daytrend

05/27/2016

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20160527. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 (20160527 Closing)
34.4% of stocks are above yesterday’s high.
69.8% are above yesterday’s midpoint. (30.2% are below.)
10.5% are below yesterday’s low.
55.1% are inside yesterday’s range.
53.6% of stocks with today’s high > yesterday’s high. (46.4% less than).
37.6% of stocks with today’s low < yesterday’s low. (62.4% greater than).

EVIDENCE OF INTRADAY TREND (20160527 Closing)
78.5% of stocks are above today’s open. (20.5% are below).
73.6% of stocks are above today’s open and yesterday’s close.
17.0% are below both.
4.5% of stocks opened above yesterday’s high.
46.1% of stocks opened above yesterday’s close. (47.2% opened below yesterday’s close).
10.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160527 Closing)
27.0% of stocks are in the top 10% of today’s range.
41.5% are in the top 20%.
76.4% are in the top half. 23.6% of stocks are in the bottom half of today’s range.
5.0% are in the bottom 20%.
1.9% are in the bottom 10%.

GAIN (20160527 Closing)
77.9% of stocks are above yesterday’s close. (22.1% are below.)
1.2% are up 4.5% or more. 1.0% are down 4.5% or more.
2.5% are up 3.5% or more. 1.5% are down 3.5% or more.
61.6% are between +1% and -1%.

RSI on DAILY (20160527 Closing)
2-day: >=95:16.9%…>=90:28.3%…>=80:48.5%…>=50:82.3%…<=20:3.2%…<=10:1.5%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.5%…>=50:77.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:72.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160527 Closing)
34.4% above previous 1 highs, 10.5% below previous 1 lows
23.9% above previous 2 highs, 3.9% below previous 2 lows
23.1% above previous 3 highs, 1.9% below previous 3 lows
22.7% above previous 4 highs, 1.1% below previous 4 lows
22.4% above previous 5 highs, 0.8% below previous 5 lows
22.3% above previous 6 highs, 0.6% below previous 6 lows
20.5% above previous 7 highs, 0.6% below previous 7 lows
18.0% above previous 8 highs, 0.6% below previous 8 lows
17.5% above previous 9 highs, 0.6% below previous 9 lows
16.9% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160527 Closing)
77.9% are above or equal to 5/26 close (1 days ago), 22.1% are below.
64.5% are above or equal to 5/25 close (2 days ago), 35.5% are below.
80.9% are above or equal to 5/24 close (3 days ago), 19.1% are below.
89.4% are above or equal to 5/23 close (4 days ago), 10.6% are below.
86.6% are above or equal to 5/20 close (5 days ago), 13.4% are below.
90.4% are above or equal to 5/19 close (6 days ago), 9.6% are below.
87.4% are above or equal to 5/18 close (7 days ago), 12.6% are below.
79.0% are above or equal to 5/17 close (8 days ago), 21.0% are below.
73.2% are above or equal to 5/16 close (9 days ago), 26.8% are below.
78.6% are above or equal to 5/13 close (10 days ago), 21.4% are below.
72.7% are above or equal to 5/12 close (11 days ago), 27.3% are below.
70.4% are above or equal to 5/11 close (12 days ago), 29.6% are below.
62.5% are above or equal to 5/10 close (13 days ago), 37.5% are below.
69.1% are above or equal to 5/9 close (14 days ago), 30.9% are below.
67.1% are above or equal to 5/6 close (15 days ago), 32.9% are below.
69.6% are above or equal to 5/5 close (16 days ago), 30.4% are below.
68.3% are above or equal to 5/4 close (17 days ago), 31.7% are below.
63.2% are above or equal to 5/3 close (18 days ago), 36.8% are below.
54.2% are above or equal to 5/2 close (19 days ago), 45.8% are below.
57.6% are above or equal to 4/29 close (20 days ago), 42.4% are below.
54.3% are above or equal to 4/28 close (21 days ago), 45.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160527 Closing)
20d: 16.9% new highs, 0.9% new lows
21d: 14.2% new highs, 0.9% new lows
42d: 10.2% new highs, 0.8% new lows
63d: 9.9% new highs, 0.6% new lows
126d: 7.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160527 Closing)
2-day: 77.5% above, 22.5% below
3-day: 73.0% above, 27.0% below
4-day: 77.6% above, 22.4% below
5-day: 84.8% above, 15.2% below
8-day: 88.5% above, 11.5% below
10-day: 86.7% above, 13.3% below
20-day: 75.2% above, 24.8% below
50-day: 65.8% above, 34.2% below
200-day: 66.9% above, 33.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160527 Closing)
LEIS(37): 1.26% Top=FRGI DRII SHAK RCL SONC GPRO BWLD CCL ….. DRI YUM WEN SBUX MCD DPZ CMG SIX=Bottom (Leisure)
TRAN(32): 1.16% Top=BRS JBLU TK SAVE UAL XPO SSW LUV ….. CSX CHRW SWFT NSC AAWW KSU CNI EXPD=Bottom (Transportation)
RETA(71): 1.14% Top=BIG FIVE M WSM FINL BABA DSW SIG ….. AAP SHLD AMZN COST SFM WFM GME ANF=Bottom (Retail & Specialty Retail)
CONS(55): 1.05% Top=DECK PAY LULU GPK OI SHOO BC WWW ….. GIII CL CLX ECL NWL CHD VSTO HBI=Bottom (Consumer)
COSW(93): 1.04% Top=MKTO WB VEEV TWTR HPE JD BIDU VIPS ….. PFPT PAYC SQ FTNT CYBR WDAY CHKP CMCM=Bottom (Computer Software/Internet)
FINA(96): 0.96% Top=WETF LPLA NSAM PVTB SF AMTD COF TCB ….. ONB PYPL FNFG TD OZRK BANC BMO BOFI=Bottom (Banks/Financials)
HEAL(55): 0.94% Top=DXCM NVRO NUVA CPHD GMED PODD ACHC HYH ….. BSX PKI DGX OPK BDX BCR BAX BKD=Bottom (Health)
DISV(52): 0.92% Top=ULTA PRAA IILG CAR MYGN TMH DV ATHN ….. SBAC EXAM VNTV ABCO WTW XRS AL KBR=Bottom (Diversified Services)
INSU(30): 0.80% Top=LNC MTG MBI AON MET UNM PRU CNO ….. L HIG ALL BRO AGO AFSI PGR FNF=Bottom (Insurance)
ELEC(49): 0.58% Top=SIMO MU AMAT LRCX GLW MLNX JBL ON ….. BRKR CAVM QRVO CSIQ MRVL MTSI CRUS SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(92): 0.48% Top=TREE NRF BAM CSAL MAA HIW COR SHO ….. TWO HTS EDR AGNC IVR NLY PEI CBL=Bottom (Real Estate)
MATE(31): 0.34% Top=CSTE WCN BIN CAA KBH TOL MTH MAS ….. DHI FAST MTZ SRCL USG EXP VMC DY=Bottom (Materials & Construction)
CHEM(28): 0.18% Top=KRA GRA AXTA ALB PAH SHW OLN RPM ….. EMN APD MON POT LXU MOS CC CF=Bottom (Chemicals/Fertilizers)
COHW(44): 0.14% Top=SYNA WIN CIEN LITE NTAP FNSR WDC ANET ….. UBNT HRS GIMO QCOM BCE SSYS PSTG PANW=Bottom (Computer Hardware/Telecom)
ENER(94): 0.06% Top=ETE SEMG DK WMB WNR RICE SPN PSXP ….. PDCE TEP CPE MTDR LPI OAS CWEI SN=Bottom (Energy)
MANU(42): -0.31% Top=ZBRA MIDD TTC SEDG MHK ATI DCI AOS ….. FLS TKR DDD KMT RS ITT JOY TEX=Bottom (Manufacturing)
META(26): -2.24% Top=SLCA CCJ NUE SCCO STLD CNX TCK FNV ….. ABX SWC SLW PAAS BVN AG CDE SSRI=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 @ 1:33 pm

Market Stats at 2:33 pm ET
by daytrend on 20160527. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 (20160527 2:33 pm ET)
28.3% of stocks are above yesterday’s high.
62.8% are above yesterday’s midpoint. (37.2% are below.)
12.3% are below yesterday’s low.
59.4% are inside yesterday’s range.
50.7% of stocks with today’s high > yesterday’s high. (49.3% less than).
37.4% of stocks with today’s low < yesterday’s low. (62.6% greater than).

EVIDENCE OF INTRADAY TREND (20160527 2:33 pm ET)
73.2% of stocks are above today’s open. (25.9% are below).
68.3% of stocks are above today’s open and yesterday’s close.
21.4% are below both.
4.5% of stocks opened above yesterday’s high.
46.1% of stocks opened above yesterday’s close. (47.2% opened below yesterday’s close).
10.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160527 2:33 pm ET)
10.9% of stocks are in the top 10% of today’s range.
23.6% are in the top 20%.
66.3% are in the top half. 33.7% of stocks are in the bottom half of today’s range.
8.2% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN (20160527 2:33 pm ET)
74.1% of stocks are above yesterday’s close. (25.9% are below.)
1.0% are up 4.5% or more. 0.9% are down 4.5% or more.
1.7% are up 3.5% or more. 1.7% are down 3.5% or more.
66.9% are between +1% and -1%.

