daytrend

03/03/2015

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20150303. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 982.

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 (20150303 Closing)
12.8% of stocks are above yesterday’s high.
44.5% are above yesterday’s midpoint. (55.5% are below.)
20.7% are below yesterday’s low.
66.5% are inside yesterday’s range.
35.9% of stocks with today’s high > yesterday’s high. (64.1% less than).
45.1% of stocks with today’s low < yesterday’s low. (54.9% greater than).

EVIDENCE OF INTRADAY TREND (20150303 Closing)
38.9% of stocks are above today’s open. (59.6% are below).
26.8% of stocks are above today’s open and yesterday’s close.
57.0% are below both.
4.4% of stocks opened above yesterday’s high.
21.4% of stocks opened above yesterday’s close. (73.3% opened below yesterday’s close).
6.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150303 Closing)
8.0% of stocks are in the top 10% of today’s range.
14.2% are in the top 20%.
44.4% are in the top half. 55.6% of stocks are in the bottom half of today’s range.
20.5% are in the bottom 20%.
9.7% are in the bottom 10%.

GAIN (20150303 Closing)
30.2% of stocks are above yesterday’s close. (69.8% are below.)
1.5% are up 4.5% or more. 0.7% are down 4.5% or more.
1.9% are up 3.5% or more. 1.8% are down 3.5% or more.
57.1% are between +1% and -1%.

RSI on DAILY (20150303 Closing)
2-day: >=95:3.1%…>=90:6.3%…>=80:12.3%…>=50:39.4%…<=20:20.1%…<=10:10.8%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:60.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:65.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150303 Closing)
12.8% above previous 1 highs, 20.7% below previous 1 lows
7.7% above previous 2 highs, 15.6% below previous 2 lows
6.0% above previous 3 highs, 13.5% below previous 3 lows
5.2% above previous 4 highs, 12.0% below previous 4 lows
4.8% above previous 5 highs, 10.6% below previous 5 lows
4.7% above previous 6 highs, 9.2% below previous 6 lows
4.3% above previous 7 highs, 7.7% below previous 7 lows
4.3% above previous 8 highs, 7.0% below previous 8 lows
4.1% above previous 9 highs, 6.8% below previous 9 lows
4.0% above previous 10 highs, 6.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150303 Closing)
30.2% are above or equal to 3/2 close (1 days ago), 69.8% are below.
55.4% are above or equal to 2/27 close (2 days ago), 44.6% are below.
47.9% are above or equal to 2/26 close (3 days ago), 52.1% are below.
42.0% are above or equal to 2/25 close (4 days ago), 58.0% are below.
44.1% are above or equal to 2/24 close (5 days ago), 55.9% are below.
45.2% are above or equal to 2/23 close (6 days ago), 54.8% are below.
42.4% are above or equal to 2/20 close (7 days ago), 57.6% are below.
51.2% are above or equal to 2/19 close (8 days ago), 48.8% are below.
49.3% are above or equal to 2/18 close (9 days ago), 50.7% are below.
48.2% are above or equal to 2/17 close (10 days ago), 51.8% are below.
51.3% are above or equal to 2/13 close (11 days ago), 48.7% are below.
57.0% are above or equal to 2/12 close (12 days ago), 43.0% are below.
67.3% are above or equal to 2/11 close (13 days ago), 32.7% are below.
67.0% are above or equal to 2/10 close (14 days ago), 33.0% are below.
69.8% are above or equal to 2/9 close (15 days ago), 30.2% are below.
67.6% are above or equal to 2/6 close (16 days ago), 32.4% are below.
65.7% are above or equal to 2/5 close (17 days ago), 34.3% are below.
70.6% are above or equal to 2/4 close (18 days ago), 29.4% are below.
68.2% are above or equal to 2/3 close (19 days ago), 31.8% are below.
75.5% are above or equal to 2/2 close (20 days ago), 24.5% are below.
79.6% are above or equal to 1/30 close (21 days ago), 20.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150303 Closing)
20d: 9.6% new highs, 4.1% new lows
21d: 9.6% new highs, 3.9% new lows
42d: 6.9% new highs, 2.0% new lows
63d: 5.5% new highs, 1.5% new lows
126d: 3.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150303 Closing)
2-day: 29.0% above, 71.0% below
3-day: 42.6% above, 57.4% below
4-day: 45.5% above, 54.5% below
5-day: 43.2% above, 56.8% below
8-day: 42.7% above, 57.3% below
10-day: 44.8% above, 55.2% below
20-day: 60.3% above, 39.7% below
50-day: 68.7% above, 31.3% below
200-day: 63.7% above, 36.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150303 Closing)
ENER(117): 1.21% Top=BBEP SN LPI PVA BBG MTDR BCEI BAS ….. DK CAM QEP ECA RSPP HLX GLF NOV=Bottom (Energy)
INSU(39): -0.07% Top=MBI GNW RDN L AFSI CLGX MET HIG ….. SLF AIZ VR ALL PRE PRU XL PGR=Bottom (Insurance)
LEIS(42): -0.23% Top=WBAI SEAS BYD LOCO HLT GPRO CBRL RCL ….. DPZ KING BLMN WYNN NDLS WEN QSR PZZA=Bottom (Leisure)
MANU(45): -0.24% Top=GTLS HEES MRC CMI TEX KMT CFX DE ….. GE RXN TKR ATI JOY AOS JKS DDD=Bottom (Manufacturing)
FINA(88): -0.28% Top=OCN ACAS PSEC SLM ARCC CFG SYF CIT ….. MS PFG JNS LAZ ICE WU SNV HAWK=Bottom (Banks/Financials)
REAL(92): -0.31% Top=NSM DFT OUT GOV BRX SKT HPT LXP ….. SHO LHO HR WPG BAM PEB RESI NRF=Bottom (Real Estate)
TRAN(37): -0.41% Top=UAL STNG JBLU CHRW VA ALK HA AAL ….. CNW WERN ODFL NSC CNI UNP GWR GBX=Bottom (Transportation)
RETA(66): -0.52% Top=W SHLD BBY GPS DDS DKS KORS JCP ….. ANF TIF SFM BID CST BIG BABA TSCO=Bottom (Retail & Specialty Retail)
CONS(59): -0.67% Top=ICON ENR MAT CROX TPX CLX CRI IRBT ….. COH PBI BC RKT KS GPK LULU UFS=Bottom (Consumer)
DISV(52): -0.69% Top=SSTK RRD MYGN RBA FLT APOL RCII AL ….. EXAM WTW DV AAN PAYX TW Z KBR=Bottom (Diversified Services)
COHW(48): -0.92% Top=GOGO PANW LVLT NMBL ANET CDW COMM NSR ….. CSCO JDSU WDC UBNT OLED FNSR SWIR STX=Bottom (Computer Hardware/Telecom)
COSW(98): -0.95% Top=VEEV BITA AWAY AOL VDSI YELP SNCR BNFT ….. WUBA DATA TTWO YHOO SFUN MDAS COUP TRUE=Bottom (Computer Software/Internet)
HEAL(53): -0.97% Top=KND AMSG DVA SEM LH CYBX CYH THC ….. WCG HNT HLS ZLTQ MOH ABMD PODD SYK=Bottom (Health)
CHEM(31): -1.03% Top=ALB CF AXLL WLK FTK DOW GPRE POL ….. ASH EMN HUN SHW CYT MOS MEOH TROX=Bottom (Chemicals/Fertilizers)
MATE(32): -1.09% Top=WCN BCC EXP WM RSG VMC PWR FLR ….. AWI DHI KBH MDC MTZ PHM MTH TPH=Bottom (Materials & Construction)
META(25): -1.16% Top=SLCA AA CNX CDE STLD NUE CCJ FCX ….. ABX GOLD SWC PAAS CLD BTU X SLW=Bottom (Metals & Mining)
ELEC(58): -1.35% Top=AMBA IPGP TSL FSL APH INTC TEL CREE ….. ATML LLTC KLAC FCS LRCX IDTI AMAT MU=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 @ 2:20 pm

Market Stats at 2:19 pm ET
by daytrend on 20150303. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 980.

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 (20150303 2:19 pm ET)
12.3% of stocks are above yesterday’s high.
46.1% are above yesterday’s midpoint. (53.9% are below.)
20.2% are below yesterday’s low.
67.4% are inside yesterday’s range.
33.8% of stocks with today’s high > yesterday’s high. (66.2% less than).
44.1% of stocks with today’s low < yesterday’s low. (55.9% greater than).

EVIDENCE OF INTRADAY TREND (20150303 2:19 pm ET)
41.3% of stocks are above today’s open. (57.3% are below).
26.3% of stocks are above today’s open and yesterday’s close.
55.0% are below both.
4.4% of stocks opened above yesterday’s high.
21.3% of stocks opened above yesterday’s close. (73.5% opened below yesterday’s close).
6.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150303 2:19 pm ET)
8.7% of stocks are in the top 10% of today’s range.
16.2% 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.
17.1% are in the bottom 20%.
7.0% are in the bottom 10%.

GAIN (20150303 2:19 pm ET)
30.4% of stocks are above yesterday’s close. (69.6% are below.)
1.6% are up 4.5% or more. 0.6% are down 4.5% or more.
2.6% are up 3.5% or more. 1.7% are down 3.5% or more.
57.9% are between +1% and -1%.

