daytrend

09/21/2016

Filed under: Market Stats — daytrend @ 10:25 am

Market Stats at 11:25 am ET
by daytrend on 20160921. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 925.

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 (20160921 11:25 am ET)
22.7% of stocks are above yesterday’s high.
53.1% are above yesterday’s midpoint. (46.9% are below.)
14.4% are below yesterday’s low.
62.9% are inside yesterday’s range.
45.8% of stocks with today’s high > yesterday’s high. (54.2% less than).
24.8% of stocks with today’s low < yesterday’s low. (75.2% greater than).

EVIDENCE OF INTRADAY TREND (20160921 11:25 am ET)
51.2% of stocks are above today’s open. (46.4% are below).
50.2% of stocks are above today’s open and yesterday’s close.
25.0% are below both.
12.2% of stocks opened above yesterday’s high.
86.9% of stocks opened above yesterday’s close. (10.4% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160921 11:25 am ET)
5.5% of stocks are in the top 10% of today’s range.
12.5% are in the top 20%.
39.8% are in the top half. 60.2% of stocks are in the bottom half of today’s range.
29.2% are in the bottom 20%.
15.2% are in the bottom 10%.

GAIN (20160921 11:25 am ET)
74.2% of stocks are above yesterday’s close. (25.8% are below.)
1.6% are up 4.5% or more. 0.4% are down 4.5% or more.
3.4% are up 3.5% or more. 0.4% are down 3.5% or more.
66.8% are between +1% and -1%.

RSI on DAILY (20160921 11:25 am ET)
2-day: >=95:4.8%…>=90:12.9%…>=80:29.9%…>=50:67.8%…<=20:12.1%…<=10:5.9%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:41.3%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:41.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160921 11:25 am ET)
22.7% above previous 1 highs, 14.4% below previous 1 lows
14.1% above previous 2 highs, 9.0% below previous 2 lows
13.2% above previous 3 highs, 5.8% below previous 3 lows
11.8% above previous 4 highs, 4.8% below previous 4 lows
10.9% above previous 5 highs, 4.3% below previous 5 lows
9.1% above previous 6 highs, 3.9% below previous 6 lows
6.9% above previous 7 highs, 3.2% below previous 7 lows
5.0% above previous 8 highs, 3.2% below previous 8 lows
3.1% above previous 9 highs, 3.2% below previous 9 lows
3.0% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160921 11:25 am ET)
74.2% are above or equal to 9/20 close (1 days ago), 25.8% are below.
58.8% are above or equal to 9/19 close (2 days ago), 41.2% are below.
66.7% are above or equal to 9/16 close (3 days ago), 33.3% are below.
54.8% are above or equal to 9/15 close (4 days ago), 45.2% are below.
72.0% are above or equal to 9/14 close (5 days ago), 28.0% are below.
66.2% are above or equal to 9/13 close (6 days ago), 33.8% are below.
36.4% are above or equal to 9/12 close (7 days ago), 63.6% are below.
53.4% are above or equal to 9/9 close (8 days ago), 46.6% are below.
24.2% are above or equal to 9/8 close (9 days ago), 75.8% are below.
22.3% are above or equal to 9/7 close (10 days ago), 77.7% are below.
25.6% are above or equal to 9/6 close (11 days ago), 74.4% are below.
25.8% are above or equal to 9/2 close (12 days ago), 74.2% are below.
31.7% are above or equal to 9/1 close (13 days ago), 68.3% are below.
32.9% are above or equal to 8/31 close (14 days ago), 67.1% are below.
29.9% are above or equal to 8/30 close (15 days ago), 70.1% are below.
31.7% are above or equal to 8/29 close (16 days ago), 68.3% are below.
36.6% are above or equal to 8/26 close (17 days ago), 63.4% are below.
36.9% are above or equal to 8/25 close (18 days ago), 63.1% are below.
38.4% are above or equal to 8/24 close (19 days ago), 61.6% are below.
32.9% are above or equal to 8/23 close (20 days ago), 67.1% are below.
35.9% are above or equal to 8/22 close (21 days ago), 64.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160921 11:25 am ET)
20d: 4.6% new highs, 5.4% new lows
21d: 4.4% new highs, 5.3% new lows
42d: 3.2% new highs, 3.6% new lows
63d: 3.1% new highs, 1.7% new lows
126d: 2.9% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160921 11:25 am ET)
2-day: 72.5% above, 27.5% below
3-day: 64.2% above, 35.8% below
4-day: 66.4% above, 33.6% below
5-day: 63.5% above, 36.5% below
8-day: 60.4% above, 39.6% below
10-day: 51.4% above, 48.6% below
20-day: 35.4% above, 64.6% below
50-day: 43.1% above, 56.9% below
200-day: 71.5% above, 28.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160921 11:25 am ET)
META(28): 2.80% Top=X AG RGLD CNX AGI NEM GG FCX ….. CCJ SLCA FSM FNV STLD SCCO AA TCK=Bottom (Metals & Mining)
ENER(92): 2.06% Top=CRC SM ATW OAS LPI RRC CRZO SN ….. HFC PSX XOM WLL MDU PBF CVI DK=Bottom (Energy)
CHEM(28): 1.19% Top=HUN CC MEOH KRA MOS OLN FMC PAH ….. PPG RPM PX APD DD GRA DOW SHW=Bottom (Chemicals/Fertilizers)
COHW(42): 0.91% Top=JNPR PSTG NTAP FNSR TMUS INFN ANET GIMO ….. SSYS CSCO BCE ZAYO CCI AAPL PANW COMM=Bottom (Computer Hardware/Telecom)
MANU(39): 0.85% Top=ATI MRC GNRC RS KMT ZBRA CFX TEX ….. TTC SEDG DE SWK GE ENS ITW MHK=Bottom (Manufacturing)
INSU(31): 0.71% Top=LNC XL HIG CNO AGO RDN UNM AIZ ….. FAF AJG WRB ORI BRO TRV PGR AFSI=Bottom (Insurance)
COSW(96): 0.67% Top=ADBE BIDU HQY SHOP NUAN CSC WB YHOO ….. GRUB CERN EA EVH CALD JD EQIX TIVO=Bottom (Computer Software/Internet)
TRAN(29): 0.60% Top=FDX NAT TRN CNI CP XPO UNP KEX ….. KNX WERN JBHT HA JBLU UAL LUV AAL=Bottom (Transportation)
ELEC(54): 0.59% Top=MU OCLR JBL FLEX IPHI FIT CSIQ PI ….. HIMX AMAT BRKR CY MTSI SIMO SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(93): 0.51% Top=SIVB VOYA IBKR STT RF CIT LM CFG ….. NSAM BOFI CME OMF NAVI WFC WETF YRD=Bottom (Banks/Financials)
DISV(52): 0.44% Top=MAN BCO GEO VNTV YY R IILG RHI ….. URI SCOR SCI SERV FDC XRS CXW MYGN=Bottom (Diversified Services)
MATE(30): 0.36% Top=PWR DAR WCN MTZ SRCL EXP KBH FLR ….. WY CAA PHM TPH DHI OC TOL LEN=Bottom (Materials & Construction)
HEAL(56): 0.36% Top=ADPT ANTM EVHC CNC MOH IRWD PODD AMSG ….. A RMD BCR OPK ACHC THC HWAY CYH=Bottom (Health)
RETA(65): 0.34% Top=ETSY BABA CPRT DDS M JWN STMP EBAY ….. GPS ANF SPLS CASY KR AN KMX NFLX=Bottom (Retail & Specialty Retail)
CONS(56): 0.25% Top=KS BC NLS FOSL HAR WRK PAY WHR ….. GT RL COTY HBI SEE LULU CRI SKX=Bottom (Consumer)
LEIS(35): -0.05% Top=GPRO CAKE DRI SONC ARMK YUM SBUX PLAY ….. BYD TXRH EAT CMG PNRA CCL HLT RCL=Bottom (Leisure)
REAL(99): -0.41% Top=CLNY PGRE DRH OHI EQC RLGY LGIH SHO ….. VER AMH CSAL CONE CLI CBL COR CPT=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:25 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/20/2016

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

Closing Stats
by daytrend on 20160920. 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 (20160920 Closing)
10.8% of stocks are above yesterday’s high.
29.4% are above yesterday’s midpoint. (70.6% are below.)
36.0% are below yesterday’s low.
53.2% are inside yesterday’s range.
38.3% of stocks with today’s high > yesterday’s high. (61.7% less than).
51.8% of stocks with today’s low < yesterday’s low. (48.2% greater than).

EVIDENCE OF INTRADAY TREND (20160920 Closing)
17.4% of stocks are above today’s open. (81.9% are below).
16.1% of stocks are above today’s open and yesterday’s close.
63.9% are below both.
18.1% of stocks opened above yesterday’s high.
83.2% of stocks opened above yesterday’s close. (14.5% opened below yesterday’s close).
4.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160920 Closing)
1.7% of stocks are in the top 10% of today’s range.
4.6% are in the top 20%.
17.1% are in the top half. 82.9% of stocks are in the bottom half of today’s range.
51.7% are in the bottom 20%.
36.1% are in the bottom 10%.

GAIN (20160920 Closing)
34.7% of stocks are above yesterday’s close. (65.3% are below.)
0.3% are up 4.5% or more. 1.3% are down 4.5% or more.
0.6% are up 3.5% or more. 2.9% are down 3.5% or more.
66.6% are between +1% and -1%.

