daytrend

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/

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

Market Stats at 9:43 am ET
by daytrend on 20150828. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 996.

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 9:43 am ET)
23.4% of stocks are above yesterday’s high.
83.3% are above yesterday’s midpoint. (16.7% are below.)
0.7% are below yesterday’s low.
75.9% are inside yesterday’s range.
36.7% of stocks with today’s high > yesterday’s high. (63.3% less than).
3.3% of stocks with today’s low < yesterday’s low. (96.7% greater than).

EVIDENCE OF INTRADAY TREND (20150828 9:43 am ET)
74.2% of stocks are above today’s open. (23.9% are below).
47.1% of stocks are above today’s open and yesterday’s close.
22.3% are below both.
2.1% of stocks opened above yesterday’s high.
14.0% 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 9:43 am ET)
20.0% of stocks are in the top 10% of today’s range.
36.9% are in the top 20%.
70.1% are in the top half. 29.9% of stocks are in the bottom half of today’s range.
10.0% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN (20150828 9:43 am ET)
51.0% of stocks are above yesterday’s close. (49.0% are below.)
1.5% are up 4.5% or more. 0.1% are down 4.5% or more.
2.4% are up 3.5% or more. 0.1% are down 3.5% or more.
76.0% are between +1% and -1%.

RSI on DAILY (20150828 9:43 am ET)
2-day: >=95:1.8%…>=90:10.9%…>=80:38.8%…>=50:92.7%…<=20:0.5%…<=10:0.2%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:22.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:17.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150828 9:43 am ET)
23.4% above previous 1 highs, 0.7% below previous 1 lows
23.3% above previous 2 highs, 0.1% below previous 2 lows
20.2% above previous 3 highs, 0.0% below previous 3 lows
18.6% above previous 4 highs, 0.0% below previous 4 lows
11.5% above previous 5 highs, 0.0% below previous 5 lows
6.1% above previous 6 highs, 0.0% below previous 6 lows
3.1% above previous 7 highs, 0.0% below previous 7 lows
2.2% 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 9:43 am ET)
51.0% are above or equal to 8/27 close (1 days ago), 49.0% are below.
94.4% are above or equal to 8/26 close (2 days ago), 5.6% 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.
54.3% are above or equal to 8/21 close (5 days ago), 45.7% are below.
28.5% are above or equal to 8/20 close (6 days ago), 71.5% are below.
13.6% are above or equal to 8/19 close (7 days ago), 86.4% are below.
9.8% are above or equal to 8/18 close (8 days ago), 90.2% are below.
7.1% are above or equal to 8/17 close (9 days ago), 92.9% are below.
9.8% are above or equal to 8/14 close (10 days ago), 90.2% are below.
11.0% are above or equal to 8/13 close (11 days ago), 89.0% are below.
10.2% are above or equal to 8/12 close (12 days ago), 89.8% are below.
11.6% are above or equal to 8/11 close (13 days ago), 88.4% are below.
10.7% are above or equal to 8/10 close (14 days ago), 89.3% are below.
18.5% are above or equal to 8/7 close (15 days ago), 81.5% are below.
17.1% are above or equal to 8/6 close (16 days ago), 82.9% are below.
15.7% are above or equal to 8/5 close (17 days ago), 84.3% are below.
16.5% are above or equal to 8/4 close (18 days ago), 83.5% are below.
17.3% are above or equal to 8/3 close (19 days ago), 82.7% are below.
14.7% are above or equal to 7/31 close (20 days ago), 85.3% are below.
16.2% are above or equal to 7/30 close (21 days ago), 83.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150828 9:43 am ET)
20d: 0.9% new highs, 0.2% new lows
21d: 0.8% 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 9:43 am ET)
2-day: 48.8% above, 51.2% below
3-day: 91.1% above, 8.9% below
4-day: 97.6% above, 2.4% below
5-day: 97.5% above, 2.5% below
8-day: 64.2% above, 35.8% below
10-day: 37.4% above, 62.6% below
20-day: 16.1% above, 83.9% below
50-day: 16.6% above, 83.4% below
200-day: 30.1% above, 69.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150828 9:43 am ET)
META(21): 3.20% Top=ACI FCX CNX PAAS SWC TCK AA SLCA ….. SLW X SCCO CCJ GG CMC NUE STLD=Bottom (Metals & Mining)
ENER(98): 1.60% Top=CPE BCEI OAS PBF WPX PE MRO UNT ….. UPL GPOR MUSA OII NFX IOC NFG CIE=Bottom (Energy)
ELEC(56): 0.91% Top=SCTY MU CSIQ CREE INVN TEL TRMB INTC ….. IPGP ADI TSRA CRUS SWKS WAT TER GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(48): 0.72% Top=DDD JKS RXN KMT ATU TEX MRC TKR ….. AGCO CAT SWK DE SEDG GE TILE DHR=Bottom (Manufacturing)
TRAN(40): 0.52% Top=UAL GLOG TRN TDW KNX TK AAWW YRCW ….. GBX BRS ALK LSTR UPS EXPD HA CNI=Bottom (Transportation)
COHW(48): 0.39% Top=SSYS KN BBRY STX SNDK NMBL SYNA COMM ….. CCI VZ RCI T CSCO VRSN INFN TDC=Bottom (Computer Hardware/Telecom)
MATE(36): 0.33% Top=MTZ FLR TREX PWR WY DY DAR EXP ….. LEN SRCL WCN TOL RYN VMC BCC RSG=Bottom (Materials & Construction)
CHEM(34): 0.28% Top=RYAM GPRE FTK DOW CE ALB OLN WLK ….. APD MON CF AGU POT CC MEOH VAL=Bottom (Chemicals/Fertilizers)
COSW(99): 0.22% Top=ATVI VEEV CMCM CYBR SLH LC SOHU SPLK ….. PFPT GOOG WDAY CVG ATHM VIPS NTES ADSK=Bottom (Computer Software/Internet)
LEIS(40): 0.12% Top=LOCO SBUX QUNR MGM SHAK BYD WYNN PNRA ….. HLT SGMS RCL CCL MCD DRII QSR ZOES=Bottom (Leisure)
RETA(70): 0.08% Top=BIG ETSY ANF BBY LB LL JCP CAB ….. BABA WMT SSI WSM TIF GES MIK GME=Bottom (Retail & Specialty Retail)
DISV(58): 0.04% Top=SSTK ULTA ACM R KBR APOL URI ZG ….. YY V GEO FLT SERV AHS RHI MAN=Bottom (Diversified Services)
CONS(56): 0.03% Top=KS KATE CROX ICON WRK BC MAT COTY ….. GIL SEE KMB FL JAH PG SKX BERY=Bottom (Consumer)
HEAL(58): -0.24% Top=IRWD OPK NUVA ACHC RMD SPNC BSX ABMD ….. AET SYK CYBX WX ZLTQ PRXL CNC AAC=Bottom (Health)
INSU(41): -0.35% Top=MBI AON MTG ENH AXS RDN UNM WRB ….. LNC PRI TRV XL CINF SLF PRU HIG=Bottom (Insurance)
REAL(89): -0.37% Top=AMH VER DLR NRF GOV OUT NRZ GLPI ….. SLG BEE BAM PSA PEB BXP VNO CONE=Bottom (Real Estate)
FINA(104): -0.41% Top=OCN FNGN TCBI BXS ARCC CBOE APO SIVB ….. PFG PHH AMG WDR GS WETF KEY MTB=Bottom (Banks/Financials)

