daytrend

03/04/2015

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20150304. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 978.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20150304 Closing)
10.8% of stocks are above yesterday’s high.
32.9% are above yesterday’s midpoint. (67.1% are below.)
40.5% are below yesterday’s low.
48.7% are inside yesterday’s range.
23.1% of stocks with today’s high > yesterday’s high. (76.9% less than).
78.9% of stocks with today’s low < yesterday’s low. (21.1% greater than).

EVIDENCE OF INTRADAY TREND (20150304 Closing)
43.8% of stocks are above today’s open. (55.2% are below).
30.8% of stocks are above today’s open and yesterday’s close.
53.9% are below both.
1.5% of stocks opened above yesterday’s high.
14.7% of stocks opened above yesterday’s close. (81.3% opened below yesterday’s close).
22.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150304 Closing)
11.6% of stocks are in the top 10% of today’s range.
23.9% are in the top 20%.
55.0% are in the top half. 45.0% of stocks are in the bottom half of today’s range.
17.6% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN (20150304 Closing)
33.1% of stocks are above yesterday’s close. (66.9% are below.)
1.6% are up 4.5% or more. 1.1% are down 4.5% or more.
2.2% are up 3.5% or more. 2.0% are down 3.5% or more.
57.8% are between +1% and -1%.

RSI on DAILY (20150304 Closing)
2-day: >=95:2.2%…>=90:4.9%…>=80:11.5%…>=50:31.4%…<=20:36.0%…<=10:15.8%…<=5:8.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.6%…>=50:51.0%…<=20:1.0%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:60.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150304 Closing)
10.8% above previous 1 highs, 40.5% below previous 1 lows
8.1% above previous 2 highs, 31.1% below previous 2 lows
6.1% above previous 3 highs, 24.6% below previous 3 lows
4.7% above previous 4 highs, 22.6% below previous 4 lows
4.1% above previous 5 highs, 20.9% below previous 5 lows
3.7% above previous 6 highs, 18.5% below previous 6 lows
3.4% above previous 7 highs, 17.1% below previous 7 lows
3.3% above previous 8 highs, 14.3% below previous 8 lows
3.3% above previous 9 highs, 13.2% below previous 9 lows
3.1% above previous 10 highs, 11.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150304 Closing)
33.1% are above or equal to 3/3 close (1 days ago), 66.9% are below.
27.5% are above or equal to 3/2 close (2 days ago), 72.5% are below.
42.6% are above or equal to 2/27 close (3 days ago), 57.4% are below.
38.0% are above or equal to 2/26 close (4 days ago), 62.0% are below.
32.1% are above or equal to 2/25 close (5 days ago), 67.9% are below.
36.4% are above or equal to 2/24 close (6 days ago), 63.6% are below.
39.8% are above or equal to 2/23 close (7 days ago), 60.2% are below.
36.3% are above or equal to 2/20 close (8 days ago), 63.7% are below.
44.2% are above or equal to 2/19 close (9 days ago), 55.8% are below.
44.1% are above or equal to 2/18 close (10 days ago), 55.9% are below.
43.3% are above or equal to 2/17 close (11 days ago), 56.7% are below.
46.1% are above or equal to 2/13 close (12 days ago), 53.9% are below.
51.8% are above or equal to 2/12 close (13 days ago), 48.2% are below.
62.4% are above or equal to 2/11 close (14 days ago), 37.6% are below.
61.5% are above or equal to 2/10 close (15 days ago), 38.5% are below.
66.2% are above or equal to 2/9 close (16 days ago), 33.8% are below.
63.8% are above or equal to 2/6 close (17 days ago), 36.2% are below.
62.3% are above or equal to 2/5 close (18 days ago), 37.7% are below.
69.1% are above or equal to 2/4 close (19 days ago), 30.9% are below.
66.3% are above or equal to 2/3 close (20 days ago), 33.7% are below.
73.8% are above or equal to 2/2 close (21 days ago), 26.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150304 Closing)
20d: 5.6% new highs, 10.5% new lows
21d: 5.6% new highs, 8.2% new lows
42d: 4.5% new highs, 4.4% new lows
63d: 4.2% new highs, 3.6% new lows
126d: 3.1% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150304 Closing)
2-day: 32.2% above, 67.8% below
3-day: 28.6% above, 71.4% below
4-day: 31.6% above, 68.4% below
5-day: 32.9% above, 67.1% below
8-day: 32.2% above, 67.8% below
10-day: 35.1% above, 64.9% below
20-day: 51.4% above, 48.6% below
50-day: 66.0% above, 34.0% below
200-day: 61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150304 Closing)
HEAL(54): 0.60% Top=CYH THC HCA EVHC UHS AET ABMD NUVA ….. BKD PKI HLS PODD SEM XRAY ZLTQ HYH=Bottom (Health)
ENER(116): 0.31% Top=SN BAS CAM WPX OAS SGY PVA BBG ….. EPE VLO VNR DPM CMLP ECA HFC HLX=Bottom (Energy)
ELEC(58): 0.17% Top=AMBA TSL HIMX ATML SIMO ISIL SWKS APH ….. KLAC CREE MU XLNX LLTC SUNE AMKR TSRA=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(32): 0.05% Top=KBH PHM MDC LEN DHI USG RYL AWI ….. CVA FLR RYN CLH WCN WY MTZ FAST=Bottom (Materials & Construction)
CHEM(31): -0.03% Top=OLN GPRE CE AXLL DOW WLK PPG TROX ….. APD PX FMC MOS CF AGU FTK ALB=Bottom (Chemicals/Fertilizers)
LEIS(42): -0.18% Top=WBAI GPRO LQ RCL PZZA MCD PNK SEAS ….. DRI HOT TXRH YUM NDLS BYD EAT QSR=Bottom (Leisure)
RETA(67): -0.21% Top=W AEO ANN BABA GME CST RH SHLD ….. MELI PAG AAP TIF GES ZU KMX ANF=Bottom (Retail & Specialty Retail)
TRAN(37): -0.38% Top=AIRM CP CNI NSC GWR CSX AAL JBLU ….. JBHT TK LSTR DAL HA VA TDW TRN=Bottom (Transportation)
FINA(88): -0.39% Top=HAWK CG BX FNGN KKR ZION NDAQ TRCO ….. SEIC AXP APO LM LAZ OCN MS PFG=Bottom (Banks/Financials)
DISV(51): -0.58% Top=TMH RBA EXAM KBR RRD Z MYGN SSTK ….. HMSY FLT RHI AAN URI YY PRAA WTW=Bottom (Diversified Services)
INSU(39): -0.62% Top=XL SLF MBI GNW RDN CNO AFL AGO ….. AIZ HIG ALL RNR FAF FNF AFSI AXS=Bottom (Insurance)
COHW(48): -0.73% Top=SNDK KN OLED BCE SWIR TDC GOGO RKUS ….. SMCI FTR JDSU JNPR ANET PANW CTL NSR=Bottom (Computer Hardware/Telecom)
COSW(96): -0.79% Top=WUBA BITA YHOO ANGI MKTO CYBR AKAM FB ….. INXN SPLK CRM TRUE SWI ROVI WDAY VEEV=Bottom (Computer Software/Internet)
REAL(91): -0.90% Top=NRZ BAM MFA NRF NLY RHP RLGY TWO ….. PEB HST SKT HT CUBE PEI DRH LXP=Bottom (Real Estate)
MANU(45): -1.02% Top=JKS RS HEES AOS LII BWC AGCO MHK ….. CFX JOY ROK PNR TEX ATU KMT GTLS=Bottom (Manufacturing)
CONS(59): -1.74% Top=AVP BOOT CROX FL KATE BERY COLM IRBT ….. KMB GT KS MAT BC HAR OI HBI=Bottom (Consumer)
META(24): -2.20% Top=X STLD SCCO CCJ NUE CLF PAAS FCX ….. ABX CLD GOLD AA TCK CNX BTU CENX=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 @ 1:55 pm

Market Stats at 1:54 pm ET
by daytrend on 20150304. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 977.

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 (20150304 1:54 pm ET)
8.0% of stocks are above yesterday’s high.
27.3% are above yesterday’s midpoint. (72.7% are below.)
42.2% are below yesterday’s low.
49.8% are inside yesterday’s range.
18.4% of stocks with today’s high > yesterday’s high. (81.6% less than).
77.8% of stocks with today’s low < yesterday’s low. (22.2% greater than).

EVIDENCE OF INTRADAY TREND (20150304 1:54 pm ET)
35.6% of stocks are above today’s open. (63.1% are below).
23.5% of stocks are above today’s open and yesterday’s close.
61.4% are below both.
1.5% of stocks opened above yesterday’s high.
14.6% of stocks opened above yesterday’s close. (81.4% opened below yesterday’s close).
22.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150304 1:54 pm ET)
6.8% of stocks are in the top 10% of today’s range.
15.0% are in the top 20%.
47.3% are in the top half. 52.7% of stocks are in the bottom half of today’s range.
18.6% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN (20150304 1:54 pm ET)
26.3% of stocks are above yesterday’s close. (73.7% are below.)
1.4% are up 4.5% or more. 1.0% are down 4.5% or more.
1.8% are up 3.5% or more. 2.6% are down 3.5% or more.
57.2% are between +1% and -1%.

