daytrend

03/31/2015

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

Closing Stats
by daytrend on 20150331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 979.

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 (20150331 Closing)
12.4% of stocks are above yesterday’s high.
43.2% are above yesterday’s midpoint. (56.8% are below.)
25.3% are below yesterday’s low.
62.3% are inside yesterday’s range.
40.2% of stocks with today’s high > yesterday’s high. (59.8% less than).
51.1% of stocks with today’s low < yesterday’s low. (48.9% greater than).

EVIDENCE OF INTRADAY TREND (20150331 Closing)
47.4% of stocks are above today’s open. (50.4% are below).
29.4% of stocks are above today’s open and yesterday’s close.
49.4% are below both.
1.8% of stocks opened above yesterday’s high.
6.9% of stocks opened above yesterday’s close. (89.5% opened below yesterday’s close).
14.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150331 Closing)
5.6% of stocks are in the top 10% of today’s range.
13.5% are in the top 20%.
41.9% are in the top half. 58.1% of stocks are in the bottom half of today’s range.
27.5% are in the bottom 20%.
15.6% are in the bottom 10%.

GAIN (20150331 Closing)
32.5% of stocks are above yesterday’s close. (67.5% are below.)
0.6% are up 4.5% or more. 0.8% are down 4.5% or more.
0.8% are up 3.5% or more. 1.3% are down 3.5% or more.
62.3% are between +1% and -1%.

RSI on DAILY (20150331 Closing)
2-day: >=95:2.9%…>=90:8.6%…>=80:18.8%…>=50:50.1%…<=20:10.1%…<=10:4.7%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.7%…>=50:51.0%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:54.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150331 Closing)
12.4% above previous 1 highs, 25.3% below previous 1 lows
11.1% above previous 2 highs, 7.3% below previous 2 lows
9.2% above previous 3 highs, 4.8% below previous 3 lows
6.3% above previous 4 highs, 4.5% below previous 4 lows
5.4% above previous 5 highs, 4.4% below previous 5 lows
4.6% above previous 6 highs, 4.0% below previous 6 lows
4.4% above previous 7 highs, 3.9% below previous 7 lows
4.1% above previous 8 highs, 3.5% below previous 8 lows
4.0% above previous 9 highs, 2.7% below previous 9 lows
3.8% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150331 Closing)
32.5% are above or equal to 3/30 close (1 days ago), 67.5% are below.
70.9% are above or equal to 3/27 close (2 days ago), 29.1% are below.
71.9% are above or equal to 3/26 close (3 days ago), 28.1% are below.
64.0% are above or equal to 3/25 close (4 days ago), 36.0% are below.
33.0% are above or equal to 3/24 close (5 days ago), 67.0% are below.
29.3% are above or equal to 3/23 close (6 days ago), 70.7% are below.
30.4% are above or equal to 3/20 close (7 days ago), 69.6% are below.
46.4% are above or equal to 3/19 close (8 days ago), 53.6% are below.
40.4% are above or equal to 3/18 close (9 days ago), 59.6% are below.
56.9% are above or equal to 3/17 close (10 days ago), 43.1% are below.
55.5% are above or equal to 3/16 close (11 days ago), 44.5% are below.
65.8% are above or equal to 3/13 close (12 days ago), 34.2% are below.
60.5% are above or equal to 3/12 close (13 days ago), 39.5% are below.
70.6% are above or equal to 3/11 close (14 days ago), 29.4% are below.
72.3% are above or equal to 3/10 close (15 days ago), 27.7% are below.
58.1% are above or equal to 3/9 close (16 days ago), 41.9% are below.
58.5% are above or equal to 3/6 close (17 days ago), 41.5% are below.
48.6% are above or equal to 3/5 close (18 days ago), 51.4% are below.
50.7% are above or equal to 3/4 close (19 days ago), 49.3% are below.
45.7% are above or equal to 3/3 close (20 days ago), 54.3% are below.
42.1% are above or equal to 3/2 close (21 days ago), 57.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150331 Closing)
20d: 7.7% new highs, 4.1% new lows
21d: 7.5% new highs, 4.1% new lows
42d: 5.5% new highs, 1.2% new lows
63d: 5.1% new highs, 1.1% new lows
126d: 5.0% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150331 Closing)
2-day: 30.3% above, 69.7% below
3-day: 53.2% above, 46.8% below
4-day: 63.4% above, 36.6% below
5-day: 64.2% above, 35.8% below
8-day: 41.2% above, 58.8% below
10-day: 41.4% above, 58.6% below
20-day: 55.1% above, 44.9% below
50-day: 57.8% above, 42.2% below
200-day: 59.2% above, 40.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150331 Closing)
MATE(32): -0.07% Top=CVA DHI USG MAS BECN AWI LEN RSG ….. MTH FAST PHM EME PWR FLR MLM MTZ=Bottom (Materials & Construction)
RETA(68): -0.10% Top=JCP VNCE SFM FRAN KSS JMEI KAR CHS ….. DKS BIG CAB SPLS BBY SHLD ZU W=Bottom (Retail & Specialty Retail)
FINA(94): -0.17% Top=SLM HAWK WU TD OCN FII BMO BX ….. NYCB RJF JNS FNFG LM CBOE MS LPLA=Bottom (Banks/Financials)
LEIS(41): -0.24% Top=WBAI SGMS RCL KING TVPT EAT ZOES QUNR ….. JACK WYNN SBUX ARMK MAR QSR SONC WEN=Bottom (Leisure)
CONS(61): -0.34% Top=SCSS PVH AVP GT HAS UA KS FBHS ….. SON UFS AVY BERY TUP PBI HAR ICON=Bottom (Consumer)
COSW(97): -0.38% Top=BOX WUBA VIPS INOV LC CYBR BITA TRUE ….. FEYE LNKD WDAY MANH CMCM GRPN ROVI SFUN=Bottom (Computer Software/Internet)
DISV(53): -0.40% Top=WSTC RRD HMHC PCLN EIGI HRB YY TW ….. Z SERV BAH AL SCI SBAC CXW WTW=Bottom (Diversified Services)
COHW(51): -0.43% Top=NMBL ANET NSR BBRY HRS INFN CTL TDC ….. LXK TMUS STX COMM SNDK WDC SMCI FTR=Bottom (Computer Hardware/Telecom)
INSU(39): -0.44% Top=MBI AGO RDN FNF UNM ALL AIG L ….. RNR HIG WRB XL TRV AJG ACGL AON=Bottom (Insurance)
ENER(108): -0.45% Top=ALJ WPX UPL PDS ROSE ECA RES OKS ….. CJES COP MMP RSPP PVA EPE DNR HOS=Bottom (Energy)
REAL(95): -0.47% Top=CBG EQC STWD AMH ARI CXP SBRA PEB ….. OHI MPW DRE DEI RLGY HCN DFT MAC=Bottom (Real Estate)
CHEM(28): -0.62% Top=GPRE HUN ALB MEOH PPG AXLL CHMT SHW ….. VAL DOW DD APD EMN CF AGU MOS=Bottom (Chemicals/Fertilizers)
MANU(44): -0.62% Top=ZBRA DDD BWC CRS MHK ROK RS TKR ….. WOR MRC JOY CAT FLS KMT DOV ATI=Bottom (Manufacturing)
TRAN(35): -0.67% Top=WERN CNI GBX TRN BRS CP CNW JBHT ….. UAL WAB AAL UNP TDW SWFT VA XPO=Bottom (Transportation)
HEAL(57): -0.74% Top=ESRX GMED MOH SEM HYH SCAI WX DXCM ….. STJ UHS ZLTQ UNH ABMD PODD IRWD OPK=Bottom (Health)
ELEC(54): -0.94% Top=TRMB KEYS MU AMBA SCTY CSIQ CREE APH ….. NVDA CAVM LRCX AVGO ADI ATML MRVL FCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(22): -1.44% Top=SLCA FNV NUE CNX SXC AEM AA GG ….. NEM ABX PAAS FCX GOLD X CENX TCK=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 2:06 pm

Market Stats at 3:05 pm ET
by daytrend on 20150331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 978.

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 (20150331 3:05 pm ET)
14.2% of stocks are above yesterday’s high.
46.2% are above yesterday’s midpoint. (53.8% are below.)
19.7% are below yesterday’s low.
66.1% are inside yesterday’s range.
39.8% of stocks with today’s high > yesterday’s high. (60.2% less than).
47.4% of stocks with today’s low < yesterday’s low. (52.6% greater than).

EVIDENCE OF INTRADAY TREND (20150331 3:05 pm ET)
53.4% of stocks are above today’s open. (45.4% are below).
33.1% of stocks are above today’s open and yesterday’s close.
44.5% are below both.
1.8% of stocks opened above yesterday’s high.
7.0% of stocks opened above yesterday’s close. (90.5% opened below yesterday’s close).
14.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150331 3:05 pm ET)
6.0% of stocks are in the top 10% of today’s range.
16.0% are in the top 20%.
50.0% are in the top half. 50.0% of stocks are in the bottom half of today’s range.
21.8% are in the bottom 20%.
11.7% are in the bottom 10%.

GAIN (20150331 3:05 pm ET)
35.2% of stocks are above yesterday’s close. (64.8% are below.)
0.7% are up 4.5% or more. 0.4% are down 4.5% or more.
1.0% are up 3.5% or more. 0.8% are down 3.5% or more.
67.1% are between +1% and -1%.