RSI on DAILY (20150303 2:19 pm ET)
2-day: >=95:3.1%…>=90:5.9%…>=80:12.1%…>=50:41.6%…<=20:19.3%…<=10:10.2%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.4%…>=80:2.7%…>=50:61.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:66.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150303 2:19 pm ET)
12.3% above previous 1 highs, 20.2% below previous 1 lows
7.0% above previous 2 highs, 15.6% below previous 2 lows
5.3% above previous 3 highs, 12.9% below previous 3 lows
4.8% above previous 4 highs, 11.3% below previous 4 lows
4.3% above previous 5 highs, 9.9% below previous 5 lows
4.0% above previous 6 highs, 8.6% below previous 6 lows
3.7% above previous 7 highs, 6.7% below previous 7 lows
3.5% above previous 8 highs, 6.0% below previous 8 lows
3.2% above previous 9 highs, 5.7% below previous 9 lows
3.2% above previous 10 highs, 5.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150303 2:19 pm ET)
30.4% are above or equal to 3/2 close (1 days ago), 69.6% are below.
57.1% are above or equal to 2/27 close (2 days ago), 42.9% are below.
49.7% are above or equal to 2/26 close (3 days ago), 50.3% are below.
41.0% are above or equal to 2/25 close (4 days ago), 59.0% are below.
44.6% are above or equal to 2/24 close (5 days ago), 55.4% are below.
45.7% are above or equal to 2/23 close (6 days ago), 54.3% are below.
42.9% are above or equal to 2/20 close (7 days ago), 57.1% are below.
51.8% are above or equal to 2/19 close (8 days ago), 48.2% are below.
48.8% are above or equal to 2/18 close (9 days ago), 51.2% are below.
49.7% are above or equal to 2/17 close (10 days ago), 50.3% are below.
52.2% are above or equal to 2/13 close (11 days ago), 47.8% are below.
57.9% are above or equal to 2/12 close (12 days ago), 42.1% are below.
68.3% are above or equal to 2/11 close (13 days ago), 31.7% are below.
67.0% are above or equal to 2/10 close (14 days ago), 33.0% are below.
70.4% are above or equal to 2/9 close (15 days ago), 29.6% are below.
68.3% are above or equal to 2/6 close (16 days ago), 31.7% are below.
66.1% are above or equal to 2/5 close (17 days ago), 33.9% are below.
71.7% are above or equal to 2/4 close (18 days ago), 28.3% are below.
68.4% are above or equal to 2/3 close (19 days ago), 31.6% are below.
75.4% are above or equal to 2/2 close (20 days ago), 24.6% are below.
79.8% are above or equal to 1/30 close (21 days ago), 20.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150303 2:19 pm ET)
20d: 9.0% new highs, 4.0% new lows
21d: 9.0% new highs, 3.7% new lows
42d: 6.6% new highs, 2.0% new lows
63d: 5.2% new highs, 1.5% new lows
126d: 3.5% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150303 2:19 pm ET)
2-day: 29.0% above, 71.0% below
3-day: 44.6% above, 55.4% below
4-day: 46.4% above, 53.6% below
5-day: 44.7% above, 55.3% below
8-day: 43.9% above, 56.1% below
10-day: 45.0% above, 55.0% below
20-day: 60.4% above, 39.6% below
50-day: 69.1% above, 30.9% below
200-day: 63.8% above, 36.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150303 2:19 pm ET)
ENER(116): 1.50% Top=SN PVA CJES BAS BBG BCEI ROSE BBEP ….. BWP DO MRD SXL DK CAM GLF NOV=Bottom (Energy)
INSU(39): 0.09% Top=MBI GNW RDN L MTG AFSI WSH TMK ….. SLF LNC XL PRE CB PRU UNM PGR=Bottom (Insurance)
MANU(45): -0.18% Top=GTLS HEES MRC CMI TEX AGCO KMT RS ….. GE RXN JOY TKR ATI AOS DDD JKS=Bottom (Manufacturing)
FINA(88): -0.24% Top=OCN ACAS SLM PSEC C ARCC EVR CIT ….. EWBC EV CBOE PACW SNV WU ICE HAWK=Bottom (Banks/Financials)
REAL(92): -0.28% Top=GOV DFT SIR LXP IVR OUT HPT SKT ….. HR WPG PEI SBRA BAM PEB NRF RESI=Bottom (Real Estate)
LEIS(42): -0.28% Top=WBAI BYD SEAS LOCO SONC LVS MGM PNK ….. NDLS WEN DNKN BLMN EXPE LQ QSR PZZA=Bottom (Leisure)
TRAN(37): -0.52% Top=STNG UAL CHRW NAT TK VA JBLU ALK ….. LSTR NSC WERN KNX ODFL UNP GWR GBX=Bottom (Transportation)
RETA(66): -0.55% Top=W GPS SHLD BBY DKS JCP DDS DSW ….. RH ANN TGT WSM TIF CST TSCO BABA=Bottom (Retail & Specialty Retail)
DISV(52): -0.64% Top=SSTK MYGN RRD AL FLT APOL BAH HMHC ….. MRKT ADT DV PAYX AAN PRAA TW Z=Bottom (Diversified Services)
CONS(59): -0.69% Top=MAT ICON CROX TPX ENR CRI CLX COLM ….. KS RKT COH PKG PBI LULU KATE UFS=Bottom (Consumer)
META(24): -0.86% Top=SLCA AA STLD CNX FCX CLF CCJ NUE ….. SWC CLD ABX GOLD PAAS BTU X SLW=Bottom (Metals & Mining)
COHW(48): -0.97% Top=GOGO PANW COMM LVLT NMBL CTL BCE NSR ….. CSCO BRCD OLED FNSR WDC UBNT SWIR STX=Bottom (Computer Hardware/Telecom)
COSW(98): -0.99% Top=VEEV BITA BNFT AOL AWAY IMPV YELP FEYE ….. DATA ELLI YHOO TRIP MDAS SFUN COUP TRUE=Bottom (Computer Software/Internet)
MATE(32): -1.05% Top=WCN RSG WM RYN BCC PWR FLR HW ….. RYL OC KBH MDC MTZ PHM MTH TPH=Bottom (Materials & Construction)
CHEM(31): -1.06% Top=GPRE ALB FTK CF DD CE DOW POL ….. MOS MEOH ASH SHW POT EMN CYT TROX=Bottom (Chemicals/Fertilizers)
HEAL(53): -1.12% Top=KND DVA CYBX DGX AMSG SEM HOLX EVHC ….. HNT UHS HCA ABMD IRWD HLS MOH SYK=Bottom (Health)
ELEC(58): -1.26% Top=IPGP AMBA TSL SUNE FSL HIMX INTC APH ….. KLAC INVN ATML FCS LRCX IDTI AMAT MU=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 2:19 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:07 pm

Market Stats at 12:07 pm ET
by daytrend on 20150303. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 982.

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 (20150303 12:07 pm ET)
9.5% of stocks are above yesterday’s high.
37.6% are above yesterday’s midpoint. (62.4% are below.)
25.6% are below yesterday’s low.
65.0% are inside yesterday’s range.
31.2% of stocks with today’s high > yesterday’s high. (68.8% less than).
39.6% of stocks with today’s low < yesterday’s low. (60.4% greater than).

EVIDENCE OF INTRADAY TREND (20150303 12:07 pm ET)
28.6% of stocks are above today’s open. (69.6% are below).
19.3% of stocks are above today’s open and yesterday’s close.
66.3% are below both.
4.4% of stocks opened above yesterday’s high.
21.4% of stocks opened above yesterday’s close. (73.3% opened below yesterday’s close).
6.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150303 12:07 pm ET)
3.3% of stocks are in the top 10% of today’s range.
7.5% are in the top 20%.
25.8% are in the top half. 74.2% of stocks are in the bottom half of today’s range.
38.8% are in the bottom 20%.
20.1% are in the bottom 10%.

GAIN (20150303 12:07 pm ET)
23.3% of stocks are above yesterday’s close. (76.7% are below.)
1.2% are up 4.5% or more. 0.5% are down 4.5% or more.
1.9% are up 3.5% or more. 1.2% are down 3.5% or more.
52.5% are between +1% and -1%.