RSI on DAILY (20160920 Closing)
2-day: >=95:2.2%…>=90:5.6%…>=80:14.9%…>=50:41.9%…<=20:21.5%…<=10:10.7%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:30.3%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:33.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160920 Closing)
10.8% above previous 1 highs, 36.0% below previous 1 lows
10.0% above previous 2 highs, 18.8% below previous 2 lows
8.9% above previous 3 highs, 13.0% below previous 3 lows
8.2% above previous 4 highs, 10.8% below previous 4 lows
6.5% above previous 5 highs, 9.6% below previous 5 lows
5.1% above previous 6 highs, 8.5% below previous 6 lows
3.2% above previous 7 highs, 8.4% below previous 7 lows
1.8% above previous 8 highs, 8.4% below previous 8 lows
1.4% above previous 9 highs, 8.4% below previous 9 lows
1.4% above previous 10 highs, 8.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160920 Closing)
34.7% are above or equal to 9/19 close (1 days ago), 65.3% are below.
52.3% are above or equal to 9/16 close (2 days ago), 47.7% are below.
40.4% are above or equal to 9/15 close (3 days ago), 59.6% are below.
63.4% are above or equal to 9/14 close (4 days ago), 36.6% are below.
58.4% are above or equal to 9/13 close (5 days ago), 41.6% are below.
29.4% are above or equal to 9/12 close (6 days ago), 70.6% are below.
47.9% are above or equal to 9/9 close (7 days ago), 52.1% are below.
16.6% are above or equal to 9/8 close (8 days ago), 83.4% are below.
17.2% are above or equal to 9/7 close (9 days ago), 82.8% are below.
19.4% are above or equal to 9/6 close (10 days ago), 80.6% are below.
21.1% are above or equal to 9/2 close (11 days ago), 78.9% are below.
26.7% are above or equal to 9/1 close (12 days ago), 73.3% are below.
26.9% are above or equal to 8/31 close (13 days ago), 73.1% are below.
26.8% are above or equal to 8/30 close (14 days ago), 73.2% are below.
26.8% are above or equal to 8/29 close (15 days ago), 73.2% are below.
31.6% are above or equal to 8/26 close (16 days ago), 68.4% are below.
31.9% are above or equal to 8/25 close (17 days ago), 68.1% are below.
33.3% are above or equal to 8/24 close (18 days ago), 66.7% are below.
28.9% are above or equal to 8/23 close (19 days ago), 71.1% are below.
32.1% are above or equal to 8/22 close (20 days ago), 67.9% are below.
32.9% are above or equal to 8/19 close (21 days ago), 67.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160920 Closing)
20d: 3.9% new highs, 11.0% new lows
21d: 3.9% new highs, 10.9% new lows
42d: 2.9% new highs, 6.9% new lows
63d: 2.8% new highs, 4.4% new lows
126d: 2.6% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160920 Closing)
2-day: 33.4% above, 66.6% below
3-day: 44.3% above, 55.7% below
4-day: 41.0% above, 59.0% below
5-day: 49.2% above, 50.8% below
8-day: 45.5% above, 54.5% below
10-day: 33.6% above, 66.4% below
20-day: 27.0% above, 73.0% below
50-day: 38.6% above, 61.4% below
200-day: 69.9% above, 30.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160920 Closing)
META(27): 0.22% Top=CNX FSM SSRI PAAS CMC SWC RGLD AA ….. TCK STLD FCX SLW NEM X AGI FMSA=Bottom (Metals & Mining)
INSU(31): -0.03% Top=WLTW MMC WRB AFL ALL TMK AJG AON ….. TRV AIZ AGO AFSI MTG FAF FNF ORI=Bottom (Insurance)
COSW(96): -0.17% Top=WUBA VIPS VEEV HQY ATHM GRUB ADP TTWO ….. DATA NTES WB INXN NTCT IMPV CYOU EQIX=Bottom (Computer Software/Internet)
FINA(94): -0.20% Top=HAWK STT YRD WFC RJF FRC PSEC WAL ….. ETFC LM WETF LAZ AMG OMF ESNT WDR=Bottom (Banks/Financials)
MANU(40): -0.25% Top=ATI ITW GE SWK DE DOV XYL KMT ….. ETN DCI GNRC ENS TEX FLS SEDG MRC=Bottom (Manufacturing)
REAL(99): -0.28% Top=OUT AGNC EDR AIV DOC BAM VTR ACC ….. PEB DFT CSAL CONE CUZ NRF CBL TREE=Bottom (Real Estate)
LEIS(35): -0.29% Top=RCL MAR EXPE HLT ISLE DNKN MCD QSR ….. WEN BLMN PNRA ZOES LVS SHAK SEAS GPRO=Bottom (Leisure)
TRAN(29): -0.32% Top=KEX SAVE UPS CHRW FDX AIRM LUV EXPD ….. UAL SWFT XPO CP WERN KNX NAT ODFL=Bottom (Transportation)
HEAL(56): -0.32% Top=DVA OPK A STE IRWD PRAH TMO PRXL ….. HWAY HCA ACHC BKD CYH AMSG EVHC THC=Bottom (Health)
CONS(56): -0.36% Top=BC FOSL KMB CHD NWL DECK WWW CLX ….. KS HBI CRI NLS IP VSTO KATE PAY=Bottom (Consumer)
DISV(51): -0.64% Top=DV G PAYX RBA MA TRU BAH INFO ….. ACM AL HRI R AHS TMH URI CXW=Bottom (Diversified Services)
RETA(65): -0.66% Top=OLLI FINL CPRT KAR W ETSY KR CVS ….. GPS AEO GNC ANF JCP CHS DSW RH=Bottom (Retail & Specialty Retail)
ELEC(54): -0.72% Top=SCTY SPWR TEL CRUS TRMB APH ON FLEX ….. FIT MRVL QRVO AMBA MTSI OCLR NPTN PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): -0.82% Top=POT MON AGU ASH SHW PPG APD POL ….. KRA CF MEOH CC WLK OLN GPRE PAH=Bottom (Chemicals/Fertilizers)
COHW(42): -1.01% Top=BBRY ARRS VRSN CDW BCE SYNA CSCO VZ ….. LVLT VG OLED PSTG GIMO TMUS ACIA S=Bottom (Computer Hardware/Telecom)
ENER(93): -1.26% Top=CWEI SWN RICE DO PAGP APC MDU COG ….. DK CRC HFC SN CVI ECA PBF CVRR=Bottom (Energy)
MATE(30): -1.51% Top=WM RSG MLM DY MAS FIX OC VMC ….. PWR WCN KBH BECN PHM LEN MTZ USCR=Bottom (Materials & Construction)

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 @ 10:38 am

Market Stats at 11:38 am ET
by daytrend on 20160920. 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 (20160920 11:38 am ET)
12.3% of stocks are above yesterday’s high.
37.6% are above yesterday’s midpoint. (62.4% are below.)
20.2% are below yesterday’s low.
67.5% are inside yesterday’s range.
37.1% of stocks with today’s high > yesterday’s high. (62.9% less than).
38.3% of stocks with today’s low < yesterday’s low. (61.7% greater than).

EVIDENCE OF INTRADAY TREND (20160920 11:38 am ET)
23.1% of stocks are above today’s open. (75.7% are below).
21.3% of stocks are above today’s open and yesterday’s close.
45.8% are below both.
18.1% of stocks opened above yesterday’s high.
83.2% of stocks opened above yesterday’s close. (14.5% opened below yesterday’s close).
4.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160920 11:38 am ET)
2.3% of stocks are in the top 10% of today’s range.
8.4% are in the top 20%.
26.8% are in the top half. 73.2% of stocks are in the bottom half of today’s range.
43.2% are in the bottom 20%.
27.1% are in the bottom 10%.

GAIN (20160920 11:38 am ET)
52.4% of stocks are above yesterday’s close. (47.6% are below.)
0.2% are up 4.5% or more. 0.8% are down 4.5% or more.
0.5% are up 3.5% or more. 1.2% are down 3.5% or more.
77.2% are between +1% and -1%.