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

08/27/2015

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

Closing Stats
by daytrend on 20150827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 984.

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 (20150827 Closing)
87.6% of stocks are above yesterday’s high.
98.2% are above yesterday’s midpoint. (1.8% are below.)
0.3% are below yesterday’s low.
12.1% are inside yesterday’s range.
95.2% of stocks with today’s high > yesterday’s high. (4.8% less than).
1.3% of stocks with today’s low < yesterday’s low. (98.7% greater than).

EVIDENCE OF INTRADAY TREND (20150827 Closing)
85.3% of stocks are above today’s open. (13.9% are below).
84.8% of stocks are above today’s open and yesterday’s close.
3.9% are below both.
76.7% of stocks opened above yesterday’s high.
96.6% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
0.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150827 Closing)
25.1% of stocks are in the top 10% of today’s range.
47.1% 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.
0.4% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN (20150827 Closing)
95.6% of stocks are above yesterday’s close. (4.4% are below.)
18.9% are up 4.5% or more. 0.3% are down 4.5% or more.
31.3% are up 3.5% or more. 0.3% are down 3.5% or more.
12.5% are between +1% and -1%.

RSI on DAILY (20150827 Closing)
2-day: >=95:0.7%…>=90:6.8%…>=80:44.3%…>=50:95.7%…<=20:0.8%…<=10:0.3%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:20.8%…<=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 (20150827 Closing)
87.6% above previous 1 highs, 0.3% below previous 1 lows
62.3% above previous 2 highs, 0.3% below previous 2 lows
53.5% above previous 3 highs, 0.0% below previous 3 lows
19.7% above previous 4 highs, 0.0% below previous 4 lows
8.0% above previous 5 highs, 0.0% below previous 5 lows
3.9% above previous 6 highs, 0.0% below previous 6 lows
2.9% above previous 7 highs, 0.0% below previous 7 lows
2.7% above previous 8 highs, 0.0% below previous 8 lows
2.3% above previous 9 highs, 0.0% below previous 9 lows
1.9% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150827 Closing)
95.6% are above or equal to 8/26 close (1 days ago), 4.4% are below.
98.0% are above or equal to 8/25 close (2 days ago), 2.0% are below.
94.7% are above or equal to 8/24 close (3 days ago), 5.3% are below.
54.1% are above or equal to 8/21 close (4 days ago), 45.9% are below.
26.2% are above or equal to 8/20 close (5 days ago), 73.8% are below.
11.5% are above or equal to 8/19 close (6 days ago), 88.5% are below.
7.0% are above or equal to 8/18 close (7 days ago), 93.0% are below.
5.7% are above or equal to 8/17 close (8 days ago), 94.3% are below.
8.0% are above or equal to 8/14 close (9 days ago), 92.0% are below.
9.2% are above or equal to 8/13 close (10 days ago), 90.8% are below.
9.1% are above or equal to 8/12 close (11 days ago), 90.9% are below.
11.2% are above or equal to 8/11 close (12 days ago), 88.8% are below.
10.2% are above or equal to 8/10 close (13 days ago), 89.8% are below.
17.0% are above or equal to 8/7 close (14 days ago), 83.0% are below.
16.3% are above or equal to 8/6 close (15 days ago), 83.7% are below.
