 0.9% below previous 4 lows
48.2% above previous 5 highs, 0.6% below previous 5 lows
45.5% above previous 6 highs, 0.4% below previous 6 lows
41.5% above previous 7 highs, 0.3% below previous 7 lows
35.9% above previous 8 highs, 0.2% below previous 8 lows
25.2% above previous 9 highs, 0.2% below previous 9 lows
16.2% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160922 2:48 pm ET)
79.3% are above or equal to 9/21 close (1 days ago), 20.7% are below.
92.8% are above or equal to 9/20 close (2 days ago), 7.2% are below.
85.2% are above or equal to 9/19 close (3 days ago), 14.8% are below.
84.5% are above or equal to 9/16 close (4 days ago), 15.5% are below.
77.0% are above or equal to 9/15 close (5 days ago), 23.0% are below.
87.7% are above or equal to 9/14 close (6 days ago), 12.3% are below.
82.2% are above or equal to 9/13 close (7 days ago), 17.8% are below.
60.8% are above or equal to 9/12 close (8 days ago), 39.2% are below.
71.5% are above or equal to 9/9 close (9 days ago), 28.5% are below.
39.6% are above or equal to 9/8 close (10 days ago), 60.4% are below.
36.1% are above or equal to 9/7 close (11 days ago), 63.9% are below.
39.4% are above or equal to 9/6 close (12 days ago), 60.6% are below.
38.4% are above or equal to 9/2 close (13 days ago), 61.6% are below.
48.0% are above or equal to 9/1 close (14 days ago), 52.0% are below.
47.6% are above or equal to 8/31 close (15 days ago), 52.4% are below.
44.3% are above or equal to 8/30 close (16 days ago), 55.7% are below.
45.0% are above or equal to 8/29 close (17 days ago), 55.0% are below.
51.7% are above or equal to 8/26 close (18 days ago), 48.3% are below.
49.1% are above or equal to 8/25 close (19 days ago), 50.9% are below.
51.6% are above or equal to 8/24 close (20 days ago), 48.4% are below.
45.3% are above or equal to 8/23 close (21 days ago), 54.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160922 2:48 pm ET)
20d: 16.4% new highs, 1.0% new lows
21d: 16.0% new highs, 0.9% new lows
42d: 10.9% new highs, 0.6% new lows
63d: 10.5% new highs, 0.3% new lows
126d: 9.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160922 2:48 pm ET)
2-day: 78.6% above, 21.4% below
3-day: 90.8% above, 9.2% below
4-day: 89.4% above, 10.6% below
5-day: 89.3% above, 10.7% below
8-day: 86.9% above, 13.1% below
10-day: 82.6% above, 17.4% below
20-day: 59.5% above, 40.5% below
50-day: 56.2% above, 43.8% below
200-day: 76.5% above, 23.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160922 2:48 pm ET)
LEIS(36): 1.61% Top=SEAS GPRO RCL SONC ZOES TVPT MGM SIX ….. QSR MAR ARMK TXRH DRI WYNN CBRL ISLE=Bottom (Leisure)
REAL(100): 1.52% Top=TREE BAM OFC PDM WPG DLR CONE CUBE ….. EQC APLE TWO BXMT CLNY RLGY NRZ EQR=Bottom (Real Estate)
MATE(30): 1.41% Top=WY USCR KBH BECN DY MAS SUM AWI ….. TOL WCN APOG USG LEN WM FIX RSG=Bottom (Materials & Construction)
MANU(39): 1.21% Top=CFX SEDG BDC PNR FLS MRC ENS EMR ….. GE ETN KMT PH DHR MHK CAT TTC=Bottom (Manufacturing)
ENER(92): 1.07% Top=ATW WLL RIG PAGP MUR RDC NBR GPOR ….. WMB RSPP PXD AR CWEI SWN RICE REN=Bottom (Energy)
HEAL(58): 1.03% Top=AMSG EVHC HWAY ACHC GKOS LPNT MTD PKI ….. STJ AET PRAH XRAY ANTM BSX WST COO=Bottom (Health)
COHW(42): 1.01% Top=S LITE CTL NSR INFN ARRS VG ANET ….. WDC QCOM PSTG VRSN STX SYNA ACIA LVLT=Bottom (Computer Hardware/Telecom)
DISV(52): 0.98% Top=CXW GEO MYGN XRS BCO KBR TMH SBAC ….. FDC BLOX HRI WOOF URI ULTA GPN SCOR=Bottom (Diversified Services)
ELEC(55): 0.87% Top=FSLR IDTI SPWR OCLR FIT SCTY TSRA TTMI ….. LRCX MU HIMX AVGO AMAT PI CRUS JBL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(95): 0.87% Top=VIPS TWLO FEYE TWOU PAYC RHT WBMD WUBA ….. EA WB SYNT CYOU TTWO SHOP SQ TEAM=Bottom (Computer Software/Internet)
CONS(58): 0.78% Top=HNI ENR FOSL TUP SKX UFS NLS PAY ….. PVH RL LEG FN GIII IP CRI PKG=Bottom (Consumer)
CHEM(28): 0.64% Top=MEOH GPRE CC AXTA ALB GRA POT MOS ….. PX MON POL DOW KRA DD APD ASH=Bottom (Chemicals/Fertilizers)
INSU(31): 0.58% Top=CNO AFSI AIG HIG MTG CLGX AON WRB ….. AXS AFL UNM FNF MET TMK PRU LNC=Bottom (Insurance)
FINA(94): 0.50% Top=NAVI OZRK VLY AMG WBS SIVB SLM JNS ….. ESNT ICE WETF BX PNC WFC FII YRD=Bottom (Banks/Financials)
TRAN(28): 0.47% Top=AIRM WAB TRN AAL UAL CHRW SAVE CNI ….. CSX SWFT FDX ODFL JBHT ALK KNX WERN=Bottom (Transportation)
RETA(65): 0.39% Top=STMP BABA WBA MELI AAP GCO ORLY SIG ….. DDS RH FRAN BURL TGT JWN KSS JCP=Bottom (Retail & Specialty Retail)
META(29): -1.15% Top=FCX CMC AA CLF X GG SCCO HL ….. FNV PAAS RGLD SSRI CDE FSM TCK AG=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 2:48 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:04 am

Market Stats at 11:04 am ET
by daytrend on 20160922. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 932.