RSI on DAILY (20160920 11:38 am ET)
2-day: >=95:2.5%…>=90:8.0%…>=80:20.4%…>=50:54.4%…<=20:13.3%…<=10:6.8%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:34.8%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:37.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160920 11:38 am ET)
12.3% above previous 1 highs, 20.2% below previous 1 lows
11.6% above previous 2 highs, 10.4% below previous 2 lows
10.4% above previous 3 highs, 6.2% below previous 3 lows
9.8% above previous 4 highs, 5.4% below previous 4 lows
7.7% above previous 5 highs, 4.4% below previous 5 lows
5.7% above previous 6 highs, 4.1% below previous 6 lows
3.8% above previous 7 highs, 3.9% below previous 7 lows
2.1% above previous 8 highs, 3.9% below previous 8 lows
1.9% above previous 9 highs, 3.8% below previous 9 lows
1.8% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160920 11:38 am ET)
52.4% are above or equal to 9/19 close (1 days ago), 47.6% are below.
63.2% are above or equal to 9/16 close (2 days ago), 36.8% are below.
48.6% are above or equal to 9/15 close (3 days ago), 51.4% are below.
71.3% are above or equal to 9/14 close (4 days ago), 28.7% are below.
64.9% are above or equal to 9/13 close (5 days ago), 35.1% are below.
33.3% are above or equal to 9/12 close (6 days ago), 66.7% are below.
51.0% are above or equal to 9/9 close (7 days ago), 49.0% are below.
19.9% are above or equal to 9/8 close (8 days ago), 80.1% are below.
18.5% are above or equal to 9/7 close (9 days ago), 81.5% are below.
22.2% are above or equal to 9/6 close (10 days ago), 77.8% are below.
21.6% are above or equal to 9/2 close (11 days ago), 78.4% are below.
29.0% are above or equal to 9/1 close (12 days ago), 71.0% are below.
29.6% are above or equal to 8/31 close (13 days ago), 70.4% are below.
28.2% are above or equal to 8/30 close (14 days ago), 71.8% are below.
28.7% are above or equal to 8/29 close (15 days ago), 71.3% are below.
33.8% are above or equal to 8/26 close (16 days ago), 66.2% are below.
34.9% are above or equal to 8/25 close (17 days ago), 65.1% are below.
36.3% are above or equal to 8/24 close (18 days ago), 63.7% are below.
31.3% are above or equal to 8/23 close (19 days ago), 68.7% are below.
34.4% are above or equal to 8/22 close (20 days ago), 65.6% are below.
35.0% are above or equal to 8/19 close (21 days ago), 65.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160920 11:38 am ET)
20d: 3.6% new highs, 7.1% new lows
21d: 3.6% new highs, 7.0% new lows
42d: 2.7% new highs, 4.6% new lows
63d: 2.6% new highs, 3.1% new lows
126d: 2.4% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160920 11:38 am ET)
2-day: 51.1% above, 48.9% below
3-day: 56.6% above, 43.4% below
4-day: 54.3% above, 45.7% below
5-day: 61.3% above, 38.7% below
8-day: 52.9% above, 47.1% below
10-day: 37.4% above, 62.6% below
20-day: 29.5% above, 70.5% below
50-day: 41.0% above, 59.0% below
200-day: 71.1% above, 28.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160920 11:38 am ET)
MANU(40): 0.36% Top=ATI KMT ITW DE ROK DDD GE AOS ….. MHK RS ZBRA FLS SNA ETN SEDG MRC=Bottom (Manufacturing)
FINA(94): 0.15% Top=HAWK STT IVZ PSEC NAVI RJF TROW NSAM ….. WETF ETFC SBNY VOYA LAZ ESNT OMF WDR=Bottom (Banks/Financials)
INSU(31): 0.12% Top=WLTW ALL WRB RDN MET MMC AJG AFL ….. PGR CLGX UNM AGO ORI FAF AFSI FNF=Bottom (Insurance)
TRAN(29): 0.08% Top=KEX FDX UPS NAT AIRM CSX AAL UNP ….. UAL CP KNX WERN HA SWFT XPO ODFL=Bottom (Transportation)
META(27): 0.05% Top=CNX CCJ SLCA SSRI RGLD SWC TCK GG ….. FSM CDE STLD SLW FMSA AGI AG TAHO=Bottom (Metals & Mining)
ENER(93): 0.03% Top=CWEI SWN DO APC HK RICE DVN PAGP ….. SPN SN HFC PTEN CVI CVRR ECA PBF=Bottom (Energy)
CONS(56): -0.03% Top=FOSL BC KMB CHD CLX NWL CL WWW ….. KS FN CRI GT FL KATE IP PAY=Bottom (Consumer)
CHEM(28): -0.09% Top=AGU SHW POT MOS PX APD ASH MON ….. PAH CC AXTA CE GPRE WLK MEOH OLN=Bottom (Chemicals/Fertilizers)
REAL(99): -0.09% Top=OUT EDR DOC AIV PPS MAA MPW UDR ….. PEB CUZ CSAL CYS CBL LGIH NRF TREE=Bottom (Real Estate)
COSW(96): -0.11% Top=WUBA SYNT GRUB BIDU VEEV ADP OTEX ADSK ….. PFPT NUAN CYBR LC CYOU SHOP NTES EQIX=Bottom (Computer Software/Internet)
LEIS(35): -0.15% Top=RCL MAR QSR DNKN MCD HLT WYN DRI ….. SONC CMG SHAK PNRA ISLE LVS SEAS GPRO=Bottom (Leisure)
HEAL(56): -0.20% Top=DVA STE HWAY TMO OPK BCR PRXL PINC ….. HCA ADPT BKD ACHC AMSG EVHC CYH THC=Bottom (Health)
ELEC(54): -0.24% Top=SPWR SCTY CRUS ON CREE TRMB AMD CY ….. IPHI QRVO FIT NPTN AMBA MTSI PI OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(51): -0.27% Top=G DV BAH PAYX VNTV BCO FDC RBA ….. R CAR AHS ZG HRI CXW URI TMH=Bottom (Diversified Services)
RETA(65): -0.28% Top=OLLI FINL KR TJX ETSY CVS LB CPRT ….. GES DSW RH AEO GPS GNC JCP CHS=Bottom (Retail & Specialty Retail)
COHW(42): -0.48% Top=BBRY CDW ARRS VRSN BCE CCI HPQ CSCO ….. S LVLT EGHT LITE ACIA TMUS OLED GIMO=Bottom (Computer Hardware/Telecom)
MATE(30): -1.10% Top=WM RSG DAR WY DY APOG FAST SRCL ….. TOL BECN MTZ AWI USG PHM USCR LEN=Bottom (Materials & Construction)

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 11:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:19 am

Market Stats at 10:19 am ET
by daytrend on 20160920. 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 (20160920 10:19 am ET)
17.0% of stocks are above yesterday’s high.
50.2% are above yesterday’s midpoint. (49.8% are below.)
15.3% are below yesterday’s low.
67.7% are inside yesterday’s range.
35.1% of stocks with today’s high > yesterday’s high. (64.9% less than).
26.9% of stocks with today’s low < yesterday’s low. (73.1% greater than).

EVIDENCE OF INTRADAY TREND (20160920 10:19 am ET)
30.2% of stocks are above today’s open. (67.6% are below).
27.8% of stocks are above today’s open and yesterday’s close.
33.7% are below both.
18.1% of stocks opened above yesterday’s high.
83.2% of stocks opened above yesterday’s close. (14.5% opened below yesterday’s close).
4.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160920 10:19 am ET)
7.3% of stocks are in the top 10% of today’s range.
14.3% are in the top 20%.
39.0% are in the top half. 61.0% of stocks are in the bottom half of today’s range.
26.7% are in the bottom 20%.
12.1% are in the bottom 10%.

GAIN (20160920 10:19 am ET)
63.9% of stocks are above yesterday’s close. (36.1% are below.)
0.2% are up 4.5% or more. 0.2% are down 4.5% or more.
0.5% are up 3.5% or more. 0.5% are down 3.5% or more.
79.4% are between +1% and -1%.

RSI on DAILY (20160920 10:19 am ET)
2-day: >=95:3.8%…>=90:11.3%…>=80:28.6%…>=50:66.3%…<=20:10.9%…<=10:6.0%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:39.1%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:40.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160920 10:19 am ET)
17.0% above previous 1 highs, 15.3% below previous 1 lows
16.1% above previous 2 highs, 7.0% below previous 2 lows
14.8% above previous 3 highs, 4.9% below previous 3 lows
13.6% above previous 4 highs, 4.3% below previous 4 lows
10.6% above previous 5 highs, 3.8% below previous 5 lows
7.6% above previous 6 highs, 3.5% below previous 6 lows
4.4% above previous 7 highs, 3.5% below previous 7 lows
2.1% above previous 8 highs, 3.5% below previous 8 lows
1.9% above previous 9 highs, 3.3% below previous 9 lows
1.6% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160920 10:19 am ET)
63.9% are above or equal to 9/19 close (1 days ago), 36.1% are below.
70.0% are above or equal to 9/16 close (2 days ago), 30.0% are below.
55.9% are above or equal to 9/15 close (3 days ago), 44.1% are below.
75.9% are above or equal to 9/14 close (4 days ago), 24.1% are below.
69.0% are above or equal to 9/13 close (5 days ago), 31.0% are below.
37.0% are above or equal to 9/12 close (6 days ago), 63.0% are below.
54.9% are above or equal to 9/9 close (7 days ago), 45.1% are below.
22.6% are above or equal to 9/8 close (8 days ago), 77.4% are below.
21.2% are above or equal to 9/7 close (9 days ago), 78.8% are below.
23.9% are above or equal to 9/6 close (10 days ago), 76.1% are below.
24.6% are above or equal to 9/2 close (11 days ago), 75.4% are below.
30.9% are above or equal to 9/1 close (12 days ago), 69.1% are below.
32.2% are above or equal to 8/31 close (13 days ago), 67.8% are below.
30.7% are above or equal to 8/30 close (14 days ago), 69.3% are below.
30.7% are above or equal to 8/29 close (15 days ago), 69.3% are below.
35.4% are above or equal to 8/26 close (16 days ago), 64.6% are below.
37.0% are above or equal to 8/25 close (17 days ago), 63.0% are below.
37.6% are above or equal to 8/24 close (18 days ago), 62.4% are below.
32.5% are above or equal to 8/23 close (19 days ago), 67.5% are below.
36.6% are above or equal to 8/22 close (20 days ago), 63.4% are below.
36.9% are above or equal to 8/19 close (21 days ago), 63.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160920 10:19 am ET)
20d: 2.8% new highs, 5.4% new lows
21d: 2.8% new highs, 5.3% new lows
42d: 2.2% new highs, 3.5% new lows
63d: 2.1% new highs, 2.5% new lows
126d: 1.8% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160920 10:19 am ET)
2-day: 61.6% above, 38.4% below
3-day: 67.5% above, 32.5% below
4-day: 64.4% above, 35.6% below
5-day: 68.4% above, 31.6% below
8-day: 60.9% above, 39.1% below
10-day: 43.1% above, 56.9% below
20-day: 32.2% above, 67.8% below
50-day: 42.4% above, 57.6% below
200-day: 71.4% above, 28.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160920 10:19 am ET)
INSU(31): 0.49% Top=WLTW RDN ALL WRB XL MET MMC AFL ….. CLGX ORI AGO UNM MTG FAF FNF AFSI=Bottom (Insurance)
TRAN(29): 0.48% Top=KEX FDX AIRM UPS AAL CNI LUV SWFT ….. WAB XPO HA NSC KNX WERN TRN ODFL=Bottom (Transportation)
FINA(94): 0.45% Top=HAWK STT WFC NSAM BK IVZ NTRS FRC ….. LM WETF ESNT SIVB WU VOYA LAZ WDR=Bottom (Banks/Financials)
LEIS(35): 0.41% Top=RCL MAR QSR HLT DNKN CCL MCD MGM ….. PLAY ISLE CMG ZOES PNRA SONC LVS SEAS=Bottom (Leisure)
MANU(40): 0.36% Top=ROK ITT ATI GE PH AOS BDC ITW ….. MHK ENS FLS RS CFX ZBRA SEDG MRC=Bottom (Manufacturing)
REAL(99): 0.28% Top=OUT VTR GPT EDR COR AIV BAM GLPI ….. TREE CBL CUZ NRF CSAL RLGY LGIH CYS=Bottom (Real Estate)
CONS(56): 0.21% Top=FOSL KMB WWW CLX CHD SON NWL BMS ….. CRI FN KATE GT VSTO NLS FL PAY=Bottom (Consumer)
COSW(96): 0.19% Top=WUBA SYNT TWLO OTEX BIDU CDNS FIS ADSK ….. NOW NTCT WB LC IMPV CYBR CYOU NTES=Bottom (Computer Software/Internet)
DISV(51): 0.18% Top=G BAH VNTV MAN PAYX TRU MCO FDC ….. MYGN ZG CAR HRI YY AHS URI TMH=Bottom (Diversified Services)
RETA(65): 0.05% Top=ETSY OLLI KR TJX KAR LB CVS CPRT ….. ANF AEO DSW GNC RH JCP CHS GPS=Bottom (Retail & Specialty Retail)
ELEC(54): 0.05% Top=CRUS ON SPWR KEYS APH CREE TRMB SCTY ….. MRVL FIT FSLR PI NPTN AMBA MTSI OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(56): 0.03% Top=DVA STE HWAY TMO BCR PRXL PINC BAX ….. HCA ADPT BKD AMSG EVHC ACHC THC CYH=Bottom (Health)
COHW(42): 0.02% Top=S BBRY CDW LITE ANET ARRS VZ BCE ….. CIEN TMUS VG STX EGHT PSTG OLED GIMO=Bottom (Computer Hardware/Telecom)
CHEM(28): -0.06% Top=SHW AGU HUN ASH FMC ALB POL PX ….. MOS EMN CE WLK OLN CF GPRE MEOH=Bottom (Chemicals/Fertilizers)
ENER(93): -0.45% Top=HK CWEI SWN DO GPOR COG AR RICE ….. SPN HFC CRC CVRR CVI PTEN PBF ECA=Bottom (Energy)
META(27): -0.47% Top=CNX CCJ NUE FNV ABX SCCO AA CMC ….. FSM FCX AG SLW X CDE TAHO FMSA=Bottom (Metals & Mining)
MATE(30): -0.67% Top=RSG WM WY DAR APOG FLR WCN MAS ….. TOL KBH EXP CAA USCR USG PHM LEN=Bottom (Materials & Construction)

