daytrend

07/07/2015

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

Closing Stats
by daytrend on 20150707. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1012.

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 (20150707 Closing)
38.3% of stocks are above yesterday’s high.
67.2% are above yesterday’s midpoint. (32.8% are below.)
12.5% are below yesterday’s low.
49.2% are inside yesterday’s range.
51.4% of stocks with today’s high > yesterday’s high. (48.6% less than).
66.9% of stocks with today’s low < yesterday’s low. (33.1% greater than).

EVIDENCE OF INTRADAY TREND (20150707 Closing)
64.1% of stocks are above today’s open. (34.5% are below).
60.7% of stocks are above today’s open and yesterday’s close.
30.4% are below both.
16.4% of stocks opened above yesterday’s high.
51.3% of stocks opened above yesterday’s close. (43.1% opened below yesterday’s close).
7.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150707 Closing)
37.5% of stocks are in the top 10% of today’s range.
64.2% are in the top 20%.
90.7% are in the top half. 9.3% of stocks are in the bottom half of today’s range.
1.0% are in the bottom 20%.
0.2% are in the bottom 10%.

GAIN (20150707 Closing)
66.1% of stocks are above yesterday’s close. (33.9% are below.)
1.8% are up 4.5% or more. 2.1% are down 4.5% or more.
3.5% are up 3.5% or more. 2.9% are down 3.5% or more.
51.0% are between +1% and -1%.

RSI on DAILY (20150707 Closing)
2-day: >=95:8.2%…>=90:16.2%…>=80:26.9%…>=50:51.6%…<=20:24.5%…<=10:14.3%…<=5:8.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:33.0%…<=20:4.3%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:31.9%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150707 Closing)
38.3% above previous 1 highs, 12.5% below previous 1 lows
24.0% above previous 2 highs, 11.9% below previous 2 lows
20.1% above previous 3 highs, 10.8% below previous 3 lows
19.2% above previous 4 highs, 9.8% below previous 4 lows
15.9% above previous 5 highs, 9.0% below previous 5 lows
13.3% above previous 6 highs, 9.0% below previous 6 lows
11.6% above previous 7 highs, 8.8% below previous 7 lows
9.9% above previous 8 highs, 8.7% below previous 8 lows
8.7% above previous 9 highs, 8.6% below previous 9 lows
6.2% above previous 10 highs, 8.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150707 Closing)
66.1% are above or equal to 7/6 close (1 days ago), 33.9% are below.
47.5% are above or equal to 7/2 close (2 days ago), 52.5% are below.
46.0% are above or equal to 7/1 close (3 days ago), 54.0% are below.
50.6% are above or equal to 6/30 close (4 days ago), 49.4% are below.
55.8% are above or equal to 6/29 close (5 days ago), 44.2% are below.
27.2% are above or equal to 6/26 close (6 days ago), 72.8% are below.
28.3% are above or equal to 6/25 close (7 days ago), 71.7% are below.
26.2% are above or equal to 6/24 close (8 days ago), 73.8% are below.
21.6% are above or equal to 6/23 close (9 days ago), 78.4% are below.
21.8% are above or equal to 6/22 close (10 days ago), 78.2% are below.
23.9% are above or equal to 6/19 close (11 days ago), 76.1% are below.
22.6% are above or equal to 6/18 close (12 days ago), 77.4% are below.
30.2% are above or equal to 6/17 close (13 days ago), 69.8% are below.
31.1% are above or equal to 6/16 close (14 days ago), 68.9% are below.
35.6% are above or equal to 6/15 close (15 days ago), 64.4% are below.
32.1% are above or equal to 6/12 close (16 days ago), 67.9% are below.
29.3% are above or equal to 6/11 close (17 days ago), 70.7% are below.
31.5% are above or equal to 6/10 close (18 days ago), 68.5% are below.
38.8% are above or equal to 6/9 close (19 days ago), 61.2% are below.
37.6% are above or equal to 6/8 close (20 days ago), 62.4% are below.
35.2% are above or equal to 6/5 close (21 days ago), 64.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150707 Closing)
20d: 7.4% new highs, 44.8% new lows
21d: 7.2% new highs, 44.1% new lows
42d: 4.5% new highs, 32.0% new lows
63d: 3.5% new highs, 27.1% new lows
126d: 2.5% new highs, 14.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150707 Closing)
2-day: 65.1% above, 34.9% below
3-day: 54.7% above, 45.3% below
4-day: 49.9% above, 50.1% below
5-day: 49.9% above, 50.1% below
8-day: 39.5% above, 60.5% below
10-day: 35.1% above, 64.9% below
20-day: 31.9% above, 68.1% below
50-day: 34.8% above, 65.2% below
200-day: 50.4% above, 49.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150707 Closing)
ENER(96): 2.05% Top=BBG CLR SM NGLS RIG EPE PE WPX ….. EGN COG WMB RRC ETE DK VLO CJES=Bottom (Energy)
REAL(105): 1.45% Top=OUT NRF CYS AGNC NLY HCN GGP REG ….. AMH DLR DFT HME RLGY ACC CUZ GLPI=Bottom (Real Estate)
MATE(33): 0.94% Top=LEN EXP TPH DHI KBH MTZ TOL FAST ….. DAR DY AWI MYRG OC BCC USG APOG=Bottom (Materials & Construction)
RETA(71): 0.91% Top=JCP GME OUTR JWN COST KSS RAD AEO ….. ETSY ASNA BABA SIG DDS RH CST DANG=Bottom (Retail & Specialty Retail)
TRAN(37): 0.87% Top=TDW SWFT KSU AAL GBX HA ALK DAL ….. ODFL EXPD CNW NAT AAWW VA GLOP TNK=Bottom (Transportation)
LEIS(40): 0.86% Top=WYNN PNK MGM LVS SONC SGMS GPRO CBRL ….. WEN BOJA YUM LQ LOCO HABT SHAK QUNR=Bottom (Leisure)
CONS(61): 0.58% Top=LULU CHD PG CL CLX KMB AVP EL ….. GT CRI COTY HBI SCSS FOSL EPC RFP=Bottom (Consumer)
INSU(39): 0.52% Top=AGO PGR WRB AIZ GNW ALL FAF TRV ….. AJG SLF LNC WSH RDN MET PRU HRTG=Bottom (Insurance)
HEAL(56): 0.23% Top=SPNC RMD PODD DXCM MD EW ALGN BSX ….. ANTM HWAY UNH HNT AET BAX MOH MR=Bottom (Health)
COHW(49): 0.23% Top=UBNT BRCD STX CTL CAMP SSYS EMC CCI ….. BCE SMCI ANET CCOI INFN OLED PANW GOGO=Bottom (Computer Hardware/Telecom)
DISV(53): 0.09% Top=ADT MYGN RHI ULTA TMH GEO DV CAR ….. EIGI FLT AHS TW HMSY BLOX YY XRS=Bottom (Diversified Services)
MANU(47): 0.05% Top=TEX ATI LECO DHR MHK MRC CAT GTLS ….. KMT AGCO BGC JOY TILE AOS JKS SEDG=Bottom (Manufacturing)
ELEC(59): -0.07% Top=HIMX SUNE CREE SCTY FSLR IPGP CSIQ FLEX ….. MXIM SWKS NVDA MLNX ITRI SIMO MTSI TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30): -0.44% Top=SHW GPRE VAL APD CBT DOW CHMT PX ….. MOS CE DD AXLL POT CF OLN AGU=Bottom (Chemicals/Fertilizers)
FINA(106): -0.55% Top=WETF WRLD LEAF ICE CTLT WDR OCN WU ….. ZION IBKR BNCL GWB TCBI CFR HBHC CMA=Bottom (Banks/Financials)
COSW(105): -0.64% Top=ADSK EA NOW SABR GWRE CA SWI VEEV ….. JD BITA SINA WB SOHU ATHM VNET CMCM=Bottom (Computer Software/Internet)
META(25): -2.03% Top=TCK X CENX SLCA NUE CCJ CMC TMST ….. GOLD AEM TAHO SWC ABX PAAS NEM SLW=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 2:32 pm

Market Stats at 3:31 pm ET
by daytrend on 20150707. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1012.