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 (20160922 11:04 am ET)
66.6% of stocks are above yesterday’s high.
92.7% are above yesterday’s midpoint. (7.3% are below.)
1.0% are below yesterday’s low.
32.4% are inside yesterday’s range.
90.7% of stocks with today’s high > yesterday’s high. (9.3% less than).
2.0% of stocks with today’s low < yesterday’s low. (98.0% greater than).

EVIDENCE OF INTRADAY TREND (20160922 11:04 am ET)
54.1% of stocks are above today’s open. (43.9% are below).
53.6% of stocks are above today’s open and yesterday’s close.
15.9% are below both.
75.3% of stocks opened above yesterday’s high.
95.4% of stocks opened above yesterday’s close. (3.6% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160922 11:04 am ET)
5.4% of stocks are in the top 10% of today’s range.
15.0% are in the top 20%.
46.2% are in the top half. 53.8% of stocks are in the bottom half of today’s range.
26.3% are in the bottom 20%.
14.9% are in the bottom 10%.

GAIN (20160922 11:04 am ET)
83.6% of stocks are above yesterday’s close. (16.4% are below.)
1.2% are up 4.5% or more. 0.1% are down 4.5% or more.
1.9% are up 3.5% or more. 0.2% are down 3.5% or more.
58.6% are between +1% and -1%.

RSI on DAILY (20160922 11:04 am ET)
2-day: >=95:21.8%…>=90:40.7%…>=80:66.5%…>=50:91.2%…<=20:2.4%…<=10:1.2%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:69.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:64.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160922 11:04 am ET)
66.6% above previous 1 highs, 1.0% below previous 1 lows
57.3% above previous 2 highs, 0.8% below previous 2 lows
49.4% above previous 3 highs, 0.8% below previous 3 lows
47.4% above previous 4 highs, 0.4% below previous 4 lows
45.5% above previous 5 highs, 0.3% below previous 5 lows
42.6% above previous 6 highs, 0.3% below previous 6 lows
37.6% above previous 7 highs, 0.3% below previous 7 lows
32.4% above previous 8 highs, 0.2% below previous 8 lows
22.4% above previous 9 highs, 0.2% below previous 9 lows
14.2% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160922 11:04 am ET)
83.6% are above or equal to 9/21 close (1 days ago), 16.4% are below.
94.5% are above or equal to 9/20 close (2 days ago), 5.5% are below.
85.6% are above or equal to 9/19 close (3 days ago), 14.4% are below.
83.9% are above or equal to 9/16 close (4 days ago), 16.1% are below.
77.0% are above or equal to 9/15 close (5 days ago), 23.0% are below.
86.8% are above or equal to 9/14 close (6 days ago), 13.2% are below.
82.6% are above or equal to 9/13 close (7 days ago), 17.4% are below.
61.5% are above or equal to 9/12 close (8 days ago), 38.5% are below.
72.3% are above or equal to 9/9 close (9 days ago), 27.7% are below.
39.9% are above or equal to 9/8 close (10 days ago), 60.1% are below.
36.6% are above or equal to 9/7 close (11 days ago), 63.4% are below.
38.7% are above or equal to 9/6 close (12 days ago), 61.3% are below.
39.7% are above or equal to 9/2 close (13 days ago), 60.3% are below.
48.9% are above or equal to 9/1 close (14 days ago), 51.1% are below.
47.5% are above or equal to 8/31 close (15 days ago), 52.5% are below.
44.4% are above or equal to 8/30 close (16 days ago), 55.6% are below.
45.7% are above or equal to 8/29 close (17 days ago), 54.3% are below.
52.3% are above or equal to 8/26 close (18 days ago), 47.7% are below.
49.1% are above or equal to 8/25 close (19 days ago), 50.9% are below.
50.8% are above or equal to 8/24 close (20 days ago), 49.2% are below.
44.3% are above or equal to 8/23 close (21 days ago), 55.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160922 11:04 am ET)
20d: 15.1% new highs, 0.5% new lows
21d: 14.7% new highs, 0.4% new lows
42d: 10.0% new highs, 0.3% new lows
63d: 9.5% new highs, 0.1% new lows
126d: 8.2% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160922 11:04 am ET)
2-day: 82.7% above, 17.3% below
3-day: 93.2% above, 6.8% below
4-day: 91.0% above, 9.0% below
5-day: 89.8% above, 10.2% below
8-day: 87.1% above, 12.9% below
10-day: 82.8% above, 17.2% below
20-day: 58.5% above, 41.5% below
50-day: 55.3% above, 44.7% below
200-day: 76.1% above, 23.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160922 11:04 am ET)
REAL(100): 1.38% Top=BAM CLI OFC DLR TREE CONE WPG PDM ….. RLGY STWD TWO AGNC BXMT NRZ CLNY EQR=Bottom (Real Estate)
LEIS(36): 1.31% Top=SEAS GPRO RCL TVPT MGM SONC CCL CMG ….. WEN MAR DRI ARMK CBRL TXRH WYNN ISLE=Bottom (Leisure)
MATE(30): 1.27% Top=WY KBH BECN USCR PHM MAS TPH AWI ….. SRCL WCN FIX WM RSG APOG PWR OC=Bottom (Materials & Construction)
TRAN(28): 1.27% Top=SAVE UAL AAL JBLU DAL AIRM WAB XPO ….. FDX EXPD KEX CSX KNX JBHT ODFL WERN=Bottom (Transportation)
MANU(39): 1.09% Top=PNR MRC ATI BDC ROP AOS FLS ROK ….. SWK DE TTC KMT CAT DHR MHK ZBRA=Bottom (Manufacturing)
ENER(92): 0.97% Top=ATW RIG WLL RDC PAA CVRR GPOR MUR ….. SN APC AR EOG PE SWN CWEI REN=Bottom (Energy)
COSW(95): 0.77% Top=TWLO VIPS FEYE RHT GRUB WBMD GDDY TWOU ….. ZEN INXN EA BIDU SQ SYNT TTWO TEAM=Bottom (Computer Software/Internet)
CHEM(28): 0.71% Top=MEOH CF PAH POT ALB AXTA GPRE MOS ….. WLK SHW DOW APD POL KRA ASH CC=Bottom (Chemicals/Fertilizers)
HEAL(58): 0.70% Top=IRWD HWAY ESRX PKI SYK EW THC LPNT ….. VAR MD CYH BSX WST XRAY ADPT COO=Bottom (Health)
COHW(42): 0.69% Top=NSR S PANW INFN BRCD ARRS CIEN BCE ….. COMM ACIA QCOM VRSN SYNA GIMO EGHT LVLT=Bottom (Computer Hardware/Telecom)
CONS(58): 0.69% Top=FOSL HNI SKX UFS NLS OI TUP HAR ….. TLN LEG PVH COTY KS CRI FN PKG=Bottom (Consumer)
DISV(52): 0.67% Top=GEO AL YY MYGN KBR ALLE ACM HCSG ….. VRSK BLOX ULTA SERV GPN FDC SCOR AHS=Bottom (Diversified Services)
ELEC(55): 0.60% Top=IDTI TSRA ON OCLR FIT SPWR TTMI MTSI ….. CRUS AMAT CSIQ SANM LRCX HIMX NPTN JBL=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(94): 0.57% Top=NAVI OZRK RJF AMG WDR LM SIVB HBAN ….. PNC WAL CME BK ICE FII YRD BX=Bottom (Banks/Financials)
RETA(65): 0.53% Top=STMP TLRD SIG BABA ORLY FIVE CHS BBBY ….. BURL JWN TGT FRAN DLTR DSW OLLI KSS=Bottom (Retail & Specialty Retail)
META(29): 0.50% Top=FCX X CMC AA GG HL AGI CLF ….. FMSA SSRI PAAS FSM CDE SLCA TCK AG=Bottom (Metals & Mining)
INSU(31): 0.44% Top=MTG CNO AFSI AON AIG AJG RDN XL ….. CLGX FNF L PRU UNM TMK MET LNC=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 11:04 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/21/2016