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 10:19 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/19/2016

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

Closing Stats
by daytrend on 20160919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 918.

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 (20160919 Closing)
37.0% of stocks are above yesterday’s high.
66.8% are above yesterday’s midpoint. (33.2% are below.)
10.8% are below yesterday’s low.
52.2% are inside yesterday’s range.
79.8% of stocks with today’s high > yesterday’s high. (20.2% less than).
20.5% of stocks with today’s low < yesterday’s low. (79.5% greater than).

EVIDENCE OF INTRADAY TREND (20160919 Closing)
45.4% of stocks are above today’s open. (53.4% are below).
44.8% of stocks are above today’s open and yesterday’s close.
31.0% are below both.
36.2% of stocks opened above yesterday’s high.
90.5% of stocks opened above yesterday’s close. (7.0% opened below yesterday’s close).
0.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160919 Closing)
4.8% of stocks are in the top 10% of today’s range.
8.8% are in the top 20%.
30.8% are in the top half. 69.2% of stocks are in the bottom half of today’s range.
28.0% are in the bottom 20%.
14.9% are in the bottom 10%.

GAIN (20160919 Closing)
68.4% of stocks are above yesterday’s close. (31.6% are below.)
0.7% are up 4.5% or more. 0.5% are down 4.5% or more.
1.3% are up 3.5% or more. 1.5% are down 3.5% or more.
62.6% are between +1% and -1%.

RSI on DAILY (20160919 Closing)
2-day: >=95:3.3%…>=90:8.4%…>=80:21.6%…>=50:60.6%…<=20:12.0%…<=10:5.7%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:32.9%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:35.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160919 Closing)
37.0% above previous 1 highs, 10.8% below previous 1 lows
24.2% above previous 2 highs, 6.8% below previous 2 lows
22.0% above previous 3 highs, 5.0% below previous 3 lows
15.1% above previous 4 highs, 4.4% below previous 4 lows
10.6% above previous 5 highs, 4.1% below previous 5 lows
7.2% above previous 6 highs, 4.0% below previous 6 lows
4.2% above previous 7 highs, 3.9% below previous 7 lows
3.5% above previous 8 highs, 3.9% below previous 8 lows
3.4% above previous 9 highs, 3.9% below previous 9 lows
3.1% above previous 10 highs, 3.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160919 Closing)
68.4% are above or equal to 9/16 close (1 days ago), 31.6% are below.
48.5% are above or equal to 9/15 close (2 days ago), 51.5% are below.
73.4% are above or equal to 9/14 close (3 days ago), 26.6% are below.
65.9% are above or equal to 9/13 close (4 days ago), 34.1% are below.
31.8% are above or equal to 9/12 close (5 days ago), 68.2% are below.
51.6% are above or equal to 9/9 close (6 days ago), 48.4% are below.
18.7% are above or equal to 9/8 close (7 days ago), 81.3% are below.
18.7% are above or equal to 9/7 close (8 days ago), 81.3% are below.
21.5% are above or equal to 9/6 close (9 days ago), 78.5% are below.
22.1% are above or equal to 9/2 close (10 days ago), 77.9% are below.
27.8% are above or equal to 9/1 close (11 days ago), 72.2% are below.
29.0% are above or equal to 8/31 close (12 days ago), 71.0% are below.
28.1% are above or equal to 8/30 close (13 days ago), 71.9% are below.
28.0% are above or equal to 8/29 close (14 days ago), 72.0% are below.
33.1% are above or equal to 8/26 close (15 days ago), 66.9% are below.
33.1% are above or equal to 8/25 close (16 days ago), 66.9% are below.
35.3% are above or equal to 8/24 close (17 days ago), 64.7% are below.
31.4% are above or equal to 8/23 close (18 days ago), 68.6% are below.
34.2% are above or equal to 8/22 close (19 days ago), 65.8% are below.
34.5% are above or equal to 8/19 close (20 days ago), 65.5% are below.
36.4% are above or equal to 8/18 close (21 days ago), 63.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160919 Closing)
20d: 8.7% new highs, 6.4% new lows
21d: 8.7% new highs, 6.4% new lows
42d: 7.0% new highs, 4.0% new lows
63d: 6.4% new highs, 2.6% new lows
126d: 4.8% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160919 Closing)
2-day: 67.0% above, 33.0% below
3-day: 57.0% above, 43.0% below
4-day: 64.2% above, 35.8% below
5-day: 65.0% above, 35.0% below
8-day: 44.2% above, 55.8% below
10-day: 31.9% above, 68.1% below
20-day: 29.4% above, 70.6% below
50-day: 41.2% above, 58.8% below
200-day: 70.7% above, 29.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160919 Closing)
META(27): 1.45% Top=FMSA X STLD SSRI AG SLCA RGLD SWC ….. FCX NUE NEM TAHO CCJ AA ABX TCK=Bottom (Metals & Mining)
REAL(99): 0.92% Top=CPT WPG SNH CLNY DOC BXMT CLI CIM ….. ALLY DRH CYS SHO LHO SC PEB TREE=Bottom (Real Estate)
MATE(29): 0.89% Top=DY MTZ KBH EXP PWR USG FLR LEN ….. WM TOL MAS WCN DAR VMC USCR SRCL=Bottom (Materials & Construction)
MANU(39): 0.81% Top=SEDG ATI ZBRA DDD ETN FLS BDC XYL ….. BWXT TEX CAT CMI ROP ENS GNRC GE=Bottom (Manufacturing)
ELEC(52): 0.80% Top=KEYS SPWR JBL OCLR FIT MLNX HIMX TRMB ….. LRCX NXPI CY FSLR INTC SCTY PI MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(51): 0.63% Top=BLOX BCO CXW GEO FLT URI SBAC ALLE ….. YY R HRI TMH DV SCOR FDC SERV=Bottom (Diversified Services)
COHW(41): 0.57% Top=GIMO LITE CIEN NTAP BBRY FNSR COMM EGHT ….. PSTG TDS OLED AAPL STX VZ TMUS ANET=Bottom (Computer Hardware/Telecom)
INSU(30): 0.52% Top=WRB FAF FNF AFL UNM RDN AGO AXS ….. MET AFSI CNO CLGX ALL CINF AIG PGR=Bottom (Insurance)
CHEM(26): 0.42% Top=ASH PAH EMN AXTA CE ALB PPG RPM ….. DD FMC POT SHW CC MOS CF MON=Bottom (Chemicals/Fertilizers)
TRAN(29): 0.35% Top=DAL NAT KEX FDX AIRM XPO UNP NSC ….. AAL JBHT CSX SWFT CHRW TRN EXPD KSU=Bottom (Transportation)
CONS(56): 0.34% Top=COH VSTO FOSL MAT TPX WWW BC AVY ….. UA PAY WHR GT OI GPK COTY NLS=Bottom (Consumer)
FINA(94): 0.24% Top=NSAM WAL NAVI EV ETFC WFC IBKR LAZ ….. TROW BOFI SLM WU PYPL BKU HAWK YRD=Bottom (Banks/Financials)
ENER(94): 0.04% Top=PBF WNR REN EPD WES ETP HFC MDU ….. OIS MUR RIG DO CRC HK ATW CVRR=Bottom (Energy)
HEAL(56): 0.03% Top=HWAY MOH PODD ADPT BKD OPK PKI HLS ….. AMSG ESRX GKOS RMD DVA ACHC ZLTQ CYH=Bottom (Health)
COSW(96): -0.01% Top=NTES SHOP RHT SSNC MENT EQIX CSRA HPE ….. VEEV TRIP CYOU PAYC FEYE LC TWTR TLND=Bottom (Computer Software/Internet)
RETA(66): -0.04% Top=KORS GME GCO SFM ASNA MIK KSS STMP ….. PAG TIF NFLX BABA ETSY RH FIVE DSW=Bottom (Retail & Specialty Retail)
LEIS(33): -0.42% Top=GPRO QSR DPZ SIX BYD SEAS CAKE SONC ….. RCL SBUX PLAY EXPE CMG LVS MGM WYNN=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 @ 12:54 pm

Market Stats at 1:54 pm ET
by daytrend on 20160919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 918.

