daytrend

08/31/2015

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

Closing Stats
by daytrend on 20150831. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 999.

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 (20150831 Closing)
14.1% of stocks are above yesterday’s high.
41.7% are above yesterday’s midpoint. (58.3% are below.)
29.9% are below yesterday’s low.
56.0% are inside yesterday’s range.
42.4% of stocks with today’s high > yesterday’s high. (57.6% less than).
58.3% of stocks with today’s low < yesterday’s low. (41.7% greater than).

EVIDENCE OF INTRADAY TREND (20150831 Closing)
45.5% of stocks are above today’s open. (53.1% are below).
31.0% of stocks are above today’s open and yesterday’s close.
52.3% are below both.
1.4% of stocks opened above yesterday’s high.
7.8% of stocks opened above yesterday’s close. (90.2% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150831 Closing)
5.4% of stocks are in the top 10% of today’s range.
15.7% are in the top 20%.
42.5% are in the top half. 57.5% of stocks are in the bottom half of today’s range.
31.1% are in the bottom 20%.
17.9% are in the bottom 10%.

GAIN (20150831 Closing)
32.9% of stocks are above yesterday’s close. (67.1% are below.)
1.8% are up 4.5% or more. 1.3% are down 4.5% or more.
3.3% are up 3.5% or more. 2.6% are down 3.5% or more.
46.8% are between +1% and -1%.

RSI on DAILY (20150831 Closing)
2-day: >=95:5.7%…>=90:14.8%…>=80:27.5%…>=50:55.8%…<=20:4.2%…<=10:0.4%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:24.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:17.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150831 Closing)
14.1% above previous 1 highs, 29.9% below previous 1 lows
12.7% above previous 2 highs, 12.8% below previous 2 lows
12.4% above previous 3 highs, 1.1% below previous 3 lows
11.9% above previous 4 highs, 0.8% below previous 4 lows
11.5% above previous 5 highs, 0.5% below previous 5 lows
8.4% above previous 6 highs, 0.5% below previous 6 lows
5.6% above previous 7 highs, 0.5% below previous 7 lows
3.5% above previous 8 highs, 0.5% below previous 8 lows
3.0% above previous 9 highs, 0.5% below previous 9 lows
2.5% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150831 Closing)
32.9% are above or equal to 8/28 close (1 days ago), 67.1% are below.
42.7% are above or equal to 8/27 close (2 days ago), 57.3% are below.
82.2% are above or equal to 8/26 close (3 days ago), 17.8% are below.
96.0% are above or equal to 8/25 close (4 days ago), 4.0% are below.
88.8% are above or equal to 8/24 close (5 days ago), 11.2% are below.
50.3% are above or equal to 8/21 close (6 days ago), 49.7% are below.
29.3% are above or equal to 8/20 close (7 days ago), 70.7% are below.
16.9% are above or equal to 8/19 close (8 days ago), 83.1% are below.
11.5% are above or equal to 8/18 close (9 days ago), 88.5% are below.
10.2% are above or equal to 8/17 close (10 days ago), 89.8% are below.
12.0% are above or equal to 8/14 close (11 days ago), 88.0% are below.
13.5% are above or equal to 8/13 close (12 days ago), 86.5% are below.
11.1% are above or equal to 8/12 close (13 days ago), 88.9% are below.
13.5% are above or equal to 8/11 close (14 days ago), 86.5% are below.
11.6% are above or equal to 8/10 close (15 days ago), 88.4% are below.
19.0% are above or equal to 8/7 close (16 days ago), 81.0% are below.
18.0% are above or equal to 8/6 close (17 days ago), 82.0% are below.
17.5% are above or equal to 8/5 close (18 days ago), 82.5% are below.
18.2% are above or equal to 8/4 close (19 days ago), 81.8% are below.
18.2% are above or equal to 8/3 close (20 days ago), 81.8% are below.
14.7% are above or equal to 7/31 close (21 days ago), 85.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150831 Closing)
20d: 2.1% new highs, 0.6% new lows
21d: 1.9% new highs, 0.6% new lows
42d: 0.9% new highs, 0.6% new lows
63d: 0.8% new highs, 0.6% new lows
126d: 0.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150831 Closing)
2-day: 32.0% above, 68.0% below
3-day: 38.4% above, 61.6% below
4-day: 59.3% above, 40.7% below
5-day: 78.7% above, 21.3% below
8-day: 66.7% above, 33.3% below
10-day: 43.0% above, 57.0% below
20-day: 19.5% above, 80.5% below
50-day: 15.5% above, 84.5% below
200-day: 29.1% above, 70.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150831 Closing)
ENER(99): 2.02% Top=BCEI EPE OAS SN FET SM NFX ECA ….. CIE WMB TSO EPD MMP DO ETE NBL=Bottom (Energy)
META(21): 0.91% Top=ACI CNX CCJ PAAS SWC CMC TCK FCX ….. NEM STLD GG SLW RGLD X SCCO ABX=Bottom (Metals & Mining)
MATE(36): 0.50% Top=MTZ BECN PWR EXP KBH MLM VMC PHM ….. WM FAST CLH SRCL TREX WY RYN CSTE=Bottom (Materials & Construction)
MANU(48): 0.38% Top=MRC ATU DOV KMT GNRC ITT TEX DDD ….. DCI DE DHR SEDG ROP PNR GE AME=Bottom (Manufacturing)
CHEM(34): 0.02% Top=FTK GPRE AXTA CE MEOH WLK OLN AGU ….. PPG SHW RPM IFF VAL GRA AXLL RYAM=Bottom (Chemicals/Fertilizers)
COHW(47): -0.15% Top=SNDK BBRY NMBL SSYS WIN STX COMM GOGO ….. ARRS QCOM OLED INFN FNSR CIEN PANW ANET=Bottom (Computer Hardware/Telecom)
INSU(41): -0.20% Top=MBI AGO AXS CNO PRI SLF SYA ACGL ….. CLGX TRV CINF BRO XL AIG FNF AEL=Bottom (Insurance)
TRAN(40): -0.30% Top=TDW BRS TK GBX SAVE YRCW AAL TRN ….. ODFL EXPD CSX NSC KSU GWR XPO NAT=Bottom (Transportation)
CONS(56): -0.33% Top=ICON GIL PVH CROX LULU NWL COH MAT ….. IP WRK PAY HAR JAH CCK BERY AVY=Bottom (Consumer)
FINA(104): -0.34% Top=HBHC OCN PVTB TCBI UMPQ ASB BXS SNV ….. BK FNGN APO BLK CG BX KKR WETF=Bottom (Banks/Financials)
RETA(70): -0.40% Top=TFM ANF SPLS BLDR DSW MIK BBY JCP ….. GES SHLD NFLX MELI ETSY SSI BABA W=Bottom (Retail & Specialty Retail)
ELEC(56): -0.56% Top=MU INVN SUNE CREE AMAT KLAC SCTY INTC ….. AYI MCHP IPGP FSL NXPI WAT ON CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(57): -0.84% Top=URI MYGN ACM ENV KBR JEC AL MRKT ….. SCI ABCO MMS CXW APOL BLOX YY DV=Bottom (Diversified Services)
COSW(100): -1.36% Top=TWTR VMW BITA YELP ZEN ROVI SLH MENT ….. WDAY FEYE ELLI CMCM VDSI VIPS NTES IMPV=Bottom (Computer Software/Internet)
HEAL(58): -1.46% Top=AAC ANTM THOR DXCM PODD WX A SEM ….. HCA LPNT STJ CYBX PRXL EW KND OPK=Bottom (Health)
REAL(92): -1.94% Top=CIM NSM HME TWO IVR STWD DRH GOV ….. VTR HST OFC NNN BDN AIV DFT WPG=Bottom (Real Estate)
LEIS(40): -2.14% Top=BLMN LQ SIX CCL SEAS RCL HLT WYN ….. QSR GPRO WYNN JACK LOCO SGMS QUNR ZOES=Bottom (Leisure)

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 @ 11:05 am

Market Stats at 12:04 pm ET
by daytrend on 20150831. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 999.

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 (20150831 12:04 pm ET)
18.5% of stocks are above yesterday’s high.
57.7% are above yesterday’s midpoint. (42.3% are below.)
12.3% are below yesterday’s low.
69.2% are inside yesterday’s range.
34.9% of stocks with today’s high > yesterday’s high. (65.1% less than).
48.6% of stocks with today’s low < yesterday’s low. (51.4% greater than).

EVIDENCE OF INTRADAY TREND (20150831 12:04 pm ET)
62.2% of stocks are above today’s open. (36.9% are below).
41.4% of stocks are above today’s open and yesterday’s close.
35.4% are below both.
1.4% of stocks opened above yesterday’s high.
7.9% of stocks opened above yesterday’s close. (90.2% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150831 12:04 pm ET)
21.5% of stocks are in the top 10% of today’s range.
38.7% are in the top 20%.
68.0% are in the top half. 32.0% of stocks are in the bottom half of today’s range.
13.0% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN (20150831 12:04 pm ET)
43.6% of stocks are above yesterday’s close. (56.4% are below.)
1.3% are up 4.5% or more. 0.2% are down 4.5% or more.
3.3% are up 3.5% or more. 0.5% are down 3.5% or more.
62.6% are between +1% and -1%.