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

Closing Stats
by daytrend on 20160921. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 926.

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 (20160921 Closing)
49.9% of stocks are above yesterday’s high.
78.1% are above yesterday’s midpoint. (21.9% are below.)
5.0% are below yesterday’s low.
45.1% are inside yesterday’s range.
63.9% of stocks with today’s high > yesterday’s high. (36.1% less than).
43.0% of stocks with today’s low < yesterday’s low. (57.0% greater than).

EVIDENCE OF INTRADAY TREND (20160921 Closing)
82.3% of stocks are above today’s open. (17.1% are below).
81.6% of stocks are above today’s open and yesterday’s close.
6.6% are below both.
12.3% of stocks opened above yesterday’s high.
87.4% of stocks opened above yesterday’s close. (10.5% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160921 Closing)
44.1% of stocks are in the top 10% of today’s range.
67.0% are in the top 20%.
91.0% are in the top half. 9.0% of stocks are in the bottom half of today’s range.
0.9% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN (20160921 Closing)
92.9% of stocks are above yesterday’s close. (7.1% are below.)
6.2% are up 4.5% or more. 0.2% are down 4.5% or more.
10.6% are up 3.5% or more. 0.5% are down 3.5% or more.
35.7% are between +1% and -1%.

RSI on DAILY (20160921 Closing)
2-day: >=95:12.9%…>=90:26.7%…>=80:51.0%…>=50:84.0%…<=20:5.4%…<=10:2.3%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:54.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:51.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160921 Closing)
49.9% above previous 1 highs, 5.0% below previous 1 lows
40.2% above previous 2 highs, 3.9% below previous 2 lows
38.1% above previous 3 highs, 3.5% below previous 3 lows
35.9% above previous 4 highs, 2.5% below previous 4 lows
33.8% above previous 5 highs, 2.3% below previous 5 lows
28.9% above previous 6 highs, 2.2% below previous 6 lows
22.8% above previous 7 highs, 2.1% below previous 7 lows
16.3% above previous 8 highs, 2.1% below previous 8 lows
10.4% above previous 9 highs, 2.1% below previous 9 lows
8.9% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160921 Closing)
92.9% are above or equal to 9/20 close (1 days ago), 7.1% are below.
76.6% are above or equal to 9/19 close (2 days ago), 23.4% are below.
78.8% are above or equal to 9/16 close (3 days ago), 21.2% are below.
68.0% are above or equal to 9/15 close (4 days ago), 32.0% are below.
81.9% are above or equal to 9/14 close (5 days ago), 18.1% are below.
75.9% are above or equal to 9/13 close (6 days ago), 24.1% are below.
50.1% are above or equal to 9/12 close (7 days ago), 49.9% are below.
65.1% are above or equal to 9/9 close (8 days ago), 34.9% are below.
32.8% are above or equal to 9/8 close (9 days ago), 67.2% are below.
29.4% are above or equal to 9/7 close (10 days ago), 70.6% are below.
32.0% are above or equal to 9/6 close (11 days ago), 68.0% are below.
32.9% are above or equal to 9/2 close (12 days ago), 67.1% are below.
40.7% are above or equal to 9/1 close (13 days ago), 59.3% are below.
40.3% are above or equal to 8/31 close (14 days ago), 59.7% are below.
37.0% are above or equal to 8/30 close (15 days ago), 63.0% are below.
37.7% are above or equal to 8/29 close (16 days ago), 62.3% are below.
44.0% are above or equal to 8/26 close (17 days ago), 56.0% are below.
42.5% are above or equal to 8/25 close (18 days ago), 57.5% are below.
44.3% are above or equal to 8/24 close (19 days ago), 55.7% are below.
37.9% are above or equal to 8/23 close (20 days ago), 62.1% are below.
41.5% are above or equal to 8/22 close (21 days ago), 58.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160921 Closing)
