daytrend

07/06/2015

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

Closing Stats
by daytrend on 20150706. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1013.

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 (20150706 Closing)
9.5% of stocks are above yesterday’s high.
27.9% are above yesterday’s midpoint. (72.1% are below.)
41.5% are below yesterday’s low.
49.1% are inside yesterday’s range.
21.3% of stocks with today’s high > yesterday’s high. (78.7% less than).
86.6% of stocks with today’s low < yesterday’s low. (13.4% greater than).

EVIDENCE OF INTRADAY TREND (20150706 Closing)
66.3% of stocks are above today’s open. (32.8% are below).
34.1% of stocks are above today’s open and yesterday’s close.
32.5% are below both.
0.4% of stocks opened above yesterday’s high.
2.7% of stocks opened above yesterday’s close. (96.8% opened below yesterday’s close).
64.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150706 Closing)
14.1% of stocks are in the top 10% of today’s range.
26.3% are in the top 20%.
57.1% are in the top half. 42.9% of stocks are in the bottom half of today’s range.
12.0% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20150706 Closing)
35.5% of stocks are above yesterday’s close. (64.5% are below.)
0.3% are up 4.5% or more. 4.4% are down 4.5% or more.
0.8% are up 3.5% or more. 7.5% are down 3.5% or more.
57.6% are between +1% and -1%.

RSI on DAILY (20150706 Closing)
2-day: >=95:1.5%…>=90:5.6%…>=80:14.0%…>=50:32.4%…<=20:37.0%…<=10:21.3%…<=5:13.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:24.8%…<=20:8.5%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:27.3%…<=20:1.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150706 Closing)
9.5% above previous 1 highs, 41.5% below previous 1 lows
6.1% above previous 2 highs, 33.3% below previous 2 lows
5.2% above previous 3 highs, 25.7% below previous 3 lows
3.9% above previous 4 highs, 23.8% below previous 4 lows
3.1% above previous 5 highs, 23.7% below previous 5 lows
2.3% above previous 6 highs, 23.7% below previous 6 lows
1.9% above previous 7 highs, 23.5% below previous 7 lows
1.7% above previous 8 highs, 23.3% below previous 8 lows
1.5% above previous 9 highs, 23.0% below previous 9 lows
1.4% above previous 10 highs, 22.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150706 Closing)
35.5% are above or equal to 7/2 close (1 days ago), 64.5% are below.
31.0% are above or equal to 7/1 close (2 days ago), 69.0% are below.
44.3% are above or equal to 6/30 close (3 days ago), 55.7% are below.
51.2% are above or equal to 6/29 close (4 days ago), 48.8% are below.
19.2% are above or equal to 6/26 close (5 days ago), 80.8% are below.
20.9% are above or equal to 6/25 close (6 days ago), 79.1% are below.
18.9% are above or equal to 6/24 close (7 days ago), 81.1% are below.
15.2% are above or equal to 6/23 close (8 days ago), 84.8% are below.
16.3% are above or equal to 6/22 close (9 days ago), 83.7% are below.
19.8% are above or equal to 6/19 close (10 days ago), 80.2% are below.
18.7% are above or equal to 6/18 close (11 days ago), 81.3% are below.
26.8% are above or equal to 6/17 close (12 days ago), 73.2% are below.
27.1% are above or equal to 6/16 close (13 days ago), 72.9% are below.
30.8% are above or equal to 6/15 close (14 days ago), 69.2% are below.
28.9% are above or equal to 6/12 close (15 days ago), 71.1% are below.
26.0% are above or equal to 6/11 close (16 days ago), 74.0% are below.
28.7% are above or equal to 6/10 close (17 days ago), 71.3% are below.
36.8% are above or equal to 6/9 close (18 days ago), 63.2% are below.
36.5% are above or equal to 6/8 close (19 days ago), 63.5% are below.
32.9% are above or equal to 6/5 close (20 days ago), 67.1% are below.
35.6% are above or equal to 6/4 close (21 days ago), 64.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150706 Closing)
20d: 2.3% new highs, 36.6% new lows
21d: 2.3% new highs, 35.1% new lows
42d: 1.9% new highs, 25.7% new lows
63d: 1.6% new highs, 21.5% new lows
126d: 1.3% new highs, 10.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150706 Closing)
2-day: 34.4% above, 65.6% below
3-day: 30.9% above, 69.1% below
4-day: 35.6% above, 64.4% below
5-day: 40.3% above, 59.7% below
8-day: 26.3% above, 73.7% below
10-day: 21.5% above, 78.5% below
20-day: 25.1% above, 74.9% below
50-day: 33.2% above, 66.8% below
200-day: 48.6% above, 51.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150706 Closing)
REAL(104): 0.59% Top=SBRA HT RPAI ARCP KRG RLGY TWO PKY ….. GGP ESRT CUZ KW DFT CBG OUT NRF=Bottom (Real Estate)
INSU(39): 0.00% Top=HRTG FNF FAF AXS ACGL WRB VR AFSI ….. PRU CNO RDN LNC SLF AGO MTG GNW=Bottom (Insurance)
RETA(71): -0.00% Top=GES SBH BURL LE JCP RH GME DKS ….. TIF BID W BABA PIR SHLD KORS DANG=Bottom (Retail & Specialty Retail)
HEAL(57): -0.17% Top=SPNC OPK MDXG MOH HYH HCA EW SEM ….. HLS ALGN ESRX MR HNT CNC AET WX=Bottom (Health)
LEIS(41): -0.19% Top=SHAK SIX LQ LVS CBRL BLMN BOJA SONC ….. QSR CCL WEN GPRO MGM SEAS SGMS QUNR=Bottom (Leisure)
MATE(33): -0.29% Top=DY CVA RYN VMC RSG OC MLM WM ….. PWR USG RYL BZH FLR DAR EXP BCC=Bottom (Materials & Construction)
DISV(53): -0.34% Top=EIGI ROL AHS GEO TW WSTC PAYX HRB ….. URI JEC ACM CAR MYGN KBR Z YY=Bottom (Diversified Services)
FINA(105): -0.42% Top=TLMR CBOE ESNT HAWK IBKR BNCL PHH WAL ….. SYF ETFC BX CG TCBI WETF TRCO WRLD=Bottom (Banks/Financials)
CONS(60): -0.51% Top=SKX BMS BERY EPC WWW SEE FL TPX ….. PVH OI ICON FBHS KATE DECK FOSL COH=Bottom (Consumer)
TRAN(37): -0.63% Top=UAL AAL ALK LUV DAL NAT VA HA ….. KEX EXPD TRN CNW TNK GLOP GBX TDW=Bottom (Transportation)
META(25): -0.84% Top=AEM GG ABX RGLD TAHO SLW FNV NEM ….. TCK SWC HSC FCX TMST CCJ SLCA CENX=Bottom (Metals & Mining)
CHEM(30): -0.84% Top=AXLL OMG AGU SHW GPRE DD OLN VAL ….. CF DOW CHMT EMN FMC WLK MEOH FTK=Bottom (Chemicals/Fertilizers)
COHW(49): -1.08% Top=OLED PANW NSR BBRY QCOM VRSN T HPQ ….. ZAYO PLCM UBNT STX RCI SYNA SMCI GOGO=Bottom (Computer Hardware/Telecom)
COSW(106): -1.38% Top=LC INOV TWOU VIPS WDAY PAYC INXN HUBS ….. BITA NTES CMCM VNET SINA SOHU SFUN WB=Bottom (Computer Software/Internet)
MANU(47): -1.63% Top=TILE ATU HON ITW SWK LECO CMI AOS ….. GNRC PNR JOY DDD GTLS ATI JKS SEDG=Bottom (Manufacturing)
ELEC(60): -1.69% Top=CPHD AMBA WAT IPGP CAVM CGNX TER GLW ….. CRUS SUNE MU CREE HIMX TSL INVN CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): -2.55% Top=PBF MPC WNR MWE DPM VLO HFC DK ….. EPE BAS QEP CLR SN OAS BCEI BBG=Bottom (Energy)

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

Filed under: Market Stats — daytrend @ 12:58 pm

Market Stats at 1:58 pm ET
by daytrend on 20150706. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1014.

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 (20150706 1:58 pm ET)
4.4% of stocks are above yesterday’s high.
17.9% are above yesterday’s midpoint. (82.1% are below.)
50.8% are below yesterday’s low.
44.8% are inside yesterday’s range.
19.0% of stocks with today’s high > yesterday’s high. (81.0% less than).
85.5% of stocks with today’s low < yesterday’s low. (14.5% greater than).

EVIDENCE OF INTRADAY TREND (20150706 1:58 pm ET)
58.3% of stocks are above today’s open. (40.7% are below).
23.4% of stocks are above today’s open and yesterday’s close.
40.4% are below both.
0.4% of stocks opened above yesterday’s high.
2.7% of stocks opened above yesterday’s close. (96.8% opened below yesterday’s close).
64.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150706 1:58 pm ET)
3.6% of stocks are in the top 10% of today’s range.
9.2% are in the top 20%.
37.5% are in the top half. 62.5% of stocks are in the bottom half of today’s range.
29.1% are in the bottom 20%.
18.2% are in the bottom 10%.

GAIN (20150706 1:58 pm ET)
24.8% of stocks are above yesterday’s close. (75.2% are below.)
0.2% are up 4.5% or more. 3.8% are down 4.5% or more.
0.7% are up 3.5% or more. 6.4% are down 3.5% or more.
56.2% are between +1% and -1%.