14.5% are above or equal to 8/5 close (16 days ago), 85.5% are below.
15.5% are above or equal to 8/4 close (17 days ago), 84.5% are below.
16.3% are above or equal to 8/3 close (18 days ago), 83.7% are below.
14.3% are above or equal to 7/31 close (19 days ago), 85.7% are below.
15.3% are above or equal to 7/30 close (20 days ago), 84.7% are below.
16.5% are above or equal to 7/29 close (21 days ago), 83.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150827 Closing)
20d: 1.3% new highs, 0.1% new lows
21d: 1.2% new highs, 0.1% new lows
42d: 0.8% new highs, 0.1% new lows
63d: 0.7% new highs, 0.1% new lows
126d: 0.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150827 Closing)
2-day: 94.9% above, 5.1% below
3-day: 98.1% above, 1.9% below
4-day: 97.5% above, 2.5% below
5-day: 93.5% above, 6.5% below
8-day: 47.9% above, 52.1% below
10-day: 29.0% above, 71.0% below
20-day: 14.1% above, 85.9% below
50-day: 15.4% above, 84.6% below
200-day: 30.2% above, 69.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150827 Closing)
META(21): 9.80% Top=ACI FCX TCK X CNX SCCO SLCA AA ….. FNV GG ABX SLW AEM SWC NUE RGLD=Bottom (Metals & Mining)
ENER(96): 6.10% Top=UPL OAS CRZO SM QEP NBR RIG PTEN ….. INT WNR DK HFC IOC PBF VLO TSO=Bottom (Energy)
ELEC(57): 3.79% Top=SUNE MU AVGO IDTI SIMO SCTY SPWR CY ….. AMBA CPHD IPGP TSRA GRMN DLB SNPS CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(48): 3.24% Top=MRC ATI DDD SEDG JOY RS ITT SPW ….. GNRC DE AOS IR TILE MHK JKS AME=Bottom (Manufacturing)
CHEM(34): 3.23% Top=GPRE DOW MEOH FMC CE CC ALB OLN ….. APD MON IFF SHW PX OMG CYT RYAM=Bottom (Chemicals/Fertilizers)
MATE(35): 3.03% Top=EXP DY PWR MTZ VMC MLM USG FLR ….. SRCL AWI TPH MDC BECN CVA WM RSG=Bottom (Materials & Construction)
TRAN(40): 2.92% Top=TK TDW GBX GLOG GWR CP TRN NSC ….. DAL VA SAVE BRS HA ALK LUV UAL=Bottom (Transportation)
LEIS(40): 2.85% Top=SGMS QUNR LOCO WYNN SHAK MGM LVS ZOES ….. DNKN BWLD DRI RCL SIX EAT TXRH SONC=Bottom (Leisure)
CONS(55): 2.78% Top=PVH ICON UA MAT OI WRK FOSL PBI ….. TPX CLX GPK CROX GIL PG BMS LEG=Bottom (Consumer)
FINA(104): 2.71% Top=WETF PSEC SIVB CG ETFC PB SEIC APO ….. FNB PHH OZRK LPLA TRCO SF OCN SYF=Bottom (Banks/Financials)
RETA(70): 2.55% Top=SIG SHLD BURL ETSY MELI NFLX JCP MIK ….. ANF JWN DLTR RH PIR TIF W WSM=Bottom (Retail & Specialty Retail)
COSW(95): 2.50% Top=CMCM NTES SINA SOHU VNET BIDU VIPS IMPV ….. AWAY PTC QLYS ORCL CERN MDAS VDSI NTCT=Bottom (Computer Software/Internet)
INSU(40): 2.31% Top=CNO PRU LNC MBI AIG MET AFL UNM ….. HIG ORI TRV FNF AIZ SYA PRI FAF=Bottom (Insurance)
COHW(48): 2.21% Top=SNDK KN BBRY SSYS STX COMM WDC EMC ….. GOGO BRCD INFN VRSN PANW HILL CCOI NMBL=Bottom (Computer Hardware/Telecom)
DISV(58): 2.19% Top=YY URI SSTK CAR JEC WEX KBR SBAC ….. HMSY PRAA MMS BAH AAN ABCO MRKT BLOX=Bottom (Diversified Services)
HEAL(57): 1.98% Top=ACHC THC STJ EW UNH ABT BCR KND ….. IRWD HNT ANTM RMD CYBX THOR ZLTQ OPK=Bottom (Health)
REAL(86): 1.87% Top=CUZ NSM JLL CUBE PLD CBL WPG AMH ….. SSS KRC RLGY HR BRX OUT GLPI MPW=Bottom (Real Estate)

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 @ 2:14 pm

Market Stats at 3:13 pm ET
by daytrend on 20150827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 984.