20d: 8.2% new highs, 10.3% new lows
21d: 8.1% new highs, 9.9% new lows
42d: 5.9% new highs, 6.9% new lows
63d: 5.6% new highs, 3.7% new lows
126d: 5.3% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160921 Closing)
2-day: 92.3% above, 7.7% below
3-day: 84.3% above, 15.7% below
4-day: 82.6% above, 17.4% below
5-day: 79.5% above, 20.5% below
8-day: 75.6% above, 24.4% below
10-day: 68.1% above, 31.9% below
20-day: 45.6% above, 54.4% below
50-day: 48.6% above, 51.4% below
200-day: 73.4% above, 26.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160921 Closing)
META(29): 5.81% Top=AGI RGLD AG ABX SLW X NEM SSRI ….. FMSA CMC NUE TCK STLD AA CCJ SCCO=Bottom (Metals & Mining)
ENER(92): 3.32% Top=CRC WLL SN OAS MTDR CWEI SM QEP ….. XOM PSX VLO GPOR PBF CVRR HFC CVI=Bottom (Energy)
COHW(42): 1.96% Top=ACIA JNPR GIMO STX VG WDC TMUS HPQ ….. MSI BRCD HRS LVLT CTL AAPL PANW COMM=Bottom (Computer Hardware/Telecom)
CHEM(28): 1.83% Top=HUN MEOH CC ALB OLN FMC PAH KRA ….. MOS AGU DD DOW PX GRA ASH CF=Bottom (Chemicals/Fertilizers)
COSW(96): 1.71% Top=TWLO ADBE TEAM BIDU NUAN SHOP ADSK CSC ….. TRI DOX LC JD GWRE N CALD TIVO=Bottom (Computer Software/Internet)
MANU(39): 1.59% Top=ATI ZBRA KMT RS IR DOV MRC TKR ….. HON DE GE TTC ITW SWK SEDG MHK=Bottom (Manufacturing)
MATE(30): 1.53% Top=SUM BECN PWR EXP VMC MTZ MLM USG ….. FAST PHM APOG AWI TOL OC LEN FIX=Bottom (Materials & Construction)
ELEC(54): 1.44% Top=MU MXL PI OCLR NVDA CSIQ MRVL FLEX ….. TXN SIMO CRUS FSLR SCTY TTMI MTSI SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(29): 1.26% Top=FDX XPO NAT TRN CP CNI CSX UNP ….. KSU KNX JBHT UAL WERN JBLU SWFT AAL=Bottom (Transportation)
DISV(52): 1.24% Top=GEO ZG CAR ULTA VNTV GPN RRD MAN ….. SCOR URI XRS ROL MYGN CXW SERV FDC=Bottom (Diversified Services)
INSU(31): 1.18% Top=WLTW XL AGO AXS AON MET LNC AIZ ….. UNM MTG WRB PGR ORI AIG CNO AFSI=Bottom (Insurance)
HEAL(56): 1.15% Top=PODD ADPT IRWD MOH TMO NVRO ANTM EVHC ….. HLS UHS BCR HWAY NUVA ACHC THC CYH=Bottom (Health)
CONS(56): 1.13% Top=KS FOSL FN BC UA GIII UFS PKG ….. RL KATE SEE CRI LULU PG COTY SKX=Bottom (Consumer)
REAL(99): 1.09% Top=PGRE LGIH SNH GPT OHI ARE DRH DOC ….. AMH CIM OUT NRZ HST SC CBL CPT=Bottom (Real Estate)
RETA(65): 1.04% Top=ETSY BABA MELI CPRT OLLI M DDS STMP ….. WBA GPS ANF AN KR TLRD KMX NFLX=Bottom (Retail & Specialty Retail)
LEIS(35): 0.81% Top=GPRO CAKE ISLE DRI DNKN SEAS SBUX PLAY ….. HLT PNRA WEN CMG WYNN RCL CCL TXRH=Bottom (Leisure)
FINA(93): 0.55% Top=LM BEN WU CIT COF STT BX PFG ….. BOFI OMF BKU WFC OZRK YRD NAVI WETF=Bottom (Banks/Financials)

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 @ 2:45 pm

Market Stats at 3:45 pm ET
by daytrend on 20160921. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 926.

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 (20160921 3:45 pm ET)
52.3% of stocks are above yesterday’s high.
80.2% are above yesterday’s midpoint. (19.8% are below.)
4.3% are below yesterday’s low.
43.4% are inside yesterday’s range.
61.6% of stocks with today’s high > yesterday’s high. (38.4% less than).
43.0% of stocks with today’s low < yesterday’s low. (57.0% greater than).

EVIDENCE OF INTRADAY TREND (20160921 3:45 pm ET)
84.6% of stocks are above today’s open. (14.9% are below).
83.9% of stocks are above today’s open and yesterday’s close.
6.4% are below both.
12.3% of stocks opened above yesterday’s high.
87.4% of stocks opened above yesterday’s close. (10.5% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160921 3:45 pm ET)
61.1% of stocks are in the top 10% of today’s range.
72.7% are in the top 20%.
93.2% are in the top half. 6.8% of stocks are in the bottom half of today’s range.
0.5% are in the bottom 20%.
0.1% are in the bottom 10%.