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 (20160919 1:54 pm ET)
30.8% of stocks are above yesterday’s high.
63.6% are above yesterday’s midpoint. (36.4% are below.)
11.5% are below yesterday’s low.
57.6% are inside yesterday’s range.
79.0% of stocks with today’s high > yesterday’s high. (21.0% less than).
19.4% of stocks with today’s low < yesterday’s low. (80.6% greater than).

EVIDENCE OF INTRADAY TREND (20160919 1:54 pm ET)
37.9% of stocks are above today’s open. (60.2% are below).
36.7% of stocks are above today’s open and yesterday’s close.
34.3% are below both.
36.2% of stocks opened above yesterday’s high.
90.5% of stocks opened above yesterday’s close. (7.0% opened below yesterday’s close).
0.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160919 1:54 pm ET)
1.9% of stocks are in the top 10% of today’s range.
3.7% are in the top 20%.
20.6% are in the top half. 79.4% of stocks are in the bottom half of today’s range.
43.9% are in the bottom 20%.
15.5% are in the bottom 10%.

GAIN (20160919 1:54 pm ET)
64.5% of stocks are above yesterday’s close. (35.5% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
1.1% are up 3.5% or more. 1.5% are down 3.5% or more.
69.2% are between +1% and -1%.

RSI on DAILY (20160919 1:54 pm ET)
2-day: >=95:2.3%…>=90:6.9%…>=80:17.2%…>=50:56.2%…<=20:12.9%…<=10:6.3%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:30.5%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:33.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160919 1:54 pm ET)
30.8% above previous 1 highs, 11.5% below previous 1 lows
20.7% above previous 2 highs, 6.6% below previous 2 lows
17.4% above previous 3 highs, 4.9% below previous 3 lows
11.5% above previous 4 highs, 4.0% below previous 4 lows
8.7% above previous 5 highs, 3.6% below previous 5 lows
6.4% above previous 6 highs, 3.5% below previous 6 lows
3.9% above previous 7 highs, 3.4% below previous 7 lows
3.4% above previous 8 highs, 3.4% below previous 8 lows
3.1% above previous 9 highs, 3.4% below previous 9 lows
2.8% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160919 1:54 pm ET)
64.5% are above or equal to 9/16 close (1 days ago), 35.5% are below.
44.6% are above or equal to 9/15 close (2 days ago), 55.4% are below.
71.2% are above or equal to 9/14 close (3 days ago), 28.8% are below.
63.3% are above or equal to 9/13 close (4 days ago), 36.7% are below.
29.7% are above or equal to 9/12 close (5 days ago), 70.3% are below.
48.7% are above or equal to 9/9 close (6 days ago), 51.3% are below.
18.3% are above or equal to 9/8 close (7 days ago), 81.7% are below.
18.8% are above or equal to 9/7 close (8 days ago), 81.2% are below.
20.7% are above or equal to 9/6 close (9 days ago), 79.3% are below.
21.6% are above or equal to 9/2 close (10 days ago), 78.4% are below.
27.7% are above or equal to 9/1 close (11 days ago), 72.3% are below.
28.1% are above or equal to 8/31 close (12 days ago), 71.9% are below.
27.1% are above or equal to 8/30 close (13 days ago), 72.9% are below.
27.7% are above or equal to 8/29 close (14 days ago), 72.3% are below.
31.7% are above or equal to 8/26 close (15 days ago), 68.3% are below.
32.2% are above or equal to 8/25 close (16 days ago), 67.8% are below.
34.5% are above or equal to 8/24 close (17 days ago), 65.5% are below.
29.5% are above or equal to 8/23 close (18 days ago), 70.5% are below.
33.4% are above or equal to 8/22 close (19 days ago), 66.6% are below.
33.1% are above or equal to 8/19 close (20 days ago), 66.9% are below.
34.4% are above or equal to 8/18 close (21 days ago), 65.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160919 1:54 pm ET)
20d: 8.4% new highs, 5.3% new lows
21d: 8.4% new highs, 5.3% new lows
42d: 6.8% new highs, 3.2% new lows
63d: 6.3% new highs, 2.1% new lows
126d: 4.7% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160919 1:54 pm ET)
2-day: 63.4% above, 36.6% below
3-day: 51.7% above, 48.3% below
4-day: 60.1% above, 39.9% below
5-day: 61.9% above, 38.1% below
8-day: 39.3% above, 60.7% below
10-day: 29.1% above, 70.9% below
20-day: 27.7% above, 72.3% below
50-day: 39.5% above, 60.5% below
200-day: 70.3% above, 29.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160919 1:54 pm ET)
META(27): 1.04% Top=X FMSA STLD CNX SSRI AGI AG SLCA ….. PAAS SCCO CCJ NEM TAHO ABX AA TCK=Bottom (Metals & Mining)
MATE(29): 0.74% Top=KBH DY USG PHM MTZ LEN EXP CAA ….. WM APOG MAS WCN DAR VMC USCR SRCL=Bottom (Materials & Construction)
ELEC(52): 0.64% Top=KEYS HIMX SPWR JBL FIT MLNX TRMB OCLR ….. AVGO LRCX PI INTC CY NXPI SCTY MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(94): 0.60% Top=REN WES EPD PBF WNR PTEN CVI MTDR ….. NBL APA HK OIS ATW DO CRC CVRR=Bottom (Energy)
MANU(39): 0.58% Top=SEDG DDD ATI ZBRA ETN KMT AOS FLS ….. TEX CMI ROP BWXT CAT MRC ENS GE=Bottom (Manufacturing)
REAL(99): 0.51% Top=CPT WPG CLI CLNY LPT ARI STOR STWD ….. LHO ALLY CYS ESRT SHO PEB SC TREE=Bottom (Real Estate)
DISV(51): 0.44% Top=BLOX BCO FLT RBA LDOS ALLE URI BAH ….. AL R DV TMH SCOR FDC YY SERV=Bottom (Diversified Services)
CHEM(26): 0.38% Top=PAH ASH CE AXTA EMN ALB APD RPM ….. HUN DD SHW MOS POT MON CC CF=Bottom (Chemicals/Fertilizers)
COHW(41): 0.34% Top=LITE GIMO CIEN NTAP ACIA BBRY SSYS COMM ….. TDS STX S AAPL OLED VZ TMUS ANET=Bottom (Computer Hardware/Telecom)
TRAN(29): 0.26% Top=DAL NAT KEX FDX SAVE NSC WERN ODFL ….. CP CSX AAL SWFT WAB EXPD KSU TRN=Bottom (Transportation)
CONS(56): 0.23% Top=COH WWW FOSL MAT VSTO TPX BC AVY ….. PAY ENR LULU GT OI GPK COTY NLS=Bottom (Consumer)
INSU(30): 0.20% Top=WRB RDN UNM AFL FAF AGO PRU FNF ….. XL BRO TRV CLGX AIG CNO AFSI PGR=Bottom (Insurance)
FINA(94): 0.05% Top=NAVI PSEC SCHW RF ETFC ARCC WFC PFG ….. VLY BOFI SLM BKU WU PYPL YRD HAWK=Bottom (Banks/Financials)
HEAL(56): -0.05% Top=HWAY ADPT MOH PODD BKD PRXL HOLX OPK ….. ESRX RMD PRAH DVA ZLTQ ACHC IRWD CYH=Bottom (Health)
RETA(66): -0.09% Top=KORS GCO SFM GME KSS STMP GNC FINL ….. TIF PAG JWN BABA FIVE W RH DSW=Bottom (Retail & Specialty Retail)
COSW(96): -0.14% Top=NTES CSRA RHT HPE CSC SSNC SHOP MENT ….. PAYC YELP VEEV TLND TWTR CYOU FEYE LC=Bottom (Computer Software/Internet)
LEIS(33): -0.59% Top=GPRO DPZ BYD QSR YUM SIX SONC CAKE ….. TXRH PLAY SBUX WEN CMG MGM LVS WYNN=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 1:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:26 am

Market Stats at 11:25 am ET
by daytrend on 20160919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 918.

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 (20160919 11:25 am ET)
52.8% of stocks are above yesterday’s high.
82.5% are above yesterday’s midpoint. (17.5% are below.)
4.4% are below yesterday’s low.
42.8% are inside yesterday’s range.
78.5% of stocks with today’s high > yesterday’s high. (21.5% less than).
8.5% of stocks with today’s low < yesterday’s low. (91.5% greater than).

EVIDENCE OF INTRADAY TREND (20160919 11:25 am ET)
64.9% of stocks are above today’s open. (33.7% are below).
64.1% of stocks are above today’s open and yesterday’s close.
14.4% are below both.
36.2% of stocks opened above yesterday’s high.
90.5% of stocks opened above yesterday’s close. (7.0% opened below yesterday’s close).
0.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160919 11:25 am ET)
6.2% of stocks are in the top 10% of today’s range.
15.9% are in the top 20%.
49.9% are in the top half. 50.1% of stocks are in the bottom half of today’s range.
19.1% are in the bottom 20%.
10.8% are in the bottom 10%.

GAIN (20160919 11:25 am ET)
85.0% of stocks are above yesterday’s close. (15.0% are below.)
1.0% are up 4.5% or more. 0.2% are down 4.5% or more.
2.1% are up 3.5% or more. 0.7% are down 3.5% or more.
58.7% are between +1% and -1%.