RSI on DAILY (20150331 3:05 pm ET)
2-day: >=95:2.9%…>=90:8.9%…>=80:21.1%…>=50:53.9%…<=20:8.5%…<=10:4.4%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.9%…>=50:53.9%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:56.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150331 3:05 pm ET)
14.2% above previous 1 highs, 19.7% below previous 1 lows
13.0% above previous 2 highs, 5.2% below previous 2 lows
10.8% above previous 3 highs, 3.5% below previous 3 lows
6.6% above previous 4 highs, 3.4% below previous 4 lows
5.8% above previous 5 highs, 3.2% below previous 5 lows
5.0% above previous 6 highs, 3.0% below previous 6 lows
4.4% above previous 7 highs, 3.0% below previous 7 lows
4.2% above previous 8 highs, 2.5% below previous 8 lows
4.1% above previous 9 highs, 1.7% below previous 9 lows
4.1% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150331 3:05 pm ET)
35.2% are above or equal to 3/30 close (1 days ago), 64.8% are below.
75.8% are above or equal to 3/27 close (2 days ago), 24.2% are below.
75.1% are above or equal to 3/26 close (3 days ago), 24.9% are below.
67.1% are above or equal to 3/25 close (4 days ago), 32.9% are below.
34.9% are above or equal to 3/24 close (5 days ago), 65.1% are below.
30.6% are above or equal to 3/23 close (6 days ago), 69.4% are below.
32.3% are above or equal to 3/20 close (7 days ago), 67.7% are below.
47.9% are above or equal to 3/19 close (8 days ago), 52.1% are below.
42.9% are above or equal to 3/18 close (9 days ago), 57.1% are below.
58.8% are above or equal to 3/17 close (10 days ago), 41.2% are below.
57.1% are above or equal to 3/16 close (11 days ago), 42.9% are below.
66.4% are above or equal to 3/13 close (12 days ago), 33.6% are below.
60.1% are above or equal to 3/12 close (13 days ago), 39.9% are below.
72.3% are above or equal to 3/11 close (14 days ago), 27.7% are below.
73.8% are above or equal to 3/10 close (15 days ago), 26.2% are below.
60.1% are above or equal to 3/9 close (16 days ago), 39.9% are below.
60.1% are above or equal to 3/6 close (17 days ago), 39.9% are below.
49.5% are above or equal to 3/5 close (18 days ago), 50.5% are below.
51.2% are above or equal to 3/4 close (19 days ago), 48.8% are below.
47.2% are above or equal to 3/3 close (20 days ago), 52.8% are below.
43.5% are above or equal to 3/2 close (21 days ago), 56.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150331 3:05 pm ET)
20d: 7.7% new highs, 3.9% new lows
21d: 7.5% new highs, 3.9% new lows
42d: 5.5% new highs, 1.3% new lows
63d: 5.1% new highs, 1.1% new lows
126d: 5.0% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150331 3:05 pm ET)
2-day: 33.9% above, 66.1% below
3-day: 59.8% above, 40.2% below
4-day: 66.3% above, 33.7% below
5-day: 68.7% above, 31.3% below
8-day: 43.6% above, 56.4% below
10-day: 43.6% above, 56.4% below
20-day: 55.4% above, 44.6% below
50-day: 59.4% above, 40.6% below
200-day: 59.4% above, 40.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150331 3:05 pm ET)
RETA(68): 0.26% Top=JCP VNCE SFM FRAN KSS JMEI CHS TFM ….. GES DKS BBY CAB SPLS ZU SHLD W=Bottom (Retail & Specialty Retail)
COSW(96): 0.07% Top=WUBA BOX BITA INOV VIPS CYBR ATHM LC ….. MENT NCR QLIK ROVI CMCM MANH GRPN IMPV=Bottom (Computer Software/Internet)
MATE(32): -0.01% Top=CVA DHI MAS USG BECN LEN MDC RSG ….. PWR PHM VMC TPH EME FLR MLM MTZ=Bottom (Materials & Construction)
LEIS(41): -0.04% Top=WBAI EAT RCL DRI KING GPRO EXPE LOCO ….. SEAS MGM JACK ARMK SONC LQ QSR WEN=Bottom (Leisure)
CONS(61): -0.15% Top=SCSS SKX UA PVH CRI HAS WHR CROX ….. OI TUP UFS PBI HAR IRBT BERY ICON=Bottom (Consumer)
FINA(94): -0.24% Top=HAWK WU TD SLM FII OCN BMO LEAF ….. LM MS FNFG NYCB EWBC BKU CBOE LPLA=Bottom (Banks/Financials)
DISV(53): -0.24% Top=WSTC PCLN RRD EIGI HMHC YY HRB CAR ….. BAH SERV MYGN SBAC SCI AL CXW WTW=Bottom (Diversified Services)
ENER(108): -0.25% Top=ALJ UPL ECA ROSE PDS RES COG MWE ….. MRD FET VNR PVA RSPP DNR EPE HOS=Bottom (Energy)
COHW(51): -0.29% Top=NMBL INFN TDC CTL BBRY ANET HRS BRCD ….. CDW WIN SNDK TMUS WDC SMCI SSYS FTR=Bottom (Computer Hardware/Telecom)
INSU(39): -0.44% Top=AGO MBI UNM SLF AIG FNF L VR ….. XL MTG RNR AJG TRV WRB ACGL AON=Bottom (Insurance)
CHEM(28): -0.48% Top=GPRE AXLL HUN MEOH ALB PPG SHW POL ….. ASH DOW DD APD EMN MOS AGU CF=Bottom (Chemicals/Fertilizers)
REAL(95): -0.48% Top=CBG STWD EQC NSM ARI STOR O HTS ….. OHI HCN GGP DRE MAC DEI AMT DFT=Bottom (Real Estate)
HEAL(57): -0.49% Top=ESRX MOH WX GMED SEM DXCM BKD SCAI ….. ZLTQ BSX UHS UNH PODD IRWD ABMD OPK=Bottom (Health)
TRAN(35): -0.51% Top=WERN CNI TRN CP BRS GBX CHRW KNX ….. UAL DAL WAB UNP TDW XPO VA SWFT=Bottom (Transportation)
MANU(44): -0.64% Top=ZBRA DDD BWC CRS MHK ROK RS ETN ….. FLS JOY CAT TEX KMT WOR DOV ATI=Bottom (Manufacturing)
ELEC(54): -0.78% Top=TRMB KEYS MU CSIQ AMBA SCTY APH CREE ….. HIMX CAVM MRVL INVN ADI LRCX ATML FCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(22): -1.59% Top=SLCA FNV NUE AA CCJ SXC AEM GG ….. SCCO ABX FCX PAAS GOLD X CENX TCK=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:35 pm

Market Stats at 2:35 pm ET
by daytrend on 20150331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 978.

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 (20150331 2:35 pm ET)
15.4% of stocks are above yesterday’s high.
48.6% are above yesterday’s midpoint. (51.4% are below.)
17.2% are below yesterday’s low.
67.4% are inside yesterday’s range.
39.0% of stocks with today’s high > yesterday’s high. (61.0% less than).
46.5% of stocks with today’s low < yesterday’s low. (53.5% greater than).

EVIDENCE OF INTRADAY TREND (20150331 2:35 pm ET)
55.0% of stocks are above today’s open. (42.9% are below).
35.0% of stocks are above today’s open and yesterday’s close.
42.2% are below both.
1.8% of stocks opened above yesterday’s high.
7.0% of stocks opened above yesterday’s close. (90.5% opened below yesterday’s close).
14.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150331 2:35 pm ET)
8.1% of stocks are in the top 10% of today’s range.
18.2% are in the top 20%.
54.8% are in the top half. 45.2% of stocks are in the bottom half of today’s range.
19.1% are in the bottom 20%.
9.1% are in the bottom 10%.

GAIN (20150331 2:35 pm ET)
36.9% of stocks are above yesterday’s close. (63.1% are below.)
0.7% are up 4.5% or more. 0.3% are down 4.5% or more.
0.9% are up 3.5% or more. 0.8% are down 3.5% or more.
67.2% are between +1% and -1%.