RSI on DAILY (20150706 1:58 pm ET)
2-day: >=95:1.1%…>=90:4.3%…>=80:10.4%…>=50:24.4%…<=20:43.3%…<=10:24.1%…<=5:14.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:21.1%…<=20:8.3%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:24.3%…<=20:2.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150706 1:58 pm ET)
4.4% above previous 1 highs, 50.8% below previous 1 lows
3.0% above previous 2 highs, 40.9% below previous 2 lows
2.6% above previous 3 highs, 31.7% below previous 3 lows
1.6% above previous 4 highs, 29.6% below previous 4 lows
1.2% above previous 5 highs, 29.5% below previous 5 lows
1.0% above previous 6 highs, 29.3% below previous 6 lows
0.9% above previous 7 highs, 29.1% below previous 7 lows
0.8% above previous 8 highs, 28.8% below previous 8 lows
0.8% above previous 9 highs, 28.6% below previous 9 lows
0.7% above previous 10 highs, 28.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150706 1:58 pm ET)
24.8% are above or equal to 7/2 close (1 days ago), 75.2% are below.
23.5% are above or equal to 7/1 close (2 days ago), 76.5% are below.
39.3% are above or equal to 6/30 close (3 days ago), 60.7% are below.
45.9% are above or equal to 6/29 close (4 days ago), 54.1% are below.
16.1% are above or equal to 6/26 close (5 days ago), 83.9% are below.
18.3% are above or equal to 6/25 close (6 days ago), 81.7% are below.
16.5% are above or equal to 6/24 close (7 days ago), 83.5% are below.
13.9% are above or equal to 6/23 close (8 days ago), 86.1% are below.
14.4% are above or equal to 6/22 close (9 days ago), 85.6% are below.
17.0% are above or equal to 6/19 close (10 days ago), 83.0% are below.
16.4% are above or equal to 6/18 close (11 days ago), 83.6% are below.
23.3% are above or equal to 6/17 close (12 days ago), 76.7% are below.
25.0% are above or equal to 6/16 close (13 days ago), 75.0% are below.
29.6% are above or equal to 6/15 close (14 days ago), 70.4% are below.
26.6% are above or equal to 6/12 close (15 days ago), 73.4% are below.
24.5% are above or equal to 6/11 close (16 days ago), 75.5% are below.
26.8% are above or equal to 6/10 close (17 days ago), 73.2% are below.
34.8% are above or equal to 6/9 close (18 days ago), 65.2% are below.
34.2% are above or equal to 6/8 close (19 days ago), 65.8% are below.
30.0% are above or equal to 6/5 close (20 days ago), 70.0% are below.
32.6% are above or equal to 6/4 close (21 days ago), 67.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150706 1:58 pm ET)
20d: 2.1% new highs, 35.4% new lows
21d: 2.1% new highs, 33.9% new lows
42d: 1.7% new highs, 24.4% new lows
63d: 1.4% new highs, 20.4% new lows
126d: 1.2% new highs, 9.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150706 1:58 pm ET)
2-day: 23.7% above, 76.3% below
3-day: 21.6% above, 78.4% below
4-day: 27.2% above, 72.8% below
5-day: 32.9% above, 67.1% below
8-day: 20.9% above, 79.1% below
10-day: 18.3% above, 81.7% below
20-day: 22.0% above, 78.0% below
50-day: 31.0% above, 69.0% below
200-day: 47.5% above, 52.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150706 1:58 pm ET)
REAL(104): 0.36% Top=CSG RPAI OHI HT DRE BEE ACC TWO ….. VTR ESRT MAC CBG NSM KW OUT NRF=Bottom (Real Estate)
RETA(71): -0.37% Top=GES BURL JCP LE SBH CAB DKS ZU ….. SHLD W BID RAD BABA PIR KORS DANG=Bottom (Retail & Specialty Retail)
MATE(33): -0.44% Top=DY RYN APOG RSG MLM CVA OC VMC ….. MAS RYL PWR BZH FLR DAR EXP BCC=Bottom (Materials & Construction)
INSU(39): -0.45% Top=HRTG ACGL WRB AXS FNF AFSI FAF VR ….. HIG SLF PRU MTG RDN AGO LNC GNW=Bottom (Insurance)
META(25): -0.49% Top=AEM ABX GG SLW FNV TAHO RGLD NEM ….. STLD TCK HSC FCX TMST CCJ CENX SLCA=Bottom (Metals & Mining)
LEIS(41): -0.50% Top=SHAK LVS SIX LQ WYNN BOBE BOJA DNKN ….. QSR WEN SEAS MGM HABT QUNR GPRO SGMS=Bottom (Leisure)
HEAL(57): -0.55% Top=SPNC OPK HCA MOH EW HYH DVA SEM ….. HLS XENT DGX HNT MR CNC WX AET=Bottom (Health)
DISV(53): -0.66% Top=EIGI GEO TW ROL AHS PAYX CXW WOOF ….. JEC RHI AL MYGN CAR KBR Z YY=Bottom (Diversified Services)
CONS(60): -0.72% Top=SCSS BMS SKX FL SEE WWW TPX CRI ….. PVH DECK VFC OI PAY COH FOSL RL=Bottom (Consumer)
CHEM(30): -0.85% Top=AXLL OMG AGU SHW GPRE POT MOS OLN ….. CF CE EMN CHMT FMC WLK MEOH FTK=Bottom (Chemicals/Fertilizers)
FINA(105): -1.00% Top=IBKR PHH ESNT CBOE OCN HAWK BNCL WBS ….. CFR CTLT ETFC CG TCBI TRCO WRLD WETF=Bottom (Banks/Financials)
TRAN(37): -1.04% Top=UAL NAT ALK AAL LUV DAL JBLU UNP ….. EXPD VA TRN CNW GLOP GBX TDW TNK=Bottom (Transportation)
COHW(49): -1.31% Top=OLED PANW NSR QCOM BBRY CCI CIEN T ….. RCI KN WDC STX UBNT SYNA SMCI GOGO=Bottom (Computer Hardware/Telecom)
MANU(47): -1.58% Top=LECO HON ATU ITT SWK ROK ITW KMT ….. GNRC PCP GTLS JOY DDD ATI SEDG JKS=Bottom (Manufacturing)
COSW(107): -1.67% Top=LC WDAY VIPS INOV SSNC LNKD SNCR EPAM ….. BITA CMCM NTES VNET SOHU SINA WB SFUN=Bottom (Computer Software/Internet)
ELEC(60): -2.00% Top=CPHD WAT GLW TRMB CGNX AMBA SNPS TER ….. SUNE MU MTSI INVN CREE TSL HIMX CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): -2.15% Top=PBF WNR VLO DK MPC HLX DPM NGLS ….. CJES QEP SN EPE BBG CLR BCEI OAS=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:58 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:49 am

Market Stats at 11:49 am ET
by daytrend on 20150706. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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 (20150706 11:49 am ET)
6.6% of stocks are above yesterday’s high.
28.3% are above yesterday’s midpoint. (71.7% are below.)
34.6% are below yesterday’s low.
58.8% are inside yesterday’s range.
18.4% of stocks with today’s high > yesterday’s high. (81.6% less than).
83.7% of stocks with today’s low < yesterday’s low. (16.3% greater than).

EVIDENCE OF INTRADAY TREND (20150706 11:49 am ET)
74.4% of stocks are above today’s open. (24.3% are below).
34.3% of stocks are above today’s open and yesterday’s close.
24.2% are below both.
0.4% of stocks opened above yesterday’s high.
2.7% of stocks opened above yesterday’s close. (96.8% opened below yesterday’s close).
64.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150706 11:49 am ET)
12.9% of stocks are in the top 10% of today’s range.
25.5% are in the top 20%.
67.8% are in the top half. 32.2% of stocks are in the bottom half of today’s range.
9.2% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20150706 11:49 am ET)
36.0% of stocks are above yesterday’s close. (64.0% are below.)
0.0% are up 4.5% or more. 2.4% are down 4.5% or more.
0.5% are up 3.5% or more. 3.7% are down 3.5% or more.
65.8% are between +1% and -1%.