RSI on DAILY (20150831 12:04 pm ET)
2-day: >=95:6.6%…>=90:19.5%…>=80:35.9%…>=50:71.7%…<=20:1.6%…<=10:0.1%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:28.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:20.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150831 12:04 pm ET)
18.5% above previous 1 highs, 12.3% below previous 1 lows
16.3% above previous 2 highs, 3.6% below previous 2 lows
16.0% above previous 3 highs, 0.2% below previous 3 lows
14.8% above previous 4 highs, 0.2% below previous 4 lows
14.2% above previous 5 highs, 0.0% below previous 5 lows
9.9% above previous 6 highs, 0.0% below previous 6 lows
5.9% above previous 7 highs, 0.0% below previous 7 lows
3.6% above previous 8 highs, 0.0% below previous 8 lows
2.9% above previous 9 highs, 0.0% below previous 9 lows
2.7% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150831 12:04 pm ET)
43.6% are above or equal to 8/28 close (1 days ago), 56.4% are below.
53.9% are above or equal to 8/27 close (2 days ago), 46.1% are below.
90.9% are above or equal to 8/26 close (3 days ago), 9.1% are below.
97.3% are above or equal to 8/25 close (4 days ago), 2.7% are below.
92.1% are above or equal to 8/24 close (5 days ago), 7.9% are below.
55.5% are above or equal to 8/21 close (6 days ago), 44.5% are below.
33.2% are above or equal to 8/20 close (7 days ago), 66.8% are below.
18.4% are above or equal to 8/19 close (8 days ago), 81.6% are below.
12.1% are above or equal to 8/18 close (9 days ago), 87.9% are below.
10.5% are above or equal to 8/17 close (10 days ago), 89.5% are below.
12.8% are above or equal to 8/14 close (11 days ago), 87.2% are below.
14.1% are above or equal to 8/13 close (12 days ago), 85.9% are below.
12.5% are above or equal to 8/12 close (13 days ago), 87.5% are below.
14.4% are above or equal to 8/11 close (14 days ago), 85.6% are below.
12.9% are above or equal to 8/10 close (15 days ago), 87.1% are below.
21.2% are above or equal to 8/7 close (16 days ago), 78.8% are below.
19.3% are above or equal to 8/6 close (17 days ago), 80.7% are below.
18.7% are above or equal to 8/5 close (18 days ago), 81.3% are below.
19.0% are above or equal to 8/4 close (19 days ago), 81.0% are below.
20.1% are above or equal to 8/3 close (20 days ago), 79.9% are below.
17.3% are above or equal to 7/31 close (21 days ago), 82.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150831 12:04 pm ET)
20d: 1.8% new highs, 0.0% new lows
21d: 1.6% new highs, 0.0% new lows
42d: 0.6% new highs, 0.0% new lows
63d: 0.5% new highs, 0.0% new lows
126d: 0.2% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150831 12:04 pm ET)
2-day: 42.8% above, 57.2% below
3-day: 48.7% above, 51.3% below
4-day: 72.7% above, 27.3% below
5-day: 90.9% above, 9.1% below
8-day: 76.9% above, 23.1% below
10-day: 49.8% above, 50.2% below
20-day: 21.6% above, 78.4% below
50-day: 17.9% above, 82.1% below
200-day: 30.0% above, 70.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150831 12:04 pm ET)
ENER(99): 2.38% Top=BCEI EPE OAS SM UPL FET SPN WPX ….. ETE ETP DO NFG CIE MDU SU NBL=Bottom (Energy)
META(21): 1.54% Top=ACI CNX PAAS FCX CCJ SLCA TCK SWC ….. RGLD STLD AEM FNV SCCO GG SLW ABX=Bottom (Metals & Mining)
MANU(48): 0.83% Top=GNRC DDD TEX JKS ATU DOV WWD MRC ….. DHR XYL DCI ITW PNR ROP GE AME=Bottom (Manufacturing)
MATE(36): 0.77% Top=PWR KBH EXP VMC BECN MLM MDC PHM ….. TREX DY WM WY RSG SRCL CSTE CLH=Bottom (Materials & Construction)
CHEM(34): 0.47% Top=GPRE AXTA FTK OLN MEOH HUN WLK CE ….. VAL DD ALB MOS AXLL APD IFF RYAM=Bottom (Chemicals/Fertilizers)
COHW(47): 0.37% Top=SNDK NMBL SSYS BBRY CCOI GOGO COMM LXK ….. ANET VRSN ARRS FNSR PANW NSR CIEN INFN=Bottom (Computer Hardware/Telecom)
ELEC(56): 0.36% Top=INVN SUNE MU INTC SCTY CSIQ AMBA SPWR ….. MXIM IPGP MLNX FSL ON NXPI WAT CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): 0.26% Top=ICON COH PVH GIL LEG GT KATE RL ….. IP BLL PG JAH CL WRK AVY CCK=Bottom (Consumer)
TRAN(40): 0.22% Top=TDW BRS GBX TK TRN AAL SAVE GLOG ….. LUV KSU NSC FDX KNX ODFL XPO NAT=Bottom (Transportation)
RETA(70): 0.10% Top=SPLS JCP ANF BLDR DSW TFM PIR KORS ….. WBA OUTR CVS LL SSI GES BABA W=Bottom (Retail & Specialty Retail)
DISV(57): -0.20% Top=URI KBR ACM MYGN JEC ENV AL CAR ….. CXW SCI DV MMS G BLOX MA YY=Bottom (Diversified Services)
FINA(104): -0.33% Top=MS GS OCN HBHC COF SYF PVTB ARCC ….. KKR BK FNGN CG BLK PSEC BX WETF=Bottom (Banks/Financials)
INSU(41): -0.36% Top=MBI AGO FAF SYA MTG CNO RDN ACGL ….. AIG BRO AFSI XL ACE CINF ENH AEL=Bottom (Insurance)
COSW(100): -0.48% Top=TWTR SLH BITA ROVI SINA SOHU SNCR PAYC ….. SSNC PTC TTWO QLYS IMPV VIPS NTES VDSI=Bottom (Computer Software/Internet)
HEAL(58): -0.51% Top=AAC ANTM WCG SEM CNC PODD HLS THOR ….. PKI STJ IRWD HOLX PRXL INCR HCA OPK=Bottom (Health)
REAL(92): -0.78% Top=GOV NSM DRH CIM AMH IVR TWO EXR ….. O DEI CLI HIW BAM NNN DFT WPG=Bottom (Real Estate)
LEIS(40): -1.19% Top=BLMN LQ WEN CCL HLT MGM WYN SIX ….. DPZ WYNN SGMS SHAK JACK LOCO QUNR ZOES=Bottom (Leisure)

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 12:04 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:26 am

Market Stats at 10:26 am ET
by daytrend on 20150831. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 997.

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 (20150831 10:26 am ET)
4.7% of stocks are above yesterday’s high.
32.8% are above yesterday’s midpoint. (67.2% are below.)
18.1% are below yesterday’s low.
77.2% are inside yesterday’s range.
14.1% of stocks with today’s high > yesterday’s high. (85.9% less than).
45.1% of stocks with today’s low < yesterday’s low. (54.9% greater than).

EVIDENCE OF INTRADAY TREND (20150831 10:26 am ET)
39.4% of stocks are above today’s open. (58.4% are below).
15.9% of stocks are above today’s open and yesterday’s close.
57.3% are below both.
1.4% of stocks opened above yesterday’s high.
7.9% of stocks opened above yesterday’s close. (90.2% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150831 10:26 am ET)
10.8% of stocks are in the top 10% of today’s range.
19.3% are in the top 20%.
46.6% are in the top half. 53.4% of stocks are in the bottom half of today’s range.
18.4% are in the bottom 20%.
5.8% are in the bottom 10%.

GAIN (20150831 10:26 am ET)
18.4% of stocks are above yesterday’s close. (81.6% are below.)
0.2% are up 4.5% or more. 0.7% are down 4.5% or more.
0.2% are up 3.5% or more. 2.4% are down 3.5% or more.
63.4% are between +1% and -1%.