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 (20150827 3:13 pm ET)
68.0% of stocks are above yesterday’s high.
94.5% are above yesterday’s midpoint. (5.5% are below.)
0.9% are below yesterday’s low.
31.1% are inside yesterday’s range.
95.7% of stocks with today’s high > yesterday’s high. (4.3% less than).
1.3% of stocks with today’s low < yesterday’s low. (98.7% greater than).

EVIDENCE OF INTRADAY TREND (20150827 3:13 pm ET)
54.9% of stocks are above today’s open. (43.8% are below).
54.6% of stocks are above today’s open and yesterday’s close.
15.4% are below both.
77.2% of stocks opened above yesterday’s high.
97.3% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
0.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150827 3:13 pm ET)
0.1% of stocks are in the top 10% of today’s range.
0.9% are in the top 20%.
25.2% are in the top half. 74.8% of stocks are in the bottom half of today’s range.
24.1% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN (20150827 3:13 pm ET)
84.2% of stocks are above yesterday’s close. (15.8% are below.)
9.8% are up 4.5% or more. 0.4% are down 4.5% or more.
15.5% are up 3.5% or more. 0.5% are down 3.5% or more.
36.5% are between +1% and -1%.

RSI on DAILY (20150827 3:13 pm ET)
2-day: >=95:0.6%…>=90:3.7%…>=80:23.4%…>=50:86.1%…<=20:1.5%…<=10:0.6%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:11.1%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:9.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150827 3:13 pm ET)
68.0% above previous 1 highs, 0.9% below previous 1 lows
36.4% above previous 2 highs, 0.5% below previous 2 lows
29.3% above previous 3 highs, 0.0% below previous 3 lows
9.7% above previous 4 highs, 0.0% below previous 4 lows
4.0% above previous 5 highs, 0.0% below previous 5 lows
2.3% above previous 6 highs, 0.0% below previous 6 lows
1.7% above previous 7 highs, 0.0% below previous 7 lows
1.5% above previous 8 highs, 0.0% below previous 8 lows
1.4% above previous 9 highs, 0.0% below previous 9 lows
0.9% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150827 3:13 pm ET)
84.2% are above or equal to 8/26 close (1 days ago), 15.8% are below.
96.6% are above or equal to 8/25 close (2 days ago), 3.4% are below.
89.6% are above or equal to 8/24 close (3 days ago), 10.4% are below.
37.5% are above or equal to 8/21 close (4 days ago), 62.5% are below.
17.7% are above or equal to 8/20 close (5 days ago), 82.3% are below.
7.9% are above or equal to 8/19 close (6 days ago), 92.1% are below.
5.0% are above or equal to 8/18 close (7 days ago), 95.0% are below.
4.5% are above or equal to 8/17 close (8 days ago), 95.5% are below.
5.6% are above or equal to 8/14 close (9 days ago), 94.4% are below.
6.0% are above or equal to 8/13 close (10 days ago), 94.0% are below.
5.8% are above or equal to 8/12 close (11 days ago), 94.2% are below.
7.7% are above or equal to 8/11 close (12 days ago), 92.3% are below.
7.0% are above or equal to 8/10 close (13 days ago), 93.0% are below.
12.6% are above or equal to 8/7 close (14 days ago), 87.4% are below.
11.9% are above or equal to 8/6 close (15 days ago), 88.1% are below.
10.9% are above or equal to 8/5 close (16 days ago), 89.1% are below.
11.2% are above or equal to 8/4 close (17 days ago), 88.8% are below.
11.7% are above or equal to 8/3 close (18 days ago), 88.3% are below.
10.1% are above or equal to 7/31 close (19 days ago), 89.9% are below.
11.9% are above or equal to 7/30 close (20 days ago), 88.1% are below.
13.2% are above or equal to 7/29 close (21 days ago), 86.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150827 3:13 pm ET)
20d: 1.3% new highs, 0.1% new lows
21d: 1.2% new highs, 0.1% new lows
42d: 0.7% new highs, 0.1% new lows
63d: 0.6% new highs, 0.1% new lows
126d: 0.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150827 3:13 pm ET)
