daytrend

03/30/2017

Filed under: Market Stats — daytrend @ 9:50 am

Market Stats at 10:49 am ET
by daytrend on 20170330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 843.

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 (20170330 10:49 am ET)
37.6% of stocks are above yesterday’s high.
77.8% are above yesterday’s midpoint. (22.2% are below.)
4.7% are below yesterday’s low.
57.7% are inside yesterday’s range.
56.8% of stocks with today’s high > yesterday’s high. (43.2% less than).
21.1% of stocks with today’s low < yesterday’s low. (78.9% greater than).

EVIDENCE OF INTRADAY TREND (20170330 10:49 am ET)
70.0% of stocks are above today’s open. (28.1% are below).
60.5% of stocks are above today’s open and yesterday’s close.
23.1% are below both.
9.3% of stocks opened above yesterday’s high.
39.5% of stocks opened above yesterday’s close. (53.5% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170330 10:49 am ET)
26.9% of stocks are in the top 10% of today’s range.
44.5% are in the top 20%.
74.3% are in the top half. 25.7% of stocks are in the bottom half of today’s range.
4.3% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN (20170330 10:49 am ET)
67.5% of stocks are above yesterday’s close. (32.5% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
0.7% are up 3.5% or more. 0.5% are down 3.5% or more.
74.4% are between +1% and -1%.

RSI on DAILY (20170330 10:49 am ET)
2-day: >=95:17.3%…>=90:29.9%…>=80:47.6%…>=50:75.8%…<=20:8.1%…<=10:3.3%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:59.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:55.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170330 10:49 am ET)
37.6% above previous 1 highs, 4.7% below previous 1 lows
30.1% above previous 2 highs, 2.5% below previous 2 lows
29.3% above previous 3 highs, 1.4% below previous 3 lows
24.8% above previous 4 highs, 1.4% below previous 4 lows
22.7% above previous 5 highs, 1.2% below previous 5 lows
21.9% above previous 6 highs, 0.9% below previous 6 lows
13.2% above previous 7 highs, 0.9% below previous 7 lows
11.6% above previous 8 highs, 0.8% below previous 8 lows
10.2% above previous 9 highs, 0.8% below previous 9 lows
8.8% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170330 10:49 am ET)
67.5% are above or equal to 3/29 close (1 days ago), 32.5% are below.
71.9% are above or equal to 3/28 close (2 days ago), 28.1% are below.
80.9% are above or equal to 3/27 close (3 days ago), 19.1% are below.
78.2% are above or equal to 3/24 close (4 days ago), 21.8% are below.
73.8% are above or equal to 3/23 close (5 days ago), 26.2% are below.
73.9% are above or equal to 3/22 close (6 days ago), 26.1% are below.
75.7% are above or equal to 3/21 close (7 days ago), 24.3% are below.
49.6% are above or equal to 3/20 close (8 days ago), 50.4% are below.
45.0% are above or equal to 3/17 close (9 days ago), 55.0% are below.
46.3% are above or equal to 3/16 close (10 days ago), 53.7% are below.
44.4% are above or equal to 3/15 close (11 days ago), 55.6% are below.
62.2% are above or equal to 3/14 close (12 days ago), 37.8% are below.
54.4% are above or equal to 3/13 close (13 days ago), 45.6% are below.
57.2% are above or equal to 3/10 close (14 days ago), 42.8% are below.
62.0% are above or equal to 3/9 close (15 days ago), 38.0% are below.
57.5% are above or equal to 3/8 close (16 days ago), 42.5% are below.
53.0% are above or equal to 3/7 close (17 days ago), 47.0% are below.
46.7% are above or equal to 3/6 close (18 days ago), 53.3% are below.
40.9% are above or equal to 3/3 close (19 days ago), 59.1% are below.
40.0% are above or equal to 3/2 close (20 days ago), 60.0% are below.
33.2% are above or equal to 3/1 close (21 days ago), 66.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170330 10:49 am ET)
20d: 8.4% new highs, 0.9% new lows
21d: 8.1% new highs, 0.9% new lows
42d: 4.5% new highs, 0.5% new lows
63d: 4.3% new highs, 0.4% new lows
126d: 3.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170330 10:49 am ET)
2-day: 65.7% above, 34.3% below
3-day: 72.1% above, 27.9% below
4-day: 76.9% above, 23.1% below
5-day: 78.6% above, 21.4% below
8-day: 77.6% above, 22.4% below
10-day: 70.5% above, 29.5% below
20-day: 57.8% above, 42.2% below
50-day: 50.2% above, 49.8% below
200-day: 68.8% above, 31.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170330 10:49 am ET)
FINA(91): 1.47% Top=PVTB TCB CFR PB SIVB UMPQ OZRK SNV ….. PYPL PSEC CBOE KCG EFX ATH SEIC CME=Bottom (Banks/Financials)
TRAN(24): 0.83% Top=GWR KSU NSC AAL UNP LUV CNI UAL ….. UPS WAB CHRW SAVE EXPD ODFL ALK SWFT=Bottom (Transportation)
CHEM(26): 0.80% Top=TROX HUN CC CE OLN EMN PAH VSM ….. MON DD APD PPG DOW GRA MOS CF=Bottom (Chemicals/Fertilizers)
META(30): 0.74% Top=FCX X AKS CLF AA SLCA NUE CMC ….. CCJ PAAS CDE ABX AGI SSRI GG AEM=Bottom (Metals & Mining)
INSU(30): 0.73% Top=LNC MET PRU UNM MBI AGO AFL AIG ….. PGR ALL MMC CLGX AJG WLTW BRO AFSI=Bottom (Insurance)
MANU(34): 0.59% Top=ATI FLS XYL RS IR ITT DE AGCO ….. DCI CMI EMR MHK HON MRC AME PNR=Bottom (Manufacturing)
COHW(39): 0.42% Top=STX COMM WDC TDS HPQ CIEN FNSR PANW ….. VG VZ VSAT TMUS UBNT VIAV ACIA BBRY=Bottom (Computer Hardware/Telecom)
DISV(46): 0.36% Top=GPN ACM KBR ILG LKSD JEC G CNDT ….. LDOS FDC SBAC FLT TAL MYGN WTW RRD=Bottom (Diversified Services)
LEIS(36): 0.35% Top=CMG SIX HLT SEAS BLMN SBUX DPZ MAR ….. PNRA STAY YUMC HGV SHAK WYNN GPRO SONC=Bottom (Leisure)
ELEC(45): 0.32% Top=QRVO NVDA XPER FLEX GLW CSIQ OCLR SWKS ….. GRMN AYI MRVL SPWR PI CY FSLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(27): 0.31% Top=EME FLR SUM PWR VMC MDR JELD WM ….. PHM EXP TOL TPH LEN FAST DHI USG=Bottom (Materials & Construction)
RETA(59): 0.22% Top=SHLD GME BBY FINL DSW BBBY WMT ETSY ….. ORLY GNC KR CASY GPS LB TIF SFM=Bottom (Retail & Specialty Retail)
ENER(87): 0.13% Top=COP BAS CRC REN RDC MUR OII OAS ….. HFC NFG SN FRAC PAGP TSO QEP CVE=Bottom (Energy)
HEAL(43): 0.01% Top=UNH VWR ANTM ESRX STE AET HOLX ALGN ….. HLS EW PRAH DXCM RMD BSX IRWD CYH=Bottom (Health)
COSW(76): -0.03% Top=MEET NTNX COTV XRX NCR AZPN BIDU SPLK ….. SHOP CMCM TRIP GRUB ATHM TWLO VIPS BITA=Bottom (Computer Software/Internet)
REAL(101): -0.04% Top=SC ALLY RHP INN SHO CBG PEB PLD ….. HTA CLI SRC EQC O BRX PSA CUBE=Bottom (Real Estate)
CONS(49): -0.67% Top=ELF OI KS PKG WRK PBI GIL IP ….. HBI COTY FOSL WWW SKX UAA VFC LULU=Bottom (Consumer)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:04 am

Market Stats at 10:04 am ET
by daytrend on 20170330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

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 (20170330 10:04 am ET)
26.5% of stocks are above yesterday’s high.
74.0% are above yesterday’s midpoint. (26.0% are below.)
4.9% are below yesterday’s low.
68.6% are inside yesterday’s range.
47.0% of stocks with today’s high > yesterday’s high. (53.0% less than).
18.4% of stocks with today’s low < yesterday’s low. (81.6% greater than).

EVIDENCE OF INTRADAY TREND (20170330 10:04 am ET)
63.1% of stocks are above today’s open. (34.3% are below).
54.0% of stocks are above today’s open and yesterday’s close.
28.5% are below both.
9.3% of stocks opened above yesterday’s high.
39.4% of stocks opened above yesterday’s close. (53.6% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170330 10:04 am ET)
19.1% of stocks are in the top 10% of today’s range.
35.2% are in the top 20%.
65.4% are in the top half. 34.6% of stocks are in the bottom half of today’s range.
15.6% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN (20170330 10:04 am ET)
62.0% of stocks are above yesterday’s close. (38.0% are below.)
0.4% are up 4.5% or more. 0.2% are down 4.5% or more.
0.7% are up 3.5% or more. 0.4% are down 3.5% or more.
82.3% are between +1% and -1%.