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 (20150707 3:31 pm ET)
38.8% of stocks are above yesterday’s high.
67.3% are above yesterday’s midpoint. (32.7% are below.)
11.8% are below yesterday’s low.
49.4% are inside yesterday’s range.
49.4% of stocks with today’s high > yesterday’s high. (50.6% less than).
66.9% of stocks with today’s low < yesterday’s low. (33.1% greater than).

EVIDENCE OF INTRADAY TREND (20150707 3:31 pm ET)
65.2% of stocks are above today’s open. (33.6% are below).
61.3% of stocks are above today’s open and yesterday’s close.
29.2% are below both.
16.4% of stocks opened above yesterday’s high.
51.3% of stocks opened above yesterday’s close. (43.1% opened below yesterday’s close).
7.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150707 3:31 pm ET)
53.0% of stocks are in the top 10% of today’s range.
69.1% are in the top 20%.
90.9% are in the top half. 9.1% of stocks are in the bottom half of today’s range.
1.0% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN (20150707 3:31 pm ET)
67.1% of stocks are above yesterday’s close. (32.9% are below.)
2.2% are up 4.5% or more. 1.9% are down 4.5% or more.
3.6% are up 3.5% or more. 2.9% are down 3.5% or more.
49.8% are between +1% and -1%.

RSI on DAILY (20150707 3:31 pm ET)
2-day: >=95:8.5%…>=90:15.5%…>=80:26.7%…>=50:53.6%…<=20:23.9%…<=10:14.4%…<=5:8.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:33.1%…<=20:3.9%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:31.9%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150707 3:31 pm ET)
38.8% above previous 1 highs, 11.8% below previous 1 lows
23.8% above previous 2 highs, 11.5% below previous 2 lows
20.4% above previous 3 highs, 10.6% below previous 3 lows
19.7% above previous 4 highs, 9.5% below previous 4 lows
16.1% above previous 5 highs, 8.6% below previous 5 lows
13.5% above previous 6 highs, 8.6% below previous 6 lows
11.7% above previous 7 highs, 8.4% below previous 7 lows
9.9% above previous 8 highs, 8.3% below previous 8 lows
8.6% above previous 9 highs, 8.2% below previous 9 lows
6.1% above previous 10 highs, 8.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150707 3:31 pm ET)
67.1% are above or equal to 7/6 close (1 days ago), 32.9% are below.
48.5% are above or equal to 7/2 close (2 days ago), 51.5% are below.
46.3% are above or equal to 7/1 close (3 days ago), 53.7% are below.
51.2% are above or equal to 6/30 close (4 days ago), 48.8% are below.
55.4% are above or equal to 6/29 close (5 days ago), 44.6% are below.
27.3% are above or equal to 6/26 close (6 days ago), 72.7% are below.
28.9% are above or equal to 6/25 close (7 days ago), 71.1% are below.
26.5% are above or equal to 6/24 close (8 days ago), 73.5% are below.
21.9% are above or equal to 6/23 close (9 days ago), 78.1% are below.
21.8% are above or equal to 6/22 close (10 days ago), 78.2% are below.
23.2% are above or equal to 6/19 close (11 days ago), 76.8% are below.
22.7% are above or equal to 6/18 close (12 days ago), 77.3% are below.
30.2% are above or equal to 6/17 close (13 days ago), 69.8% are below.
31.3% are above or equal to 6/16 close (14 days ago), 68.7% are below.
36.0% are above or equal to 6/15 close (15 days ago), 64.0% are below.
31.9% are above or equal to 6/12 close (16 days ago), 68.1% are below.
29.2% are above or equal to 6/11 close (17 days ago), 70.8% are below.
31.8% are above or equal to 6/10 close (18 days ago), 68.2% are below.
39.1% are above or equal to 6/9 close (19 days ago), 60.9% are below.
37.8% are above or equal to 6/8 close (20 days ago), 62.2% are below.
35.1% are above or equal to 6/5 close (21 days ago), 64.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150707 3:31 pm ET)
20d: 7.1% new highs, 44.8% new lows
21d: 7.0% new highs, 44.1% new lows
42d: 4.2% new highs, 32.0% new lows
63d: 3.3% new highs, 27.1% new lows
126d: 2.4% new highs, 14.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150707 3:31 pm ET)
2-day: 65.8% above, 34.2% below
3-day: 55.8% above, 44.2% below
4-day: 51.0% above, 49.0% below
5-day: 49.9% above, 50.1% below
8-day: 40.0% above, 60.0% below
10-day: 35.1% above, 64.9% below
20-day: 30.9% above, 69.1% below
50-day: 34.9% above, 65.1% below
200-day: 50.5% above, 49.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150707 3:31 pm ET)
ENER(96): 2.27% Top=BBG SM RIG CLR EPE NGLS PE WPX ….. COG EGN WMB VLO RRC ETE DK CJES=Bottom (Energy)
REAL(105): 1.58% Top=OUT NRF CYS AGNC REG GGP NLY HCN ….. RLGY AMH CONE DFT HME ACC CUZ GLPI=Bottom (Real Estate)
RETA(71): 0.94% Top=JCP COST LE GME JWN KSS OUTR AEO ….. AN NFLX BABA DDS SIG RH CST DANG=Bottom (Retail & Specialty Retail)
LEIS(40): 0.91% Top=WYNN PNK MGM LVS GPRO SONC BLMN CBRL ….. WEN BOJA YUM LOCO LQ HABT QUNR SHAK=Bottom (Leisure)
MATE(33): 0.88% Top=LEN EXP TPH KBH DHI PWR FAST TOL ….. MAS DY MYRG AWI OC BCC USG APOG=Bottom (Materials & Construction)
TRAN(37): 0.80% Top=TDW KSU SWFT AAL GBX HA ALK DAL ….. ODFL EXPD CNW NAT AAWW VA GLOP TNK=Bottom (Transportation)
CONS(61): 0.55% Top=LULU AVP CLX PG CL KMB CHD UFS ….. CRI FOSL MLHR GT HBI SCSS EPC RFP=Bottom (Consumer)
INSU(39): 0.43% Top=PGR AGO WRB AIZ GNW ALL TRV FAF ….. ACGL SLF LNC WSH MET PRU RDN HRTG=Bottom (Insurance)
COHW(49): 0.28% Top=UBNT BRCD STX HPQ CTL CAMP LXK CCI ….. ZAYO ANET OLED SMCI CCOI INFN PANW GOGO=Bottom (Computer Hardware/Telecom)
DISV(53): 0.15% Top=ADT MYGN CAR RHI ULTA GEO CXW TMH ….. EIGI FLT AHS TW HMSY BLOX YY XRS=Bottom (Diversified Services)
HEAL(56): 0.14% Top=SPNC RMD EW ALGN HOLX MD BSX PODD ….. ANTM HWAY UNH AET BAX HNT MOH MR=Bottom (Health)
MANU(47): 0.13% Top=ATI TEX MRC MHK DHR LECO CAT ITW ….. EMR AGCO BGC TILE JOY JKS AOS SEDG=Bottom (Manufacturing)
ELEC(59): 0.07% Top=HIMX SUNE CREE SCTY CSIQ IPGP FSLR FLEX ….. LRCX SWKS NVDA MLNX ITRI MTSI SIMO TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30): -0.35% Top=GPRE SHW VAL CHMT DOW APD PX CBT ….. MOS DD CE POT AXLL OLN CF AGU=Bottom (Chemicals/Fertilizers)
COSW(105): -0.60% Top=ADSK EA NOW SABR CA VEEV CRM INTU ….. JD SINA WB BITA ATHM SOHU VNET CMCM=Bottom (Computer Software/Internet)
FINA(106): -0.62% Top=WETF WRLD ICE LEAF WDR CTLT TRCO WU ….. OZRK ZION LAZ GWB TCBI HBHC CFR CMA=Bottom (Banks/Financials)
META(25): -1.74% Top=X TCK CENX CMC NUE SLCA CCJ AA ….. GOLD CNX ABX PAAS SWC TAHO NEM SLW=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:31 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:10 pm

Market Stats at 2:09 pm ET
by daytrend on 20150707. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1012.