RSI on DAILY (20150831 10:26 am ET)
2-day: >=95:1.7%…>=90:5.2%…>=80:12.4%…>=50:61.1%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:18.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:14.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150831 10:26 am ET)
4.7% above previous 1 highs, 18.1% below previous 1 lows
3.2% above previous 2 highs, 4.4% below previous 2 lows
2.8% above previous 3 highs, 0.2% below previous 3 lows
2.7% above previous 4 highs, 0.2% below previous 4 lows
2.6% above previous 5 highs, 0.0% below previous 5 lows
1.6% above previous 6 highs, 0.0% below previous 6 lows
1.0% above previous 7 highs, 0.0% below previous 7 lows
0.7% above previous 8 highs, 0.0% below previous 8 lows
0.7% above previous 9 highs, 0.0% below previous 9 lows
0.7% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150831 10:26 am ET)
18.4% are above or equal to 8/28 close (1 days ago), 81.6% are below.
38.3% are above or equal to 8/27 close (2 days ago), 61.7% are below.
90.2% are above or equal to 8/26 close (3 days ago), 9.8% are below.
96.9% are above or equal to 8/25 close (4 days ago), 3.1% are below.
92.1% are above or equal to 8/24 close (5 days ago), 7.9% are below.
49.9% are above or equal to 8/21 close (6 days ago), 50.1% are below.
26.5% are above or equal to 8/20 close (7 days ago), 73.5% are below.
11.5% are above or equal to 8/19 close (8 days ago), 88.5% are below.
8.0% are above or equal to 8/18 close (9 days ago), 92.0% are below.
6.9% are above or equal to 8/17 close (10 days ago), 93.1% are below.
9.3% are above or equal to 8/14 close (11 days ago), 90.7% are below.
10.4% are above or equal to 8/13 close (12 days ago), 89.6% are below.
9.6% are above or equal to 8/12 close (13 days ago), 90.4% are below.
11.1% are above or equal to 8/11 close (14 days ago), 88.9% are below.
9.9% are above or equal to 8/10 close (15 days ago), 90.1% are below.
17.6% are above or equal to 8/7 close (16 days ago), 82.4% are below.
16.8% are above or equal to 8/6 close (17 days ago), 83.2% are below.
14.8% are above or equal to 8/5 close (18 days ago), 85.2% are below.
15.5% are above or equal to 8/4 close (19 days ago), 84.5% are below.
15.9% are above or equal to 8/3 close (20 days ago), 84.1% are below.
14.1% are above or equal to 7/31 close (21 days ago), 85.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150831 10:26 am ET)
20d: 0.6% new highs, 0.0% new lows
21d: 0.6% new highs, 0.0% new lows
42d: 0.4% new highs, 0.0% new lows
63d: 0.3% new highs, 0.0% new lows
126d: 0.1% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150831 10:26 am ET)
2-day: 17.3% above, 82.7% below
3-day: 25.2% above, 74.8% below
4-day: 64.9% above, 35.1% below
5-day: 90.0% above, 10.0% below
8-day: 72.8% above, 27.2% below
10-day: 41.7% above, 58.3% below
20-day: 14.4% above, 85.6% below
50-day: 15.1% above, 84.9% below
200-day: 28.8% above, 71.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150831 10:26 am ET)
RETA(70): -0.11% Top=ANF DSW JCP SPLS AEO SIG KMX CHS ….. WBA GME MELI LL NFLX W ETSY BABA=Bottom (Retail & Specialty Retail)
CONS(56): -0.31% Top=COH LEG ICON GIL DECK RL WWW GT ….. CCK OI ECL AVY CL BERY WRK PAY=Bottom (Consumer)
MANU(48): -0.34% Top=GNRC DDD ITT SWK TILE ATU WWD TKR ….. JKS EMR CFX AME SEDG GE ATI MRC=Bottom (Manufacturing)
MATE(36): -0.35% Top=BECN MLM OC LEN KBH DHI RYL PHM ….. WY FLR DY FAST CVA CSTE MTZ CLH=Bottom (Materials & Construction)
HEAL(58): -0.46% Top=ANTM ABMD CNC WCG HNT HLS BKD AAC ….. PRXL HCA A KND PKI IRWD INCR OPK=Bottom (Health)
TRAN(40): -0.47% Top=SAVE AAL JBLU VA UAL DAL ALK LUV ….. XPO CP GWR TK YRCW NAT TDW GLOG=Bottom (Transportation)
COHW(47): -0.52% Top=NMBL SSYS UBNT NTGR GOGO COMM CCOI HILL ….. FNSR QCOM KN ARRS ANET ZAYO NSR CIEN=Bottom (Computer Hardware/Telecom)
DISV(57): -0.56% Top=MYGN URI ACM SSTK ENV PRAA ULTA JEC ….. HRB AAN ALLE FLT HMSY ZG DV YY=Bottom (Diversified Services)
CHEM(34): -0.60% Top=AXTA CF OLN CYT OMG SHW ASH POL ….. GPRE EMN DD ALB DOW AXLL MEOH RYAM=Bottom (Chemicals/Fertilizers)
INSU(41): -0.63% Top=FAF MBI FNF SYA AXS PGR ACGL VR ….. XL MET LNC ENH AON PRU AEL SLF=Bottom (Insurance)
ELEC(56): -0.72% Top=AMBA INVN TSL SUNE TRMB TEL KEYS INTC ….. MU FSL CPHD FCS CY CRUS NXPI ON=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(92): -0.73% Top=GOV RLGY AMH HME DRH CIM BEE TWO ….. CUZ OFC BXP OUT PLD BAM DFT WPG=Bottom (Real Estate)
FINA(104): -0.74% Top=SYF MS HBHC GS ESNT OCN WU OZRK ….. TCBI BMO BLK BK TD PSEC BX WETF=Bottom (Banks/Financials)
META(21): -0.96% Top=ACI CNX FCX PAAS NUE NEM RGLD AA ….. SCCO AEM X GG TCK SLW SLCA ABX=Bottom (Metals & Mining)
COSW(100): -1.03% Top=TWTR SOHU ROVI GOOG MDRX SLH MENT SNCR ….. QLIK SSNC VEEV VDSI JD VIPS IMPV NTES=Bottom (Computer Software/Internet)
LEIS(40): -1.14% Top=BLMN TXRH WEN PNRA BWLD QSR DRI LQ ….. MGM BYD LVS GPRO SHAK WYNN LOCO ZOES=Bottom (Leisure)
ENER(97): -1.99% Top=PSX MUSA TSO VLO BCEI MPC RICE HFC ….. DO ECA NBR CPE CIE APA NBL LPI=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 10:26 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:58 am

Market Stats at 9:58 am ET
by daytrend on 20150831. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 997.

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 (20150831 9:58 am ET)
4.6% of stocks are above yesterday’s high.
32.4% are above yesterday’s midpoint. (67.6% are below.)
13.9% are below yesterday’s low.
81.4% are inside yesterday’s range.
13.1% of stocks with today’s high > yesterday’s high. (86.9% less than).
37.0% of stocks with today’s low < yesterday’s low. (63.0% greater than).

EVIDENCE OF INTRADAY TREND (20150831 9:58 am ET)
37.9% of stocks are above today’s open. (60.3% are below).
14.9% of stocks are above today’s open and yesterday’s close.
59.2% are below both.
1.4% of stocks opened above yesterday’s high.
7.9% of stocks opened above yesterday’s close. (90.2% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150831 9:58 am ET)
5.8% of stocks are in the top 10% of today’s range.
13.3% are in the top 20%.
41.5% are in the top half. 58.5% of stocks are in the bottom half of today’s range.
23.3% are in the bottom 20%.
11.5% are in the bottom 10%.

GAIN (20150831 9:58 am ET)
17.3% of stocks are above yesterday’s close. (82.7% are below.)
0.2% are up 4.5% or more. 1.4% are down 4.5% or more.
0.5% are up 3.5% or more. 3.6% are down 3.5% or more.
66.8% are between +1% and -1%.

RSI on DAILY (20150831 9:58 am ET)
2-day: >=95:1.6%…>=90:4.6%…>=80:10.0%…>=50:60.6%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:18.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:13.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150831 9:58 am ET)
4.6% above previous 1 highs, 13.9% below previous 1 lows
3.4% above previous 2 highs, 2.3% below previous 2 lows
3.2% above previous 3 highs, 0.2% below previous 3 lows
3.1% above previous 4 highs, 0.2% below previous 4 lows
3.0% above previous 5 highs, 0.0% below previous 5 lows
1.8% above previous 6 highs, 0.0% below previous 6 lows
0.8% above previous 7 highs, 0.0% below previous 7 lows
0.7% above previous 8 highs, 0.0% below previous 8 lows
0.7% above previous 9 highs, 0.0% below previous 9 lows
0.7% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150831 9:58 am ET)
17.3% are above or equal to 8/28 close (1 days ago), 82.7% are below.
39.0% are above or equal to 8/27 close (2 days ago), 61.0% are below.
91.9% are above or equal to 8/26 close (3 days ago), 8.1% are below.
97.6% are above or equal to 8/25 close (4 days ago), 2.4% are below.
92.2% are above or equal to 8/24 close (5 days ago), 7.8% are below.
49.9% are above or equal to 8/21 close (6 days ago), 50.1% are below.
25.5% are above or equal to 8/20 close (7 days ago), 74.5% are below.
11.4% are above or equal to 8/19 close (8 days ago), 88.6% are below.
7.9% are above or equal to 8/18 close (9 days ago), 92.1% are below.
6.3% are above or equal to 8/17 close (10 days ago), 93.7% are below.
8.4% are above or equal to 8/14 close (11 days ago), 91.6% are below.
9.6% are above or equal to 8/13 close (12 days ago), 90.4% are below.
9.0% are above or equal to 8/12 close (13 days ago), 91.0% are below.
11.0% are above or equal to 8/11 close (14 days ago), 89.0% are below.
9.8% are above or equal to 8/10 close (15 days ago), 90.2% are below.
17.4% are above or equal to 8/7 close (16 days ago), 82.6% are below.
16.4% are above or equal to 8/6 close (17 days ago), 83.6% are below.
14.7% are above or equal to 8/5 close (18 days ago), 85.3% are below.
14.9% are above or equal to 8/4 close (19 days ago), 85.1% are below.
15.6% are above or equal to 8/3 close (20 days ago), 84.4% are below.
14.1% are above or equal to 7/31 close (21 days ago), 85.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150831 9:58 am ET)
20d: 0.5% new highs, 0.0% new lows
21d: 0.5% new highs, 0.0% new lows
42d: 0.4% new highs, 0.0% new lows
63d: 0.3% new highs, 0.0% new lows
126d: 0.1% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150831 9:58 am ET)
2-day: 15.9% above, 84.1% below
3-day: 24.5% above, 75.5% below
4-day: 66.7% above, 33.3% below
5-day: 92.3% above, 7.7% below
8-day: 72.9% above, 27.1% below
10-day: 41.0% above, 59.0% below
20-day: 13.8% above, 86.2% below
50-day: 15.6% above, 84.4% below
200-day: 29.1% above, 70.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150831 9:58 am ET)
RETA(70): 0.01% Top=DSW JCP ANF SHLD SIG SPLS AEO MIK ….. ETSY OUTR LL MELI NFLX GME W BABA=Bottom (Retail & Specialty Retail)
HEAL(58): -0.18% Top=CNC ANTM MOH WCG HNT AET ABMD ABT ….. A IRWD AAC KND CYH PKI INCR OPK=Bottom (Health)
MATE(36): -0.33% Top=DHI LEN KBH BECN RYL MDC SPF BCC ….. DAR DY EXP FAST CVA CLH FLR MTZ=Bottom (Materials & Construction)
CONS(56): -0.39% Top=LEG GIL LULU WHR GT COH COTY BC ….. AVY ECL IP CROX PBI OI PAY WRK=Bottom (Consumer)
DISV(57): -0.47% Top=ENV MYGN MAN ULTA SSTK PRAA ABCO AHS ….. AL KBR CAR FLT APOL DV ZG HMSY=Bottom (Diversified Services)
COHW(47): -0.48% Top=SYNA UBNT COMM INFN CCOI NTAP HILL NTGR ….. ZAYO SNDK WIN ARRS QCOM NSR CIEN KN=Bottom (Computer Hardware/Telecom)
INSU(41): -0.52% Top=FAF MBI FNF SYA AXS VR AWH MTG ….. AFL UNM MET AON LNC PRU AEL SLF=Bottom (Insurance)
ELEC(56): -0.55% Top=AMBA SUNE TEL INVN CAVM TER SNPS IDTI ….. AVGO SPWR NXPI FSLR CY QRVO MU SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(92): -0.56% Top=GOV DRH BEE RLGY EXR HME CONE NRF ….. OFC SLG DFT CUZ BXP GLPI BAM WPG=Bottom (Real Estate)
TRAN(40): -0.59% Top=VA SAVE AAL HA JBLU ALK UAL LUV ….. KSU NAT STNG GWR YRCW TK TDW GLOG=Bottom (Transportation)
FINA(104): -0.66% Top=SYF MS CTLT GS PVTB HBHC BXS WBS ….. KKR BK TD PSEC BMO WETF BLK APO=Bottom (Banks/Financials)
COSW(100): -0.66% Top=TWTR RNG SNCR PAYC MANH ROVI SLH VRNT ….. ADSK IMPV VNET JD SINA VIPS VDSI NTES=Bottom (Computer Software/Internet)
MANU(48): -0.75% Top=GNRC ITT SWK TILE WWD MHK TKR AGCO ….. XYL PNR CFX GE TEX ATI JKS MRC=Bottom (Manufacturing)
LEIS(40): -0.93% Top=BLMN WEN BWLD PNRA QSR DNKN LQ TXRH ….. SGMS GPRO MGM LVS SHAK WYNN LOCO ZOES=Bottom (Leisure)
CHEM(34): -1.30% Top=CYT AXTA OMG SHW CF OLN AGU IFF ….. WLK CC EMN DOW ALB RYAM AXLL MEOH=Bottom (Chemicals/Fertilizers)
META(21): -2.31% Top=ACI NUE AA FCX STLD PAAS CNX CMC ….. SCCO SWC AEM GG SLW TCK SLCA ABX=Bottom (Metals & Mining)
ENER(97): -2.68% Top=PSX MUSA HFC TSO DK VLO WNR OII ….. PTEN UNT DO CPE APA BCEI NBL LPI=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 9:58 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:37 am