RSI on DAILY (20170330 10:04 am ET)
2-day: >=95:11.2%…>=90:22.6%…>=80:39.0%…>=50:73.9%…<=20:7.6%…<=10:3.4%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:54.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:51.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170330 10:04 am ET)
26.5% above previous 1 highs, 4.9% below previous 1 lows
20.4% above previous 2 highs, 2.4% below previous 2 lows
20.0% above previous 3 highs, 1.0% below previous 3 lows
16.0% above previous 4 highs, 0.8% below previous 4 lows
14.0% above previous 5 highs, 0.7% below previous 5 lows
13.9% above previous 6 highs, 0.7% below previous 6 lows
6.9% above previous 7 highs, 0.7% below previous 7 lows
6.3% above previous 8 highs, 0.6% below previous 8 lows
5.6% above previous 9 highs, 0.6% below previous 9 lows
5.3% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170330 10:04 am ET)
62.0% are above or equal to 3/29 close (1 days ago), 38.0% are below.
67.8% are above or equal to 3/28 close (2 days ago), 32.2% are below.
79.7% are above or equal to 3/27 close (3 days ago), 20.3% are below.
76.1% are above or equal to 3/24 close (4 days ago), 23.9% are below.
71.9% are above or equal to 3/23 close (5 days ago), 28.1% are below.
72.4% are above or equal to 3/22 close (6 days ago), 27.6% are below.
74.0% are above or equal to 3/21 close (7 days ago), 26.0% are below.
46.0% are above or equal to 3/20 close (8 days ago), 54.0% are below.
41.4% are above or equal to 3/17 close (9 days ago), 58.6% are below.
43.7% are above or equal to 3/16 close (10 days ago), 56.3% are below.
42.3% are above or equal to 3/15 close (11 days ago), 57.7% are below.
60.1% are above or equal to 3/14 close (12 days ago), 39.9% are below.
52.7% are above or equal to 3/13 close (13 days ago), 47.3% are below.
55.0% are above or equal to 3/10 close (14 days ago), 45.0% are below.
60.8% are above or equal to 3/9 close (15 days ago), 39.2% are below.
55.7% are above or equal to 3/8 close (16 days ago), 44.3% are below.
50.5% are above or equal to 3/7 close (17 days ago), 49.5% are below.
45.0% are above or equal to 3/6 close (18 days ago), 55.0% are below.
38.6% are above or equal to 3/3 close (19 days ago), 61.4% are below.
38.8% are above or equal to 3/2 close (20 days ago), 61.2% are below.
30.9% are above or equal to 3/1 close (21 days ago), 69.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170330 10:04 am ET)
20d: 6.7% new highs, 0.8% new lows
21d: 6.5% new highs, 0.8% new lows
42d: 3.4% new highs, 0.4% new lows
63d: 3.1% new highs, 0.4% new lows
126d: 2.6% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170330 10:04 am ET)
2-day: 60.2% above, 39.8% below
3-day: 67.8% above, 32.2% below
4-day: 76.0% above, 24.0% below
5-day: 76.8% above, 23.2% below
8-day: 75.5% above, 24.5% below
10-day: 66.4% above, 33.6% below
20-day: 54.4% above, 45.6% below
50-day: 48.0% above, 52.0% below
200-day: 68.1% above, 31.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170330 10:04 am ET)
FINA(91): 0.93% Top=PVTB UMPQ TCB PB SIVB CFR OZRK SNV ….. BMO TWNK RJF LAZ CBOE STT SEIC CME=Bottom (Banks/Financials)
TRAN(24): 0.67% Top=GWR AAL KSU JBLU CNI UAL UNP NSC ….. TRN CHRW JBHT SAVE UPS WAB EXPD SWFT=Bottom (Transportation)
ELEC(45): 0.48% Top=QRVO CSIQ NVDA XPER KEYS FLEX MSCC OCLR ….. SIMO MRVL MXL AYI SPWR CY FSLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(39): 0.35% Top=COMM PANW WDC FNSR HPQ CIEN STX HRS ….. TMUS S VG VZ ZAYO PSTG UBNT BBRY=Bottom (Computer Hardware/Telecom)
MANU(34): 0.34% Top=ATI RS FLS XYL DDD AGCO DE IR ….. EMR CAT PNR ETN HON DOV AME MRC=Bottom (Manufacturing)
META(30): 0.32% Top=AKS FCX X CLF AA STLD CMC NUE ….. SSRI ABX SND AG CDE GG FMSA AGI=Bottom (Metals & Mining)
MATE(27): 0.27% Top=SUM VMC EME MDR FLR MLM WM OC ….. EXP TPH LEN PHM CAA DHI TOL FAST=Bottom (Materials & Construction)
INSU(30): 0.26% Top=MBI MET LNC MTG RDN AGO PRU FNF ….. PGR AJG ALL WLTW MMC BRO AON AFSI=Bottom (Insurance)
LEIS(36): 0.25% Top=CMG HLT DPZ BLMN SIX SBUX JACK CCL ….. YUM YUMC HGV QSR SONC WYNN SHAK GPRO=Bottom (Leisure)
DISV(46): 0.21% Top=GPN ACM KBR LKSD LAUR CAR ILG CNDT ….. TAL WTW BAH MYGN SBAC FLT ZTO RRD=Bottom (Diversified Services)
CHEM(26): 0.12% Top=HUN PAH VSM IFF EMN OLN PX CE ….. APD GRA DOW DD PPG CC MOS CF=Bottom (Chemicals/Fertilizers)
COSW(75): 0.01% Top=NTNX SPLK BIDU XRX AZPN CTXS ADSK VMW ….. TWTR CSC TWLO TRIP ATHM CMCM VIPS BITA=Bottom (Computer Software/Internet)
RETA(59): -0.04% Top=SHLD ETSY SBH SPLS WMT GME BBY WSM ….. KSS LB GES SIG ORLY GPS RH GNC=Bottom (Retail & Specialty Retail)
HEAL(43): -0.05% Top=UNH ANTM AET STE ESRX CNC ALGN BKD ….. PRAH THC EW DXCM RMD IRWD BSX CYH=Bottom (Health)
REAL(101): -0.08% Top=SC ALLY CBG APLE PEI CBL AMH PLD ….. HCP CLI BRX O EQC HTA DFT CUBE=Bottom (Real Estate)
ENER(87): -0.45% Top=COP BAS EOG CRC VVV OII RDC KOS ….. PAA PAGP ECA WPZ PXD HES SN CVE=Bottom (Energy)
CONS(49): -0.78% Top=ELF PKG KS GIL WRK OI KATE BC ….. PVH WWW FOSL GT UAA SKX VFC LULU=Bottom (Consumer)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:04 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:48 am

Market Stats at 9:48 am ET
by daytrend on 20170330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

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 (20170330 9:48 am ET)
23.6% of stocks are above yesterday’s high.
69.6% are above yesterday’s midpoint. (30.4% are below.)
7.6% are below yesterday’s low.
68.8% are inside yesterday’s range.
41.8% of stocks with today’s high > yesterday’s high. (58.2% less than).
16.7% of stocks with today’s low < yesterday’s low. (83.3% greater than).

EVIDENCE OF INTRADAY TREND (20170330 9:48 am ET)
60.3% of stocks are above today’s open. (36.7% are below).
50.4% of stocks are above today’s open and yesterday’s close.
31.4% are below both.
9.3% of stocks opened above yesterday’s high.
39.4% of stocks opened above yesterday’s close. (53.6% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170330 9:48 am ET)
24.6% of stocks are in the top 10% of today’s range.
36.6% are in the top 20%.
58.9% are in the top half. 41.1% of stocks are in the bottom half of today’s range.
22.7% are in the bottom 20%.
12.9% are in the bottom 10%.

GAIN (20170330 9:48 am ET)
57.8% of stocks are above yesterday’s close. (42.2% are below.)
0.4% are up 4.5% or more. 0.4% are down 4.5% or more.
0.8% are up 3.5% or more. 0.4% are down 3.5% or more.
84.2% are between +1% and -1%.