2-day: 83.7% above, 16.3% below
3-day: 94.8% above, 5.2% below
4-day: 94.6% above, 5.4% below
5-day: 84.3% above, 15.7% below
8-day: 29.1% above, 70.9% below
10-day: 16.0% above, 84.0% below
20-day: 8.1% above, 91.9% below
50-day: 11.7% above, 88.3% below
200-day: 27.0% above, 73.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150827 3:13 pm ET)
META(21): 7.05% Top=FCX ACI TCK X CNX SCCO SLCA AA ….. SWC FNV NUE SLW ABX AEM GG RGLD=Bottom (Metals & Mining)
ENER(96): 4.17% Top=UPL OAS CRZO SM NBR QEP MTDR RIG ….. IOC WNR ALJ HFC DK TSO VLO PBF=Bottom (Energy)
ELEC(57): 2.19% Top=SIMO MU AVGO IDTI SCTY SPWR CY MRVL ….. NXPI DLB AMBA CPHD GRMN INTC IPGP SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(34): 1.92% Top=GPRE MEOH DOW FMC OLN CE ALB CC ….. APD AXTA IFF PX OMG SHW CYT RYAM=Bottom (Chemicals/Fertilizers)
MANU(48): 1.86% Top=MRC ATI SEDG JOY DDD RS ITT TEX ….. GNRC DCI DE TILE IR MHK AOS JKS=Bottom (Manufacturing)
MATE(35): 1.77% Top=EXP MTZ PWR DY MLM HW VMC TREX ….. WY SRCL AWI OC TPH CVA WM RSG=Bottom (Materials & Construction)
FINA(104): 1.73% Top=WETF PSEC SIVB CG PB TCBI ETFC APO ….. WU HAWK LPLA ICE OCN TRCO SF SYF=Bottom (Banks/Financials)
LEIS(40): 1.60% Top=QUNR LOCO SGMS SHAK WYNN LVS ZOES MGM ….. WYN DRI EXPE SIX EAT SONC RCL TXRH=Bottom (Leisure)
TRAN(40): 1.51% Top=TK GBX GLOG TDW GWR CP TRN KEX ….. VA AAL ALK DAL LUV BRS HA UAL=Bottom (Transportation)
CONS(55): 1.39% Top=PVH ICON WRK MAT OI UA TUP PBI ….. CL KMB TPX GT BMS PG CROX LEG=Bottom (Consumer)
RETA(70): 1.14% Top=SIG SHLD BURL MELI JCP MIK ETSY NFLX ….. JWN RH DLTR PIR TIF ANF W WSM=Bottom (Retail & Specialty Retail)
COSW(95): 1.11% Top=NTES SINA VNET CMCM SOHU VIPS BIDU WUBA ….. CHKP FFIV ADP MDAS QLYS VDSI ORCL NTCT=Bottom (Computer Software/Internet)
INSU(40): 1.06% Top=CNO PRU MBI RDN LNC ENH WRB AIG ….. ORI ACE SYA TRV HIG AIZ FAF PRI=Bottom (Insurance)
COHW(48): 0.98% Top=INFN SNDK KN BBRY SSYS STX COMM WDC ….. HILL WIN QCOM BRCD CIEN CCOI PANW NMBL=Bottom (Computer Hardware/Telecom)
DISV(58): 0.96% Top=YY SSTK URI CAR JEC WEX KBR SBAC ….. TW MMS HMSY MRKT ABCO BAH AAN BLOX=Bottom (Diversified Services)
REAL(86): 0.92% Top=CUZ NSM CUBE JLL AMH WPG CBL ACC ….. HCP WRI HR BRX RLGY GLPI OUT MPW=Bottom (Real Estate)
HEAL(57): 0.77% Top=THC ACHC CYH STJ BCR EW KND LPNT ….. INCR AAC IRWD RMD ANTM CYBX ZLTQ OPK=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:13 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:44 pm

Market Stats at 2:43 pm ET
by daytrend on 20150827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 984.

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 (20150827 2:43 pm ET)
81.8% of stocks are above yesterday’s high.
97.4% are above yesterday’s midpoint. (2.6% are below.)
0.4% are below yesterday’s low.
17.8% are inside yesterday’s range.
95.7% of stocks with today’s high > yesterday’s high. (4.3% less than).
1.2% of stocks with today’s low < yesterday’s low. (98.8% greater than).

EVIDENCE OF INTRADAY TREND (20150827 2:43 pm ET)
75.9% of stocks are above today’s open. (22.9% are below).
75.5% of stocks are above today’s open and yesterday’s close.
6.5% are below both.
77.2% of stocks opened above yesterday’s high.
97.3% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
0.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150827 2:43 pm ET)
1.4% of stocks are in the top 10% of today’s range.
11.9% are in the top 20%.
68.2% are in the top half. 31.8% of stocks are in the bottom half of today’s range.
9.5% are in the bottom 20%.
3.4% are in the bottom 10%.

GAIN (20150827 2:43 pm ET)
93.1% of stocks are above yesterday’s close. (6.9% are below.)
15.8% are up 4.5% or more. 0.3% are down 4.5% or more.
23.4% are up 3.5% or more. 0.5% are down 3.5% or more.
19.2% are between +1% and -1%.