RSI on DAILY (20150331 2:35 pm ET)
2-day: >=95:2.8%…>=90:9.9%…>=80:22.9%…>=50:55.7%…<=20:9.2%…<=10:4.0%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:55.5%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:56.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150331 2:35 pm ET)
15.4% above previous 1 highs, 17.2% below previous 1 lows
14.2% above previous 2 highs, 4.8% below previous 2 lows
11.7% above previous 3 highs, 3.0% below previous 3 lows
7.3% above previous 4 highs, 2.8% below previous 4 lows
6.4% above previous 5 highs, 2.7% below previous 5 lows
5.6% above previous 6 highs, 2.5% below previous 6 lows
5.2% above previous 7 highs, 2.4% below previous 7 lows
5.1% above previous 8 highs, 2.1% below previous 8 lows
4.9% above previous 9 highs, 1.6% below previous 9 lows
4.7% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150331 2:35 pm ET)
36.9% are above or equal to 3/30 close (1 days ago), 63.1% are below.
76.7% are above or equal to 3/27 close (2 days ago), 23.3% are below.
76.0% are above or equal to 3/26 close (3 days ago), 24.0% are below.
68.3% are above or equal to 3/25 close (4 days ago), 31.7% are below.
35.6% are above or equal to 3/24 close (5 days ago), 64.4% are below.
31.0% are above or equal to 3/23 close (6 days ago), 69.0% are below.
33.2% are above or equal to 3/20 close (7 days ago), 66.8% are below.
48.5% are above or equal to 3/19 close (8 days ago), 51.5% are below.
42.8% are above or equal to 3/18 close (9 days ago), 57.2% are below.
58.3% are above or equal to 3/17 close (10 days ago), 41.7% are below.
57.6% are above or equal to 3/16 close (11 days ago), 42.4% are below.
67.2% are above or equal to 3/13 close (12 days ago), 32.8% are below.
60.9% are above or equal to 3/12 close (13 days ago), 39.1% are below.
73.0% are above or equal to 3/11 close (14 days ago), 27.0% are below.
74.1% are above or equal to 3/10 close (15 days ago), 25.9% are below.
60.1% are above or equal to 3/9 close (16 days ago), 39.9% are below.
60.7% are above or equal to 3/6 close (17 days ago), 39.3% are below.
49.7% are above or equal to 3/5 close (18 days ago), 50.3% are below.
51.9% are above or equal to 3/4 close (19 days ago), 48.1% are below.
47.3% are above or equal to 3/3 close (20 days ago), 52.7% are below.
43.5% are above or equal to 3/2 close (21 days ago), 56.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150331 2:35 pm ET)
20d: 7.5% new highs, 3.8% new lows
21d: 7.1% new highs, 3.8% new lows
42d: 5.3% new highs, 1.2% new lows
63d: 4.9% new highs, 1.1% new lows
126d: 4.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150331 2:35 pm ET)
2-day: 35.7% above, 64.3% below
3-day: 61.9% above, 38.1% below
4-day: 69.9% above, 30.1% below
5-day: 70.7% above, 29.3% below
8-day: 45.2% above, 54.8% below
10-day: 43.8% above, 56.2% below
20-day: 57.5% above, 42.5% below
50-day: 59.3% above, 40.7% below
200-day: 59.5% above, 40.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150331 2:35 pm ET)
RETA(68): 0.39% Top=JCP VNCE SFM KSS FRAN JMEI CHS GME ….. WBA DKS BBY CAB SPLS ZU SHLD W=Bottom (Retail & Specialty Retail)
MATE(32): 0.11% Top=CVA DHI MAS USG MDC BECN RYN LEN ….. TPH MTH VMC PWR FLR EME MLM MTZ=Bottom (Materials & Construction)
LEIS(41): 0.02% Top=WBAI TVPT EAT RCL GPRO DRI EXPE DNKN ….. SEAS SBUX JACK ARMK LQ QSR WEN SONC=Bottom (Leisure)
ENER(108): -0.01% Top=ALJ UPL ROSE CRR PDS ECA SGY OKS ….. MRD PVA FET VNR CJES RSPP EPE HOS=Bottom (Energy)
COSW(96): -0.02% Top=WUBA CYBR INOV VIPS BITA LC BOX TWTR ….. LNKD GRPN MENT QLIK ROVI CMCM MANH IMPV=Bottom (Computer Software/Internet)
CONS(61): -0.08% Top=SCSS UA PVH SKX WHR CRI HAS KATE ….. SON TUP HAR BERY PBI IRBT UFS ICON=Bottom (Consumer)
FINA(94): -0.16% Top=HAWK WU TD LEAF FII BMO OCN ETFC ….. LM NYCB EWBC CBOE LAZ BKU LPLA FNFG=Bottom (Banks/Financials)
DISV(53): -0.23% Top=PCLN RRD WSTC EIGI YY HMHC HRB AAN ….. Z BAH SCI MYGN AL SBAC CXW WTW=Bottom (Diversified Services)
COHW(51): -0.32% Top=NMBL INFN CTL BBRY TDC HRS ANET BRCD ….. STX SONS TMUS CCI PANW SMCI FTR SSYS=Bottom (Computer Hardware/Telecom)
INSU(39): -0.36% Top=MBI AGO SLF UNM AIG VR L ALL ….. HIG XL PRE AJG TRV WRB ACGL AON=Bottom (Insurance)
HEAL(57): -0.45% Top=ESRX SEM GMED WX MOH DXCM BKD HYH ….. AET THC BSX UNH PODD IRWD ABMD OPK=Bottom (Health)
CHEM(28): -0.46% Top=GPRE MEOH HUN AXLL ALB PPG SHW POT ….. DD DOW APD CHMT MOS EMN AGU CF=Bottom (Chemicals/Fertilizers)
REAL(95): -0.49% Top=CBG EQC STWD ARI ARCP O HTS NSM ….. SNH GGP HCN DEI OHI DRE AMT DFT=Bottom (Real Estate)
MANU(44): -0.56% Top=ZBRA DDD BWC MHK CRS ROK RS ETN ….. CAT WOR FLS TEX JOY KMT DOV ATI=Bottom (Manufacturing)
TRAN(35): -0.60% Top=WERN CNI GBX CP CHRW TRN AIRM BRS ….. NMM DAL UNP AAL TDW SWFT XPO VA=Bottom (Transportation)
ELEC(54): -0.83% Top=TRMB KEYS CSIQ MU SCTY AMBA FLEX APH ….. AVGO HIMX CAVM ADI LRCX INVN FCS ATML=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(22): -1.49% Top=FNV SLCA NUE CCJ AA GG CMC AEM ….. SLW SCCO PAAS FCX GOLD CENX X TCK=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:35 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 12:31 pm ET
by daytrend on 20150331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 979.

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 (20150331 12:31 pm ET)
13.4% of stocks are above yesterday’s high.
44.4% are above yesterday’s midpoint. (55.6% are below.)
20.6% are below yesterday’s low.
66.0% are inside yesterday’s range.
33.2% of stocks with today’s high > yesterday’s high. (66.8% less than).
45.5% of stocks with today’s low < yesterday’s low. (54.5% greater than).

EVIDENCE OF INTRADAY TREND (20150331 12:31 pm ET)
52.8% of stocks are above today’s open. (46.3% are below).
31.7% of stocks are above today’s open and yesterday’s close.
45.6% are below both.
1.8% of stocks opened above yesterday’s high.
6.9% of stocks opened above yesterday’s close. (90.5% opened below yesterday’s close).
14.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150331 12:31 pm ET)
10.8% of stocks are in the top 10% of today’s range.
20.9% 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.
23.1% are in the bottom 20%.
14.0% are in the bottom 10%.

GAIN (20150331 12:31 pm ET)
33.3% of stocks are above yesterday’s close. (66.7% are below.)
0.6% are up 4.5% or more. 0.4% are down 4.5% or more.
0.8% are up 3.5% or more. 1.0% are down 3.5% or more.
68.1% are between +1% and -1%.

RSI on DAILY (20150331 12:31 pm ET)
2-day: >=95:2.8%…>=90:8.8%…>=80:19.8%…>=50:54.3%…<=20:8.7%…<=10:4.2%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:54.1%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:56.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150331 12:31 pm ET)
13.4% above previous 1 highs, 20.6% below previous 1 lows
12.2% above previous 2 highs, 4.8% below previous 2 lows
9.9% above previous 3 highs, 3.4% below previous 3 lows
6.0% above previous 4 highs, 3.3% below previous 4 lows
5.2% above previous 5 highs, 3.2% below previous 5 lows
4.7% above previous 6 highs, 2.8% below previous 6 lows
4.1% above previous 7 highs, 2.8% below previous 7 lows
4.0% above previous 8 highs, 2.7% below previous 8 lows
3.9% above previous 9 highs, 2.2% below previous 9 lows
3.9% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150331 12:31 pm ET)
33.3% are above or equal to 3/30 close (1 days ago), 66.7% are below.
74.6% are above or equal to 3/27 close (2 days ago), 25.4% are below.
75.5% are above or equal to 3/26 close (3 days ago), 24.5% are below.
67.6% are above or equal to 3/25 close (4 days ago), 32.4% are below.
34.8% are above or equal to 3/24 close (5 days ago), 65.2% are below.
31.4% are above or equal to 3/23 close (6 days ago), 68.6% are below.
33.3% are above or equal to 3/20 close (7 days ago), 66.7% are below.
47.9% are above or equal to 3/19 close (8 days ago), 52.1% are below.
41.9% are above or equal to 3/18 close (9 days ago), 58.1% are below.
57.5% are above or equal to 3/17 close (10 days ago), 42.5% are below.
57.1% are above or equal to 3/16 close (11 days ago), 42.9% are below.
66.0% are above or equal to 3/13 close (12 days ago), 34.0% are below.
59.4% are above or equal to 3/12 close (13 days ago), 40.6% are below.
71.8% are above or equal to 3/11 close (14 days ago), 28.2% are below.
74.1% are above or equal to 3/10 close (15 days ago), 25.9% are below.
58.7% are above or equal to 3/9 close (16 days ago), 41.3% are below.
60.2% are above or equal to 3/6 close (17 days ago), 39.8% are below.
48.6% are above or equal to 3/5 close (18 days ago), 51.4% are below.
51.0% are above or equal to 3/4 close (19 days ago), 49.0% are below.
46.9% are above or equal to 3/3 close (20 days ago), 53.1% are below.
42.7% are above or equal to 3/2 close (21 days ago), 57.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150331 12:31 pm ET)
20d: 6.2% new highs, 3.6% new lows
21d: 6.0% new highs, 3.6% new lows
42d: 4.6% new highs, 1.2% new lows
63d: 4.3% new highs, 1.1% new lows
126d: 4.2% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150331 12:31 pm ET)
2-day: 32.5% above, 67.5% below
3-day: 58.2% above, 41.8% below
4-day: 67.3% above, 32.7% below
5-day: 68.7% above, 31.3% below
8-day: 43.5% above, 56.5% below
10-day: 43.8% above, 56.2% below
20-day: 56.2% above, 43.8% below
50-day: 58.8% above, 41.2% below
200-day: 59.6% above, 40.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150331 12:31 pm ET)
RETA(68): 0.38% Top=JCP VNCE SFM KSS FRAN M GME ANF ….. BBY BIG CAB SPLS RAD ZU SHLD W=Bottom (Retail & Specialty Retail)
LEIS(41): 0.07% Top=WBAI EAT EXPE PNK LVS GPRO BYD RCL ….. SBUX JACK QSR ARMK SGMS WEN SONC LQ=Bottom (Leisure)
ENER(108): 0.05% Top=ALJ ROSE CRR PDS SGY OAS UPL OKS ….. MMP RSPP VNR MRD CJES PVA FET HOS=Bottom (Energy)
MATE(32): 0.02% Top=DHI MAS MDC CVA USG DAR TOL WM ….. VMC FAST BCC EME PWR FLR MLM MTZ=Bottom (Materials & Construction)
CONS(61): -0.18% Top=SKX CROX UA SCSS CRI AVP PVH WWW ….. TUP BERY AVY SON KS HAR UFS ICON=Bottom (Consumer)
COSW(97): -0.22% Top=WUBA VIPS TRUE CYBR LC TWTR BITA INXN ….. MANH SABR GRPN NCR QLIK ROVI IMPV SFUN=Bottom (Computer Software/Internet)
DISV(53): -0.23% Top=RRD WSTC EIGI PCLN TNET AAN HRB HMHC ….. MYGN SBAC SCI R GEO CXW AL WTW=Bottom (Diversified Services)
FINA(94): -0.24% Top=OCN HAWK LEAF WU FII BMO ETFC TD ….. NYCB EWBC ICE FNGN RJF LPLA WETF LAZ=Bottom (Banks/Financials)
HEAL(57): -0.39% Top=ESRX DXCM SEM MOH WX BKD WMGI GMED ….. UNH THC AET STJ IRWD PODD OPK ABMD=Bottom (Health)
INSU(39): -0.45% Top=MBI AGO AIG UNM FNF AXS VR L ….. TMK MTG WRB WSH TRV AJG AFSI AON=Bottom (Insurance)
CHEM(28): -0.46% Top=GPRE HUN ALB MEOH POT SHW PPG PX ….. CF MOS OLN AGU DD WLK EMN CHMT=Bottom (Chemicals/Fertilizers)
COHW(51): -0.48% Top=NMBL TDC CTL HRS INFN ANET BBRY OLED ….. ARRS FTR WDC SSYS STX SMCI UBNT ZAYO=Bottom (Computer Hardware/Telecom)
REAL(95): -0.63% Top=CBG STWD EQC ARCP O SHO NSM HTS ….. DRH AEC DDR DRE RHP DFT DEI CHSP=Bottom (Real Estate)
MANU(44): -0.74% Top=ZBRA MHK BWC CRS DDD ETN RS ROK ….. KMT TEX JOY XYL FLS DOV WOR ATI=Bottom (Manufacturing)
TRAN(35): -0.83% Top=CNI BRS WERN CP CHRW CNW AIRM GBX ….. VA AAL WAB DAL UAL NMM SWFT XPO=Bottom (Transportation)
ELEC(54): -1.14% Top=SCTY TRMB AMBA CSIQ KEYS MU FLEX CRUS ….. ADI FCS AVGO CAVM TSRA INVN LRCX ATML=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(22): -1.54% Top=FNV SLCA GG NUE CNX AEM ABX AA ….. SCCO PAAS STLD FCX GOLD X CENX TCK=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:31 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 10:56 am ET
by daytrend on 20150331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 979.