RSI on DAILY (20170330 9:48 am ET)
2-day: >=95:12.0%…>=90:22.6%…>=80:39.9%…>=50:69.6%…<=20:11.0%…<=10:4.9%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:54.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:50.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170330 9:48 am ET)
23.6% above previous 1 highs, 7.6% below previous 1 lows
17.7% above previous 2 highs, 2.9% below previous 2 lows
17.1% above previous 3 highs, 1.4% below previous 3 lows
13.7% above previous 4 highs, 1.4% below previous 4 lows
12.5% above previous 5 highs, 1.0% below previous 5 lows
12.2% above previous 6 highs, 1.0% below previous 6 lows
5.6% above previous 7 highs, 1.0% below previous 7 lows
5.0% above previous 8 highs, 1.0% below previous 8 lows
4.6% above previous 9 highs, 1.0% below previous 9 lows
3.9% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170330 9:48 am ET)
57.8% are above or equal to 3/29 close (1 days ago), 42.2% are below.
63.8% are above or equal to 3/28 close (2 days ago), 36.2% are below.
76.8% are above or equal to 3/27 close (3 days ago), 23.2% are below.
74.9% are above or equal to 3/24 close (4 days ago), 25.1% are below.
70.3% are above or equal to 3/23 close (5 days ago), 29.7% are below.
71.1% are above or equal to 3/22 close (6 days ago), 28.9% are below.
73.5% are above or equal to 3/21 close (7 days ago), 26.5% are below.
45.5% are above or equal to 3/20 close (8 days ago), 54.5% are below.
41.3% are above or equal to 3/17 close (9 days ago), 58.7% are below.
42.5% are above or equal to 3/16 close (10 days ago), 57.5% are below.
41.2% are above or equal to 3/15 close (11 days ago), 58.8% are below.
59.1% are above or equal to 3/14 close (12 days ago), 40.9% are below.
52.4% are above or equal to 3/13 close (13 days ago), 47.6% are below.
54.3% are above or equal to 3/10 close (14 days ago), 45.7% are below.
60.2% are above or equal to 3/9 close (15 days ago), 39.8% are below.
54.4% are above or equal to 3/8 close (16 days ago), 45.6% are below.
49.8% are above or equal to 3/7 close (17 days ago), 50.2% are below.
44.3% are above or equal to 3/6 close (18 days ago), 55.7% are below.
38.6% are above or equal to 3/3 close (19 days ago), 61.4% are below.
37.8% are above or equal to 3/2 close (20 days ago), 62.2% are below.
30.6% are above or equal to 3/1 close (21 days ago), 69.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170330 9:48 am ET)
20d: 5.6% new highs, 0.8% new lows
21d: 5.5% new highs, 0.8% new lows
42d: 2.5% new highs, 0.4% new lows
63d: 2.3% new highs, 0.4% new lows
126d: 1.8% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170330 9:48 am ET)
2-day: 56.8% above, 43.2% below
3-day: 64.6% above, 35.4% below
4-day: 71.7% above, 28.3% below
5-day: 74.0% above, 26.0% below
8-day: 73.8% above, 26.2% below
10-day: 65.6% above, 34.4% below
20-day: 53.8% above, 46.2% below
50-day: 47.4% above, 52.6% below
200-day: 67.5% above, 32.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170330 9:48 am ET)
FINA(91): 0.90% Top=PVTB SIVB UMPQ PB WAL OZRK WBS PACW ….. TWNK CBOE IVZ STT ATH SEIC PYPL CME=Bottom (Banks/Financials)
TRAN(24): 0.58% Top=CNI GWR TRN FDX KSU UAL AAL JBLU ….. XPO ALK CSX JBHT EXPD WAB CHRW UPS=Bottom (Transportation)
META(30): 0.42% Top=AKS FCX X CLF TECK AA CMC NUE ….. SLW NEM GG FMSA CDE ABX AGI AG=Bottom (Metals & Mining)
MANU(34): 0.34% Top=ATI RS ITT FLS AGCO DDD MHK DE ….. ETN AME DOV SWK DHR PNR CAT HON=Bottom (Manufacturing)
MATE(27): 0.32% Top=VMC SUM MDR MLM EME EXP USG FLR ….. CAA DAR LEN TOL SRCL WY DHI FAST=Bottom (Materials & Construction)
ELEC(45): 0.31% Top=QRVO KEYS XPER OCLR FLEX IDTI TER LRCX ….. SNPS MRVL SIMO MXL SPWR CY HIMX FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(39): 0.29% Top=PANW FNSR COMM CIEN INFN ACIA MSI CDW ….. AAPL T S CTL BBRY TMUS CCI VZ=Bottom (Computer Hardware/Telecom)
INSU(30): 0.27% Top=MBI LNC MTG RDN MET UNM PRU AGO ….. TRV ALL AJG WLTW AON MMC BRO AFSI=Bottom (Insurance)
LEIS(36): 0.23% Top=CMG SIX DPZ BLMN TXRH JACK HLT SBUX ….. MCD EXPE YUM SHAK WYNN HGV YUMC GPRO=Bottom (Leisure)
RETA(59): 0.21% Top=SHLD SPLS SBH GME MIK BBY KMX WSM ….. KR SIG W GNC KSS LB ORLY RH=Bottom (Retail & Specialty Retail)
DISV(46): 0.15% Top=GPN ACM LAUR CAR KBR ILG AL G ….. SBAC MYGN TAL BAH CXW FLT RRD ZTO=Bottom (Diversified Services)
CHEM(26): 0.02% Top=HUN EMN PAH VSM OLN IFF AGU CE ….. GRA CC PPG DD DOW APD MOS CF=Bottom (Chemicals/Fertilizers)
COSW(75): -0.03% Top=SPLK NTNX AZPN VMW BIDU DATA ADSK SSNC ….. WUBA SHOP TWLO ATHM TTD TRIP VIPS BITA=Bottom (Computer Software/Internet)
HEAL(43): -0.14% Top=UNH MD BKD STE DVA VWR PRXL PKI ….. BAX XRAY RMD ABT THC IRWD BSX CYH=Bottom (Health)
ENER(87): -0.21% Top=COP BAS EOG REN FRAC KOS MMP RES ….. ETP SXL ECA PXD SN PAGP XOG CVE=Bottom (Energy)
REAL(101): -0.59% Top=SC BAM ALLY CYS PEB SHO NRZ CBG ….. BRX DFT VER EXR HCP O HTA CUBE=Bottom (Real Estate)
CONS(49): -0.72% Top=ELF KS KATE GIL WRK OI PKG BERY ….. WWW FOSL COTY SKX GT UAA VFC LULU=Bottom (Consumer)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

03/29/2017

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

Closing Stats
by daytrend on 20170329. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 846.

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 (20170329 Closing)
38.9% of stocks are above yesterday’s high.
76.5% are above yesterday’s midpoint. (23.5% are below.)
6.0% are below yesterday’s low.
55.1% are inside yesterday’s range.
58.4% of stocks with today’s high > yesterday’s high. (41.6% less than).
19.5% of stocks with today’s low < yesterday’s low. (80.5% greater than).

EVIDENCE OF INTRADAY TREND (20170329 Closing)
68.9% of stocks are above today’s open. (30.0% are below).
56.6% of stocks are above today’s open and yesterday’s close.
27.8% are below both.
4.7% of stocks opened above yesterday’s high.
23.8% of stocks opened above yesterday’s close. (70.4% opened below yesterday’s close).
3.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170329 Closing)
14.8% of stocks are in the top 10% of today’s range.
32.7% are in the top 20%.
69.6% are in the top half. 30.4% of stocks are in the bottom half of today’s range.
9.3% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN (20170329 Closing)
60.2% of stocks are above yesterday’s close. (39.8% are below.)
2.2% are up 4.5% or more. 0.5% are down 4.5% or more.
4.6% are up 3.5% or more. 0.8% are down 3.5% or more.
66.5% are between +1% and -1%.

RSI on DAILY (20170329 Closing)
2-day: >=95:14.8%…>=90:26.8%…>=80:42.4%…>=50:70.8%…<=20:8.5%…<=10:3.3%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:54.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:50.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170329 Closing)
38.9% above previous 1 highs, 6.0% below previous 1 lows
36.2% above previous 2 highs, 2.2% below previous 2 lows
29.1% above previous 3 highs, 2.0% below previous 3 lows
26.8% above previous 4 highs, 1.9% below previous 4 lows
25.7% above previous 5 highs, 1.8% below previous 5 lows
17.7% above previous 6 highs, 1.8% below previous 6 lows
16.0% above previous 7 highs, 1.5% below previous 7 lows
14.1% above previous 8 highs, 1.5% below previous 8 lows
12.5% above previous 9 highs, 1.5% below previous 9 lows
12.4% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170329 Closing)
60.2% are above or equal to 3/28 close (1 days ago), 39.8% are below.
78.3% are above or equal to 3/27 close (2 days ago), 21.7% are below.
72.6% are above or equal to 3/24 close (3 days ago), 27.4% are below.
70.0% are above or equal to 3/23 close (4 days ago), 30.0% are below.
70.4% are above or equal to 3/22 close (5 days ago), 29.6% are below.
71.9% are above or equal to 3/21 close (6 days ago), 28.1% are below.
44.8% are above or equal to 3/20 close (7 days ago), 55.2% are below.
40.8% are above or equal to 3/17 close (8 days ago), 59.2% are below.
42.3% are above or equal to 3/16 close (9 days ago), 57.7% are below.
41.7% are above or equal to 3/15 close (10 days ago), 58.3% are below.
58.5% are above or equal to 3/14 close (11 days ago), 41.5% are below.
51.3% are above or equal to 3/13 close (12 days ago), 48.7% are below.
54.1% are above or equal to 3/10 close (13 days ago), 45.9% are below.
59.6% are above or equal to 3/9 close (14 days ago), 40.4% are below.
54.4% are above or equal to 3/8 close (15 days ago), 45.6% are below.
48.8% are above or equal to 3/7 close (16 days ago), 51.2% are below.
43.4% are above or equal to 3/6 close (17 days ago), 56.6% are below.
38.7% are above or equal to 3/3 close (18 days ago), 61.3% are below.
37.6% are above or equal to 3/2 close (19 days ago), 62.4% are below.
31.8% are above or equal to 3/1 close (20 days ago), 68.2% are below.
41.7% are above or equal to 2/28 close (21 days ago), 58.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170329 Closing)
20d: 9.3% new highs, 2.7% new lows
21d: 9.3% new highs, 2.7% new lows
42d: 6.0% new highs, 0.9% new lows
63d: 5.8% new highs, 0.7% new lows
126d: 3.5% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170329 Closing)
2-day: 58.6% above, 41.4% below
3-day: 72.9% above, 27.1% below
4-day: 73.9% above, 26.1% below
5-day: 72.3% above, 27.7% below
8-day: 67.5% above, 32.5% below
10-day: 58.4% above, 41.6% below
20-day: 52.8% above, 47.2% below
50-day: 47.2% above, 52.8% below
200-day: 67.7% above, 32.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170329 Closing)
ENER(88): 2.28% Top=ECA HFC WLL SPN XOG CRC HES OAS ….. SLB NFG XOM PAA REN VVV CRZO BAS=Bottom (Energy)
RETA(60): 2.08% Top=RH LL JWN JCP KSS URBN WSM GNC ….. CVS MIK BID WBA HD KORS CPRT LOW=Bottom (Retail & Specialty Retail)
DISV(45): 0.49% Top=ZTO RRD KBR CNDT ILG CAR JEC YY ….. FDC BAH RBA MA HRB PAYX AMN FLT=Bottom (Diversified Services)
COSW(75): 0.47% Top=CSC FTNT TTD MTCH YELP HPE SPLK ZEN ….. XRX ADP VIPS TWLO NTES CMCM FFIV NTNX=Bottom (Computer Software/Internet)
MANU(34): 0.42% Top=DDD TEX KMT ITT AGCO CFX ETN MHK ….. BWXT RS SNA DHR ROK XYL ITW AOS=Bottom (Manufacturing)
META(30): 0.40% Top=SND CNX FMSA TECK SLCA RGLD TAHO FCX ….. CMC CLF NUE STLD SLW X ARNC AKS=Bottom (Metals & Mining)
CONS(49): 0.38% Top=LULU UAA FL TPX FOSL PBI PAY RL ….. BLL CLX SEE PKG GT KS WRK SKX=Bottom (Consumer)
MATE(27): 0.30% Top=VMC SUM MDR MLM FLR TPH WCN FAST ….. TOL RSG WM WY OC SRCL RYN USG=Bottom (Materials & Construction)
LEIS(36): 0.30% Top=SONC LQ CMG GPRO QSR SHAK H WEN ….. HGV YUM PNRA TXRH DPZ RCL PK DNKN=Bottom (Leisure)
COHW(39): 0.22% Top=CTL SSYS S ACIA TDS LVLT NTAP WDC ….. HRS ANET COMM CIEN CSCO ARRS INFN FNSR=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.20% Top=CC TROX CF AXTA MOS EMN PPG IFF ….. SHW PX APD FMC GRA DOW CE OLN=Bottom (Chemicals/Fertilizers)
REAL(102): 0.18% Top=WPG PEI IVR DLR INN GLPI GGP CYS ….. PSA STWD ARI STOR CIM LXP NLY TWO=Bottom (Real Estate)
ELEC(46): -0.05% Top=MXL SIMO AYI PI BRKR OCLR CGNX SNPS ….. CAVM MSCC FSLR KEYS CRUS CY HIMX XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): -0.17% Top=DXCM IRWD STE BKD HRC DVA PRAH RMD ….. IART UHS AET UNH MOH THC OPK CYH=Bottom (Health)
TRAN(24): -0.36% Top=WAB SWFT GWR FDX CP TRN UNP CNI ….. JBLU SAVE UAL DAL JBHT LUV AAL ALK=Bottom (Transportation)
FINA(92): -0.40% Top=TCB YRD MS TD COF WU BMO SBNY ….. BX VOYA BEN NYCB CFG CLNS USB BOFI=Bottom (Banks/Financials)
INSU(30): -0.51% Top=MBI FNF CLGX ORI AIG UNM L AFSI ….. TMK AON MTG AFL RDN TRV CINF PGR=Bottom (Insurance)