RSI on DAILY (20150304 1:54 pm ET)
2-day: >=95:2.0%…>=90:3.6%…>=80:8.0%…>=50:24.4%…<=20:38.5%…<=10:16.1%…<=5:8.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.3%…>=50:48.4%…<=20:0.8%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:57.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150304 1:54 pm ET)
8.0% above previous 1 highs, 42.2% below previous 1 lows
5.6% above previous 2 highs, 31.2% below previous 2 lows
4.0% above previous 3 highs, 25.7% below previous 3 lows
3.4% above previous 4 highs, 22.8% below previous 4 lows
3.0% above previous 5 highs, 21.5% below previous 5 lows
2.8% above previous 6 highs, 18.9% below previous 6 lows
2.5% above previous 7 highs, 17.3% below previous 7 lows
2.4% above previous 8 highs, 14.4% below previous 8 lows
2.4% above previous 9 highs, 13.6% below previous 9 lows
2.3% above previous 10 highs, 12.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150304 1:54 pm ET)
26.3% are above or equal to 3/3 close (1 days ago), 73.7% are below.
24.0% are above or equal to 3/2 close (2 days ago), 76.0% are below.
38.0% are above or equal to 2/27 close (3 days ago), 62.0% are below.
35.9% are above or equal to 2/26 close (4 days ago), 64.1% are below.
32.1% are above or equal to 2/25 close (5 days ago), 67.9% are below.
35.0% are above or equal to 2/24 close (6 days ago), 65.0% are below.
37.8% are above or equal to 2/23 close (7 days ago), 62.2% are below.
35.8% are above or equal to 2/20 close (8 days ago), 64.2% are below.
42.8% are above or equal to 2/19 close (9 days ago), 57.2% are below.
42.1% are above or equal to 2/18 close (10 days ago), 57.9% are below.
42.6% are above or equal to 2/17 close (11 days ago), 57.4% are below.
45.2% are above or equal to 2/13 close (12 days ago), 54.8% are below.
49.9% are above or equal to 2/12 close (13 days ago), 50.1% are below.
61.4% are above or equal to 2/11 close (14 days ago), 38.6% are below.
60.7% are above or equal to 2/10 close (15 days ago), 39.3% are below.
64.6% are above or equal to 2/9 close (16 days ago), 35.4% are below.
62.5% are above or equal to 2/6 close (17 days ago), 37.5% are below.
61.6% are above or equal to 2/5 close (18 days ago), 38.4% are below.
68.0% are above or equal to 2/4 close (19 days ago), 32.0% are below.
64.8% are above or equal to 2/3 close (20 days ago), 35.2% are below.
73.0% are above or equal to 2/2 close (21 days ago), 27.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150304 1:54 pm ET)
20d: 4.7% new highs, 9.6% new lows
21d: 4.7% new highs, 7.2% new lows
42d: 3.9% new highs, 4.0% new lows
63d: 3.6% new highs, 3.2% new lows
126d: 2.7% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150304 1:54 pm ET)
2-day: 25.3% above, 74.7% below
3-day: 21.1% above, 78.9% below
4-day: 26.3% above, 73.7% below
5-day: 27.2% above, 72.8% below
8-day: 30.9% above, 69.1% below
10-day: 33.2% above, 66.8% below
20-day: 49.5% above, 50.5% below
50-day: 64.8% above, 35.2% below
200-day: 61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150304 1:54 pm ET)
HEAL(54): 0.64% Top=HCA CYH THC EVHC UHS AMSG NUVA DXCM ….. HLS A PKI SEM XRAY PODD HYH ZLTQ=Bottom (Health)
RETA(67): -0.06% Top=W AEO ANN BABA GME CST ASNA OUTR ….. MELI PAG GES AAP TIF ZU KMX ANF=Bottom (Retail & Specialty Retail)
CHEM(31): -0.20% Top=OLN DOW CE AXLL GPRE PPG SHW ASH ….. FMC MEOH PX AGU MOS FTK CF ALB=Bottom (Chemicals/Fertilizers)
MATE(32): -0.28% Top=PHM KBH DHI MDC LEN RYL MTH SPF ….. BECN WCN WY FLR CLH DAR MTZ FAST=Bottom (Materials & Construction)
ELEC(58): -0.30% Top=AMBA TSL HIMX SIMO APH CRUS SWKS OVTI ….. TER LLTC INVN XLNX SUNE CREE AMKR TSRA=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(42): -0.33% Top=WBAI GPRO LQ WEN DPZ KING LOCO PNK ….. HLT HOT WYNN TXRH EAT NDLS LVS BYD=Bottom (Leisure)
DISV(51): -0.47% Top=TMH MYGN Z EXAM SSTK RBA RRD MA ….. ULTA AAN PRAA CAR FLT RHI URI WTW=Bottom (Diversified Services)
FINA(88): -0.50% Top=CG HAWK FNGN BX VOYA ETFC NDAQ WETF ….. LEAF ICE HBHC LM LAZ MS OCN PFG=Bottom (Banks/Financials)
COHW(48): -0.61% Top=SNDK BCE OLED SWIR TDC GOGO RKUS RCI ….. SMCI STX BBRY FTR JDSU JNPR PANW CTL=Bottom (Computer Hardware/Telecom)
TRAN(37): -0.61% Top=AIRM CP CNI NAT KSU NSC LUV CSX ….. CHRW STNG VA LSTR DAL TK TRN TDW=Bottom (Transportation)
REAL(91): -0.68% Top=BAM MFA RHP NRZ CONE NLY AMT NRF ….. BMR VTR HST PEI DRH HT WPG LXP=Bottom (Real Estate)
COSW(95): -0.70% Top=WUBA CYBR BITA YHOO MKTO DWRE QLYS ANGI ….. CRM ROVI SPLK TRUE FEYE SWI WDAY VEEV=Bottom (Computer Software/Internet)
INSU(39): -0.71% Top=SLF RDN XL CNO AFL WRB ACGL CLGX ….. WSH AIZ RNR FAF FNF HIG PGR AXS=Bottom (Insurance)
ENER(116): -0.86% Top=WPX CAM SN BAS CVE PVA DK MEMP ….. CMLP EPE RES PTEN ECA CJES VNR HOS=Bottom (Energy)
MANU(45): -1.37% Top=JKS RS LII BWC AOS AGCO TILE MHK ….. DDD PNR ATU ROK TEX KMT GTLS MRC=Bottom (Manufacturing)
CONS(59): -1.76% Top=AVP KATE CROX FL BOOT BERY SKX SCSS ….. WHR BC OI COH GT MAT HAR HBI=Bottom (Consumer)
META(24): -2.69% Top=X STLD NUE SCCO CCJ PAAS CLF SLW ….. SLCA CLD GOLD AA TCK CNX BTU CENX=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 1:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:18 pm

Market Stats at 12:18 pm ET
by daytrend on 20150304. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 976.

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 (20150304 12:18 pm ET)
7.5% of stocks are above yesterday’s high.
28.0% are above yesterday’s midpoint. (72.0% are below.)
38.1% are below yesterday’s low.
54.4% are inside yesterday’s range.
15.9% of stocks with today’s high > yesterday’s high. (84.1% less than).
76.6% of stocks with today’s low < yesterday’s low. (23.4% greater than).

EVIDENCE OF INTRADAY TREND (20150304 12:18 pm ET)
39.7% of stocks are above today’s open. (59.4% are below).
25.1% of stocks are above today’s open and yesterday’s close.
57.9% are below both.
1.5% of stocks opened above yesterday’s high.
14.5% of stocks opened above yesterday’s close. (81.5% opened below yesterday’s close).
22.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150304 12:18 pm ET)
14.5% of stocks are in the top 10% of today’s range.
24.4% are in the top 20%.
54.6% are in the top half. 45.4% of stocks are in the bottom half of today’s range.
12.0% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN (20150304 12:18 pm ET)
27.4% of stocks are above yesterday’s close. (72.6% are below.)
1.4% are up 4.5% or more. 0.9% are down 4.5% or more.
1.4% are up 3.5% or more. 2.8% are down 3.5% or more.
63.1% are between +1% and -1%.