RSI on DAILY (20150827 2:43 pm ET)
2-day: >=95:0.7%…>=90:4.8%…>=80:34.8%…>=50:94.4%…<=20:0.9%…<=10:0.3%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:16.4%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:13.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150827 2:43 pm ET)
81.8% above previous 1 highs, 0.4% below previous 1 lows
54.3% above previous 2 highs, 0.4% below previous 2 lows
44.5% above previous 3 highs, 0.0% below previous 3 lows
14.9% above previous 4 highs, 0.0% below previous 4 lows
5.9% above previous 5 highs, 0.0% below previous 5 lows
3.3% above previous 6 highs, 0.0% below previous 6 lows
2.4% above previous 7 highs, 0.0% below previous 7 lows
1.9% above previous 8 highs, 0.0% below previous 8 lows
1.7% above previous 9 highs, 0.0% below previous 9 lows
1.4% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150827 2:43 pm ET)
93.1% are above or equal to 8/26 close (1 days ago), 6.9% are below.
97.7% are above or equal to 8/25 close (2 days ago), 2.3% are below.
93.9% are above or equal to 8/24 close (3 days ago), 6.1% are below.
48.3% are above or equal to 8/21 close (4 days ago), 51.7% are below.
21.6% are above or equal to 8/20 close (5 days ago), 78.4% are below.
10.1% are above or equal to 8/19 close (6 days ago), 89.9% are below.
6.0% are above or equal to 8/18 close (7 days ago), 94.0% are below.
5.3% are above or equal to 8/17 close (8 days ago), 94.7% are below.
7.1% are above or equal to 8/14 close (9 days ago), 92.9% are below.
8.4% are above or equal to 8/13 close (10 days ago), 91.6% are below.
7.5% are above or equal to 8/12 close (11 days ago), 92.5% are below.
10.0% are above or equal to 8/11 close (12 days ago), 90.0% are below.
8.8% are above or equal to 8/10 close (13 days ago), 91.2% are below.
15.9% are above or equal to 8/7 close (14 days ago), 84.1% are below.
15.0% are above or equal to 8/6 close (15 days ago), 85.0% are below.
13.1% are above or equal to 8/5 close (16 days ago), 86.9% are below.
13.4% are above or equal to 8/4 close (17 days ago), 86.6% are below.
13.9% are above or equal to 8/3 close (18 days ago), 86.1% are below.
13.0% are above or equal to 7/31 close (19 days ago), 87.0% are below.
14.2% are above or equal to 7/30 close (20 days ago), 85.8% are below.
14.8% are above or equal to 7/29 close (21 days ago), 85.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150827 2:43 pm ET)
20d: 1.3% new highs, 0.1% new lows
21d: 1.2% new highs, 0.1% new lows
42d: 0.7% new highs, 0.1% new lows
63d: 0.6% new highs, 0.1% new lows
126d: 0.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150827 2:43 pm ET)
2-day: 92.8% above, 7.2% below
3-day: 98.2% above, 1.8% below
4-day: 97.0% above, 3.0% below
5-day: 91.5% above, 8.5% below
8-day: 41.0% above, 59.0% below
10-day: 22.5% above, 77.5% below
20-day: 11.2% above, 88.8% below
50-day: 13.8% above, 86.2% below
200-day: 29.3% above, 70.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150827 2:43 pm ET)
META(21): 9.38% Top=ACI FCX TCK CNX X SCCO AA PAAS ….. SLW ABX AEM FNV SWC NUE GG RGLD=Bottom (Metals & Mining)
ENER(96): 5.37% Top=UPL OAS CRZO QEP NBR SM MTDR ECA ….. IOC ALJ WNR HFC DK TSO VLO PBF=Bottom (Energy)
ELEC(57): 3.07% Top=MU IDTI SIMO AVGO SCTY SUNE SPWR CY ….. KEYS TSRA DLB CPHD GRMN INTC IPGP SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(34): 2.73% Top=GPRE MEOH DOW FMC ALB CE OLN CC ….. IFF SHW APD PX MON OMG CYT RYAM=Bottom (Chemicals/Fertilizers)
MANU(48): 2.67% Top=MRC ATI SEDG DDD JOY RS ITT TEX ….. DCI GNRC IR DE MHK TILE JKS AOS=Bottom (Manufacturing)
MATE(35): 2.60% Top=EXP MTZ PWR DY CSTE VMC HW MLM ….. RYL AWI MAS OC TPH CVA WM RSG=Bottom (Materials & Construction)
FINA(104): 2.46% Top=WETF SIVB CG PSEC TCBI PB ETFC HBHC ….. CBOE ICE ESNT HAWK TRCO SF LPLA SYF=Bottom (Banks/Financials)
LEIS(40): 2.28% Top=QUNR SGMS LOCO WYNN LVS MGM SHAK BLMN ….. DRI WYN CCL SIX SONC RCL EAT TXRH=Bottom (Leisure)
TRAN(40): 2.25% Top=TK GBX GLOG TDW GWR TRN CP SWFT ….. AAL BRS VA DAL LUV ALK HA UAL=Bottom (Transportation)
CONS(55): 2.11% Top=ICON PVH OI UA MAT LULU WRK PBI ….. CLX CRI TPX GT PG CROX BMS LEG=Bottom (Consumer)
RETA(70): 1.97% Top=SHLD SIG BURL MIK MELI ETSY NFLX JCP ….. AEO JWN DLTR TIF ANF W PIR WSM=Bottom (Retail & Specialty Retail)
COSW(95): 1.91% Top=CMCM NTES SINA VNET SOHU BIDU VIPS WUBA ….. PAYC FFIV CHKP MDAS QLYS ORCL NTCT VDSI=Bottom (Computer Software/Internet)
INSU(40): 1.87% Top=CNO MBI PRU LNC AIG MET RDN ENH ….. FNF HIG TRV WSH SYA AIZ FAF PRI=Bottom (Insurance)
REAL(86): 1.76% Top=CUZ NSM JLL CBL WPG ACC PSA CUBE ….. MFA HR BRX WRI RLGY GLPI OUT MPW=Bottom (Real Estate)
DISV(58): 1.73% Top=YY URI SSTK CAR JEC WEX AL KBR ….. TMH MRKT ENV ABCO BAH HMSY AAN BLOX=Bottom (Diversified Services)
COHW(48): 1.67% Top=SNDK INFN KN BBRY SSYS STX COMM WDC ….. QCOM UBNT HILL BRCD CCOI PANW CIEN NMBL=Bottom (Computer Hardware/Telecom)
HEAL(57): 1.44% Top=THC ACHC CYH EW STJ BCR ABT KND ….. THOR IRWD ANTM RMD AAC ZLTQ CYBX OPK=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:47 pm