RSI on DAILY (20160527 2:33 pm ET)
2-day: >=95:15.3%…>=90:25.4%…>=80:41.6%…>=50:78.3%…<=20:3.6%…<=10:1.3%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.9%…>=50:75.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:71.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160527 2:33 pm ET)
28.3% above previous 1 highs, 12.3% below previous 1 lows
20.6% above previous 2 highs, 4.5% below previous 2 lows
19.4% above previous 3 highs, 2.0% below previous 3 lows
19.0% above previous 4 highs, 1.3% below previous 4 lows
19.0% above previous 5 highs, 1.0% below previous 5 lows
18.8% above previous 6 highs, 0.8% below previous 6 lows
17.0% above previous 7 highs, 0.8% below previous 7 lows
14.6% above previous 8 highs, 0.8% below previous 8 lows
13.9% above previous 9 highs, 0.8% below previous 9 lows
13.8% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160527 2:33 pm ET)
74.1% are above or equal to 5/26 close (1 days ago), 25.9% are below.
58.6% are above or equal to 5/25 close (2 days ago), 41.4% are below.
77.3% are above or equal to 5/24 close (3 days ago), 22.7% are below.
88.2% are above or equal to 5/23 close (4 days ago), 11.8% are below.
85.4% are above or equal to 5/20 close (5 days ago), 14.6% are below.
90.1% are above or equal to 5/19 close (6 days ago), 9.9% are below.
86.3% are above or equal to 5/18 close (7 days ago), 13.7% are below.
77.7% are above or equal to 5/17 close (8 days ago), 22.3% are below.
72.3% are above or equal to 5/16 close (9 days ago), 27.7% are below.
78.2% are above or equal to 5/13 close (10 days ago), 21.8% are below.
71.3% are above or equal to 5/12 close (11 days ago), 28.7% are below.
68.6% are above or equal to 5/11 close (12 days ago), 31.4% are below.
61.2% are above or equal to 5/10 close (13 days ago), 38.8% are below.
69.1% are above or equal to 5/9 close (14 days ago), 30.9% are below.
66.1% are above or equal to 5/6 close (15 days ago), 33.9% are below.
68.0% are above or equal to 5/5 close (16 days ago), 32.0% are below.
67.9% are above or equal to 5/4 close (17 days ago), 32.1% are below.
62.5% are above or equal to 5/3 close (18 days ago), 37.5% are below.
53.1% are above or equal to 5/2 close (19 days ago), 46.9% are below.
57.2% are above or equal to 4/29 close (20 days ago), 42.8% are below.
52.5% are above or equal to 4/28 close (21 days ago), 47.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160527 2:33 pm ET)
20d: 15.4% new highs, 0.9% new lows
21d: 12.7% new highs, 0.9% new lows
42d: 9.1% new highs, 0.8% new lows
63d: 8.7% new highs, 0.6% new lows
126d: 6.4% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160527 2:33 pm ET)
2-day: 73.4% above, 26.6% below
3-day: 66.2% above, 33.8% below
4-day: 73.2% above, 26.8% below
5-day: 80.5% above, 19.5% below
8-day: 87.4% above, 12.6% below
10-day: 85.2% above, 14.8% below
20-day: 73.5% above, 26.5% below
50-day: 64.4% above, 35.6% below
200-day: 66.3% above, 33.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160527 2:33 pm ET)
LEIS(37): 1.20% Top=SHAK DRII FRGI RCL SONC BWLD LQ CCL ….. EXPE YUM WEN SBUX MCD DPZ CMG SIX=Bottom (Leisure)
TRAN(32): 1.10% Top=BRS JBLU TK UAL SAVE LUV ALK XPO ….. AAWW SWFT CSX CHRW NSC KSU CNI EXPD=Bottom (Transportation)
HEAL(55): 0.89% Top=DXCM NVRO GMED NUVA CPHD CYH PODD EVHC ….. BSX PKI SYK BDX BCR BAX OPK BKD=Bottom (Health)
RETA(71): 0.88% Top=BIG FIVE BABA FINL WSM DSW JCP RH ….. TIF KORS COST SHLD SFM WFM ANF GME=Bottom (Retail & Specialty Retail)
CONS(55): 0.84% Top=DECK PAY WWW BC OI SHOO GPK LULU ….. CL RL ECL CHD ENR COTY VSTO HBI=Bottom (Consumer)
DISV(52): 0.79% Top=ULTA PRAA IILG MYGN TMH DV CAR ZG ….. PCLN R SBAC JEC WTW XRS AL KBR=Bottom (Diversified Services)
COSW(93): 0.78% Top=MKTO VEEV WB TWTR HPE JD BIDU CSRA ….. SQ FTNT PAYC PFPT CHKP CYBR WDAY CMCM=Bottom (Computer Software/Internet)
INSU(30): 0.64% Top=MBI LNC MTG AON MET UNM PRU WLTW ….. AFL BRO AJG ALL AFSI HIG PGR FNF=Bottom (Insurance)
FINA(96): 0.61% Top=WETF LPLA NSAM SF BX PVTB AMTD HAWK ….. ONB FNFG TD GWB OZRK BANC BOFI BMO=Bottom (Banks/Financials)
ELEC(49): 0.45% Top=SIMO MU AMAT LRCX MLNX ON VSH JBL ….. CAVM LLTC IPHI MRVL CSIQ MTSI CRUS SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(92): 0.42% Top=NRF BAM SHO RLJ TREE CLNY COR DRH ….. HTS CLI AGNC TWO NLY IVR PEI CBL=Bottom (Real Estate)
CHEM(28): 0.26% Top=KRA PAH OLN AXTA ALB GRA SHW HUN ….. EMN MEOH APD POT LXU CC MOS CF=Bottom (Chemicals/Fertilizers)
MATE(31): 0.23% Top=CSTE BIN WCN TPH MTH CAA KBH TOL ….. DAR MTZ SUM SRCL USG EXP VMC DY=Bottom (Materials & Construction)
COHW(44): -0.07% Top=WIN SYNA NTAP LITE CIEN EFII VZ ZAYO ….. HRS OLED GIMO BCE QCOM SSYS PSTG PANW=Bottom (Computer Hardware/Telecom)
ENER(94): -0.40% Top=ETE DK SEMG WMB MPLX PSXP ETP MPC ….. CRZO PDCE ATW MTDR LPI OAS SN CWEI=Bottom (Energy)
MANU(42): -0.53% Top=ZBRA SEDG MHK MIDD TTC GE ATI ROP ….. KMT AGCO FLS RS ITT MRC JOY TEX=Bottom (Manufacturing)
META(26): -2.28% Top=CCJ SCCO NUE SLCA STLD CNX FNV AA ….. AEM ABX SLW PAAS BVN CDE AG SSRI=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 2:33 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:30 pm

Market Stats at 1:29 pm ET
by daytrend on 20160527. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 (20160527 1:29 pm ET)
26.5% of stocks are above yesterday’s high.
60.7% are above yesterday’s midpoint. (39.3% are below.)
11.9% are below yesterday’s low.
61.6% are inside yesterday’s range.
49.6% of stocks with today’s high > yesterday’s high. (50.4% less than).
36.6% of stocks with today’s low < yesterday’s low. (63.4% greater than).

EVIDENCE OF INTRADAY TREND (20160527 1:29 pm ET)
71.4% of stocks are above today’s open. (27.1% are below).
64.5% of stocks are above today’s open and yesterday’s close.
20.4% are below both.
4.5% of stocks opened above yesterday’s high.
46.1% of stocks opened above yesterday’s close. (47.2% opened below yesterday’s close).
10.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160527 1:29 pm ET)
8.4% of stocks are in the top 10% of today’s range.
21.5% are in the top 20%.
65.8% are in the top half. 34.2% of stocks are in the bottom half of today’s range.
8.8% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN (20160527 1:29 pm ET)
72.5% of stocks are above yesterday’s close. (27.5% are below.)
0.9% are up 4.5% or more. 0.3% are down 4.5% or more.
1.7% are up 3.5% or more. 1.1% are down 3.5% or more.
70.4% are between +1% and -1%.