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 (20150707 2:09 pm ET)
21.8% of stocks are above yesterday’s high.
45.7% are above yesterday’s midpoint. (54.3% are below.)
26.1% are below yesterday’s low.
52.1% are inside yesterday’s range.
40.0% of stocks with today’s high > yesterday’s high. (60.0% less than).
66.8% of stocks with today’s low < yesterday’s low. (33.2% greater than).

EVIDENCE OF INTRADAY TREND (20150707 2:09 pm ET)
39.3% of stocks are above today’s open. (59.7% are below).
35.3% of stocks are above today’s open and yesterday’s close.
54.2% are below both.
16.4% of stocks opened above yesterday’s high.
51.3% of stocks opened above yesterday’s close. (43.1% opened below yesterday’s close).
7.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150707 2:09 pm ET)
8.7% of stocks are in the top 10% of today’s range.
26.1% are in the top 20%.
73.4% are in the top half. 26.6% of stocks are in the bottom half of today’s range.
4.7% are in the bottom 20%.
2.1% are in the bottom 10%.

GAIN (20150707 2:09 pm ET)
42.0% of stocks are above yesterday’s close. (58.0% are below.)
0.4% are up 4.5% or more. 3.0% are down 4.5% or more.
1.0% are up 3.5% or more. 5.3% are down 3.5% or more.
54.7% are between +1% and -1%.

RSI on DAILY (20150707 2:09 pm ET)
2-day: >=95:5.2%…>=90:12.1%…>=80:17.9%…>=50:33.9%…<=20:45.5%…<=10:28.5%…<=5:16.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:25.8%…<=20:8.9%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:25.6%…<=20:1.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150707 2:09 pm ET)
21.8% above previous 1 highs, 26.1% below previous 1 lows
14.2% above previous 2 highs, 25.1% below previous 2 lows
12.2% above previous 3 highs, 23.3% below previous 3 lows
11.4% above previous 4 highs, 21.6% below previous 4 lows
10.3% above previous 5 highs, 20.4% below previous 5 lows
8.9% above previous 6 highs, 20.4% below previous 6 lows
7.3% above previous 7 highs, 20.0% below previous 7 lows
6.1% above previous 8 highs, 19.8% below previous 8 lows
5.3% above previous 9 highs, 19.7% below previous 9 lows
3.3% above previous 10 highs, 19.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150707 2:09 pm ET)
42.0% are above or equal to 7/6 close (1 days ago), 58.0% are below.
33.7% are above or equal to 7/2 close (2 days ago), 66.3% are below.
32.1% are above or equal to 7/1 close (3 days ago), 67.9% are below.
41.4% are above or equal to 6/30 close (4 days ago), 58.6% are below.
44.4% are above or equal to 6/29 close (5 days ago), 55.6% are below.
21.3% are above or equal to 6/26 close (6 days ago), 78.7% are below.
22.7% are above or equal to 6/25 close (7 days ago), 77.3% are below.
22.2% are above or equal to 6/24 close (8 days ago), 77.8% are below.
17.7% are above or equal to 6/23 close (9 days ago), 82.3% are below.
17.8% are above or equal to 6/22 close (10 days ago), 82.2% are below.
19.8% are above or equal to 6/19 close (11 days ago), 80.2% are below.
19.6% are above or equal to 6/18 close (12 days ago), 80.4% are below.
25.7% are above or equal to 6/17 close (13 days ago), 74.3% are below.
26.5% are above or equal to 6/16 close (14 days ago), 73.5% are below.
31.4% are above or equal to 6/15 close (15 days ago), 68.6% are below.
27.6% are above or equal to 6/12 close (16 days ago), 72.4% are below.
25.9% are above or equal to 6/11 close (17 days ago), 74.1% are below.
28.2% are above or equal to 6/10 close (18 days ago), 71.8% are below.
34.8% are above or equal to 6/9 close (19 days ago), 65.2% are below.
33.6% are above or equal to 6/8 close (20 days ago), 66.4% are below.
31.9% are above or equal to 6/5 close (21 days ago), 68.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150707 2:09 pm ET)
20d: 5.4% new highs, 44.8% new lows
21d: 5.2% new highs, 44.1% new lows
42d: 3.3% new highs, 32.0% new lows
63d: 2.5% new highs, 27.1% new lows
126d: 1.7% new highs, 14.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150707 2:09 pm ET)
2-day: 41.2% above, 58.8% below
3-day: 34.3% above, 65.7% below
4-day: 33.0% above, 67.0% below
5-day: 35.6% above, 64.4% below
8-day: 30.9% above, 69.1% below
10-day: 27.4% above, 72.6% below
20-day: 25.8% above, 74.2% below
50-day: 30.7% above, 69.3% below
200-day: 47.4% above, 52.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150707 2:09 pm ET)
REAL(105): 1.13% Top=OUT NRF CYS GGP AGNC ARCP REG ESRT ….. HME BAM EQC CONE RLGY ACC CUZ GLPI=Bottom (Real Estate)
ENER(96): 0.56% Top=BBG RIG CLR PAGP SM WPX NGLS EPE ….. ECA EGN BCEI SN RRC DK QEP CJES=Bottom (Energy)
RETA(71): 0.21% Top=JCP KSS COST JWN AEO GME SBH OUTR ….. NFLX ASNA SIG AN BABA RH CST DANG=Bottom (Retail & Specialty Retail)
MATE(33): 0.18% Top=LEN EXP TPH DHI TOL PHM SPF FAST ….. MAS MYRG AWI DY APOG OC BCC USG=Bottom (Materials & Construction)
LEIS(40): 0.10% Top=WYNN PNK MGM LVS GPRO SONC CBRL BLMN ….. LQ SEAS YUM TVPT LOCO HABT SHAK QUNR=Bottom (Leisure)
CONS(61): -0.21% Top=LULU CLX PG KMB CL CHD EL SPB ….. GEF SCSS HBI SKX KS GT EPC RFP=Bottom (Consumer)
TRAN(37): -0.23% Top=TDW KSU SWFT AAL HA JBHT ALK NSC ….. GWR STNG AAWW TRN VA NAT GLOP TNK=Bottom (Transportation)
INSU(39): -0.28% Top=AMBC AIZ WRB PGR ALL AGO TRV AFSI ….. MTG AXS SLF LNC RDN MET PRU HRTG=Bottom (Insurance)
DISV(53): -0.40% Top=MYGN ADT GEO CAR GDOT RHI CXW ULTA ….. WEX HMSY TW AHS BLOX EIGI YY XRS=Bottom (Diversified Services)
HEAL(56): -0.51% Top=SPNC RMD ALGN MD EW BSX ZLTQ PODD ….. BKD ACHC HNT UNH AET MOH BAX MR=Bottom (Health)
COHW(49): -0.63% Top=UBNT CCI CAMP CTL BRCD HPQ FNSR JDSU ….. ZAYO CCOI OLED INFN SMCI PANW ANET GOGO=Bottom (Computer Hardware/Telecom)
ELEC(59): -1.00% Top=HIMX SUNE CREE SCTY FSLR ON FLEX GRMN ….. LRCX INVN QRVO SWKS ITRI SIMO MTSI TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(47): -1.04% Top=LECO MHK DHR TEX TKR ATI DE CAT ….. KMT TILE BGC JOY DDD AOS JKS SEDG=Bottom (Manufacturing)
CHEM(30): -1.08% Top=SHW VAL OMG APD PX GPRE CHMT DOW ….. POT MEOH FTK CF CE OLN AXLL AGU=Bottom (Chemicals/Fertilizers)
FINA(106): -1.35% Top=WETF ICE CTLT TRCO PSEC XOOM WU SYF ….. WAL ZION CFR IBKR TCBI LAZ CMA HBHC=Bottom (Banks/Financials)
COSW(105): -1.47% Top=ADSK EA SABR NOW VEEV CA ATVI WDAY ….. SINA ATHM SFUN WUBA BITA SOHU CMCM VNET=Bottom (Computer Software/Internet)
META(25): -3.14% Top=CENX X NUE CCJ GG CMC AA TCK ….. FCX CNX ABX PAAS NEM SWC TAHO SLW=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:38 am

Market Stats at 12:38 pm ET
by daytrend on 20150707. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1012.