RSI on DAILY (20150706 11:49 am ET)
2-day: >=95:1.1%…>=90:5.3%…>=80:13.2%…>=50:33.0%…<=20:34.0%…<=10:19.4%…<=5:12.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:24.7%…<=20:7.9%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:26.9%…<=20:1.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150706 11:49 am ET)
6.6% above previous 1 highs, 34.6% below previous 1 lows
4.2% above previous 2 highs, 27.4% below previous 2 lows
3.6% above previous 3 highs, 21.8% below previous 3 lows
2.5% above previous 4 highs, 20.1% below previous 4 lows
1.9% above previous 5 highs, 20.0% below previous 5 lows
1.7% above previous 6 highs, 20.0% below previous 6 lows
1.3% above previous 7 highs, 20.0% below previous 7 lows
1.2% above previous 8 highs, 19.9% below previous 8 lows
1.2% above previous 9 highs, 19.8% below previous 9 lows
1.1% above previous 10 highs, 19.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150706 11:49 am ET)
36.0% are above or equal to 7/2 close (1 days ago), 64.0% are below.
33.8% are above or equal to 7/1 close (2 days ago), 66.2% are below.
46.6% are above or equal to 6/30 close (3 days ago), 53.4% are below.
53.8% are above or equal to 6/29 close (4 days ago), 46.2% are below.
19.4% are above or equal to 6/26 close (5 days ago), 80.6% are below.
20.4% are above or equal to 6/25 close (6 days ago), 79.6% are below.
18.6% are above or equal to 6/24 close (7 days ago), 81.4% are below.
15.5% are above or equal to 6/23 close (8 days ago), 84.5% are below.
16.1% are above or equal to 6/22 close (9 days ago), 83.9% are below.
19.0% are above or equal to 6/19 close (10 days ago), 81.0% are below.
18.0% are above or equal to 6/18 close (11 days ago), 82.0% are below.
25.8% are above or equal to 6/17 close (12 days ago), 74.2% are below.
27.1% are above or equal to 6/16 close (13 days ago), 72.9% are below.
31.0% are above or equal to 6/15 close (14 days ago), 69.0% are below.
29.3% are above or equal to 6/12 close (15 days ago), 70.7% are below.
26.5% are above or equal to 6/11 close (16 days ago), 73.5% are below.
28.5% are above or equal to 6/10 close (17 days ago), 71.5% are below.
36.7% are above or equal to 6/9 close (18 days ago), 63.3% are below.
37.3% are above or equal to 6/8 close (19 days ago), 62.7% are below.
32.5% are above or equal to 6/5 close (20 days ago), 67.5% are below.
35.6% are above or equal to 6/4 close (21 days ago), 64.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150706 11:49 am ET)
20d: 2.0% new highs, 34.0% new lows
21d: 2.0% new highs, 32.5% new lows
42d: 1.6% new highs, 23.3% new lows
63d: 1.3% new highs, 19.5% new lows
126d: 1.1% new highs, 8.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150706 11:49 am ET)
2-day: 34.4% above, 65.6% below
3-day: 32.3% above, 67.7% below
4-day: 38.5% above, 61.5% below
5-day: 42.1% above, 57.9% below
8-day: 27.3% above, 72.7% below
10-day: 22.2% above, 77.8% below
20-day: 25.8% above, 74.2% below
50-day: 33.6% above, 66.4% below
200-day: 49.1% above, 50.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150706 11:49 am ET)
REAL(105): 0.46% Top=RPAI STOR PKY BEE RLGY RLJ CSG HT ….. WPG NRF TCO DFT CONE OUT NSM EJ=Bottom (Real Estate)
RETA(71): 0.14% Top=GES JCP BURL ROST DKS FINL SBH TGT ….. CHS BID ETSY BABA PIR W KORS DANG=Bottom (Retail & Specialty Retail)
INSU(39): -0.05% Top=HRTG WRB FAF ACGL FNF PGR AFSI AXS ….. MET MTG PRU SLF LNC RDN AMBC GNW=Bottom (Insurance)
MATE(33): -0.05% Top=DY PHM TPH MDC DHI RYN CVA VMC ….. RYL BZH MTZ PWR EXP DAR FLR BCC=Bottom (Materials & Construction)
LEIS(41): -0.12% Top=SHAK SIX LVS LQ BOJA BOBE ZOES SONC ….. HABT TVPT YUM QSR MGM SGMS GPRO QUNR=Bottom (Leisure)
CONS(60): -0.17% Top=SCSS FL BMS EPC SEE TPX SKX WWW ….. DECK AVP COH RFP RL PAY OI FOSL=Bottom (Consumer)
HEAL(57): -0.28% Top=OPK SPNC EW HCA CYH DVA MOH ACHC ….. ESRX DGX XENT HNT CNC MR AET WX=Bottom (Health)
DISV(53): -0.32% Top=GEO EIGI RCII ROL WSTC CXW AHS TW ….. Z MAN BLOX CAR KBR MYGN TNET YY=Bottom (Diversified Services)
TRAN(37): -0.35% Top=UAL NAT AAL ALK SWFT LUV WERN UNP ….. CHRW TRN EXPD VA GLOP TNK GBX TDW=Bottom (Transportation)
META(25): -0.40% Top=AEM ABX GG RGLD TAHO FNV SLW NEM ….. SWC TMST HSC FCX CENX TCK CCJ SLCA=Bottom (Metals & Mining)
CHEM(30): -0.49% Top=AXLL OMG AGU SHW POT MOS DD GPRE ….. CE CBT FMC CHMT ALB WLK FTK MEOH=Bottom (Chemicals/Fertilizers)
FINA(105): -0.69% Top=OCN ESNT CBOE HAWK BNCL CME IBKR PHH ….. ETFC WDR SYF CG TCBI CFR WRLD WETF=Bottom (Banks/Financials)
COHW(49): -0.96% Top=OLED PANW BBRY QCOM ARRS CIEN VRSN INFN ….. UBNT JDSU CCOI JNPR STX WDC SMCI GOGO=Bottom (Computer Hardware/Telecom)
ELEC(60): -1.01% Top=AMBA CPHD CAVM WAT FCS GLW MLNX SNPS ….. MCHP SPWR SIMO TSL CREE CSIQ INVN HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(47): -1.01% Top=ATU HON ITT SWK ITW LECO MRC BWXT ….. JOY SPW PCP GTLS DDD ATI SEDG JKS=Bottom (Manufacturing)
COSW(107): -1.17% Top=ATVI VIPS FB SNCR TWOU LNKD WDAY DATA ….. BITA ATHM NTES VNET SINA SOHU WB SFUN=Bottom (Computer Software/Internet)
ENER(96): -1.86% Top=MPC VLO WNR DK MWE PBF MMP TSO ….. SN CJES EPE CLR BBG OAS BAS BCEI=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:33 am

Market Stats at 11:33 am ET
by daytrend on 20150706. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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 (20150706 11:33 am ET)
5.8% of stocks are above yesterday’s high.
25.3% are above yesterday’s midpoint. (74.7% are below.)
37.4% are below yesterday’s low.
56.7% are inside yesterday’s range.
17.9% of stocks with today’s high > yesterday’s high. (82.1% less than).
83.7% of stocks with today’s low < yesterday’s low. (16.3% greater than).

EVIDENCE OF INTRADAY TREND (20150706 11:33 am ET)
72.2% of stocks are above today’s open. (26.3% are below).
29.8% of stocks are above today’s open and yesterday’s close.
26.0% are below both.
0.4% of stocks opened above yesterday’s high.
2.7% of stocks opened above yesterday’s close. (96.8% opened below yesterday’s close).
64.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150706 11:33 am ET)
5.0% of stocks are in the top 10% of today’s range.
16.4% are in the top 20%.
61.5% are in the top half. 38.5% of stocks are in the bottom half of today’s range.
10.7% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN (20150706 11:33 am ET)
31.7% of stocks are above yesterday’s close. (68.3% are below.)
0.0% are up 4.5% or more. 2.4% are down 4.5% or more.
0.2% are up 3.5% or more. 3.7% are down 3.5% or more.
66.8% are between +1% and -1%.

RSI on DAILY (20150706 11:33 am ET)
2-day: >=95:1.1%…>=90:4.5%…>=80:11.9%…>=50:31.0%…<=20:36.2%…<=10:20.3%…<=5:13.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:23.6%…<=20:7.5%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:25.5%…<=20:1.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150706 11:33 am ET)
5.8% above previous 1 highs, 37.4% below previous 1 lows
4.0% above previous 2 highs, 29.5% below previous 2 lows
3.3% above previous 3 highs, 23.3% below previous 3 lows
2.3% above previous 4 highs, 21.5% below previous 4 lows
1.6% above previous 5 highs, 21.3% below previous 5 lows
1.5% above previous 6 highs, 21.3% below previous 6 lows
1.3% above previous 7 highs, 21.3% below previous 7 lows
1.1% above previous 8 highs, 21.3% below previous 8 lows
1.1% above previous 9 highs, 21.1% below previous 9 lows
1.1% above previous 10 highs, 21.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150706 11:33 am ET)
31.7% are above or equal to 7/2 close (1 days ago), 68.3% are below.
30.5% are above or equal to 7/1 close (2 days ago), 69.5% are below.
44.7% are above or equal to 6/30 close (3 days ago), 55.3% are below.
51.7% are above or equal to 6/29 close (4 days ago), 48.3% are below.
18.3% are above or equal to 6/26 close (5 days ago), 81.7% are below.
20.0% are above or equal to 6/25 close (6 days ago), 80.0% are below.
18.5% are above or equal to 6/24 close (7 days ago), 81.5% are below.
14.8% are above or equal to 6/23 close (8 days ago), 85.2% are below.
15.7% are above or equal to 6/22 close (9 days ago), 84.3% are below.
18.3% are above or equal to 6/19 close (10 days ago), 81.7% are below.
17.7% are above or equal to 6/18 close (11 days ago), 82.3% are below.
24.8% are above or equal to 6/17 close (12 days ago), 75.2% are below.
25.8% are above or equal to 6/16 close (13 days ago), 74.2% are below.
30.5% are above or equal to 6/15 close (14 days ago), 69.5% are below.
28.5% are above or equal to 6/12 close (15 days ago), 71.5% are below.
26.3% are above or equal to 6/11 close (16 days ago), 73.7% are below.
28.1% are above or equal to 6/10 close (17 days ago), 71.9% are below.
35.5% are above or equal to 6/9 close (18 days ago), 64.5% are below.
36.3% are above or equal to 6/8 close (19 days ago), 63.7% are below.
31.5% are above or equal to 6/5 close (20 days ago), 68.5% are below.
35.0% are above or equal to 6/4 close (21 days ago), 65.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150706 11:33 am ET)
20d: 2.0% new highs, 34.0% new lows
21d: 2.0% new highs, 32.5% new lows
42d: 1.6% new highs, 23.3% new lows
63d: 1.3% new highs, 19.5% new lows
126d: 1.1% new highs, 8.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150706 11:33 am ET)
2-day: 30.1% above, 69.9% below
3-day: 28.9% above, 71.1% below
4-day: 36.5% above, 63.5% below
5-day: 40.0% above, 60.0% below
8-day: 25.4% above, 74.6% below
10-day: 20.8% above, 79.2% below
20-day: 24.9% above, 75.1% below
50-day: 33.1% above, 66.9% below
200-day: 48.7% above, 51.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150706 11:33 am ET)
REAL(105): 0.26% Top=RPAI CSG RLGY ARCP HT STOR PKY BEE ….. NRF VTR WPG CONE DFT OUT NSM EJ=Bottom (Real Estate)
RETA(71): 0.09% Top=GES BURL JCP DKS ROST FINL SBH CAB ….. ETSY BID CHS BABA PIR W KORS DANG=Bottom (Retail & Specialty Retail)
MATE(33): -0.10% Top=DY PHM KBH APOG DHI MDC TPH MTH ….. BZH RYL MTZ PWR DAR FLR EXP BCC=Bottom (Materials & Construction)
INSU(39): -0.11% Top=HRTG WRB FAF FNF ACGL PGR AXS XL ….. MET PRU MTG SLF RDN LNC AMBC GNW=Bottom (Insurance)
LEIS(41): -0.18% Top=SIX SHAK ZOES LQ LVS BOBE BOJA WYNN ….. TVPT WEN YUM QSR MGM SGMS QUNR GPRO=Bottom (Leisure)
CONS(60): -0.21% Top=SCSS FL BMS TPX WWW EPC SEE SKX ….. COH DECK RFP RL PAY AVP OI FOSL=Bottom (Consumer)
TRAN(37): -0.27% Top=UAL NAT AAL ALK LUV SWFT WERN DAL ….. CNW CHRW EXPD VA TNK GLOP GBX TDW=Bottom (Transportation)
HEAL(57): -0.37% Top=OPK EW SPNC HCA CYH DVA ACHC MOH ….. HLS DGX HNT CNC XENT MR WX AET=Bottom (Health)
DISV(53): -0.37% Top=EIGI GEO WSTC AHS RCII ROL CXW APOL ….. DV JEC BLOX CAR KBR TNET MYGN YY=Bottom (Diversified Services)
CHEM(30): -0.53% Top=OMG AXLL AGU SHW POT DD MOS GPRE ….. POL EMN CBT ALB CHMT WLK FTK MEOH=Bottom (Chemicals/Fertilizers)
META(25): -0.59% Top=AEM ABX GG RGLD FNV TAHO SLW CMC ….. HSC SWC TMST CENX TCK FCX CCJ SLCA=Bottom (Metals & Mining)
FINA(105): -0.84% Top=ESNT OCN HAWK PHH CBOE BNCL CME LEAF ….. ETFC HBHC SYF TCBI CG CFR WRLD WETF=Bottom (Banks/Financials)
COHW(49): -1.04% Top=OLED PANW BBRY QCOM CIEN VRSN CDW INFN ….. SNDK CCOI SYNA JNPR SMCI STX WDC GOGO=Bottom (Computer Hardware/Telecom)
ELEC(60): -1.05% Top=AMBA CAVM CPHD GLW WAT ITRI FCS CGNX ….. SIMO MTSI SPWR CREE TSL CSIQ INVN HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(47): -1.10% Top=ATU LECO SWK HON ITT AOS ZBRA MRC ….. SPW JOY PCP DDD GTLS ATI SEDG JKS=Bottom (Manufacturing)
COSW(107): -1.18% Top=SNCR ATVI LNKD FEYE FB VIPS SSNC TTWO ….. BITA ATHM NTES VNET SINA SOHU WB SFUN=Bottom (Computer Software/Internet)
ENER(96): -1.89% Top=MPC VLO WNR PBF DK MWE TSO MMP ….. LPI CLR EPE CJES BBG BAS BCEI OAS=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:33 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:20 am