Market Stats at 1:46 pm ET
by daytrend on 20150827. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 984.

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 (20150827 1:46 pm ET)
88.5% of stocks are above yesterday’s high.
98.5% are above yesterday’s midpoint. (1.5% are below.)
0.2% are below yesterday’s low.
11.3% are inside yesterday’s range.
95.5% of stocks with today’s high > yesterday’s high. (4.5% less than).
1.2% of stocks with today’s low < yesterday’s low. (98.8% greater than).

EVIDENCE OF INTRADAY TREND (20150827 1:46 pm ET)
86.1% of stocks are above today’s open. (13.2% are below).
85.6% of stocks are above today’s open and yesterday’s close.
3.3% are below both.
77.2% of stocks opened above yesterday’s high.
97.3% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
0.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150827 1:46 pm ET)
20.9% of stocks are in the top 10% of today’s range.
52.9% are in the top 20%.
89.1% are in the top half. 10.9% of stocks are in the bottom half of today’s range.
2.2% are in the bottom 20%.
0.6% are in the bottom 10%.

GAIN (20150827 1:46 pm ET)
96.2% of stocks are above yesterday’s close. (3.8% are below.)
20.5% are up 4.5% or more. 0.1% are down 4.5% or more.
30.4% are up 3.5% or more. 0.1% are down 3.5% or more.
11.2% are between +1% and -1%.