RSI on DAILY (20160919 11:25 am ET)
2-day: >=95:3.7%…>=90:10.8%…>=80:26.8%…>=50:76.7%…<=20:5.4%…<=10:2.6%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:38.2%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:40.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160919 11:25 am ET)
52.8% above previous 1 highs, 4.4% below previous 1 lows
33.8% above previous 2 highs, 2.5% below previous 2 lows
29.1% above previous 3 highs, 1.7% below previous 3 lows
19.1% above previous 4 highs, 1.5% below previous 4 lows
15.1% above previous 5 highs, 1.3% below previous 5 lows
10.7% above previous 6 highs, 1.2% below previous 6 lows
7.1% above previous 7 highs, 1.2% below previous 7 lows
6.1% above previous 8 highs, 1.2% below previous 8 lows
5.8% above previous 9 highs, 1.2% below previous 9 lows
5.4% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160919 11:25 am ET)
85.0% are above or equal to 9/16 close (1 days ago), 15.0% are below.
62.6% are above or equal to 9/15 close (2 days ago), 37.4% are below.
82.7% are above or equal to 9/14 close (3 days ago), 17.3% are below.
74.6% are above or equal to 9/13 close (4 days ago), 25.4% are below.
36.6% are above or equal to 9/12 close (5 days ago), 63.4% are below.
57.4% are above or equal to 9/9 close (6 days ago), 42.6% are below.
22.9% are above or equal to 9/8 close (7 days ago), 77.1% are below.
23.0% are above or equal to 9/7 close (8 days ago), 77.0% are below.
26.0% are above or equal to 9/6 close (9 days ago), 74.0% are below.
25.1% are above or equal to 9/2 close (10 days ago), 74.9% are below.
31.2% are above or equal to 9/1 close (11 days ago), 68.8% are below.
31.8% are above or equal to 8/31 close (12 days ago), 68.2% are below.
30.9% are above or equal to 8/30 close (13 days ago), 69.1% are below.
30.9% are above or equal to 8/29 close (14 days ago), 69.1% are below.
35.8% are above or equal to 8/26 close (15 days ago), 64.2% are below.
36.9% are above or equal to 8/25 close (16 days ago), 63.1% are below.
37.7% are above or equal to 8/24 close (17 days ago), 62.3% are below.
33.6% are above or equal to 8/23 close (18 days ago), 66.4% are below.
37.1% are above or equal to 8/22 close (19 days ago), 62.9% are below.
36.5% are above or equal to 8/19 close (20 days ago), 63.5% are below.
37.7% are above or equal to 8/18 close (21 days ago), 62.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160919 11:25 am ET)
20d: 8.2% new highs, 2.2% new lows
21d: 8.2% new highs, 2.2% new lows
42d: 6.5% new highs, 1.4% new lows
63d: 6.0% new highs, 1.1% new lows
126d: 4.5% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160919 11:25 am ET)
2-day: 83.8% above, 16.2% below
3-day: 75.5% above, 24.5% below
4-day: 79.6% above, 20.4% below
5-day: 77.8% above, 22.2% below
8-day: 50.9% above, 49.1% below
10-day: 38.2% above, 61.8% below
20-day: 32.8% above, 67.2% below
50-day: 42.6% above, 57.4% below
200-day: 71.9% above, 28.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160919 11:25 am ET)
META(27): 1.78% Top=X FMSA AG CMC STLD SSRI FSM SLCA ….. NEM CCJ NUE GG ABX AA TCK TAHO=Bottom (Metals & Mining)
MATE(29): 1.35% Top=KBH USG PHM MTZ EXP DY CAA DHI ….. MAS RSG WM WCN APOG USCR VMC SRCL=Bottom (Materials & Construction)
MANU(39): 1.25% Top=SEDG ATI DDD ZBRA ETN BDC MRC TKR ….. DE AME ENS ROP GE CMI BWXT CAT=Bottom (Manufacturing)
ELEC(52): 1.16% Top=KEYS FIT HIMX JBL SPWR IPHI CAVM MLNX ….. AVGO PI CY FSLR NXPI SCTY INTC MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(94): 1.04% Top=REN EPD WES WNR CVI PBF RDC HFC ….. LPI NBL RICE PE HK RRC CWEI CVRR=Bottom (Energy)
FINA(94): 1.04% Top=ESNT WDR AMG PSEC SCHW ETFC NAVI EV ….. CME FRC EFX BKU SLM PYPL WU HAWK=Bottom (Banks/Financials)
DISV(51): 1.00% Top=BLOX CXW KBR URI BCO FLT RBA LDOS ….. XRS DV TMH HRB CAR YY SCOR SERV=Bottom (Diversified Services)
CHEM(26): 0.89% Top=ASH PAH HUN MEOH CE WLK EMN OLN ….. GRA CF MON AGU DD POT SHW CC=Bottom (Chemicals/Fertilizers)
TRAN(29): 0.84% Top=DAL SAVE NAT XPO KNX WERN UAL FDX ….. CNI CP TRN AIRM CSX CHRW EXPD KSU=Bottom (Transportation)
COHW(41): 0.82% Top=GIMO LITE CIEN NTAP ARRS BBRY TDC JNPR ….. STX T TDS AAPL VG TMUS VZ ANET=Bottom (Computer Hardware/Telecom)
INSU(30): 0.79% Top=UNM LNC FAF PRU AGO MET RDN WRB ….. WLTW BRO AJG XL ALL CLGX AFSI PGR=Bottom (Insurance)
REAL(99): 0.71% Top=WPG CBL ARI NRF RLGY CLI NRZ CIM ….. ALLY SHO HST CUBE EDR VER SC TREE=Bottom (Real Estate)
COSW(96): 0.69% Top=SHOP NTES CSC RHT TWLO CSRA SSNC HPE ….. VEEV PAYC YHOO YELP TLND WB CYOU TWTR=Bottom (Computer Software/Internet)
CONS(56): 0.68% Top=FOSL COH VSTO WWW MAT TPX BC DECK ….. ENR BMS TLN CCK BLL HBI GPK NLS=Bottom (Consumer)
HEAL(56): 0.51% Top=ADPT MOH HWAY OPK HCA EVHC HOLX AMSG ….. MD DVA RMD IRWD PRAH ZLTQ ACHC CYH=Bottom (Health)
RETA(66): 0.37% Top=GME SFM KORS GCO JCP KSS BID STMP ….. WMT BABA JWN NFLX TLRD FIVE DSW W=Bottom (Retail & Specialty Retail)
LEIS(33): 0.00% Top=GPRO DPZ SIX WYN QSR CAKE BYD HLT ….. RCL TXRH MGM CMG SBUX ZOES LVS WYNN=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 11:25 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/18/2016

Filed under: Market Stats — daytrend @ 1:58 pm

Market Stats at End of Day
by daytrend on 20160916. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 919.

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 (20160916 EOD)
16.2% of stocks are above yesterday’s high.
52.4% are above yesterday’s midpoint. (47.6% are below.)
17.5% are below yesterday’s low.
66.3% are inside yesterday’s range.
34.2% of stocks with today’s high > yesterday’s high. (65.8% less than).
44.1% of stocks with today’s low < yesterday’s low. (55.9% greater than).

EVIDENCE OF INTRADAY TREND (20160916 EOD)
48.5% of stocks are above today’s open. (49.8% are below).
29.5% of stocks are above today’s open and yesterday’s close.
47.3% are below both.
5.0% of stocks opened above yesterday’s high.
14.6% of stocks opened above yesterday’s close. (83.0% opened below yesterday’s close).
11.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160916 EOD)
10.9% of stocks are in the top 10% of today’s range.
24.3% are in the top 20%.
55.4% are in the top half. 44.6% of stocks are in the bottom half of today’s range.
14.0% are in the bottom 20%.
6.9% are in the bottom 10%.

GAIN (20160916 EOD)
32.6% of stocks are above yesterday’s close. (67.4% are below.)
1.4% are up 4.5% or more. 1.1% are down 4.5% or more.
2.2% are up 3.5% or more. 1.8% are down 3.5% or more.
65.0% are between +1% and -1%.