Market Stats at 9:37 am ET
by daytrend on 20150831. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 998.

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 (20150831 9:37 am ET)
4.6% of stocks are above yesterday’s high.
38.5% are above yesterday’s midpoint. (61.5% are below.)
9.3% are below yesterday’s low.
86.1% are inside yesterday’s range.
9.0% of stocks with today’s high > yesterday’s high. (91.0% less than).
26.1% of stocks with today’s low < yesterday’s low. (73.9% greater than).

EVIDENCE OF INTRADAY TREND (20150831 9:37 am ET)
41.8% of stocks are above today’s open. (54.5% are below).
13.9% of stocks are above today’s open and yesterday’s close.
53.4% are below both.
1.4% of stocks opened above yesterday’s high.
7.9% of stocks opened above yesterday’s close. (90.2% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150831 9:37 am ET)
16.4% of stocks are in the top 10% of today’s range.
23.2% are in the top 20%.
49.5% are in the top half. 50.5% of stocks are in the bottom half of today’s range.
19.6% are in the bottom 20%.
12.6% are in the bottom 10%.

GAIN (20150831 9:37 am ET)
16.7% of stocks are above yesterday’s close. (83.3% are below.)
0.3% are up 4.5% or more. 0.3% are down 4.5% or more.
0.4% are up 3.5% or more. 1.4% are down 3.5% or more.
75.5% are between +1% and -1%.

RSI on DAILY (20150831 9:37 am ET)
2-day: >=95:1.2%…>=90:3.9%…>=80:13.6%…>=50:67.1%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:21.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:14.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150831 9:37 am ET)
4.6% above previous 1 highs, 9.3% below previous 1 lows
3.2% above previous 2 highs, 1.4% below previous 2 lows
3.1% above previous 3 highs, 0.1% below previous 3 lows
3.0% above previous 4 highs, 0.1% below previous 4 lows
2.9% above previous 5 highs, 0.0% below previous 5 lows
1.6% above previous 6 highs, 0.0% below previous 6 lows
0.7% above previous 7 highs, 0.0% below previous 7 lows
0.6% above previous 8 highs, 0.0% below previous 8 lows
0.4% above previous 9 highs, 0.0% below previous 9 lows
0.4% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150831 9:37 am ET)
16.7% are above or equal to 8/28 close (1 days ago), 83.3% are below.
42.7% are above or equal to 8/27 close (2 days ago), 57.3% are below.
92.9% are above or equal to 8/26 close (3 days ago), 7.1% are below.
97.6% are above or equal to 8/25 close (4 days ago), 2.4% are below.
92.7% are above or equal to 8/24 close (5 days ago), 7.3% are below.
52.3% are above or equal to 8/21 close (6 days ago), 47.7% are below.
26.7% are above or equal to 8/20 close (7 days ago), 73.3% are below.
12.6% are above or equal to 8/19 close (8 days ago), 87.4% are below.
7.9% are above or equal to 8/18 close (9 days ago), 92.1% are below.
6.6% are above or equal to 8/17 close (10 days ago), 93.4% are below.
8.7% are above or equal to 8/14 close (11 days ago), 91.3% are below.
10.4% are above or equal to 8/13 close (12 days ago), 89.6% are below.
9.5% are above or equal to 8/12 close (13 days ago), 90.5% are below.
11.2% are above or equal to 8/11 close (14 days ago), 88.8% are below.
10.3% are above or equal to 8/10 close (15 days ago), 89.7% are below.
17.1% are above or equal to 8/7 close (16 days ago), 82.9% are below.
16.2% are above or equal to 8/6 close (17 days ago), 83.8% are below.
15.2% are above or equal to 8/5 close (18 days ago), 84.8% are below.
15.6% are above or equal to 8/4 close (19 days ago), 84.4% are below.
16.4% are above or equal to 8/3 close (20 days ago), 83.6% are below.
14.3% are above or equal to 7/31 close (21 days ago), 85.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150831 9:37 am ET)
20d: 0.4% new highs, 0.0% new lows
21d: 0.4% new highs, 0.0% new lows
42d: 0.3% new highs, 0.0% new lows
63d: 0.2% new highs, 0.0% new lows
126d: 0.0% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150831 9:37 am ET)
2-day: 15.2% above, 84.8% below
3-day: 29.7% above, 70.3% below
4-day: 71.8% above, 28.2% below
5-day: 94.4% above, 5.6% below
8-day: 75.6% above, 24.4% below
10-day: 43.9% above, 56.1% below
20-day: 15.3% above, 84.7% below
50-day: 15.4% above, 84.6% below
200-day: 29.1% above, 70.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150831 9:37 am ET)
HEAL(58): 0.22% Top=SPNC MOH DXCM ANTM UNH ZLTQ AET ABT ….. IRWD XRAY PKI HOLX CYBX INCR AAC OPK=Bottom (Health)
RETA(70): -0.17% Top=DSW JCP SHLD ANF AEO GNC TFM CHS ….. ETSY GME BLDR MELI LL BABA PIR W=Bottom (Retail & Specialty Retail)
ELEC(56): -0.38% Top=SUNE AMBA TEL CSIQ AYI CPHD SNPS CAVM ….. LLTC MCHP QRVO FCS AVGO CREE MU INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(92): -0.40% Top=GOV DRH RLGY BEE CUBE CBG HME ELS ….. BXMT LHO DFT MAC JLL PLD CUZ WPG=Bottom (Real Estate)
TRAN(40): -0.40% Top=SAVE AAL VA LUV UAL ALK DAL JBLU ….. TRN YRCW GBX GLOG STNG BRS TK TDW=Bottom (Transportation)
COHW(47): -0.40% Top=OLED PANW TMUS WDC HILL STX COMM BBRY ….. HRS NSR JNPR FNSR ARRS CIEN QCOM KN=Bottom (Computer Hardware/Telecom)
CONS(56): -0.40% Top=LEG GT LULU GIL COH ICON SHOO NWL ….. PG CL IP CROX CCK AVY ECL OI=Bottom (Consumer)
COSW(100): -0.42% Top=TWTR VMW DATA GOOG FTNT RNG ADBE LNKD ….. NATI VEEV NTES JD SINA VNET VDSI VIPS=Bottom (Computer Software/Internet)
DISV(57): -0.46% Top=ENV MYGN TMH URI SSTK WOOF ULTA BLOX ….. ZG AL RRD JEC DV V KBR FLT=Bottom (Diversified Services)
MATE(36): -0.50% Top=DHI LEN PHM KBH SPF RYL TOL WM ….. BCC FAST EXP DY MAS CLH FLR MTZ=Bottom (Materials & Construction)
LEIS(40): -0.55% Top=BLMN PNRA WEN JACK SONC LQ QSR HLT ….. YUM QUNR SHAK WYNN MGM LVS ZOES LOCO=Bottom (Leisure)
INSU(41): -0.57% Top=FAF MBI FNF SYA PGR VR HIG RDN ….. MET LNC UNM AGO AFL XL AEL PRI=Bottom (Insurance)
MANU(48): -0.65% Top=GNRC ITT SEDG SWK TILE WWD ZBRA CMI ….. EMR XYL DDD RS MRC TEX ATI JKS=Bottom (Manufacturing)
FINA(104): -0.70% Top=CTLT CME SYF DFS GS ARCC CFG AXP ….. CMA TRCO OCN PSEC BMO BLK LAZ WETF=Bottom (Banks/Financials)
CHEM(34): -0.91% Top=OLN AXTA HUN CYT OMG CF FMC POL ….. APD AXLL DD CC EMN RYAM ALB MEOH=Bottom (Chemicals/Fertilizers)
META(21): -1.68% Top=ACI PAAS CNX NUE AA FCX STLD NEM ….. SWC AEM GG SLW SCCO TCK SLCA ABX=Bottom (Metals & Mining)
ENER(98): -1.95% Top=PSX DK HFC TSO MUSA MPC WNR VLO ….. ECA SM RDC APA HOS DO UNT NBL=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 9:37 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

08/28/2015

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

Closing Stats
by daytrend on 20150828. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 997.