RSI on DAILY (20150303 12:07 pm ET)
2-day: >=95:1.9%…>=90:3.9%…>=80:7.9%…>=50:30.3%…<=20:21.4%…<=10:11.2%…<=5:5.9%…
9-day: >=95:0.0%…>=90:0.3%…>=80:1.9%…>=50:57.3%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:64.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150303 12:07 pm ET)
9.5% above previous 1 highs, 25.6% below previous 1 lows
5.3% above previous 2 highs, 17.2% below previous 2 lows
4.3% above previous 3 highs, 14.7% below previous 3 lows
3.9% above previous 4 highs, 12.9% below previous 4 lows
3.6% above previous 5 highs, 11.7% below previous 5 lows
3.3% above previous 6 highs, 10.6% below previous 6 lows
2.9% above previous 7 highs, 7.4% below previous 7 lows
2.5% above previous 8 highs, 6.9% below previous 8 lows
2.4% above previous 9 highs, 6.6% below previous 9 lows
2.3% above previous 10 highs, 6.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150303 12:07 pm ET)
23.3% are above or equal to 3/2 close (1 days ago), 76.7% are below.
47.6% are above or equal to 2/27 close (2 days ago), 52.4% are below.
43.9% are above or equal to 2/26 close (3 days ago), 56.1% are below.
36.0% are above or equal to 2/25 close (4 days ago), 64.0% are below.
39.7% are above or equal to 2/24 close (5 days ago), 60.3% are below.
42.6% are above or equal to 2/23 close (6 days ago), 57.4% are below.
39.7% are above or equal to 2/20 close (7 days ago), 60.3% are below.
48.7% are above or equal to 2/19 close (8 days ago), 51.3% are below.
47.3% are above or equal to 2/18 close (9 days ago), 52.7% are below.
47.0% are above or equal to 2/17 close (10 days ago), 53.0% are below.
48.2% are above or equal to 2/13 close (11 days ago), 51.8% are below.
55.8% are above or equal to 2/12 close (12 days ago), 44.2% are below.
66.3% are above or equal to 2/11 close (13 days ago), 33.7% are below.
64.0% are above or equal to 2/10 close (14 days ago), 36.0% are below.
68.9% are above or equal to 2/9 close (15 days ago), 31.1% are below.
66.7% are above or equal to 2/6 close (16 days ago), 33.3% are below.
64.4% are above or equal to 2/5 close (17 days ago), 35.6% are below.
70.2% are above or equal to 2/4 close (18 days ago), 29.8% are below.
67.8% are above or equal to 2/3 close (19 days ago), 32.2% are below.
74.9% are above or equal to 2/2 close (20 days ago), 25.1% are below.
79.4% are above or equal to 1/30 close (21 days ago), 20.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150303 12:07 pm ET)
20d: 8.0% new highs, 3.4% new lows
21d: 8.0% new highs, 3.0% new lows
42d: 5.8% new highs, 1.8% new lows
63d: 4.7% new highs, 1.3% new lows
126d: 3.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150303 12:07 pm ET)
2-day: 22.5% above, 77.5% below
3-day: 32.7% above, 67.3% below
4-day: 37.3% above, 62.7% below
5-day: 34.8% above, 65.2% below
8-day: 37.1% above, 62.9% below
10-day: 39.6% above, 60.4% below
20-day: 57.6% above, 42.4% below
50-day: 68.2% above, 31.8% below
200-day: 62.9% above, 37.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150303 12:07 pm ET)
ENER(117): 1.31% Top=BAS SN BBG LPI BBEP BCEI CJES ROSE ….. CAM NFG DRQ XOM EXH SXL SWN NOV=Bottom (Energy)
MANU(45): -0.22% Top=GTLS HEES MRC TEX CMI KMT RS AGCO ….. SWK ATI TKR PCP TILE AOS DDD JKS=Bottom (Manufacturing)
INSU(39): -0.26% Top=MBI GNW RDN MTG L AFSI BRO WSH ….. CINF RNR CB MET LNC UNM PRU PGR=Bottom (Insurance)
META(25): -0.31% Top=SLCA AA CLF FCX CDE STLD AEM CENX ….. PAAS ABX GG GOLD SWC BTU X SLW=Bottom (Metals & Mining)
FINA(88): -0.56% Top=OCN ACAS PSEC ARCC C SLM CG FNFG ….. JNS PACW PFG CBOE SNV WU ICE HAWK=Bottom (Banks/Financials)
LEIS(42): -0.69% Top=WBAI SEAS BYD LVS MGM RCL GPRO PNK ….. LQ PLKI EAT YUM DNKN BLMN PZZA QSR=Bottom (Leisure)
RETA(66): -0.75% Top=W SHLD JCP GPS BBY TFM DDS GME ….. PAG WSM ANN TGT TIF CST TSCO BABA=Bottom (Retail & Specialty Retail)
TRAN(37): -0.76% Top=STNG CHRW VA UAL TK AIRM NAT HA ….. KNX NSC GWR ODFL WERN CNW UNP GBX=Bottom (Transportation)
COHW(48): -0.80% Top=GOGO COMM BBRY LVLT NMBL LXK CTL CDW ….. INFN SYNA SMCI WDC OLED UBNT SWIR STX=Bottom (Computer Hardware/Telecom)
REAL(92): -0.80% Top=IVR DFT GOV OUT NRZ SIR TWO LXP ….. NSM LHO SBRA BAM PEI PEB RESI NRF=Bottom (Real Estate)
DISV(52): -0.81% Top=RRD YY AL SSTK MYGN HMHC URI FLT ….. EIGI ADT EXAM DV AAN ADS TW PAYX=Bottom (Diversified Services)
COSW(98): -0.95% Top=BITA JD ANGI YELP SINA AOL AWAY TRAK ….. LOCK DATA SFUN YHOO TTWO COUP MDAS TRUE=Bottom (Computer Software/Internet)
CONS(59): -1.01% Top=MAT ICON CROX ENR AVP TPX CRI IRBT ….. FBHS GPK PVH JAH COH KS LULU KATE=Bottom (Consumer)
MATE(32): -1.16% Top=BCC WCN RSG WM PWR CLH RYN HW ….. SPF KBH TOL RYL MDC MTH PHM TPH=Bottom (Materials & Construction)
HEAL(53): -1.18% Top=CYBX THC EVHC DVA LH DGX AMSG CYH ….. WCG MOH BSX HNT SYK HLS OPK DXCM=Bottom (Health)
CHEM(31): -1.20% Top=GPRE FTK CE AXLL ALB CF DOW POL ….. EMN MOS POT CYT ASH HUN SHW TROX=Bottom (Chemicals/Fertilizers)
ELEC(58): -1.42% Top=TSL INTC HIMX CSIQ CREE AMKR SCTY FSL ….. SWKS INVN ISIL AMAT LRCX FCS MU IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 12:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:56 am

Market Stats at 9:55 am ET
by daytrend on 20150303. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 981.

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 (20150303 9:55 am ET)
6.8% of stocks are above yesterday’s high.
46.5% are above yesterday’s midpoint. (53.5% are below.)
17.9% are below yesterday’s low.
75.2% are inside yesterday’s range.
23.6% of stocks with today’s high > yesterday’s high. (76.4% less than).
27.0% of stocks with today’s low < yesterday’s low. (73.0% greater than).

EVIDENCE OF INTRADAY TREND (20150303 9:55 am ET)
33.1% of stocks are above today’s open. (65.2% are below).
17.9% of stocks are above today’s open and yesterday’s close.
61.8% are below both.
4.4% of stocks opened above yesterday’s high.
21.4% of stocks opened above yesterday’s close. (73.4% opened below yesterday’s close).
6.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150303 9:55 am ET)
6.0% of stocks are in the top 10% of today’s range.
11.4% are in the top 20%.
29.9% are in the top half. 70.1% of stocks are in the bottom half of today’s range.
36.5% are in the bottom 20%.
20.9% are in the bottom 10%.

GAIN (20150303 9:55 am ET)
22.6% of stocks are above yesterday’s close. (77.4% are below.)
0.6% are up 4.5% or more. 0.0% are down 4.5% or more.
0.8% are up 3.5% or more. 0.3% are down 3.5% or more.
73.0% are between +1% and -1%.

RSI on DAILY (20150303 9:55 am ET)
2-day: >=95:2.0%…>=90:4.6%…>=80:9.8%…>=50:36.1%…<=20:19.2%…<=10:10.3%…<=5:4.8%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.9%…>=50:62.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:66.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150303 9:55 am ET)
6.8% above previous 1 highs, 17.9% below previous 1 lows
4.3% above previous 2 highs, 10.8% below previous 2 lows
3.3% above previous 3 highs, 9.2% below previous 3 lows
2.4% above previous 4 highs, 7.6% below previous 4 lows
2.0% above previous 5 highs, 7.1% below previous 5 lows
1.8% above previous 6 highs, 5.8% below previous 6 lows
1.6% above previous 7 highs, 4.3% below previous 7 lows
1.6% above previous 8 highs, 3.8% below previous 8 lows
1.6% above previous 9 highs, 3.5% below previous 9 lows
1.6% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150303 9:55 am ET)
22.6% are above or equal to 3/2 close (1 days ago), 77.4% are below.
53.9% are above or equal to 2/27 close (2 days ago), 46.1% are below.
49.4% are above or equal to 2/26 close (3 days ago), 50.6% are below.
41.9% are above or equal to 2/25 close (4 days ago), 58.1% are below.
43.2% are above or equal to 2/24 close (5 days ago), 56.8% are below.
47.5% are above or equal to 2/23 close (6 days ago), 52.5% are below.
43.4% are above or equal to 2/20 close (7 days ago), 56.6% are below.
52.4% are above or equal to 2/19 close (8 days ago), 47.6% are below.
49.9% are above or equal to 2/18 close (9 days ago), 50.1% are below.
51.0% are above or equal to 2/17 close (10 days ago), 49.0% are below.
53.1% are above or equal to 2/13 close (11 days ago), 46.9% are below.
57.4% are above or equal to 2/12 close (12 days ago), 42.6% are below.
67.9% are above or equal to 2/11 close (13 days ago), 32.1% are below.
67.0% are above or equal to 2/10 close (14 days ago), 33.0% are below.
70.3% are above or equal to 2/9 close (15 days ago), 29.7% are below.
68.3% are above or equal to 2/6 close (16 days ago), 31.7% are below.
66.2% are above or equal to 2/5 close (17 days ago), 33.8% are below.
70.9% are above or equal to 2/4 close (18 days ago), 29.1% are below.
68.0% are above or equal to 2/3 close (19 days ago), 32.0% are below.
75.4% are above or equal to 2/2 close (20 days ago), 24.6% are below.
79.2% are above or equal to 1/30 close (21 days ago), 20.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150303 9:55 am ET)
20d: 6.1% new highs, 1.9% new lows
21d: 6.0% new highs, 1.7% new lows
42d: 4.1% new highs, 1.2% new lows
63d: 3.4% new highs, 0.8% new lows
126d: 2.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150303 9:55 am ET)
2-day: 21.4% above, 78.6% below
3-day: 39.7% above, 60.3% below
4-day: 42.3% above, 57.7% below
5-day: 41.0% above, 59.0% below
8-day: 41.8% above, 58.2% below
10-day: 44.6% above, 55.4% below
20-day: 60.9% above, 39.1% below
50-day: 68.6% above, 31.4% below
200-day: 63.5% above, 36.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150303 9:55 am ET)
META(25): 0.50% Top=CDE AEM FNV ABX GG NEM PAAS AA ….. CCJ TCK CNX CLF BTU X CLD SLW=Bottom (Metals & Mining)
ENER(116): 0.38% Top=MTDR BBEP SM OAS WPX ERF LPI BAS ….. PE EXH EEP HLX DRQ NBR RDC RSPP=Bottom (Energy)
MANU(45): -0.14% Top=GTLS HEES CMI MRC CAT AGCO RS PH ….. ETN TKR HON RXN ATI AOS TILE JKS=Bottom (Manufacturing)
LEIS(42): -0.18% Top=WBAI GPRO LVS SEAS SIX MGM RCL PNRA ….. HLT DNKN LQ BJRI PZZA EAT QSR BLMN=Bottom (Leisure)
INSU(39): -0.19% Top=MBI MTG RDN L ACGL AFSI FAF AIZ ….. AON TMK MET CB WRB XL UNM PRU=Bottom (Insurance)
COHW(48): -0.29% Top=BBRY GOGO NMBL BRCD CTL SSYS LVLT ANET ….. TDC PANW CIEN ADTN OLED INFN WDC STX=Bottom (Computer Hardware/Telecom)
FINA(88): -0.34% Top=OCN ACAS PSEC SLM ARCC CG VOYA BAC ….. BLK SCHW RF WU JNS CBOE LAZ HAWK=Bottom (Banks/Financials)
RETA(66): -0.36% Top=W BBY GPS SHLD OUTR DKS ORLY TFM ….. TGT TJX ASNA BID URBN PAG TIF BABA=Bottom (Retail & Specialty Retail)
COSW(98): -0.55% Top=JD ANGI WDAY SINA YELP VDSI BIDU AZPN ….. WBMD ADP ELLI TTWO YHOO COUP TRUE MDAS=Bottom (Computer Software/Internet)
DISV(52): -0.63% Top=PRAA BLOX AL RRD FLT YY ACM SBAC ….. MRKT KBR AAN Z MCO TW HMSY EXAM=Bottom (Diversified Services)
CONS(59): -0.71% Top=CROX HAR AVP FL ICON MAT UFS TPX ….. NKE PBI SCSS KS OI PVH SKX KATE=Bottom (Consumer)
REAL(92): -0.72% Top=PGRE OUT NSM STWD DFT GOV QTS AGNC ….. VTR LHO DLR BAM HR PEB RESI NRF=Bottom (Real Estate)
TRAN(37): -0.72% Top=UAL CHRW STNG JBLU HA VA AAL TK ….. XPO LSTR ODFL NSC KNX SWFT WERN CNW=Bottom (Transportation)
MATE(32): -0.76% Top=BCC WCN WM RYN RSG PWR EXP CLH ….. LEN MDC KBH RYL TOL PHM BECN TPH=Bottom (Materials & Construction)
ELEC(58): -0.77% Top=HIMX GLW TSL CREE SIMO SCTY INTC TRMB ….. ALTR GRMN MRVL CAVM LRCX FCS CRUS MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(31): -0.78% Top=CE GPRE WLK MEOH FMC DOW MON VAL ….. IFF SHW OLN AXLL POL CHMT ASH TROX=Bottom (Chemicals/Fertilizers)
HEAL(53): -0.88% Top=DGX LH THC HYH WX THOR EVHC VAR ….. MOH BDX CNC ZLTQ TMO PODD IRWD 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 9:55 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