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 (20150707 12:38 pm ET)
15.7% of stocks are above yesterday’s high.
34.2% are above yesterday’s midpoint. (65.8% are below.)
37.2% are below yesterday’s low.
47.1% are inside yesterday’s range.
34.6% of stocks with today’s high > yesterday’s high. (65.4% less than).
66.7% of stocks with today’s low < yesterday’s low. (33.3% greater than).

EVIDENCE OF INTRADAY TREND (20150707 12:38 pm ET)
28.8% of stocks are above today’s open. (70.1% are below).
25.5% of stocks are above today’s open and yesterday’s close.
64.9% are below both.
16.4% of stocks opened above yesterday’s high.
51.3% of stocks opened above yesterday’s close. (43.1% opened below yesterday’s close).
7.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150707 12:38 pm ET)
13.6% of stocks are in the top 10% of today’s range.
21.6% are in the top 20%.
50.2% are in the top half. 49.8% of stocks are in the bottom half of today’s range.
9.7% are in the bottom 20%.
2.5% are in the bottom 10%.

GAIN (20150707 12:38 pm ET)
31.7% of stocks are above yesterday’s close. (68.3% are below.)
0.3% are up 4.5% or more. 3.8% are down 4.5% or more.
0.6% are up 3.5% or more. 6.3% are down 3.5% or more.
48.5% are between +1% and -1%.

RSI on DAILY (20150707 12:38 pm ET)
2-day: >=95:4.3%…>=90:9.2%…>=80:14.1%…>=50:26.6%…<=20:52.8%…<=10:33.8%…<=5:19.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:22.9%…<=20:9.7%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:22.8%…<=20:2.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150707 12:38 pm ET)
15.7% above previous 1 highs, 37.2% below previous 1 lows
10.3% above previous 2 highs, 36.2% below previous 2 lows
9.3% above previous 3 highs, 34.2% below previous 3 lows
8.9% above previous 4 highs, 31.3% below previous 4 lows
8.1% above previous 5 highs, 29.7% below previous 5 lows
7.3% above previous 6 highs, 29.6% below previous 6 lows
5.8% above previous 7 highs, 29.0% below previous 7 lows
4.7% above previous 8 highs, 28.8% below previous 8 lows
4.3% above previous 9 highs, 28.8% below previous 9 lows
2.3% above previous 10 highs, 28.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150707 12:38 pm ET)
31.7% are above or equal to 7/6 close (1 days ago), 68.3% are below.
26.9% are above or equal to 7/2 close (2 days ago), 73.1% are below.
27.1% are above or equal to 7/1 close (3 days ago), 72.9% are below.
35.9% are above or equal to 6/30 close (4 days ago), 64.1% are below.
39.8% are above or equal to 6/29 close (5 days ago), 60.2% are below.
19.4% are above or equal to 6/26 close (6 days ago), 80.6% are below.
20.0% are above or equal to 6/25 close (7 days ago), 80.0% are below.
20.1% are above or equal to 6/24 close (8 days ago), 79.9% are below.
15.6% are above or equal to 6/23 close (9 days ago), 84.4% are below.
15.7% are above or equal to 6/22 close (10 days ago), 84.3% are below.
16.7% are above or equal to 6/19 close (11 days ago), 83.3% are below.
16.8% are above or equal to 6/18 close (12 days ago), 83.2% are below.
24.2% are above or equal to 6/17 close (13 days ago), 75.8% are below.
25.4% are above or equal to 6/16 close (14 days ago), 74.6% are below.
29.2% are above or equal to 6/15 close (15 days ago), 70.8% are below.
25.8% are above or equal to 6/12 close (16 days ago), 74.2% are below.
24.3% are above or equal to 6/11 close (17 days ago), 75.7% are below.
26.8% are above or equal to 6/10 close (18 days ago), 73.2% are below.
32.4% are above or equal to 6/9 close (19 days ago), 67.6% are below.
32.4% are above or equal to 6/8 close (20 days ago), 67.6% are below.
29.2% are above or equal to 6/5 close (21 days ago), 70.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150707 12:38 pm ET)
20d: 4.6% new highs, 44.7% new lows
21d: 4.4% new highs, 44.0% new lows
42d: 2.8% new highs, 31.9% new lows
63d: 2.2% new highs, 27.0% new lows
126d: 1.6% new highs, 14.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150707 12:38 pm ET)
2-day: 30.7% above, 69.3% below
3-day: 26.1% above, 73.9% below
4-day: 25.6% above, 74.4% below
5-day: 28.5% above, 71.5% below
8-day: 26.0% above, 74.0% below
10-day: 23.5% above, 76.5% below
20-day: 23.5% above, 76.5% below
50-day: 27.8% above, 72.2% below
200-day: 46.2% above, 53.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150707 12:38 pm ET)
REAL(105): 0.96% Top=OUT CYS VTR GGP HT AGNC ARCP NLY ….. NRZ RLGY BAM CONE ACC NSM CUZ GLPI=Bottom (Real Estate)
ENER(96): 0.27% Top=EPE CLR BBG NGLS RIG NFX EPD PAGP ….. FANG QEP OAS ETE HP RRC CJES DK=Bottom (Energy)
RETA(71): -0.24% Top=JCP KSS JWN SHLD COST BIG KR AEO ….. ASNA NFLX ETSY SIG BABA RH CST DANG=Bottom (Retail & Specialty Retail)
LEIS(40): -0.35% Top=PNK WYNN GPRO LVS MGM SONC QSR CBRL ….. SBUX LQ YUM TVPT LOCO HABT QUNR SHAK=Bottom (Leisure)
MATE(33): -0.41% Top=LEN TPH RYN TOL PHM KBH FAST EXP ….. OC AWI BCC USG MYRG APOG BZH DY=Bottom (Materials & Construction)
CONS(61): -0.58% Top=LULU CLX CL PG KMB CHD SPB EL ….. CRI KS EPC HBI GT SKX SCSS RFP=Bottom (Consumer)
INSU(39): -0.61% Top=WRB AIZ AMBC PGR AGO AFSI FNF ACE ….. CNO RDN HIG LNC SLF MET HRTG PRU=Bottom (Insurance)
TRAN(37): -0.65% Top=KSU TDW HA ALK NSC UNP SWFT KNX ….. CP XPO VA AAWW NAT TRN GLOP TNK=Bottom (Transportation)
DISV(53): -0.73% Top=CAR MYGN ADT GEO CXW DV APOL HMHC ….. AAN FLT BLOX HMSY AHS EIGI XRS YY=Bottom (Diversified Services)
HEAL(56): -0.84% Top=SPNC CNC RMD EW ALGN HWAY HOLX BSX ….. HRC SEM AET UNH BAX MOH WX MR=Bottom (Health)
COHW(49): -1.17% Top=UBNT CCI CAMP FNSR CTL VZ HPQ STX ….. OLED KN PANW SWIR SMCI ANET INFN GOGO=Bottom (Computer Hardware/Telecom)
MANU(47): -1.19% Top=TEX LECO TKR MRC ATI MHK ATU DHR ….. TILE KMT BGC JOY DDD AOS JKS SEDG=Bottom (Manufacturing)
CHEM(30): -1.29% Top=SHW APD VAL PX GPRE MON IFF CHMT ….. AXLL WLK POT MEOH CE CF OLN AGU=Bottom (Chemicals/Fertilizers)
FINA(106): -1.73% Top=WETF ICE XOOM CTLT PSEC WU SYF OCN ….. RF LAZ ZION TCBI IBKR WAL HBHC CMA=Bottom (Banks/Financials)
ELEC(59): -1.89% Top=HIMX SUNE CREE SCTY IPGP FSLR GRMN VSH ….. IDTI AVGO MTSI QRVO CSIQ SWKS SIMO TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(105): -1.99% Top=VEEV ADSK EA WDAY SABR CA SWI INTU ….. WB WUBA SOHU ATHM SFUN BITA CMCM VNET=Bottom (Computer Software/Internet)
META(25): -3.44% Top=CENX X NUE CCJ GG AA SLCA TCK ….. HSC FNV ABX FCX NEM PAAS TAHO SLW=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:38 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:31 am

Market Stats at 12:30 pm ET
by daytrend on 20150707. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1012.