RSI on DAILY (20160527 1:29 pm ET)
2-day: >=95:15.1%…>=90:25.1%…>=80:41.4%…>=50:79.2%…<=20:2.6%…<=10:1.3%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:76.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:72.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160527 1:29 pm ET)
26.5% above previous 1 highs, 11.9% below previous 1 lows
18.8% above previous 2 highs, 4.7% below previous 2 lows
18.2% above previous 3 highs, 1.8% below previous 3 lows
17.8% above previous 4 highs, 1.1% below previous 4 lows
17.8% above previous 5 highs, 0.8% below previous 5 lows
17.6% above previous 6 highs, 0.6% below previous 6 lows
15.6% above previous 7 highs, 0.6% below previous 7 lows
12.8% above previous 8 highs, 0.6% below previous 8 lows
12.2% above previous 9 highs, 0.5% below previous 9 lows
12.0% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160527 1:29 pm ET)
72.5% are above or equal to 5/26 close (1 days ago), 27.5% are below.
57.9% are above or equal to 5/25 close (2 days ago), 42.1% are below.
77.3% are above or equal to 5/24 close (3 days ago), 22.7% are below.
88.8% are above or equal to 5/23 close (4 days ago), 11.2% are below.
86.4% are above or equal to 5/20 close (5 days ago), 13.6% are below.
90.2% are above or equal to 5/19 close (6 days ago), 9.8% are below.
87.5% are above or equal to 5/18 close (7 days ago), 12.5% are below.
78.9% are above or equal to 5/17 close (8 days ago), 21.1% are below.
72.3% are above or equal to 5/16 close (9 days ago), 27.7% are below.
78.1% are above or equal to 5/13 close (10 days ago), 21.9% are below.
71.2% are above or equal to 5/12 close (11 days ago), 28.8% are below.
68.4% are above or equal to 5/11 close (12 days ago), 31.6% are below.
61.4% are above or equal to 5/10 close (13 days ago), 38.6% are below.
69.4% are above or equal to 5/9 close (14 days ago), 30.6% are below.
66.6% are above or equal to 5/6 close (15 days ago), 33.4% are below.
68.8% are above or equal to 5/5 close (16 days ago), 31.2% are below.
68.0% are above or equal to 5/4 close (17 days ago), 32.0% are below.
62.8% are above or equal to 5/3 close (18 days ago), 37.2% are below.
52.6% are above or equal to 5/2 close (19 days ago), 47.4% are below.
56.3% are above or equal to 4/29 close (20 days ago), 43.7% are below.
52.4% are above or equal to 4/28 close (21 days ago), 47.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160527 1:29 pm ET)
20d: 15.1% new highs, 0.9% new lows
21d: 12.6% new highs, 0.9% new lows
42d: 9.1% new highs, 0.8% new lows
63d: 8.7% new highs, 0.6% new lows
126d: 6.4% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160527 1:29 pm ET)
2-day: 70.7% above, 29.3% below
3-day: 63.3% above, 36.7% below
4-day: 72.6% above, 27.4% below
5-day: 82.3% above, 17.7% below
8-day: 87.6% above, 12.4% below
10-day: 85.1% above, 14.9% below
20-day: 73.6% above, 26.4% below
50-day: 64.6% above, 35.4% below
200-day: 66.1% above, 33.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160527 1:29 pm ET)
LEIS(37): 1.25% Top=SHAK DRII FRGI RCL SONC BWLD LQ CCL ….. YUM WEN SBUX PLAY MCD DPZ CMG SIX=Bottom (Leisure)
TRAN(32): 1.03% Top=BRS JBLU TK UAL SAVE LUV ALK XPO ….. NSC SSW CSX WERN SWFT EXPD KSU CNI=Bottom (Transportation)
CONS(55): 0.86% Top=DECK PAY BC WWW OI SHOO GPK LULU ….. AVY CLX VSTO NWL ENR CHD COTY HBI=Bottom (Consumer)
RETA(71): 0.78% Top=BIG FIVE BABA DSW SIG WSM FINL AN ….. KR DDS SHLD COST SFM WFM ANF GME=Bottom (Retail & Specialty Retail)
HEAL(55): 0.77% Top=NVRO GMED PODD DXCM NUVA ELGX CPHD EVHC ….. BSX SYK PKI BCR BDX BAX OPK BKD=Bottom (Health)
DISV(52): 0.76% Top=ULTA PRAA IILG MYGN ZG TMH DV ADS ….. PCLN URI JEC FDC WTW AL KBR XRS=Bottom (Diversified Services)
COSW(93): 0.68% Top=VEEV WB MKTO TWTR HPE BIDU JD CSRA ….. FTNT PAYC SQ CHKP WDAY CMCM CYBR PFPT=Bottom (Computer Software/Internet)
INSU(30): 0.48% Top=MBI LNC MTG UNM MET PRU AON AXS ….. AFSI ALL PGR FAF AJG BRO HIG FNF=Bottom (Insurance)
CHEM(28): 0.47% Top=KRA PAH AXTA HUN OLN ALB GRA SHW ….. PX APD POL IFF LXU POT MOS CF=Bottom (Chemicals/Fertilizers)
ELEC(49): 0.46% Top=MU AMAT SIMO LRCX MLNX ON SPWR JBL ….. MRVL QRVO CREE AVGO IPHI MTSI CRUS SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(92): 0.44% Top=NRF BAM HCP OHI SHO CLNY DRE STOR ….. IVR AGNC NLY TWO CLI PEI SC CBL=Bottom (Real Estate)
FINA(96): 0.36% Top=WETF LPLA NSAM BX PVTB IBKR IVZ OMF ….. FNB ONB ASB BMO GWB BOFI BANC OZRK=Bottom (Banks/Financials)
MATE(31): 0.29% Top=CSTE BIN WCN MTH KBH TPH WY TOL ….. FAST MLM SRCL MTZ EXP SUM VMC DY=Bottom (Materials & Construction)
COHW(44): -0.14% Top=SYNA WIN NTAP WDC ARRS VZ TDC CIEN ….. HRS OLED BCE QCOM GIMO SSYS PSTG PANW=Bottom (Computer Hardware/Telecom)
ENER(94): -0.20% Top=ETE WMB DK SEMG MPLX ETP DPM PSXP ….. MRO PDCE TEP MTDR CPE OAS SN CWEI=Bottom (Energy)
MANU(42): -0.53% Top=ZBRA ATI NDSN MHK MIDD SEDG TTC GE ….. KMT CFX AGCO RS MRC ITT JOY TEX=Bottom (Manufacturing)
META(26): -0.96% Top=FNV SCCO AGI CCJ NUE SLCA RGLD GG ….. SWC CMC PAAS X SLW AG CDE SSRI=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 1:29 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:06 am

Market Stats at 10:06 am ET
by daytrend on 20160527. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 926.

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 (20160527 10:06 am ET)
26.1% of stocks are above yesterday’s high.
58.1% are above yesterday’s midpoint. (41.9% are below.)
11.0% are below yesterday’s low.
62.9% are inside yesterday’s range.
38.3% of stocks with today’s high > yesterday’s high. (61.7% less than).
31.3% of stocks with today’s low < yesterday’s low. (68.7% greater than).

EVIDENCE OF INTRADAY TREND (20160527 10:06 am ET)
70.4% of stocks are above today’s open. (28.1% are below).
61.9% of stocks are above today’s open and yesterday’s close.
20.3% are below both.
4.5% of stocks opened above yesterday’s high.
46.1% of stocks opened above yesterday’s close. (47.2% opened below yesterday’s close).
10.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160527 10:06 am ET)
21.3% of stocks are in the top 10% of today’s range.
36.7% are in the top 20%.
70.2% are in the top half. 29.8% of stocks are in the bottom half of today’s range.
8.0% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN (20160527 10:06 am ET)
71.5% of stocks are above yesterday’s close. (28.5% are below.)
0.8% are up 4.5% or more. 0.3% are down 4.5% or more.
1.1% are up 3.5% or more. 0.6% are down 3.5% or more.
73.7% are between +1% and -1%.

RSI on DAILY (20160527 10:06 am ET)
2-day: >=95:16.0%…>=90:25.5%…>=80:40.8%…>=50:76.9%…<=20:4.4%…<=10:1.8%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.9%…>=50:75.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:70.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160527 10:06 am ET)
26.1% above previous 1 highs, 11.0% below previous 1 lows
18.5% above previous 2 highs, 4.8% below previous 2 lows
16.8% above previous 3 highs, 2.3% below previous 3 lows
16.5% above previous 4 highs, 1.6% below previous 4 lows
16.5% above previous 5 highs, 1.4% below previous 5 lows
16.1% above previous 6 highs, 1.0% below previous 6 lows
13.6% above previous 7 highs, 0.9% below previous 7 lows
11.2% above previous 8 highs, 0.9% below previous 8 lows
10.8% above previous 9 highs, 0.8% below previous 9 lows
10.4% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160527 10:06 am ET)
71.5% are above or equal to 5/26 close (1 days ago), 28.5% are below.
55.5% are above or equal to 5/25 close (2 days ago), 44.5% are below.
76.9% are above or equal to 5/24 close (3 days ago), 23.1% are below.
87.1% are above or equal to 5/23 close (4 days ago), 12.9% are below.
85.5% are above or equal to 5/20 close (5 days ago), 14.5% are below.
89.5% are above or equal to 5/19 close (6 days ago), 10.5% are below.
85.6% are above or equal to 5/18 close (7 days ago), 14.4% are below.
78.1% are above or equal to 5/17 close (8 days ago), 21.9% are below.
71.1% are above or equal to 5/16 close (9 days ago), 28.9% are below.
77.8% are above or equal to 5/13 close (10 days ago), 22.2% are below.
71.3% are above or equal to 5/12 close (11 days ago), 28.7% are below.
68.9% are above or equal to 5/11 close (12 days ago), 31.1% are below.
60.8% are above or equal to 5/10 close (13 days ago), 39.2% are below.
68.0% are above or equal to 5/9 close (14 days ago), 32.0% are below.
64.8% are above or equal to 5/6 close (15 days ago), 35.2% are below.
67.8% are above or equal to 5/5 close (16 days ago), 32.2% are below.
67.3% are above or equal to 5/4 close (17 days ago), 32.7% are below.
61.2% are above or equal to 5/3 close (18 days ago), 38.8% are below.
52.4% are above or equal to 5/2 close (19 days ago), 47.6% are below.
56.8% are above or equal to 4/29 close (20 days ago), 43.2% are below.
52.6% are above or equal to 4/28 close (21 days ago), 47.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160527 10:06 am ET)
20d: 10.8% new highs, 0.5% new lows
21d: 9.0% new highs, 0.5% new lows
42d: 6.6% new highs, 0.5% new lows
63d: 6.3% new highs, 0.4% new lows
126d: 4.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160527 10:06 am ET)
2-day: 70.0% above, 30.0% below
3-day: 60.7% above, 39.3% below
4-day: 69.5% above, 30.5% below
5-day: 81.2% above, 18.8% below
8-day: 86.4% above, 13.6% below
10-day: 84.9% above, 15.1% below
20-day: 72.8% above, 27.2% below
50-day: 64.0% above, 36.0% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160527 10:06 am ET)
LEIS(37): 0.84% Top=DRII RCL CCL BWLD RRGB LQ H SHAK ….. DNKN EXPE MCD DPZ WEN GPRO CMG SIX=Bottom (Leisure)
REAL(92): 0.83% Top=NRF DRH CLNY STOR SRC PEB SHO LHO ….. RLGY IVR CSAL HTS AGNC CIM NLY PEI=Bottom (Real Estate)
CONS(55): 0.63% Top=DECK SHOO OI WWW BC LULU PVH SKX ….. MAT ECL RL AVY HBI COTY FOSL VSTO=Bottom (Consumer)
RETA(71): 0.62% Top=BIG FIVE STMP BABA LL RH JCP OUTR ….. ROST DLTR KR NFLX SFM WFM ANF GME=Bottom (Retail & Specialty Retail)
DISV(52): 0.62% Top=ULTA ZG IILG CAR MYGN FDC ATHN ADS ….. AHS JEC URI WTW AL SBAC YY KBR=Bottom (Diversified Services)
HEAL(55): 0.60% Top=CYH NUVA EVHC MOH GMED THC AMSG ACHC ….. BDX BAX HAE PKI EW TMO ELGX OPK=Bottom (Health)
TRAN(32): 0.54% Top=BRS JBLU XPO UAL DAL HA LUV ALK ….. CP EXPD NSC UNP SSW CNI KSU TK=Bottom (Transportation)
INSU(30): 0.51% Top=MTG RDN MBI AXS LNC AIZ AGO CNO ….. XL MMC ALL AJG PGR BRO CINF FNF=Bottom (Insurance)
ELEC(49): 0.48% Top=AMAT MU LRCX SPWR TER MXL JBL FIT ….. FSLR CSIQ IPHI CREE MTSI QRVO CRUS SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(93): 0.43% Top=VEEV WB HPE TWTR JD BIDU TRIP RAX ….. SPLK CMCM CHKP IMPV FTNT VNET WDAY PFPT=Bottom (Computer Software/Internet)
MATE(31): 0.32% Top=USG TPH CVA KBH TOL WY PHM MTH ….. PWR FAST FLR MLM EXP VMC MTZ DY=Bottom (Materials & Construction)
FINA(96): 0.32% Top=WETF OMF HAWK BX JNS SLM LPLA LAZ ….. BOFI GWB CATY FNB ONB OZRK ASB BANC=Bottom (Banks/Financials)
COHW(44): 0.07% Top=NTAP WDC WIN BRCD SSYS HPQ ZAYO STX ….. TMUS BCE MSI UBNT QCOM OLED GIMO PANW=Bottom (Computer Hardware/Telecom)
CHEM(28): 0.05% Top=AGU ALB AXTA SHW HUN PAH PPG GRA ….. DD IFF MOS POL WLK CC CF LXU=Bottom (Chemicals/Fertilizers)
MANU(42): -0.53% Top=DDD ZBRA MIDD MHK ATI NDSN SEDG SNA ….. KMT PNR MRC FLS GNRC RS JOY TEX=Bottom (Manufacturing)
META(26): -0.70% Top=CNX AGI NEM GG CCJ FNV RGLD TAHO ….. BVN CMC PAAS SLW AG TCK SSRI CDE=Bottom (Metals & Mining)
ENER(93): -0.76% Top=WMB SEMG COG RICE MRD MPLX RDC FTI ….. TEP NBL ECA DO NFX OAS CPE SN=Bottom (Energy)