03/02/2015

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
by daytrend on 20150302. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 985.

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 (20150302 Closing)
37.5% of stocks are above yesterday’s high.
63.7% are above yesterday’s midpoint. (36.3% are below.)
15.6% are below yesterday’s low.
46.9% are inside yesterday’s range.
55.4% of stocks with today’s high > yesterday’s high. (44.6% less than).
51.0% of stocks with today’s low < yesterday’s low. (49.0% greater than).

EVIDENCE OF INTRADAY TREND (20150302 Closing)
69.6% of stocks are above today’s open. (29.7% are below).
64.4% of stocks are above today’s open and yesterday’s close.
25.8% are below both.
6.1% of stocks opened above yesterday’s high.
45.0% of stocks opened above yesterday’s close. (49.0% opened below yesterday’s close).
14.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150302 Closing)
27.0% of stocks are in the top 10% of today’s range.
41.9% are in the top 20%.
68.3% are in the top half. 31.7% of stocks are in the bottom half of today’s range.
8.5% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN (20150302 Closing)
68.9% of stocks are above yesterday’s close. (31.1% are below.)
2.0% are up 4.5% or more. 2.1% are down 4.5% or more.
3.2% are up 3.5% or more. 3.0% are down 3.5% or more.
49.5% are between +1% and -1%.

RSI on DAILY (20150302 Closing)
2-day: >=95:8.2%…>=90:15.2%…>=80:28.6%…>=50:64.6%…<=20:15.3%…<=10:9.3%…<=5:4.9%…
9-day: >=95:0.1%…>=90:0.4%…>=80:5.3%…>=50:67.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:68.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150302 Closing)
37.5% above previous 1 highs, 15.6% below previous 1 lows
27.9% above previous 2 highs, 12.7% below previous 2 lows
21.8% above previous 3 highs, 10.6% below previous 3 lows
19.0% above previous 4 highs, 9.7% below previous 4 lows
17.4% above previous 5 highs, 8.9% below previous 5 lows
16.9% above previous 6 highs, 8.2% below previous 6 lows
15.9% above previous 7 highs, 7.3% below previous 7 lows
14.9% above previous 8 highs, 6.9% below previous 8 lows
14.0% above previous 9 highs, 6.6% below previous 9 lows
13.8% above previous 10 highs, 6.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150302 Closing)
68.9% are above or equal to 2/27 close (1 days ago), 31.1% are below.
62.4% are above or equal to 2/26 close (2 days ago), 37.6% are below.
53.8% are above or equal to 2/25 close (3 days ago), 46.2% are below.
54.5% are above or equal to 2/24 close (4 days ago), 45.5% are below.
54.9% are above or equal to 2/23 close (5 days ago), 45.1% are below.
50.9% are above or equal to 2/20 close (6 days ago), 49.1% are below.
59.0% are above or equal to 2/19 close (7 days ago), 41.0% are below.
55.9% are above or equal to 2/18 close (8 days ago), 44.1% are below.
57.2% are above or equal to 2/17 close (9 days ago), 42.8% are below.
57.9% are above or equal to 2/13 close (10 days ago), 42.1% are below.
63.0% are above or equal to 2/12 close (11 days ago), 37.0% are below.
72.4% are above or equal to 2/11 close (12 days ago), 27.6% are below.
71.2% are above or equal to 2/10 close (13 days ago), 28.8% are below.
72.8% are above or equal to 2/9 close (14 days ago), 27.2% are below.
70.2% are above or equal to 2/6 close (15 days ago), 29.8% are below.
68.6% are above or equal to 2/5 close (16 days ago), 31.4% are below.
72.9% are above or equal to 2/4 close (17 days ago), 27.1% are below.
70.4% are above or equal to 2/3 close (18 days ago), 29.6% are below.
76.8% are above or equal to 2/2 close (19 days ago), 23.2% are below.
81.2% are above or equal to 1/30 close (20 days ago), 18.8% are below.
77.7% are above or equal to 1/29 close (21 days ago), 22.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150302 Closing)
20d: 18.0% new highs, 3.6% new lows
21d: 17.9% new highs, 3.4% new lows
42d: 13.8% new highs, 2.4% new lows
63d: 11.9% new highs, 1.9% new lows
126d: 10.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150302 Closing)
2-day: 67.8% above, 32.2% below
3-day: 66.5% above, 33.5% below
4-day: 62.1% above, 37.9% below
5-day: 60.3% above, 39.7% below
8-day: 58.7% above, 41.3% below
10-day: 57.7% above, 42.3% below
20-day: 68.2% above, 31.8% below
50-day: 70.2% above, 29.8% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150302 Closing)
ELEC(58): 2.88% Top=NXPI FSL AMBA ATML CGNX SIMO CAVM TSRA ….. KEYS CREE TRMB FLEX IPGP BRKR XLNX SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(42): 1.51% Top=WBAI SONC NDLS PLKI RCL HOT SIX PNK ….. LOCO WYNN DNKN CBRL TXRH SEAS KING GPRO=Bottom (Leisure)
CHEM(31): 1.01% Top=CHMT ASH CE SHW PX FMC CYT CF ….. IFF MOS HUN DOW ALB POT TROX FTK=Bottom (Chemicals/Fertilizers)
FINA(88): 0.89% Top=OCN WETF KKR SCHW WU PFG AMTD FII ….. FNFG APO TD BMO CBOE DFS PACW HAWK=Bottom (Banks/Financials)
DISV(52): 0.86% Top=BLOX EIGI SERV WOOF V TYC TW NSP ….. JEC AL KBR RCII MYGN HMSY RBA WTW=Bottom (Diversified Services)
HEAL(54): 0.82% Top=KND IRWD WMGI STJ PODD CYBX ABMD WX ….. MOH BCR EVHC OPK THOR HUM DXCM NUVA=Bottom (Health)
CONS(59): 0.76% Top=AVP HAR BC KATE ENR FBHS IRBT COTY ….. BOOT MWV PBI OI ICON TPX SHOO LULU=Bottom (Consumer)
MANU(44): 0.74% Top=JKS PLL DCI ITT TKR AOS GNRC RXN ….. ATU CFX BWC PNR DDD JOY HEES TEX=Bottom (Manufacturing)
TRAN(38): 0.67% Top=VA ALK UAL LUV JBLU GWR DAL TRN ….. WERN TK NAT CHRW DHT SAVE AIRM TDW=Bottom (Transportation)
RETA(67): 0.54% Top=GME TIF OUTR PAG BIG RH DKS KAR ….. DSW ANF BABA BID FINL SFM MIK JCP=Bottom (Retail & Specialty Retail)
REAL(93): 0.50% Top=RESI INN LHO PEB HST KRC HPT QTS ….. HTS SKT NSM NRF CUZ HR GOV SIR=Bottom (Real Estate)
COHW(47): 0.49% Top=OLED UBNT PANW GOGO BBRY CSCO INFN KN ….. WIN FTR RCI CTL RKUS LXK SYNA NSR=Bottom (Computer Hardware/Telecom)
MATE(33): 0.45% Top=BCC EXP AWI CLH VMC SRCL MAS RSG ….. PWR MTH SPF MTZ PHM DHI KBH BECN=Bottom (Materials & Construction)
INSU(39): 0.39% Top=MTG MET LNC PGR PRU TMK RDN CB ….. AJG AON BRO FNF L AGO MBI GNW=Bottom (Insurance)
COSW(99): 0.36% Top=BNFT BSFT WDAY SWI QLYS COUP MANH MDRX ….. CYBR NTES MKTO ANGI TRUE SFUN ROVI VDSI=Bottom (Computer Software/Internet)
META(25): -1.03% Top=CENX SWC AA NUE SCCO PAAS AEM X ….. RGLD ABX CNX FCX CCJ GG CLD BTU=Bottom (Metals & Mining)
ENER(116): -1.45% Top=CXO PDCE NOV RIG BBEP RES OIS PXD ….. VLO RDC OAS LPI HFC EPE SN KOS=Bottom (Energy)

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

Filed under: Market Stats — daytrend @ 2:37 pm

Market Stats at 2:37 pm ET
by daytrend on 20150302. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 985.

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 (20150302 2:37 pm ET)
28.3% of stocks are above yesterday’s high.
54.2% are above yesterday’s midpoint. (45.8% are below.)
21.3% are below yesterday’s low.
50.4% are inside yesterday’s range.
52.1% of stocks with today’s high > yesterday’s high. (47.9% less than).
50.6% of stocks with today’s low < yesterday’s low. (49.4% greater than).