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 (20150331 10:56 am ET)
13.8% of stocks are above yesterday’s high.
49.6% are above yesterday’s midpoint. (50.4% are below.)
15.5% are below yesterday’s low.
70.7% are inside yesterday’s range.
26.9% of stocks with today’s high > yesterday’s high. (73.1% less than).
41.6% of stocks with today’s low < yesterday’s low. (58.4% greater than).

EVIDENCE OF INTRADAY TREND (20150331 10:56 am ET)
63.0% of stocks are above today’s open. (35.2% are below).
35.1% of stocks are above today’s open and yesterday’s close.
33.9% are below both.
1.8% of stocks opened above yesterday’s high.
6.9% of stocks opened above yesterday’s close. (90.5% opened below yesterday’s close).
14.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150331 10:56 am ET)
13.9% of stocks are in the top 10% of today’s range.
29.3% are in the top 20%.
67.0% are in the top half. 33.0% of stocks are in the bottom half of today’s range.
12.8% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN (20150331 10:56 am ET)
37.7% of stocks are above yesterday’s close. (62.3% are below.)
0.4% are up 4.5% or more. 0.5% are down 4.5% or more.
0.8% are up 3.5% or more. 0.8% are down 3.5% or more.
74.3% are between +1% and -1%.

RSI on DAILY (20150331 10:56 am ET)
2-day: >=95:2.2%…>=90:9.0%…>=80:22.0%…>=50:61.5%…<=20:7.5%…<=10:3.7%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.0%…>=50:57.0%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:58.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150331 10:56 am ET)
13.8% above previous 1 highs, 15.5% below previous 1 lows
12.7% above previous 2 highs, 3.6% below previous 2 lows
11.5% above previous 3 highs, 2.3% below previous 3 lows
6.8% above previous 4 highs, 2.2% below previous 4 lows
5.6% above previous 5 highs, 1.9% below previous 5 lows
5.0% above previous 6 highs, 1.8% below previous 6 lows
4.6% above previous 7 highs, 1.7% below previous 7 lows
4.3% above previous 8 highs, 1.5% below previous 8 lows
4.2% above previous 9 highs, 1.4% below previous 9 lows
4.1% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150331 10:56 am ET)
37.7% are above or equal to 3/30 close (1 days ago), 62.3% are below.
77.3% are above or equal to 3/27 close (2 days ago), 22.7% are below.
76.6% are above or equal to 3/26 close (3 days ago), 23.4% are below.
69.8% are above or equal to 3/25 close (4 days ago), 30.2% are below.
36.9% are above or equal to 3/24 close (5 days ago), 63.1% are below.
32.6% are above or equal to 3/23 close (6 days ago), 67.4% are below.
35.5% are above or equal to 3/20 close (7 days ago), 64.5% are below.
50.4% are above or equal to 3/19 close (8 days ago), 49.6% are below.
45.8% are above or equal to 3/18 close (9 days ago), 54.2% are below.
58.7% are above or equal to 3/17 close (10 days ago), 41.3% are below.
59.2% are above or equal to 3/16 close (11 days ago), 40.8% are below.
67.3% are above or equal to 3/13 close (12 days ago), 32.7% are below.
60.8% are above or equal to 3/12 close (13 days ago), 39.2% are below.
72.0% are above or equal to 3/11 close (14 days ago), 28.0% are below.
73.9% are above or equal to 3/10 close (15 days ago), 26.1% are below.
59.9% are above or equal to 3/9 close (16 days ago), 40.1% are below.
60.7% are above or equal to 3/6 close (17 days ago), 39.3% are below.
50.6% are above or equal to 3/5 close (18 days ago), 49.4% are below.
52.0% are above or equal to 3/4 close (19 days ago), 48.0% are below.
48.5% are above or equal to 3/3 close (20 days ago), 51.5% are below.
44.3% are above or equal to 3/2 close (21 days ago), 55.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150331 10:56 am ET)
20d: 5.3% new highs, 3.2% new lows
21d: 5.0% new highs, 3.2% new lows
42d: 3.7% new highs, 1.0% new lows
63d: 3.5% new highs, 1.0% new lows
126d: 3.4% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150331 10:56 am ET)
2-day: 36.5% above, 63.5% below
3-day: 64.7% above, 35.3% below
4-day: 72.7% above, 27.3% below
5-day: 73.6% above, 26.4% below
8-day: 48.9% above, 51.1% below
10-day: 48.1% above, 51.9% below
20-day: 58.8% above, 41.2% below
50-day: 60.1% above, 39.9% below
200-day: 59.9% above, 40.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150331 10:56 am ET)
MATE(32): 0.30% Top=DHI MDC USG SPF MAS TOL WY DAR ….. EXP FAST EME VMC BCC MLM PWR MTZ=Bottom (Materials & Construction)
LEIS(41): 0.28% Top=WBAI EAT BYD DRI LVS TXRH RCL WYNN ….. LQ TVPT SBUX KING BWLD ARMK WEN SEAS=Bottom (Leisure)
RETA(68): 0.28% Top=JCP SFM VNCE FRAN KSS M GPS CHS ….. SPLS RAD AAP CAB BBY ZU SHLD W=Bottom (Retail & Specialty Retail)
REAL(95): 0.09% Top=CBG EQC STWD CUBE O HTA KW ARCP ….. LXP PEB RLGY NRZ OUT HCN RHP CHSP=Bottom (Real Estate)
CONS(61): -0.03% Top=SKX SCSS TPX UA CROX WWW MAT WHR ….. HAR PAY PBI AVY SON KS UFS ICON=Bottom (Consumer)
HEAL(57): -0.10% Top=ESRX WX ZLTQ MOH GMED DXCM MD HYH ….. HLS PRXL STE KND BSX OPK PODD ABMD=Bottom (Health)
COSW(97): -0.11% Top=WUBA CYBR TRUE VIPS NTES VDSI CRM INXN ….. BOX CSOD GRPN SABR ATHM ROVI IMPV SFUN=Bottom (Computer Software/Internet)
DISV(53): -0.15% Top=RRD EIGI PCLN AAN TNET HMHC HRB ULTA ….. DV LDOS R MAN CXW SCI AL WTW=Bottom (Diversified Services)
COHW(51): -0.31% Top=NMBL INFN HRS CTL TDC CIEN QCOM OLED ….. SNDK STX WDC SWIR UBNT SMCI ZAYO SSYS=Bottom (Computer Hardware/Telecom)
ENER(108): -0.32% Top=ALJ UPL OKS ROSE WPZ EQM RRC EPD ….. FANG BBG FET DNR EPE CJES PVA HOS=Bottom (Energy)
FINA(94): -0.40% Top=LEAF ACAS OCN HAWK WU AXP ETFC BMO ….. TCB TCBI WETF SEIC RJF LPLA JNS LAZ=Bottom (Banks/Financials)
CHEM(28): -0.51% Top=POT HUN SHW GPRE PPG ALB RPM MOS ….. CE AGU EMN AXLL POL CF WLK CHMT=Bottom (Chemicals/Fertilizers)
INSU(39): -0.62% Top=AGO AIG UNM AXS AIZ L MBI AFSI ….. TRV MET CNO TMK HIG AJG GNW AON=Bottom (Insurance)
TRAN(35): -0.69% Top=CHRW WERN BRS CNW CP CNI UPS JBHT ….. HA DAL TK VA NMM SWFT XPO TDW=Bottom (Transportation)
MANU(44): -0.76% Top=ZBRA MHK CRS BWC AOS ETN AGCO IR ….. PH CFX TEX FLS DOV MRC WOR ATI=Bottom (Manufacturing)
ELEC(54): -0.89% Top=AMBA TRMB SCTY CREE INTC FLEX CSIQ KEYS ….. CAVM MCHP AVGO HIMX FCS INVN LRCX ATML=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(22): -1.43% Top=FNV GG RGLD AEM NEM ABX SLW CNX ….. CCJ STLD SCCO CMC FCX X CENX TCK=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:43 am

Market Stats at 10:43 am ET
by daytrend on 20150331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 979.