RSI on DAILY (20160916 EOD)
2-day: >=95:1.1%…>=90:5.2%…>=80:13.5%…>=50:38.6%…<=20:18.7%…<=10:7.4%…<=5:3.2%…
9-day: >=95:0.1%…>=90:0.2%…>=80:1.1%…>=50:26.9%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:31.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160916 EOD)
16.2% above previous 1 highs, 17.5% below previous 1 lows
13.2% above previous 2 highs, 12.6% below previous 2 lows
9.0% above previous 3 highs, 10.7% below previous 3 lows
7.8% above previous 4 highs, 9.5% below previous 4 lows
6.0% above previous 5 highs, 9.2% below previous 5 lows
4.1% above previous 6 highs, 9.2% below previous 6 lows
3.6% above previous 7 highs, 9.1% below previous 7 lows
3.4% above previous 8 highs, 8.9% below previous 8 lows
3.3% above previous 9 highs, 8.9% below previous 9 lows
3.2% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160916 EOD)
32.6% are above or equal to 9/15 close (1 days ago), 67.4% are below.
65.4% are above or equal to 9/14 close (2 days ago), 34.6% are below.
56.7% are above or equal to 9/13 close (3 days ago), 43.3% are below.
26.1% are above or equal to 9/12 close (4 days ago), 73.9% are below.
42.8% are above or equal to 9/9 close (5 days ago), 57.2% are below.
17.8% are above or equal to 9/8 close (6 days ago), 82.2% are below.
17.4% are above or equal to 9/7 close (7 days ago), 82.6% are below.
18.8% are above or equal to 9/6 close (8 days ago), 81.2% are below.
20.2% are above or equal to 9/2 close (9 days ago), 79.8% are below.
26.0% are above or equal to 9/1 close (10 days ago), 74.0% are below.
27.1% are above or equal to 8/31 close (11 days ago), 72.9% are below.
25.5% are above or equal to 8/30 close (12 days ago), 74.5% are below.
25.8% are above or equal to 8/29 close (13 days ago), 74.2% are below.
29.6% are above or equal to 8/26 close (14 days ago), 70.4% are below.
30.0% are above or equal to 8/25 close (15 days ago), 70.0% are below.
31.3% are above or equal to 8/24 close (16 days ago), 68.7% are below.
27.2% are above or equal to 8/23 close (17 days ago), 72.8% are below.
31.2% are above or equal to 8/22 close (18 days ago), 68.8% are below.
31.3% are above or equal to 8/19 close (19 days ago), 68.7% are below.
33.1% are above or equal to 8/18 close (20 days ago), 66.9% are below.
35.6% are above or equal to 8/17 close (21 days ago), 64.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160916 EOD)
20d: 5.2% new highs, 21.7% new lows
21d: 5.2% new highs, 21.2% new lows
42d: 4.2% new highs, 12.8% new lows
63d: 4.1% new highs, 6.1% new lows
126d: 3.3% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160916 EOD)
2-day: 32.3% above, 67.7% below
3-day: 51.6% above, 48.4% below
4-day: 52.8% above, 47.2% below
5-day: 39.7% above, 60.3% below
8-day: 28.0% above, 72.0% below
10-day: 24.4% above, 75.6% below
20-day: 24.7% above, 75.3% below
50-day: 39.3% above, 60.7% below
200-day: 69.7% above, 30.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160916 EOD)
HEAL(57): 0.68% Top=CYH ACHC BKD UNH ABT THC UHS VWR ….. ZBH BSX XRAY PRXL RMD IRWD GMED A=Bottom (Health)
COHW(41): -0.05% Top=ACIA OLED WDC GIMO ZAYO QCOM ANET VG ….. TDC TMUS SSYS CSCO BRCD S JNPR SYNA=Bottom (Computer Hardware/Telecom)
CHEM(26): -0.11% Top=CC PAH ASH HUN FMC WLK AXTA AGU ….. KRA SHW PPG GRA CE EMN MOS OLN=Bottom (Chemicals/Fertilizers)
ENER(94): -0.13% Top=CVRR CVI LPI CPE PE SM NFX WES ….. SWN COG ETE CWEI RRC GPOR HK REN=Bottom (Energy)
REAL(99): -0.23% Top=DEI ROIC HTA DOC FR COR EQC MPW ….. KRC MFA WPG ALLY CIM TWO SC LGIH=Bottom (Real Estate)
LEIS(33): -0.24% Top=GPRO TXRH SHAK JACK WEN YUM ZOES ARMK ….. MAR CMG DPZ PLAY BYD RCL SIX EXPE=Bottom (Leisure)
DISV(51): -0.25% Top=SCOR CAR GEO ZG FLT TMH SCI YY ….. BAH G DV URI GPN AL XRS MYGN=Bottom (Diversified Services)
RETA(66): -0.26% Top=W NFLX ASNA MELI AMZN CHS BBY WMT ….. BIG GCO TSCO SIG BID GES DSW GNC=Bottom (Retail & Specialty Retail)
ELEC(52): -0.30% Top=ON INTC SCTY MRVL IDTI OCLR IPHI MPWR ….. MTSI FSLR TRMB HIMX NXPI CSIQ KEYS SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): -0.30% Top=KS WRK IP NLS FN DECK UA COTY ….. CCK GPK WHR LEG SKX COH FBHS OI=Bottom (Consumer)
COSW(96): -0.36% Top=CYOU TWLO TWTR LC WUBA HQY ATHM SYMC ….. FIS SABR GWRE MENT CDNS VIPS ORCL TLND=Bottom (Computer Software/Internet)
TRAN(29): -0.41% Top=NAT TRN KEX SWFT CSX KNX CHRW XPO ….. LUV WERN UAL DAL ALK SAVE JBLU AAL=Bottom (Transportation)
FINA(94): -0.72% Top=YRD ESNT OMF BOFI PSEC WETF CME VLY ….. IVZ LAZ NAVI RJF BEN UMPQ BK KKR=Bottom (Banks/Financials)
MANU(39): -0.78% Top=DCI PNR DE ZBRA RS ENS CMI CAT ….. AOS DDD ROK KMT AME CFX BDC SEDG=Bottom (Manufacturing)
MATE(29): -1.24% Top=APOG MTZ USCR RSG WM PWR SUM SRCL ….. KBH MAS PHM MLM USG DY EXP CAA=Bottom (Materials & Construction)
INSU(30): -1.31% Top=PGR TRV AFSI RDN ALL MTG MMC AJG ….. AGO L CLGX UNM FNF FAF LNC CNO=Bottom (Insurance)
META(27): -1.43% Top=FCX CDE NUE TCK SCCO AA TAHO AEM ….. ABX NEM PAAS AG FMSA SSRI FSM AGI=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 End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/15/2016

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

Closing Stats
by daytrend on 20160915. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 900.

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 (20160915 Closing)
43.1% of stocks are above yesterday’s high.
75.3% are above yesterday’s midpoint. (24.7% are below.)
3.8% are below yesterday’s low.
53.1% are inside yesterday’s range.
62.0% of stocks with today’s high > yesterday’s high. (38.0% less than).
36.4% of stocks with today’s low < yesterday’s low. (63.6% greater than).

EVIDENCE OF INTRADAY TREND (20160915 Closing)
87.6% of stocks are above today’s open. (11.9% are below).
84.6% of stocks are above today’s open and yesterday’s close.
8.8% are below both.
3.0% of stocks opened above yesterday’s high.
40.0% of stocks opened above yesterday’s close. (52.3% opened below yesterday’s close).
9.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160915 Closing)
18.3% of stocks are in the top 10% of today’s range.
43.8% are in the top 20%.
83.7% are in the top half. 16.3% of stocks are in the bottom half of today’s range.
3.2% are in the bottom 20%.
1.7% are in the bottom 10%.

GAIN (20160915 Closing)
88.1% of stocks are above yesterday’s close. (11.9% are below.)
2.8% are up 4.5% or more. 0.2% are down 4.5% or more.
5.3% are up 3.5% or more. 0.2% are down 3.5% or more.
47.8% are between +1% and -1%.

RSI on DAILY (20160915 Closing)
2-day: >=95:2.3%…>=90:6.0%…>=80:15.9%…>=50:61.8%…<=20:10.8%…<=10:4.7%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:31.7%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:36.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160915 Closing)
43.1% above previous 1 highs, 3.8% below previous 1 lows
25.4% above previous 2 highs, 3.2% below previous 2 lows
17.9% above previous 3 highs, 2.9% below previous 3 lows
12.1% above previous 4 highs, 2.9% below previous 4 lows
8.9% above previous 5 highs, 2.9% below previous 5 lows
7.1% above previous 6 highs, 2.8% below previous 6 lows
6.0% above previous 7 highs, 2.7% below previous 7 lows
5.6% above previous 8 highs, 2.7% below previous 8 lows
5.6% above previous 9 highs, 2.6% below previous 9 lows
5.4% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160915 Closing)
88.1% are above or equal to 9/14 close (1 days ago), 11.9% are below.
72.6% are above or equal to 9/13 close (2 days ago), 27.4% are below.
29.8% are above or equal to 9/12 close (3 days ago), 70.2% are below.
52.2% are above or equal to 9/9 close (4 days ago), 47.8% are below.
17.4% are above or equal to 9/8 close (5 days ago), 82.6% are below.
17.6% are above or equal to 9/7 close (6 days ago), 82.4% are below.
20.7% are above or equal to 9/6 close (7 days ago), 79.3% are below.
20.4% are above or equal to 9/2 close (8 days ago), 79.6% are below.
27.2% are above or equal to 9/1 close (9 days ago), 72.8% are below.
28.6% are above or equal to 8/31 close (10 days ago), 71.4% are below.
26.6% are above or equal to 8/30 close (11 days ago), 73.4% are below.
27.1% are above or equal to 8/29 close (12 days ago), 72.9% are below.
32.0% are above or equal to 8/26 close (13 days ago), 68.0% are below.
32.3% are above or equal to 8/25 close (14 days ago), 67.7% are below.
34.6% are above or equal to 8/24 close (15 days ago), 65.4% are below.
29.7% are above or equal to 8/23 close (16 days ago), 70.3% are below.
34.8% are above or equal to 8/22 close (17 days ago), 65.2% are below.
34.2% are above or equal to 8/19 close (18 days ago), 65.8% are below.
35.3% are above or equal to 8/18 close (19 days ago), 64.7% are below.
39.4% are above or equal to 8/17 close (20 days ago), 60.6% are below.
39.0% are above or equal to 8/16 close (21 days ago), 61.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160915 Closing)
20d: 6.3% new highs, 17.0% new lows
21d: 6.0% new highs, 16.8% new lows
42d: 5.0% new highs, 11.1% new lows
63d: 4.9% new highs, 4.7% new lows
126d: 3.8% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160915 Closing)
2-day: 87.6% above, 12.4% below
3-day: 80.2% above, 19.8% below
4-day: 55.4% above, 44.6% below
5-day: 54.3% above, 45.7% below
8-day: 29.0% above, 71.0% below
10-day: 25.8% above, 74.2% below
20-day: 28.1% above, 71.9% below
50-day: 42.6% above, 57.4% below
200-day: 71.1% above, 28.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160915 Closing)
ELEC(52): 2.23% Top=FIT CRUS SWKS CAVM JBL MXL NVDA ON ….. MPWR BRKR CREE HIMX FLEX CSIQ ISIL AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(39): 1.66% Top=GIMO S AAPL ARRS BRCD COMM SYNA TMUS ….. MSI FNSR PSTG CIEN BBRY PANW CCI CTL=Bottom (Computer Hardware/Telecom)
ENER(90): 1.27% Top=REN DO HFC WNR RICE SGY MPC PBF ….. SN ETP MMP QEP LPI PAGP OKS HK=Bottom (Energy)
COSW(97): 1.24% Top=LC NOW VIPS CSC HPE EA TLND ADSK ….. NUAN AKAM IMS GRUB SYNT CYBR CSRA WUBA=Bottom (Computer Software/Internet)
HEAL(56): 1.22% Top=GKOS IRWD BAX PRAH NUVA NVRO PKI PODD ….. ESRX LPNT INCR EVHC AMSG CYH THC ACHC=Bottom (Health)
MANU(39): 1.21% Top=TEX ZBRA DDD GNRC CFX TKR BWXT AOS ….. PNR AME ETN GE IR ATI DCI SEDG=Bottom (Manufacturing)
CONS(55): 1.18% Top=GT OI DECK FN NLS HAR GPK BERY ….. RL HBI HAS CLX MAT LULU EPC VFC=Bottom (Consumer)
FINA(87): 1.15% Top=WETF AMTD ETFC LPLA BOFI SCHW PYPL PACW ….. WU OZRK MTB HBAN VLY WFC NYCB HAWK=Bottom (Banks/Financials)
RETA(69): 1.13% Top=JCP JWN SFM TIF GCO HIBB DKS FRAN ….. DDS ORLY BLDR SIG RH AAP SBH STMP=Bottom (Retail & Specialty Retail)
DISV(49): 1.06% Top=XRS GPN BLOX AHS CAR MYGN LDOS JEC ….. GEO SCOR SBAC FDC G RRD YY ULTA=Bottom (Diversified Services)
INSU(29): 1.03% Top=WLTW CLGX LNC MET UNM FNF AFSI BRO ….. ALL RDN L XL MTG TMK AXS ORI=Bottom (Insurance)
META(26): 1.01% Top=TCK CNX ABX SLCA CCJ CMC CDE STLD ….. SCCO FMSA FCX SSRI TAHO AGI X AG=Bottom (Metals & Mining)
TRAN(28): 0.90% Top=XPO SWFT CNI JBLU ODFL AIRM KNX JBHT ….. ALK UNP UPS CHRW AAL SAVE KSU NAT=Bottom (Transportation)
MATE(28): 0.85% Top=USCR SUM TOL NCS MTZ FAST DHI PWR ….. EXP WM MLM SRCL TPH BECN DY CAA=Bottom (Materials & Construction)
LEIS(33): 0.79% Top=GPRO WEN SIX PLAY WYN TXRH WYNN ARMK ….. BLMN CAKE HLT CMG SEAS RCL EAT ZOES=Bottom (Leisure)
CHEM(27): 0.48% Top=WLK KRA FMC ALB AGU EMN PX OLN ….. SHW CF POT GPRE APD HUN MON PAH=Bottom (Chemicals/Fertilizers)
REAL(96): 0.43% Top=CBG GPT CSAL LGIH BXMT BAM NRF CLNY ….. NRZ ARI SUI HST PLD OHI OFC PDM=Bottom (Real Estate)