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

Filed under: Market Stats — daytrend @ 8:39 am

Market Stats at 9:39 am ET
by daytrend on 20160527. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 926.

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 (20160527 9:39 am ET)
19.3% of stocks are above yesterday’s high.
56.6% are above yesterday’s midpoint. (43.4% are below.)
11.4% are below yesterday’s low.
69.2% are inside yesterday’s range.
27.4% of stocks with today’s high > yesterday’s high. (72.6% less than).
28.0% of stocks with today’s low < yesterday’s low. (72.0% greater than).

EVIDENCE OF INTRADAY TREND (20160527 9:39 am ET)
69.7% of stocks are above today’s open. (28.2% are below).
59.8% of stocks are above today’s open and yesterday’s close.
21.5% are below both.
4.5% of stocks opened above yesterday’s high.
46.1% of stocks opened above yesterday’s close. (47.2% opened below yesterday’s close).
10.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160527 9:39 am ET)
25.3% of stocks are in the top 10% of today’s range.
41.6% are in the top 20%.
71.2% are in the top half. 28.8% of stocks are in the bottom half of today’s range.
8.1% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN (20160527 9:39 am ET)
69.1% of stocks are above yesterday’s close. (30.9% are below.)
0.3% are up 4.5% or more. 0.4% are down 4.5% or more.
0.3% are up 3.5% or more. 0.4% are down 3.5% or more.
82.9% are between +1% and -1%.

RSI on DAILY (20160527 9:39 am ET)
2-day: >=95:13.1%…>=90:23.7%…>=80:38.1%…>=50:75.4%…<=20:4.6%…<=10:2.2%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:72.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:69.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160527 9:39 am ET)
19.3% above previous 1 highs, 11.4% below previous 1 lows
13.9% above previous 2 highs, 5.8% below previous 2 lows
12.5% above previous 3 highs, 3.1% below previous 3 lows
12.3% above previous 4 highs, 2.2% below previous 4 lows
12.3% above previous 5 highs, 1.7% below previous 5 lows
12.1% above previous 6 highs, 1.2% below previous 6 lows
11.1% above previous 7 highs, 1.2% below previous 7 lows
9.5% above previous 8 highs, 1.2% below previous 8 lows
9.0% above previous 9 highs, 1.1% below previous 9 lows
8.6% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160527 9:39 am ET)
69.1% are above or equal to 5/26 close (1 days ago), 30.9% are below.
52.8% are above or equal to 5/25 close (2 days ago), 47.2% are below.
73.5% are above or equal to 5/24 close (3 days ago), 26.5% are below.
86.4% are above or equal to 5/23 close (4 days ago), 13.6% are below.
84.1% are above or equal to 5/20 close (5 days ago), 15.9% are below.
89.1% are above or equal to 5/19 close (6 days ago), 10.9% are below.
84.7% are above or equal to 5/18 close (7 days ago), 15.3% are below.
75.7% are above or equal to 5/17 close (8 days ago), 24.3% are below.
69.1% are above or equal to 5/16 close (9 days ago), 30.9% are below.
76.0% are above or equal to 5/13 close (10 days ago), 24.0% are below.
70.1% are above or equal to 5/12 close (11 days ago), 29.9% are below.
67.9% are above or equal to 5/11 close (12 days ago), 32.1% are below.
59.6% are above or equal to 5/10 close (13 days ago), 40.4% are below.
67.3% are above or equal to 5/9 close (14 days ago), 32.7% are below.
64.6% are above or equal to 5/6 close (15 days ago), 35.4% are below.
66.8% are above or equal to 5/5 close (16 days ago), 33.2% are below.
66.6% are above or equal to 5/4 close (17 days ago), 33.4% are below.
61.1% are above or equal to 5/3 close (18 days ago), 38.9% are below.
51.8% are above or equal to 5/2 close (19 days ago), 48.2% are below.
56.4% are above or equal to 4/29 close (20 days ago), 43.6% are below.
52.5% are above or equal to 4/28 close (21 days ago), 47.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160527 9:39 am ET)
20d: 7.6% new highs, 0.5% new lows
21d: 6.5% new highs, 0.5% new lows
42d: 4.6% new highs, 0.5% new lows
63d: 4.4% new highs, 0.4% new lows
126d: 3.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160527 9:39 am ET)
2-day: 67.1% above, 32.9% below
3-day: 59.6% above, 40.4% below
4-day: 69.7% above, 30.3% below
5-day: 79.6% above, 20.4% below
8-day: 86.3% above, 13.7% below
10-day: 82.4% above, 17.6% below
20-day: 71.2% above, 28.8% below
50-day: 63.7% above, 36.3% below
200-day: 65.4% above, 34.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160527 9:39 am ET)
DISV(52): 0.63% Top=ULTA FDC CAR PRAA ABCO DV HMHC HRB ….. BLOX GPN MAN PCLN JEC AHS KBR YY=Bottom (Diversified Services)
FINA(96): 0.62% Top=NAVI OMF SF VOYA WETF SLM CME FII ….. CATY ASB TD FNB BOFI PYPL ONB BMO=Bottom (Banks/Financials)
INSU(30): 0.51% Top=MTG LNC UNM AIZ MBI PRU CNO RDN ….. AXS ALL WLTW BRO AJG XL FNF PGR=Bottom (Insurance)
LEIS(37): 0.49% Top=RCL CCL DRII BWLD ARMK H FRGI WYNN ….. LQ RRGB DPZ EXPE WEN SIX CMG GPRO=Bottom (Leisure)
RETA(71): 0.46% Top=BIG FIVE BABA CPRT CAB HIBB LL EBAY ….. GPI ASNA SHLD NFLX CHS ANF WFM GME=Bottom (Retail & Specialty Retail)
TRAN(32): 0.41% Top=JBLU UAL HA BRS KEX ODFL ALK DAL ….. KSU NAT AAWW CP EXPD SSW CNI TK=Bottom (Transportation)
REAL(92): 0.35% Top=SC RLGY RPAI SSS AMT ALLY EQC MAC ….. EDR STWD CONE GPT OHI CSAL PEI TREE=Bottom (Real Estate)
ELEC(49): 0.35% Top=AMAT LRCX XLNX SANM IPHI SPWR GRMN TER ….. HIMX QRVO GLW CREE MU MTSI CRUS SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): 0.34% Top=MTH TOL TPH DHI CAA KBH LEN WY ….. VMC FLR PWR EXP MTZ MLM SUM DY=Bottom (Materials & Construction)
CONS(55): 0.31% Top=DECK OI LULU SHOO BC NKE GT WRK ….. FL COH AVY WWW MAT VSTO COTY FOSL=Bottom (Consumer)
HEAL(55): 0.31% Top=CYH THC NUVA XRAY MOH MD ESRX CNC ….. BCR PODD BDX PRAH ABMD DXCM ELGX OPK=Bottom (Health)
COSW(93): 0.03% Top=VEEV HPE WB TWTR JD BIDU YHOO WBMD ….. FEYE IMPV CMCM PFPT CYBR WDAY FTNT VNET=Bottom (Computer Software/Internet)
CHEM(28): -0.22% Top=SHW AXTA ALB RPM PPG GRA APD AGU ….. MOS POT POL WLK KRA CF LXU CC=Bottom (Chemicals/Fertilizers)
COHW(44): -0.24% Top=SYNA WIN TDC TDS COMM NTAP LVLT CTL ….. BCE AAPL GOGO QCOM OLED PSTG GIMO PANW=Bottom (Computer Hardware/Telecom)
MANU(42): -0.49% Top=DDD IR TTC ZBRA CMI GE ETN XYL ….. TKR DOV FLS MRC SEDG JOY MIDD TEX=Bottom (Manufacturing)
META(26): -0.61% Top=X CNX AGI NEM NUE CMC STLD SCCO ….. PAAS SLCA BVN AG TAHO SLW SSRI CDE=Bottom (Metals & Mining)
ENER(93): -0.92% Top=RICE COG MRD ETE FTI RRC MDU MPLX ….. HFC PAA ECA OAS ATW MRO SN PAGP=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 9:39 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

05/26/2016

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

Closing Stats
by daytrend on 20160526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 934.