RSI on DAILY (20150304 12:18 pm ET)
2-day: >=95:2.6%…>=90:4.0%…>=80:8.3%…>=50:25.4%…<=20:35.8%…<=10:15.7%…<=5:8.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.4%…>=50:50.5%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:58.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150304 12:18 pm ET)
7.5% above previous 1 highs, 38.1% below previous 1 lows
5.3% above previous 2 highs, 25.3% below previous 2 lows
3.9% above previous 3 highs, 21.1% below previous 3 lows
3.3% above previous 4 highs, 19.1% below previous 4 lows
2.9% above previous 5 highs, 17.5% below previous 5 lows
2.7% above previous 6 highs, 15.3% below previous 6 lows
2.5% above previous 7 highs, 14.3% below previous 7 lows
2.5% above previous 8 highs, 12.4% below previous 8 lows
2.5% above previous 9 highs, 11.8% below previous 9 lows
2.4% above previous 10 highs, 11.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150304 12:18 pm ET)
27.4% are above or equal to 3/3 close (1 days ago), 72.6% are below.
22.6% are above or equal to 3/2 close (2 days ago), 77.4% are below.
40.3% are above or equal to 2/27 close (3 days ago), 59.7% are below.
37.7% are above or equal to 2/26 close (4 days ago), 62.3% are below.
33.7% are above or equal to 2/25 close (5 days ago), 66.3% are below.
36.3% are above or equal to 2/24 close (6 days ago), 63.7% are below.
39.0% are above or equal to 2/23 close (7 days ago), 61.0% are below.
37.1% are above or equal to 2/20 close (8 days ago), 62.9% are below.
43.4% are above or equal to 2/19 close (9 days ago), 56.6% are below.
43.3% are above or equal to 2/18 close (10 days ago), 56.7% are below.
43.6% are above or equal to 2/17 close (11 days ago), 56.4% are below.
45.4% are above or equal to 2/13 close (12 days ago), 54.6% are below.
51.0% are above or equal to 2/12 close (13 days ago), 49.0% are below.
62.1% are above or equal to 2/11 close (14 days ago), 37.9% are below.
61.8% are above or equal to 2/10 close (15 days ago), 38.2% are below.
65.1% are above or equal to 2/9 close (16 days ago), 34.9% are below.
63.6% are above or equal to 2/6 close (17 days ago), 36.4% are below.
62.0% are above or equal to 2/5 close (18 days ago), 38.0% are below.
67.6% are above or equal to 2/4 close (19 days ago), 32.4% are below.
65.5% are above or equal to 2/3 close (20 days ago), 34.5% are below.
73.0% are above or equal to 2/2 close (21 days ago), 27.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150304 12:18 pm ET)
20d: 3.9% new highs, 9.0% new lows
21d: 3.9% new highs, 6.9% new lows
42d: 3.3% new highs, 3.9% new lows
63d: 3.0% new highs, 3.1% new lows
126d: 2.3% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150304 12:18 pm ET)
2-day: 26.5% above, 73.5% below
3-day: 22.1% above, 77.9% below
4-day: 27.4% above, 72.6% below
5-day: 28.7% above, 71.3% below
8-day: 32.0% above, 68.0% below
10-day: 34.6% above, 65.4% below
20-day: 51.5% above, 48.5% below
50-day: 64.8% above, 35.2% below
200-day: 61.4% above, 38.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150304 12:18 pm ET)
HEAL(54): 0.59% Top=HCA THC CYH EVHC UHS ABMD DXCM EW ….. HOLX TMO PKI XRAY PODD SEM ZLTQ HYH=Bottom (Health)
RETA(67): 0.05% Top=W AEO ANN BABA GME CST SHLD ASNA ….. CPRT AAP GES BID TIF KMX ZU ANF=Bottom (Retail & Specialty Retail)
CHEM(31): -0.02% Top=OLN CE AXLL DOW PPG SHW GPRE EMN ….. MEOH PX FMC CF MOS AGU FTK ALB=Bottom (Chemicals/Fertilizers)
ELEC(58): -0.08% Top=AMBA TSL SIMO HIMX ISIL SWKS APH OVTI ….. TER AMAT XLNX CREE INVN AMKR SUNE TSRA=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(42): -0.29% Top=WBAI GPRO LQ LOCO WEN RCL PNK MCD ….. WYN TXRH HLT EAT WYNN NDLS LVS BYD=Bottom (Leisure)
MATE(32): -0.38% Top=PHM KBH LEN DHI MDC RYL SPF HW ….. WY BECN WCN CLH DAR FLR MTZ FAST=Bottom (Materials & Construction)
FINA(88): -0.40% Top=CG HAWK VOYA ETFC FNGN LEAF BX TRCO ….. HBAN AXP HBHC MS APO LAZ PFG OCN=Bottom (Banks/Financials)
DISV(51): -0.45% Top=TMH Z EXAM RRD RBA MYGN MA SSTK ….. AAN FLT CAR PRAA WTW HMSY RHI URI=Bottom (Diversified Services)
COHW(48): -0.47% Top=SNDK TDC SWIR BCE BRCD SYNA ADTN VRSN ….. SMCI LXK BBRY JDSU JNPR FTR PANW CTL=Bottom (Computer Hardware/Telecom)
COSW(95): -0.60% Top=WUBA BITA CYBR BNFT YHOO DWRE ANGI EQIX ….. INXN ROVI SPLK TRUE SWI FEYE WDAY VEEV=Bottom (Computer Software/Internet)
INSU(39): -0.60% Top=SLF RDN XL AFL AON TRV AJG WRB ….. AIZ RNR PGR PRE FNF HIG MBI AXS=Bottom (Insurance)
TRAN(37): -0.60% Top=AIRM CNW CP LUV NAT HA GWR CNI ….. JBHT DAL WAB KEX GBX TK TRN TDW=Bottom (Transportation)
REAL(91): -0.64% Top=CONE RHP BAM MFA NRF NRZ NLY AGNC ….. VTR HT DRH RESI WPG HST LXP PEI=Bottom (Real Estate)
ENER(115): -1.06% Top=WPX CAM CVE SN DK EGN FET MEMP ….. HLX PE BBEP RES CXO HOS CJES BCEI=Bottom (Energy)
MANU(45): -1.34% Top=JKS LII RS TILE BWC MHK AGCO GNRC ….. ATU ROK PNR JOY KMT TEX MRC GTLS=Bottom (Manufacturing)
CONS(59): -1.66% Top=AVP KATE FL BOOT CROX SKX COTY BERY ….. PAY OI COH MAT GT KS HAR HBI=Bottom (Consumer)
META(24): -2.62% Top=X PAAS STLD NUE SCCO SWC SLW CCJ ….. CLF CNX CLD TCK SLCA AA BTU CENX=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:18 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:20 am

Market Stats at 11:20 am ET
by daytrend on 20150304. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 977.

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 (20150304 11:20 am ET)
6.6% of stocks are above yesterday’s high.
25.2% are above yesterday’s midpoint. (74.8% are below.)
40.3% are below yesterday’s low.
53.1% are inside yesterday’s range.
12.6% of stocks with today’s high > yesterday’s high. (87.4% less than).
75.7% of stocks with today’s low < yesterday’s low. (24.3% greater than).

EVIDENCE OF INTRADAY TREND (20150304 11:20 am ET)
37.9% of stocks are above today’s open. (60.9% are below).
22.9% of stocks are above today’s open and yesterday’s close.
59.6% are below both.
1.5% of stocks opened above yesterday’s high.
14.6% of stocks opened above yesterday’s close. (81.4% opened below yesterday’s close).
22.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150304 11:20 am ET)
20.4% of stocks are in the top 10% of today’s range.
27.5% are in the top 20%.
52.7% are in the top half. 47.3% of stocks are in the bottom half of today’s range.
13.6% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN (20150304 11:20 am ET)
25.0% of stocks are above yesterday’s close. (75.0% are below.)
1.0% are up 4.5% or more. 0.9% are down 4.5% or more.
1.4% are up 3.5% or more. 2.0% are down 3.5% or more.
63.7% are between +1% and -1%.

RSI on DAILY (20150304 11:20 am ET)
2-day: >=95:2.4%…>=90:3.5%…>=80:7.8%…>=50:24.2%…<=20:37.2%…<=10:16.7%…<=5:9.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.5%…>=50:50.6%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:57.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150304 11:20 am ET)
6.6% above previous 1 highs, 40.3% below previous 1 lows
4.3% above previous 2 highs, 26.4% below previous 2 lows
3.4% above previous 3 highs, 21.8% below previous 3 lows
3.1% above previous 4 highs, 19.3% below previous 4 lows
2.8% above previous 5 highs, 17.9% below previous 5 lows
2.7% above previous 6 highs, 15.6% below previous 6 lows
2.5% above previous 7 highs, 14.8% below previous 7 lows
2.4% above previous 8 highs, 12.8% below previous 8 lows
2.4% above previous 9 highs, 12.0% below previous 9 lows
2.4% above previous 10 highs, 11.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150304 11:20 am ET)
25.0% are above or equal to 3/3 close (1 days ago), 75.0% are below.
21.0% are above or equal to 3/2 close (2 days ago), 79.0% are below.
38.6% are above or equal to 2/27 close (3 days ago), 61.4% are below.
35.8% are above or equal to 2/26 close (4 days ago), 64.2% are below.
31.5% are above or equal to 2/25 close (5 days ago), 68.5% are below.
34.8% are above or equal to 2/24 close (6 days ago), 65.2% are below.
38.0% are above or equal to 2/23 close (7 days ago), 62.0% are below.
36.2% are above or equal to 2/20 close (8 days ago), 63.8% are below.
43.7% are above or equal to 2/19 close (9 days ago), 56.3% are below.
43.7% are above or equal to 2/18 close (10 days ago), 56.3% are below.
43.0% are above or equal to 2/17 close (11 days ago), 57.0% are below.
45.1% are above or equal to 2/13 close (12 days ago), 54.9% are below.
50.8% are above or equal to 2/12 close (13 days ago), 49.2% are below.
61.0% are above or equal to 2/11 close (14 days ago), 39.0% are below.
61.4% are above or equal to 2/10 close (15 days ago), 38.6% are below.
64.5% are above or equal to 2/9 close (16 days ago), 35.5% are below.
62.1% are above or equal to 2/6 close (17 days ago), 37.9% are below.
61.0% are above or equal to 2/5 close (18 days ago), 39.0% are below.
67.5% are above or equal to 2/4 close (19 days ago), 32.5% are below.
65.3% are above or equal to 2/3 close (20 days ago), 34.7% are below.
72.7% are above or equal to 2/2 close (21 days ago), 27.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150304 11:20 am ET)
20d: 3.3% new highs, 8.6% new lows
21d: 3.3% new highs, 6.3% new lows
42d: 2.6% new highs, 3.6% new lows
63d: 2.3% new highs, 2.8% new lows
126d: 1.7% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150304 11:20 am ET)
2-day: 24.3% above, 75.7% below
3-day: 20.0% above, 80.0% below
4-day: 25.1% above, 74.9% below
5-day: 27.6% above, 72.4% below
8-day: 31.0% above, 69.0% below
10-day: 32.9% above, 67.1% below
20-day: 51.3% above, 48.7% below
50-day: 64.9% above, 35.1% below
200-day: 61.4% above, 38.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150304 11:20 am ET)
HEAL(54): 0.68% Top=THC HCA CYH UHS EVHC ABMD DXCM MOH ….. IRWD PKI SEM A XRAY PODD ZLTQ HYH=Bottom (Health)
RETA(67): -0.13% Top=W AEO ANN GME BURL SHLD CST BABA ….. CPRT GES MELI BID TIF KMX ZU ANF=Bottom (Retail & Specialty Retail)
CHEM(31): -0.18% Top=OLN CE CHMT DOW SHW CYT VAL GPRE ….. RPM FMC MEOH AGU MOS CF ALB FTK=Bottom (Chemicals/Fertilizers)
ELEC(58): -0.23% Top=AMBA TSL SIMO OVTI SWKS CRUS APH HIMX ….. AMAT LLTC AMKR MU AVGO INVN SUNE TSRA=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(42): -0.35% Top=WBAI GPRO LQ LOCO WEN PZZA SONC JACK ….. TXRH EAT SEAS HLT NDLS BYD WYNN LVS=Bottom (Leisure)
MATE(32): -0.42% Top=HW PHM LEN KBH RYL DHI SPF OC ….. RYN BECN WCN DAR FLR WY MTZ FAST=Bottom (Materials & Construction)
DISV(51): -0.44% Top=EXAM ADS Z RBA SCI DV MA RRD ….. ULTA FLT CNHI JEC AAN RHI WTW URI=Bottom (Diversified Services)
COHW(48): -0.45% Top=SNDK BRCD SWIR ADTN TDC GOGO SYNA OLED ….. LXK JDSU KN JNPR SSYS FTR PANW CTL=Bottom (Computer Hardware/Telecom)
TRAN(37): -0.47% Top=CNW AIRM GWR HA CNI SAVE NAT KNX ….. CSX TK UNP WAB GBX KEX TDW TRN=Bottom (Transportation)
FINA(88): -0.51% Top=CG HAWK TRCO VOYA ETFC FRC FNGN LEAF ….. AXP DFS HBAN APO BAC MS OCN PFG=Bottom (Banks/Financials)
COSW(96): -0.61% Top=WUBA BITA CYBR BNFT MKTO ANGI YHOO SNCR ….. DATA SFUN FEYE TRUE SWI WDAY SPLK VEEV=Bottom (Computer Software/Internet)
REAL(91): -0.69% Top=CONE BAM RHP NRF NLY MFA CYS NRZ ….. DLR WPG VTR RESI LXP DRH HST PEI=Bottom (Real Estate)
INSU(39): -0.71% Top=SLF RDN XL CLGX ACGL AJG WRB VR ….. PGR PRU L AIZ AGO GNW HIG AXS=Bottom (Insurance)
ENER(115): -1.19% Top=WPX CAM CVE SN INT DK WNR EGN ….. CRR SM WLL CXO RES CMLP BCEI CJES=Bottom (Energy)
MANU(45): -1.20% Top=JKS LII GNRC TILE RS AGCO WOR DCI ….. CAT PNR JOY ROK TEX KMT GTLS MRC=Bottom (Manufacturing)
CONS(59): -1.73% Top=BOOT AVP CROX KATE SKX FL DECK BERY ….. GT KS KMB MAT BC COH HAR HBI=Bottom (Consumer)
META(24): -2.83% Top=X NUE SCCO CCJ STLD PAAS NEM SLW ….. GOLD SLCA CLF TCK CNX AA BTU CENX=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:20 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:21 am