Market Stats at 10:19 am ET
by daytrend on 20150706. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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 (20150706 10:19 am ET)
5.2% of stocks are above yesterday’s high.
26.9% are above yesterday’s midpoint. (73.1% are below.)
34.3% are below yesterday’s low.
60.5% are inside yesterday’s range.
8.3% of stocks with today’s high > yesterday’s high. (91.7% less than).
82.9% of stocks with today’s low < yesterday’s low. (17.1% greater than).

EVIDENCE OF INTRADAY TREND (20150706 10:19 am ET)
76.2% of stocks are above today’s open. (22.7% are below).
31.1% of stocks are above today’s open and yesterday’s close.
22.1% are below both.
0.4% of stocks opened above yesterday’s high.
2.7% of stocks opened above yesterday’s close. (96.8% opened below yesterday’s close).
64.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150706 10:19 am ET)
32.8% of stocks are in the top 10% of today’s range.
51.0% are in the top 20%.
81.7% are in the top half. 18.3% of stocks are in the bottom half of today’s range.
5.2% are in the bottom 20%.
2.9% are in the bottom 10%.

GAIN (20150706 10:19 am ET)
33.5% of stocks are above yesterday’s close. (66.5% are below.)
0.1% are up 4.5% or more. 2.2% are down 4.5% or more.
0.2% are up 3.5% or more. 3.5% are down 3.5% or more.
69.4% are between +1% and -1%.

RSI on DAILY (20150706 10:19 am ET)
2-day: >=95:0.8%…>=90:4.6%…>=80:11.9%…>=50:32.8%…<=20:34.6%…<=10:20.4%…<=5:11.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:24.0%…<=20:7.2%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:25.9%…<=20:1.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150706 10:19 am ET)
5.2% above previous 1 highs, 34.3% below previous 1 lows
3.2% above previous 2 highs, 28.0% below previous 2 lows
2.6% above previous 3 highs, 21.6% below previous 3 lows
2.0% above previous 4 highs, 19.7% below previous 4 lows
1.5% above previous 5 highs, 19.5% below previous 5 lows
1.3% above previous 6 highs, 19.5% below previous 6 lows
1.2% above previous 7 highs, 19.4% below previous 7 lows
0.9% above previous 8 highs, 19.4% below previous 8 lows
0.9% above previous 9 highs, 19.3% below previous 9 lows
0.9% above previous 10 highs, 19.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150706 10:19 am ET)
33.5% are above or equal to 7/2 close (1 days ago), 66.5% are below.
33.0% are above or equal to 7/1 close (2 days ago), 67.0% are below.
47.2% are above or equal to 6/30 close (3 days ago), 52.8% are below.
52.4% are above or equal to 6/29 close (4 days ago), 47.6% are below.
19.2% are above or equal to 6/26 close (5 days ago), 80.8% are below.
20.6% are above or equal to 6/25 close (6 days ago), 79.4% are below.
18.5% are above or equal to 6/24 close (7 days ago), 81.5% are below.
15.7% are above or equal to 6/23 close (8 days ago), 84.3% are below.
16.6% are above or equal to 6/22 close (9 days ago), 83.4% are below.
18.8% are above or equal to 6/19 close (10 days ago), 81.2% are below.
16.9% are above or equal to 6/18 close (11 days ago), 83.1% are below.
24.5% are above or equal to 6/17 close (12 days ago), 75.5% are below.
26.9% are above or equal to 6/16 close (13 days ago), 73.1% are below.
31.2% are above or equal to 6/15 close (14 days ago), 68.8% are below.
29.1% are above or equal to 6/12 close (15 days ago), 70.9% are below.
27.1% are above or equal to 6/11 close (16 days ago), 72.9% are below.
28.2% are above or equal to 6/10 close (17 days ago), 71.8% are below.
36.6% are above or equal to 6/9 close (18 days ago), 63.4% are below.
35.9% are above or equal to 6/8 close (19 days ago), 64.1% are below.
31.9% are above or equal to 6/5 close (20 days ago), 68.1% are below.
35.1% are above or equal to 6/4 close (21 days ago), 64.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150706 10:19 am ET)
20d: 1.3% new highs, 33.8% new lows
21d: 1.2% new highs, 32.2% new lows
42d: 1.0% new highs, 23.2% new lows
63d: 0.8% new highs, 19.3% new lows
126d: 0.6% new highs, 8.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150706 10:19 am ET)
2-day: 31.6% above, 68.4% below
3-day: 30.9% above, 69.1% below
4-day: 39.8% above, 60.2% below
5-day: 43.0% above, 57.0% below
8-day: 25.9% above, 74.1% below
10-day: 20.9% above, 79.1% below
20-day: 25.1% above, 74.9% below
50-day: 34.0% above, 66.0% below
200-day: 48.9% above, 51.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150706 10:19 am ET)
MATE(33): 0.35% Top=KBH TPH SPF MDC OC USG MTH PHM ….. WM FAST WCN PWR FLR MTZ EXP DAR=Bottom (Materials & Construction)
REAL(105): 0.29% Top=STOR RLJ OHI RLGY O KIM BEE RPAI ….. GLPI WPG VTR OUT NRF CONE NSM EJ=Bottom (Real Estate)
TRAN(37): 0.11% Top=UAL AAL ALK DAL LUV HA NAT WERN ….. FDX CNW STNG EXPD GLOP TNK GBX TDW=Bottom (Transportation)
RETA(71): 0.06% Top=GES BURL RH AEO FINL JCP DKS ROST ….. CHS PIR BABA ZU ETSY W KORS DANG=Bottom (Retail & Specialty Retail)
CONS(60): -0.02% Top=SCSS TPX FL CROX EPC BMS WWW SKX ….. VFC AVY FOSL COH MAT RL OI PAY=Bottom (Consumer)
HEAL(57): -0.08% Top=OPK IRWD EW CYH ABT HCA WMGI DVA ….. HLS MR HNT CNC ANTM XENT WX AET=Bottom (Health)
DISV(53): -0.30% Top=APOL AHS RCII GEO CXW WOOF AAN PAYX ….. SBAC DV MAN JEC Z KBR MYGN YY=Bottom (Diversified Services)
LEIS(41): -0.35% Top=ZOES SIX BOBE CBRL HLT HABT BOJA LVS ….. MAR EAT DPZ YUM MGM SGMS QUNR GPRO=Bottom (Leisure)
INSU(39): -0.46% Top=HRTG FAF AFSI WRB FNF ACGL CLGX RDN ….. AIG ACE LNC MET SLF AGO GNW AMBC=Bottom (Insurance)
CHEM(30): -0.59% Top=OMG AXLL AGU SHW MOS DD POT OLN ….. CE CBT CHMT POL FMC WLK MEOH FTK=Bottom (Chemicals/Fertilizers)
ELEC(60): -0.65% Top=CPHD CAVM FCS CGNX MLNX IPHI CY WAT ….. SIMO MTSI SPWR INVN CREE TSL CSIQ HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(49): -0.76% Top=OLED PANW BBRY QCOM INFN CIEN CDW CAMP ….. BRCD COMM RCI SNDK NSR GOGO STX WDC=Bottom (Computer Hardware/Telecom)
META(25): -0.81% Top=AEM FNV GG ABX NEM RGLD GOLD PAAS ….. AA TMST SWC SLCA CCJ FCX TCK CENX=Bottom (Metals & Mining)
FINA(105): -0.94% Top=ESNT FCB LEAF OCN CBOE HAWK PHH XOOM ….. SYF ETFC CMA ZION SLM HBHC CFR WETF=Bottom (Banks/Financials)
MANU(47): -1.00% Top=LECO DE SWK AOS ATU CFX TILE AGCO ….. XYL PCP JOY DDD ATI GTLS JKS SEDG=Bottom (Manufacturing)
COSW(107): -1.15% Top=TWOU ATVI CTSH VEEV SSNC PFPT FEYE QLYS ….. BITA VNET NTES CMCM SOHU SINA WB SFUN=Bottom (Computer Software/Internet)
ENER(96): -1.98% Top=MPC WNR VLO DK WMB PBF TSO BWP ….. QEP NBR CJES BBG SN BAS BCEI OAS=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:19 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:02 am

Market Stats at 10:02 am ET
by daytrend on 20150706. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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 (20150706 10:02 am ET)
2.6% of stocks are above yesterday’s high.
17.2% are above yesterday’s midpoint. (82.8% are below.)
40.1% are below yesterday’s low.
57.3% are inside yesterday’s range.
5.5% of stocks with today’s high > yesterday’s high. (94.5% less than).
82.7% of stocks with today’s low < yesterday’s low. (17.3% greater than).