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 (20160526 Closing)
18.1% of stocks are above yesterday’s high.
52.8% are above yesterday’s midpoint. (47.2% are below.)
19.0% are below yesterday’s low.
63.0% are inside yesterday’s range.
53.3% of stocks with today’s high > yesterday’s high. (46.7% less than).
37.2% of stocks with today’s low < yesterday’s low. (62.8% greater than).

EVIDENCE OF INTRADAY TREND (20160526 Closing)
34.8% of stocks are above today’s open. (63.5% are below).
31.5% of stocks are above today’s open and yesterday’s close.
53.5% are below both.
20.1% of stocks opened above yesterday’s high.
61.7% of stocks opened above yesterday’s close. (30.2% opened below yesterday’s close).
3.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160526 Closing)
4.6% of stocks are in the top 10% of today’s range.
12.1% are in the top 20%.
37.6% are in the top half. 62.4% of stocks are in the bottom half of today’s range.
26.7% are in the bottom 20%.
14.9% are in the bottom 10%.

GAIN (20160526 Closing)
43.4% of stocks are above yesterday’s close. (56.6% are below.)
1.0% are up 4.5% or more. 1.4% are down 4.5% or more.
1.6% are up 3.5% or more. 2.2% are down 3.5% or more.
66.1% are between +1% and -1%.

RSI on DAILY (20160526 Closing)
2-day: >=95:14.2%…>=90:24.1%…>=80:36.5%…>=50:74.1%…<=20:4.9%…<=10:1.3%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:71.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:68.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160526 Closing)
18.1% above previous 1 highs, 19.0% below previous 1 lows
16.4% above previous 2 highs, 5.5% below previous 2 lows
15.7% above previous 3 highs, 4.1% below previous 3 lows
15.6% above previous 4 highs, 3.2% below previous 4 lows
15.1% above previous 5 highs, 2.4% below previous 5 lows
13.7% above previous 6 highs, 2.2% below previous 6 lows
11.7% above previous 7 highs, 2.2% below previous 7 lows
10.4% above previous 8 highs, 1.9% below previous 8 lows
9.7% above previous 9 highs, 1.7% below previous 9 lows
8.9% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160526 Closing)
43.4% are above or equal to 5/25 close (1 days ago), 56.6% are below.
68.6% are above or equal to 5/24 close (2 days ago), 31.4% are below.
86.4% are above or equal to 5/23 close (3 days ago), 13.6% are below.
84.0% are above or equal to 5/20 close (4 days ago), 16.0% are below.
88.8% are above or equal to 5/19 close (5 days ago), 11.2% are below.
83.8% are above or equal to 5/18 close (6 days ago), 16.2% are below.
75.6% are above or equal to 5/17 close (7 days ago), 24.4% are below.
67.1% are above or equal to 5/16 close (8 days ago), 32.9% are below.
76.1% are above or equal to 5/13 close (9 days ago), 23.9% are below.
68.6% are above or equal to 5/12 close (10 days ago), 31.4% are below.
66.6% are above or equal to 5/11 close (11 days ago), 33.4% are below.
58.7% are above or equal to 5/10 close (12 days ago), 41.3% are below.
65.5% are above or equal to 5/9 close (13 days ago), 34.5% are below.
64.1% are above or equal to 5/6 close (14 days ago), 35.9% are below.
66.8% are above or equal to 5/5 close (15 days ago), 33.2% are below.
66.0% are above or equal to 5/4 close (16 days ago), 34.0% are below.
60.8% are above or equal to 5/3 close (17 days ago), 39.2% are below.
50.3% are above or equal to 5/2 close (18 days ago), 49.7% are below.
54.5% are above or equal to 4/29 close (19 days ago), 45.5% are below.
51.0% are above or equal to 4/28 close (20 days ago), 49.0% are below.
43.8% are above or equal to 4/27 close (21 days ago), 56.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160526 Closing)
20d: 15.3% new highs, 1.9% new lows
21d: 14.7% new highs, 1.9% new lows
42d: 11.3% new highs, 1.6% new lows
63d: 11.1% new highs, 1.3% new lows
126d: 7.6% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160526 Closing)
2-day: 42.2% above, 57.8% below
3-day: 58.4% above, 41.6% below
4-day: 78.3% above, 21.7% below
5-day: 81.3% above, 18.7% below
8-day: 83.6% above, 16.4% below
10-day: 80.3% above, 19.7% below
20-day: 68.8% above, 31.2% below
50-day: 62.0% above, 38.0% below
200-day: 65.3% above, 34.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160526 Closing)
COHW(43): 0.49% Top=HPQ LITE WIN OLED BRCD SYNA SSYS PANW ….. CCI INFN JNPR COMM QCOM CTL NTAP PSTG=Bottom (Computer Hardware/Telecom)
REAL(92): 0.24% Top=CBL TREE CLNY IVR BXMT WPG AMH WRE ….. UDR AMT SHO HST SC ARE CBG DRH=Bottom (Real Estate)
ELEC(49): 0.23% Top=IPHI MU SIMO HIMX IDTI CRUS JBL SANM ….. WAT NXPI MLNX MTSI SCTY FSLR SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(71): 0.22% Top=DLTR CPRT BURL STMP BABA COST NFLX BIG ….. TLRD BLDR TIF CHS JCP ASNA SIG ANF=Bottom (Retail & Specialty Retail)
META(26): 0.15% Top=X BVN AGI CNX AEM GG CDE SWC ….. FNV SCCO TCK ABX AA AG TAHO FCX=Bottom (Metals & Mining)
COSW(96): 0.13% Top=VNET IMPV PAYC YHOO WUBA INXN NTES AKAM ….. RAX MDRX WB SQ MTCH WBMD CSC CSRA=Bottom (Computer Software/Internet)
MATE(32): 0.03% Top=DY EXP SRCL CVA PHM RSG WM KBH ….. VMC MLM AWI WCN BIN SUM OC MTZ=Bottom (Materials & Construction)
CONS(55): -0.06% Top=GIII PVH SKX WWW COTY SHOO CHD HBI ….. PAY WHR CCK UA KATE VSTO FOSL OI=Bottom (Consumer)
DISV(53): -0.20% Top=AHS WTW FDC CXW ULTA HRB PAYX GDOT ….. BLOX YY ACM ATHN ZG TMH PRAA MYGN=Bottom (Diversified Services)
MANU(43): -0.23% Top=ATI SEDG DDD RS ROK BWXT PH TTC ….. LECO TKR JOY ROP KMT CFX MRC TEX=Bottom (Manufacturing)
INSU(32): -0.26% Top=FNF FAF AWH L MTG ALL BRO AON ….. AXS HIG AFL LNC AIZ MET PRU MBI=Bottom (Insurance)
LEIS(37): -0.39% Top=JACK DRI PLAY DPZ RRGB EAT SHAK SEAS ….. H DRII DNKN LVS WYNN HLT RCL CCL=Bottom (Leisure)
HEAL(56): -0.46% Top=ELGX CNC RMD BSX HOLX NVRO INCR ABT ….. STE ACHC THC CYH EVHC PODD BKD DXCM=Bottom (Health)
TRAN(31): -0.49% Top=CNI NAT NSC WERN SSW CHRW UPS KEX ….. ALK UAL DAL LUV AAWW JBLU AAL TK=Bottom (Transportation)
FINA(97): -0.72% Top=SLM EV BOFI SYF BANC ACAS TD WDR ….. SCHW KEY FMER PYPL C BKU LPLA OMF=Bottom (Banks/Financials)
ENER(93): -0.94% Top=CPE FANG PSXP MTDR NBR CXO PDCE RICE ….. LPI RDC FET WNR UNT SEMG CWEI ATW=Bottom (Energy)
CHEM(28): -1.11% Top=POL OLN ALB AXTA AGU IFF RPM APD ….. DOW PAH MEOH DD MON CF CC LXU=Bottom (Chemicals/Fertilizers)

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 @ 10:12 am

Market Stats at 11:11 am ET
by daytrend on 20160526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 934.

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 (20160526 11:11 am ET)
11.6% of stocks are above yesterday’s high.
46.8% are above yesterday’s midpoint. (53.2% are below.)
21.3% are below yesterday’s low.
67.1% are inside yesterday’s range.
49.6% of stocks with today’s high > yesterday’s high. (50.4% less than).
33.4% of stocks with today’s low < yesterday’s low. (66.6% greater than).

EVIDENCE OF INTRADAY TREND (20160526 11:11 am ET)
28.5% of stocks are above today’s open. (70.0% are below).
24.6% of stocks are above today’s open and yesterday’s close.
59.7% are below both.
20.2% of stocks opened above yesterday’s high.
61.9% of stocks opened above yesterday’s close. (30.3% opened below yesterday’s close).
3.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160526 11:11 am ET)
2.6% of stocks are in the top 10% of today’s range.
6.7% are in the top 20%.
24.9% are in the top half. 75.1% of stocks are in the bottom half of today’s range.
50.0% are in the bottom 20%.
36.6% are in the bottom 10%.

GAIN (20160526 11:11 am ET)
36.1% of stocks are above yesterday’s close. (63.9% are below.)
1.1% are up 4.5% or more. 1.2% are down 4.5% or more.
1.5% are up 3.5% or more. 2.2% are down 3.5% or more.
68.0% are between +1% and -1%.