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 (20150828 Closing)
33.9% of stocks are above yesterday’s high.
84.0% are above yesterday’s midpoint. (16.0% are below.)
1.6% are below yesterday’s low.
64.5% are inside yesterday’s range.
59.6% of stocks with today’s high > yesterday’s high. (40.4% less than).
8.9% of stocks with today’s low < yesterday’s low. (91.1% greater than).

EVIDENCE OF INTRADAY TREND (20150828 Closing)
75.3% of stocks are above today’s open. (23.4% are below).
60.1% of stocks are above today’s open and yesterday’s close.
21.6% are below both.
2.1% of stocks opened above yesterday’s high.
13.9% of stocks opened above yesterday’s close. (82.7% opened below yesterday’s close).
1.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150828 Closing)
12.6% of stocks are in the top 10% of today’s range.
25.0% are in the top 20%.
71.8% are in the top half. 28.2% of stocks are in the bottom half of today’s range.
2.2% are in the bottom 20%.
0.3% are in the bottom 10%.

GAIN (20150828 Closing)
63.5% of stocks are above yesterday’s close. (36.5% are below.)
3.8% are up 4.5% or more. 0.2% are down 4.5% or more.
6.4% are up 3.5% or more. 0.5% are down 3.5% or more.
64.0% are between +1% and -1%.

RSI on DAILY (20150828 Closing)
2-day: >=95:2.8%…>=90:14.2%…>=80:45.6%…>=50:91.1%…<=20:1.0%…<=10:0.1%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:27.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:18.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150828 Closing)
33.9% above previous 1 highs, 1.6% below previous 1 lows
33.2% above previous 2 highs, 0.2% below previous 2 lows
29.4% above previous 3 highs, 0.2% below previous 3 lows
27.5% above previous 4 highs, 0.0% below previous 4 lows
16.1% above previous 5 highs, 0.0% below previous 5 lows
8.7% above previous 6 highs, 0.0% below previous 6 lows
4.9% above previous 7 highs, 0.0% below previous 7 lows
3.8% above previous 8 highs, 0.0% below previous 8 lows
3.4% above previous 9 highs, 0.0% below previous 9 lows
2.8% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150828 Closing)
63.5% are above or equal to 8/27 close (1 days ago), 36.5% are below.
95.0% are above or equal to 8/26 close (2 days ago), 5.0% are below.
98.3% are above or equal to 8/25 close (3 days ago), 1.7% are below.
95.0% are above or equal to 8/24 close (4 days ago), 5.0% are below.
57.5% are above or equal to 8/21 close (5 days ago), 42.5% are below.
31.6% are above or equal to 8/20 close (6 days ago), 68.4% are below.
14.7% are above or equal to 8/19 close (7 days ago), 85.3% are below.
10.1% are above or equal to 8/18 close (8 days ago), 89.9% are below.
8.8% are above or equal to 8/17 close (9 days ago), 91.2% are below.
10.8% are above or equal to 8/14 close (10 days ago), 89.2% are below.
12.2% are above or equal to 8/13 close (11 days ago), 87.8% are below.
11.3% are above or equal to 8/12 close (12 days ago), 88.7% are below.
13.6% are above or equal to 8/11 close (13 days ago), 86.4% are below.
12.7% are above or equal to 8/10 close (14 days ago), 87.3% are below.
19.4% are above or equal to 8/7 close (15 days ago), 80.6% are below.
18.7% are above or equal to 8/6 close (16 days ago), 81.3% are below.
17.6% are above or equal to 8/5 close (17 days ago), 82.4% are below.
17.5% are above or equal to 8/4 close (18 days ago), 82.5% are below.
18.0% are above or equal to 8/3 close (19 days ago), 82.0% are below.
16.9% are above or equal to 7/31 close (20 days ago), 83.1% are below.
16.6% are above or equal to 7/30 close (21 days ago), 83.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150828 Closing)
20d: 2.4% new highs, 0.4% new lows
21d: 2.1% new highs, 0.4% new lows
42d: 1.2% new highs, 0.3% new lows
63d: 0.9% new highs, 0.3% new lows
126d: 0.5% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150828 Closing)
2-day: 61.8% above, 38.2% below
3-day: 90.4% above, 9.6% below
4-day: 97.3% above, 2.7% below
5-day: 97.6% above, 2.4% below
8-day: 69.0% above, 31.0% below
10-day: 42.0% above, 58.0% below
20-day: 18.7% above, 81.3% below
50-day: 17.4% above, 82.6% below
200-day: 30.3% above, 69.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150828 Closing)
META(21): 3.44% Top=ACI PAAS AA AEM ABX CNX SWC TCK ….. SLCA RGLD CMC SCCO CCJ STLD NUE X=Bottom (Metals & Mining)
ENER(99): 3.12% Top=BCEI WPX EPE CRZO UNT EXH SM CRR ….. IOC MUSA LPI DK XOM SEP GPOR CIE=Bottom (Energy)
TRAN(40): 0.83% Top=UAL TRN TK GLOG STNG BRS KNX KEX ….. LUV ALK CHRW NAT SAVE AAL LSTR GBX=Bottom (Transportation)
MANU(48): 0.79% Top=JKS DDD KMT ITT SPW ATU CFX TKR ….. SWK ZBRA IR SEDG DHR GNRC RS JOY=Bottom (Manufacturing)
ELEC(56): 0.73% Top=AMBA SCTY CSIQ INTC MXIM CY CPHD TEL ….. APH WAT CAVM SWKS TSRA VSH IDTI MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(34): 0.64% Top=RYAM GPRE AXLL CC GRA MOS MEOH FTK ….. CBT ASH DD SHW CF HUN VAL AXTA=Bottom (Chemicals/Fertilizers)
CONS(56): 0.58% Top=COTY CROX KATE UFS KS GT PKG WRK ….. PG NWL TPX KMB COH SKX PVH WHR=Bottom (Consumer)
COHW(48): 0.53% Top=SMCI COMM WIN KN SSYS BBRY ARRS ANET ….. CSCO UBNT LVLT OLED TDC INFN SNDK NMBL=Bottom (Computer Hardware/Telecom)
LEIS(40): 0.53% Top=LOCO ZOES BYD BLMN QUNR SGMS MGM SIX ….. SONC EXPE BWLD CMG WEN RCL MCD ARMK=Bottom (Leisure)
RETA(70): 0.39% Top=BIG JCP ETSY ASNA TFM SSI FIVE BID ….. WSM BABA KR WMT DDS TSCO LL GME=Bottom (Retail & Specialty Retail)
HEAL(58): 0.34% Top=AAC OPK WCG SPNC NUVA IRWD RMD SEM ….. EW AET ESRX TMO CNC ANTM SYK PRXL=Bottom (Health)
COSW(99): 0.29% Top=VEEV VDSI ATVI SLH CYBR LC TTWO CERN ….. VMW NTES CMCM WDAY BITA WUBA VIPS ADSK=Bottom (Computer Software/Internet)
DISV(58): 0.19% Top=SSTK HMSY MYGN APOL ENV KBR G AAN ….. MAN ADT URI TW RHI AHS YY RBA=Bottom (Diversified Services)
MATE(36): 0.14% Top=BCC MTZ FLR CLH USG VMC WY DAR ….. EXP DHI FAST TOL MDC OC TPH LEN=Bottom (Materials & Construction)
FINA(104): 0.09% Top=TRCO PSEC ACAS ARCC TCBI APO SIVB OCN ….. WDR WFC HCBK PFG BLK MTB CG KKR=Bottom (Banks/Financials)
REAL(89): -0.05% Top=OUT AMH GOV CLI EQC DFT SHO HPT ….. SRC VNO O KIM AGNC BRX HTS TWO=Bottom (Real Estate)
INSU(41): -0.34% Top=ENH MTG CNO CLGX MBI RDN ACGL WRB ….. ACE AON MMC TRV XL WSH BRO HIG=Bottom (Insurance)

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

Filed under: Market Stats — daytrend @ 1:47 pm

Market Stats at 2:47 pm ET
by daytrend on 20150828. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 997.

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 (20150828 2:47 pm ET)
34.1% of stocks are above yesterday’s high.
83.9% are above yesterday’s midpoint. (16.1% are below.)
1.3% are below yesterday’s low.
64.6% are inside yesterday’s range.
58.4% of stocks with today’s high > yesterday’s high. (41.6% less than).
8.5% of stocks with today’s low < yesterday’s low. (91.5% greater than).

EVIDENCE OF INTRADAY TREND (20150828 2:47 pm ET)
74.9% of stocks are above today’s open. (23.7% are below).
59.6% of stocks are above today’s open and yesterday’s close.
21.9% are below both.
2.1% of stocks opened above yesterday’s high.
13.9% of stocks opened above yesterday’s close. (82.7% opened below yesterday’s close).
1.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150828 2:47 pm ET)
15.4% of stocks are in the top 10% of today’s range.
28.1% are in the top 20%.
69.6% are in the top half. 30.4% of stocks are in the bottom half of today’s range.
6.2% are in the bottom 20%.
0.7% are in the bottom 10%.

GAIN (20150828 2:47 pm ET)
62.2% of stocks are above yesterday’s close. (37.8% are below.)
3.1% are up 4.5% or more. 0.3% are down 4.5% or more.
5.3% are up 3.5% or more. 0.7% are down 3.5% or more.
63.0% are between +1% and -1%.