Market Stats at 10:19 am ET
by daytrend on 20150304. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 977.

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 (20150304 10:19 am ET)
2.6% of stocks are above yesterday’s high.
14.7% are above yesterday’s midpoint. (85.3% are below.)
48.5% are below yesterday’s low.
48.9% are inside yesterday’s range.
9.0% of stocks with today’s high > yesterday’s high. (91.0% less than).
66.8% of stocks with today’s low < yesterday’s low. (33.2% greater than).

EVIDENCE OF INTRADAY TREND (20150304 10:19 am ET)
19.1% of stocks are above today’s open. (78.7% are below).
8.0% of stocks are above today’s open and yesterday’s close.
77.0% are below both.
1.5% of stocks opened above yesterday’s high.
14.6% of stocks opened above yesterday’s close. (81.4% opened below yesterday’s close).
22.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150304 10:19 am ET)
3.0% of stocks are in the top 10% of today’s range.
6.7% are in the top 20%.
26.3% are in the top half. 73.7% of stocks are in the bottom half of today’s range.
38.7% are in the bottom 20%.
18.8% are in the bottom 10%.

GAIN (20150304 10:19 am ET)
11.2% of stocks are above yesterday’s close. (88.8% are below.)
0.7% are up 4.5% or more. 0.6% are down 4.5% or more.
0.9% are up 3.5% or more. 1.0% are down 3.5% or more.
59.5% are between +1% and -1%.

RSI on DAILY (20150304 10:19 am ET)
2-day: >=95:0.9%…>=90:1.7%…>=80:3.7%…>=50:14.4%…<=20:44.8%…<=10:19.5%…<=5:10.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.5%…>=50:45.6%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:54.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150304 10:19 am ET)
2.6% above previous 1 highs, 48.5% below previous 1 lows
2.0% above previous 2 highs, 34.2% below previous 2 lows
1.4% above previous 3 highs, 28.8% below previous 3 lows
1.2% above previous 4 highs, 25.9% below previous 4 lows
1.0% above previous 5 highs, 24.6% below previous 5 lows
1.0% above previous 6 highs, 21.5% below previous 6 lows
0.9% above previous 7 highs, 19.5% below previous 7 lows
0.9% above previous 8 highs, 16.4% below previous 8 lows
0.9% above previous 9 highs, 15.4% below previous 9 lows
0.9% above previous 10 highs, 14.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150304 10:19 am ET)
11.2% are above or equal to 3/3 close (1 days ago), 88.8% are below.
17.5% are above or equal to 3/2 close (2 days ago), 82.5% are below.
33.0% are above or equal to 2/27 close (3 days ago), 67.0% are below.
31.8% are above or equal to 2/26 close (4 days ago), 68.2% are below.
27.4% are above or equal to 2/25 close (5 days ago), 72.6% are below.
31.1% are above or equal to 2/24 close (6 days ago), 68.9% are below.
33.9% are above or equal to 2/23 close (7 days ago), 66.1% are below.
32.3% are above or equal to 2/20 close (8 days ago), 67.7% are below.
40.2% are above or equal to 2/19 close (9 days ago), 59.8% are below.
40.1% are above or equal to 2/18 close (10 days ago), 59.9% are below.
40.6% are above or equal to 2/17 close (11 days ago), 59.4% are below.
43.1% are above or equal to 2/13 close (12 days ago), 56.9% are below.
47.9% are above or equal to 2/12 close (13 days ago), 52.1% are below.
58.4% are above or equal to 2/11 close (14 days ago), 41.6% are below.
58.9% are above or equal to 2/10 close (15 days ago), 41.1% are below.
63.4% are above or equal to 2/9 close (16 days ago), 36.6% are below.
60.5% are above or equal to 2/6 close (17 days ago), 39.5% are below.
59.7% are above or equal to 2/5 close (18 days ago), 40.3% are below.
66.2% are above or equal to 2/4 close (19 days ago), 33.8% are below.
64.1% are above or equal to 2/3 close (20 days ago), 35.9% are below.
72.3% are above or equal to 2/2 close (21 days ago), 27.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150304 10:19 am ET)
20d: 2.0% new highs, 6.4% new lows
21d: 2.0% new highs, 4.9% new lows
42d: 1.7% new highs, 2.8% new lows
63d: 1.6% new highs, 2.1% new lows
126d: 1.1% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150304 10:19 am ET)
2-day: 9.8% above, 90.2% below
3-day: 12.9% above, 87.1% below
4-day: 16.6% above, 83.4% below
5-day: 20.1% above, 79.9% below
8-day: 24.2% above, 75.8% below
10-day: 26.8% above, 73.2% below
20-day: 47.5% above, 52.5% below
50-day: 62.9% above, 37.1% below
200-day: 61.0% above, 39.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150304 10:19 am ET)
RETA(67): -0.57% Top=W AEO GME BABA JCP BURL SHLD RH ….. OUTR MELI ASNA BID GES TIF KMX ANF=Bottom (Retail & Specialty Retail)
REAL(91): -0.65% Top=CONE MFA BAM NRF TWO RHP AGNC CYS ….. NSM LHO WPG RESI VTR DRH HT HST=Bottom (Real Estate)
HEAL(54): -0.65% Top=CYBX MOH ABMD BDX DGX EVHC THOR DVA ….. THC OPK XRAY BKD PODD ZLTQ SEM HYH=Bottom (Health)
ENER(115): -0.67% Top=BAS WPX SN CVE MEMP FET NBR ATW ….. CXO VLO RSPP PDCE OAS WLL BCEI UPL=Bottom (Energy)
CHEM(31): -0.67% Top=OLN CE ASH DOW DD EMN VAL SHW ….. WLK CF GPRE MOS FMC ALB PX FTK=Bottom (Chemicals/Fertilizers)
FINA(88): -0.67% Top=CG BX TRCO HAWK VOYA OZRK SNV ISBC ….. WETF DFS CFG NTRS ICE MS OCN PFG=Bottom (Banks/Financials)
ELEC(58): -0.70% Top=TSL AMBA SIMO FSLR OVTI APH CRUS SPWR ….. FCS ATML AMAT CY INVN AVGO MU TSRA=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(42): -0.71% Top=WBAI GPRO WEN LOCO PZZA LQ BJRI MCD ….. SEAS TXRH NDLS LVS WYNN BLMN EAT HLT=Bottom (Leisure)
DISV(51): -0.78% Top=WTW ADS EXAM RBA DV TW RRD SBAC ….. HRB R PRAA CAR AAN JEC SSTK URI=Bottom (Diversified Services)
INSU(39): -0.90% Top=XL CLGX AON ACGL VR MTG RDN WRB ….. UNM MET AGO AIZ TMK PRU HIG GNW=Bottom (Insurance)
COHW(48): -0.90% Top=SNDK NMBL GOGO BRCD BCE FNSR INFN RKUS ….. WDC JNPR FTR BBRY SSYS STX CTL PANW=Bottom (Computer Hardware/Telecom)
MATE(32): -0.93% Top=HW AWI PHM DHI MTH VMC CLH RSG ….. MAS OC FLR TOL BCC MTZ TPH FAST=Bottom (Materials & Construction)
TRAN(37): -0.95% Top=CNW GWR SWFT CNI EXPD NAT KNX CP ….. UNP ALK UAL DAL TDW GBX KEX TRN=Bottom (Transportation)
COSW(96): -1.09% Top=WUBA BITA CYBR EQIX NTES ANGI BNFT YHOO ….. SWI WDAY FEYE DATA TRUE VDSI SPLK VEEV=Bottom (Computer Software/Internet)
MANU(45): -1.34% Top=JKS HEES LII GNRC AGCO ITT DE TILE ….. JOY MRC CAT ATI KMT DDD GTLS TEX=Bottom (Manufacturing)
CONS(59): -2.23% Top=AVP COTY CROX COLM SKX DECK IRBT UFS ….. OI BC PAY SEE GT PKG KS HBI=Bottom (Consumer)
META(24): -2.60% Top=CCJ SWC NEM SCCO NUE SLW PAAS RGLD ….. SLCA TCK CLD CLF GOLD BTU AA CENX=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 10:19 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

03/03/2015

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20150303. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 982.