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 (20150331 10:43 am ET)
14.7% of stocks are above yesterday’s high.
52.7% are above yesterday’s midpoint. (47.3% are below.)
13.6% are below yesterday’s low.
71.7% are inside yesterday’s range.
25.7% of stocks with today’s high > yesterday’s high. (74.3% less than).
40.2% of stocks with today’s low < yesterday’s low. (59.8% greater than).

EVIDENCE OF INTRADAY TREND (20150331 10:43 am ET)
66.4% of stocks are above today’s open. (32.1% are below).
35.8% of stocks are above today’s open and yesterday’s close.
30.9% are below both.
1.8% of stocks opened above yesterday’s high.
6.9% of stocks opened above yesterday’s close. (90.5% opened below yesterday’s close).
14.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150331 10:43 am ET)
24.2% of stocks are in the top 10% of today’s range.
37.8% are in the top 20%.
70.3% are in the top half. 29.7% of stocks are in the bottom half of today’s range.
10.8% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN (20150331 10:43 am ET)
38.8% of stocks are above yesterday’s close. (61.2% are below.)
0.4% are up 4.5% or more. 0.4% are down 4.5% or more.
0.8% are up 3.5% or more. 0.6% are down 3.5% or more.
76.2% are between +1% and -1%.

RSI on DAILY (20150331 10:43 am ET)
2-day: >=95:2.3%…>=90:9.8%…>=80:22.7%…>=50:62.5%…<=20:7.2%…<=10:3.6%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.0%…>=50:57.7%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:59.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150331 10:43 am ET)
14.7% above previous 1 highs, 13.6% below previous 1 lows
13.6% above previous 2 highs, 3.3% below previous 2 lows
12.3% above previous 3 highs, 2.1% below previous 3 lows
7.4% above previous 4 highs, 1.9% below previous 4 lows
6.0% above previous 5 highs, 1.7% below previous 5 lows
5.7% above previous 6 highs, 1.6% below previous 6 lows
5.2% above previous 7 highs, 1.5% below previous 7 lows
5.0% above previous 8 highs, 1.4% below previous 8 lows
4.8% above previous 9 highs, 1.3% below previous 9 lows
4.7% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150331 10:43 am ET)
38.8% are above or equal to 3/30 close (1 days ago), 61.2% are below.
79.1% are above or equal to 3/27 close (2 days ago), 20.9% are below.
77.8% are above or equal to 3/26 close (3 days ago), 22.2% are below.
71.4% are above or equal to 3/25 close (4 days ago), 28.6% are below.
37.7% are above or equal to 3/24 close (5 days ago), 62.3% are below.
33.2% are above or equal to 3/23 close (6 days ago), 66.8% are below.
36.2% are above or equal to 3/20 close (7 days ago), 63.8% are below.
50.4% are above or equal to 3/19 close (8 days ago), 49.6% are below.
45.3% are above or equal to 3/18 close (9 days ago), 54.7% are below.
58.3% are above or equal to 3/17 close (10 days ago), 41.7% are below.
59.3% are above or equal to 3/16 close (11 days ago), 40.7% are below.
68.3% are above or equal to 3/13 close (12 days ago), 31.7% are below.
60.8% are above or equal to 3/12 close (13 days ago), 39.2% are below.
72.2% are above or equal to 3/11 close (14 days ago), 27.8% are below.
74.3% are above or equal to 3/10 close (15 days ago), 25.7% are below.
60.3% are above or equal to 3/9 close (16 days ago), 39.7% are below.
60.8% are above or equal to 3/6 close (17 days ago), 39.2% are below.
50.7% are above or equal to 3/5 close (18 days ago), 49.3% are below.
52.0% are above or equal to 3/4 close (19 days ago), 48.0% are below.
48.5% are above or equal to 3/3 close (20 days ago), 51.5% are below.
43.8% are above or equal to 3/2 close (21 days ago), 56.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150331 10:43 am ET)
20d: 5.2% new highs, 3.1% new lows
21d: 4.9% new highs, 3.1% new lows
42d: 3.5% new highs, 0.9% new lows
63d: 3.3% new highs, 0.9% new lows
126d: 3.2% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150331 10:43 am ET)
2-day: 36.7% above, 63.3% below
3-day: 67.4% above, 32.6% below
4-day: 75.3% above, 24.7% below
5-day: 75.7% above, 24.3% below
8-day: 48.7% above, 51.3% below
10-day: 49.8% above, 50.2% below
20-day: 60.1% above, 39.9% below
50-day: 60.1% above, 39.9% below
200-day: 60.0% above, 40.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150331 10:43 am ET)
RETA(68): 0.37% Top=JCP SFM VNCE FRAN KSS M PIR GPS ….. WBA AAP RAD BABA BBY ZU SHLD W=Bottom (Retail & Specialty Retail)
MATE(32): 0.35% Top=DHI MDC SPF MAS USG TOL LEN WY ….. FAST FLR BCC VMC EME MLM PWR MTZ=Bottom (Materials & Construction)
LEIS(41): 0.28% Top=WBAI EAT BYD LVS DRI WYNN TXRH SONC ….. H LQ ARMK SBUX BWLD KING WEN SEAS=Bottom (Leisure)
ENER(108): 0.05% Top=ALJ UPL ROSE WPZ OKS CRR RRC SGY ….. FET PE FANG BBG EPE CJES PVA HOS=Bottom (Energy)
CONS(61): 0.03% Top=SKX SCSS TPX UA MAT CROX WWW WHR ….. HAR GEF PAY PBI AVY KS UFS ICON=Bottom (Consumer)
REAL(95): 0.02% Top=CBG EQC STWD CUBE KW HTA O STOR ….. KRC NRZ PEB OUT HCN RLGY RHP CHSP=Bottom (Real Estate)
HEAL(57): -0.08% Top=ESRX WX ZLTQ MOH MD BKD DXCM SEM ….. STE THC PRXL IRWD BSX OPK ABMD PODD=Bottom (Health)
COSW(97): -0.13% Top=WUBA CYBR TRUE VIPS INXN TWTR CRM VDSI ….. INFA MENT GRPN CSOD SABR ROVI IMPV SFUN=Bottom (Computer Software/Internet)
DISV(53): -0.15% Top=RRD PCLN AAN TNET EIGI WSTC HRB ULTA ….. MAN LDOS MYGN R CXW SCI AL WTW=Bottom (Diversified Services)
COHW(51): -0.28% Top=NMBL INFN CTL HRS TDC OLED QCOM CIEN ….. STX UBNT SNDK WDC SWIR SMCI ZAYO SSYS=Bottom (Computer Hardware/Telecom)
FINA(94): -0.35% Top=LEAF ACAS OCN AXP WU ETFC SCHW PSEC ….. LM RJF SEIC WETF TCBI JNS LPLA LAZ=Bottom (Banks/Financials)
CHEM(28): -0.55% Top=HUN POT SHW GPRE PPG PX MON FMC ….. AGU CE EMN POL CF CHMT WLK AXLL=Bottom (Chemicals/Fertilizers)
INSU(39): -0.59% Top=MBI AGO AIG UNM L AIZ AXS AFSI ….. MTG CNO TMK TRV HIG GNW AJG AON=Bottom (Insurance)
MANU(44): -0.73% Top=ZBRA MHK CRS AOS BWC DDD IR ROK ….. XYL CR TEX JOY DOV MRC ATI WOR=Bottom (Manufacturing)
TRAN(35): -0.73% Top=BRS CHRW WERN CNW CP CNI UPS JBHT ….. AAL XPO VA HA DAL SWFT UAL TDW=Bottom (Transportation)
ELEC(54): -0.82% Top=AMBA SCTY TRMB CREE INTC CSIQ CRUS FLEX ….. NVDA FCS CAVM AVGO MCHP HIMX LRCX ATML=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(22): -1.26% Top=FNV GG AEM RGLD PAAS NEM ABX SLW ….. CCJ STLD CMC SCCO FCX X CENX TCK=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:07 am

Market Stats at 10:06 am ET
by daytrend on 20150331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 979.

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 (20150331 10:06 am ET)
10.5% of stocks are above yesterday’s high.
45.6% are above yesterday’s midpoint. (54.4% are below.)
17.8% are below yesterday’s low.
71.7% are inside yesterday’s range.
19.2% of stocks with today’s high > yesterday’s high. (80.8% less than).
38.8% of stocks with today’s low < yesterday’s low. (61.2% greater than).

EVIDENCE OF INTRADAY TREND (20150331 10:06 am ET)
55.4% of stocks are above today’s open. (42.9% are below).
28.2% of stocks are above today’s open and yesterday’s close.
41.5% are below both.
1.8% of stocks opened above yesterday’s high.
6.9% of stocks opened above yesterday’s close. (90.5% opened below yesterday’s close).
14.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150331 10:06 am ET)
14.6% of stocks are in the top 10% of today’s range.
29.3% are in the top 20%.
60.8% are in the top half. 39.2% of stocks are in the bottom half of today’s range.
14.5% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN (20150331 10:06 am ET)
30.2% of stocks are above yesterday’s close. (69.8% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
0.4% are up 3.5% or more. 0.7% are down 3.5% or more.
75.2% are between +1% and -1%.