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

Filed under: Market Stats — daytrend @ 1:27 pm

Market Stats at 2:27 pm ET
by daytrend on 20170329. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 846.

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 (20170329 2:27 pm ET)
38.9% of stocks are above yesterday’s high.
77.5% are above yesterday’s midpoint. (22.5% are below.)
6.7% are below yesterday’s low.
54.4% are inside yesterday’s range.
55.4% of stocks with today’s high > yesterday’s high. (44.6% less than).
18.8% of stocks with today’s low < yesterday’s low. (81.2% greater than).

EVIDENCE OF INTRADAY TREND (20170329 2:27 pm ET)
68.7% of stocks are above today’s open. (29.6% are below).
56.3% of stocks are above today’s open and yesterday’s close.
27.2% are below both.
4.7% of stocks opened above yesterday’s high.
23.8% of stocks opened above yesterday’s close. (70.4% opened below yesterday’s close).
3.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170329 2:27 pm ET)
27.5% of stocks are in the top 10% of today’s range.
39.1% are in the top 20%.
71.2% are in the top half. 28.8% of stocks are in the bottom half of today’s range.
7.6% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN (20170329 2:27 pm ET)
59.6% of stocks are above yesterday’s close. (40.4% are below.)
2.0% are up 4.5% or more. 0.2% are down 4.5% or more.
5.1% are up 3.5% or more. 0.5% are down 3.5% or more.
65.1% are between +1% and -1%.

RSI on DAILY (20170329 2:27 pm ET)
2-day: >=95:14.9%…>=90:27.9%…>=80:43.6%…>=50:72.2%…<=20:9.1%…<=10:4.7%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:53.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:49.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170329 2:27 pm ET)
38.9% above previous 1 highs, 6.7% below previous 1 lows
36.4% above previous 2 highs, 2.2% below previous 2 lows
30.0% above previous 3 highs, 2.1% below previous 3 lows
27.2% above previous 4 highs, 2.1% below previous 4 lows
26.1% above previous 5 highs, 1.9% below previous 5 lows
17.6% above previous 6 highs, 1.9% below previous 6 lows
16.3% above previous 7 highs, 1.9% below previous 7 lows
14.2% above previous 8 highs, 1.8% below previous 8 lows
12.9% above previous 9 highs, 1.7% below previous 9 lows
12.9% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170329 2:27 pm ET)
59.6% are above or equal to 3/28 close (1 days ago), 40.4% are below.
77.8% are above or equal to 3/27 close (2 days ago), 22.2% are below.
73.2% are above or equal to 3/24 close (3 days ago), 26.8% are below.
69.6% are above or equal to 3/23 close (4 days ago), 30.4% are below.
70.7% are above or equal to 3/22 close (5 days ago), 29.3% are below.
71.0% are above or equal to 3/21 close (6 days ago), 29.0% are below.
44.7% are above or equal to 3/20 close (7 days ago), 55.3% are below.
41.5% are above or equal to 3/17 close (8 days ago), 58.5% are below.
43.1% are above or equal to 3/16 close (9 days ago), 56.9% are below.
41.0% are above or equal to 3/15 close (10 days ago), 59.0% are below.
58.5% are above or equal to 3/14 close (11 days ago), 41.5% are below.
51.3% are above or equal to 3/13 close (12 days ago), 48.7% are below.
53.9% are above or equal to 3/10 close (13 days ago), 46.1% are below.
59.2% are above or equal to 3/9 close (14 days ago), 40.8% are below.
54.4% are above or equal to 3/8 close (15 days ago), 45.6% are below.
50.4% are above or equal to 3/7 close (16 days ago), 49.6% are below.
43.6% are above or equal to 3/6 close (17 days ago), 56.4% are below.
39.4% are above or equal to 3/3 close (18 days ago), 60.6% are below.
37.5% are above or equal to 3/2 close (19 days ago), 62.5% are below.
31.9% are above or equal to 3/1 close (20 days ago), 68.1% are below.
41.6% are above or equal to 2/28 close (21 days ago), 58.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170329 2:27 pm ET)
20d: 8.7% new highs, 2.7% new lows
21d: 8.7% new highs, 2.7% new lows
42d: 5.8% new highs, 0.9% new lows
63d: 5.6% new highs, 0.7% new lows
126d: 3.4% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170329 2:27 pm ET)
2-day: 58.7% above, 41.3% below
3-day: 73.2% above, 26.8% below
4-day: 74.8% above, 25.2% below
5-day: 72.8% above, 27.2% below
8-day: 68.0% above, 32.0% below
10-day: 58.4% above, 41.6% below
20-day: 51.4% above, 48.6% below
50-day: 47.2% above, 52.8% below
200-day: 67.8% above, 32.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170329 2:27 pm ET)
ENER(88): 2.31% Top=WLL ECA HFC SPN OAS HES CRC MRO ….. XOM SLB NFG MDU VVV PDCE CRZO BAS=Bottom (Energy)
RETA(60): 2.22% Top=RH JCP LL JWN ANF GNC URBN KSS ….. KORS CVS LOW KAR EBAY HD WBA CPRT=Bottom (Retail & Specialty Retail)
META(30): 0.84% Top=SND FMSA CNX TECK RGLD FCX SLCA TAHO ….. AA CMC CENX NUE STLD SLW AKS ARNC=Bottom (Metals & Mining)
MANU(34): 0.53% Top=TEX ITT KMT DDD CFX AGCO ETN DOV ….. RS DHR BWXT SNA XYL ROK ITW AOS=Bottom (Manufacturing)
DISV(45): 0.52% Top=RRD ZTO KBR CNDT JEC ILG YY CAR ….. ULTA RBA MA BAH HRB FLT PAYX AMN=Bottom (Diversified Services)
CHEM(26): 0.50% Top=TROX CC CF HUN MOS WLK AXTA EMN ….. MON PX FMC APD GRA DOW CE OLN=Bottom (Chemicals/Fertilizers)
CONS(49): 0.46% Top=UAA LULU TPX FL FOSL PBI ELF RL ….. OI CLX PKG KS BLL SEE WRK SKX=Bottom (Consumer)
LEIS(36): 0.45% Top=SONC GPRO LQ CMG QSR SHAK H WEN ….. PNRA HGV DPZ TXRH CCL PK RCL DNKN=Bottom (Leisure)
COSW(75): 0.36% Top=CSC FTNT TTD YELP MTCH HPE MANH EQIX ….. VIPS TWLO ADP CMCM XRX NTES FFIV NTNX=Bottom (Computer Software/Internet)
MATE(27): 0.33% Top=VMC MDR SUM FLR MLM PWR FAST EME ….. EXP TOL OC RSG WY RYN SRCL USG=Bottom (Materials & Construction)
COHW(39): 0.22% Top=SSYS CTL S ACIA TDS LVLT TMUS NTAP ….. PSTG ARRS JNPR ANET HRS CSCO INFN FNSR=Bottom (Computer Hardware/Telecom)
HEAL(43): 0.10% Top=BKD DXCM STE IRWD ACHC HRC RMD DVA ….. THC MOH IART A UNH AET OPK CYH=Bottom (Health)
ELEC(46): 0.01% Top=MXL SIMO AYI OCLR PI SPWR BRKR FTV ….. MSCC CAVM CY AMBA ON CRUS HIMX XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(102): -0.13% Top=IVR WPG ALLY DLR PEI GGP QTS MFA ….. STOR EXR TWO SLG LXP NLY CUBE PSA=Bottom (Real Estate)
FINA(92): -0.31% Top=YRD COF MS TD SYF SLM TCB BMO ….. WBS BEN VOYA NYCB BX USB CLNS BOFI=Bottom (Banks/Financials)
TRAN(24): -0.33% Top=WAB GWR SWFT FDX TRN CP KSU UNP ….. SAVE JBHT JBLU AAL UAL DAL LUV ALK=Bottom (Transportation)
INSU(30): -0.44% Top=MBI FNF BRO ORI CLGX L AJG AIG ….. HIG AON MTG TRV CINF TMK AFL PGR=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:02 am

Market Stats at 12:01 pm ET
by daytrend on 20170329. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 845.