GAIN (20160921 3:45 pm ET)
93.1% of stocks are above yesterday’s close. (6.9% are below.)
6.6% are up 4.5% or more. 0.2% are down 4.5% or more.
11.1% are up 3.5% or more. 0.3% are down 3.5% or more.
34.1% are between +1% and -1%.

RSI on DAILY (20160921 3:45 pm ET)
2-day: >=95:13.4%…>=90:27.2%…>=80:52.1%…>=50:84.6%…<=20:4.2%…<=10:2.1%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:55.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:52.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160921 3:45 pm ET)
52.3% above previous 1 highs, 4.3% below previous 1 lows
41.6% above previous 2 highs, 3.8% below previous 2 lows
39.8% above previous 3 highs, 2.9% below previous 3 lows
36.9% above previous 4 highs, 2.2% below previous 4 lows
34.9% above previous 5 highs, 2.1% below previous 5 lows
30.2% above previous 6 highs, 1.9% below previous 6 lows
23.7% above previous 7 highs, 1.8% below previous 7 lows
16.8% above previous 8 highs, 1.8% below previous 8 lows
10.8% above previous 9 highs, 1.8% below previous 9 lows
9.5% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160921 3:45 pm ET)
93.1% are above or equal to 9/20 close (1 days ago), 6.9% are below.
77.8% are above or equal to 9/19 close (2 days ago), 22.2% are below.
79.3% are above or equal to 9/16 close (3 days ago), 20.7% are below.
70.0% are above or equal to 9/15 close (4 days ago), 30.0% are below.
82.8% are above or equal to 9/14 close (5 days ago), 17.2% are below.
77.0% are above or equal to 9/13 close (6 days ago), 23.0% are below.
50.9% are above or equal to 9/12 close (7 days ago), 49.1% are below.
66.2% are above or equal to 9/9 close (8 days ago), 33.8% are below.
33.0% are above or equal to 9/8 close (9 days ago), 67.0% are below.
29.5% are above or equal to 9/7 close (10 days ago), 70.5% are below.
32.1% are above or equal to 9/6 close (11 days ago), 67.9% are below.
32.9% are above or equal to 9/2 close (12 days ago), 67.1% are below.
41.0% are above or equal to 9/1 close (13 days ago), 59.0% are below.
40.5% are above or equal to 8/31 close (14 days ago), 59.5% are below.
37.0% are above or equal to 8/30 close (15 days ago), 63.0% are below.
37.9% are above or equal to 8/29 close (16 days ago), 62.1% are below.
44.3% are above or equal to 8/26 close (17 days ago), 55.7% are below.
43.7% are above or equal to 8/25 close (18 days ago), 56.3% are below.
44.9% are above or equal to 8/24 close (19 days ago), 55.1% are below.
38.0% are above or equal to 8/23 close (20 days ago), 62.0% are below.
41.8% are above or equal to 8/22 close (21 days ago), 58.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160921 3:45 pm ET)
20d: 8.0% new highs, 10.3% new lows
21d: 7.9% new highs, 9.9% new lows
42d: 5.8% new highs, 6.9% new lows
63d: 5.5% new highs, 3.7% new lows
126d: 5.2% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160921 3:45 pm ET)
2-day: 93.0% above, 7.0% below
3-day: 86.0% above, 14.0% below
4-day: 83.0% above, 17.0% below
5-day: 80.1% above, 19.9% below
8-day: 76.8% above, 23.2% below
10-day: 70.0% above, 30.0% below
20-day: 45.9% above, 54.1% below
50-day: 48.9% above, 51.1% below
200-day: 73.7% above, 26.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160921 3:45 pm ET)
META(29): 5.90% Top=AGI AG RGLD ABX SLW NEM SSRI X ….. FMSA NUE CMC TCK STLD CCJ AA SCCO=Bottom (Metals & Mining)
ENER(92): 3.40% Top=CRC WLL OAS MTDR SN CWEI SM RDC ….. TSO PSX VLO PBF GPOR HFC CVI CVRR=Bottom (Energy)
COHW(42): 1.97% Top=ACIA JNPR GIMO VG WDC STX TMUS HPQ ….. HRS CSCO MSI CTL BRCD AAPL PANW COMM=Bottom (Computer Hardware/Telecom)
CHEM(28): 1.89% Top=HUN MEOH CC ALB OLN FMC KRA PAH ….. MOS AGU PX DD GRA ASH DOW CF=Bottom (Chemicals/Fertilizers)
COSW(96): 1.75% Top=TEAM TWLO ADBE BIDU NUAN SHOP ADSK CSC ….. TRI JD SYNT WBMD LC N CALD TIVO=Bottom (Computer Software/Internet)
MANU(39): 1.63% Top=ATI ZBRA KMT RS MRC IR DDD DOV ….. HON GE DE SEDG TTC ITW SWK MHK=Bottom (Manufacturing)
MATE(30): 1.63% Top=SUM BECN PWR EXP VMC USCR MTZ MLM ….. DY PHM AWI TOL APOG OC LEN FIX=Bottom (Materials & Construction)
ELEC(54): 1.50% Top=MU OCLR MXL NVDA JBL PI CAVM MRVL ….. AMAT TXN FSLR SIMO SCTY TTMI MTSI SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(29): 1.36% Top=FDX NAT XPO TRN CP CNI UNP CSX ….. AIRM KNX UAL WERN JBHT JBLU SWFT AAL=Bottom (Transportation)
DISV(52): 1.33% Top=GEO ZG CAR ULTA VNTV RRD GPN MAN ….. URI SCOR BLOX XRS ROL MYGN FDC SERV=Bottom (Diversified Services)
HEAL(56): 1.26% Top=PODD ADPT IRWD MOH NVRO TMO EVHC ANTM ….. MTD HWAY UHS BCR NUVA ACHC THC CYH=Bottom (Health)
INSU(31): 1.25% Top=XL AGO WLTW AIZ AON LNC MET AXS ….. MTG FAF WRB AIG PGR ORI CNO AFSI=Bottom (Insurance)
CONS(56): 1.16% Top=KS FOSL FN BC GIII UA UFS PKG ….. BMS TLN CRI SEE LULU PG COTY SKX=Bottom (Consumer)
REAL(99): 1.13% Top=PGRE LGIH GPT SNH ARE OHI DOC SHO ….. CIM DDR NRZ HST OUT SC CBL CPT=Bottom (Real Estate)
RETA(65): 1.05% Top=ETSY BABA CPRT MELI M OLLI DDS JWN ….. KR BBBY GPS ANF AN TLRD KMX NFLX=Bottom (Retail & Specialty Retail)
LEIS(35): 0.83% Top=GPRO CAKE ISLE SEAS DRI DNKN SONC BYD ….. PNRA WYN CMG HLT WYNN CCL RCL TXRH=Bottom (Leisure)
FINA(93): 0.67% Top=LM BEN LAZ WU CIT AMP PYPL COF ….. BOFI OMF BKU WFC OZRK YRD WETF NAVI=Bottom (Banks/Financials)