RSI on DAILY (20150331 10:06 am ET)
2-day: >=95:1.8%…>=90:6.9%…>=80:17.0%…>=50:57.0%…<=20:9.3%…<=10:4.7%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.9%…>=50:54.9%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:56.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150331 10:06 am ET)
10.5% above previous 1 highs, 17.8% below previous 1 lows
9.9% above previous 2 highs, 4.8% below previous 2 lows
8.7% above previous 3 highs, 4.0% below previous 3 lows
5.4% above previous 4 highs, 3.5% below previous 4 lows
4.5% above previous 5 highs, 3.4% below previous 5 lows
4.0% above previous 6 highs, 3.2% below previous 6 lows
3.7% above previous 7 highs, 3.1% below previous 7 lows
3.6% above previous 8 highs, 2.8% below previous 8 lows
3.4% above previous 9 highs, 2.3% below previous 9 lows
3.3% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150331 10:06 am ET)
30.2% are above or equal to 3/30 close (1 days ago), 69.8% are below.
76.5% are above or equal to 3/27 close (2 days ago), 23.5% are below.
75.3% are above or equal to 3/26 close (3 days ago), 24.7% are below.
68.0% are above or equal to 3/25 close (4 days ago), 32.0% are below.
36.0% are above or equal to 3/24 close (5 days ago), 64.0% are below.
30.3% are above or equal to 3/23 close (6 days ago), 69.7% are below.
33.2% are above or equal to 3/20 close (7 days ago), 66.8% are below.
48.1% are above or equal to 3/19 close (8 days ago), 51.9% are below.
44.5% are above or equal to 3/18 close (9 days ago), 55.5% are below.
56.8% are above or equal to 3/17 close (10 days ago), 43.2% are below.
57.7% are above or equal to 3/16 close (11 days ago), 42.3% are below.
66.1% are above or equal to 3/13 close (12 days ago), 33.9% are below.
59.9% are above or equal to 3/12 close (13 days ago), 40.1% are below.
71.3% are above or equal to 3/11 close (14 days ago), 28.7% are below.
73.1% are above or equal to 3/10 close (15 days ago), 26.9% are below.
58.6% are above or equal to 3/9 close (16 days ago), 41.4% are below.
59.2% are above or equal to 3/6 close (17 days ago), 40.8% are below.
48.5% are above or equal to 3/5 close (18 days ago), 51.5% are below.
51.3% are above or equal to 3/4 close (19 days ago), 48.7% are below.
46.8% are above or equal to 3/3 close (20 days ago), 53.2% are below.
42.7% are above or equal to 3/2 close (21 days ago), 57.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150331 10:06 am ET)
20d: 3.9% new highs, 2.9% new lows
21d: 3.7% new highs, 2.9% new lows
42d: 2.8% new highs, 0.8% new lows
63d: 2.6% new highs, 0.8% new lows
126d: 2.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150331 10:06 am ET)
2-day: 29.6% above, 70.4% below
3-day: 60.0% above, 40.0% below
4-day: 68.5% above, 31.5% below
5-day: 70.3% above, 29.7% below
8-day: 45.5% above, 54.5% below
10-day: 45.0% above, 55.0% below
20-day: 57.6% above, 42.4% below
50-day: 59.0% above, 41.0% below
200-day: 59.3% above, 40.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150331 10:06 am ET)
MATE(32): 0.44% Top=DHI TPH SPF MDC USG RYL PHM TOL ….. WCN EME FAST CLH FLR MLM MTZ PWR=Bottom (Materials & Construction)
RETA(68): 0.21% Top=JCP SFM VNCE FRAN KSS M PLCE PIR ….. NFLX BBY GME CAB AAP ZU SHLD W=Bottom (Retail & Specialty Retail)
LEIS(41): 0.12% Top=WBAI EAT BYD WYNN TXRH MGM ZOES DRI ….. CCL SEAS H KING WEN LOCO GPRO QUNR=Bottom (Leisure)
REAL(95): 0.09% Top=CBG STOR STWD EQC KW HTA O KIM ….. DFT SBRA HCN LHO CHSP RHP OUT BAM=Bottom (Real Estate)
CONS(61): -0.13% Top=SKX SCSS TPX CROX UA DECK WWW FOSL ….. PAY OI FL AVY GPK KS UFS ICON=Bottom (Consumer)
HEAL(57): -0.24% Top=ESRX MOH LH SEM GMED WX MD BKD ….. ZMH ABMD UHS STE BSX STJ THOR PODD=Bottom (Health)
ENER(108): -0.34% Top=ALJ SGY ROSE OKS PDS RRC EPD WPX ….. MUR SU PVA FANG EPE BBG CJES HOS=Bottom (Energy)
DISV(53): -0.35% Top=RRD HRB AAN PCLN EIGI WSTC SBAC TNET ….. SCI CAR FLT CXW R YY AL Z=Bottom (Diversified Services)
COHW(51): -0.38% Top=NMBL INFN HRS CTL TDC CIEN OLED QCOM ….. SNDK HPQ STX NSR WDC SONS ANET SSYS=Bottom (Computer Hardware/Telecom)
FINA(94): -0.51% Top=LEAF ACAS APO BX ETFC OCN AMTD WU ….. LPLA TCBI BMO RJF PFG TCB WAL LAZ=Bottom (Banks/Financials)
COSW(97): -0.59% Top=INXN WUBA TRUE TWTR CRM LOCK IACI EQIX ….. BITA ROVI BOX ATVI QLIK INOV IMPV SFUN=Bottom (Computer Software/Internet)
INSU(39): -0.65% Top=MBI AGO L AFSI RDN AIG UNM FNF ….. AJG PRU TRV CB TMK HIG SLF AON=Bottom (Insurance)
ELEC(54): -0.67% Top=AMBA INTC TRMB INVN CREE TEL CRUS FLEX ….. ADI NVDA KLAC FCS AVGO ATML HIMX LRCX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): -0.85% Top=GPRE HUN SHW PX PPG APD FMC RPM ….. MOS OLN CE EMN CF MEOH WLK AGU=Bottom (Chemicals/Fertilizers)
TRAN(35): -0.90% Top=BRS WERN CHRW AIRM CNW NMM JBHT UPS ….. XPO AAL TK UNP UAL DAL VA TDW=Bottom (Transportation)
MANU(44): -0.94% Top=ZBRA MHK DDD AOS IR ETN BWC BGC ….. CR CAT FLS DOV JOY MRC ATI WOR=Bottom (Manufacturing)
META(22): -1.55% Top=FNV AEM NEM GG PAAS ABX RGLD CNX ….. SCCO CCJ FCX CMC STLD X CENX TCK=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:06 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

03/30/2015

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

Closing Stats
by daytrend on 20150330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 986.

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 (20150330 Closing)
65.9% of stocks are above yesterday’s high.
87.0% are above yesterday’s midpoint. (13.0% are below.)
4.1% are below yesterday’s low.
30.0% are inside yesterday’s range.
86.8% of stocks with today’s high > yesterday’s high. (13.2% less than).
12.0% of stocks with today’s low < yesterday’s low. (88.0% greater than).

EVIDENCE OF INTRADAY TREND (20150330 Closing)
74.6% of stocks are above today’s open. (24.5% are below).
73.3% of stocks are above today’s open and yesterday’s close.
13.3% are below both.
43.1% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (7.1% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150330 Closing)
12.0% of stocks are in the top 10% of today’s range.
31.2% are in the top 20%.
70.5% are in the top half. 29.5% of stocks are in the bottom half of today’s range.
8.6% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN (20150330 Closing)
85.4% of stocks are above yesterday’s close. (14.6% are below.)
1.8% are up 4.5% or more. 0.2% are down 4.5% or more.
3.8% are up 3.5% or more. 0.8% are down 3.5% or more.
37.7% are between +1% and -1%.