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 (20170329 12:01 pm ET)
31.8% of stocks are above yesterday’s high.
73.4% are above yesterday’s midpoint. (26.6% are below.)
7.1% are below yesterday’s low.
61.1% are inside yesterday’s range.
52.4% of stocks with today’s high > yesterday’s high. (47.6% less than).
17.5% of stocks with today’s low < yesterday’s low. (82.5% greater than).

EVIDENCE OF INTRADAY TREND (20170329 12:01 pm ET)
63.2% of stocks are above today’s open. (34.9% are below).
47.8% of stocks are above today’s open and yesterday’s close.
32.0% are below both.
4.6% of stocks opened above yesterday’s high.
23.7% of stocks opened above yesterday’s close. (70.5% opened below yesterday’s close).
3.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170329 12:01 pm ET)
10.3% of stocks are in the top 10% of today’s range.
24.0% are in the top 20%.
60.9% are in the top half. 39.1% of stocks are in the bottom half of today’s range.
11.6% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN (20170329 12:01 pm ET)
52.7% of stocks are above yesterday’s close. (47.3% are below.)
1.3% are up 4.5% or more. 0.2% are down 4.5% or more.
2.8% are up 3.5% or more. 0.7% are down 3.5% or more.
70.4% are between +1% and -1%.

RSI on DAILY (20170329 12:01 pm ET)
2-day: >=95:12.7%…>=90:23.1%…>=80:38.3%…>=50:65.6%…<=20:11.0%…<=10:4.6%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:50.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:48.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170329 12:01 pm ET)
31.8% above previous 1 highs, 7.1% below previous 1 lows
29.3% above previous 2 highs, 3.1% below previous 2 lows
24.4% above previous 3 highs, 2.8% below previous 3 lows
21.9% above previous 4 highs, 2.7% below previous 4 lows
20.8% above previous 5 highs, 2.4% below previous 5 lows
14.1% above previous 6 highs, 2.2% below previous 6 lows
12.4% above previous 7 highs, 2.1% below previous 7 lows
10.7% above previous 8 highs, 2.0% below previous 8 lows
9.6% above previous 9 highs, 2.0% below previous 9 lows
9.5% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170329 12:01 pm ET)
52.7% are above or equal to 3/28 close (1 days ago), 47.3% are below.
75.4% are above or equal to 3/27 close (2 days ago), 24.6% are below.
69.6% are above or equal to 3/24 close (3 days ago), 30.4% are below.
66.5% are above or equal to 3/23 close (4 days ago), 33.5% are below.
67.5% are above or equal to 3/22 close (5 days ago), 32.5% are below.
69.8% are above or equal to 3/21 close (6 days ago), 30.2% are below.
41.4% are above or equal to 3/20 close (7 days ago), 58.6% are below.
36.9% are above or equal to 3/17 close (8 days ago), 63.1% are below.
39.3% are above or equal to 3/16 close (9 days ago), 60.7% are below.
39.3% are above or equal to 3/15 close (10 days ago), 60.7% are below.
56.2% are above or equal to 3/14 close (11 days ago), 43.8% are below.
47.8% are above or equal to 3/13 close (12 days ago), 52.2% are below.
51.5% are above or equal to 3/10 close (13 days ago), 48.5% are below.
56.3% are above or equal to 3/9 close (14 days ago), 43.7% are below.
51.2% are above or equal to 3/8 close (15 days ago), 48.8% are below.
47.7% are above or equal to 3/7 close (16 days ago), 52.3% are below.
41.3% are above or equal to 3/6 close (17 days ago), 58.7% are below.
36.8% are above or equal to 3/3 close (18 days ago), 63.2% are below.
36.6% are above or equal to 3/2 close (19 days ago), 63.4% are below.
29.3% are above or equal to 3/1 close (20 days ago), 70.7% are below.
40.4% are above or equal to 2/28 close (21 days ago), 59.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170329 12:01 pm ET)
20d: 7.8% new highs, 2.2% new lows
21d: 7.8% new highs, 2.2% new lows
42d: 5.6% new highs, 0.6% new lows
63d: 5.3% new highs, 0.4% new lows
126d: 3.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170329 12:01 pm ET)
2-day: 50.8% above, 49.2% below
3-day: 68.5% above, 31.5% below
4-day: 70.4% above, 29.6% below
5-day: 68.6% above, 31.4% below
8-day: 64.5% above, 35.5% below
10-day: 53.0% above, 47.0% below
20-day: 47.9% above, 52.1% below
50-day: 46.0% above, 54.0% below
200-day: 67.6% above, 32.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170329 12:01 pm ET)
ENER(88): 2.11% Top=OAS WLL HES HFC CRC MRO ECA SN ….. EPD VVV CVX XOM PSX MDU NFG BAS=Bottom (Energy)
RETA(59): 1.37% Top=RH LL JWN ANF CHS KSS URBN WSM ….. CPRT CVS BID LOW WBA HD KORS MIK=Bottom (Retail & Specialty Retail)
META(30): 0.45% Top=SND TECK CNX FMSA RGLD CDE SLCA PAAS ….. CMC NUE STLD GG ARNC SLW X AKS=Bottom (Metals & Mining)
CHEM(26): 0.40% Top=CC TROX CF HUN MOS WLK EMN PAH ….. RPM GRA SHW FMC APD DOW CE OLN=Bottom (Chemicals/Fertilizers)
MANU(34): 0.29% Top=TEX KMT DDD ETN CFX AGCO ITT FLS ….. DHR GE ROK MRC DE XYL ITW AOS=Bottom (Manufacturing)
LEIS(36): 0.25% Top=SONC CMG GPRO QSR MGM LQ H EAT ….. SIX SEAS DPZ YUM CCL RCL PK DNKN=Bottom (Leisure)
MATE(27): 0.19% Top=MDR VMC MLM SUM FLR WCN FAST TPH ….. PHM JELD RSG TOL WY EXP SRCL USG=Bottom (Materials & Construction)
COSW(75): 0.16% Top=CSC FTNT TTD HPE YELP MTCH SQ MANH ….. ACN VMW ADP CMCM NTES XRX FFIV NTNX=Bottom (Computer Software/Internet)
CONS(49): 0.16% Top=UAA FL ELF LULU FOSL TPX VFC PBI ….. KS OI CLX NWL MAT BLL WRK SKX=Bottom (Consumer)
DISV(45): 0.10% Top=RRD KBR CNDT JEC ZTO ILG CAR ACM ….. FISV MA MCO LKSD HRB AMN PAYX FLT=Bottom (Diversified Services)
COHW(39): -0.02% Top=SSYS CTL ACIA S LVLT TDS WDC NTAP ….. PSTG CIEN HRS ARRS ANET GOGO INFN FNSR=Bottom (Computer Hardware/Telecom)
ELEC(46): -0.16% Top=MXL SIMO OCLR SPWR BRKR AMD AYI FSLR ….. TER AMKR MSCC CAVM ON CRUS XPER HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): -0.18% Top=IRWD DXCM STE PRAH BKD HRC DVA RMD ….. SYK AET IART THC MOH UNH OPK CYH=Bottom (Health)
REAL(102): -0.23% Top=IVR WPG ALLY DLR QTS MFA MPW CONE ….. LXP CIM EXR SLG PSA CUBE NLY TWO=Bottom (Real Estate)
FINA(92): -0.31% Top=YRD MS WETF OMF COF TCB NAVI HBAN ….. BEN LAZ ICE UMPQ WBS USB CLNS BOFI=Bottom (Banks/Financials)
INSU(30): -0.36% Top=AFSI MBI FNF MTG BRO AJG L CNO ….. AON AGO CINF WLTW TMK TRV AFL PGR=Bottom (Insurance)
TRAN(24): -0.57% Top=WAB GWR FDX TRN CHRW EXPD KSU CNI ….. SAVE ODFL UAL XPO DAL ALK LUV JBLU=Bottom (Transportation)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:01 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:45 am

Market Stats at 11:44 am ET
by daytrend on 20170329. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 846.

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 (20170329 11:44 am ET)
30.4% of stocks are above yesterday’s high.
70.8% are above yesterday’s midpoint. (29.2% are below.)
8.3% are below yesterday’s low.
61.3% are inside yesterday’s range.
52.1% of stocks with today’s high > yesterday’s high. (47.9% less than).
17.1% of stocks with today’s low < yesterday’s low. (82.9% greater than).

EVIDENCE OF INTRADAY TREND (20170329 11:44 am ET)
60.3% of stocks are above today’s open. (38.8% are below).
46.9% of stocks are above today’s open and yesterday’s close.
36.5% are below both.
4.7% of stocks opened above yesterday’s high.
23.8% of stocks opened above yesterday’s close. (70.4% opened below yesterday’s close).
3.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170329 11:44 am ET)
10.5% of stocks are in the top 10% of today’s range.
20.8% are in the top 20%.
57.6% are in the top half. 42.4% of stocks are in the bottom half of today’s range.
17.7% are in the bottom 20%.
9.6% are in the bottom 10%.

GAIN (20170329 11:44 am ET)
50.4% of stocks are above yesterday’s close. (49.6% are below.)
1.3% are up 4.5% or more. 0.2% are down 4.5% or more.
3.2% are up 3.5% or more. 0.6% are down 3.5% or more.
70.9% are between +1% and -1%.