EVIDENCE OF INTRADAY TREND (20150706 10:02 am ET)
73.3% of stocks are above today’s open. (25.5% are below).
21.7% of stocks are above today’s open and yesterday’s close.
25.0% are below both.
0.4% of stocks opened above yesterday’s high.
2.7% of stocks opened above yesterday’s close. (96.8% opened below yesterday’s close).
64.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150706 10:02 am ET)
16.7% of stocks are in the top 10% of today’s range.
37.6% are in the top 20%.
76.3% are in the top half. 23.7% of stocks are in the bottom half of today’s range.
7.8% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN (20150706 10:02 am ET)
23.3% of stocks are above yesterday’s close. (76.7% are below.)
0.0% are up 4.5% or more. 2.1% are down 4.5% or more.
0.1% are up 3.5% or more. 3.0% are down 3.5% or more.
69.7% are between +1% and -1%.

RSI on DAILY (20150706 10:02 am ET)
2-day: >=95:0.7%…>=90:2.6%…>=80:6.7%…>=50:24.7%…<=20:37.4%…<=10:21.1%…<=5:12.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:21.6%…<=20:7.6%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:24.0%…<=20:1.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150706 10:02 am ET)
2.6% above previous 1 highs, 40.1% below previous 1 lows
1.8% above previous 2 highs, 32.1% below previous 2 lows
1.4% above previous 3 highs, 24.2% below previous 3 lows
0.8% above previous 4 highs, 22.4% below previous 4 lows
0.5% above previous 5 highs, 22.2% below previous 5 lows
0.4% above previous 6 highs, 22.2% below previous 6 lows
0.3% above previous 7 highs, 22.2% below previous 7 lows
0.3% above previous 8 highs, 22.2% below previous 8 lows
0.3% above previous 9 highs, 22.1% below previous 9 lows
0.3% above previous 10 highs, 21.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150706 10:02 am ET)
23.3% are above or equal to 7/2 close (1 days ago), 76.7% are below.
25.3% are above or equal to 7/1 close (2 days ago), 74.7% are below.
43.4% are above or equal to 6/30 close (3 days ago), 56.6% are below.
49.4% are above or equal to 6/29 close (4 days ago), 50.6% are below.
15.8% are above or equal to 6/26 close (5 days ago), 84.2% are below.
18.6% are above or equal to 6/25 close (6 days ago), 81.4% are below.
16.7% are above or equal to 6/24 close (7 days ago), 83.3% are below.
13.3% are above or equal to 6/23 close (8 days ago), 86.7% are below.
14.0% are above or equal to 6/22 close (9 days ago), 86.0% are below.
17.0% are above or equal to 6/19 close (10 days ago), 83.0% are below.
16.7% are above or equal to 6/18 close (11 days ago), 83.3% are below.
23.3% are above or equal to 6/17 close (12 days ago), 76.7% are below.
25.5% are above or equal to 6/16 close (13 days ago), 74.5% are below.
30.3% are above or equal to 6/15 close (14 days ago), 69.7% are below.
27.1% are above or equal to 6/12 close (15 days ago), 72.9% are below.
25.8% are above or equal to 6/11 close (16 days ago), 74.2% are below.
27.1% are above or equal to 6/10 close (17 days ago), 72.9% are below.
34.5% are above or equal to 6/9 close (18 days ago), 65.5% are below.
34.3% are above or equal to 6/8 close (19 days ago), 65.7% are below.
30.3% are above or equal to 6/5 close (20 days ago), 69.7% are below.
34.0% are above or equal to 6/4 close (21 days ago), 66.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150706 10:02 am ET)
20d: 1.0% new highs, 33.6% new lows
21d: 0.9% new highs, 32.0% new lows
42d: 0.7% new highs, 22.8% new lows
63d: 0.6% new highs, 19.1% new lows
126d: 0.5% new highs, 8.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150706 10:02 am ET)
2-day: 22.2% above, 77.8% below
3-day: 22.2% above, 77.8% below
4-day: 31.3% above, 68.7% below
5-day: 36.3% above, 63.7% below
8-day: 20.9% above, 79.1% below
10-day: 17.9% above, 82.1% below
20-day: 23.2% above, 76.8% below
50-day: 32.4% above, 67.6% below
200-day: 48.5% above, 51.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150706 10:02 am ET)
REAL(105): -0.10% Top=STOR ARCP PMT CYS KIM OHI CSG NRZ ….. CUZ WPG NRF VTR OUT NSM CONE EJ=Bottom (Real Estate)
MATE(33): -0.11% Top=TPH KBH MDC DY SPF CVA OC USG ….. WM VMC WCN DAR PWR FLR MTZ EXP=Bottom (Materials & Construction)
TRAN(37): -0.13% Top=UAL AAL NAT DAL ALK CP WERN LUV ….. KEX KSU EXPD STNG GLOP TDW TNK GBX=Bottom (Transportation)
RETA(71): -0.18% Top=GES BURL LL RH JCP AEO CAB WFM ….. CHS PIR ETSY BABA ZU W KORS DANG=Bottom (Retail & Specialty Retail)
CONS(60): -0.33% Top=SCSS TPX CROX EPC FL WWW KMB SKX ….. VFC AVY BLL FOSL AVP RL OI PAY=Bottom (Consumer)
HEAL(57): -0.33% Top=IRWD EW OPK HCA CYH ABT ALGN WMGI ….. DGX HNT ANTM SPNC CNC XENT WX AET=Bottom (Health)
DISV(53): -0.50% Top=APOL AHS RCII PAYX WOOF GEO AAN HRB ….. BAH JEC CAR MAN KBR Z MYGN YY=Bottom (Diversified Services)
LEIS(41): -0.50% Top=ZOES HABT BOBE JACK LVS ARMK DNKN CBRL ….. YUM EXPE MAR TVPT MGM SGMS QUNR GPRO=Bottom (Leisure)
META(25): -0.52% Top=AEM ABX FNV RGLD GG NEM SLW HSC ….. X SWC TMST SLCA TCK CCJ FCX CENX=Bottom (Metals & Mining)
INSU(39): -0.62% Top=HRTG FAF AFSI FNF WRB ACGL CLGX RDN ….. TMK AIG AIZ MET LNC AGO GNW AMBC=Bottom (Insurance)
CHEM(30): -0.79% Top=OMG AXLL AGU MOS SHW POT OLN DD ….. POL FMC CHMT CE GPRE WLK FTK MEOH=Bottom (Chemicals/Fertilizers)
ELEC(60): -0.90% Top=CPHD FCS CGNX IPHI SIGM CAVM ATML NVDA ….. SIMO CREE SPWR MTSI SUNE TSL CSIQ HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(49): -0.92% Top=PANW BBRY OLED QCOM INFN CIEN CDW CCI ….. RCI LVLT GOGO SYNA COMM NSR STX WDC=Bottom (Computer Hardware/Telecom)
FINA(105): -0.96% Top=FCB HAWK ESNT CBOE XOOM TD PHH CATY ….. TCBI SYF HBHC ETFC ZION SLM CFR WETF=Bottom (Banks/Financials)
MANU(47): -1.11% Top=CFX DE BWXT ITT LECO ATU AOS SWK ….. WOR GNRC ATI JOY PCP DDD SEDG JKS=Bottom (Manufacturing)
COSW(107): -1.25% Top=VEEV QLYS CTSH ATVI IMPV TWOU SSNC SABR ….. BITA VNET NTES CMCM SINA SOHU SFUN WB=Bottom (Computer Software/Internet)
ENER(96): -1.60% Top=MPC WNR DK VLO BWP MMP TSO PBF ….. CVE CLR LPI EPE SN BAS BCEI OAS=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:02 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:44 am

Market Stats at 9:43 am ET
by daytrend on 20150706. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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 (20150706 9:43 am ET)
1.3% of stocks are above yesterday’s high.
11.8% are above yesterday’s midpoint. (88.2% are below.)
45.7% are below yesterday’s low.
53.0% are inside yesterday’s range.
3.1% of stocks with today’s high > yesterday’s high. (96.9% less than).
82.1% of stocks with today’s low < yesterday’s low. (17.9% greater than).

EVIDENCE OF INTRADAY TREND (20150706 9:43 am ET)
66.8% of stocks are above today’s open. (30.9% are below).
15.3% of stocks are above today’s open and yesterday’s close.
30.2% are below both.
0.4% of stocks opened above yesterday’s high.
2.7% of stocks opened above yesterday’s close. (96.8% opened below yesterday’s close).
64.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150706 9:43 am ET)
18.2% of stocks are in the top 10% of today’s range.
34.1% are in the top 20%.
71.0% are in the top half. 29.0% of stocks are in the bottom half of today’s range.
11.3% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN (20150706 9:43 am ET)
17.2% of stocks are above yesterday’s close. (82.8% are below.)
0.0% are up 4.5% or more. 2.6% are down 4.5% or more.
0.1% are up 3.5% or more. 4.3% are down 3.5% or more.
67.7% are between +1% and -1%.