RSI on DAILY (20160526 11:11 am ET)
2-day: >=95:10.0%…>=90:18.0%…>=80:29.7%…>=50:71.0%…<=20:4.9%…<=10:1.4%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.5%…>=50:69.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:67.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160526 11:11 am ET)
11.6% above previous 1 highs, 21.3% below previous 1 lows
10.3% above previous 2 highs, 6.5% below previous 2 lows
9.7% above previous 3 highs, 3.9% below previous 3 lows
9.6% above previous 4 highs, 3.3% below previous 4 lows
9.5% above previous 5 highs, 2.7% below previous 5 lows
8.7% above previous 6 highs, 2.6% below previous 6 lows
6.7% above previous 7 highs, 2.6% below previous 7 lows
6.2% above previous 8 highs, 1.9% below previous 8 lows
6.0% above previous 9 highs, 1.7% below previous 9 lows
5.7% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160526 11:11 am ET)
36.1% are above or equal to 5/25 close (1 days ago), 63.9% are below.
64.5% are above or equal to 5/24 close (2 days ago), 35.5% are below.
85.8% are above or equal to 5/23 close (3 days ago), 14.2% are below.
81.5% are above or equal to 5/20 close (4 days ago), 18.5% are below.
87.9% are above or equal to 5/19 close (5 days ago), 12.1% are below.
83.5% are above or equal to 5/18 close (6 days ago), 16.5% are below.
74.2% are above or equal to 5/17 close (7 days ago), 25.8% are below.
65.5% are above or equal to 5/16 close (8 days ago), 34.5% are below.
75.1% are above or equal to 5/13 close (9 days ago), 24.9% are below.
68.3% are above or equal to 5/12 close (10 days ago), 31.7% are below.
66.2% are above or equal to 5/11 close (11 days ago), 33.8% are below.
56.2% are above or equal to 5/10 close (12 days ago), 43.8% are below.
65.2% are above or equal to 5/9 close (13 days ago), 34.8% are below.
62.7% are above or equal to 5/6 close (14 days ago), 37.3% are below.
65.8% are above or equal to 5/5 close (15 days ago), 34.2% are below.
64.7% are above or equal to 5/4 close (16 days ago), 35.3% are below.
60.3% are above or equal to 5/3 close (17 days ago), 39.7% are below.
50.1% are above or equal to 5/2 close (18 days ago), 49.9% are below.
53.3% are above or equal to 4/29 close (19 days ago), 46.7% are below.
50.2% are above or equal to 4/28 close (20 days ago), 49.8% are below.
42.1% are above or equal to 4/27 close (21 days ago), 57.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160526 11:11 am ET)
20d: 13.6% new highs, 1.6% new lows
21d: 13.1% new highs, 1.6% new lows
42d: 10.1% new highs, 1.5% new lows
63d: 9.9% new highs, 1.2% new lows
126d: 7.0% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160526 11:11 am ET)
2-day: 34.8% above, 65.2% below
3-day: 52.2% above, 47.8% below
4-day: 76.0% above, 24.0% below
5-day: 79.0% above, 21.0% below
8-day: 82.7% above, 17.3% below
10-day: 79.2% above, 20.8% below
20-day: 68.0% above, 32.0% below
50-day: 61.1% above, 38.9% below
200-day: 65.1% above, 34.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160526 11:11 am ET)
REAL(92): 0.04% Top=CBL ALLY RLGY AMH LPT SRC IVR CUBE ….. CSAL ARE SHO NRF HST SC DRH CBG=Bottom (Real Estate)
MATE(32): 0.04% Top=DY EXP DAR SRCL KBH PHM WM CAA ….. MLM WCN FLR BIN AWI MTZ OC SUM=Bottom (Materials & Construction)
COHW(43): 0.01% Top=HPQ LITE SYNA WIN TDS OLED SSYS LVLT ….. JNPR QCOM TDC STX WDC CTL NTAP PSTG=Bottom (Computer Hardware/Telecom)
COSW(96): -0.10% Top=VNET PAYC YHOO INTU WUBA CTXS INXN FB ….. YELP VIPS SQ WB MTCH RAX MDRX WBMD=Bottom (Computer Software/Internet)
ELEC(49): -0.11% Top=IPHI SIMO FIT CRUS MU NVDA MRVL AMAT ….. CREE ON MLNX CY FSLR SCTY SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(71): -0.13% Top=DLTR CPRT BURL STMP COST BABA NFLX SFM ….. TIF JCP TLRD ASNA CHS GES SIG ANF=Bottom (Retail & Specialty Retail)
CONS(55): -0.22% Top=PVH GIII SKX SHOO COTY CHD GIL PBI ….. CCK SEE BERY PAY TPX UA OI FOSL=Bottom (Consumer)
MANU(43): -0.23% Top=ATI DDD BWXT ROK GNRC SEDG CMI DCI ….. AOS CFX MIDD MRC KMT TKR TEX JOY=Bottom (Manufacturing)
INSU(32): -0.32% Top=FNF BRO L AWH ALL FAF RDN AON ….. AFL HIG AXS AIZ LNC PRU MET MBI=Bottom (Insurance)
DISV(53): -0.34% Top=NSP FDC ULTA CXW AHS BLOX CTAS RBA ….. KBR IILG RRD PRAA TMH CAR MYGN ZG=Bottom (Diversified Services)
HEAL(56): -0.53% Top=ELGX RMD CNC VWR INCR HOLX BSX ABT ….. ACHC MOH PODD EVHC GMED DXCM THC CYH=Bottom (Health)
META(26): -0.53% Top=X GG STLD CCJ TCK BVN ABX NUE ….. AG SSRI FNV RGLD AA SLCA TAHO FCX=Bottom (Metals & Mining)
LEIS(37): -0.62% Top=JACK DRI PLAY EAT TXRH SEAS QSR DPZ ….. MGM GPRO HLT WYNN DRII LVS RCL CCL=Bottom (Leisure)
TRAN(31): -0.84% Top=NAT CNI KEX CP CHRW UPS EXPD JBHT ….. ALK HA UAL LUV JBLU AAL DAL TK=Bottom (Transportation)
FINA(97): -0.95% Top=SLM TD BANC EV EFX JNS WFC BMO ….. RF STI HBAN SCHW KEY CFR FMER LPLA=Bottom (Banks/Financials)
ENER(93): -1.08% Top=CPE NBR PSXP FANG PDCE PE ECA RICE ….. RDC SM ETE LPI SEMG CWEI UNT ATW=Bottom (Energy)
CHEM(28): -1.14% Top=AGU AXTA IFF POL RPM APD PPG ALB ….. FMC DOW DD HUN MOS CC PAH LXU=Bottom (Chemicals/Fertilizers)

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 11:11 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:57 am

Market Stats at 9:57 am ET
by daytrend on 20160526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 934.

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 (20160526 9:57 am ET)
16.3% of stocks are above yesterday’s high.
53.4% are above yesterday’s midpoint. (46.6% are below.)
12.7% are below yesterday’s low.
71.0% are inside yesterday’s range.
43.4% of stocks with today’s high > yesterday’s high. (56.6% less than).
25.1% of stocks with today’s low < yesterday’s low. (74.9% greater than).

EVIDENCE OF INTRADAY TREND (20160526 9:57 am ET)
33.6% of stocks are above today’s open. (65.4% are below).
30.2% of stocks are above today’s open and yesterday’s close.
48.5% are below both.
20.2% of stocks opened above yesterday’s high.
61.9% of stocks opened above yesterday’s close. (30.3% opened below yesterday’s close).
3.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160526 9:57 am ET)
5.4% of stocks are in the top 10% of today’s range.
11.8% are in the top 20%.
33.0% are in the top half. 67.0% of stocks are in the bottom half of today’s range.
41.4% are in the bottom 20%.
27.7% are in the bottom 10%.

GAIN (20160526 9:57 am ET)
48.5% of stocks are above yesterday’s close. (51.5% are below.)
1.0% are up 4.5% or more. 0.6% are down 4.5% or more.
1.3% are up 3.5% or more. 1.0% are down 3.5% or more.
77.4% are between +1% and -1%.