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 (20150707 12:30 pm ET)
14.5% of stocks are above yesterday’s high.
31.2% are above yesterday’s midpoint. (68.8% are below.)
40.5% are below yesterday’s low.
45.0% are inside yesterday’s range.
33.6% of stocks with today’s high > yesterday’s high. (66.4% less than).
66.7% of stocks with today’s low < yesterday’s low. (33.3% greater than).

EVIDENCE OF INTRADAY TREND (20150707 12:30 pm ET)
24.1% of stocks are above today’s open. (74.9% are below).
21.7% of stocks are above today’s open and yesterday’s close.
69.1% are below both.
16.4% of stocks opened above yesterday’s high.
51.3% of stocks opened above yesterday’s close. (43.1% opened below yesterday’s close).
7.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150707 12:30 pm ET)
8.8% of stocks are in the top 10% of today’s range.
15.9% are in the top 20%.
43.5% are in the top half. 56.5% of stocks are in the bottom half of today’s range.
13.7% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20150707 12:30 pm ET)
28.3% of stocks are above yesterday’s close. (71.7% are below.)
0.2% are up 4.5% or more. 4.0% are down 4.5% or more.
0.5% are up 3.5% or more. 6.6% are down 3.5% or more.
47.3% are between +1% and -1%.

RSI on DAILY (20150707 12:30 pm ET)
2-day: >=95:4.0%…>=90:8.8%…>=80:13.3%…>=50:24.7%…<=20:55.0%…<=10:36.3%…<=5:20.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:22.5%…<=20:10.7%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:22.5%…<=20:2.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150707 12:30 pm ET)
14.5% above previous 1 highs, 40.5% below previous 1 lows
9.9% above previous 2 highs, 39.4% below previous 2 lows
9.0% above previous 3 highs, 37.6% below previous 3 lows
8.7% above previous 4 highs, 34.5% below previous 4 lows
8.0% above previous 5 highs, 32.9% below previous 5 lows
7.2% above previous 6 highs, 32.8% below previous 6 lows
5.4% above previous 7 highs, 32.2% below previous 7 lows
4.4% above previous 8 highs, 32.0% below previous 8 lows
4.0% above previous 9 highs, 32.0% below previous 9 lows
2.2% above previous 10 highs, 31.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150707 12:30 pm ET)
28.3% are above or equal to 7/6 close (1 days ago), 71.7% are below.
25.1% are above or equal to 7/2 close (2 days ago), 74.9% are below.
25.3% are above or equal to 7/1 close (3 days ago), 74.7% are below.
34.2% are above or equal to 6/30 close (4 days ago), 65.8% are below.
38.3% are above or equal to 6/29 close (5 days ago), 61.7% are below.
18.8% are above or equal to 6/26 close (6 days ago), 81.2% are below.
19.8% are above or equal to 6/25 close (7 days ago), 80.2% are below.
19.7% are above or equal to 6/24 close (8 days ago), 80.3% are below.
14.7% are above or equal to 6/23 close (9 days ago), 85.3% are below.
15.2% are above or equal to 6/22 close (10 days ago), 84.8% are below.
16.0% are above or equal to 6/19 close (11 days ago), 84.0% are below.
16.0% are above or equal to 6/18 close (12 days ago), 84.0% are below.
23.6% are above or equal to 6/17 close (13 days ago), 76.4% are below.
24.9% are above or equal to 6/16 close (14 days ago), 75.1% are below.
28.1% are above or equal to 6/15 close (15 days ago), 71.9% are below.
24.9% are above or equal to 6/12 close (16 days ago), 75.1% are below.
23.6% are above or equal to 6/11 close (17 days ago), 76.4% are below.
26.0% are above or equal to 6/10 close (18 days ago), 74.0% are below.
32.3% are above or equal to 6/9 close (19 days ago), 67.7% are below.
31.9% are above or equal to 6/8 close (20 days ago), 68.1% are below.
28.6% are above or equal to 6/5 close (21 days ago), 71.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150707 12:30 pm ET)
20d: 4.6% new highs, 44.7% new lows
21d: 4.4% new highs, 44.0% new lows
42d: 2.8% new highs, 31.9% new lows
63d: 2.2% new highs, 27.0% new lows
126d: 1.6% new highs, 14.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150707 12:30 pm ET)
2-day: 27.7% above, 72.3% below
3-day: 24.2% above, 75.8% below
4-day: 24.5% above, 75.5% below
5-day: 26.9% above, 73.1% below
8-day: 25.1% above, 74.9% below
10-day: 22.3% above, 77.7% below
20-day: 22.7% above, 77.3% below
50-day: 27.3% above, 72.7% below
200-day: 45.8% above, 54.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150707 12:30 pm ET)
REAL(105): 0.89% Top=VTR OUT GGP AGNC CYS HT ARCP HCN ….. BAM NRZ RLGY CONE ACC NSM CUZ GLPI=Bottom (Real Estate)
ENER(96): -0.06% Top=CLR EPE NGLS RIG EPD NFX PAGP MDU ….. QEP ETE FANG OAS RRC HP DK CJES=Bottom (Energy)
RETA(71): -0.35% Top=JCP KSS SHLD JWN COST BIG WBA KR ….. ASNA NFLX SIG ETSY RH BABA CST DANG=Bottom (Retail & Specialty Retail)
LEIS(40): -0.48% Top=PNK WYNN GPRO LVS SONC MGM CBRL QSR ….. EXPE LQ YUM TVPT LOCO HABT QUNR SHAK=Bottom (Leisure)
MATE(33): -0.52% Top=LEN TPH RYN TOL PHM EXP WY WM ….. BCC AWI OC MYRG USG APOG BZH DY=Bottom (Materials & Construction)
INSU(39): -0.61% Top=AMBC WRB AIZ PGR AGO FNF ACE ALL ….. CNO CLGX HIG LNC SLF PRU MET HRTG=Bottom (Insurance)
CONS(61): -0.67% Top=CLX PG CL LULU KMB CHD SPB EL ….. CRI KS EPC GT HBI SCSS SKX RFP=Bottom (Consumer)
TRAN(37): -0.80% Top=KSU HA TDW ALK JBHT NSC AAL CHRW ….. STNG VA XPO AAWW NAT TRN GLOP TNK=Bottom (Transportation)
DISV(53): -0.86% Top=CAR MYGN ADT GEO CXW DV APOL RHI ….. V FLT BLOX HMSY AHS EIGI XRS YY=Bottom (Diversified Services)
HEAL(56): -1.00% Top=SPNC CNC RMD EW ALGN HWAY A BSX ….. HNT MDXG AET UNH BAX MOH WX MR=Bottom (Health)
MANU(47): -1.33% Top=TEX LECO TKR ATU MHK DOV DE DHR ….. TILE KMT BGC JOY DDD AOS JKS SEDG=Bottom (Manufacturing)
COHW(49): -1.39% Top=UBNT CCI CAMP FNSR CTL VZ T HPQ ….. KN SWIR SMCI PANW OLED ANET INFN GOGO=Bottom (Computer Hardware/Telecom)
CHEM(30): -1.41% Top=SHW APD VAL PX MON IFF DOW FMC ….. AXLL POT WLK MEOH CF CE OLN AGU=Bottom (Chemicals/Fertilizers)
FINA(106): -1.79% Top=ICE XOOM CTLT PSEC SYF HAWK WU OCN ….. LAZ OZRK IBKR ZION TCBI WAL HBHC CMA=Bottom (Banks/Financials)
ELEC(59): -2.14% Top=HIMX SUNE CREE SCTY GRMN IPGP FLEX VSH ….. IDTI AVGO QRVO MTSI CSIQ SWKS SIMO TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(105): -2.18% Top=ADSK VEEV EA SWI SABR WDAY CA INTU ….. WB WUBA SOHU ATHM SFUN BITA CMCM VNET=Bottom (Computer Software/Internet)
META(25): -3.51% Top=CENX NUE X GG CCJ AA SLCA CMC ….. HSC ABX SWC NEM FCX PAAS TAHO SLW=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:41 am

Market Stats at 10:41 am ET
by daytrend on 20150707. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1010.