EVIDENCE OF INTRADAY TREND (20150302 2:37 pm ET)
60.3% of stocks are above today’s open. (38.7% are below).
54.9% of stocks are above today’s open and yesterday’s close.
34.6% are below both.
6.1% of stocks opened above yesterday’s high.
45.0% of stocks opened above yesterday’s close. (49.0% opened below yesterday’s close).
14.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150302 2:37 pm ET)
9.9% of stocks are in the top 10% of today’s range.
22.8% are in the top 20%.
56.2% are in the top half. 43.8% of stocks are in the bottom half of today’s range.
21.0% are in the bottom 20%.
11.8% are in the bottom 10%.

GAIN (20150302 2:37 pm ET)
60.1% of stocks are above yesterday’s close. (39.9% are below.)
0.9% are up 4.5% or more. 3.1% are down 4.5% or more.
2.3% are up 3.5% or more. 4.2% are down 3.5% or more.
55.5% are between +1% and -1%.

RSI on DAILY (20150302 2:37 pm ET)
2-day: >=95:7.0%…>=90:11.3%…>=80:22.2%…>=50:54.9%…<=20:19.7%…<=10:11.8%…<=5:5.7%…
9-day: >=95:0.1%…>=90:0.3%…>=80:4.5%…>=50:63.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:66.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150302 2:37 pm ET)
28.3% above previous 1 highs, 21.3% below previous 1 lows
20.3% above previous 2 highs, 17.1% below previous 2 lows
15.2% above previous 3 highs, 13.9% below previous 3 lows
13.4% above previous 4 highs, 11.9% below previous 4 lows
12.1% above previous 5 highs, 10.7% below previous 5 lows
11.7% above previous 6 highs, 9.5% below previous 6 lows
10.9% above previous 7 highs, 8.7% below previous 7 lows
10.4% above previous 8 highs, 8.4% below previous 8 lows
9.8% above previous 9 highs, 7.8% below previous 9 lows
9.6% above previous 10 highs, 7.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150302 2:37 pm ET)
60.1% are above or equal to 2/27 close (1 days ago), 39.9% are below.
53.3% are above or equal to 2/26 close (2 days ago), 46.7% are below.
46.0% are above or equal to 2/25 close (3 days ago), 54.0% are below.
47.6% are above or equal to 2/24 close (4 days ago), 52.4% are below.
49.9% are above or equal to 2/23 close (5 days ago), 50.1% are below.
45.7% are above or equal to 2/20 close (6 days ago), 54.3% are below.
54.7% are above or equal to 2/19 close (7 days ago), 45.3% are below.
53.3% are above or equal to 2/18 close (8 days ago), 46.7% are below.
53.6% are above or equal to 2/17 close (9 days ago), 46.4% are below.
54.1% are above or equal to 2/13 close (10 days ago), 45.9% are below.
59.6% are above or equal to 2/12 close (11 days ago), 40.4% are below.
69.7% are above or equal to 2/11 close (12 days ago), 30.3% are below.
68.6% are above or equal to 2/10 close (13 days ago), 31.4% are below.
71.1% are above or equal to 2/9 close (14 days ago), 28.9% are below.
68.0% are above or equal to 2/6 close (15 days ago), 32.0% are below.
66.6% are above or equal to 2/5 close (16 days ago), 33.4% are below.
71.8% are above or equal to 2/4 close (17 days ago), 28.2% are below.
68.6% are above or equal to 2/3 close (18 days ago), 31.4% are below.
75.6% are above or equal to 2/2 close (19 days ago), 24.4% are below.
79.9% are above or equal to 1/30 close (20 days ago), 20.1% are below.
75.7% are above or equal to 1/29 close (21 days ago), 24.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150302 2:37 pm ET)
20d: 16.3% new highs, 3.6% new lows
21d: 16.2% new highs, 3.4% new lows
42d: 12.3% new highs, 2.4% new lows
63d: 10.8% new highs, 1.9% new lows
126d: 9.2% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150302 2:37 pm ET)
2-day: 59.1% above, 40.9% below
3-day: 56.4% above, 43.6% below
4-day: 50.9% above, 49.1% below
5-day: 51.0% above, 49.0% below
8-day: 49.8% above, 50.2% below
10-day: 51.6% above, 48.4% below
20-day: 65.0% above, 35.0% below
50-day: 68.7% above, 31.3% below
200-day: 63.7% above, 36.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150302 2:37 pm ET)
ELEC(58): 2.42% Top=NXPI FSL AMBA ATML SIMO CAVM CGNX CRUS ….. CREE GLW TRMB KEYS BRKR IPGP XLNX SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(42): 1.11% Top=WBAI SONC NDLS HOT CCL SIX PLKI RCL ….. LOCO LVS CBRL DNKN SEAS TXRH KING GPRO=Bottom (Leisure)
CONS(59): 0.65% Top=AVP HAR BC KATE GT WHR FBHS ENR ….. JAH DECK COH ICON TPX OI SHOO LULU=Bottom (Consumer)
HEAL(54): 0.61% Top=KND CYH STJ CYBX IRWD THC SPNC HYH ….. SEM THOR EVHC BCR HUM OPK DXCM NUVA=Bottom (Health)
DISV(52): 0.57% Top=BLOX EIGI SERV TW BAH HPY SCI V ….. JEC AHS Z RCII AL RBA HMSY WTW=Bottom (Diversified Services)
MANU(44): 0.52% Top=JKS ITT PLL DCI AOS RXN GNRC TKR ….. CFX ATI BWC MRC JOY DDD TEX HEES=Bottom (Manufacturing)
CHEM(31): 0.51% Top=CHMT SHW ASH FMC CE CF POL VAL ….. GPRE DOW MOS HUN ALB TROX MEOH FTK=Bottom (Chemicals/Fertilizers)
FINA(88): 0.49% Top=OCN KKR WETF WU PFG SCHW BX C ….. SF FNGN BMO CBOE HAWK DFS APO PACW=Bottom (Banks/Financials)
RETA(67): 0.33% Top=GME BIG TIF DKS PAG OUTR KAR RH ….. DSW FINL ANF ZU SFM MIK BID JCP=Bottom (Retail & Specialty Retail)
COHW(47): 0.30% Top=OLED GOGO BBRY UBNT CSCO BRCD SSYS WDC ….. WIN NTAP EMC CTL LXK NSR RKUS SYNA=Bottom (Computer Hardware/Telecom)
REAL(93): 0.21% Top=RESI CONE HST QTS PEB INN BAM LHO ….. NRF CUZ DEI LXP HR GOV SIR NSM=Bottom (Real Estate)
MATE(33): 0.21% Top=AWI BCC VMC CLH SRCL RSG EXP MAS ….. FAST PHM KBH MTH PWR SPF BECN MTZ=Bottom (Materials & Construction)
TRAN(38): 0.18% Top=VA ALK UAL LUV JBLU DAL GWR ODFL ….. TK WERN KNX NAT AIRM SAVE DHT TDW=Bottom (Transportation)
INSU(39): -0.07% Top=MTG MET LNC PGR TMK CLGX PRU CB ….. BRO AON CNO FNF AGO L MBI GNW=Bottom (Insurance)
COSW(99): -0.08% Top=BNFT BSFT SWI COUP BR MENT VIPS WDAY ….. TTWO MKTO INXN ANGI SFUN CYBR VDSI ROVI=Bottom (Computer Software/Internet)
META(25): -1.52% Top=CENX AA SWC PAAS NUE AEM SCCO FNV ….. TMST NEM CCJ GG FCX SLCA CLD BTU=Bottom (Metals & Mining)
ENER(116): -2.29% Top=CXO PDCE NOV PXD COG APL SLB ETE ….. CJES HFC OAS LPI EPE SN BBG KOS=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 2:37 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:37 pm

Market Stats at 12:36 pm ET
by daytrend on 20150302. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 985.

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 (20150302 12:36 pm ET)
23.1% of stocks are above yesterday’s high.
51.1% are above yesterday’s midpoint. (48.9% are below.)
19.7% are below yesterday’s low.
57.2% are inside yesterday’s range.
50.6% of stocks with today’s high > yesterday’s high. (49.4% less than).
48.2% of stocks with today’s low < yesterday’s low. (51.8% greater than).

EVIDENCE OF INTRADAY TREND (20150302 12:36 pm ET)
59.4% of stocks are above today’s open. (38.9% are below).
52.0% of stocks are above today’s open and yesterday’s close.
33.9% are below both.
6.1% of stocks opened above yesterday’s high.
45.0% of stocks opened above yesterday’s close. (49.0% opened below yesterday’s close).
14.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150302 12:36 pm ET)
5.9% of stocks are in the top 10% of today’s range.
15.0% are in the top 20%.
49.2% are in the top half. 50.8% of stocks are in the bottom half of today’s range.
21.9% are in the bottom 20%.
12.4% are in the bottom 10%.

GAIN (20150302 12:36 pm ET)
58.5% of stocks are above yesterday’s close. (41.5% are below.)
0.8% are up 4.5% or more. 1.6% are down 4.5% or more.
1.5% are up 3.5% or more. 3.5% are down 3.5% or more.
61.8% are between +1% and -1%.