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 (20150303 Closing)
12.8% of stocks are above yesterday’s high.
44.5% are above yesterday’s midpoint. (55.5% are below.)
20.7% are below yesterday’s low.
66.5% are inside yesterday’s range.
35.9% of stocks with today’s high > yesterday’s high. (64.1% less than).
45.1% of stocks with today’s low < yesterday’s low. (54.9% greater than).

EVIDENCE OF INTRADAY TREND (20150303 Closing)
38.9% of stocks are above today’s open. (59.6% are below).
26.8% of stocks are above today’s open and yesterday’s close.
57.0% are below both.
4.4% of stocks opened above yesterday’s high.
21.4% of stocks opened above yesterday’s close. (73.3% opened below yesterday’s close).
6.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150303 Closing)
8.0% of stocks are in the top 10% of today’s range.
14.2% are in the top 20%.
44.4% are in the top half. 55.6% of stocks are in the bottom half of today’s range.
20.5% are in the bottom 20%.
9.7% are in the bottom 10%.

GAIN (20150303 Closing)
30.2% of stocks are above yesterday’s close. (69.8% are below.)
1.5% are up 4.5% or more. 0.7% are down 4.5% or more.
1.9% are up 3.5% or more. 1.8% are down 3.5% or more.
57.1% are between +1% and -1%.

RSI on DAILY (20150303 Closing)
2-day: >=95:3.1%…>=90:6.3%…>=80:12.3%…>=50:39.4%…<=20:20.1%…<=10:10.8%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:60.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:65.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150303 Closing)
12.8% above previous 1 highs, 20.7% below previous 1 lows
7.7% above previous 2 highs, 15.6% below previous 2 lows
6.0% above previous 3 highs, 13.5% below previous 3 lows
5.2% above previous 4 highs, 12.0% below previous 4 lows
4.8% above previous 5 highs, 10.6% below previous 5 lows
4.7% above previous 6 highs, 9.2% below previous 6 lows
4.3% above previous 7 highs, 7.7% below previous 7 lows
4.3% above previous 8 highs, 7.0% below previous 8 lows
4.1% above previous 9 highs, 6.8% below previous 9 lows
4.0% above previous 10 highs, 6.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150303 Closing)
30.2% are above or equal to 3/2 close (1 days ago), 69.8% are below.
55.4% are above or equal to 2/27 close (2 days ago), 44.6% are below.
47.9% are above or equal to 2/26 close (3 days ago), 52.1% are below.
42.0% are above or equal to 2/25 close (4 days ago), 58.0% are below.
44.1% are above or equal to 2/24 close (5 days ago), 55.9% are below.
45.2% are above or equal to 2/23 close (6 days ago), 54.8% are below.
42.4% are above or equal to 2/20 close (7 days ago), 57.6% are below.
51.2% are above or equal to 2/19 close (8 days ago), 48.8% are below.
49.3% are above or equal to 2/18 close (9 days ago), 50.7% are below.
48.2% are above or equal to 2/17 close (10 days ago), 51.8% are below.
51.3% are above or equal to 2/13 close (11 days ago), 48.7% are below.
57.0% are above or equal to 2/12 close (12 days ago), 43.0% are below.
67.3% are above or equal to 2/11 close (13 days ago), 32.7% are below.
67.0% are above or equal to 2/10 close (14 days ago), 33.0% are below.
69.8% are above or equal to 2/9 close (15 days ago), 30.2% are below.
67.6% are above or equal to 2/6 close (16 days ago), 32.4% are below.
65.7% are above or equal to 2/5 close (17 days ago), 34.3% are below.
70.6% are above or equal to 2/4 close (18 days ago), 29.4% are below.
68.2% are above or equal to 2/3 close (19 days ago), 31.8% are below.
75.5% are above or equal to 2/2 close (20 days ago), 24.5% are below.
79.6% are above or equal to 1/30 close (21 days ago), 20.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150303 Closing)
20d: 9.6% new highs, 4.1% new lows
21d: 9.6% new highs, 3.9% new lows
42d: 6.9% new highs, 2.0% new lows
63d: 5.5% new highs, 1.5% new lows
126d: 3.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150303 Closing)
2-day: 29.0% above, 71.0% below
3-day: 42.6% above, 57.4% below
4-day: 45.5% above, 54.5% below
5-day: 43.2% above, 56.8% below
8-day: 42.7% above, 57.3% below
10-day: 44.8% above, 55.2% below
20-day: 60.3% above, 39.7% below
50-day: 68.7% above, 31.3% below
200-day: 63.7% above, 36.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150303 Closing)
ENER(117): 1.21% Top=BBEP SN LPI PVA BBG MTDR BCEI BAS ….. DK CAM QEP ECA RSPP HLX GLF NOV=Bottom (Energy)
INSU(39): -0.07% Top=MBI GNW RDN L AFSI CLGX MET HIG ….. SLF AIZ VR ALL PRE PRU XL PGR=Bottom (Insurance)
LEIS(42): -0.23% Top=WBAI SEAS BYD LOCO HLT GPRO CBRL RCL ….. DPZ KING BLMN WYNN NDLS WEN QSR PZZA=Bottom (Leisure)
MANU(45): -0.24% Top=GTLS HEES MRC CMI TEX KMT CFX DE ….. GE RXN TKR ATI JOY AOS JKS DDD=Bottom (Manufacturing)
FINA(88): -0.28% Top=OCN ACAS PSEC SLM ARCC CFG SYF CIT ….. MS PFG JNS LAZ ICE WU SNV HAWK=Bottom (Banks/Financials)
REAL(92): -0.31% Top=NSM DFT OUT GOV BRX SKT HPT LXP ….. SHO LHO HR WPG BAM PEB RESI NRF=Bottom (Real Estate)
TRAN(37): -0.41% Top=UAL STNG JBLU CHRW VA ALK HA AAL ….. CNW WERN ODFL NSC CNI UNP GWR GBX=Bottom (Transportation)
RETA(66): -0.52% Top=W SHLD BBY GPS DDS DKS KORS JCP ….. ANF TIF SFM BID CST BIG BABA TSCO=Bottom (Retail & Specialty Retail)
CONS(59): -0.67% Top=ICON ENR MAT CROX TPX CLX CRI IRBT ….. COH PBI BC RKT KS GPK LULU UFS=Bottom (Consumer)
DISV(52): -0.69% Top=SSTK RRD MYGN RBA FLT APOL RCII AL ….. EXAM WTW DV AAN PAYX TW Z KBR=Bottom (Diversified Services)
COHW(48): -0.92% Top=GOGO PANW LVLT NMBL ANET CDW COMM NSR ….. CSCO JDSU WDC UBNT OLED FNSR SWIR STX=Bottom (Computer Hardware/Telecom)
COSW(98): -0.95% Top=VEEV BITA AWAY AOL VDSI YELP SNCR BNFT ….. WUBA DATA TTWO YHOO SFUN MDAS COUP TRUE=Bottom (Computer Software/Internet)
HEAL(53): -0.97% Top=KND AMSG DVA SEM LH CYBX CYH THC ….. WCG HNT HLS ZLTQ MOH ABMD PODD SYK=Bottom (Health)
CHEM(31): -1.03% Top=ALB CF AXLL WLK FTK DOW GPRE POL ….. ASH EMN HUN SHW CYT MOS MEOH TROX=Bottom (Chemicals/Fertilizers)
MATE(32): -1.09% Top=WCN BCC EXP WM RSG VMC PWR FLR ….. AWI DHI KBH MDC MTZ PHM MTH TPH=Bottom (Materials & Construction)
META(25): -1.16% Top=SLCA AA CNX CDE STLD NUE CCJ FCX ….. ABX GOLD SWC PAAS CLD BTU X SLW=Bottom (Metals & Mining)
ELEC(58): -1.35% Top=AMBA IPGP TSL FSL APH INTC TEL CREE ….. ATML LLTC KLAC FCS LRCX IDTI AMAT 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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:20 pm

Market Stats at 2:19 pm ET
by daytrend on 20150303. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 980.

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 (20150303 2:19 pm ET)
12.3% of stocks are above yesterday’s high.
46.1% are above yesterday’s midpoint. (53.9% are below.)
20.2% are below yesterday’s low.
67.4% are inside yesterday’s range.
33.8% of stocks with today’s high > yesterday’s high. (66.2% less than).
44.1% of stocks with today’s low < yesterday’s low. (55.9% greater than).

EVIDENCE OF INTRADAY TREND (20150303 2:19 pm ET)
41.3% of stocks are above today’s open. (57.3% are below).
26.3% of stocks are above today’s open and yesterday’s close.
55.0% are below both.
4.4% of stocks opened above yesterday’s high.
21.3% of stocks opened above yesterday’s close. (73.5% opened below yesterday’s close).
6.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150303 2:19 pm ET)
8.7% of stocks are in the top 10% of today’s range.
16.2% are in the top 20%.
46.6% are in the top half. 53.4% of stocks are in the bottom half of today’s range.
17.1% are in the bottom 20%.
7.0% are in the bottom 10%.

GAIN (20150303 2:19 pm ET)
30.4% of stocks are above yesterday’s close. (69.6% are below.)
1.6% are up 4.5% or more. 0.6% are down 4.5% or more.
2.6% are up 3.5% or more. 1.7% are down 3.5% or more.
57.9% are between +1% and -1%.