RSI on DAILY (20170329 11:44 am ET)
2-day: >=95:11.9%…>=90:22.5%…>=80:36.3%…>=50:64.9%…<=20:12.1%…<=10:5.7%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:50.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:47.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170329 11:44 am ET)
30.4% above previous 1 highs, 8.3% below previous 1 lows
28.0% above previous 2 highs, 3.2% below previous 2 lows
23.6% above previous 3 highs, 3.0% below previous 3 lows
21.4% above previous 4 highs, 2.8% below previous 4 lows
20.3% above previous 5 highs, 2.4% below previous 5 lows
14.1% above previous 6 highs, 2.2% below previous 6 lows
12.8% above previous 7 highs, 2.1% below previous 7 lows
10.2% above previous 8 highs, 2.0% below previous 8 lows
9.7% above previous 9 highs, 1.9% below previous 9 lows
9.7% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170329 11:44 am ET)
50.4% are above or equal to 3/28 close (1 days ago), 49.6% are below.
75.1% are above or equal to 3/27 close (2 days ago), 24.9% are below.
69.4% are above or equal to 3/24 close (3 days ago), 30.6% are below.
65.1% are above or equal to 3/23 close (4 days ago), 34.9% are below.
66.1% are above or equal to 3/22 close (5 days ago), 33.9% are below.
68.7% are above or equal to 3/21 close (6 days ago), 31.3% are below.
40.7% are above or equal to 3/20 close (7 days ago), 59.3% are below.
36.9% are above or equal to 3/17 close (8 days ago), 63.1% are below.
37.8% are above or equal to 3/16 close (9 days ago), 62.2% are below.
38.5% are above or equal to 3/15 close (10 days ago), 61.5% are below.
55.6% are above or equal to 3/14 close (11 days ago), 44.4% are below.
47.5% are above or equal to 3/13 close (12 days ago), 52.5% are below.
50.9% are above or equal to 3/10 close (13 days ago), 49.1% are below.
56.0% are above or equal to 3/9 close (14 days ago), 44.0% are below.
50.8% are above or equal to 3/8 close (15 days ago), 49.2% are below.
46.5% are above or equal to 3/7 close (16 days ago), 53.5% are below.
40.7% are above or equal to 3/6 close (17 days ago), 59.3% are below.
36.1% are above or equal to 3/3 close (18 days ago), 63.9% are below.
36.1% are above or equal to 3/2 close (19 days ago), 63.9% are below.
29.0% are above or equal to 3/1 close (20 days ago), 71.0% are below.
39.7% are above or equal to 2/28 close (21 days ago), 60.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170329 11:44 am ET)
20d: 7.6% new highs, 2.2% new lows
21d: 7.6% new highs, 2.2% new lows
42d: 5.4% new highs, 0.6% new lows
63d: 5.2% new highs, 0.4% new lows
126d: 3.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170329 11:44 am ET)
2-day: 49.4% above, 50.6% below
3-day: 66.7% above, 33.3% below
4-day: 69.4% above, 30.6% below
5-day: 68.4% above, 31.6% below
8-day: 63.4% above, 36.6% below
10-day: 52.5% above, 47.5% below
20-day: 47.3% above, 52.7% below
50-day: 45.9% above, 54.1% below
200-day: 67.1% above, 32.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170329 11:44 am ET)
ENER(88): 2.25% Top=CRC WLL HES SN OAS MRO MUR HFC ….. EPD CVX XOM PSX VVV MDU NFG BAS=Bottom (Energy)
RETA(60): 1.40% Top=RH LL JCP SHLD ANF KSS JWN DKS ….. CVS CPRT BID WBA LOW HD KORS MIK=Bottom (Retail & Specialty Retail)
META(30): 0.48% Top=SND CNX TECK FMSA SLCA CDE RGLD PAAS ….. NUE GG STLD CMC X ARNC SLW AKS=Bottom (Metals & Mining)
CHEM(26): 0.31% Top=CC TROX CF HUN MOS EMN WLK PAH ….. SHW GRA RPM FMC APD DOW CE OLN=Bottom (Chemicals/Fertilizers)
MANU(34): 0.27% Top=DDD TEX KMT ETN ITT AGCO CFX FLS ….. SWK ROK DE DHR GE XYL ITW AOS=Bottom (Manufacturing)
LEIS(36): 0.21% Top=SONC CMG GPRO QSR MGM LQ YUMC H ….. MCD SIX DPZ CCL YUM RCL PK DNKN=Bottom (Leisure)
COSW(75): 0.16% Top=CSC FTNT TTD HPE YELP MTCH EQIX SPLK ….. CMCM VMW VEEV ADP NTES XRX FFIV NTNX=Bottom (Computer Software/Internet)
CONS(49): 0.11% Top=UAA FL ELF TPX FOSL LULU VFC PBI ….. SEE KS MAT NWL CLX BLL WRK SKX=Bottom (Consumer)
MATE(27): 0.04% Top=MDR VMC MLM SUM FLR TPH DAR WCN ….. OC RYN JELD EXP TOL WY SRCL USG=Bottom (Materials & Construction)
DISV(45): 0.02% Top=RRD KBR CNDT JEC ILG ZTO MYGN FDC ….. BAH V MA MCO HRB AMN PAYX FLT=Bottom (Diversified Services)
COHW(39): -0.05% Top=SSYS ACIA CTL LVLT S TDS WDC NTAP ….. VRSN ARRS CSCO CIEN ANET GOGO INFN FNSR=Bottom (Computer Hardware/Telecom)
ELEC(46): -0.19% Top=MXL OCLR SPWR SIMO PI BRKR CSIQ FSLR ….. AMKR TER CY CAVM ON CRUS XPER HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): -0.25% Top=IRWD DXCM STE HRC PRAH BKD RMD DVA ….. AET SYK IART MOH THC UNH OPK CYH=Bottom (Health)
REAL(102): -0.28% Top=IVR DLR ALLY WPG CBG QTS MPW MFA ….. CIM SLG LXP EXR PSA CUBE NLY TWO=Bottom (Real Estate)
FINA(92): -0.31% Top=YRD MS WETF OMF COF SLM NAVI SBNY ….. EFX NYCB ICE BOFI UMPQ WBS CLNS USB=Bottom (Banks/Financials)
INSU(30): -0.42% Top=AFSI MBI FNF UNM FAF L ORI BRO ….. CINF HIG AGO WLTW TMK TRV AFL PGR=Bottom (Insurance)
TRAN(24): -0.59% Top=WAB GWR FDX TRN CHRW KSU EXPD UNP ….. CSX JBHT ALK DAL ODFL LUV XPO JBLU=Bottom (Transportation)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:44 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:38 am

Market Stats at 10:37 am ET
by daytrend on 20170329. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 846.

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 (20170329 10:37 am ET)
33.5% of stocks are above yesterday’s high.
79.4% are above yesterday’s midpoint. (20.6% are below.)
4.7% are below yesterday’s low.
61.8% are inside yesterday’s range.
45.5% of stocks with today’s high > yesterday’s high. (54.5% less than).
15.6% of stocks with today’s low < yesterday’s low. (84.4% greater than).

EVIDENCE OF INTRADAY TREND (20170329 10:37 am ET)
70.2% of stocks are above today’s open. (28.0% are below).
55.2% of stocks are above today’s open and yesterday’s close.
25.9% are below both.
4.7% of stocks opened above yesterday’s high.
23.8% of stocks opened above yesterday’s close. (70.4% opened below yesterday’s close).
3.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170329 10:37 am ET)
32.2% of stocks are in the top 10% of today’s range.
49.5% are in the top 20%.
79.1% are in the top half. 20.9% of stocks are in the bottom half of today’s range.
4.1% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN (20170329 10:37 am ET)
58.5% of stocks are above yesterday’s close. (41.5% are below.)
1.1% are up 4.5% or more. 0.2% are down 4.5% or more.
2.5% are up 3.5% or more. 0.4% are down 3.5% or more.
74.0% are between +1% and -1%.