RSI on DAILY (20150706 9:43 am ET)
2-day: >=95:0.5%…>=90:1.6%…>=80:6.0%…>=50:21.4%…<=20:42.1%…<=10:23.4%…<=5:14.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:20.6%…<=20:8.2%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:22.9%…<=20:1.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150706 9:43 am ET)
1.3% above previous 1 highs, 45.7% below previous 1 lows
0.8% above previous 2 highs, 36.6% below previous 2 lows
0.4% above previous 3 highs, 27.9% below previous 3 lows
0.2% above previous 4 highs, 25.9% below previous 4 lows
0.2% above previous 5 highs, 25.7% below previous 5 lows
0.2% above previous 6 highs, 25.6% below previous 6 lows
0.2% above previous 7 highs, 25.6% below previous 7 lows
0.2% above previous 8 highs, 25.6% below previous 8 lows
0.2% above previous 9 highs, 25.5% below previous 9 lows
0.2% above previous 10 highs, 24.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150706 9:43 am ET)
17.2% are above or equal to 7/2 close (1 days ago), 82.8% are below.
22.1% are above or equal to 7/1 close (2 days ago), 77.9% are below.
40.6% are above or equal to 6/30 close (3 days ago), 59.4% are below.
45.8% are above or equal to 6/29 close (4 days ago), 54.2% are below.
14.8% are above or equal to 6/26 close (5 days ago), 85.2% are below.
17.6% are above or equal to 6/25 close (6 days ago), 82.4% are below.
15.6% are above or equal to 6/24 close (7 days ago), 84.4% are below.
12.5% are above or equal to 6/23 close (8 days ago), 87.5% are below.
12.8% are above or equal to 6/22 close (9 days ago), 87.2% are below.
16.0% are above or equal to 6/19 close (10 days ago), 84.0% are below.
15.8% are above or equal to 6/18 close (11 days ago), 84.2% are below.
22.3% are above or equal to 6/17 close (12 days ago), 77.7% are below.
24.1% are above or equal to 6/16 close (13 days ago), 75.9% are below.
30.6% are above or equal to 6/15 close (14 days ago), 69.4% are below.
27.1% are above or equal to 6/12 close (15 days ago), 72.9% are below.
25.6% are above or equal to 6/11 close (16 days ago), 74.4% are below.
26.0% are above or equal to 6/10 close (17 days ago), 74.0% are below.
34.7% are above or equal to 6/9 close (18 days ago), 65.3% are below.
33.8% are above or equal to 6/8 close (19 days ago), 66.2% are below.
30.0% are above or equal to 6/5 close (20 days ago), 70.0% are below.
32.8% are above or equal to 6/4 close (21 days ago), 67.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150706 9:43 am ET)
20d: 0.2% new highs, 33.1% new lows
21d: 0.2% new highs, 31.5% new lows
42d: 0.1% new highs, 22.4% new lows
63d: 0.1% new highs, 18.7% new lows
126d: 0.1% new highs, 8.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150706 9:43 am ET)
2-day: 15.9% above, 84.1% below
3-day: 17.1% above, 82.9% below
4-day: 27.6% above, 72.4% below
5-day: 33.2% above, 66.8% below
8-day: 19.7% above, 80.3% below
10-day: 15.7% above, 84.3% below
20-day: 21.4% above, 78.6% below
50-day: 32.5% above, 67.5% below
200-day: 47.9% above, 52.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150706 9:43 am ET)
REAL(105): -0.15% Top=AGNC OHI NRZ KIM KRC WPC SBRA BMR ….. PLD CBG WPG CXP OUT CONE NSM EJ=Bottom (Real Estate)
RETA(71): -0.19% Top=GES CAB WFM SHLD FIVE JCP AAP ZUMZ ….. PIR GNC ZU BABA KORS ETSY W DANG=Bottom (Retail & Specialty Retail)
TRAN(37): -0.30% Top=UAL AAL DAL SAVE HA LUV ALK UNP ….. WAB GLOP XPO STNG GBX KEX TNK TDW=Bottom (Transportation)
CONS(60): -0.38% Top=EPC WHR FL CROX LULU KMB CLX TPX ….. PBI FBHS GT OI RFP MAT AVP PAY=Bottom (Consumer)
MATE(33): -0.51% Top=MDC TPH CVA RYN KBH WY PHM TOL ….. MYRG BZH BCC DAR EXP FLR MTZ PWR=Bottom (Materials & Construction)
HEAL(57): -0.61% Top=EW OPK AMED HCA CYH IRWD THC DVA ….. HLS HYH CNC SPNC ANTM WX XENT AET=Bottom (Health)
DISV(53): -0.62% Top=AHS GEO RCII APOL PAYX CXW WOOF SCI ….. WEX CAR JEC MAN MYGN KBR Z YY=Bottom (Diversified Services)
INSU(39): -0.63% Top=HRTG WRB FAF FNF ACGL AFSI ACE PGR ….. PRU AFL LNC AIG AGO MET GNW AMBC=Bottom (Insurance)
LEIS(41): -0.66% Top=ZOES DNKN CBRL DRI MCD BOBE CAKE SIX ….. MAR BOJA MGM GPRO WEN SGMS SHAK QUNR=Bottom (Leisure)
FINA(105): -0.94% Top=CBOE HAWK CME FCB XOOM ESNT GWB TRCO ….. UBSI IVZ ZION SLM HBHC CFR ETFC WETF=Bottom (Banks/Financials)
CHEM(30): -0.94% Top=AXLL OMG SHW VAL AGU MOS OLN PX ….. ALB CHMT HUN WLK CE GPRE MEOH FTK=Bottom (Chemicals/Fertilizers)
COHW(49): -0.95% Top=BBRY PANW CIEN QCOM CDW CCI INFN OLED ….. WIN COMM RCI GOGO SYNA NSR STX WDC=Bottom (Computer Hardware/Telecom)
ELEC(60): -1.01% Top=MLNX NVDA WAT CAVM ATML TSRA CPHD FCS ….. SCTY FSLR SPWR MEI SUNE TSL CSIQ HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): -1.22% Top=AEM FNV ABX GG RGLD NEM SLW CMC ….. CNX X SWC TCK CCJ FCX SLCA CENX=Bottom (Metals & Mining)
MANU(47): -1.29% Top=BWXT DE ITT MHK AOS ITW CFX SWK ….. BGC FLS PCP MRC ATI JOY SEDG JKS=Bottom (Manufacturing)
COSW(107): -1.37% Top=RNG CTSH VEEV DOX ADBE PFPT TTWO TWOU ….. BITA ATHM SINA SFUN NTES WB SOHU CMCM=Bottom (Computer Software/Internet)
ENER(96): -2.57% Top=MPC SHLX WNR VLO TSO MMP HFC BWP ….. WPX NBR LPI SN BBG BAS BCEI OAS=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

07/02/2015

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

Closing Stats
by daytrend on 20150702. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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 (20150702 Closing)
13.2% of stocks are above yesterday’s high.
37.9% are above yesterday’s midpoint. (62.1% are below.)
24.2% are below yesterday’s low.
62.6% are inside yesterday’s range.
39.4% of stocks with today’s high > yesterday’s high. (60.6% less than).
49.2% of stocks with today’s low < yesterday’s low. (50.8% greater than).

EVIDENCE OF INTRADAY TREND (20150702 Closing)
26.0% of stocks are above today’s open. (72.4% are below).
23.9% of stocks are above today’s open and yesterday’s close.
59.2% are below both.
18.9% of stocks opened above yesterday’s high.
71.6% of stocks opened above yesterday’s close. (23.6% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150702 Closing)
3.0% of stocks are in the top 10% of today’s range.
9.2% are in the top 20%.
32.6% are in the top half. 67.4% of stocks are in the bottom half of today’s range.
25.8% are in the bottom 20%.
9.5% are in the bottom 10%.

GAIN (20150702 Closing)
38.7% of stocks are above yesterday’s close. (61.3% are below.)
0.4% are up 4.5% or more. 0.8% are down 4.5% or more.
0.8% are up 3.5% or more. 1.7% are down 3.5% or more.
69.7% are between +1% and -1%.