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 (20150707 10:41 am ET)
10.5% of stocks are above yesterday’s high.
21.4% are above yesterday’s midpoint. (78.6% are below.)
56.0% are below yesterday’s low.
33.5% are inside yesterday’s range.
31.4% of stocks with today’s high > yesterday’s high. (68.6% less than).
59.1% of stocks with today’s low < yesterday’s low. (40.9% greater than).

EVIDENCE OF INTRADAY TREND (20150707 10:41 am ET)
10.4% of stocks are above today’s open. (88.9% are below).
9.7% of stocks are above today’s open and yesterday’s close.
84.9% are below both.
16.4% of stocks opened above yesterday’s high.
51.3% of stocks opened above yesterday’s close. (43.0% opened below yesterday’s close).
7.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150707 10:41 am ET)
0.4% of stocks are in the top 10% of today’s range.
0.7% are in the top 20%.
7.7% are in the top half. 92.3% of stocks are in the bottom half of today’s range.
79.3% are in the bottom 20%.
64.4% are in the bottom 10%.

GAIN (20150707 10:41 am ET)
14.5% of stocks are above yesterday’s close. (85.5% are below.)
0.2% are up 4.5% or more. 7.1% are down 4.5% or more.
0.3% are up 3.5% or more. 12.2% are down 3.5% or more.
34.0% are between +1% and -1%.

RSI on DAILY (20150707 10:41 am ET)
2-day: >=95:3.3%…>=90:7.4%…>=80:10.9%…>=50:18.1%…<=20:65.1%…<=10:46.1%…<=5:27.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:19.2%…<=20:15.8%…<=10:1.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:20.3%…<=20:2.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150707 10:41 am ET)
10.5% above previous 1 highs, 56.0% below previous 1 lows
6.5% above previous 2 highs, 54.9% below previous 2 lows
6.2% above previous 3 highs, 52.3% below previous 3 lows
6.0% above previous 4 highs, 48.1% below previous 4 lows
5.3% above previous 5 highs, 46.2% below previous 5 lows
4.9% above previous 6 highs, 46.1% below previous 6 lows
4.0% above previous 7 highs, 45.2% below previous 7 lows
3.5% above previous 8 highs, 44.9% below previous 8 lows
2.8% above previous 9 highs, 44.7% below previous 9 lows
1.3% above previous 10 highs, 44.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150707 10:41 am ET)
14.5% are above or equal to 7/6 close (1 days ago), 85.5% are below.
20.9% are above or equal to 7/2 close (2 days ago), 79.1% are below.
20.6% are above or equal to 7/1 close (3 days ago), 79.4% are below.
29.2% are above or equal to 6/30 close (4 days ago), 70.8% are below.
34.4% are above or equal to 6/29 close (5 days ago), 65.6% are below.
16.1% are above or equal to 6/26 close (6 days ago), 83.9% are below.
17.4% are above or equal to 6/25 close (7 days ago), 82.6% are below.
16.7% are above or equal to 6/24 close (8 days ago), 83.3% are below.
13.3% are above or equal to 6/23 close (9 days ago), 86.7% are below.
13.5% are above or equal to 6/22 close (10 days ago), 86.5% are below.
15.0% are above or equal to 6/19 close (11 days ago), 85.0% are below.
14.4% are above or equal to 6/18 close (12 days ago), 85.6% are below.
21.8% are above or equal to 6/17 close (13 days ago), 78.2% are below.
23.1% are above or equal to 6/16 close (14 days ago), 76.9% are below.
26.5% are above or equal to 6/15 close (15 days ago), 73.5% are below.
23.2% are above or equal to 6/12 close (16 days ago), 76.8% are below.
21.9% are above or equal to 6/11 close (17 days ago), 78.1% are below.
24.3% are above or equal to 6/10 close (18 days ago), 75.7% are below.
31.1% are above or equal to 6/9 close (19 days ago), 68.9% are below.
29.6% are above or equal to 6/8 close (20 days ago), 70.4% are below.
27.2% are above or equal to 6/5 close (21 days ago), 72.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150707 10:41 am ET)
20d: 4.2% new highs, 40.2% new lows
21d: 4.1% new highs, 39.6% new lows
42d: 2.7% new highs, 29.2% new lows
63d: 2.2% new highs, 25.0% new lows
126d: 1.6% new highs, 12.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150707 10:41 am ET)
2-day: 14.1% above, 85.9% below
3-day: 16.8% above, 83.2% below
4-day: 18.2% above, 81.8% below
5-day: 20.9% above, 79.1% below
8-day: 20.8% above, 79.2% below
10-day: 19.2% above, 80.8% below
20-day: 20.1% above, 79.9% below
50-day: 26.0% above, 74.0% below
200-day: 44.9% above, 55.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150707 10:41 am ET)
REAL(105): 0.71% Top=VTR CYS AGNC HCP HCN HTA PMT GGP ….. CONE AMH RLGY NRZ BAM NSM CUZ GLPI=Bottom (Real Estate)
RETA(71): -1.05% Top=SHLD JWN KSS JCP WBA BIG OUTR COST ….. FIVE CHS CST RH ASNA ZU BABA DANG=Bottom (Retail & Specialty Retail)
CONS(60): -1.12% Top=PG KMB CL CLX EL MWV RKT CHD ….. UFS SKX HBI OI GT ICON KATE RFP=Bottom (Consumer)
INSU(39): -1.14% Top=WRB AFSI FNF PGR ALL AWH AMBC ACE ….. MTG CNO SLF GNW RDN MET PRU HRTG=Bottom (Insurance)
MATE(33): -1.15% Top=LEN RYN CVA FAST WY WM WCN PHM ….. FLR USG APOG BCC PWR DY BZH MTZ=Bottom (Materials & Construction)
LEIS(40): -1.30% Top=PNK SONC JACK DNKN CBRL EAT WYNN DRI ….. EXPE YUM SGMS TVPT HABT LOCO SHAK QUNR=Bottom (Leisure)
HEAL(56): -1.43% Top=SPNC RMD HOLX STJ BDX STE SYK WMGI ….. UNH CNC AET HNT HWAY MOH MR WX=Bottom (Health)
DISV(53): -1.46% Top=GEO CXW RHI GPN HMHC TMH BAH SBAC ….. Z BLOX KBR URI AHS EIGI XRS YY=Bottom (Diversified Services)
TRAN(37): -1.53% Top=KSU CHRW JBHT KNX FDX UPS WERN ALK ….. KEX GBX TDW XPO NAT TRN GLOP TNK=Bottom (Transportation)
FINA(106): -1.94% Top=XOOM ICE TLMR WU EFX PSEC SYF DFS ….. BAC CFR CG CMA WETF C HBHC TCBI=Bottom (Banks/Financials)
MANU(47): -1.95% Top=LECO DHR GNRC ATU SWK MHK ROK IR ….. RS JOY CRS GTLS ATI DDD SEDG JKS=Bottom (Manufacturing)
COHW(49): -2.01% Top=CCI UBNT VZ T CTL RCI HPQ NSR ….. KN SYNA PANW ARRS SSYS ANET INFN GOGO=Bottom (Computer Hardware/Telecom)
CHEM(30): -2.07% Top=SHW APD VAL PX MON IFF OMG PPG ….. EMN CF CE AGU MEOH WLK GPRE FTK=Bottom (Chemicals/Fertilizers)
ENER(96): -2.43% Top=BWP PSX EPD MWE MPC PBF BPL TSO ….. ECA CRZO SN BAS OAS BBG CJES BCEI=Bottom (Energy)
COSW(104): -3.01% Top=ADSK EA SABR TTWO BR ACN VEEV ATVI ….. WB ATHM SOHU NTES VNET CMCM WUBA BITA=Bottom (Computer Software/Internet)
ELEC(59): -3.01% Top=HIMX SUNE KEYS FLEX WAT APH GRMN TEL ….. AVGO NXPI SIGM CSIQ QRVO SWKS SIMO TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(25): -4.66% Top=GG NUE RGLD TMST NEM AA CENX HSC ….. X PAAS CNX SLCA SWC TCK FCX SLW=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:41 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 20150707. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1012.