RSI on DAILY (20160526 9:57 am ET)
2-day: >=95:13.9%…>=90:24.9%…>=80:39.4%…>=50:81.8%…<=20:3.6%…<=10:1.3%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:71.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:68.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160526 9:57 am ET)
16.3% above previous 1 highs, 12.7% below previous 1 lows
13.8% above previous 2 highs, 3.3% below previous 2 lows
12.7% above previous 3 highs, 2.5% below previous 3 lows
12.5% above previous 4 highs, 1.9% below previous 4 lows
12.3% above previous 5 highs, 1.8% below previous 5 lows
11.5% above previous 6 highs, 1.8% below previous 6 lows
9.3% above previous 7 highs, 1.7% below previous 7 lows
8.5% above previous 8 highs, 1.3% below previous 8 lows
8.2% above previous 9 highs, 1.3% below previous 9 lows
7.4% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160526 9:57 am ET)
48.5% are above or equal to 5/25 close (1 days ago), 51.5% are below.
70.2% are above or equal to 5/24 close (2 days ago), 29.8% are below.
88.8% are above or equal to 5/23 close (3 days ago), 11.2% are below.
85.8% are above or equal to 5/20 close (4 days ago), 14.2% are below.
89.9% are above or equal to 5/19 close (5 days ago), 10.1% are below.
85.7% are above or equal to 5/18 close (6 days ago), 14.3% are below.
77.8% are above or equal to 5/17 close (7 days ago), 22.2% are below.
68.7% are above or equal to 5/16 close (8 days ago), 31.3% are below.
76.9% are above or equal to 5/13 close (9 days ago), 23.1% are below.
70.0% are above or equal to 5/12 close (10 days ago), 30.0% are below.
68.3% are above or equal to 5/11 close (11 days ago), 31.7% are below.
60.1% are above or equal to 5/10 close (12 days ago), 39.9% are below.
67.1% are above or equal to 5/9 close (13 days ago), 32.9% are below.
65.2% are above or equal to 5/6 close (14 days ago), 34.8% are below.
67.7% are above or equal to 5/5 close (15 days ago), 32.3% are below.
67.1% are above or equal to 5/4 close (16 days ago), 32.9% are below.
63.1% are above or equal to 5/3 close (17 days ago), 36.9% are below.
51.6% are above or equal to 5/2 close (18 days ago), 48.4% are below.
55.6% are above or equal to 4/29 close (19 days ago), 44.4% are below.
52.2% are above or equal to 4/28 close (20 days ago), 47.8% are below.
43.9% are above or equal to 4/27 close (21 days ago), 56.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160526 9:57 am ET)
20d: 10.9% new highs, 1.2% new lows
21d: 10.5% new highs, 1.2% new lows
42d: 7.7% new highs, 1.1% new lows
63d: 7.5% new highs, 0.6% new lows
126d: 5.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160526 9:57 am ET)
2-day: 45.9% above, 54.1% below
3-day: 61.8% above, 38.2% below
4-day: 85.5% above, 14.5% below
5-day: 86.7% above, 13.3% below
8-day: 86.3% above, 13.7% below
10-day: 81.8% above, 18.2% below
20-day: 71.3% above, 28.7% below
50-day: 62.5% above, 37.5% below
200-day: 65.7% above, 34.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160526 9:57 am ET)
META(26): 1.22% Top=X TCK GG AG AEM SSRI BVN ABX ….. SCCO CMC FNV AA RGLD AGI SLCA FCX=Bottom (Metals & Mining)
RETA(71): 0.62% Top=DLTR SHLD CPRT BURL STMP COST FIVE BABA ….. JWN RH TIF ASNA CHS SIG GES ANF=Bottom (Retail & Specialty Retail)
MANU(43): 0.21% Top=DDD MRC DCI CFX TTC ITT ROK RS ….. SWK NDSN DE TEX ZBRA ROP AGCO JOY=Bottom (Manufacturing)
CONS(55): 0.20% Top=PVH GIII SKX COTY GIL WWW SHOO CHD ….. SEE WHR UA PAY BERY WRK GPK FOSL=Bottom (Consumer)
MATE(32): 0.07% Top=DAR EXP DY SRCL HW WM CAA RSG ….. MTH WY VMC LEN MTZ SUM OC MLM=Bottom (Materials & Construction)
REAL(92): -0.00% Top=ALLY CBL RLGY CPT SSS OHI CUBE IVR ….. HIW CSAL UDR TREE DRH CBG HST SC=Bottom (Real Estate)
COSW(96): -0.06% Top=PAYC YHOO VNET CTXS CYBR INTU GRUB SSNC ….. MKTO MSFT QLYS MTCH RAX CSRA HPE WBMD=Bottom (Computer Software/Internet)
DISV(53): -0.10% Top=FDC URI NSP ULTA RBA BLOX CTAS GDOT ….. YY IILG MYGN CAR TMH PRAA RRD KBR=Bottom (Diversified Services)
ENER(93): -0.11% Top=CPE SN ECA NBR CRZO HES RSPP RICE ….. WNR ETP TSO MPC UNT RDC ETE ATW=Bottom (Energy)
LEIS(37): -0.11% Top=JACK SHAK DRI EAT RRGB WEN PLAY DPZ ….. H HLT WYNN EXPE LVS DRII CCL RCL=Bottom (Leisure)
HEAL(56): -0.16% Top=ELGX CNC NVRO RMD PKI OPK ABMD XRAY ….. GMED ALGN UHS CPHD ACHC EVHC THC CYH=Bottom (Health)
ELEC(49): -0.18% Top=FIT SANM IPHI MU CRUS SIMO MRVL GRMN ….. JBL CY CREE SCTY FSLR MLNX SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(32): -0.27% Top=MTG RDN FNF BRO AON L FAF PGR ….. AFL MET AIZ XL MBI PRU AXS LNC=Bottom (Insurance)
CHEM(28): -0.27% Top=MEOH AGU HUN AXTA OLN EMN KRA CC ….. ALB MON LXU MOS GRA CF FMC PAH=Bottom (Chemicals/Fertilizers)
TRAN(31): -0.36% Top=TK NAT KEX CNI CP TRN EXPD CHRW ….. HA ALK SWFT AAWW UAL AAL JBLU DAL=Bottom (Transportation)
COHW(43): -0.47% Top=HPQ LITE SYNA SSYS WIN TDS HRS BCE ….. AAPL OLED CDW STX WDC CTL NTAP PSTG=Bottom (Computer Hardware/Telecom)
FINA(97): -0.73% Top=TD SLM EV EFX WU GWB WFC ARCC ….. OZRK RF STI CFR CFG LPLA SIVB FMER=Bottom (Banks/Financials)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:57 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 9:43 am ET
by daytrend on 20160526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 934.

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 (20160526 9:43 am ET)
21.8% of stocks are above yesterday’s high.
61.7% are above yesterday’s midpoint. (38.3% are below.)
9.5% are below yesterday’s low.
68.6% are inside yesterday’s range.
41.1% of stocks with today’s high > yesterday’s high. (58.9% less than).
19.4% of stocks with today’s low < yesterday’s low. (80.6% greater than).

EVIDENCE OF INTRADAY TREND (20160526 9:43 am ET)
41.9% of stocks are above today’s open. (55.8% are below).
36.5% of stocks are above today’s open and yesterday’s close.
39.3% are below both.
20.2% of stocks opened above yesterday’s high.
61.9% of stocks opened above yesterday’s close. (30.3% opened below yesterday’s close).
3.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160526 9:43 am ET)
8.1% of stocks are in the top 10% of today’s range.
16.9% are in the top 20%.
41.3% are in the top half. 58.7% of stocks are in the bottom half of today’s range.
23.1% are in the bottom 20%.
10.2% are in the bottom 10%.

GAIN (20160526 9:43 am ET)
55.9% of stocks are above yesterday’s close. (44.1% are below.)
1.1% are up 4.5% or more. 0.6% are down 4.5% or more.
1.7% are up 3.5% or more. 0.9% are down 3.5% or more.
79.9% are between +1% and -1%.

RSI on DAILY (20160526 9:43 am ET)
2-day: >=95:19.1%…>=90:31.6%…>=80:46.1%…>=50:83.3%…<=20:1.8%…<=10:0.6%…<=5:0.2%…
9-day: >=95:0.1%…>=90:0.1%…>=80:2.4%…>=50:73.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:71.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160526 9:43 am ET)
21.8% above previous 1 highs, 9.5% below previous 1 lows
20.2% above previous 2 highs, 2.5% below previous 2 lows
19.1% above previous 3 highs, 1.6% below previous 3 lows
18.7% above previous 4 highs, 1.2% below previous 4 lows
18.5% above previous 5 highs, 1.0% below previous 5 lows
17.7% above previous 6 highs, 1.0% below previous 6 lows
15.2% above previous 7 highs, 1.0% below previous 7 lows
14.6% above previous 8 highs, 0.7% below previous 8 lows
14.1% above previous 9 highs, 0.7% below previous 9 lows
12.8% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160526 9:43 am ET)
55.9% are above or equal to 5/25 close (1 days ago), 44.1% are below.
71.4% are above or equal to 5/24 close (2 days ago), 28.6% are below.
89.4% are above or equal to 5/23 close (3 days ago), 10.6% are below.
86.7% are above or equal to 5/20 close (4 days ago), 13.3% are below.
90.7% are above or equal to 5/19 close (5 days ago), 9.3% are below.
86.0% are above or equal to 5/18 close (6 days ago), 14.0% are below.
79.0% are above or equal to 5/17 close (7 days ago), 21.0% are below.
71.4% are above or equal to 5/16 close (8 days ago), 28.6% are below.
77.9% are above or equal to 5/13 close (9 days ago), 22.1% are below.
72.1% are above or equal to 5/12 close (10 days ago), 27.9% are below.
70.0% are above or equal to 5/11 close (11 days ago), 30.0% are below.
61.7% are above or equal to 5/10 close (12 days ago), 38.3% are below.
68.1% are above or equal to 5/9 close (13 days ago), 31.9% are below.
66.3% are above or equal to 5/6 close (14 days ago), 33.7% are below.
69.3% are above or equal to 5/5 close (15 days ago), 30.7% are below.
68.5% are above or equal to 5/4 close (16 days ago), 31.5% are below.
63.9% are above or equal to 5/3 close (17 days ago), 36.1% are below.
53.0% are above or equal to 5/2 close (18 days ago), 47.0% are below.
57.3% are above or equal to 4/29 close (19 days ago), 42.7% are below.
52.5% are above or equal to 4/28 close (20 days ago), 47.5% are below.
45.5% are above or equal to 4/27 close (21 days ago), 54.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160526 9:43 am ET)
20d: 10.2% new highs, 1.1% new lows
21d: 9.7% new highs, 1.1% new lows
42d: 7.2% new highs, 1.0% new lows
63d: 7.0% new highs, 0.5% new lows
126d: 4.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160526 9:43 am ET)
2-day: 53.0% above, 47.0% below
3-day: 69.3% above, 30.7% below
4-day: 85.8% above, 14.2% below
5-day: 87.7% above, 12.3% below
8-day: 86.4% above, 13.6% below
10-day: 82.7% above, 17.3% below
20-day: 72.6% above, 27.4% below
50-day: 64.1% above, 35.9% below
200-day: 66.3% above, 33.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160526 9:43 am ET)
META(26): 1.62% Top=X TCK STLD BVN CMC CDE AG GG ….. NEM SLW SLCA SSRI TAHO RGLD FNV AGI=Bottom (Metals & Mining)
ENER(93): 1.04% Top=CWEI NBR SN ECA CPE OAS CLR CRZO ….. MPC SEMG IOC UNT ETP TSO ATW ETE=Bottom (Energy)
RETA(71): 0.66% Top=SHLD DLTR BURL CPRT STMP COST FIVE BIG ….. CAB TIF JWN ASNA SIG GES CHS ANF=Bottom (Retail & Specialty Retail)
MANU(43): 0.64% Top=DDD MRC RS KMT ATI ITT PH DCI ….. DE SNA MIDD SWK NDSN MHK ROP ZBRA=Bottom (Manufacturing)
CHEM(28): 0.38% Top=MEOH HUN OLN KRA POT AGU EMN WLK ….. APD ALB PX CF FMC GRA MON LXU=Bottom (Chemicals/Fertilizers)
TRAN(31): 0.21% Top=TK TRN KEX NAT CNI CP KSU CHRW ….. FDX WERN AAL LUV UAL ALK DAL JBLU=Bottom (Transportation)
CONS(55): 0.19% Top=PVH GIII SKX UFS DECK WWW MAT COTY ….. NWL SEE PAY GPK WHR UA BERY FOSL=Bottom (Consumer)
MATE(32): 0.19% Top=DAR DY HW EXP SRCL PWR FAST WCN ….. AWI MLM DHI VMC MTH TPH LEN OC=Bottom (Materials & Construction)
ELEC(49): 0.15% Top=MU ON FIT IPHI CAVM MRVL HIMX IDTI ….. WAT FLEX SCTY FSLR MLNX SPWR JBL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(96): 0.09% Top=PAYC CYBR YHOO VNET CTXS CMCM SSNC VIPS ….. EA MDRX MSFT QLYS SHOP HPE CSRA WBMD=Bottom (Computer Software/Internet)
LEIS(37): 0.08% Top=JACK DRI RRGB SHAK EAT WEN TXRH BLMN ….. FRGI EXPE LVS HLT H DRII RCL CCL=Bottom (Leisure)
DISV(53): -0.02% Top=URI FDC RBA WTW TRU R PCLN ULTA ….. ZG RRD TMH MYGN KBR DV YY CAR=Bottom (Diversified Services)
REAL(92): -0.07% Top=ALLY CBL RLGY IVR TREE CUBE SSS OHI ….. ARE PEB LHO BRX CBG DRH SC UDR=Bottom (Real Estate)
HEAL(56): -0.20% Top=ELGX CNC BKD PKI ABMD RMD OPK BSX ….. ANTM NVRO UHS ACHC ALGN EVHC THC CYH=Bottom (Health)
INSU(32): -0.27% Top=AON RDN L AGO ALL BRO UNM PGR ….. MET LNC AIG PRU WLTW XL AIZ AXS=Bottom (Insurance)
FINA(97): -0.46% Top=TD SLM EV NAVI HAWK BANC EFX JNS ….. KEY CFR EWBC IBKR OMF CFG STI FMER=Bottom (Banks/Financials)
COHW(43): -0.51% Top=SSYS HPQ SYNA WIN LITE VIAV HRS BCE ….. TMUS ANET VSAT STX WDC CTL NTAP PSTG=Bottom (Computer Hardware/Telecom)