RSI on DAILY (20150330 Closing)
2-day: >=95:3.3%…>=90:9.4%…>=80:36.9%…>=50:80.5%…<=20:7.5%…<=10:3.8%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:63.2%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:62.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150330 Closing)
65.9% above previous 1 highs, 4.1% below previous 1 lows
52.4% above previous 2 highs, 3.2% below previous 2 lows
20.1% above previous 3 highs, 3.0% below previous 3 lows
13.9% above previous 4 highs, 2.8% below previous 4 lows
10.6% above previous 5 highs, 2.6% below previous 5 lows
9.2% above previous 6 highs, 2.3% below previous 6 lows
9.1% above previous 7 highs, 1.8% below previous 7 lows
8.4% above previous 8 highs, 1.4% below previous 8 lows
8.2% above previous 9 highs, 1.2% below previous 9 lows
8.0% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150330 Closing)
85.4% are above or equal to 3/27 close (1 days ago), 14.6% are below.
82.9% are above or equal to 3/26 close (2 days ago), 17.1% are below.
75.5% are above or equal to 3/25 close (3 days ago), 24.5% are below.
42.6% are above or equal to 3/24 close (4 days ago), 57.4% are below.
36.1% are above or equal to 3/23 close (5 days ago), 63.9% are below.
36.6% are above or equal to 3/20 close (6 days ago), 63.4% are below.
53.9% are above or equal to 3/19 close (7 days ago), 46.1% are below.
47.9% are above or equal to 3/18 close (8 days ago), 52.1% are below.
62.5% are above or equal to 3/17 close (9 days ago), 37.5% are below.
61.6% are above or equal to 3/16 close (10 days ago), 38.4% are below.
71.4% are above or equal to 3/13 close (11 days ago), 28.6% are below.
63.7% are above or equal to 3/12 close (12 days ago), 36.3% are below.
74.0% are above or equal to 3/11 close (13 days ago), 26.0% are below.
76.2% are above or equal to 3/10 close (14 days ago), 23.8% are below.
62.0% are above or equal to 3/9 close (15 days ago), 38.0% are below.
63.6% are above or equal to 3/6 close (16 days ago), 36.4% are below.
51.2% are above or equal to 3/5 close (17 days ago), 48.8% are below.
53.5% are above or equal to 3/4 close (18 days ago), 46.5% are below.
48.5% are above or equal to 3/3 close (19 days ago), 51.5% are below.
45.7% are above or equal to 3/2 close (20 days ago), 54.3% are below.
50.3% are above or equal to 2/27 close (21 days ago), 49.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150330 Closing)
20d: 9.5% new highs, 2.0% new lows
21d: 9.1% new highs, 2.0% new lows
42d: 7.2% new highs, 1.0% new lows
63d: 6.6% new highs, 0.8% new lows
126d: 6.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150330 Closing)
2-day: 84.7% above, 15.3% below
3-day: 84.9% above, 15.1% below
4-day: 82.5% above, 17.5% below
5-day: 74.7% above, 25.3% below
8-day: 57.5% above, 42.5% below
10-day: 57.8% above, 42.2% below
20-day: 62.3% above, 37.7% below
50-day: 63.4% above, 36.6% below
200-day: 60.1% above, 39.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150330 Closing)
CHEM(28): 1.55% Top=OLN HUN GPRE MOS EMN CE DOW WLK ….. MEOH CF GRA APD PPG AGU MON AXLL=Bottom (Chemicals/Fertilizers)
INSU(38): 1.50% Top=AFSI AGO MTG FAF TRV AON RDN ORI ….. RNR HIG TMK AFL PRE AXS GNW SLF=Bottom (Insurance)
ENER(108): 1.49% Top=ALJ PBF DK WNR UPL MRD MWE LPI ….. DRQ CRZO EQM CIE CPE VNR CJES PVA=Bottom (Energy)
META(23): 1.45% Top=TCK CMC SCCO CNX SLCA STLD FCX CENX ….. SXC RGLD NEM GG ABX SLW PAAS AEM=Bottom (Metals & Mining)
MATE(31): 1.39% Top=MTZ TPH PWR KBH OC DHI LEN MDC ….. RSG WY SPF WCN TOL RYN CLH DAR=Bottom (Materials & Construction)
HEAL(57): 1.34% Top=IRWD ABMD NUVA ESRX DXCM CNC PODD ZLTQ ….. RMD HCA LH MR BKD SEM HLS KND=Bottom (Health)
CONS(62): 1.34% Top=FBHS BERY CCK FL IRBT HAS AVY HAR ….. UA MAT CRI KATE TUP SKX HBI COTY=Bottom (Consumer)
MANU(45): 1.31% Top=TEX JOY TKR RS AGCO ATI WOR AME ….. CFX MRC EMR CR PCP ATU DDD JKS=Bottom (Manufacturing)
RETA(68): 1.22% Top=GNC FINL KMX SPLS ZU W AEO ASNA ….. BABA CHS MELI ANN KORS GME PIR JMEI=Bottom (Retail & Specialty Retail)
FINA(95): 1.20% Top=WU CTLT HBHC PVTB JPM TCBI FHN USB ….. LEAF CYN TD PSEC ACAS CFG BMO HAWK=Bottom (Banks/Financials)
REAL(95): 1.19% Top=HCP DEI DFT HPT OHI RLGY PLD AKR ….. CYS GLPI CXP SIR LPT NLY AGNC NSM=Bottom (Real Estate)
TRAN(35): 1.06% Top=VA TK XPO KNX SAVE WAB AAL TRN ….. JBLU NSC KSU CHRW CP CNI TDW AIRM=Bottom (Transportation)
ELEC(56): 1.03% Top=ADI AMBA IDTI BRCM ONNN JBL NXPI CGNX ….. SUNE OVTI INTC CY JASO HIMX ALTR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(98): 0.99% Top=CTRX SFUN IMPV CYBR BOX ZEN MENT SABR ….. JD LOCK ATHM BITA AWAY GRPN VDSI INOV=Bottom (Computer Software/Internet)
DISV(54): 0.83% Top=CAR EIGI MMS DLX MAN URI R GPN ….. SBAC TNET APOL HRB MYGN YY WTW SERV=Bottom (Diversified Services)
COHW(51): 0.61% Top=RKUS FNSR BRCD UBNT QCOM ARRS AAPL ZAYO ….. NMBL KN INFN SYNA SWIR RCI SSYS BBRY=Bottom (Computer Hardware/Telecom)
LEIS(42): 0.53% Top=SGMS WEN GPRO KING BLMN BOBE BYD ARMK ….. HLT SIX WYN LOCO SEAS HOT QUNR 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/

Filed under: Market Stats — daytrend @ 2:05 pm

Market Stats at 3:05 pm ET
by daytrend on 20150330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 986.

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 (20150330 3:05 pm ET)
67.6% of stocks are above yesterday’s high.
88.2% are above yesterday’s midpoint. (11.8% are below.)
3.0% are below yesterday’s low.
29.3% are inside yesterday’s range.
86.1% of stocks with today’s high > yesterday’s high. (13.9% less than).
11.5% of stocks with today’s low < yesterday’s low. (88.5% greater than).

EVIDENCE OF INTRADAY TREND (20150330 3:05 pm ET)
75.6% of stocks are above today’s open. (23.6% are below).
74.4% of stocks are above today’s open and yesterday’s close.
12.0% are below both.
43.1% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (7.1% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150330 3:05 pm ET)
22.8% of stocks are in the top 10% of today’s range.
45.5% are in the top 20%.
77.4% are in the top half. 22.6% of stocks are in the bottom half of today’s range.
6.1% are in the bottom 20%.
2.0% are in the bottom 10%.

GAIN (20150330 3:05 pm ET)
87.3% of stocks are above yesterday’s close. (12.7% are below.)
1.5% are up 4.5% or more. 0.3% are down 4.5% or more.
3.2% are up 3.5% or more. 0.7% are down 3.5% or more.
36.1% are between +1% and -1%.

RSI on DAILY (20150330 3:05 pm ET)
2-day: >=95:3.0%…>=90:10.0%…>=80:39.6%…>=50:81.2%…<=20:6.0%…<=10:2.8%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:64.6%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:62.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150330 3:05 pm ET)
67.6% above previous 1 highs, 3.0% below previous 1 lows
55.9% above previous 2 highs, 2.3% below previous 2 lows
23.3% above previous 3 highs, 2.0% below previous 3 lows
16.4% above previous 4 highs, 1.8% below previous 4 lows
11.7% above previous 5 highs, 1.6% below previous 5 lows
10.1% above previous 6 highs, 1.4% below previous 6 lows
10.1% above previous 7 highs, 1.2% below previous 7 lows
9.2% above previous 8 highs, 0.8% below previous 8 lows
9.0% above previous 9 highs, 0.7% below previous 9 lows
8.6% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150330 3:05 pm ET)
87.3% are above or equal to 3/27 close (1 days ago), 12.7% are below.
83.9% are above or equal to 3/26 close (2 days ago), 16.1% are below.
75.6% are above or equal to 3/25 close (3 days ago), 24.4% are below.
45.5% are above or equal to 3/24 close (4 days ago), 54.5% are below.
39.0% are above or equal to 3/23 close (5 days ago), 61.0% are below.
38.4% are above or equal to 3/20 close (6 days ago), 61.6% are below.
55.2% are above or equal to 3/19 close (7 days ago), 44.8% are below.
50.3% are above or equal to 3/18 close (8 days ago), 49.7% are below.
62.9% are above or equal to 3/17 close (9 days ago), 37.1% are below.
62.5% are above or equal to 3/16 close (10 days ago), 37.5% are below.
72.9% are above or equal to 3/13 close (11 days ago), 27.1% are below.
64.9% are above or equal to 3/12 close (12 days ago), 35.1% are below.
75.6% are above or equal to 3/11 close (13 days ago), 24.4% are below.
77.4% are above or equal to 3/10 close (14 days ago), 22.6% are below.
63.0% are above or equal to 3/9 close (15 days ago), 37.0% are below.
65.0% are above or equal to 3/6 close (16 days ago), 35.0% are below.
51.7% are above or equal to 3/5 close (17 days ago), 48.3% are below.
54.1% are above or equal to 3/4 close (18 days ago), 45.9% are below.
49.2% are above or equal to 3/3 close (19 days ago), 50.8% are below.
46.9% are above or equal to 3/2 close (20 days ago), 53.1% are below.
50.6% are above or equal to 2/27 close (21 days ago), 49.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150330 3:05 pm ET)
20d: 9.3% new highs, 1.8% new lows
21d: 9.0% new highs, 1.8% new lows
42d: 7.1% new highs, 0.9% new lows
63d: 6.5% new highs, 0.7% new lows
126d: 5.9% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150330 3:05 pm ET)
2-day: 86.4% above, 13.6% below
3-day: 85.9% above, 14.1% below
4-day: 83.5% above, 16.5% below
5-day: 75.4% above, 24.6% below
8-day: 61.5% above, 38.5% below
10-day: 60.2% above, 39.8% below
20-day: 64.6% above, 35.4% below
50-day: 63.4% above, 36.6% below
200-day: 60.3% above, 39.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150330 3:05 pm ET)
META(23): 1.98% Top=TCK CMC CNX SLCA SCCO CENX STLD X ….. FNV ABX NEM RGLD GG SLW PAAS AEM=Bottom (Metals & Mining)
CHEM(28): 1.72% Top=HUN OLN GPRE MOS EMN DOW CE CHMT ….. CF ASH PPG SHW APD MON GRA AXLL=Bottom (Chemicals/Fertilizers)
INSU(38): 1.67% Top=AFSI MTG AGO FAF TRV AON CNO LNC ….. RNR HIG AFL TMK GNW PRE AXS SLF=Bottom (Insurance)
MATE(31): 1.50% Top=MTZ KBH TPH PWR LEN FLR DHI MDC ….. TOL WY WCN RSG MLM DAR CLH RYN=Bottom (Materials & Construction)
MANU(45): 1.48% Top=TEX JOY TKR WOR RS AGCO ATI ROK ….. EMR KMT PCP CR MRC ATU DDD JKS=Bottom (Manufacturing)
FINA(95): 1.46% Top=APO WU HBHC CTLT JPM PVTB TCBI FHN ….. CYN LEAF ACAS VOYA PSEC BMO CFG HAWK=Bottom (Banks/Financials)
CONS(62): 1.44% Top=FBHS BERY CCK SCSS IRBT WWW HAS FL ….. ECL SCS KATE TUP MAT SKX HBI COTY=Bottom (Consumer)
HEAL(57): 1.36% Top=IRWD ABMD ESRX DXCM NUVA CNC THOR PODD ….. GMED BKD LH BAX SEM MR HLS KND=Bottom (Health)
RETA(68): 1.28% Top=GNC FINL KMX ZU SPLS AEO W TIF ….. ANN MELI KORS BABA CHS GME PIR JMEI=Bottom (Retail & Specialty Retail)
REAL(95): 1.25% Top=HCP DEI DFT OHI DRE HPT RLGY KIM ….. AMT MAC CXP NRF SIR NLY AGNC NSM=Bottom (Real Estate)
ENER(108): 1.22% Top=ALJ PBF DK WNR MPC ETE CVE WMB ….. CIE PTEN CJES CRZO WPX VNR PVA CPE=Bottom (Energy)
TRAN(35): 1.07% Top=VA TK XPO WAB SAVE AAL DAL TRN ….. NSC GWR CHRW CSX JBLU KSU TDW AIRM=Bottom (Transportation)
COSW(98): 1.06% Top=CTRX SFUN CYBR IMPV BOX XRX ZEN MENT ….. LOCK JD BITA ATHM GRPN AWAY VDSI INOV=Bottom (Computer Software/Internet)
ELEC(56): 0.97% Top=ADI AMBA IDTI BRCM NXPI ONNN FLEX CGNX ….. SPWR MRVL INTC JASO CY HIMX CSIQ ALTR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(54): 0.92% Top=CAR MAN MMS DLX URI R GPN TYC ….. SBAC SERV APOL HRB TNET MYGN WTW YY=Bottom (Diversified Services)
COHW(51): 0.59% Top=RKUS UBNT BRCD FNSR QCOM ARRS AAPL ZAYO ….. KN SONS RCI NMBL INFN SWIR SSYS BBRY=Bottom (Computer Hardware/Telecom)
LEIS(42): 0.57% Top=SGMS BLMN BOBE WEN BYD KING ZOES ARMK ….. HLT WYN SEAS SIX HOT LOCO QUNR 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.
Market Stats at 3:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:52 pm