RSI on DAILY (20150828 2:47 pm ET)
2-day: >=95:2.3%…>=90:13.4%…>=80:45.5%…>=50:91.8%…<=20:0.9%…<=10:0.1%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:26.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:18.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150828 2:47 pm ET)
34.1% above previous 1 highs, 1.3% below previous 1 lows
33.1% above previous 2 highs, 0.2% below previous 2 lows
28.5% above previous 3 highs, 0.2% below previous 3 lows
26.6% above previous 4 highs, 0.1% below previous 4 lows
14.9% above previous 5 highs, 0.1% below previous 5 lows
7.6% above previous 6 highs, 0.1% below previous 6 lows
4.5% above previous 7 highs, 0.1% below previous 7 lows
3.2% above previous 8 highs, 0.1% below previous 8 lows
2.9% above previous 9 highs, 0.1% below previous 9 lows
2.4% above previous 10 highs, 0.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150828 2:47 pm ET)
62.2% are above or equal to 8/27 close (1 days ago), 37.8% are below.
94.6% are above or equal to 8/26 close (2 days ago), 5.4% are below.
98.2% are above or equal to 8/25 close (3 days ago), 1.8% are below.
95.2% are above or equal to 8/24 close (4 days ago), 4.8% are below.
57.1% are above or equal to 8/21 close (5 days ago), 42.9% are below.
31.3% are above or equal to 8/20 close (6 days ago), 68.7% are below.
13.9% are above or equal to 8/19 close (7 days ago), 86.1% are below.
10.4% are above or equal to 8/18 close (8 days ago), 89.6% are below.
8.5% are above or equal to 8/17 close (9 days ago), 91.5% are below.
10.2% are above or equal to 8/14 close (10 days ago), 89.8% are below.
11.7% are above or equal to 8/13 close (11 days ago), 88.3% are below.
11.5% are above or equal to 8/12 close (12 days ago), 88.5% are below.
13.3% are above or equal to 8/11 close (13 days ago), 86.7% are below.
12.6% are above or equal to 8/10 close (14 days ago), 87.4% are below.
19.5% are above or equal to 8/7 close (15 days ago), 80.5% are below.
18.6% are above or equal to 8/6 close (16 days ago), 81.4% are below.
17.2% are above or equal to 8/5 close (17 days ago), 82.8% are below.
17.7% are above or equal to 8/4 close (18 days ago), 82.3% are below.
17.8% are above or equal to 8/3 close (19 days ago), 82.2% are below.
16.3% are above or equal to 7/31 close (20 days ago), 83.7% are below.
16.8% are above or equal to 7/30 close (21 days ago), 83.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150828 2:47 pm ET)
20d: 2.4% new highs, 0.4% new lows
21d: 2.1% new highs, 0.4% new lows
42d: 1.2% new highs, 0.3% new lows
63d: 0.9% new highs, 0.3% new lows
126d: 0.5% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150828 2:47 pm ET)
2-day: 61.4% above, 38.6% below
3-day: 89.6% above, 10.4% below
4-day: 97.4% above, 2.6% below
5-day: 97.4% above, 2.6% below
8-day: 69.4% above, 30.6% below
10-day: 41.9% above, 58.1% below
20-day: 18.6% above, 81.4% below
50-day: 17.2% above, 82.8% below
200-day: 30.5% above, 69.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150828 2:47 pm ET)
META(21): 2.91% Top=ACI PAAS AA AEM ABX SLW RGLD FNV ….. SCCO SLCA TCK CMC CCJ STLD NUE X=Bottom (Metals & Mining)
ENER(99): 2.76% Top=EPE BCEI WPX CRZO EXH UNT SM RDC ….. INT NFG SU XOM DK GPOR LPI CIE=Bottom (Energy)
CONS(56): 0.66% Top=COTY UFS KATE CROX MAT KS PKG GT ….. DECK VFC NWL KMB PG PVH SKX WHR=Bottom (Consumer)
TRAN(40): 0.65% Top=UAL TRN TK GLOG STNG KNX BRS YRCW ….. AAL UPS LSTR SWFT EXPD CHRW NAT GBX=Bottom (Transportation)
MANU(48): 0.65% Top=DDD KMT ITT SPW JKS MHK CFX ATU ….. SNA SWK PH CMI GNRC DHR JOY RS=Bottom (Manufacturing)
ELEC(56): 0.63% Top=AMBA CSIQ SCTY INTC SUNE MRVL SPWR CPHD ….. CAVM FCS WAT TSRA VSH SWKS IDTI MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(70): 0.55% Top=BIG JCP ETSY SSI ASNA ANF BID TFM ….. CST KR BABA WMT TSCO DDS LL GME=Bottom (Retail & Specialty Retail)
CHEM(34): 0.43% Top=RYAM GPRE FTK AXLL GRA OLN MEOH PX ….. AGU DD SHW CBT CF VAL AXTA CC=Bottom (Chemicals/Fertilizers)
COHW(48): 0.37% Top=SMCI COMM KN WIN SSYS BBRY ARRS GOGO ….. NMBL CSCO LVLT UBNT SNDK OLED TDC INFN=Bottom (Computer Hardware/Telecom)
MATE(36): 0.36% Top=BCC MTZ KBH USG SPF CLH DAR TREX ….. WCN RYN FAST TOL RSG OC LEN TPH=Bottom (Materials & Construction)
LEIS(40): 0.32% Top=LOCO BYD BLMN SIX QUNR SGMS GPRO CAKE ….. EXPE CMG ARMK ZOES RCL WYNN MCD DRII=Bottom (Leisure)
FINA(104): 0.18% Top=PSEC TRCO ARCC TCBI APO SIVB ACAS BXS ….. MS RJF GS CG KKR MTB BLK PFG=Bottom (Banks/Financials)
REAL(89): 0.18% Top=OUT GOV DFT EQC AMH CLI RLJ CUZ ….. AMT GGP VNO AGNC TWO HTS O NSM=Bottom (Real Estate)
DISV(58): 0.18% Top=SSTK HMSY APOL ENV KBR MYGN DV SCI ….. AL RHI ADT URI AHS TW RBA YY=Bottom (Diversified Services)
HEAL(58): 0.17% Top=SPNC OPK NUVA WCG ZLTQ AAC RMD SEM ….. DGX HNT AMSG TMO CNC SYK ANTM PRXL=Bottom (Health)
COSW(99): 0.02% Top=VEEV ATVI CYBR LC TTWO MDSO CERN ELLI ….. NTES CMCM SPLK WDAY WUBA VIPS BITA ADSK=Bottom (Computer Software/Internet)
INSU(41): -0.46% Top=MTG MBI ENH CNO CLGX RDN PRI TMK ….. TRV MMC AGO WSH ACE XL BRO HIG=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:47 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:46 pm

Market Stats at 1:46 pm ET
by daytrend on 20150828. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 997.

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 (20150828 1:46 pm ET)
25.8% of stocks are above yesterday’s high.
75.1% are above yesterday’s midpoint. (24.9% are below.)
2.4% are below yesterday’s low.
71.8% are inside yesterday’s range.
57.1% of stocks with today’s high > yesterday’s high. (42.9% less than).
8.2% of stocks with today’s low < yesterday’s low. (91.8% greater than).

EVIDENCE OF INTRADAY TREND (20150828 1:46 pm ET)
63.3% of stocks are above today’s open. (35.8% are below).
45.8% of stocks are above today’s open and yesterday’s close.
34.2% are below both.
2.1% of stocks opened above yesterday’s high.
13.9% of stocks opened above yesterday’s close. (82.7% opened below yesterday’s close).
1.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150828 1:46 pm ET)
2.7% of stocks are in the top 10% of today’s range.
8.1% are in the top 20%.
48.8% are in the top half. 51.2% of stocks are in the bottom half of today’s range.
16.0% are in the bottom 20%.
5.0% are in the bottom 10%.

GAIN (20150828 1:46 pm ET)
49.0% of stocks are above yesterday’s close. (51.0% are below.)
2.9% are up 4.5% or more. 0.3% are down 4.5% or more.
4.2% are up 3.5% or more. 0.7% are down 3.5% or more.
62.3% are between +1% and -1%.