RSI on DAILY (20150827 1:46 pm ET)
2-day: >=95:0.9%…>=90:6.6%…>=80:43.9%…>=50:96.6%…<=20:0.7%…<=10:0.3%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:20.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:16.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150827 1:46 pm ET)
88.5% above previous 1 highs, 0.2% below previous 1 lows
64.3% above previous 2 highs, 0.2% below previous 2 lows
55.1% above previous 3 highs, 0.0% below previous 3 lows
20.7% above previous 4 highs, 0.0% below previous 4 lows
7.9% above previous 5 highs, 0.0% below previous 5 lows
4.3% above previous 6 highs, 0.0% below previous 6 lows
3.2% above previous 7 highs, 0.0% below previous 7 lows
2.7% above previous 8 highs, 0.0% below previous 8 lows
2.2% above previous 9 highs, 0.0% below previous 9 lows
1.8% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150827 1:46 pm ET)
96.2% are above or equal to 8/26 close (1 days ago), 3.8% are below.
98.1% are above or equal to 8/25 close (2 days ago), 1.9% are below.
94.8% are above or equal to 8/24 close (3 days ago), 5.2% are below.
54.7% are above or equal to 8/21 close (4 days ago), 45.3% are below.
27.6% are above or equal to 8/20 close (5 days ago), 72.4% are below.
12.3% are above or equal to 8/19 close (6 days ago), 87.7% are below.
7.7% are above or equal to 8/18 close (7 days ago), 92.3% are below.
5.6% are above or equal to 8/17 close (8 days ago), 94.4% are below.
8.7% are above or equal to 8/14 close (9 days ago), 91.3% are below.
10.4% are above or equal to 8/13 close (10 days ago), 89.6% are below.
10.3% are above or equal to 8/12 close (11 days ago), 89.7% are below.
11.6% are above or equal to 8/11 close (12 days ago), 88.4% are below.
10.1% are above or equal to 8/10 close (13 days ago), 89.9% are below.
17.8% are above or equal to 8/7 close (14 days ago), 82.2% are below.
16.8% are above or equal to 8/6 close (15 days ago), 83.2% are below.
14.8% are above or equal to 8/5 close (16 days ago), 85.2% are below.
15.7% are above or equal to 8/4 close (17 days ago), 84.3% are below.
16.1% are above or equal to 8/3 close (18 days ago), 83.9% are below.
14.4% are above or equal to 7/31 close (19 days ago), 85.6% are below.
15.2% are above or equal to 7/30 close (20 days ago), 84.8% are below.
16.6% are above or equal to 7/29 close (21 days ago), 83.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150827 1:46 pm ET)
20d: 1.3% new highs, 0.1% new lows
21d: 1.2% new highs, 0.1% new lows
42d: 0.7% new highs, 0.1% new lows
63d: 0.6% new highs, 0.1% new lows
126d: 0.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150827 1:46 pm ET)
2-day: 95.9% above, 4.1% below
3-day: 98.8% above, 1.2% below
4-day: 97.7% above, 2.3% below
5-day: 94.6% above, 5.4% below
8-day: 50.0% above, 50.0% below
10-day: 29.0% above, 71.0% below
20-day: 13.9% above, 86.1% below
50-day: 15.4% above, 84.6% below
200-day: 30.4% above, 69.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150827 1:46 pm ET)
META(21): 9.50% Top=ACI FCX TCK CNX X SCCO AA PAAS ….. SLW ABX AEM FNV NUE SWC GG RGLD=Bottom (Metals & Mining)
ENER(96): 6.29% Top=UPL OAS CRZO QEP NBR ECA SM MTDR ….. ALJ BPL HFC DK WNR PBF TSO VLO=Bottom (Energy)
CHEM(34): 3.73% Top=GPRE ALB DOW MEOH FMC CC OLN CE ….. APD SHW IFF MON PX OMG CYT RYAM=Bottom (Chemicals/Fertilizers)
ELEC(57): 3.65% Top=MU IDTI SUNE AVGO SIMO SCTY CY SPWR ….. VSH DLB CPHD GRMN INTC TSRA IPGP SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(48): 3.22% Top=ATI MRC SEDG DDD JOY RS ITT TEX ….. IEX JKS MHK DCI DE GNRC AOS TILE=Bottom (Manufacturing)
MATE(35): 3.13% Top=EXP MTZ PWR DY MLM CSTE VMC USG ….. OC AWI MDC TPH SRCL CVA WM RSG=Bottom (Materials & Construction)
TRAN(40): 2.94% Top=TK GBX GLOG TDW TRN GWR CP SWFT ….. LSTR AAL DAL LUV ALK HA UAL VA=Bottom (Transportation)
LEIS(40): 2.90% Top=QUNR LOCO SGMS SHAK WYNN MGM GPRO LVS ….. WYN SIX MAR CCL RCL EAT SONC TXRH=Bottom (Leisure)
FINA(104): 2.82% Top=WETF SIVB HBHC CG PSEC PB ETFC BX ….. ESNT CBOE TRCO LPLA SF ICE HAWK SYF=Bottom (Banks/Financials)
CONS(55): 2.81% Top=PVH ICON OI LULU TUP UA SKX PBI ….. SEE GIL GT TPX BMS PG LEG CROX=Bottom (Consumer)
RETA(70): 2.68% Top=SHLD SIG BURL ETSY MELI NFLX JCP MIK ….. AEO JWN DLTR PIR TIF W ANF WSM=Bottom (Retail & Specialty Retail)
COSW(95): 2.56% Top=CMCM NTES SINA VNET SOHU TWTR WUBA VIPS ….. GOOG RNG ZEN MDAS ORCL NATI NTCT VDSI=Bottom (Computer Software/Internet)
INSU(40): 2.33% Top=MBI CNO PRU LNC MET AIG AFL AXS ….. HIG TRV BRO AIZ WSH SYA FAF PRI=Bottom (Insurance)
DISV(58): 2.18% Top=YY URI SSTK CAR JEC AL APOL ADT ….. ENV ABCO MMS TW BAH AAN HMSY BLOX=Bottom (Diversified Services)
COHW(48): 2.11% Top=KN BBRY INFN SNDK SSYS STX COMM WDC ….. QCOM UBNT HILL CIEN BRCD CCOI PANW NMBL=Bottom (Computer Hardware/Telecom)
REAL(86): 2.09% Top=CUZ NSM JLL CBL WPG SHO CUBE AMH ….. BXMT BRX HTA HR OUT GLPI WRI MPW=Bottom (Real Estate)
HEAL(57): 2.00% Top=ACHC THC CYH ABT STJ BCR EW BSX ….. IRWD INCR ANTM RMD CYBX THOR ZLTQ OPK=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:46 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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