RSI on DAILY (20150303 2:19 pm ET)
2-day: >=95:3.1%…>=90:5.9%…>=80:12.1%…>=50:41.6%…<=20:19.3%…<=10:10.2%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.4%…>=80:2.7%…>=50:61.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:66.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150303 2:19 pm ET)
12.3% above previous 1 highs, 20.2% below previous 1 lows
7.0% above previous 2 highs, 15.6% below previous 2 lows
5.3% above previous 3 highs, 12.9% below previous 3 lows
4.8% above previous 4 highs, 11.3% below previous 4 lows
4.3% above previous 5 highs, 9.9% below previous 5 lows
4.0% above previous 6 highs, 8.6% below previous 6 lows
3.7% above previous 7 highs, 6.7% below previous 7 lows
3.5% above previous 8 highs, 6.0% below previous 8 lows
3.2% above previous 9 highs, 5.7% below previous 9 lows
3.2% above previous 10 highs, 5.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150303 2:19 pm ET)
30.4% are above or equal to 3/2 close (1 days ago), 69.6% are below.
57.1% are above or equal to 2/27 close (2 days ago), 42.9% are below.
49.7% are above or equal to 2/26 close (3 days ago), 50.3% are below.
41.0% are above or equal to 2/25 close (4 days ago), 59.0% are below.
44.6% are above or equal to 2/24 close (5 days ago), 55.4% are below.
45.7% are above or equal to 2/23 close (6 days ago), 54.3% are below.
42.9% are above or equal to 2/20 close (7 days ago), 57.1% are below.
51.8% are above or equal to 2/19 close (8 days ago), 48.2% are below.
48.8% are above or equal to 2/18 close (9 days ago), 51.2% are below.
49.7% are above or equal to 2/17 close (10 days ago), 50.3% are below.
52.2% are above or equal to 2/13 close (11 days ago), 47.8% are below.
57.9% are above or equal to 2/12 close (12 days ago), 42.1% are below.
68.3% are above or equal to 2/11 close (13 days ago), 31.7% are below.
67.0% are above or equal to 2/10 close (14 days ago), 33.0% are below.
70.4% are above or equal to 2/9 close (15 days ago), 29.6% are below.
68.3% are above or equal to 2/6 close (16 days ago), 31.7% are below.
66.1% are above or equal to 2/5 close (17 days ago), 33.9% are below.
71.7% are above or equal to 2/4 close (18 days ago), 28.3% are below.
68.4% are above or equal to 2/3 close (19 days ago), 31.6% are below.
75.4% are above or equal to 2/2 close (20 days ago), 24.6% are below.
79.8% are above or equal to 1/30 close (21 days ago), 20.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150303 2:19 pm ET)
20d: 9.0% new highs, 4.0% new lows
21d: 9.0% new highs, 3.7% new lows
42d: 6.6% new highs, 2.0% new lows
63d: 5.2% new highs, 1.5% new lows
126d: 3.5% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150303 2:19 pm ET)
2-day: 29.0% above, 71.0% below
3-day: 44.6% above, 55.4% below
4-day: 46.4% above, 53.6% below
5-day: 44.7% above, 55.3% below
8-day: 43.9% above, 56.1% below
10-day: 45.0% above, 55.0% below
20-day: 60.4% above, 39.6% below
50-day: 69.1% above, 30.9% below
200-day: 63.8% above, 36.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150303 2:19 pm ET)
ENER(116): 1.50% Top=SN PVA CJES BAS BBG BCEI ROSE BBEP ….. BWP DO MRD SXL DK CAM GLF NOV=Bottom (Energy)
INSU(39): 0.09% Top=MBI GNW RDN L MTG AFSI WSH TMK ….. SLF LNC XL PRE CB PRU UNM PGR=Bottom (Insurance)
MANU(45): -0.18% Top=GTLS HEES MRC CMI TEX AGCO KMT RS ….. GE RXN JOY TKR ATI AOS DDD JKS=Bottom (Manufacturing)
FINA(88): -0.24% Top=OCN ACAS SLM PSEC C ARCC EVR CIT ….. EWBC EV CBOE PACW SNV WU ICE HAWK=Bottom (Banks/Financials)
REAL(92): -0.28% Top=GOV DFT SIR LXP IVR OUT HPT SKT ….. HR WPG PEI SBRA BAM PEB NRF RESI=Bottom (Real Estate)
LEIS(42): -0.28% Top=WBAI BYD SEAS LOCO SONC LVS MGM PNK ….. NDLS WEN DNKN BLMN EXPE LQ QSR PZZA=Bottom (Leisure)
TRAN(37): -0.52% Top=STNG UAL CHRW NAT TK VA JBLU ALK ….. LSTR NSC WERN KNX ODFL UNP GWR GBX=Bottom (Transportation)
RETA(66): -0.55% Top=W GPS SHLD BBY DKS JCP DDS DSW ….. RH ANN TGT WSM TIF CST TSCO BABA=Bottom (Retail & Specialty Retail)
DISV(52): -0.64% Top=SSTK MYGN RRD AL FLT APOL BAH HMHC ….. MRKT ADT DV PAYX AAN PRAA TW Z=Bottom (Diversified Services)
CONS(59): -0.69% Top=MAT ICON CROX TPX ENR CRI CLX COLM ….. KS RKT COH PKG PBI LULU KATE UFS=Bottom (Consumer)
META(24): -0.86% Top=SLCA AA STLD CNX FCX CLF CCJ NUE ….. SWC CLD ABX GOLD PAAS BTU X SLW=Bottom (Metals & Mining)
COHW(48): -0.97% Top=GOGO PANW COMM LVLT NMBL CTL BCE NSR ….. CSCO BRCD OLED FNSR WDC UBNT SWIR STX=Bottom (Computer Hardware/Telecom)
COSW(98): -0.99% Top=VEEV BITA BNFT AOL AWAY IMPV YELP FEYE ….. DATA ELLI YHOO TRIP MDAS SFUN COUP TRUE=Bottom (Computer Software/Internet)
MATE(32): -1.05% Top=WCN RSG WM RYN BCC PWR FLR HW ….. RYL OC KBH MDC MTZ PHM MTH TPH=Bottom (Materials & Construction)
CHEM(31): -1.06% Top=GPRE ALB FTK CF DD CE DOW POL ….. MOS MEOH ASH SHW POT EMN CYT TROX=Bottom (Chemicals/Fertilizers)
HEAL(53): -1.12% Top=KND DVA CYBX DGX AMSG SEM HOLX EVHC ….. HNT UHS HCA ABMD IRWD HLS MOH SYK=Bottom (Health)
ELEC(58): -1.26% Top=IPGP AMBA TSL SUNE FSL HIMX INTC APH ….. KLAC INVN ATML FCS LRCX IDTI AMAT 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 2:19 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:07 pm

Market Stats at 12:07 pm ET
by daytrend on 20150303. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 982.

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 (20150303 12:07 pm ET)
9.5% of stocks are above yesterday’s high.
37.6% are above yesterday’s midpoint. (62.4% are below.)
25.6% are below yesterday’s low.
65.0% are inside yesterday’s range.
31.2% of stocks with today’s high > yesterday’s high. (68.8% less than).
39.6% of stocks with today’s low < yesterday’s low. (60.4% greater than).

EVIDENCE OF INTRADAY TREND (20150303 12:07 pm ET)
28.6% of stocks are above today’s open. (69.6% are below).
19.3% of stocks are above today’s open and yesterday’s close.
66.3% are below both.
4.4% of stocks opened above yesterday’s high.
21.4% of stocks opened above yesterday’s close. (73.3% opened below yesterday’s close).
6.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150303 12:07 pm ET)
3.3% of stocks are in the top 10% of today’s range.
7.5% are in the top 20%.
25.8% are in the top half. 74.2% of stocks are in the bottom half of today’s range.
38.8% are in the bottom 20%.
20.1% are in the bottom 10%.

GAIN (20150303 12:07 pm ET)
23.3% of stocks are above yesterday’s close. (76.7% are below.)
1.2% are up 4.5% or more. 0.5% are down 4.5% or more.
1.9% are up 3.5% or more. 1.2% are down 3.5% or more.
52.5% are between +1% and -1%.