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 3:45 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:46 pm

Market Stats at 2:46 pm ET
by daytrend on 20160921. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 925.

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 (20160921 2:46 pm ET)
32.3% of stocks are above yesterday’s high.
59.0% are above yesterday’s midpoint. (41.0% are below.)
11.8% are below yesterday’s low.
55.9% are inside yesterday’s range.
52.1% of stocks with today’s high > yesterday’s high. (47.9% less than).
43.0% of stocks with today’s low < yesterday’s low. (57.0% greater than).

EVIDENCE OF INTRADAY TREND (20160921 2:46 pm ET)
61.6% of stocks are above today’s open. (36.9% are below).
60.0% of stocks are above today’s open and yesterday’s close.
18.2% are below both.
12.2% of stocks opened above yesterday’s high.
87.4% of stocks opened above yesterday’s close. (10.5% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160921 2:46 pm ET)
16.9% of stocks are in the top 10% of today’s range.
29.1% are in the top 20%.
66.8% are in the top half. 33.2% of stocks are in the bottom half of today’s range.
4.5% are in the bottom 20%.
0.5% are in the bottom 10%.

GAIN (20160921 2:46 pm ET)
80.4% of stocks are above yesterday’s close. (19.6% are below.)
3.8% are up 4.5% or more. 0.4% are down 4.5% or more.
6.1% are up 3.5% or more. 0.8% are down 3.5% or more.
58.4% are between +1% and -1%.