RSI on DAILY (20150302 12:36 pm ET)
2-day: >=95:6.0%…>=90:9.6%…>=80:19.6%…>=50:52.1%…<=20:19.3%…<=10:11.0%…<=5:5.3%…
9-day: >=95:0.1%…>=90:0.3%…>=80:4.2%…>=50:64.1%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:66.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150302 12:36 pm ET)
23.1% above previous 1 highs, 19.7% below previous 1 lows
16.6% above previous 2 highs, 15.3% below previous 2 lows
13.1% above previous 3 highs, 12.6% below previous 3 lows
10.9% above previous 4 highs, 11.4% below previous 4 lows
10.1% above previous 5 highs, 10.2% below previous 5 lows
9.3% above previous 6 highs, 8.8% below previous 6 lows
8.8% above previous 7 highs, 7.7% below previous 7 lows
8.6% above previous 8 highs, 7.4% below previous 8 lows
7.8% above previous 9 highs, 6.9% below previous 9 lows
7.7% above previous 10 highs, 6.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150302 12:36 pm ET)
58.5% are above or equal to 2/27 close (1 days ago), 41.5% are below.
52.2% are above or equal to 2/26 close (2 days ago), 47.8% are below.
43.2% are above or equal to 2/25 close (3 days ago), 56.8% are below.
45.1% are above or equal to 2/24 close (4 days ago), 54.9% are below.
49.2% are above or equal to 2/23 close (5 days ago), 50.8% are below.
44.9% are above or equal to 2/20 close (6 days ago), 55.1% are below.
54.0% are above or equal to 2/19 close (7 days ago), 46.0% are below.
52.6% are above or equal to 2/18 close (8 days ago), 47.4% are below.
51.6% are above or equal to 2/17 close (9 days ago), 48.4% are below.
54.4% are above or equal to 2/13 close (10 days ago), 45.6% are below.
59.1% are above or equal to 2/12 close (11 days ago), 40.9% are below.
68.9% are above or equal to 2/11 close (12 days ago), 31.1% are below.
67.9% are above or equal to 2/10 close (13 days ago), 32.1% are below.
71.3% are above or equal to 2/9 close (14 days ago), 28.7% are below.
67.9% are above or equal to 2/6 close (15 days ago), 32.1% are below.
66.5% are above or equal to 2/5 close (16 days ago), 33.5% are below.
72.1% are above or equal to 2/4 close (17 days ago), 27.9% are below.
68.7% are above or equal to 2/3 close (18 days ago), 31.3% are below.
75.5% are above or equal to 2/2 close (19 days ago), 24.5% are below.
79.8% are above or equal to 1/30 close (20 days ago), 20.2% are below.
75.9% are above or equal to 1/29 close (21 days ago), 24.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150302 12:36 pm ET)
20d: 15.3% new highs, 2.8% new lows
21d: 15.1% new highs, 2.7% new lows
42d: 11.6% new highs, 1.8% new lows
63d: 10.1% new highs, 1.5% new lows
126d: 8.9% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150302 12:36 pm ET)
2-day: 57.0% above, 43.0% below
3-day: 55.3% above, 44.7% below
4-day: 48.7% above, 51.3% below
5-day: 47.1% above, 52.9% below
8-day: 48.4% above, 51.6% below
10-day: 50.1% above, 49.9% below
20-day: 64.7% above, 35.3% below
50-day: 69.3% above, 30.7% below
200-day: 63.7% above, 36.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150302 12:36 pm ET)
ELEC(58): 2.05% Top=NXPI FSL AMBA ATML SIMO INVN CAVM ONNN ….. TRMB ALTR KEYS GLW IPGP BRKR SCTY XLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(42): 0.93% Top=SONC WBAI PNK NDLS PLKI SIX WYN BYD ….. LQ LVS CBRL DNKN TXRH SEAS GPRO KING=Bottom (Leisure)
CHEM(31): 0.71% Top=CHMT CF SHW OLN FMC GPRE ASH CYT ….. IFF RPM POT DOW MOS HUN TROX FTK=Bottom (Chemicals/Fertilizers)
DISV(52): 0.58% Top=BLOX HPY EIGI CAR TW HMHC SERV WOOF ….. AL KBR JEC SBAC AHS RCII RBA WTW=Bottom (Diversified Services)
HEAL(54): 0.51% Top=KND STJ CYH IRWD SPNC THC WX HYH ….. MD WCG MOH SEM DXCM NUVA HUM OPK=Bottom (Health)
FINA(88): 0.43% Top=OCN KKR WETF WU PFG LAZ C BX ….. SF BMO DFS HAWK APO FNGN CBOE PACW=Bottom (Banks/Financials)
MANU(44): 0.42% Top=JKS ITT PLL TKR RXN HON GNRC DCI ….. CMI CAT MRC TEX ATI DDD JOY HEES=Bottom (Manufacturing)
COHW(47): 0.41% Top=OLED UBNT STX WDC CSCO BBRY GOGO ARRS ….. T JDSU COMM HPQ LXK NSR RKUS SYNA=Bottom (Computer Hardware/Telecom)
CONS(59): 0.32% Top=AVP HAR GT BC COTY IRBT KATE LEG ….. CROX MWV OI ICON DECK SHOO KS LULU=Bottom (Consumer)
TRAN(38): 0.22% Top=VA UAL ALK JBLU LUV DAL STNG HA ….. FDX WERN CHRW GBX SAVE NAT TDW DHT=Bottom (Transportation)
INSU(39): 0.13% Top=MET LNC PRU UNM PGR TMK MBI MTG ….. CINF AGO AFSI AJG AON BRO L GNW=Bottom (Insurance)
RETA(67): 0.08% Top=GME BIG RH TIF PAG RAD DKS SIG ….. CST W DSW SFM ANF MIK BID JCP=Bottom (Retail & Specialty Retail)
REAL(93): 0.06% Top=RESI CONE HST PEB INN BAM LHO CBG ….. DEI NRZ PKY NRF HR GOV SIR NSM=Bottom (Real Estate)
MATE(33): 0.01% Top=AWI BCC CLH VMC SRCL RSG HW RYL ….. DAR TOL PWR PHM SPF BECN MTH MTZ=Bottom (Materials & Construction)
COSW(99): -0.24% Top=SWI BSFT BNFT VIPS MENT AKAM BR TRIP ….. TTWO NTES SFUN MKTO ANGI CYBR ROVI VDSI=Bottom (Computer Software/Internet)
META(25): -1.16% Top=CENX PAAS AA SCCO AEM SWC NUE TCK ….. FCX ABX NEM CCJ GG CLD BTU SLCA=Bottom (Metals & Mining)
ENER(116): -1.65% Top=CXO PDCE SWN NOV PXD VNR SEMG RES ….. BCEI HOS EPE BBG ATW RDC LPI KOS=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 12:36 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:06 pm

Market Stats at 12:05 pm ET
by daytrend on 20150302. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 985.

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 (20150302 12:05 pm ET)
28.2% of stocks are above yesterday’s high.
57.9% are above yesterday’s midpoint. (42.1% are below.)
16.3% are below yesterday’s low.
55.4% are inside yesterday’s range.
50.4% of stocks with today’s high > yesterday’s high. (49.6% less than).
46.4% of stocks with today’s low < yesterday’s low. (53.6% greater than).

EVIDENCE OF INTRADAY TREND (20150302 12:05 pm ET)
65.3% of stocks are above today’s open. (33.2% are below).
58.6% of stocks are above today’s open and yesterday’s close.
28.8% are below both.
6.1% of stocks opened above yesterday’s high.
45.0% of stocks opened above yesterday’s close. (49.0% opened below yesterday’s close).
14.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150302 12:05 pm ET)
11.8% of stocks are in the top 10% of today’s range.
25.7% are in the top 20%.
58.0% are in the top half. 42.0% of stocks are in the bottom half of today’s range.
18.6% are in the bottom 20%.
10.4% are in the bottom 10%.

GAIN (20150302 12:05 pm ET)
64.5% of stocks are above yesterday’s close. (35.5% are below.)
0.8% are up 4.5% or more. 1.7% are down 4.5% or more.
2.2% are up 3.5% or more. 3.1% are down 3.5% or more.
57.5% are between +1% and -1%.