RSI on DAILY (20150702 Closing)
2-day: >=95:0.7%…>=90:2.4%…>=80:10.5%…>=50:38.6%…<=20:23.6%…<=10:14.6%…<=5:9.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:24.8%…<=20:4.9%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:28.7%…<=20:1.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150702 Closing)
13.2% above previous 1 highs, 24.2% below previous 1 lows
9.8% above previous 2 highs, 13.5% below previous 2 lows
6.7% above previous 3 highs, 11.7% below previous 3 lows
4.7% above previous 4 highs, 11.7% below previous 4 lows
3.7% above previous 5 highs, 11.6% below previous 5 lows
2.8% above previous 6 highs, 11.5% below previous 6 lows
2.3% above previous 7 highs, 11.4% below previous 7 lows
1.8% above previous 8 highs, 11.1% below previous 8 lows
1.7% above previous 9 highs, 10.5% below previous 9 lows
1.5% above previous 10 highs, 10.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150702 Closing)
38.7% are above or equal to 7/1 close (1 days ago), 61.3% are below.
55.0% are above or equal to 6/30 close (2 days ago), 45.0% are below.
61.1% are above or equal to 6/29 close (3 days ago), 38.9% are below.
19.3% are above or equal to 6/26 close (4 days ago), 80.7% are below.
19.7% are above or equal to 6/25 close (5 days ago), 80.3% are below.
19.0% are above or equal to 6/24 close (6 days ago), 81.0% are below.
14.2% are above or equal to 6/23 close (7 days ago), 85.8% are below.
15.7% are above or equal to 6/22 close (8 days ago), 84.3% are below.
20.4% are above or equal to 6/19 close (9 days ago), 79.6% are below.
18.3% are above or equal to 6/18 close (10 days ago), 81.7% are below.
26.9% are above or equal to 6/17 close (11 days ago), 73.1% are below.
27.9% are above or equal to 6/16 close (12 days ago), 72.1% are below.
33.5% are above or equal to 6/15 close (13 days ago), 66.5% are below.
30.0% are above or equal to 6/12 close (14 days ago), 70.0% are below.
27.6% are above or equal to 6/11 close (15 days ago), 72.4% are below.
29.9% are above or equal to 6/10 close (16 days ago), 70.1% are below.
38.6% are above or equal to 6/9 close (17 days ago), 61.4% are below.
38.2% are above or equal to 6/8 close (18 days ago), 61.8% are below.
34.6% are above or equal to 6/5 close (19 days ago), 65.4% are below.
37.4% are above or equal to 6/4 close (20 days ago), 62.6% are below.
32.0% are above or equal to 6/3 close (21 days ago), 68.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150702 Closing)
20d: 5.1% new highs, 17.1% new lows
21d: 4.8% new highs, 17.0% new lows
42d: 3.7% new highs, 12.1% new lows
63d: 3.3% new highs, 10.0% new lows
126d: 2.3% new highs, 4.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150702 Closing)
2-day: 37.2% above, 62.8% below
3-day: 47.9% above, 52.1% below
4-day: 54.6% above, 45.4% below
5-day: 37.9% above, 62.1% below
8-day: 22.6% above, 77.4% below
10-day: 20.3% above, 79.7% below
20-day: 26.6% above, 73.4% below
50-day: 36.3% above, 63.7% below
200-day: 49.2% above, 50.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150702 Closing)
META(26): 0.73% Top=CNX CENX AEM GOLD NEM SLW PAAS TCK ….. HSC NUE TAHO CMC STLD SLCA TMST X=Bottom (Metals & Mining)
ENER(96): 0.40% Top=MMP TSO CIE ETE DPM ETP EPD ECA ….. RSPP UPL WPX BCEI SN EGN LPI EPE=Bottom (Energy)
TRAN(37): 0.31% Top=TNK JBLU TDW GBX CHRW ALK GLOP KEX ….. CNW KNX CSX DAL XPO JBHT SAVE TRN=Bottom (Transportation)
REAL(105): 0.22% Top=NSM PGRE PKY FR EQR SKT HT RLGY ….. NRZ KW GOV OUT STOR CSG LXP WRE=Bottom (Real Estate)
MANU(47): 0.09% Top=GTLS BWXT TEX DDD CRS MRC JOY EMR ….. ITT PNR TKR PCP RXN SEDG ATI GNRC=Bottom (Manufacturing)
ELEC(60): 0.07% Top=HIMX CY AVGO MU SMTC INTC QRVO LRCX ….. MTSI APH MSCC ON SPWR FSLR IPGP CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(39): -0.11% Top=AMBC GNW ACE FNF AFSI AIZ CLGX WSH ….. PGR AFL AXS VR ALL SLF PRU LNC=Bottom (Insurance)
CONS(60): -0.35% Top=FOSL SKX RL VFC PVH NKE UA PBI ….. EPC IP HAR AVP RFP WWW SCSS MLHR=Bottom (Consumer)
COHW(49): -0.38% Top=SYNA WDC ARRS STX TMUS SSYS HPQ HRS ….. LVLT CCOI NSR OLED CAMP PLCM UBNT SMCI=Bottom (Computer Hardware/Telecom)
LEIS(41): -0.39% Top=BLMN BOJA SBUX DNKN CCL WYNN MCD HOT ….. WEN SGMS ZOES LQ SEAS SONC QUNR SHAK=Bottom (Leisure)
DISV(53): -0.40% Top=APOL TW URI PAYX GEO MYGN TNET V ….. ACM ADT GDOT DV BLOX ROL EIGI AHS=Bottom (Diversified Services)
HEAL(58): -0.45% Top=HNT HLS VAR XENT THC A HOLX AMED ….. MDXG BAX DGX SEM AET MOH ZLTQ CNC=Bottom (Health)
RETA(71): -0.53% Top=EBAY PIR CST BIG KSS GPS NFLX SFM ….. ZU LL AEO BURL ANF DANG SHLD ETSY=Bottom (Retail & Specialty Retail)
MATE(32): -0.55% Top=PHM EXP LEN WCN CVA RSG DHI MLM ….. SPF MDC RYL KBH TPH MTZ APOG MYRG=Bottom (Materials & Construction)
CHEM(30): -0.62% Top=CE CBT FTK ALB MON IFF RPM DOW ….. EMN SHW GPRE CHMT DD AGU OLN AXLL=Bottom (Chemicals/Fertilizers)
COSW(107): -0.67% Top=CSOD QLIK SOHU SINA IACI ADSK TWTR NOW ….. RNG CYBR HUBS QLYS LC VDSI VIPS YELP=Bottom (Computer Software/Internet)
FINA(104): -0.79% Top=IBKR WETF CBOE CG LEAF KKR BX NDAQ ….. BXS PVTB WBS TCB HBHC FCB UBSI WU=Bottom (Banks/Financials)

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

Filed under: Market Stats — daytrend @ 2:40 pm

NOTE THESE ARE FROM 7/1.  Today is 7/2.

Market Stats at End of Day
by daytrend on 20150701. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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 (20150701 EOD)
29.8% of stocks are above yesterday’s high.
57.3% are above yesterday’s midpoint. (42.7% are below.)
20.2% are below yesterday’s low.
50.0% are inside yesterday’s range.
61.7% of stocks with today’s high > yesterday’s high. (38.3% less than).
39.3% of stocks with today’s low < yesterday’s low. (60.7% greater than).

EVIDENCE OF INTRADAY TREND (20150701 EOD)
38.2% of stocks are above today’s open. (61.0% are below).
37.6% of stocks are above today’s open and yesterday’s close.
35.5% are below both.
28.5% of stocks opened above yesterday’s high.
86.3% of stocks opened above yesterday’s close. (11.9% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150701 EOD)
17.3% of stocks are in the top 10% of today’s range.
24.5% are in the top 20%.
43.6% are in the top half. 56.4% of stocks are in the bottom half of today’s range.
24.9% are in the bottom 20%.
8.2% are in the bottom 10%.

GAIN (20150701 EOD)
63.9% of stocks are above yesterday’s close. (36.1% are below.)
0.9% are up 4.5% or more. 3.5% are down 4.5% or more.
1.6% are up 3.5% or more. 5.5% are down 3.5% or more.
47.9% are between +1% and -1%.

RSI on DAILY (20150701 EOD)
2-day: >=95:0.5%…>=90:1.5%…>=80:9.2%…>=50:50.6%…<=20:27.1%…<=10:18.7%…<=5:12.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:29.9%…<=20:5.5%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:33.0%…<=20:1.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150701 EOD)
29.8% above previous 1 highs, 20.2% below previous 1 lows
14.6% above previous 2 highs, 18.0% below previous 2 lows
7.6% above previous 3 highs, 17.6% below previous 3 lows
6.3% above previous 4 highs, 17.5% below previous 4 lows
5.0% above previous 5 highs, 17.4% below previous 5 lows
4.1% above previous 6 highs, 17.3% below previous 6 lows
3.5% above previous 7 highs, 16.7% below previous 7 lows
3.3% above previous 8 highs, 16.3% below previous 8 lows
3.2% above previous 9 highs, 16.1% below previous 9 lows
3.2% above previous 10 highs, 15.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150701 EOD)
63.9% are above or equal to 6/30 close (1 days ago), 36.1% are below.
67.4% are above or equal to 6/29 close (2 days ago), 32.6% are below.
19.8% are above or equal to 6/26 close (3 days ago), 80.2% are below.
23.2% are above or equal to 6/25 close (4 days ago), 76.8% are below.
21.4% are above or equal to 6/24 close (5 days ago), 78.6% are below.
15.5% are above or equal to 6/23 close (6 days ago), 84.5% are below.
16.7% are above or equal to 6/22 close (7 days ago), 83.3% are below.
23.1% are above or equal to 6/19 close (8 days ago), 76.9% are below.
20.7% are above or equal to 6/18 close (9 days ago), 79.3% are below.
29.7% are above or equal to 6/17 close (10 days ago), 70.3% are below.
29.0% are above or equal to 6/16 close (11 days ago), 71.0% are below.
35.7% are above or equal to 6/15 close (12 days ago), 64.3% are below.
31.6% are above or equal to 6/12 close (13 days ago), 68.4% are below.
30.0% are above or equal to 6/11 close (14 days ago), 70.0% are below.
32.7% are above or equal to 6/10 close (15 days ago), 67.3% are below.
41.6% are above or equal to 6/9 close (16 days ago), 58.4% are below.
42.1% are above or equal to 6/8 close (17 days ago), 57.9% are below.
37.0% are above or equal to 6/5 close (18 days ago), 63.0% are below.
38.8% are above or equal to 6/4 close (19 days ago), 61.2% are below.
34.0% are above or equal to 6/3 close (20 days ago), 66.0% are below.
36.8% are above or equal to 6/2 close (21 days ago), 63.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150701 EOD)
20d: 5.1% new highs, 26.5% new lows
21d: 5.1% new highs, 26.3% new lows
42d: 4.1% new highs, 22.3% new lows
63d: 3.6% new highs, 18.8% new lows
126d: 3.1% new highs, 11.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150701 EOD)
2-day: 63.1% above, 36.9% below
3-day: 66.1% above, 33.9% below
4-day: 47.6% above, 52.4% below
5-day: 37.3% above, 62.7% below
8-day: 22.4% above, 77.6% below
10-day: 21.7% above, 78.3% below
20-day: 30.5% above, 69.5% below
50-day: 37.4% above, 62.6% below
200-day: 50.3% above, 49.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150701 EOD)
INSU(39): 1.47% Top=HRTG HIG WRB CINF AWH TRV ACGL AXS ….. CNO AON AFSI WSH MTG GNW RDN AMBC=Bottom (Insurance)
REAL(105): 1.39% Top=CUZ PMT QTS PPS PEB MAC HST LHO ….. GLPI HME CBL NSM EJ NRF OUT CSG=Bottom (Real Estate)
FINA(104): 0.96% Top=UBSI IBKR LEAF HCBK TRCO FCB PVTB CBOE ….. WAL LM ACAS OCN APO WDR PHH JNS=Bottom (Banks/Financials)
CONS(60): 0.95% Top=SKX RFP RKT DECK CLX VFC TPX ICON ….. PBI OI BC CROX LULU GPK WHR EPC=Bottom (Consumer)
RETA(71): 0.59% Top=GME BBY DSW KORS ORLY TIF JCP AAP ….. SIG CST PIR SFM SBH LE DANG ZU=Bottom (Retail & Specialty Retail)
LEIS(41): 0.43% Top=WYNN QSR SGMS LVS LQ YUM MGM WYN ….. PLAY GPRO SONC CAKE QUNR EXPE BOJA WEN=Bottom (Leisure)
COHW(49): 0.35% Top=CAMP CIEN VRSN KN INFN SMCI HPQ UBNT ….. NMBL SSYS WIN BBRY TDC NSR SNDK SYNA=Bottom (Computer Hardware/Telecom)
DISV(53): 0.32% Top=DV HMHC BAH PRAA Z GPN FISV VNTV ….. AHS WEX RCII KBR ROL APOL YY URI=Bottom (Diversified Services)
MATE(32): 0.29% Top=AWI MYRG RYN MLM VMC WY BCC PHM ….. FAST FLR BZH TPH PWR DAR EXP MAS=Bottom (Materials & Construction)
COSW(107): -0.03% Top=EPAM BR NEWR EA ATVI RHT ULTI DOX ….. SOHU ATHM JD SINA CVLT TWOU CMCM INOV=Bottom (Computer Software/Internet)
TRAN(37): -0.13% Top=TNK NAT GBX STNG KNX KSU JBHT NSC ….. LUV GLOP TDW DAL UAL HA AAL JBLU=Bottom (Transportation)
CHEM(30): -0.15% Top=AGU SHW VAL PPG CF APD FTK MON ….. FMC ALB AXLL OLN MEOH GPRE WLK DD=Bottom (Chemicals/Fertilizers)
ELEC(60): -0.52% Top=AVGO AMAT NVDA LRCX KLAC MRVL TXN MLNX ….. MCHP HIMX SPWR INVN FSLR SCTY MTSI CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(58): -0.64% Top=AMED ACHC A HNT MOH SEM MD OPK ….. BKD KND HYH RMD PODD SPNC MDXG BAX=Bottom (Health)
MANU(47): -0.84% Top=SWK AOS ITW MHK ZBRA AME ROK CRS ….. JKS MRC AGCO TEX DDD GTLS JOY BWXT=Bottom (Manufacturing)
META(26): -1.23% Top=HSC CMC NUE TAHO STLD CCJ SWC TMST ….. AEM GOLD CENX PAAS CNX BVN TCK SLCA=Bottom (Metals & Mining)
ENER(96): -2.68% Top=DK TSO PBF WNR HFC VLO MPC PSX ….. MTDR CRZO UPL BCEI BAS OAS EPE BBG=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at End of Day 7/1 $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:31 pm