RSI on DAILY (20160921 2:46 pm ET)
2-day: >=95:8.4%…>=90:18.3%…>=80:36.8%…>=50:72.1%…<=20:11.7%…<=10:6.1%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:43.7%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:44.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160921 2:46 pm ET)
32.3% above previous 1 highs, 11.8% below previous 1 lows
22.9% above previous 2 highs, 9.2% below previous 2 lows
22.3% above previous 3 highs, 6.8% below previous 3 lows
20.5% above previous 4 highs, 5.2% below previous 4 lows
19.4% above previous 5 highs, 4.9% below previous 5 lows
17.4% above previous 6 highs, 4.6% below previous 6 lows
12.5% above previous 7 highs, 4.3% below previous 7 lows
8.8% above previous 8 highs, 4.3% below previous 8 lows
5.7% above previous 9 highs, 4.3% below previous 9 lows
5.4% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160921 2:46 pm ET)
80.4% are above or equal to 9/20 close (1 days ago), 19.6% are below.
63.1% are above or equal to 9/19 close (2 days ago), 36.9% are below.
69.0% are above or equal to 9/16 close (3 days ago), 31.0% are below.
58.6% are above or equal to 9/15 close (4 days ago), 41.4% are below.
74.7% are above or equal to 9/14 close (5 days ago), 25.3% are below.
68.5% are above or equal to 9/13 close (6 days ago), 31.5% are below.
40.3% are above or equal to 9/12 close (7 days ago), 59.7% are below.
57.4% are above or equal to 9/9 close (8 days ago), 42.6% are below.
25.9% are above or equal to 9/8 close (9 days ago), 74.1% are below.
24.8% are above or equal to 9/7 close (10 days ago), 75.2% are below.
27.2% are above or equal to 9/6 close (11 days ago), 72.8% are below.
27.7% are above or equal to 9/2 close (12 days ago), 72.3% are below.
34.6% are above or equal to 9/1 close (13 days ago), 65.4% are below.
34.3% are above or equal to 8/31 close (14 days ago), 65.7% are below.
32.0% are above or equal to 8/30 close (15 days ago), 68.0% are below.
32.0% are above or equal to 8/29 close (16 days ago), 68.0% are below.
38.5% are above or equal to 8/26 close (17 days ago), 61.5% are below.
37.6% are above or equal to 8/25 close (18 days ago), 62.4% are below.
39.8% are above or equal to 8/24 close (19 days ago), 60.2% are below.
33.4% are above or equal to 8/23 close (20 days ago), 66.6% are below.
37.5% are above or equal to 8/22 close (21 days ago), 62.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160921 2:46 pm ET)
20d: 6.2% new highs, 10.3% new lows
21d: 5.8% new highs, 9.8% new lows
42d: 4.3% new highs, 6.9% new lows
63d: 4.1% new highs, 3.7% new lows
126d: 3.9% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160921 2:46 pm ET)
2-day: 78.6% above, 21.4% below
3-day: 70.6% above, 29.4% below
4-day: 70.7% above, 29.3% below
5-day: 66.9% above, 33.1% below
8-day: 63.7% above, 36.3% below
10-day: 54.9% above, 45.1% below
20-day: 37.1% above, 62.9% below
50-day: 44.8% above, 55.2% below
200-day: 71.7% above, 28.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160921 2:46 pm ET)
META(28): 4.39% Top=RGLD AGI AG NEM X ABX SSRI AEM ….. FNV NUE FMSA CCJ TCK STLD AA SCCO=Bottom (Metals & Mining)
ENER(92): 2.60% Top=CRC OAS CWEI WLL MTDR SN TLLP SM ….. PSX TSO PBF VLO GPOR HFC CVRR CVI=Bottom (Energy)
COHW(42): 1.32% Top=JNPR ACIA VG TMUS BBRY HPQ EGHT GIMO ….. MSI LVLT CSCO HRS BRCD AAPL PANW COMM=Bottom (Computer Hardware/Telecom)
CHEM(28): 1.32% Top=HUN ALB MEOH CC OLN KRA FMC PAH ….. MOS ASH AGU PX SHW DOW GRA CF=Bottom (Chemicals/Fertilizers)
COSW(96): 1.03% Top=ADBE BIDU TWLO NUAN SHOP CSC ADSK YHOO ….. IMPV GWRE CDNS PFPT N EQIX CALD TIVO=Bottom (Computer Software/Internet)
MANU(39): 1.00% Top=ATI KMT MRC RS DDD CFX XYL ZBRA ….. EMR DE GE HON TTC ITW SWK MHK=Bottom (Manufacturing)
ELEC(54): 0.83% Top=MU OCLR FLEX CSIQ JBL MRVL NVDA AMBA ….. AMAT PI CRUS SIMO SCTY TTMI SPWR MTSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): 0.82% Top=BECN SUM PWR EXP KBH VMC USG MTZ ….. APOG AWI DHI PHM OC TOL LEN FIX=Bottom (Materials & Construction)
TRAN(29): 0.72% Top=FDX NAT XPO TRN CP CNI UNP ALK ….. JBHT KSU WERN LUV JBLU SWFT UAL AAL=Bottom (Transportation)
DISV(52): 0.67% Top=GEO CAR ZG VNTV ULTA RRD GPN IILG ….. ROL TMH SCI URI XRS SCOR SERV FDC=Bottom (Diversified Services)
INSU(31): 0.59% Top=WLTW AGO XL AXS AIZ HIG AFL MET ….. PRU UNM PGR AIG ORI FAF CNO AFSI=Bottom (Insurance)
HEAL(56): 0.57% Top=IRWD ADPT PODD NVRO MOH TMO EVHC ANTM ….. ZLTQ NUVA HLS BCR HWAY ACHC THC CYH=Bottom (Health)
CONS(56): 0.45% Top=KS FOSL FN BC UA UFS NLS HAS ….. BMS KATE CRI LULU SEE COTY PG SKX=Bottom (Consumer)
RETA(65): 0.40% Top=ETSY BABA CPRT MELI M OLLI DDS FIVE ….. KR RH AN ANF GPS KMX TLRD NFLX=Bottom (Retail & Specialty Retail)
LEIS(35): 0.22% Top=GPRO CAKE ISLE SONC SEAS DRI YUM LVS ….. WYN WEN PNRA CCL HLT RCL WYNN TXRH=Bottom (Leisure)
REAL(99): 0.19% Top=CLNY SNH OHI PGRE LGIH GPT O LPT ….. RLJ TREE HST GGP CBL SC DDR CPT=Bottom (Real Estate)
FINA(93): 0.06% Top=WU STT PYPL LM BEN PVTB PFG COF ….. ESNT BKU WFC OZRK OMF WETF NAVI YRD=Bottom (Banks/Financials)

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 2:46 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:22 am

Market Stats at 12:22 pm ET
by daytrend on 20160921. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 924.

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 (20160921 12:22 pm ET)
17.9% of stocks are above yesterday’s high.
42.1% are above yesterday’s midpoint. (57.9% are below.)
25.3% are below yesterday’s low.
56.8% are inside yesterday’s range.
46.6% of stocks with today’s high > yesterday’s high. (53.4% less than).
32.8% of stocks with today’s low < yesterday’s low. (67.2% greater than).

EVIDENCE OF INTRADAY TREND (20160921 12:22 pm ET)
39.2% of stocks are above today’s open. (59.6% are below).
38.0% of stocks are above today’s open and yesterday’s close.
37.0% are below both.
12.1% of stocks opened above yesterday’s high.
87.3% of stocks opened above yesterday’s close. (10.5% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160921 12:22 pm ET)
1.5% of stocks are in the top 10% of today’s range.
4.7% are in the top 20%.
24.6% are in the top half. 75.4% of stocks are in the bottom half of today’s range.
51.7% are in the bottom 20%.
36.7% are in the bottom 10%.

GAIN (20160921 12:22 pm ET)
61.8% of stocks are above yesterday’s close. (38.2% are below.)
1.5% are up 4.5% or more. 0.4% are down 4.5% or more.
3.7% are up 3.5% or more. 0.6% are down 3.5% or more.
67.7% are between +1% and -1%.