RSI on DAILY (20150828 1:46 pm ET)
2-day: >=95:2.2%…>=90:11.3%…>=80:36.6%…>=50:87.0%…<=20:1.3%…<=10:0.2%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:23.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:16.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150828 1:46 pm ET)
25.8% above previous 1 highs, 2.4% below previous 1 lows
25.3% above previous 2 highs, 0.2% below previous 2 lows
21.9% above previous 3 highs, 0.2% below previous 3 lows
20.6% above previous 4 highs, 0.0% below previous 4 lows
12.5% above previous 5 highs, 0.0% below previous 5 lows
6.9% above previous 6 highs, 0.0% below previous 6 lows
4.0% above previous 7 highs, 0.0% below previous 7 lows
2.8% above previous 8 highs, 0.0% below previous 8 lows
2.5% above previous 9 highs, 0.0% below previous 9 lows
2.1% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150828 1:46 pm ET)
49.0% are above or equal to 8/27 close (1 days ago), 51.0% are below.
92.3% are above or equal to 8/26 close (2 days ago), 7.7% are below.
97.9% are above or equal to 8/25 close (3 days ago), 2.1% are below.
93.6% are above or equal to 8/24 close (4 days ago), 6.4% are below.
53.6% are above or equal to 8/21 close (5 days ago), 46.4% are below.
28.0% are above or equal to 8/20 close (6 days ago), 72.0% are below.
13.2% are above or equal to 8/19 close (7 days ago), 86.8% are below.
9.7% are above or equal to 8/18 close (8 days ago), 90.3% are below.
7.8% are above or equal to 8/17 close (9 days ago), 92.2% are below.
9.4% are above or equal to 8/14 close (10 days ago), 90.6% are below.
10.7% are above or equal to 8/13 close (11 days ago), 89.3% are below.
10.0% are above or equal to 8/12 close (12 days ago), 90.0% are below.
12.0% are above or equal to 8/11 close (13 days ago), 88.0% are below.
11.0% are above or equal to 8/10 close (14 days ago), 89.0% are below.
18.5% are above or equal to 8/7 close (15 days ago), 81.5% are below.
17.5% are above or equal to 8/6 close (16 days ago), 82.5% are below.
16.8% are above or equal to 8/5 close (17 days ago), 83.2% are below.
16.1% are above or equal to 8/4 close (18 days ago), 83.9% are below.
16.9% are above or equal to 8/3 close (19 days ago), 83.1% are below.
15.2% are above or equal to 7/31 close (20 days ago), 84.8% are below.
15.7% are above or equal to 7/30 close (21 days ago), 84.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150828 1:46 pm ET)
20d: 2.4% new highs, 0.3% new lows
21d: 2.1% new highs, 0.3% new lows
42d: 1.2% new highs, 0.2% new lows
63d: 0.9% new highs, 0.2% new lows
126d: 0.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150828 1:46 pm ET)
2-day: 47.5% above, 52.5% below
3-day: 84.1% above, 15.9% below
4-day: 95.5% above, 4.5% below
5-day: 96.1% above, 3.9% below
8-day: 63.1% above, 36.9% below
10-day: 36.8% above, 63.2% below
20-day: 16.4% above, 83.6% below
50-day: 15.7% above, 84.3% below
200-day: 29.3% above, 70.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150828 1:46 pm ET)
ENER(99): 2.75% Top=BCEI EPE WPX CRZO SM FET CRR NBR ….. XOM INT GPOR RRC NFG SU LPI CIE=Bottom (Energy)
META(21): 2.45% Top=ACI PAAS AA AEM ABX SLW RGLD FCX ….. SCCO CMC TCK GG CCJ X CNX NUE=Bottom (Metals & Mining)
MANU(48): 0.38% Top=DDD KMT JKS ITT MHK SPW CFX RXN ….. ZBRA SWK CMI PH GNRC DHR JOY RS=Bottom (Manufacturing)
CONS(56): 0.35% Top=COTY UFS CROX KATE MAT GT RL PKG ….. NWL GIL HAR PG SKX BERY KMB WHR=Bottom (Consumer)
TRAN(40): 0.35% Top=UAL TRN KNX TK GLOG BRS KEX YRCW ….. SAVE LSTR UPS CHRW AAL EXPD NAT GBX=Bottom (Transportation)
ELEC(56): 0.30% Top=AMBA CSIQ SCTY INTC SUNE TEL MRVL MXIM ….. SIMO VSH CAVM WAT IDTI TSRA SWKS MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(34): 0.28% Top=RYAM GPRE FTK AXLL ALB MEOH OLN GRA ….. ASH FMC SHW AGU VAL CF AXTA CC=Bottom (Chemicals/Fertilizers)
MATE(36): 0.22% Top=MTZ BCC KBH USG SPF TREX RYL DAR ….. SRCL TPH EXP FAST RYN LEN OC RSG=Bottom (Materials & Construction)
RETA(70): 0.19% Top=BIG JCP ASNA ETSY ANF SSI TFM CAB ….. OUTR BABA DDS LL KR TSCO WMT GME=Bottom (Retail & Specialty Retail)
COHW(48): 0.06% Top=SMCI COMM WIN KN SSYS GOGO BBRY ARRS ….. UBNT CSCO CCOI TDC SNDK LVLT OLED INFN=Bottom (Computer Hardware/Telecom)
DISV(58): -0.07% Top=SSTK HMSY APOL KBR ENV DV ACM AAN ….. MAN URI TW RHI ADT AHS RBA YY=Bottom (Diversified Services)
REAL(89): -0.16% Top=OUT GOV AMH EQC DFT NRF CUZ VER ….. HTS EQY VNO MPW AGNC O GGP NSM=Bottom (Real Estate)
FINA(104): -0.21% Top=ARCC TCBI PSEC TRCO CFR APO ACAS SIVB ….. DFS HAWK PHH MTB KKR PFG LM BLK=Bottom (Banks/Financials)
LEIS(40): -0.21% Top=LOCO BYD GPRO BLMN QUNR SEAS SIX SGMS ….. MCD ARMK SONC WYNN SHAK QSR RCL ZOES=Bottom (Leisure)
HEAL(58): -0.23% Top=NUVA OPK SEM RMD WCG PODD EVHC HYH ….. HNT WX TMO SYK EW ANTM CNC PRXL=Bottom (Health)
COSW(99): -0.33% Top=VEEV ATVI CYBR LC TTWO ELLI MDSO CERN ….. CMCM WDAY WUBA VMW VIPS SPLK BITA ADSK=Bottom (Computer Software/Internet)
INSU(41): -0.74% Top=MBI ENH MTG CLGX FNF RDN SYA WRB ….. LNC AGO SLF TRV BRO XL ACE HIG=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:46 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 20150828. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 997.

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 (20150828 10:41 am ET)
25.6% of stocks are above yesterday’s high.
75.6% are above yesterday’s midpoint. (24.4% are below.)
1.8% are below yesterday’s low.
72.6% are inside yesterday’s range.
46.5% of stocks with today’s high > yesterday’s high. (53.5% less than).
5.3% of stocks with today’s low < yesterday’s low. (94.7% greater than).

EVIDENCE OF INTRADAY TREND (20150828 10:41 am ET)
62.1% of stocks are above today’s open. (36.9% are below).
43.8% of stocks are above today’s open and yesterday’s close.
35.8% are below both.
2.1% of stocks opened above yesterday’s high.
13.9% of stocks opened above yesterday’s close. (82.7% opened below yesterday’s close).
1.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150828 10:41 am ET)
4.2% of stocks are in the top 10% of today’s range.
16.9% are in the top 20%.
55.5% are in the top half. 44.5% of stocks are in the bottom half of today’s range.
16.3% are in the bottom 20%.
7.6% are in the bottom 10%.

GAIN (20150828 10:41 am ET)
46.0% of stocks are above yesterday’s close. (54.0% are below.)
3.6% are up 4.5% or more. 0.4% are down 4.5% or more.
6.0% are up 3.5% or more. 0.6% are down 3.5% or more.
66.1% are between +1% and -1%.

RSI on DAILY (20150828 10:41 am ET)
2-day: >=95:2.1%…>=90:11.8%…>=80:35.8%…>=50:86.7%…<=20:1.2%…<=10:0.4%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:23.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:16.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150828 10:41 am ET)
25.6% above previous 1 highs, 1.8% below previous 1 lows
24.9% above previous 2 highs, 0.3% below previous 2 lows
21.7% above previous 3 highs, 0.2% below previous 3 lows
20.7% above previous 4 highs, 0.0% below previous 4 lows
12.6% above previous 5 highs, 0.0% below previous 5 lows
7.2% above previous 6 highs, 0.0% below previous 6 lows
4.1% above previous 7 highs, 0.0% below previous 7 lows
3.1% above previous 8 highs, 0.0% below previous 8 lows
2.5% above previous 9 highs, 0.0% below previous 9 lows
2.1% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150828 10:41 am ET)
46.0% are above or equal to 8/27 close (1 days ago), 54.0% are below.
92.6% are above or equal to 8/26 close (2 days ago), 7.4% are below.
98.1% are above or equal to 8/25 close (3 days ago), 1.9% are below.
94.0% are above or equal to 8/24 close (4 days ago), 6.0% are below.
53.7% are above or equal to 8/21 close (5 days ago), 46.3% are below.
28.6% are above or equal to 8/20 close (6 days ago), 71.4% are below.
14.4% are above or equal to 8/19 close (7 days ago), 85.6% are below.
9.7% are above or equal to 8/18 close (8 days ago), 90.3% are below.
8.0% are above or equal to 8/17 close (9 days ago), 92.0% are below.
10.1% are above or equal to 8/14 close (10 days ago), 89.9% are below.
11.7% are above or equal to 8/13 close (11 days ago), 88.3% are below.
10.7% are above or equal to 8/12 close (12 days ago), 89.3% are below.
11.9% are above or equal to 8/11 close (13 days ago), 88.1% are below.
10.9% are above or equal to 8/10 close (14 days ago), 89.1% are below.
18.3% are above or equal to 8/7 close (15 days ago), 81.7% are below.
17.2% are above or equal to 8/6 close (16 days ago), 82.8% are below.
16.5% are above or equal to 8/5 close (17 days ago), 83.5% are below.
16.5% are above or equal to 8/4 close (18 days ago), 83.5% are below.
17.6% are above or equal to 8/3 close (19 days ago), 82.4% are below.
15.2% are above or equal to 7/31 close (20 days ago), 84.8% are below.
16.1% are above or equal to 7/30 close (21 days ago), 83.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150828 10:41 am ET)
20d: 1.5% new highs, 0.2% new lows
21d: 1.5% new highs, 0.2% new lows
42d: 0.9% new highs, 0.1% new lows
63d: 0.8% new highs, 0.1% new lows
126d: 0.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150828 10:41 am ET)
2-day: 44.9% above, 55.1% below
3-day: 84.4% above, 15.6% below
4-day: 96.1% above, 3.9% below
5-day: 96.6% above, 3.4% below
8-day: 62.6% above, 37.4% below
10-day: 37.5% above, 62.5% below
20-day: 16.5% above, 83.5% below
50-day: 15.9% above, 84.1% below
200-day: 28.9% above, 71.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150828 10:41 am ET)
META(21): 3.34% Top=ACI TCK PAAS FCX SLCA AA SWC CNX ….. FNV NEM SCCO STLD GG CMC CCJ NUE=Bottom (Metals & Mining)
ENER(99): 3.02% Top=EPE BCEI WPX CPE OAS CRR HOS QEP ….. SEMG WES DK IOC NFG MUSA WPZ CIE=Bottom (Energy)
TRAN(40): 0.58% Top=UAL TDW YRCW GLOG KNX TRN TK STNG ….. ALK LSTR JBLU AAL LUV CNI EXPD GBX=Bottom (Transportation)
MANU(48): 0.57% Top=DDD JKS KMT ATU RXN SPW ATI MRC ….. ROP SWK CAT DE GNRC RS ZBRA DHR=Bottom (Manufacturing)
ELEC(56): 0.56% Top=SUNE SCTY CSIQ AMBA INVN SPWR TSL INTC ….. FCS CAVM VSH IPGP IDTI TSRA SWKS MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(34): 0.51% Top=RYAM GPRE FTK ALB OLN DOW PX AXLL ….. AGU RPM FMC SHW CC POT VAL CF=Bottom (Chemicals/Fertilizers)
CONS(56): 0.30% Top=CROX COTY UFS MAT KATE ICON GT KS ….. NKE VFC KMB PG GIL TPX JAH BERY=Bottom (Consumer)
RETA(70): 0.15% Top=BIG ANF W JCP PIR ETSY BURL ASNA ….. DSW LL KR RH WMT MIK WSM GME=Bottom (Retail & Specialty Retail)
COHW(48): 0.08% Top=KN SSYS WIN SMCI LXK BBRY ARRS GOGO ….. TDC VZ RCI UBNT CSCO BCE OLED INFN=Bottom (Computer Hardware/Telecom)
MATE(36): 0.07% Top=CLH BCC EXP DAR MTZ FLR WY USG ….. SRCL OC DHI TPH LEN TOL RYN CSTE=Bottom (Materials & Construction)
LEIS(40): -0.13% Top=LOCO GPRO BYD SEAS BLMN MGM SGMS SBUX ….. CCL MCD WYN DRII EXPE QSR RCL ZOES=Bottom (Leisure)
DISV(58): -0.15% Top=SSTK APOL HMSY DV KBR ACM JEC R ….. TW BAH GEO AHS RBA RHI YY MAN=Bottom (Diversified Services)
FINA(104): -0.27% Top=TRCO ARCC OCN CME TCBI CFR APO BXS ….. RJF AMG MTB WETF LAZ ESNT BLK HAWK=Bottom (Banks/Financials)
HEAL(58): -0.41% Top=OPK SEM SPNC IRWD WCG NUVA HYH THOR ….. HNT UHS ANTM ABMD CYBX CNC PRXL AAC=Bottom (Health)
COSW(99): -0.42% Top=VEEV ATVI CYBR LC ROVI SOHU FB CDNS ….. ATHM NTES PFPT WDAY BITA VIPS SPLK ADSK=Bottom (Computer Software/Internet)
REAL(89): -0.50% Top=NRF OUT AMH CUZ VER NRZ GLPI RLGY ….. BXP GGP HCP QTS FR LHO VNO O=Bottom (Real Estate)
INSU(41): -0.64% Top=MBI RDN MTG TMK ENH PRU PRI WRB ….. TRV FAF CINF XL AEL BRO AGO HIG=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:41 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:13 am