RSI on DAILY (20150303 12:07 pm ET)
2-day: >=95:1.9%…>=90:3.9%…>=80:7.9%…>=50:30.3%…<=20:21.4%…<=10:11.2%…<=5:5.9%…
9-day: >=95:0.0%…>=90:0.3%…>=80:1.9%…>=50:57.3%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:64.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150303 12:07 pm ET)
9.5% above previous 1 highs, 25.6% below previous 1 lows
5.3% above previous 2 highs, 17.2% below previous 2 lows
4.3% above previous 3 highs, 14.7% below previous 3 lows
3.9% above previous 4 highs, 12.9% below previous 4 lows
3.6% above previous 5 highs, 11.7% below previous 5 lows
3.3% above previous 6 highs, 10.6% below previous 6 lows
2.9% above previous 7 highs, 7.4% below previous 7 lows
2.5% above previous 8 highs, 6.9% below previous 8 lows
2.4% above previous 9 highs, 6.6% below previous 9 lows
2.3% above previous 10 highs, 6.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150303 12:07 pm ET)
23.3% are above or equal to 3/2 close (1 days ago), 76.7% are below.
47.6% are above or equal to 2/27 close (2 days ago), 52.4% are below.
43.9% are above or equal to 2/26 close (3 days ago), 56.1% are below.
36.0% are above or equal to 2/25 close (4 days ago), 64.0% are below.
39.7% are above or equal to 2/24 close (5 days ago), 60.3% are below.
42.6% are above or equal to 2/23 close (6 days ago), 57.4% are below.
39.7% are above or equal to 2/20 close (7 days ago), 60.3% are below.
48.7% are above or equal to 2/19 close (8 days ago), 51.3% are below.
47.3% are above or equal to 2/18 close (9 days ago), 52.7% are below.
47.0% are above or equal to 2/17 close (10 days ago), 53.0% are below.
48.2% are above or equal to 2/13 close (11 days ago), 51.8% are below.
55.8% are above or equal to 2/12 close (12 days ago), 44.2% are below.
66.3% are above or equal to 2/11 close (13 days ago), 33.7% are below.
64.0% are above or equal to 2/10 close (14 days ago), 36.0% are below.
68.9% are above or equal to 2/9 close (15 days ago), 31.1% are below.
66.7% are above or equal to 2/6 close (16 days ago), 33.3% are below.
64.4% are above or equal to 2/5 close (17 days ago), 35.6% are below.
70.2% are above or equal to 2/4 close (18 days ago), 29.8% are below.
67.8% are above or equal to 2/3 close (19 days ago), 32.2% are below.
74.9% are above or equal to 2/2 close (20 days ago), 25.1% are below.
79.4% are above or equal to 1/30 close (21 days ago), 20.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150303 12:07 pm ET)
20d: 8.0% new highs, 3.4% new lows
21d: 8.0% new highs, 3.0% new lows
42d: 5.8% new highs, 1.8% new lows
63d: 4.7% new highs, 1.3% new lows
126d: 3.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150303 12:07 pm ET)
2-day: 22.5% above, 77.5% below
3-day: 32.7% above, 67.3% below
4-day: 37.3% above, 62.7% below
5-day: 34.8% above, 65.2% below
8-day: 37.1% above, 62.9% below
10-day: 39.6% above, 60.4% below
20-day: 57.6% above, 42.4% below
50-day: 68.2% above, 31.8% below
200-day: 62.9% above, 37.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150303 12:07 pm ET)
ENER(117): 1.31% Top=BAS SN BBG LPI BBEP BCEI CJES ROSE ….. CAM NFG DRQ XOM EXH SXL SWN NOV=Bottom (Energy)
MANU(45): -0.22% Top=GTLS HEES MRC TEX CMI KMT RS AGCO ….. SWK ATI TKR PCP TILE AOS DDD JKS=Bottom (Manufacturing)
INSU(39): -0.26% Top=MBI GNW RDN MTG L AFSI BRO WSH ….. CINF RNR CB MET LNC UNM PRU PGR=Bottom (Insurance)
META(25): -0.31% Top=SLCA AA CLF FCX CDE STLD AEM CENX ….. PAAS ABX GG GOLD SWC BTU X SLW=Bottom (Metals & Mining)
FINA(88): -0.56% Top=OCN ACAS PSEC ARCC C SLM CG FNFG ….. JNS PACW PFG CBOE SNV WU ICE HAWK=Bottom (Banks/Financials)
LEIS(42): -0.69% Top=WBAI SEAS BYD LVS MGM RCL GPRO PNK ….. LQ PLKI EAT YUM DNKN BLMN PZZA QSR=Bottom (Leisure)
RETA(66): -0.75% Top=W SHLD JCP GPS BBY TFM DDS GME ….. PAG WSM ANN TGT TIF CST TSCO BABA=Bottom (Retail & Specialty Retail)
TRAN(37): -0.76% Top=STNG CHRW VA UAL TK AIRM NAT HA ….. KNX NSC GWR ODFL WERN CNW UNP GBX=Bottom (Transportation)
COHW(48): -0.80% Top=GOGO COMM BBRY LVLT NMBL LXK CTL CDW ….. INFN SYNA SMCI WDC OLED UBNT SWIR STX=Bottom (Computer Hardware/Telecom)
REAL(92): -0.80% Top=IVR DFT GOV OUT NRZ SIR TWO LXP ….. NSM LHO SBRA BAM PEI PEB RESI NRF=Bottom (Real Estate)
DISV(52): -0.81% Top=RRD YY AL SSTK MYGN HMHC URI FLT ….. EIGI ADT EXAM DV AAN ADS TW PAYX=Bottom (Diversified Services)
COSW(98): -0.95% Top=BITA JD ANGI YELP SINA AOL AWAY TRAK ….. LOCK DATA SFUN YHOO TTWO COUP MDAS TRUE=Bottom (Computer Software/Internet)
CONS(59): -1.01% Top=MAT ICON CROX ENR AVP TPX CRI IRBT ….. FBHS GPK PVH JAH COH KS LULU KATE=Bottom (Consumer)
MATE(32): -1.16% Top=BCC WCN RSG WM PWR CLH RYN HW ….. SPF KBH TOL RYL MDC MTH PHM TPH=Bottom (Materials & Construction)
HEAL(53): -1.18% Top=CYBX THC EVHC DVA LH DGX AMSG CYH ….. WCG MOH BSX HNT SYK HLS OPK DXCM=Bottom (Health)
CHEM(31): -1.20% Top=GPRE FTK CE AXLL ALB CF DOW POL ….. EMN MOS POT CYT ASH HUN SHW TROX=Bottom (Chemicals/Fertilizers)
ELEC(58): -1.42% Top=TSL INTC HIMX CSIQ CREE AMKR SCTY FSL ….. SWKS INVN ISIL AMAT LRCX FCS MU IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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

Filed under: Market Stats — daytrend @ 9:56 am

Market Stats at 9:55 am ET
by daytrend on 20150303. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 981.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20150303 9:55 am ET)
6.8% of stocks are above yesterday’s high.
46.5% are above yesterday’s midpoint. (53.5% are below.)
17.9% are below yesterday’s low.
75.2% are inside yesterday’s range.
23.6% of stocks with today’s high > yesterday’s high. (76.4% less than).
27.0% of stocks with today’s low < yesterday’s low. (73.0% greater than).

EVIDENCE OF INTRADAY TREND (20150303 9:55 am ET)
33.1% of stocks are above today’s open. (65.2% are below).
17.9% of stocks are above today’s open and yesterday’s close.
61.8% are below both.
4.4% of stocks opened above yesterday’s high.
21.4% of stocks opened above yesterday’s close. (73.4% opened below yesterday’s close).
6.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150303 9:55 am ET)
6.0% of stocks are in the top 10% of today’s range.
11.4% are in the top 20%.
29.9% are in the top half. 70.1% of stocks are in the bottom half of today’s range.
36.5% are in the bottom 20%.
20.9% are in the bottom 10%.

GAIN (20150303 9:55 am ET)
22.6% of stocks are above yesterday’s close. (77.4% are below.)
0.6% are up 4.5% or more. 0.0% are down 4.5% or more.
0.8% are up 3.5% or more. 0.3% are down 3.5% or more.
73.0% are between +1% and -1%.

RSI on DAILY (20150303 9:55 am ET)
2-day: >=95:2.0%…>=90:4.6%…>=80:9.8%…>=50:36.1%…<=20:19.2%…<=10:10.3%…<=5:4.8%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.9%…>=50:62.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:66.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150303 9:55 am ET)
6.8% above previous 1 highs, 17.9% below previous 1 lows
4.3% above previous 2 highs, 10.8% below previous 2 lows
3.3% above previous 3 highs, 9.2% below previous 3 lows
2.4% above previous 4 highs, 7.6% below previous 4 lows
2.0% above previous 5 highs, 7.1% below previous 5 lows
1.8% above previous 6 highs, 5.8% below previous 6 lows
1.6% above previous 7 highs, 4.3% below previous 7 lows
1.6% above previous 8 highs, 3.8% below previous 8 lows
1.6% above previous 9 highs, 3.5% below previous 9 lows
1.6% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150303 9:55 am ET)
22.6% are above or equal to 3/2 close (1 days ago), 77.4% are below.
53.9% are above or equal to 2/27 close (2 days ago), 46.1% are below.
49.4% are above or equal to 2/26 close (3 days ago), 50.6% are below.
41.9% are above or equal to 2/25 close (4 days ago), 58.1% are below.
43.2% are above or equal to 2/24 close (5 days ago), 56.8% are below.
47.5% are above or equal to 2/23 close (6 days ago), 52.5% are below.
43.4% are above or equal to 2/20 close (7 days ago), 56.6% are below.
52.4% are above or equal to 2/19 close (8 days ago), 47.6% are below.
49.9% are above or equal to 2/18 close (9 days ago), 50.1% are below.
51.0% are above or equal to 2/17 close (10 days ago), 49.0% are below.
53.1% are above or equal to 2/13 close (11 days ago), 46.9% are below.
57.4% are above or equal to 2/12 close (12 days ago), 42.6% are below.
67.9% are above or equal to 2/11 close (13 days ago), 32.1% are below.
67.0% are above or equal to 2/10 close (14 days ago), 33.0% are below.
70.3% are above or equal to 2/9 close (15 days ago), 29.7% are below.
68.3% are above or equal to 2/6 close (16 days ago), 31.7% are below.
66.2% are above or equal to 2/5 close (17 days ago), 33.8% are below.
70.9% are above or equal to 2/4 close (18 days ago), 29.1% are below.
68.0% are above or equal to 2/3 close (19 days ago), 32.0% are below.
75.4% are above or equal to 2/2 close (20 days ago), 24.6% are below.
79.2% are above or equal to 1/30 close (21 days ago), 20.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150303 9:55 am ET)
20d: 6.1% new highs, 1.9% new lows
21d: 6.0% new highs, 1.7% new lows
42d: 4.1% new highs, 1.2% new lows
63d: 3.4% new highs, 0.8% new lows
126d: 2.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150303 9:55 am ET)
2-day: 21.4% above, 78.6% below
3-day: 39.7% above, 60.3% below
4-day: 42.3% above, 57.7% below
5-day: 41.0% above, 59.0% below
8-day: 41.8% above, 58.2% below
10-day: 44.6% above, 55.4% below
20-day: 60.9% above, 39.1% below
50-day: 68.6% above, 31.4% below
200-day: 63.5% above, 36.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150303 9:55 am ET)
META(25): 0.50% Top=CDE AEM FNV ABX GG NEM PAAS AA ….. CCJ TCK CNX CLF BTU X CLD SLW=Bottom (Metals & Mining)
ENER(116): 0.38% Top=MTDR BBEP SM OAS WPX ERF LPI BAS ….. PE EXH EEP HLX DRQ NBR RDC RSPP=Bottom (Energy)
MANU(45): -0.14% Top=GTLS HEES CMI MRC CAT AGCO RS PH ….. ETN TKR HON RXN ATI AOS TILE JKS=Bottom (Manufacturing)
LEIS(42): -0.18% Top=WBAI GPRO LVS SEAS SIX MGM RCL PNRA ….. HLT DNKN LQ BJRI PZZA EAT QSR BLMN=Bottom (Leisure)
INSU(39): -0.19% Top=MBI MTG RDN L ACGL AFSI FAF AIZ ….. AON TMK MET CB WRB XL UNM PRU=Bottom (Insurance)
COHW(48): -0.29% Top=BBRY GOGO NMBL BRCD CTL SSYS LVLT ANET ….. TDC PANW CIEN ADTN OLED INFN WDC STX=Bottom (Computer Hardware/Telecom)
FINA(88): -0.34% Top=OCN ACAS PSEC SLM ARCC CG VOYA BAC ….. BLK SCHW RF WU JNS CBOE LAZ HAWK=Bottom (Banks/Financials)
RETA(66): -0.36% Top=W BBY GPS SHLD OUTR DKS ORLY TFM ….. TGT TJX ASNA BID URBN PAG TIF BABA=Bottom (Retail & Specialty Retail)
COSW(98): -0.55% Top=JD ANGI WDAY SINA YELP VDSI BIDU AZPN ….. WBMD ADP ELLI TTWO YHOO COUP TRUE MDAS=Bottom (Computer Software/Internet)
DISV(52): -0.63% Top=PRAA BLOX AL RRD FLT YY ACM SBAC ….. MRKT KBR AAN Z MCO TW HMSY EXAM=Bottom (Diversified Services)
CONS(59): -0.71% Top=CROX HAR AVP FL ICON MAT UFS TPX ….. NKE PBI SCSS KS OI PVH SKX KATE=Bottom (Consumer)
REAL(92): -0.72% Top=PGRE OUT NSM STWD DFT GOV QTS AGNC ….. VTR LHO DLR BAM HR PEB RESI NRF=Bottom (Real Estate)
TRAN(37): -0.72% Top=UAL CHRW STNG JBLU HA VA AAL TK ….. XPO LSTR ODFL NSC KNX SWFT WERN CNW=Bottom (Transportation)
MATE(32): -0.76% Top=BCC WCN WM RYN RSG PWR EXP CLH ….. LEN MDC KBH RYL TOL PHM BECN TPH=Bottom (Materials & Construction)
ELEC(58): -0.77% Top=HIMX GLW TSL CREE SIMO SCTY INTC TRMB ….. ALTR GRMN MRVL CAVM LRCX FCS CRUS MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(31): -0.78% Top=CE GPRE WLK MEOH FMC DOW MON VAL ….. IFF SHW OLN AXLL POL CHMT ASH TROX=Bottom (Chemicals/Fertilizers)
HEAL(53): -0.88% Top=DGX LH THC HYH WX THOR EVHC VAR ….. MOH BDX CNC ZLTQ TMO PODD IRWD OPK=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:55 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