RSI on DAILY (20150302 12:05 pm ET)
2-day: >=95:6.4%…>=90:11.1%…>=80:23.1%…>=50:58.8%…<=20:16.1%…<=10:10.5%…<=5:5.1%…
9-day: >=95:0.1%…>=90:0.3%…>=80:4.5%…>=50:66.3%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:67.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150302 12:05 pm ET)
28.2% above previous 1 highs, 16.3% below previous 1 lows
20.2% above previous 2 highs, 13.3% below previous 2 lows
15.3% above previous 3 highs, 11.3% below previous 3 lows
12.7% above previous 4 highs, 10.2% below previous 4 lows
11.7% above previous 5 highs, 9.2% below previous 5 lows
11.3% above previous 6 highs, 8.2% below previous 6 lows
10.5% above previous 7 highs, 7.3% below previous 7 lows
10.2% above previous 8 highs, 6.9% below previous 8 lows
9.4% above previous 9 highs, 6.6% below previous 9 lows
9.1% above previous 10 highs, 6.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150302 12:05 pm ET)
64.5% are above or equal to 2/27 close (1 days ago), 35.5% are below.
56.3% are above or equal to 2/26 close (2 days ago), 43.7% are below.
48.3% are above or equal to 2/25 close (3 days ago), 51.7% are below.
50.4% are above or equal to 2/24 close (4 days ago), 49.6% are below.
52.1% are above or equal to 2/23 close (5 days ago), 47.9% are below.
47.1% are above or equal to 2/20 close (6 days ago), 52.9% are below.
55.6% are above or equal to 2/19 close (7 days ago), 44.4% are below.
54.7% are above or equal to 2/18 close (8 days ago), 45.3% are below.
53.8% are above or equal to 2/17 close (9 days ago), 46.2% are below.
56.0% are above or equal to 2/13 close (10 days ago), 44.0% are below.
60.0% are above or equal to 2/12 close (11 days ago), 40.0% are below.
70.2% are above or equal to 2/11 close (12 days ago), 29.8% are below.
69.3% are above or equal to 2/10 close (13 days ago), 30.7% are below.
72.1% are above or equal to 2/9 close (14 days ago), 27.9% are below.
68.4% are above or equal to 2/6 close (15 days ago), 31.6% are below.
67.3% are above or equal to 2/5 close (16 days ago), 32.7% are below.
72.3% are above or equal to 2/4 close (17 days ago), 27.7% are below.
69.1% are above or equal to 2/3 close (18 days ago), 30.9% are below.
75.8% are above or equal to 2/2 close (19 days ago), 24.2% are below.
80.4% are above or equal to 1/30 close (20 days ago), 19.6% are below.
76.3% are above or equal to 1/29 close (21 days ago), 23.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150302 12:05 pm ET)
20d: 15.3% new highs, 2.7% new lows
21d: 15.1% new highs, 2.6% new lows
42d: 11.6% new highs, 1.7% new lows
63d: 10.1% new highs, 1.4% new lows
126d: 8.9% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150302 12:05 pm ET)
2-day: 63.0% above, 37.0% below
3-day: 60.7% above, 39.3% below
4-day: 55.1% above, 44.9% below
5-day: 53.3% above, 46.7% below
8-day: 52.9% above, 47.1% below
10-day: 53.4% above, 46.6% below
20-day: 66.2% above, 33.8% below
50-day: 69.6% above, 30.4% below
200-day: 64.2% above, 35.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150302 12:05 pm ET)
ELEC(58): 2.32% Top=NXPI FSL AMBA ATML CGNX ONNN SIMO CAVM ….. SNPS KEYS APH GLW IPGP XLNX BRKR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(42): 1.00% Top=WBAI SONC PLKI NDLS SIX PNK RCL WYN ….. LQ DNKN LVS TXRH CBRL SEAS GPRO KING=Bottom (Leisure)
CHEM(31): 0.78% Top=CHMT ASH POL GPRE OLN SHW AXLL FMC ….. DOW POT MEOH MOS WLK HUN TROX FTK=Bottom (Chemicals/Fertilizers)
DISV(52): 0.73% Top=BLOX EIGI HPY HMHC CAR WOOF TW BAH ….. RRD AL SBAC AHS Z RCII RBA WTW=Bottom (Diversified Services)
HEAL(54): 0.67% Top=KND STJ CYH IRWD HYH THC SPNC WX ….. MD MOH WCG SEM NUVA DXCM HUM OPK=Bottom (Health)
FINA(88): 0.66% Top=OCN WETF KKR PFG LAZ JNS C WU ….. APO TD BMO SYF DFS FNGN CBOE PACW=Bottom (Banks/Financials)
CONS(59): 0.55% Top=HAR AVP GT BC LEG NKE WHR ENR ….. CROX SHOO TPX COH ICON DECK KS LULU=Bottom (Consumer)
COHW(47): 0.53% Top=UBNT STX OLED GOGO CSCO BBRY WDC ARRS ….. RCI T HPQ COMM LXK NSR RKUS SYNA=Bottom (Computer Hardware/Telecom)
MANU(44): 0.42% Top=ITT TKR PLL HON GTLS RXN GNRC MHK ….. ROK CFX MRC ATI TEX DDD JOY HEES=Bottom (Manufacturing)
TRAN(38): 0.39% Top=UAL JBLU ALK VA LUV DAL STNG HA ….. FDX AIRM WERN CHRW SAVE NAT TDW DHT=Bottom (Transportation)
INSU(39): 0.35% Top=MET LNC PRU UNM MTG CLGX TMK PGR ….. RNR AGO SLF AJG BRO AON L GNW=Bottom (Insurance)
REAL(93): 0.25% Top=RESI CONE HST PEB LHO INN RLJ OHI ….. HTS HR NRZ CUZ NRF GOV NSM SIR=Bottom (Real Estate)
RETA(67): 0.19% Top=GME BIG TIF PAG SIG RH RAD DKS ….. SFM W CST DSW MIK ANF BID JCP=Bottom (Retail & Specialty Retail)
MATE(33): 0.19% Top=CLH AWI BCC VMC HW SRCL RSG RYL ….. TOL PHM OC FAST MTH BECN SPF MTZ=Bottom (Materials & Construction)
COSW(99): -0.00% Top=BNFT SWI BSFT MENT QLYS BR MSCI TRIP ….. SNCR MKTO CYBR TTWO ANGI SFUN ROVI VDSI=Bottom (Computer Software/Internet)
META(25): -1.14% Top=CENX SCCO PAAS TCK SWC AEM AA FNV ….. CNX FCX ABX GG CCJ CLD SLCA BTU=Bottom (Metals & Mining)
ENER(116): -1.64% Top=PDCE CXO ETE SWN SEMG VNR NOV PXD ….. AR CIE EPE LPI BBG ATW RDC KOS=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 12:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:54 am

Market Stats at 9:54 am ET
by daytrend on 20150302. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 985.

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 (20150302 9:54 am ET)
22.6% of stocks are above yesterday’s high.
52.4% are above yesterday’s midpoint. (47.6% are below.)
20.9% are below yesterday’s low.
56.4% are inside yesterday’s range.
31.9% of stocks with today’s high > yesterday’s high. (68.1% less than).
43.5% of stocks with today’s low < yesterday’s low. (56.5% greater than).

EVIDENCE OF INTRADAY TREND (20150302 9:54 am ET)
60.7% of stocks are above today’s open. (38.0% are below).
55.2% of stocks are above today’s open and yesterday’s close.
32.7% are below both.
6.1% of stocks opened above yesterday’s high.
45.0% of stocks opened above yesterday’s close. (49.0% opened below yesterday’s close).
14.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150302 9:54 am ET)
24.1% of stocks are in the top 10% of today’s range.
35.0% are in the top 20%.
61.5% are in the top half. 38.5% of stocks are in the bottom half of today’s range.
19.8% are in the bottom 20%.
12.5% are in the bottom 10%.

GAIN (20150302 9:54 am ET)
61.6% of stocks are above yesterday’s close. (38.4% are below.)
0.4% are up 4.5% or more. 1.4% are down 4.5% or more.
0.8% are up 3.5% or more. 3.4% are down 3.5% or more.
65.8% are between +1% and -1%.

RSI on DAILY (20150302 9:54 am ET)
2-day: >=95:5.5%…>=90:10.3%…>=80:19.3%…>=50:54.3%…<=20:21.1%…<=10:12.9%…<=5:6.8%…
9-day: >=95:0.1%…>=90:0.2%…>=80:4.3%…>=50:64.1%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:67.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150302 9:54 am ET)
22.6% above previous 1 highs, 20.9% below previous 1 lows
15.8% above previous 2 highs, 17.2% below previous 2 lows
11.1% above previous 3 highs, 14.9% below previous 3 lows
9.5% above previous 4 highs, 13.3% below previous 4 lows
8.6% above previous 5 highs, 11.9% below previous 5 lows
8.2% above previous 6 highs, 10.4% below previous 6 lows
7.8% above previous 7 highs, 9.1% below previous 7 lows
7.5% above previous 8 highs, 8.6% below previous 8 lows
6.6% above previous 9 highs, 7.5% below previous 9 lows
6.3% above previous 10 highs, 7.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150302 9:54 am ET)
61.6% are above or equal to 2/27 close (1 days ago), 38.4% are below.
48.4% are above or equal to 2/26 close (2 days ago), 51.6% are below.
43.6% are above or equal to 2/25 close (3 days ago), 56.4% are below.
46.3% are above or equal to 2/24 close (4 days ago), 53.7% are below.
47.8% are above or equal to 2/23 close (5 days ago), 52.2% are below.
43.8% are above or equal to 2/20 close (6 days ago), 56.2% are below.
53.1% are above or equal to 2/19 close (7 days ago), 46.9% are below.
51.5% are above or equal to 2/18 close (8 days ago), 48.5% are below.
51.8% are above or equal to 2/17 close (9 days ago), 48.2% are below.
53.5% are above or equal to 2/13 close (10 days ago), 46.5% are below.
57.8% are above or equal to 2/12 close (11 days ago), 42.2% are below.
69.2% are above or equal to 2/11 close (12 days ago), 30.8% are below.
68.3% are above or equal to 2/10 close (13 days ago), 31.7% are below.
71.0% are above or equal to 2/9 close (14 days ago), 29.0% are below.
68.7% are above or equal to 2/6 close (15 days ago), 31.3% are below.
66.7% are above or equal to 2/5 close (16 days ago), 33.3% are below.
71.9% are above or equal to 2/4 close (17 days ago), 28.1% are below.
68.8% are above or equal to 2/3 close (18 days ago), 31.2% are below.
75.7% are above or equal to 2/2 close (19 days ago), 24.3% are below.
80.1% are above or equal to 1/30 close (20 days ago), 19.9% are below.
76.2% are above or equal to 1/29 close (21 days ago), 23.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150302 9:54 am ET)
20d: 8.0% new highs, 2.1% new lows
21d: 7.9% new highs, 2.0% new lows
42d: 6.2% new highs, 1.3% new lows
63d: 5.3% new highs, 1.0% new lows
126d: 4.7% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150302 9:54 am ET)
2-day: 60.7% above, 39.3% below
3-day: 54.7% above, 45.3% below
4-day: 48.5% above, 51.5% below
5-day: 48.4% above, 51.6% below
8-day: 49.0% above, 51.0% below
10-day: 48.7% above, 51.3% below
20-day: 64.3% above, 35.7% below
50-day: 68.5% above, 31.5% below
200-day: 63.4% above, 36.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150302 9:54 am ET)
ELEC(58): 1.66% Top=NXPI FSL AMBA FCS ISIL CRUS HIMX ATML ….. GLW TRMB TSL BRKR KEYS FSLR SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(42): 1.06% Top=SONC PNK PLKI BYD BJRI WEN NDLS PZZA ….. LOCO LVS LQ EXPE WBAI SEAS GPRO KING=Bottom (Leisure)
HEAL(54): 0.86% Top=CYH KND THC UHS HLS HCA HYH STJ ….. BSX MOH PODD SEM DXCM CYBX WCG OPK=Bottom (Health)
REAL(93): 0.51% Top=QTS OHI HT DLR PEB PGRE DFT TCO ….. HTS AGNC NRF AMH NRZ GOV SIR NSM=Bottom (Real Estate)
CONS(59): 0.40% Top=HAR WHR AVP SCSS LEG NKE MAT GT ….. COH PKG KS BOOT CCK PAY DECK CROX=Bottom (Consumer)
DISV(52): 0.38% Top=BLOX CAR TW WOOF V SERV MAN URI ….. ADT RBA EIGI Z KBR JEC RCII WTW=Bottom (Diversified Services)
FINA(88): 0.36% Top=BX FII WBS LM WETF KKR WU ISBC ….. FNFG COF BMO APO CIT FNGN SYF CBOE=Bottom (Banks/Financials)
TRAN(38): 0.30% Top=UAL JBLU DAL ALK ODFL KNX CNW AAL ….. VA WAB GBX KEX TK SAVE DHT TDW=Bottom (Transportation)
INSU(39): 0.27% Top=CLGX PGR MBI ALL TMK FNF MET PRE ….. RNR AIZ L AON BRO AJG SLF GNW=Bottom (Insurance)
RETA(67): 0.14% Top=GME RAD AN PAG SIG TFM KMX TIF ….. DSW CST ANF FINL MIK JCP W BID=Bottom (Retail & Specialty Retail)
MATE(33): 0.06% Top=AWI BCC TPH RYL SPF WY RYN RSG ….. EXP USG FLR PWR BECN OC FAST MTZ=Bottom (Materials & Construction)
COHW(47): -0.01% Top=OLED SSYS BBRY ARRS CSCO STX AAPL CCI ….. EMC LXK QCOM COMM TDC ANET SYNA RKUS=Bottom (Computer Hardware/Telecom)
COSW(99): -0.17% Top=MENT DATA QLYS MSCI JD AKAM TRIP VMW ….. FEYE CSOD CRM TRUE SINA VDSI BITA ROVI=Bottom (Computer Software/Internet)
MANU(44): -0.21% Top=MHK DDD PCP HON TKR DCI PLL AOS ….. ATI ATU FLS HEES TEX JOY MRC JKS=Bottom (Manufacturing)
CHEM(31): -0.42% Top=SHW CHMT VAL RPM IFF ASH PPG PX ….. EMN POT MOS HUN MEOH WLK TROX FTK=Bottom (Chemicals/Fertilizers)
META(25): -1.57% Top=CENX FNV AA SCCO PAAS AEM NUE NEM ….. CNX X TMST CCJ BTU FCX CLD SLCA=Bottom (Metals & Mining)
ENER(116): -2.10% Top=CMLP UPL PVA PAA PSXP SXL ETE PAGP ….. CRR OAS BCEI RDC WLL ATW LPI KOS=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 9:54 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