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 (20150707 10:04 am ET)
15.2% of stocks are above yesterday’s high.
33.5% are above yesterday’s midpoint. (66.5% are below.)
38.0% are below yesterday’s low.
46.7% are inside yesterday’s range.
31.2% of stocks with today’s high > yesterday’s high. (68.8% less than).
42.5% of stocks with today’s low < yesterday’s low. (57.5% greater than).

EVIDENCE OF INTRADAY TREND (20150707 10:04 am ET)
19.8% of stocks are above today’s open. (79.5% are below).
18.2% of stocks are above today’s open and yesterday’s close.
74.0% are below both.
16.4% of stocks opened above yesterday’s high.
51.3% of stocks opened above yesterday’s close. (43.1% opened below yesterday’s close).
7.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150707 10:04 am ET)
4.1% of stocks are in the top 10% of today’s range.
9.0% are in the top 20%.
21.1% are in the top half. 78.9% of stocks are in the bottom half of today’s range.
59.3% are in the bottom 20%.
42.9% are in the bottom 10%.

GAIN (20150707 10:04 am ET)
24.7% of stocks are above yesterday’s close. (75.3% are below.)
0.2% are up 4.5% or more. 3.0% are down 4.5% or more.
0.3% are up 3.5% or more. 5.8% are down 3.5% or more.
50.0% are between +1% and -1%.

RSI on DAILY (20150707 10:04 am ET)
2-day: >=95:5.3%…>=90:10.7%…>=80:14.5%…>=50:26.3%…<=20:55.8%…<=10:36.1%…<=5:21.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:24.1%…<=20:12.5%…<=10:0.9%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:25.2%…<=20:2.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150707 10:04 am ET)
15.2% above previous 1 highs, 38.0% below previous 1 lows
11.0% above previous 2 highs, 37.5% below previous 2 lows
10.3% above previous 3 highs, 35.5% below previous 3 lows
10.0% above previous 4 highs, 33.6% below previous 4 lows
9.0% above previous 5 highs, 31.8% below previous 5 lows
8.3% above previous 6 highs, 31.7% below previous 6 lows
6.7% above previous 7 highs, 31.4% below previous 7 lows
5.7% above previous 8 highs, 31.2% below previous 8 lows
5.2% above previous 9 highs, 31.2% below previous 9 lows
3.0% above previous 10 highs, 30.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150707 10:04 am ET)
24.7% are above or equal to 7/6 close (1 days ago), 75.3% are below.
28.3% are above or equal to 7/2 close (2 days ago), 71.7% are below.
26.2% are above or equal to 7/1 close (3 days ago), 73.8% are below.
36.6% are above or equal to 6/30 close (4 days ago), 63.4% are below.
40.9% are above or equal to 6/29 close (5 days ago), 59.1% are below.
20.1% are above or equal to 6/26 close (6 days ago), 79.9% are below.
20.8% are above or equal to 6/25 close (7 days ago), 79.2% are below.
20.1% are above or equal to 6/24 close (8 days ago), 79.9% are below.
16.3% are above or equal to 6/23 close (9 days ago), 83.7% are below.
16.5% are above or equal to 6/22 close (10 days ago), 83.5% are below.
18.7% are above or equal to 6/19 close (11 days ago), 81.3% are below.
17.6% are above or equal to 6/18 close (12 days ago), 82.4% are below.
25.4% are above or equal to 6/17 close (13 days ago), 74.6% are below.
26.5% are above or equal to 6/16 close (14 days ago), 73.5% are below.
30.5% are above or equal to 6/15 close (15 days ago), 69.5% are below.
27.5% are above or equal to 6/12 close (16 days ago), 72.5% are below.
24.9% are above or equal to 6/11 close (17 days ago), 75.1% are below.
28.2% are above or equal to 6/10 close (18 days ago), 71.8% are below.
34.0% are above or equal to 6/9 close (19 days ago), 66.0% are below.
33.0% are above or equal to 6/8 close (20 days ago), 67.0% are below.
30.4% are above or equal to 6/5 close (21 days ago), 69.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150707 10:04 am ET)
20d: 4.1% new highs, 29.8% new lows
21d: 4.0% new highs, 29.4% new lows
42d: 2.6% new highs, 22.8% new lows
63d: 2.2% new highs, 19.5% new lows
126d: 1.6% new highs, 10.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150707 10:04 am ET)
2-day: 24.0% above, 76.0% below
3-day: 26.5% above, 73.5% below
4-day: 25.7% above, 74.3% below
5-day: 28.7% above, 71.3% below
8-day: 25.7% above, 74.3% below
10-day: 23.2% above, 76.8% below
20-day: 24.2% above, 75.8% below
50-day: 30.6% above, 69.4% below
200-day: 46.4% above, 53.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150707 10:04 am ET)
REAL(105): 1.15% Top=VTR PMT CYS AGNC HCP HCN GGP BXP ….. CONE HME RLGY NRZ BAM CUZ NSM GLPI=Bottom (Real Estate)
INSU(39): -0.35% Top=AMBC WRB FNF AXS AFSI PGR FAF ACE ….. AGO LNC HRTG RDN GNW SLF MET PRU=Bottom (Insurance)
MATE(33): -0.40% Top=LEN RYN SPF FAST PHM MDC WY MTH ….. DAR MLM BCC PWR DY EXP FLR MTZ=Bottom (Materials & Construction)
RETA(71): -0.41% Top=JCP SHLD KSS WBA OUTR JWN CASY KR ….. W RH DDS ASNA ETSY ZU BABA DANG=Bottom (Retail & Specialty Retail)
HEAL(56): -0.43% Top=SPNC SEM RMD HOLX HCA ZLTQ STE MD ….. AET CNC MOH BAX HNT HWAY WX MR=Bottom (Health)
CONS(61): -0.56% Top=EL PG KMB CLX CL UA CHD SPB ….. HBI UFS PVH GT OI KATE ICON RFP=Bottom (Consumer)
LEIS(40): -0.70% Top=PNK GPRO SONC JACK CBRL DNKN DPZ DRI ….. SGMS LQ ZOES LOCO TVPT HABT SHAK QUNR=Bottom (Leisure)
DISV(53): -0.79% Top=GEO CXW RHI SBAC TMH GPN HMHC MAN ….. AL BLOX Z URI EIGI KBR XRS YY=Bottom (Diversified Services)
TRAN(37): -0.84% Top=KSU WERN KNX CHRW JBHT FDX UPS JBLU ….. GBX GWR AAWW NAT TDW TRN VA TNK=Bottom (Transportation)
MANU(47): -1.23% Top=LECO IR DHR GE ATU ITW ROK TKR ….. MRC GTLS RS WOR ATI DDD SEDG JKS=Bottom (Manufacturing)
COHW(49): -1.30% Top=CCI UBNT VZ CTL T AAPL LVLT HRS ….. STX SWIR PANW SYNA WDC SSYS ARRS GOGO=Bottom (Computer Hardware/Telecom)
FINA(106): -1.33% Top=XOOM WU ICE ARCC PSEC SYF EFX CTLT ….. CMA TD LPLA CFR C BX HBHC TCBI=Bottom (Banks/Financials)
CHEM(30): -1.38% Top=SHW APD VAL PX IFF PPG MON ALB ….. CHMT POL EMN CE AGU WLK FTK MEOH=Bottom (Chemicals/Fertilizers)
ELEC(59): -1.51% Top=HIMX SUNE SCTY IPGP WAT GRMN ITRI APH ….. AVGO INVN SWKS MU QRVO NVDA SIMO TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(96): -1.56% Top=PBF WNR TSO MPC PSX VLO MMP BWP ….. QEP OAS BBG FET SN BAS CJES BCEI=Bottom (Energy)
COSW(105): -1.92% Top=ADSK EA PRGS ATVI SABR TTWO FFIV ACN ….. NTES JD CMCM SOHU ATHM WUBA SFUN BITA=Bottom (Computer Software/Internet)
META(25): -3.83% Top=RGLD NUE TMST GG NEM CMC AA SLCA ….. AEM CNX STLD SCCO X TCK SLW FCX=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 8:52 am

Market Stats at 9:51 am ET
by daytrend on 20150707. 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 (20150707 9:51 am ET)
15.1% of stocks are above yesterday’s high.
39.5% are above yesterday’s midpoint. (60.5% are below.)
28.8% are below yesterday’s low.
56.1% are inside yesterday’s range.
30.9% of stocks with today’s high > yesterday’s high. (69.1% less than).
36.4% of stocks with today’s low < yesterday’s low. (63.6% greater than).