03/02/2015

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
by daytrend on 20150302. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 985.

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 (20150302 Closing)
37.5% of stocks are above yesterday’s high.
63.7% are above yesterday’s midpoint. (36.3% are below.)
15.6% are below yesterday’s low.
46.9% are inside yesterday’s range.
55.4% of stocks with today’s high > yesterday’s high. (44.6% less than).
51.0% of stocks with today’s low < yesterday’s low. (49.0% greater than).

EVIDENCE OF INTRADAY TREND (20150302 Closing)
69.6% of stocks are above today’s open. (29.7% are below).
64.4% of stocks are above today’s open and yesterday’s close.
25.8% are below both.
6.1% of stocks opened above yesterday’s high.
45.0% of stocks opened above yesterday’s close. (49.0% opened below yesterday’s close).
14.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150302 Closing)
27.0% of stocks are in the top 10% of today’s range.
41.9% are in the top 20%.
68.3% are in the top half. 31.7% of stocks are in the bottom half of today’s range.
8.5% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN (20150302 Closing)
68.9% of stocks are above yesterday’s close. (31.1% are below.)
2.0% are up 4.5% or more. 2.1% are down 4.5% or more.
3.2% are up 3.5% or more. 3.0% are down 3.5% or more.
49.5% are between +1% and -1%.

RSI on DAILY (20150302 Closing)
2-day: >=95:8.2%…>=90:15.2%…>=80:28.6%…>=50:64.6%…<=20:15.3%…<=10:9.3%…<=5:4.9%…
9-day: >=95:0.1%…>=90:0.4%…>=80:5.3%…>=50:67.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:68.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150302 Closing)
37.5% above previous 1 highs, 15.6% below previous 1 lows
27.9% above previous 2 highs, 12.7% below previous 2 lows
21.8% above previous 3 highs, 10.6% below previous 3 lows
19.0% above previous 4 highs, 9.7% below previous 4 lows
17.4% above previous 5 highs, 8.9% below previous 5 lows
16.9% above previous 6 highs, 8.2% below previous 6 lows
15.9% above previous 7 highs, 7.3% below previous 7 lows
14.9% above previous 8 highs, 6.9% below previous 8 lows
14.0% above previous 9 highs, 6.6% below previous 9 lows
13.8% above previous 10 highs, 6.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150302 Closing)
68.9% are above or equal to 2/27 close (1 days ago), 31.1% are below.
62.4% are above or equal to 2/26 close (2 days ago), 37.6% are below.
53.8% are above or equal to 2/25 close (3 days ago), 46.2% are below.
54.5% are above or equal to 2/24 close (4 days ago), 45.5% are below.
54.9% are above or equal to 2/23 close (5 days ago), 45.1% are below.
50.9% are above or equal to 2/20 close (6 days ago), 49.1% are below.
59.0% are above or equal to 2/19 close (7 days ago), 41.0% are below.
55.9% are above or equal to 2/18 close (8 days ago), 44.1% are below.
57.2% are above or equal to 2/17 close (9 days ago), 42.8% are below.
57.9% are above or equal to 2/13 close (10 days ago), 42.1% are below.
63.0% are above or equal to 2/12 close (11 days ago), 37.0% are below.
72.4% are above or equal to 2/11 close (12 days ago), 27.6% are below.
71.2% are above or equal to 2/10 close (13 days ago), 28.8% are below.
72.8% are above or equal to 2/9 close (14 days ago), 27.2% are below.
70.2% are above or equal to 2/6 close (15 days ago), 29.8% are below.
68.6% are above or equal to 2/5 close (16 days ago), 31.4% are below.
72.9% are above or equal to 2/4 close (17 days ago), 27.1% are below.
70.4% are above or equal to 2/3 close (18 days ago), 29.6% are below.
76.8% are above or equal to 2/2 close (19 days ago), 23.2% are below.
81.2% are above or equal to 1/30 close (20 days ago), 18.8% are below.
77.7% are above or equal to 1/29 close (21 days ago), 22.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150302 Closing)
20d: 18.0% new highs, 3.6% new lows
21d: 17.9% new highs, 3.4% new lows
42d: 13.8% new highs, 2.4% new lows
63d: 11.9% new highs, 1.9% new lows
126d: 10.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150302 Closing)
2-day: 67.8% above, 32.2% below
3-day: 66.5% above, 33.5% below
4-day: 62.1% above, 37.9% below
5-day: 60.3% above, 39.7% below
8-day: 58.7% above, 41.3% below
10-day: 57.7% above, 42.3% below
20-day: 68.2% above, 31.8% below
50-day: 70.2% above, 29.8% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150302 Closing)
ELEC(58): 2.88% Top=NXPI FSL AMBA ATML CGNX SIMO CAVM TSRA ….. KEYS CREE TRMB FLEX IPGP BRKR XLNX SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(42): 1.51% Top=WBAI SONC NDLS PLKI RCL HOT SIX PNK ….. LOCO WYNN DNKN CBRL TXRH SEAS KING GPRO=Bottom (Leisure)
CHEM(31): 1.01% Top=CHMT ASH CE SHW PX FMC CYT CF ….. IFF MOS HUN DOW ALB POT TROX FTK=Bottom (Chemicals/Fertilizers)
FINA(88): 0.89% Top=OCN WETF KKR SCHW WU PFG AMTD FII ….. FNFG APO TD BMO CBOE DFS PACW HAWK=Bottom (Banks/Financials)
DISV(52): 0.86% Top=BLOX EIGI SERV WOOF V TYC TW NSP ….. JEC AL KBR RCII MYGN HMSY RBA WTW=Bottom (Diversified Services)
HEAL(54): 0.82% Top=KND IRWD WMGI STJ PODD CYBX ABMD WX ….. MOH BCR EVHC OPK THOR HUM DXCM NUVA=Bottom (Health)
CONS(59): 0.76% Top=AVP HAR BC KATE ENR FBHS IRBT COTY ….. BOOT MWV PBI OI ICON TPX SHOO LULU=Bottom (Consumer)
MANU(44): 0.74% Top=JKS PLL DCI ITT TKR AOS GNRC RXN ….. ATU CFX BWC PNR DDD JOY HEES TEX=Bottom (Manufacturing)
TRAN(38): 0.67% Top=VA ALK UAL LUV JBLU GWR DAL TRN ….. WERN TK NAT CHRW DHT SAVE AIRM TDW=Bottom (Transportation)
RETA(67): 0.54% Top=GME TIF OUTR PAG BIG RH DKS KAR ….. DSW ANF BABA BID FINL SFM MIK JCP=Bottom (Retail & Specialty Retail)
REAL(93): 0.50% Top=RESI INN LHO PEB HST KRC HPT QTS ….. HTS SKT NSM NRF CUZ HR GOV SIR=Bottom (Real Estate)
COHW(47): 0.49% Top=OLED UBNT PANW GOGO BBRY CSCO INFN KN ….. WIN FTR RCI CTL RKUS LXK SYNA NSR=Bottom (Computer Hardware/Telecom)
MATE(33): 0.45% Top=BCC EXP AWI CLH VMC SRCL MAS RSG ….. PWR MTH SPF MTZ PHM DHI KBH BECN=Bottom (Materials & Construction)
INSU(39): 0.39% Top=MTG MET LNC PGR PRU TMK RDN CB ….. AJG AON BRO FNF L AGO MBI GNW=Bottom (Insurance)
COSW(99): 0.36% Top=BNFT BSFT WDAY SWI QLYS COUP MANH MDRX ….. CYBR NTES MKTO ANGI TRUE SFUN ROVI VDSI=Bottom (Computer Software/Internet)
META(25): -1.03% Top=CENX SWC AA NUE SCCO PAAS AEM X ….. RGLD ABX CNX FCX CCJ GG CLD BTU=Bottom (Metals & Mining)
ENER(116): -1.45% Top=CXO PDCE NOV RIG BBEP RES OIS PXD ….. VLO RDC OAS LPI HFC EPE SN KOS=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/

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