RSI on DAILY (20170329 10:37 am ET)
2-day: >=95:13.5%…>=90:25.3%…>=80:42.2%…>=50:72.9%…<=20:9.6%…<=10:4.4%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:51.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:49.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170329 10:37 am ET)
33.5% above previous 1 highs, 4.7% below previous 1 lows
30.4% above previous 2 highs, 2.1% below previous 2 lows
24.6% above previous 3 highs, 1.9% below previous 3 lows
21.6% above previous 4 highs, 1.8% below previous 4 lows
20.8% above previous 5 highs, 1.3% below previous 5 lows
14.3% above previous 6 highs, 1.3% below previous 6 lows
13.0% above previous 7 highs, 1.3% below previous 7 lows
10.9% above previous 8 highs, 1.2% below previous 8 lows
10.5% above previous 9 highs, 0.9% below previous 9 lows
10.4% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170329 10:37 am ET)
58.5% are above or equal to 3/28 close (1 days ago), 41.5% are below.
80.5% are above or equal to 3/27 close (2 days ago), 19.5% are below.
73.9% are above or equal to 3/24 close (3 days ago), 26.1% are below.
69.1% are above or equal to 3/23 close (4 days ago), 30.9% are below.
69.1% are above or equal to 3/22 close (5 days ago), 30.9% are below.
70.7% are above or equal to 3/21 close (6 days ago), 29.3% are below.
42.2% are above or equal to 3/20 close (7 days ago), 57.8% are below.
37.2% are above or equal to 3/17 close (8 days ago), 62.8% are below.
38.8% are above or equal to 3/16 close (9 days ago), 61.2% are below.
39.0% are above or equal to 3/15 close (10 days ago), 61.0% are below.
57.8% are above or equal to 3/14 close (11 days ago), 42.2% are below.
50.1% are above or equal to 3/13 close (12 days ago), 49.9% are below.
52.6% are above or equal to 3/10 close (13 days ago), 47.4% are below.
57.8% are above or equal to 3/9 close (14 days ago), 42.2% are below.
52.7% are above or equal to 3/8 close (15 days ago), 47.3% are below.
47.8% are above or equal to 3/7 close (16 days ago), 52.2% are below.
42.9% are above or equal to 3/6 close (17 days ago), 57.1% are below.
37.4% are above or equal to 3/3 close (18 days ago), 62.6% are below.
36.6% are above or equal to 3/2 close (19 days ago), 63.4% are below.
30.9% are above or equal to 3/1 close (20 days ago), 69.1% are below.
40.3% are above or equal to 2/28 close (21 days ago), 59.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170329 10:37 am ET)
20d: 7.2% new highs, 1.9% new lows
21d: 7.1% new highs, 1.9% new lows
42d: 5.1% new highs, 0.6% new lows
63d: 4.8% new highs, 0.4% new lows
126d: 3.0% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170329 10:37 am ET)
2-day: 57.1% above, 42.9% below
3-day: 76.5% above, 23.5% below
4-day: 74.7% above, 25.3% below
5-day: 72.9% above, 27.1% below
8-day: 67.7% above, 32.3% below
10-day: 55.7% above, 44.3% below
20-day: 49.9% above, 50.1% below
50-day: 46.5% above, 53.5% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170329 10:37 am ET)
RETA(60): 2.05% Top=RH SHLD LL JCP JWN ANF CHS KSS ….. CPRT BID CVS LOW WBA AAP MIK HD=Bottom (Retail & Specialty Retail)
ENER(88): 1.52% Top=RICE HFC HES MRO ECA GPOR MUR RRC ….. PSX CVX VVV RES ATW PAGP XOM NFG=Bottom (Energy)
META(30): 0.70% Top=CNX TECK SND SLCA CDE FMSA RGLD AGI ….. CMC ARNC CLF X GG STLD SCCO AKS=Bottom (Metals & Mining)
CHEM(26): 0.57% Top=CC TROX CF HUN MOS WLK EMN ALB ….. DD APD VSM GRA RPM OLN DOW CE=Bottom (Chemicals/Fertilizers)
LEIS(36): 0.55% Top=SONC CMG GPRO SHAK BLMN MGM BYD QSR ….. MCD RCL DRI YUM SEAS SIX PK DNKN=Bottom (Leisure)
CONS(49): 0.34% Top=UAA FL FOSL LULU VFC ELF COH TPX ….. SON MAT OI BERY SEE BLL WRK SKX=Bottom (Consumer)
COSW(75): 0.30% Top=CSC FTNT TTD YELP FEYE GRUB HPE MTCH ….. TWTR FIS CTXS ADP NTES XRX FFIV NTNX=Bottom (Computer Software/Internet)
MANU(34): 0.26% Top=KMT CFX TEX ETN DDD ITT FLS MHK ….. MRC IR DHR DE XYL MWA ITW AOS=Bottom (Manufacturing)
ELEC(46): 0.24% Top=MXL OCLR PI SPWR CSIQ AMD FSLR FTV ….. QRVO SWKS CAVM TER HIMX ON CRUS XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(39): 0.23% Top=ACIA CTL SSYS S LVLT TDS PANW VG ….. CDW CIEN CSCO PSTG ANET GOGO INFN FNSR=Bottom (Computer Hardware/Telecom)
DISV(45): 0.14% Top=RRD WTW KBR MYGN JEC URI CNDT SBAC ….. SERV TRU MA RBA TAL PAYX AMN FLT=Bottom (Diversified Services)
MATE(27): 0.12% Top=MDR SUM VMC MLM FAST TPH KBH MAS ….. EME WY TOL RYN SRCL PWR EXP USG=Bottom (Materials & Construction)
HEAL(43): -0.04% Top=DXCM IRWD RMD PRAH STE ALGN THC BKD ….. CNC TMO IART UNH A SYK OPK CYH=Bottom (Health)
TRAN(24): -0.11% Top=WAB GWR UNP FDX AAL NSC UAL SAVE ….. ALK CSX SWFT CP ODFL XPO LUV JBLU=Bottom (Transportation)
REAL(102): -0.15% Top=DLR IVR WPG PEI RLGY CBL SNH GGP ….. PSA EXR UNIT CUBE STWD CIM NLY TWO=Bottom (Real Estate)
FINA(92): -0.30% Top=YRD WETF MS NAVI COF SLM SBNY OMF ….. BEN EFX LAZ NYCB UMPQ WBS CLNS USB=Bottom (Banks/Financials)
INSU(30): -0.33% Top=FNF FAF MBI AFSI MTG AJG BRO L ….. LNC WLTW CLGX HIG TMK AXS TRV PGR=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:37 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:04 am

Market Stats at 10:04 am ET
by daytrend on 20170329. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 845.

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 (20170329 10:04 am ET)
19.2% of stocks are above yesterday’s high.
71.8% are above yesterday’s midpoint. (28.2% are below.)
5.6% are below yesterday’s low.
75.3% are inside yesterday’s range.
33.0% of stocks with today’s high > yesterday’s high. (67.0% less than).
14.8% of stocks with today’s low < yesterday’s low. (85.2% greater than).

EVIDENCE OF INTRADAY TREND (20170329 10:04 am ET)
57.6% of stocks are above today’s open. (40.0% are below).
38.8% of stocks are above today’s open and yesterday’s close.
35.9% are below both.
4.6% of stocks opened above yesterday’s high.
23.7% of stocks opened above yesterday’s close. (70.5% opened below yesterday’s close).
3.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170329 10:04 am ET)
16.8% of stocks are in the top 10% of today’s range.
29.2% are in the top 20%.
62.7% are in the top half. 37.3% of stocks are in the bottom half of today’s range.
9.9% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN (20170329 10:04 am ET)
45.0% of stocks are above yesterday’s close. (55.0% are below.)
0.4% are up 4.5% or more. 0.2% are down 4.5% or more.
0.7% are up 3.5% or more. 0.4% are down 3.5% or more.
85.1% are between +1% and -1%.

RSI on DAILY (20170329 10:04 am ET)
2-day: >=95:8.3%…>=90:16.7%…>=80:29.3%…>=50:64.3%…<=20:9.7%…<=10:3.6%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:45.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:44.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170329 10:04 am ET)
19.2% above previous 1 highs, 5.6% below previous 1 lows
16.4% above previous 2 highs, 1.7% below previous 2 lows
12.9% above previous 3 highs, 1.4% below previous 3 lows
11.2% above previous 4 highs, 1.3% below previous 4 lows
10.7% above previous 5 highs, 1.1% below previous 5 lows
7.3% above previous 6 highs, 1.1% below previous 6 lows
6.5% above previous 7 highs, 1.1% below previous 7 lows
5.3% above previous 8 highs, 0.9% below previous 8 lows
5.0% above previous 9 highs, 0.9% below previous 9 lows
5.0% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170329 10:04 am ET)
45.0% are above or equal to 3/28 close (1 days ago), 55.0% are below.
76.8% are above or equal to 3/27 close (2 days ago), 23.2% are below.
67.0% are above or equal to 3/24 close (3 days ago), 33.0% are below.
63.8% are above or equal to 3/23 close (4 days ago), 36.2% are below.
64.0% are above or equal to 3/22 close (5 days ago), 36.0% are below.
66.6% are above or equal to 3/21 close (6 days ago), 33.4% are below.
36.7% are above or equal to 3/20 close (7 days ago), 63.3% are below.
32.4% are above or equal to 3/17 close (8 days ago), 67.6% are below.
35.5% are above or equal to 3/16 close (9 days ago), 64.5% are below.
35.1% are above or equal to 3/15 close (10 days ago), 64.9% are below.
54.0% are above or equal to 3/14 close (11 days ago), 46.0% are below.
45.6% are above or equal to 3/13 close (12 days ago), 54.4% are below.
49.5% are above or equal to 3/10 close (13 days ago), 50.5% are below.
53.0% are above or equal to 3/9 close (14 days ago), 47.0% are below.
49.6% are above or equal to 3/8 close (15 days ago), 50.4% are below.
44.5% are above or equal to 3/7 close (16 days ago), 55.5% are below.
39.1% are above or equal to 3/6 close (17 days ago), 60.9% are below.
34.6% are above or equal to 3/3 close (18 days ago), 65.4% are below.
34.2% are above or equal to 3/2 close (19 days ago), 65.8% are below.
29.5% are above or equal to 3/1 close (20 days ago), 70.5% are below.
38.3% are above or equal to 2/28 close (21 days ago), 61.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170329 10:04 am ET)
20d: 5.6% new highs, 1.8% new lows
21d: 5.4% new highs, 1.8% new lows
42d: 4.0% new highs, 0.6% new lows
63d: 3.9% new highs, 0.4% new lows
126d: 2.5% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170329 10:04 am ET)
2-day: 43.0% above, 57.0% below
3-day: 68.6% above, 31.4% below
4-day: 68.6% above, 31.4% below
5-day: 67.2% above, 32.8% below
8-day: 60.6% above, 39.4% below
10-day: 48.3% above, 51.7% below
20-day: 43.7% above, 56.3% below
50-day: 44.9% above, 55.1% below
200-day: 66.6% above, 33.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170329 10:04 am ET)
RETA(59): 0.96% Top=RH SHLD ANF LL KSS W GES TGT ….. BID WBA KAR LOW CPRT BIG HD MIK=Bottom (Retail & Specialty Retail)
LEIS(36): 0.49% Top=SONC SHAK CMG GPRO BLMN BYD EAT YUMC ….. MAR YUM STAY CCL RCL SEAS PK DNKN=Bottom (Leisure)
ENER(88): 0.18% Top=HFC RICE ECA DVN RRC HES GPOR HLX ….. ATW RES CPE DO PAGP REN CRC FRAC=Bottom (Energy)
ELEC(46): 0.10% Top=MXL PI SPWR OCLR CSIQ FSLR FTV CGNX ….. TER AMKR CAVM MSCC XPER HIMX ON CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -0.00% Top=CC TROX CF HUN ALB PPG AXTA PX ….. FMC RPM DD OLN POT AGU CE DOW=Bottom (Chemicals/Fertilizers)
COSW(75): -0.00% Top=FTNT YELP MTCH PFPT SPLK BITA NOW SABR ….. FIS VIPS TWTR NTES CSC XRX FFIV NTNX=Bottom (Computer Software/Internet)
COHW(39): -0.01% Top=ACIA CTL PANW SSYS LVLT S VG TDS ….. PSTG TDC WDC CDW INFN STX VIAV FNSR=Bottom (Computer Hardware/Telecom)
CONS(49): -0.02% Top=UAA FL LULU FOSL ELF VFC GIL KATE ….. BERY PKG OI WRK SEE BLL MAT SKX=Bottom (Consumer)
HEAL(43): -0.09% Top=DXCM IRWD HCA RMD STE PRAH THC ALGN ….. PKI CNC TMO SYK VWR A OPK CYH=Bottom (Health)
DISV(45): -0.11% Top=RRD MYGN CNDT ILG SBAC HRB LDOS JEC ….. CAR SERV RBA PAYX AMN TAL LKSD FLT=Bottom (Diversified Services)
REAL(102): -0.11% Top=DLR PEI WPG MPW SNH DFT IVR CYS ….. BXMT ARI RHP LXP STWD CIM NLY TWO=Bottom (Real Estate)
META(30): -0.12% Top=SND TECK CNX RGLD CDE FNV AGI AEM ….. SCCO CMC SLW GG STLD CLF X AKS=Bottom (Metals & Mining)
MANU(34): -0.17% Top=KMT ETN CFX DDD TEX AME ITT MHK ….. XYL DE RS MWA ITW MRC ATI AOS=Bottom (Manufacturing)
INSU(30): -0.34% Top=AFSI FNF FAF AJG MBI XL BRO MMC ….. AFL WLTW TMK PRU AXS RDN PGR LNC=Bottom (Insurance)
MATE(27): -0.40% Top=SUM WCN VMC MLM RYN TPH MDR KBH ….. JELD TOL WY SRCL CAA PWR EXP USG=Bottom (Materials & Construction)
TRAN(24): -0.42% Top=WAB GWR SAVE FDX UAL CHRW AAL UNP ….. ODFL KSU LUV ALK CP TRN XPO SWFT=Bottom (Transportation)
FINA(92): -0.46% Top=YRD MS WETF NAVI COF BMO TD SLM ….. CLNS SIVB UMPQ PFG BEN TCB WBS USB=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 10:04 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