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

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

Market Stats at 10:55 am ET
by daytrend on 20160915. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 900.

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 (20160915 10:55 am ET)
29.6% of stocks are above yesterday’s high.
67.4% are above yesterday’s midpoint. (32.6% are below.)
5.1% are below yesterday’s low.
65.3% are inside yesterday’s range.
38.6% of stocks with today’s high > yesterday’s high. (61.4% less than).
35.6% of stocks with today’s low < yesterday’s low. (64.4% greater than).

EVIDENCE OF INTRADAY TREND (20160915 10:55 am ET)
83.0% of stocks are above today’s open. (15.3% are below).
77.4% of stocks are above today’s open and yesterday’s close.
12.4% are below both.
3.0% of stocks opened above yesterday’s high.
40.0% of stocks opened above yesterday’s close. (52.3% opened below yesterday’s close).
9.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160915 10:55 am ET)
41.4% of stocks are in the top 10% of today’s range.
57.7% are in the top 20%.
83.3% are in the top half. 16.7% of stocks are in the bottom half of today’s range.
2.4% are in the bottom 20%.
1.1% are in the bottom 10%.

GAIN (20160915 10:55 am ET)
81.6% of stocks are above yesterday’s close. (18.4% are below.)
1.1% are up 4.5% or more. 0.1% are down 4.5% or more.
1.9% are up 3.5% or more. 0.1% are down 3.5% or more.
66.4% are between +1% and -1%.

RSI on DAILY (20160915 10:55 am ET)
2-day: >=95:1.4%…>=90:4.2%…>=80:11.2%…>=50:49.7%…<=20:14.6%…<=10:5.8%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:25.4%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:31.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160915 10:55 am ET)
29.6% above previous 1 highs, 5.1% below previous 1 lows
18.2% above previous 2 highs, 4.0% below previous 2 lows
12.7% above previous 3 highs, 3.7% below previous 3 lows
8.9% above previous 4 highs, 3.6% below previous 4 lows
5.9% above previous 5 highs, 3.6% below previous 5 lows
4.8% above previous 6 highs, 3.3% below previous 6 lows
4.2% above previous 7 highs, 3.2% below previous 7 lows
3.9% above previous 8 highs, 2.9% below previous 8 lows
3.7% above previous 9 highs, 2.6% below previous 9 lows
3.6% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160915 10:55 am ET)
81.6% are above or equal to 9/14 close (1 days ago), 18.4% are below.
63.6% are above or equal to 9/13 close (2 days ago), 36.4% are below.
23.1% are above or equal to 9/12 close (3 days ago), 76.9% are below.
44.3% are above or equal to 9/9 close (4 days ago), 55.7% are below.
13.6% are above or equal to 9/8 close (5 days ago), 86.4% are below.
14.4% are above or equal to 9/7 close (6 days ago), 85.6% are below.
17.7% are above or equal to 9/6 close (7 days ago), 82.3% are below.
17.0% are above or equal to 9/2 close (8 days ago), 83.0% are below.
23.3% are above or equal to 9/1 close (9 days ago), 76.7% are below.
23.8% are above or equal to 8/31 close (10 days ago), 76.2% are below.
22.6% are above or equal to 8/30 close (11 days ago), 77.4% are below.
24.1% are above or equal to 8/29 close (12 days ago), 75.9% are below.
27.8% are above or equal to 8/26 close (13 days ago), 72.2% are below.
29.4% are above or equal to 8/25 close (14 days ago), 70.6% are below.
30.6% are above or equal to 8/24 close (15 days ago), 69.4% are below.
27.0% are above or equal to 8/23 close (16 days ago), 73.0% are below.
31.6% are above or equal to 8/22 close (17 days ago), 68.4% are below.
31.6% are above or equal to 8/19 close (18 days ago), 68.4% are below.
32.0% are above or equal to 8/18 close (19 days ago), 68.0% are below.
36.0% are above or equal to 8/17 close (20 days ago), 64.0% are below.
35.3% are above or equal to 8/16 close (21 days ago), 64.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160915 10:55 am ET)
20d: 3.6% new highs, 16.3% new lows
21d: 3.3% new highs, 16.1% new lows
42d: 2.6% new highs, 10.8% new lows
63d: 2.6% new highs, 4.3% new lows
126d: 2.0% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160915 10:55 am ET)
2-day: 80.8% above, 19.2% below
3-day: 72.4% above, 27.6% below
4-day: 44.6% above, 55.4% below
5-day: 43.6% above, 56.4% below
8-day: 21.4% above, 78.6% below
10-day: 20.6% above, 79.4% below
20-day: 22.8% above, 77.2% below
50-day: 39.1% above, 60.9% below
200-day: 70.3% above, 29.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160915 10:55 am ET)
ELEC(52): 1.75% Top=CRUS FIT SWKS NPTN AMAT CAVM QRVO OCLR ….. BRKR HIMX FTV ISIL FLEX CREE FSLR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(26): 1.51% Top=TCK CNX CDE ABX PAAS SWC SLCA AEM ….. NUE FCX GG SSRI SCCO AA AGI AG=Bottom (Metals & Mining)
COHW(39): 1.37% Top=SYNA AAPL GIMO OLED COMM SSYS VG LITE ….. T CSCO CTL CCI CIEN BCE HRS VZ=Bottom (Computer Hardware/Telecom)
ENER(90): 0.96% Top=WNR HFC SGY ECA CVI CWEI PBF VLO ….. EEP QEP LPI ETP SN OII HK DPM=Bottom (Energy)
MANU(39): 0.86% Top=DDD TEX ZBRA RS CFX GNRC XYL AGCO ….. DCI AME EMR GE ROP DHR IR SEDG=Bottom (Manufacturing)
FINA(87): 0.77% Top=ETFC WETF AMTD WDR LPLA KKR NAVI PYPL ….. COF HBAN MTB PSEC USB HAWK NYCB WFC=Bottom (Banks/Financials)
INSU(29): 0.76% Top=MET LNC CLGX UNM PRU FNF BRO AGO ….. HIG RDN L ALL ORI FAF AXS XL=Bottom (Insurance)
LEIS(33): 0.70% Top=WEN GPRO SIX PLAY WYNN SEAS MAR ARMK ….. CBRL SBUX RCL BLMN DRI EXPE EAT ZOES=Bottom (Leisure)
COSW(97): 0.66% Top=LC NOW NTCT NCR TTWO ADSK TWLO HPE ….. NUAN TRIP AKAM IMS EVH AZPN JD WUBA=Bottom (Computer Software/Internet)
CONS(55): 0.65% Top=GT FN KS NLS OI PAY GPK DECK ….. TPX RL KATE PVH FOSL LULU VSTO VFC=Bottom (Consumer)
RETA(69): 0.62% Top=SFM JWN BID ASNA HIBB DKS JCP TLRD ….. DLTR ORLY GES MIK GME RH SBH STMP=Bottom (Retail & Specialty Retail)
DISV(49): 0.62% Top=XRS GPN RBA INFO LDOS BLOX MYGN CAR ….. SBAC WOOF RRD URI CXW ZG G ULTA=Bottom (Diversified Services)
MATE(28): 0.50% Top=USCR DAR TOL USG DHI KBH MAS MTZ ….. FAST VMC SUM WCN MLM EXP CAA BECN=Bottom (Materials & Construction)
HEAL(56): 0.42% Top=GKOS PRAH BAX ADPT EW NUVA IRWD SYK ….. MD LPNT CYH AMSG EVHC INCR THC ACHC=Bottom (Health)
TRAN(28): 0.30% Top=XPO WAB KNX SWFT CNI ODFL AIRM JBLU ….. CHRW LUV CP UNP SAVE NAT AAL KSU=Bottom (Transportation)
CHEM(27): 0.22% Top=WLK KRA CC MEOH OLN EMN CE AGU ….. HUN FMC SHW GPRE CF APD MON PAH=Bottom (Chemicals/Fertilizers)
REAL(96): 0.22% Top=CBG CSAL PEB SHO BXMT GPT MFA BAM ….. SUI HCN CONE TREE SKT AMH KRC PLD=Bottom (Real Estate)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:55 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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