Market Stats at 10:12 am ET
by daytrend on 20150828. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 997.

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 (20150828 10:12 am ET)
22.0% of stocks are above yesterday’s high.
74.5% are above yesterday’s midpoint. (25.5% are below.)
1.2% are below yesterday’s low.
76.8% are inside yesterday’s range.
41.4% of stocks with today’s high > yesterday’s high. (58.6% less than).
4.2% of stocks with today’s low < yesterday’s low. (95.8% greater than).

EVIDENCE OF INTRADAY TREND (20150828 10:12 am ET)
59.9% of stocks are above today’s open. (38.3% are below).
39.0% of stocks are above today’s open and yesterday’s close.
36.7% are below both.
2.1% of stocks opened above yesterday’s high.
13.9% of stocks opened above yesterday’s close. (82.7% opened below yesterday’s close).
1.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150828 10:12 am ET)
14.4% of stocks are in the top 10% of today’s range.
23.0% are in the top 20%.
52.9% are in the top half. 47.1% of stocks are in the bottom half of today’s range.
17.4% are in the bottom 20%.
5.6% are in the bottom 10%.

GAIN (20150828 10:12 am ET)
41.8% of stocks are above yesterday’s close. (58.2% are below.)
2.5% are up 4.5% or more. 0.2% are down 4.5% or more.
4.2% are up 3.5% or more. 0.6% are down 3.5% or more.
70.5% are between +1% and -1%.

RSI on DAILY (20150828 10:12 am ET)
2-day: >=95:1.6%…>=90:9.9%…>=80:31.9%…>=50:87.8%…<=20:1.0%…<=10:0.2%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:22.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:16.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150828 10:12 am ET)
22.0% above previous 1 highs, 1.2% below previous 1 lows
21.6% above previous 2 highs, 0.2% below previous 2 lows
18.4% above previous 3 highs, 0.2% below previous 3 lows
17.6% above previous 4 highs, 0.0% below previous 4 lows
10.8% above previous 5 highs, 0.0% below previous 5 lows
5.7% above previous 6 highs, 0.0% below previous 6 lows
3.5% above previous 7 highs, 0.0% below previous 7 lows
2.3% above previous 8 highs, 0.0% below previous 8 lows
1.9% above previous 9 highs, 0.0% below previous 9 lows
1.7% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150828 10:12 am ET)
41.8% are above or equal to 8/27 close (1 days ago), 58.2% are below.
93.3% are above or equal to 8/26 close (2 days ago), 6.7% are below.
98.0% are above or equal to 8/25 close (3 days ago), 2.0% are below.
94.8% are above or equal to 8/24 close (4 days ago), 5.2% are below.
51.3% are above or equal to 8/21 close (5 days ago), 48.7% are below.
27.4% are above or equal to 8/20 close (6 days ago), 72.6% are below.
13.4% are above or equal to 8/19 close (7 days ago), 86.6% are below.
9.7% are above or equal to 8/18 close (8 days ago), 90.3% are below.
7.2% are above or equal to 8/17 close (9 days ago), 92.8% are below.
9.7% are above or equal to 8/14 close (10 days ago), 90.3% are below.
11.0% are above or equal to 8/13 close (11 days ago), 89.0% are below.
9.9% are above or equal to 8/12 close (12 days ago), 90.1% are below.
11.5% are above or equal to 8/11 close (13 days ago), 88.5% are below.
10.8% are above or equal to 8/10 close (14 days ago), 89.2% are below.
18.1% are above or equal to 8/7 close (15 days ago), 81.9% are below.
16.6% are above or equal to 8/6 close (16 days ago), 83.4% are below.
15.1% are above or equal to 8/5 close (17 days ago), 84.9% are below.
15.5% are above or equal to 8/4 close (18 days ago), 84.5% are below.
17.1% are above or equal to 8/3 close (19 days ago), 82.9% are below.
14.4% are above or equal to 7/31 close (20 days ago), 85.6% are below.
15.8% are above or equal to 7/30 close (21 days ago), 84.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150828 10:12 am ET)
20d: 1.0% new highs, 0.2% new lows
21d: 0.9% new highs, 0.2% new lows
42d: 0.7% new highs, 0.1% new lows
63d: 0.7% new highs, 0.1% new lows
126d: 0.2% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150828 10:12 am ET)
2-day: 40.2% above, 59.8% below
3-day: 86.3% above, 13.7% below
4-day: 96.9% above, 3.1% below
5-day: 97.3% above, 2.7% below
8-day: 61.2% above, 38.8% below
10-day: 35.0% above, 65.0% below
20-day: 15.3% above, 84.7% below
50-day: 15.9% above, 84.1% below
200-day: 28.6% above, 71.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150828 10:12 am ET)
META(21): 4.38% Top=ACI PAAS FCX TCK ABX AA AEM SWC ….. FNV SLCA CNX STLD SCCO CCJ CMC NUE=Bottom (Metals & Mining)
ENER(99): 2.41% Top=EPE OAS CPE BCEI QEP CRR UPL RIG ….. DK MUSA WPZ OII NFG SEMG IOC CIE=Bottom (Energy)
MANU(48): 0.52% Top=DDD JKS ATI KMT MRC ATU RXN CFX ….. ROP SNA SEDG CAT ZBRA DHR GNRC BWXT=Bottom (Manufacturing)
TRAN(40): 0.28% Top=UAL TK GLOG YRCW KNX TRN STNG TDW ….. CHRW XPO AAL LSTR HA CNI GBX EXPD=Bottom (Transportation)
CONS(56): 0.21% Top=COTY MAT KATE CROX ICON KS UFS PKG ….. SKX KMB VFC WHR CRI TPX GIL JAH=Bottom (Consumer)
ELEC(56): 0.21% Top=SCTY CSIQ CREE AMBA MU TEL CPHD TRMB ….. TSRA CRUS FCS CAVM ADI SWKS VSH MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(34): 0.10% Top=GPRE RYAM FTK ALB DOW OLN PX CE ….. FMC SHW MEOH AGU VAL POT CF CC=Bottom (Chemicals/Fertilizers)
MATE(36): 0.07% Top=MTZ CLH WY DAR FLR DY PWR KBH ….. HW BECN OC CSTE TOL RYN MLM VMC=Bottom (Materials & Construction)
COHW(48): 0.07% Top=KN BBRY SSYS SMCI COMM MSI CCOI NMBL ….. T BCE RCI UBNT AAPL CSCO TDC INFN=Bottom (Computer Hardware/Telecom)
RETA(70): 0.01% Top=BIG ANF PIR ETSY ASNA BURL URBN BID ….. BABA SPLS RH WMT SSI WSM MIK GME=Bottom (Retail & Specialty Retail)
DISV(58): -0.26% Top=SSTK ACM APOL R JEC KBR AAN ULTA ….. VNTV RBA GEO BLOX YY AHS MAN RHI=Bottom (Diversified Services)
LEIS(40): -0.34% Top=LOCO GPRO BYD SBUX BLMN MGM SEAS CAKE ….. CCL MCD RCL EXPE SHAK QSR DRII ZOES=Bottom (Leisure)
REAL(89): -0.36% Top=AMH VER NRF OUT GLPI DLR NRZ CUZ ….. DFT DRE DRH O BXP VNO CONE QTS=Bottom (Real Estate)
HEAL(58): -0.42% Top=OPK SPNC IRWD SEM HYH NUVA EVHC RMD ….. STE CYBX AMSG CNC ZLTQ PRXL ABMD AAC=Bottom (Health)
COSW(99): -0.45% Top=ATVI VEEV CYBR LC SOHU FB IMS CDNS ….. ATHM RNG PFPT NTES WDAY SPLK ADSK VIPS=Bottom (Computer Software/Internet)
FINA(104): -0.56% Top=OCN TRCO CBOE ARCC ICE CME BXS NDAQ ….. ESNT PHH BMO BLK MTB KKR LAZ WETF=Bottom (Banks/Financials)
INSU(41): -0.57% Top=MBI MTG ENH AON RDN WRB TMK L ….. AEL MET LNC AIG AGO CINF SLF HIG=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:12 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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