03/28/2017

Filed under: Market Stats — daytrend @ 3:11 pm

Closing Stats
by daytrend on 20170328. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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 (20170328 Closing)
61.2% of stocks are above yesterday’s high.
86.9% are above yesterday’s midpoint. (13.1% are below.)
2.1% are below yesterday’s low.
36.7% are inside yesterday’s range.
78.1% of stocks with today’s high > yesterday’s high. (21.9% less than).
16.8% of stocks with today’s low < yesterday’s low. (83.2% greater than).

EVIDENCE OF INTRADAY TREND (20170328 Closing)
83.4% of stocks are above today’s open. (15.4% are below).
79.8% of stocks are above today’s open and yesterday’s close.
13.5% are below both.
7.6% of stocks opened above yesterday’s high.
35.4% of stocks opened above yesterday’s close. (56.6% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170328 Closing)
15.6% of stocks are in the top 10% of today’s range.
40.8% are in the top 20%.
84.5% are in the top half. 15.5% of stocks are in the bottom half of today’s range.
3.3% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN (20170328 Closing)
82.6% of stocks are above yesterday’s close. (17.4% are below.)
2.0% are up 4.5% or more. 0.1% are down 4.5% or more.
4.1% are up 3.5% or more. 0.2% are down 3.5% or more.
54.0% are between +1% and -1%.

RSI on DAILY (20170328 Closing)
2-day: >=95:8.1%…>=90:18.7%…>=80:41.4%…>=50:76.5%…<=20:7.9%…<=10:2.9%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:47.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:45.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170328 Closing)
61.2% above previous 1 highs, 2.1% below previous 1 lows
32.1% above previous 2 highs, 1.4% below previous 2 lows
24.6% above previous 3 highs, 1.2% below previous 3 lows
23.1% above previous 4 highs, 1.1% below previous 4 lows
12.1% above previous 5 highs, 1.1% below previous 5 lows
10.1% above previous 6 highs, 0.8% below previous 6 lows
8.0% above previous 7 highs, 0.6% below previous 7 lows
6.9% above previous 8 highs, 0.6% below previous 8 lows
6.9% above previous 9 highs, 0.4% below previous 9 lows
6.7% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170328 Closing)
82.6% are above or equal to 3/27 close (1 days ago), 17.4% are below.
74.2% are above or equal to 3/24 close (2 days ago), 25.8% are below.
67.2% are above or equal to 3/23 close (3 days ago), 32.8% are below.
67.8% are above or equal to 3/22 close (4 days ago), 32.2% are below.
70.4% are above or equal to 3/21 close (5 days ago), 29.6% are below.
36.2% are above or equal to 3/20 close (6 days ago), 63.8% are below.
33.9% are above or equal to 3/17 close (7 days ago), 66.1% are below.
36.0% are above or equal to 3/16 close (8 days ago), 64.0% are below.
34.7% are above or equal to 3/15 close (9 days ago), 65.3% are below.
55.5% are above or equal to 3/14 close (10 days ago), 44.5% are below.
46.8% are above or equal to 3/13 close (11 days ago), 53.2% are below.
50.1% are above or equal to 3/10 close (12 days ago), 49.9% are below.
54.9% are above or equal to 3/9 close (13 days ago), 45.1% are below.
49.9% are above or equal to 3/8 close (14 days ago), 50.1% are below.
44.7% are above or equal to 3/7 close (15 days ago), 55.3% are below.
38.6% are above or equal to 3/6 close (16 days ago), 61.4% are below.
34.6% are above or equal to 3/3 close (17 days ago), 65.4% are below.
34.7% are above or equal to 3/2 close (18 days ago), 65.3% are below.
28.7% are above or equal to 3/1 close (19 days ago), 71.3% are below.
38.9% are above or equal to 2/28 close (20 days ago), 61.1% are below.
32.9% are above or equal to 2/27 close (21 days ago), 67.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170328 Closing)
20d: 7.3% new highs, 4.5% new lows
21d: 6.8% new highs, 4.5% new lows
42d: 5.4% new highs, 2.1% new lows
63d: 5.4% new highs, 2.0% new lows
126d: 4.1% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170328 Closing)
2-day: 81.6% above, 18.4% below
3-day: 78.7% above, 21.3% below
4-day: 75.6% above, 24.4% below
5-day: 72.1% above, 27.9% below
8-day: 57.5% above, 42.5% below
10-day: 46.9% above, 53.1% below
20-day: 42.8% above, 57.2% below
50-day: 45.1% above, 54.9% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170328 Closing)
ENER(90): 2.11% Top=REN CRC LPI QEP SM HLX ECA WLL ….. ETP WMB GPOR WPZ PBF MDU CVI DK=Bottom (Energy)
TRAN(24): 1.93% Top=UAL SWFT XPO JBLU TRN KSU LUV CSX ….. EXPD UNP GWR ALK UPS WAB DAL CHRW=Bottom (Transportation)
FINA(93): 1.47% Top=NAVI SLM TCB AMG SYF SCHW FRC WAL ….. APO NDAQ PYPL BX CBOE ARCC ATH YRD=Bottom (Banks/Financials)
CHEM(26): 1.44% Top=CC HUN TROX CF EMN WLK MOS PAH ….. POT ALB AGU GRA VSM MON CE IFF=Bottom (Chemicals/Fertilizers)
RETA(59): 1.32% Top=SHLD GME RH FINL JWN ANF KSS TLRD ….. AEO ORLY BABA CASY SBH ETSY TSCO W=Bottom (Retail & Specialty Retail)
LEIS(36): 1.27% Top=DRI CMG SONC SHAK BLMN MGM TXRH EAT ….. WYNN WYN YUMC SBUX MCD PK SIX SEAS=Bottom (Leisure)
MANU(34): 1.27% Top=ATI MRC PNR KMT RS DDD DOV PH ….. DCI HON GE FLS MHK AOS DHR MWA=Bottom (Manufacturing)
MATE(27): 1.13% Top=MDR JELD KBH TPH VMC FAST TOL MLM ….. DHI WM RSG OC EME WY DAR SRCL=Bottom (Materials & Construction)
DISV(45): 1.07% Top=FDC INFO URI ILG R AMN SERV WTW ….. LKSD G LDOS MCO SCI PAYX CXW MYGN=Bottom (Diversified Services)
INSU(30): 1.03% Top=CLGX AFSI MTG UNM MET AIG WLTW AGO ….. TRV AON HIG MMC CNO MBI FAF BRO=Bottom (Insurance)
CONS(51): 0.81% Top=SKX WRK COH ELF HBI PKG COTY TPX ….. WWW CLX WHR NWL CHD EL LULU KATE=Bottom (Consumer)
META(30): 0.50% Top=FMSA CMC SLCA SND AKS FCX STLD X ….. AG FNV ABX NEM CDE SSRI AEM GG=Bottom (Metals & Mining)
REAL(102): 0.49% Top=RLJ RLGY STOR SC PEB ALLY LHO BAM ….. STAG EQC ESRT VER SRC AMH LXP CBL=Bottom (Real Estate)
COSW(74): 0.41% Top=RHT XRX SHOP TSS ACN NCR CSRA CSC ….. MDRX CDNS SINA GRUB TWLO YELP CMCM TTD=Bottom (Computer Software/Internet)
ELEC(47): 0.33% Top=OCLR PI CSIQ AYI ON CGNX TRMB ADI ….. IDTI XLNX BRKR AMBA SPWR NVDA CY XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(39): 0.26% Top=WDC AAPL ANET TDC QCOM GOGO TDS SSYS ….. VIAV CIEN VSAT BBRY ZAYO ACIA PSTG INFN=Bottom (Computer Hardware/Telecom)
HEAL(43): 0.14% Top=OPK IRWD PRAH ANTM VWR DVA BKD CNC ….. HOLX STE IART HCA ACHC THC EW CYH=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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