Market Stats at 1:52 pm ET
by daytrend on 20150330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 986.

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 (20150330 1:52 pm ET)
63.3% of stocks are above yesterday’s high.
85.8% are above yesterday’s midpoint. (14.2% are below.)
4.7% are below yesterday’s low.
32.0% are inside yesterday’s range.
84.7% of stocks with today’s high > yesterday’s high. (15.3% less than).
11.5% of stocks with today’s low < yesterday’s low. (88.5% greater than).

EVIDENCE OF INTRADAY TREND (20150330 1:52 pm ET)
71.8% of stocks are above today’s open. (27.4% are below).
71.0% of stocks are above today’s open and yesterday’s close.
14.8% are below both.
43.1% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (7.1% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150330 1:52 pm ET)
20.8% of stocks are in the top 10% of today’s range.
40.0% are in the top 20%.
68.6% are in the top half. 31.4% of stocks are in the bottom half of today’s range.
11.7% are in the bottom 20%.
6.4% are in the bottom 10%.

GAIN (20150330 1:52 pm ET)
84.2% of stocks are above yesterday’s close. (15.8% are below.)
0.9% are up 4.5% or more. 0.4% are down 4.5% or more.
2.5% are up 3.5% or more. 0.9% are down 3.5% or more.
42.1% are between +1% and -1%.

RSI on DAILY (20150330 1:52 pm ET)
2-day: >=95:2.7%…>=90:8.6%…>=80:35.2%…>=50:78.6%…<=20:8.5%…<=10:3.9%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:61.3%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:60.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150330 1:52 pm ET)
63.3% above previous 1 highs, 4.7% below previous 1 lows
51.4% above previous 2 highs, 3.2% below previous 2 lows
19.4% above previous 3 highs, 2.8% below previous 3 lows
13.2% above previous 4 highs, 2.5% below previous 4 lows
9.0% above previous 5 highs, 2.1% below previous 5 lows
8.0% above previous 6 highs, 1.9% below previous 6 lows
7.8% above previous 7 highs, 1.6% below previous 7 lows
7.2% above previous 8 highs, 1.0% below previous 8 lows
7.1% above previous 9 highs, 0.9% below previous 9 lows
6.9% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150330 1:52 pm ET)
84.2% are above or equal to 3/27 close (1 days ago), 15.8% are below.
80.0% are above or equal to 3/26 close (2 days ago), 20.0% are below.
72.7% are above or equal to 3/25 close (3 days ago), 27.3% are below.
42.7% are above or equal to 3/24 close (4 days ago), 57.3% are below.
35.8% are above or equal to 3/23 close (5 days ago), 64.2% are below.
35.6% are above or equal to 3/20 close (6 days ago), 64.4% are below.
52.3% are above or equal to 3/19 close (7 days ago), 47.7% are below.
46.7% are above or equal to 3/18 close (8 days ago), 53.3% are below.
60.9% are above or equal to 3/17 close (9 days ago), 39.1% are below.
60.1% are above or equal to 3/16 close (10 days ago), 39.9% are below.
71.4% are above or equal to 3/13 close (11 days ago), 28.6% are below.
62.8% are above or equal to 3/12 close (12 days ago), 37.2% are below.
74.6% are above or equal to 3/11 close (13 days ago), 25.4% are below.
75.5% are above or equal to 3/10 close (14 days ago), 24.5% are below.
61.4% are above or equal to 3/9 close (15 days ago), 38.6% are below.
64.1% are above or equal to 3/6 close (16 days ago), 35.9% are below.
50.3% are above or equal to 3/5 close (17 days ago), 49.7% are below.
52.4% are above or equal to 3/4 close (18 days ago), 47.6% are below.
48.0% are above or equal to 3/3 close (19 days ago), 52.0% are below.
45.9% are above or equal to 3/2 close (20 days ago), 54.1% are below.
49.4% are above or equal to 2/27 close (21 days ago), 50.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150330 1:52 pm ET)
20d: 8.9% new highs, 1.6% new lows
21d: 8.6% new highs, 1.6% new lows
42d: 6.8% new highs, 0.7% new lows
63d: 6.3% new highs, 0.5% new lows
126d: 5.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150330 1:52 pm ET)
2-day: 83.5% above, 16.5% below
3-day: 82.9% above, 17.1% below
4-day: 80.1% above, 19.9% below
5-day: 70.5% above, 29.5% below
8-day: 56.7% above, 43.3% below
10-day: 56.0% above, 44.0% below
20-day: 61.3% above, 38.7% below
50-day: 61.6% above, 38.4% below
200-day: 60.0% above, 40.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150330 1:52 pm ET)
INSU(38): 1.62% Top=MTG AFSI AGO FAF TRV FNF RDN LNC ….. UNM PRE HIG AFL TMK AXS SLF GNW=Bottom (Insurance)
CHEM(28): 1.51% Top=OLN HUN MOS EMN GPRE CE DOW POT ….. FMC PX SHW MEOH APD MON GRA AXLL=Bottom (Chemicals/Fertilizers)
MATE(31): 1.45% Top=MTZ KBH LEN PHM DHI TPH PWR MDC ….. EXP TOL WY WCN CLH MLM RYN DAR=Bottom (Materials & Construction)
CONS(62): 1.41% Top=FBHS BERY IRBT WWW FL TPX CCK AVY ….. FOSL ECL SKX CROX TUP COTY HBI MAT=Bottom (Consumer)
FINA(95): 1.37% Top=PVTB JPM TCBI FMER FHN HBHC ZION WAL ….. LEAF BMO ACAS ARCC PSEC CFG LAZ HAWK=Bottom (Banks/Financials)
HEAL(57): 1.36% Top=ABMD IRWD ESRX DXCM CNC THOR SCAI UNH ….. CYBX BKD LH BAX MR SEM HLS KND=Bottom (Health)
MANU(45): 1.25% Top=TEX AGCO JOY TKR ROK WOR AME ITT ….. ZBRA PCP FLS CR ATU MRC DDD JKS=Bottom (Manufacturing)
RETA(68): 1.23% Top=GNC FINL KMX W SPLS SIG AEO TIF ….. MELI ANN BABA SHLD GME CHS KORS JMEI=Bottom (Retail & Specialty Retail)
TRAN(35): 1.04% Top=VA WAB XPO DAL AAL TRN TK KNX ….. NSC CP CNI CHRW KSU GWR AIRM TDW=Bottom (Transportation)
REAL(95): 1.01% Top=HCP DEI DFT OHI DRE OFC RLGY EXR ….. SIR AMT SBRA NRF CHSP AGNC NLY NSM=Bottom (Real Estate)
ELEC(56): 0.92% Top=ADI AMBA IDTI ONNN NXPI FLEX BRCM INVN ….. TSL SUNE INTC CY JASO HIMX CSIQ ALTR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(98): 0.86% Top=CTRX SFUN CYBR IMPV BOX MENT MSCI XRX ….. JD TRUE ATHM BITA AWAY GRPN VDSI INOV=Bottom (Computer Software/Internet)
DISV(54): 0.82% Top=CAR MMS MAN DLX R URI G TYC ….. SBAC HRB TNET APOL SERV MYGN WTW YY=Bottom (Diversified Services)
META(23): 0.53% Top=CMC CNX SCCO SLCA STLD X CENX FCX ….. RGLD ABX NEM GG TCK SLW PAAS AEM=Bottom (Metals & Mining)
ENER(108): 0.43% Top=ALJ WNR PBF DK EXH HFC MPC ETE ….. BAS CRZO CIE RES CJES VNR PVA CPE=Bottom (Energy)
COHW(51): 0.38% Top=FNSR QCOM ARRS ADTN BRCD RKUS PANW AAPL ….. CCI RCI GOGO INFN WIN SWIR SSYS BBRY=Bottom (Computer Hardware/Telecom)
LEIS(42): 0.34% Top=SGMS BLMN BOBE WEN ARMK CAKE JACK KING ….. TVPT HLT WYN HOT SEAS LOCO QUNR 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.
Market Stats at 1:52 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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