EVIDENCE OF INTRADAY TREND (20150707 9:51 am ET)
21.9% of stocks are above today’s open. (76.7% are below).
20.2% of stocks are above today’s open and yesterday’s close.
68.7% are below both.
16.4% of stocks opened above yesterday’s high.
51.3% of stocks opened above yesterday’s close. (43.0% opened below yesterday’s close).
7.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150707 9:51 am ET)
5.9% of stocks are in the top 10% of today’s range.
11.2% are in the top 20%.
26.9% are in the top half. 73.1% of stocks are in the bottom half of today’s range.
43.7% are in the bottom 20%.
24.7% are in the bottom 10%.

GAIN (20150707 9:51 am ET)
29.3% of stocks are above yesterday’s close. (70.7% are below.)
0.2% are up 4.5% or more. 2.2% are down 4.5% or more.
0.3% are up 3.5% or more. 3.7% are down 3.5% or more.
62.4% are between +1% and -1%.

RSI on DAILY (20150707 9:51 am ET)
2-day: >=95:5.4%…>=90:11.0%…>=80:16.0%…>=50:29.4%…<=20:50.3%…<=10:31.4%…<=5:18.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:25.5%…<=20:11.5%…<=10:0.7%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:26.6%…<=20:2.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150707 9:51 am ET)
15.1% above previous 1 highs, 28.8% below previous 1 lows
9.8% above previous 2 highs, 28.2% below previous 2 lows
8.9% above previous 3 highs, 26.2% below previous 3 lows
8.7% above previous 4 highs, 24.7% below previous 4 lows
8.2% above previous 5 highs, 23.4% below previous 5 lows
7.3% above previous 6 highs, 23.4% below previous 6 lows
5.7% above previous 7 highs, 23.2% below previous 7 lows
4.9% above previous 8 highs, 22.9% below previous 8 lows
4.1% above previous 9 highs, 22.8% below previous 9 lows
2.5% above previous 10 highs, 22.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150707 9:51 am ET)
29.3% are above or equal to 7/6 close (1 days ago), 70.7% are below.
31.2% are above or equal to 7/2 close (2 days ago), 68.8% are below.
28.3% are above or equal to 7/1 close (3 days ago), 71.7% are below.
38.7% are above or equal to 6/30 close (4 days ago), 61.3% are below.
43.3% are above or equal to 6/29 close (5 days ago), 56.7% are below.
20.8% are above or equal to 6/26 close (6 days ago), 79.2% are below.
21.4% are above or equal to 6/25 close (7 days ago), 78.6% are below.
20.6% are above or equal to 6/24 close (8 days ago), 79.4% are below.
16.7% are above or equal to 6/23 close (9 days ago), 83.3% are below.
16.8% are above or equal to 6/22 close (10 days ago), 83.2% are below.
19.5% are above or equal to 6/19 close (11 days ago), 80.5% are below.
17.8% are above or equal to 6/18 close (12 days ago), 82.2% are below.
26.2% are above or equal to 6/17 close (13 days ago), 73.8% are below.
26.9% are above or equal to 6/16 close (14 days ago), 73.1% are below.
31.2% are above or equal to 6/15 close (15 days ago), 68.8% are below.
28.3% are above or equal to 6/12 close (16 days ago), 71.7% are below.
25.7% are above or equal to 6/11 close (17 days ago), 74.3% are below.
28.4% are above or equal to 6/10 close (18 days ago), 71.6% are below.
34.7% are above or equal to 6/9 close (19 days ago), 65.3% are below.
34.4% are above or equal to 6/8 close (20 days ago), 65.6% are below.
31.2% are above or equal to 6/5 close (21 days ago), 68.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150707 9:51 am ET)
20d: 3.7% new highs, 24.7% new lows
21d: 3.6% new highs, 24.4% new lows
42d: 2.5% new highs, 20.2% new lows
63d: 2.1% new highs, 17.3% new lows
126d: 1.5% new highs, 8.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150707 9:51 am ET)
2-day: 28.0% above, 72.0% below
3-day: 29.6% above, 70.4% below
4-day: 29.1% above, 70.9% below
5-day: 31.6% above, 68.4% below
8-day: 27.9% above, 72.1% below
10-day: 24.9% above, 75.1% below
20-day: 24.7% above, 75.3% below
50-day: 31.8% above, 68.2% below
200-day: 47.6% above, 52.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150707 9:51 am ET)
REAL(105): 0.93% Top=CYS AGNC PMT VTR MFA HCP NLY DEI ….. HME NRZ CONE RLGY BAM CUZ NSM GLPI=Bottom (Real Estate)
MATE(33): -0.07% Top=LEN SPF PHM KBH MDC RYN MTH DHI ….. MLM BCC EXP APOG DY PWR MTZ FLR=Bottom (Materials & Construction)
RETA(71): -0.15% Top=JCP SHLD KSS WBA OUTR PIR JWN KR ….. CST RH ASNA DDS ZU ETSY BABA DANG=Bottom (Retail & Specialty Retail)
INSU(39): -0.21% Top=FNF WRB AXS PGR FAF ALL XL L ….. LNC HRTG GNW RDN AGO SLF PRU MET=Bottom (Insurance)
HEAL(56): -0.22% Top=SPNC RMD WMGI ZLTQ DVA STJ MD HCA ….. AET IRWD MDXG BAX HNT HWAY WX MR=Bottom (Health)
CONS(61): -0.27% Top=EL KMB PG CLX CL BMS PKG CHD ….. EPC UFS PVH OI GT ICON KATE RFP=Bottom (Consumer)
LEIS(40): -0.31% Top=PNK GPRO JACK SONC CBRL DNKN DPZ DRI ….. ZOES SGMS LOCO TVPT HABT BOJA SHAK QUNR=Bottom (Leisure)
TRAN(37): -0.59% Top=WERN KSU KNX CHRW JBHT AAL LUV FDX ….. XPO AAWW NAT GWR TRN TDW TNK GBX=Bottom (Transportation)
DISV(53): -0.59% Top=SBAC CXW GEO GPN MYGN RHI MCO TMH ….. Z JEC ACM URI KBR EIGI XRS YY=Bottom (Diversified Services)
COHW(50): -0.87% Top=CCI UBNT VZ T CTL LVLT CSCO AAPL ….. OLED CAMP STX SSYS WDC ARRS PANW GOGO=Bottom (Computer Hardware/Telecom)
FINA(106): -0.91% Top=WU XOOM ICE SLM ARCC CTLT EFX DFS ….. PVTB BXS C TD CFR BX HBHC TCBI=Bottom (Banks/Financials)
ELEC(59): -0.93% Top=HIMX SUNE SCTY IPGP GRMN ITRI MCHP WAT ….. MTSI MU QRVO SWKS INVN TSL NVDA SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(47): -1.05% Top=IR LECO GE DHR ATU MHK TKR AOS ….. RS BGC KMT MRC JOY GTLS DDD JKS=Bottom (Manufacturing)
CHEM(30): -1.30% Top=SHW VAL APD IFF ALB PX PPG OMG ….. CHMT EMN POL CE AGU WLK MEOH FTK=Bottom (Chemicals/Fertilizers)
ENER(96): -1.30% Top=WNR TSO PBF PSX MPC BPL MMP CXO ….. SN LPI RES BAS FET OAS BCEI CJES=Bottom (Energy)
COSW(105): -1.49% Top=ADSK EA ATVI TTWO PRGS ACN SABR QLYS ….. SINA JD CMCM SOHU WUBA ATHM BITA SFUN=Bottom (Computer Software/Internet)
META(25): -3.11% Top=TMST RGLD NUE AA SLCA CMC CCJ TAHO ….. ABX GOLD AEM PAAS CNX FNV FCX SLW=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:51 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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/

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