RSI on DAILY (20160921 12:22 pm ET)
2-day: >=95:3.7%…>=90:9.8%…>=80:23.6%…>=50:57.5%…<=20:18.7%…<=10:8.2%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:36.9%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:38.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160921 12:22 pm ET)
17.9% above previous 1 highs, 25.3% below previous 1 lows
11.6% above previous 2 highs, 18.8% below previous 2 lows
10.7% above previous 3 highs, 11.8% below previous 3 lows
9.2% above previous 4 highs, 8.5% below previous 4 lows
8.8% above previous 5 highs, 7.8% below previous 5 lows
7.5% above previous 6 highs, 7.1% below previous 6 lows
5.2% above previous 7 highs, 6.2% below previous 7 lows
4.0% above previous 8 highs, 6.2% below previous 8 lows
2.7% above previous 9 highs, 6.2% below previous 9 lows
2.6% above previous 10 highs, 6.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160921 12:22 pm ET)
61.8% are above or equal to 9/20 close (1 days ago), 38.2% are below.
49.4% are above or equal to 9/19 close (2 days ago), 50.6% are below.
58.5% are above or equal to 9/16 close (3 days ago), 41.5% are below.
49.1% are above or equal to 9/15 close (4 days ago), 50.9% are below.
67.6% are above or equal to 9/14 close (5 days ago), 32.4% are below.
62.2% are above or equal to 9/13 close (6 days ago), 37.8% are below.
32.1% are above or equal to 9/12 close (7 days ago), 67.9% are below.
50.9% are above or equal to 9/9 close (8 days ago), 49.1% are below.
21.1% are above or equal to 9/8 close (9 days ago), 78.9% are below.
21.3% are above or equal to 9/7 close (10 days ago), 78.7% are below.
23.7% are above or equal to 9/6 close (11 days ago), 76.3% are below.
23.7% are above or equal to 9/2 close (12 days ago), 76.3% are below.
29.7% are above or equal to 9/1 close (13 days ago), 70.3% are below.
30.8% are above or equal to 8/31 close (14 days ago), 69.2% are below.
28.1% are above or equal to 8/30 close (15 days ago), 71.9% are below.
29.4% are above or equal to 8/29 close (16 days ago), 70.6% are below.
34.1% are above or equal to 8/26 close (17 days ago), 65.9% are below.
34.4% are above or equal to 8/25 close (18 days ago), 65.6% are below.
36.6% are above or equal to 8/24 close (19 days ago), 63.4% are below.
31.8% are above or equal to 8/23 close (20 days ago), 68.2% are below.
34.8% are above or equal to 8/22 close (21 days ago), 65.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160921 12:22 pm ET)
20d: 4.9% new highs, 7.0% new lows
21d: 4.7% new highs, 6.8% new lows
42d: 3.5% new highs, 4.8% new lows
63d: 3.4% new highs, 2.5% new lows
126d: 3.1% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160921 12:22 pm ET)
2-day: 60.0% above, 40.0% below
3-day: 55.0% above, 45.0% below
4-day: 58.0% above, 42.0% below
5-day: 53.2% above, 46.8% below
8-day: 52.5% above, 47.5% below
10-day: 45.8% above, 54.2% below
20-day: 32.3% above, 67.7% below
50-day: 41.9% above, 58.1% below
200-day: 70.9% above, 29.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160921 12:22 pm ET)
META(27): 2.58% Top=RGLD X AG CNX NEM AEM GG AGI ….. CDE TAHO FNV FSM STLD AA SCCO TCK=Bottom (Metals & Mining)
ENER(92): 2.03% Top=CRC WLL SM ATW OAS SN RDC APA ….. XOM GPOR FANG PBF MDU DK HFC CVI=Bottom (Energy)
COHW(42): 0.68% Top=JNPR PSTG TMUS GIMO ANET INFN HPQ NTAP ….. CSCO ZAYO LVLT ACIA AAPL BRCD PANW COMM=Bottom (Computer Hardware/Telecom)
MANU(39): 0.65% Top=MRC ATI GNRC KMT ZBRA CFX PNR XYL ….. SEDG DHR DE HON GE ITW SWK MHK=Bottom (Manufacturing)
CHEM(28): 0.62% Top=HUN MEOH KRA CC MON ALB OLN FMC ….. AGU SHW AXTA DD GRA DOW WLK CF=Bottom (Chemicals/Fertilizers)
COSW(96): 0.49% Top=ADBE BIDU NUAN SHOP HQY ADSK YHOO CSC ….. PFPT CERN CALD EVH EA TIVO JD EQIX=Bottom (Computer Software/Internet)
INSU(31): 0.44% Top=XL LNC HIG AGO AXS MET CNO AIZ ….. CINF WRB BRO ORI PGR TRV FAF AFSI=Bottom (Insurance)
TRAN(29): 0.44% Top=FDX NAT TRN CNI CP XPO WAB UNP ….. KNX JBHT HA SWFT UAL LUV JBLU AAL=Bottom (Transportation)
FINA(93): 0.27% Top=VOYA STT IBKR WAL LM SIVB STI CIT ….. ESNT KKR BOFI WFC OMF NAVI WETF YRD=Bottom (Banks/Financials)
ELEC(54): 0.20% Top=OCLR MU CSIQ FLEX JBL TRMB FIT MLNX ….. IDTI CY BRKR AMAT MTSI SIMO SCTY SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(52): 0.20% Top=BCO MAN CAR VNTV IILG RRD YY HRB ….. SCI FDC SCOR URI XRS SERV CXW MYGN=Bottom (Diversified Services)
MATE(30): 0.13% Top=PWR EXP BECN WCN KBH USCR MTZ SUM ….. FIX DY PHM TOL TPH DHI OC LEN=Bottom (Materials & Construction)
CONS(56): 0.09% Top=KS BC FOSL NLS FN WRK BERY HAR ….. KATE PG GT COTY CRI LULU SEE SKX=Bottom (Consumer)
RETA(65): -0.02% Top=ETSY BABA CPRT M MELI DDS EBAY JWN ….. KR GPS ANF SPLS AN RH KMX NFLX=Bottom (Retail & Specialty Retail)
HEAL(56): -0.09% Top=ADPT ANTM EVHC MOH INCR CNC PODD TMO ….. BKD OPK BCR MTD THC ACHC HWAY CYH=Bottom (Health)
LEIS(35): -0.23% Top=GPRO CAKE SONC SEAS YUM DRI PLAY DNKN ….. CBRL MAR WYNN BYD TXRH HLT CCL RCL=Bottom (Leisure)
REAL(99): -0.92% Top=CLNY PGRE OHI EQC DRH ALLY ESRT STWD ….. AMH VER CLI OFC DDR COR CBL CPT=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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