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

05/25/2016

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20160525. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 936.

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 (20160525 Closing)
51.7% of stocks are above yesterday’s high.
84.8% are above yesterday’s midpoint. (15.2% are below.)
4.4% are below yesterday’s low.
43.9% are inside yesterday’s range.
82.6% of stocks with today’s high > yesterday’s high. (17.4% less than).
14.2% of stocks with today’s low < yesterday’s low. (85.8% greater than).

EVIDENCE OF INTRADAY TREND (20160525 Closing)
63.6% of stocks are above today’s open. (35.8% are below).
62.7% of stocks are above today’s open and yesterday’s close.
24.7% are below both.
32.4% of stocks opened above yesterday’s high.
82.5% of stocks opened above yesterday’s close. (15.0% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160525 Closing)
11.6% of stocks are in the top 10% of today’s range.
28.2% are in the top 20%.
63.2% are in the top half. 36.8% of stocks are in the bottom half of today’s range.
14.7% are in the bottom 20%.
6.5% are in the bottom 10%.

GAIN (20160525 Closing)
74.5% of stocks are above yesterday’s close. (25.5% are below.)
4.3% are up 4.5% or more. 0.6% are down 4.5% or more.
8.7% are up 3.5% or more. 1.1% are down 3.5% or more.
51.0% are between +1% and -1%.

RSI on DAILY (20160525 Closing)
2-day: >=95:23.1%…>=90:42.9%…>=80:63.6%…>=50:88.1%…<=20:2.4%…<=10:0.7%…<=5:0.3%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.7%…>=50:73.8%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:68.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160525 Closing)
51.7% above previous 1 highs, 4.4% below previous 1 lows
48.2% above previous 2 highs, 2.4% below previous 2 lows
47.0% above previous 3 highs, 1.9% below previous 3 lows
45.8% above previous 4 highs, 1.0% below previous 4 lows
40.4% above previous 5 highs, 0.7% below previous 5 lows
33.9% above previous 6 highs, 0.7% below previous 6 lows
32.5% above previous 7 highs, 0.7% below previous 7 lows
31.2% above previous 8 highs, 0.7% below previous 8 lows
28.3% above previous 9 highs, 0.7% below previous 9 lows
26.4% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160525 Closing)
74.5% are above or equal to 5/24 close (1 days ago), 25.5% are below.
90.4% are above or equal to 5/23 close (2 days ago), 9.6% are below.
87.3% are above or equal to 5/20 close (3 days ago), 12.7% are below.
91.0% are above or equal to 5/19 close (4 days ago), 9.0% are below.
86.8% are above or equal to 5/18 close (5 days ago), 13.2% are below.
78.1% are above or equal to 5/17 close (6 days ago), 21.9% are below.
70.3% are above or equal to 5/16 close (7 days ago), 29.7% are below.
77.4% are above or equal to 5/13 close (8 days ago), 22.6% are below.
70.5% are above or equal to 5/12 close (9 days ago), 29.5% are below.
67.9% are above or equal to 5/11 close (10 days ago), 32.1% are below.
60.0% are above or equal to 5/10 close (11 days ago), 40.0% are below.
66.7% are above or equal to 5/9 close (12 days ago), 33.3% are below.
65.6% are above or equal to 5/6 close (13 days ago), 34.4% are below.
68.1% are above or equal to 5/5 close (14 days ago), 31.9% are below.
67.1% are above or equal to 5/4 close (15 days ago), 32.9% are below.
62.0% are above or equal to 5/3 close (16 days ago), 38.0% are below.
51.6% are above or equal to 5/2 close (17 days ago), 48.4% are below.
55.3% are above or equal to 4/29 close (18 days ago), 44.7% are below.
52.4% are above or equal to 4/28 close (19 days ago), 47.6% are below.
44.1% are above or equal to 4/27 close (20 days ago), 55.9% are below.
48.1% are above or equal to 4/26 close (21 days ago), 51.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160525 Closing)
20d: 23.6% new highs, 2.2% new lows
21d: 22.4% new highs, 2.1% new lows
42d: 17.9% new highs, 1.1% new lows
63d: 17.5% new highs, 0.7% new lows
126d: 10.0% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160525 Closing)
2-day: 73.7% above, 26.3% below
3-day: 89.3% above, 10.7% below
4-day: 88.5% above, 11.5% below
5-day: 90.2% above, 9.8% below
8-day: 83.9% above, 16.1% below
10-day: 81.5% above, 18.5% below
20-day: 70.0% above, 30.0% below
50-day: 62.9% above, 37.1% below
200-day: 66.2% above, 33.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160525 Closing)
META(27): 3.12% Top=CNX X SLCA FCX TCK AG CDE SSRI ….. CENX CMC NEM AA STLD AEM SCCO CCJ=Bottom (Metals & Mining)
ENER(93): 2.58% Top=CWEI UNT LPI RIG SM OAS NBR ATW ….. PSXP PAA VLO HFC PBF WNR WMB ETE=Bottom (Energy)
CHEM(28): 2.06% Top=CF MEOH HUN PAH CC POT ALB OLN ….. IFF PPG DD APD DOW KRA SHW AXTA=Bottom (Chemicals/Fertilizers)
FINA(97): 1.55% Top=LPLA WETF SIVB OZRK WDR TCBI NAVI WAL ….. SEIC NDAQ CME EFX ICE ARCC PYPL EV=Bottom (Banks/Financials)
RETA(69): 1.37% Top=TLRD DSW BBY LL GME BBBY ASNA AN ….. EBAY HD CPRT BLDR AEO PLCE KR BABA=Bottom (Retail & Specialty Retail)
MANU(43): 1.35% Top=JOY MRC FLS CMI KMT ATI RBC TKR ….. ITW ROP MHK BWXT SWK DHR GNRC SNA=Bottom (Manufacturing)
TRAN(31): 1.17% Top=TK TRN XPO WERN KSU NAT UNP KEX ….. AAL ALK FDX JBLU DAL EXPD LUV HA=Bottom (Transportation)
COHW(44): 0.86% Top=WDC TDC LITE KN BBRY STX OLED HPQ ….. VIAV ANET ARRS MSI GIMO BRCD LVLT VSAT=Bottom (Computer Hardware/Telecom)
LEIS(37): 0.78% Top=JACK GPRO WYNN DRII SHAK LQ FRGI H ….. SBUX MCD BWLD DPZ SEAS SIX CCL RCL=Bottom (Leisure)
MATE(32): 0.77% Top=DY FLR PWR MTZ AWI CAA MLM WY ….. CSTE SRCL WM RSG KBH TOL BIN WCN=Bottom (Materials & Construction)
COSW(96): 0.74% Top=CSC HPE SINA SHOP WB CYBR WUBA TWTR ….. INTU TSS ROVI CTXS JD PAYC YHOO VNET=Bottom (Computer Software/Internet)
HEAL(56): 0.65% Top=CYH ZLTQ THC MOH ELGX CNC BKD WCG ….. BSX ABMD RMD STE PODD VAR NVRO EW=Bottom (Health)
DISV(53): 0.49% Top=IILG CAR KBR URI GDOT RRD BAH WTW ….. V FDC MRKT WOOF GPN YY XRS DV=Bottom (Diversified Services)
CONS(55): 0.34% Top=FOSL PKG WRK IP VSTO OI FL HAR ….. CHD LEG NKE GT ENR COTY GIII PAY=Bottom (Consumer)
ELEC(49): 0.31% Top=SPWR CSIQ TRMB LRCX CY CREE AVGO SCTY ….. QRVO XLNX BRKR SANM HIMX FLEX VSH SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(94): 0.27% Top=NRF SC DRH RLJ CBG PEB ALLY LHO ….. DOC SRC RPAI KRC SSS DRE TREE CBL=Bottom (Real Estate)
INSU(32): 0.26% Top=MBI MTG LNC PRU MET AGO UNM CNO ….. ALL CINF XL PGR AWH FAF FNF AIZ=Bottom (Insurance)

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

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