Market Stats at 2:30 pm ET
by daytrend on 20150702. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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 (20150702 2:30 pm ET)
11.4% of stocks are above yesterday’s high.
32.5% are above yesterday’s midpoint. (67.5% are below.)
30.4% are below yesterday’s low.
58.1% are inside yesterday’s range.
38.4% of stocks with today’s high > yesterday’s high. (61.6% less than).
47.9% of stocks with today’s low < yesterday’s low. (52.1% greater than).

EVIDENCE OF INTRADAY TREND (20150702 2:30 pm ET)
21.8% of stocks are above today’s open. (77.2% are below).
19.5% of stocks are above today’s open and yesterday’s close.
65.3% are below both.
18.9% of stocks opened above yesterday’s high.
71.6% of stocks opened above yesterday’s close. (23.6% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150702 2:30 pm ET)
2.5% of stocks are in the top 10% of today’s range.
6.0% are in the top 20%.
18.8% are in the top half. 81.2% of stocks are in the bottom half of today’s range.
43.6% are in the bottom 20%.
23.2% are in the bottom 10%.

GAIN (20150702 2:30 pm ET)
32.5% of stocks are above yesterday’s close. (67.5% are below.)
0.4% are up 4.5% or more. 1.1% are down 4.5% or more.
0.8% are up 3.5% or more. 1.7% are down 3.5% or more.
65.1% are between +1% and -1%.

RSI on DAILY (20150702 2:30 pm ET)
2-day: >=95:0.6%…>=90:2.4%…>=80:7.9%…>=50:32.4%…<=20:26.5%…<=10:15.6%…<=5:10.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:22.9%…<=20:5.0%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:26.6%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150702 2:30 pm ET)
11.4% above previous 1 highs, 30.4% below previous 1 lows
8.7% above previous 2 highs, 16.6% below previous 2 lows
5.6% above previous 3 highs, 14.4% below previous 3 lows
4.0% above previous 4 highs, 14.3% below previous 4 lows
3.3% above previous 5 highs, 13.9% below previous 5 lows
2.5% above previous 6 highs, 13.8% below previous 6 lows
1.9% above previous 7 highs, 13.7% below previous 7 lows
1.6% above previous 8 highs, 13.4% below previous 8 lows
1.5% above previous 9 highs, 12.7% below previous 9 lows
1.3% above previous 10 highs, 12.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150702 2:30 pm ET)
32.5% are above or equal to 7/1 close (1 days ago), 67.5% are below.
49.8% are above or equal to 6/30 close (2 days ago), 50.2% are below.
58.3% are above or equal to 6/29 close (3 days ago), 41.7% are below.
17.2% are above or equal to 6/26 close (4 days ago), 82.8% are below.
18.8% are above or equal to 6/25 close (5 days ago), 81.2% are below.
17.3% are above or equal to 6/24 close (6 days ago), 82.7% are below.
13.5% are above or equal to 6/23 close (7 days ago), 86.5% are below.
14.2% are above or equal to 6/22 close (8 days ago), 85.8% are below.
18.0% are above or equal to 6/19 close (9 days ago), 82.0% are below.
17.4% are above or equal to 6/18 close (10 days ago), 82.6% are below.
24.7% are above or equal to 6/17 close (11 days ago), 75.3% are below.
26.5% are above or equal to 6/16 close (12 days ago), 73.5% are below.
31.7% are above or equal to 6/15 close (13 days ago), 68.3% are below.
28.4% are above or equal to 6/12 close (14 days ago), 71.6% are below.
26.2% are above or equal to 6/11 close (15 days ago), 73.8% are below.
28.4% are above or equal to 6/10 close (16 days ago), 71.6% are below.
36.9% are above or equal to 6/9 close (17 days ago), 63.1% are below.
36.6% are above or equal to 6/8 close (18 days ago), 63.4% are below.
32.2% are above or equal to 6/5 close (19 days ago), 67.8% are below.
35.2% are above or equal to 6/4 close (20 days ago), 64.8% are below.
30.6% are above or equal to 6/3 close (21 days ago), 69.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150702 2:30 pm ET)
20d: 5.0% new highs, 15.9% new lows
21d: 4.8% new highs, 15.8% new lows
42d: 3.7% new highs, 10.9% new lows
63d: 3.3% new highs, 9.0% new lows
126d: 2.3% new highs, 4.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150702 2:30 pm ET)
2-day: 31.1% above, 68.9% below
3-day: 40.7% above, 59.3% below
4-day: 47.8% above, 52.2% below
5-day: 34.2% above, 65.8% below
8-day: 20.4% above, 79.6% below
10-day: 18.2% above, 81.8% below
20-day: 24.8% above, 75.2% below
50-day: 34.2% above, 65.8% below
200-day: 49.3% above, 50.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150702 2:30 pm ET)
ENER(96): 0.61% Top=MMP OAS EPD ETE EEP CIE ETP DPM ….. SN EXH CRZO MTDR CRR EGN LPI BAS=Bottom (Energy)
META(26): 0.44% Top=CNX AEM NEM CCJ TCK GG SLW RGLD ….. FCX NUE TAHO CMC SLCA STLD TMST X=Bottom (Metals & Mining)
REAL(105): 0.14% Top=NSM PKY PGRE FR HT SKT WRI DRH ….. OUT NRZ KW STOR GOV LXP CSG WRE=Bottom (Real Estate)
TRAN(37): 0.12% Top=TDW TNK JBLU GBX NAT ALK CHRW GLOP ….. SWFT EXPD JBHT CNW ODFL XPO SAVE TRN=Bottom (Transportation)
MANU(47): -0.19% Top=GTLS BWXT TEX DDD MRC CRS EMR KMT ….. SPW RXN PNR TKR ITT ZBRA ATI GNRC=Bottom (Manufacturing)
ELEC(60): -0.20% Top=HIMX SIMO MU INTC CY SMTC TSRA MRVL ….. MCHP MSCC CAVM ON SPWR TSL IPGP CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(39): -0.29% Top=AMBC GNW ACE AFSI TRV WRB FAF AIZ ….. CNO MTG HRTG MET SLF AFL PRU LNC=Bottom (Insurance)
CONS(60): -0.49% Top=FOSL SKX RL VFC PVH PG NKE PBI ….. WHR COTY RFP WWW AVP HAR SCSS MLHR=Bottom (Consumer)
COHW(49): -0.51% Top=SYNA WDC STX ARRS TMUS QCOM HPQ SSYS ….. NSR PANW CCOI GOGO PLCM OLED UBNT SMCI=Bottom (Computer Hardware/Telecom)
LEIS(41): -0.54% Top=BLMN BOJA SBUX WYNN CAKE PNK DNKN MCD ….. ZOES SGMS PLAY LQ SONC SEAS QUNR SHAK=Bottom (Leisure)
RETA(71): -0.60% Top=EBAY PIR BIG KSS CST GPS TIF LB ….. FINL AEO JCP BURL ANF DANG SHLD ETSY=Bottom (Retail & Specialty Retail)
CHEM(30): -0.70% Top=CE CBT ALB MON FTK RPM IFF OMG ….. SHW HUN CHMT EMN DD OLN AGU AXLL=Bottom (Chemicals/Fertilizers)
DISV(53): -0.71% Top=APOL TW TNET Z URI CAR V ULTA ….. SCI ADT YY BLOX DV ROL EIGI AHS=Bottom (Diversified Services)
MATE(32): -0.73% Top=PHM RYN EXP WCN CVA AWI RSG FLR ….. USG PWR RYL TPH KBH APOG MYRG MTZ=Bottom (Materials & Construction)
HEAL(58): -0.75% Top=HNT XENT HLS VAR A THC AMED HOLX ….. AET MOH INCR ZLTQ SEM ABMD SPNC CNC=Bottom (Health)
COSW(107): -0.98% Top=SINA CSOD WB QLIK SSNC ADSK SOHU NOW ….. CTSH CMCM CYBR QLYS LC VDSI VIPS YELP=Bottom (Computer Software/Internet)
FINA(104): -1.10% Top=IBKR WETF CG CBOE LEAF KKR APO NDAQ ….. MBFI WBS WRLD HBHC BXS TCB UBSI WU=Bottom (Banks/Financials)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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