02/27/2015

Filed under: Market Stats — daytrend @ 4:08 pm

Closing Stats
by daytrend on 20150227. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 983.

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 (20150227 Closing)
15.1% of stocks are above yesterday’s high.
37.8% are above yesterday’s midpoint. (62.2% are below.)
30.9% are below yesterday’s low.
54.0% are inside yesterday’s range.
40.5% of stocks with today’s high > yesterday’s high. (59.5% less than).
52.7% of stocks with today’s low < yesterday’s low. (47.3% greater than).

EVIDENCE OF INTRADAY TREND (20150227 Closing)
39.3% of stocks are above today’s open. (59.5% are below).
33.5% of stocks are above today’s open and yesterday’s close.
53.8% are below both.
5.0% of stocks opened above yesterday’s high.
49.7% of stocks opened above yesterday’s close. (44.0% opened below yesterday’s close).
5.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150227 Closing)
5.3% of stocks are in the top 10% of today’s range.
12.1% are in the top 20%.
34.1% are in the top half. 65.9% of stocks are in the bottom half of today’s range.
36.3% are in the bottom 20%.
23.2% are in the bottom 10%.

GAIN (20150227 Closing)
40.4% of stocks are above yesterday’s close. (59.6% are below.)
1.6% are up 4.5% or more. 1.6% are down 4.5% or more.
2.5% are up 3.5% or more. 3.9% are down 3.5% or more.
60.1% are between +1% and -1%.

RSI on DAILY (20150227 Closing)
2-day: >=95:5.5%…>=90:8.9%…>=80:15.3%…>=50:37.4%…<=20:31.6%…<=10:14.1%…<=5:5.5%…
9-day: >=95:0.1%…>=90:0.3%…>=80:3.5%…>=50:61.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:67.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150227 Closing)
15.1% above previous 1 highs, 30.9% below previous 1 lows
9.9% above previous 2 highs, 24.4% below previous 2 lows
8.7% above previous 3 highs, 19.9% below previous 3 lows
7.7% above previous 4 highs, 15.8% below previous 4 lows
6.8% above previous 5 highs, 11.6% below previous 5 lows
6.5% above previous 6 highs, 10.0% below previous 6 lows
5.8% above previous 7 highs, 8.7% below previous 7 lows
5.6% above previous 8 highs, 7.7% below previous 8 lows
5.2% above previous 9 highs, 7.3% below previous 9 lows
5.1% above previous 10 highs, 6.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150227 Closing)
40.4% are above or equal to 2/26 close (1 days ago), 59.6% are below.
35.0% are above or equal to 2/25 close (2 days ago), 65.0% are below.
37.6% are above or equal to 2/24 close (3 days ago), 62.4% are below.
43.0% are above or equal to 2/23 close (4 days ago), 57.0% are below.
39.0% are above or equal to 2/20 close (5 days ago), 61.0% are below.
48.7% are above or equal to 2/19 close (6 days ago), 51.3% are below.
48.6% are above or equal to 2/18 close (7 days ago), 51.4% are below.
47.7% are above or equal to 2/17 close (8 days ago), 52.3% are below.
49.8% are above or equal to 2/13 close (9 days ago), 50.2% are below.
56.0% are above or equal to 2/12 close (10 days ago), 44.0% are below.
67.1% are above or equal to 2/11 close (11 days ago), 32.9% are below.
66.5% are above or equal to 2/10 close (12 days ago), 33.5% are below.
71.7% are above or equal to 2/9 close (13 days ago), 28.3% are below.
68.7% are above or equal to 2/6 close (14 days ago), 31.3% are below.
66.7% are above or equal to 2/5 close (15 days ago), 33.3% are below.
73.0% are above or equal to 2/4 close (16 days ago), 27.0% are below.
69.4% are above or equal to 2/3 close (17 days ago), 30.6% are below.
76.6% are above or equal to 2/2 close (18 days ago), 23.4% are below.
80.3% are above or equal to 1/30 close (19 days ago), 19.7% are below.
75.6% are above or equal to 1/29 close (20 days ago), 24.4% are below.
77.6% are above or equal to 1/28 close (21 days ago), 22.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150227 Closing)
20d: 12.8% new highs, 5.5% new lows
21d: 12.1% new highs, 5.5% new lows
42d: 9.5% new highs, 3.2% new lows
63d: 8.1% new highs, 1.8% new lows
126d: 6.4% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150227 Closing)
2-day: 38.9% above, 61.1% below
3-day: 36.3% above, 63.7% below
4-day: 36.0% above, 64.0% below
5-day: 36.5% above, 63.5% below
8-day: 40.5% above, 59.5% below
10-day: 43.7% above, 56.3% below
20-day: 65.7% above, 34.3% below
50-day: 70.7% above, 29.3% below
200-day: 63.0% above, 37.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150227 Closing)
META(25): 0.68% Top=BTU SLCA TCK FCX CLD ABX CCJ GG ….. CNX FNV SCCO NUE X STLD AA CENX=Bottom (Metals & Mining)
REAL(90): 0.45% Top=HTA OUT CUZ MAC SPG QTS AIV PKY ….. BAM RLGY WPG OFC NRF RESI NSM INN=Bottom (Real Estate)
RETA(67): 0.41% Top=ROST SHLD ANN GPS ANF KSS ASNA PAG ….. AMZN KR CPRT DKS NFLX RAD CST JCP=Bottom (Retail & Specialty Retail)
MATE(33): 0.32% Top=MTZ MTH RYL RYN SPF MDC DAR VMC ….. PWR PHM BCC OC HW USG FAST CLH=Bottom (Materials & Construction)
HEAL(54): 0.02% Top=KND AMSG SEM CYBX NUVA ALGN BKD SPNC ….. WX HYH OPK DXCM EVHC ZLTQ PODD IRWD=Bottom (Health)
CONS(58): -0.11% Top=BOOT LULU SCSS COTY CRI AVP UFS WWW ….. PVH AVY KS MWV RKT BERY SEE GT=Bottom (Consumer)
CHEM(31): -0.12% Top=MEOH TROX AGU POT ALB MON VAL HUN ….. CYT SHW WLK OLN EMN ASH POL AXLL=Bottom (Chemicals/Fertilizers)
ENER(117): -0.15% Top=BAS DO PTEN RES RDC CIE DRQ HOS ….. EXH PDCE MTDR SM RICE SWN PE BCEI=Bottom (Energy)
COHW(48): -0.20% Top=RKUS JDSU HPQ SNDK TMUS WIN TDC CTL ….. CDW AAPL INFN SMCI BRCD SWIR OLED NMBL=Bottom (Computer Hardware/Telecom)
ELEC(58): -0.21% Top=AMKR SPWR FSLR CGNX XLNX MSCC OVTI ALTR ….. ATML INTC AVGO SCTY TER IPGP CPHD SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(38): -0.31% Top=XL SLF AIG WSH AIZ FNF AON AGO ….. LNC FAF VR WRB RDN CLGX ALL AFSI=Bottom (Insurance)
MANU(44): -0.66% Top=WOR DDD TILE JKS GE GTLS TEX CMI ….. ETN IR KMT GNRC PNR CR BWC HEES=Bottom (Manufacturing)
TRAN(37): -0.72% Top=FDX GWR NAT XPO TK GBX CHRW WERN ….. CNW LUV DHT SAVE HA AAL DAL UAL=Bottom (Transportation)
FINA(92): -0.73% Top=HAWK VOYA EV ZION APO CG TD NYCB ….. LM SCHW SF AXP PACW KKR FNGN OCN=Bottom (Banks/Financials)
DISV(51): -0.77% Top=BLOX SBAC SERV ACM AAN CXW MRKT ULTA ….. SSTK EIGI AL MYGN RRD YY HMSY KBR=Bottom (Diversified Services)
COSW(98): -0.79% Top=ROVI ANGI ADSK BNFT TRUE CVLT XRX WUBA ….. VIPS NOW LC SFUN MENT NTES CYBR MDRX=Bottom (Computer Software/Internet)
LEIS(42): -1.09% Top=YUM QSR BLMN HLT CCL HOT LVS H ….. CAKE QUNR DPZ SONC BYD NDLS GPRO WBAI=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/

Older Posts »

The Silver is the New Black Theme. Blog at WordPress.com.

Follow

Get every new post delivered to your Inbox.

Join 60 other followers