daytrend

01/11/2018

Filed under: Market Stats — daytrend @ 4:36 pm

Closing Stats
by daytrend on 20180111. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 906.

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 (20180111 Closing)
56.5% of stocks are above yesterday’s high.
80.9% are above yesterday’s midpoint. (19.1% are below.)
5.5% are below yesterday’s low.
38.0% are inside yesterday’s range.
71.0% of stocks with today’s high > yesterday’s high. (29.0% less than).
19.6% of stocks with today’s low < yesterday’s low. (80.4% greater than).

EVIDENCE OF INTRADAY TREND (20180111 Closing)
75.5% of stocks are above today’s open. (23.8% are below).
74.3% of stocks are above today’s open and yesterday’s close.
16.6% are below both.
16.3% of stocks opened above yesterday’s high.
81.8% of stocks opened above yesterday’s close. (14.2% opened below yesterday’s close).
1.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180111 Closing)
32.5% of stocks are in the top 10% of today’s range.
49.4% are in the top 20%.
78.0% are in the top half. 22.0% of stocks are in the bottom half of today’s range.
7.5% are in the bottom 20%.
3.6% are in the bottom 10%.

GAIN (20180111 Closing)
82.1% of stocks are above yesterday’s close. (17.9% are below.)
4.5% are up 4.5% or more. 0.1% are down 4.5% or more.
9.6% are up 3.5% or more. 0.1% are down 3.5% or more.
42.2% are between +1% and -1%.

RSI on DAILY (20180111 Closing)
2-day: >=95:20.0%…>=90:29.0%…>=80:46.8%…>=50:76.3%…<=20:12.0%…<=10:7.6%…<=5:4.6%…
9-day: >=95:0.2%…>=90:1.3%…>=80:14.2%…>=50:77.9%…<=20:2.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:4.6%…>=50:78.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180111 Closing)
56.5% above previous 1 highs, 5.5% below previous 1 lows
39.3% above previous 2 highs, 5.2% below previous 2 lows
34.5% above previous 3 highs, 4.7% below previous 3 lows
31.7% above previous 4 highs, 4.6% below previous 4 lows
29.1% above previous 5 highs, 4.5% below previous 5 lows
27.8% above previous 6 highs, 4.2% below previous 6 lows
26.9% above previous 7 highs, 4.1% below previous 7 lows
26.9% above previous 8 highs, 4.1% below previous 8 lows
26.8% above previous 9 highs, 4.0% below previous 9 lows
26.6% above previous 10 highs, 4.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180111 Closing)
82.1% are above or equal to 1/10 close (1 days ago), 17.9% are below.
68.7% are above or equal to 1/9 close (2 days ago), 31.3% are below.
63.6% are above or equal to 1/8 close (3 days ago), 36.4% are below.
65.9% are above or equal to 1/5 close (4 days ago), 34.1% are below.
71.3% are above or equal to 1/4 close (5 days ago), 28.7% are below.
71.6% are above or equal to 1/3 close (6 days ago), 28.4% are below.
71.9% are above or equal to 1/2 close (7 days ago), 28.1% are below.
77.5% are above or equal to 12/29 close (8 days ago), 22.5% are below.
74.3% are above or equal to 12/28 close (9 days ago), 25.7% are below.
74.7% are above or equal to 12/27 close (10 days ago), 25.3% are below.
74.7% are above or equal to 12/26 close (11 days ago), 25.3% are below.
75.7% are above or equal to 12/22 close (12 days ago), 24.3% are below.
76.0% are above or equal to 12/21 close (13 days ago), 24.0% are below.
76.6% are above or equal to 12/20 close (14 days ago), 23.4% are below.
76.3% are above or equal to 12/19 close (15 days ago), 23.7% are below.
73.2% are above or equal to 12/18 close (16 days ago), 26.8% are below.
77.0% are above or equal to 12/15 close (17 days ago), 23.0% are below.
81.0% are above or equal to 12/14 close (18 days ago), 19.0% are below.
78.1% are above or equal to 12/13 close (19 days ago), 21.9% are below.
79.5% are above or equal to 12/12 close (20 days ago), 20.5% are below.
77.8% are above or equal to 12/11 close (21 days ago), 22.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180111 Closing)
20d: 31.5% new highs, 6.5% new lows
21d: 31.1% new highs, 6.3% new lows
42d: 27.9% new highs, 4.9% new lows
63d: 24.8% new highs, 3.9% new lows
126d: 22.1% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180111 Closing)
2-day: 81.3% above, 18.7% below
3-day: 76.0% above, 24.0% below
4-day: 71.4% above, 28.6% below
5-day: 70.8% above, 29.2% below
8-day: 73.8% above, 26.2% below
10-day: 74.3% above, 25.7% below
20-day: 76.9% above, 23.1% below
50-day: 78.8% above, 21.2% below
200-day: 74.6% above, 25.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180111 Closing)
TRAN(23): 2.47% Top=SAVE AAL DAL UAL ALK JBLU XPO LUV ….. EXPD TRN FDX KSU JBHT UNP CSX CNI=Bottom (Transportation)
ENER(93): 2.46% Top=PUMP UNT WRD OAS NBR APC CVE APA ….. PSX AMGP MDU PBF PE SM SPN JAG=Bottom (Energy)
MATE(29): 2.34% Top=KBH WLH FLR TMHC DAR PHM TOL PWR ….. MLM WCN FAST RSG WM USG WY BECN=Bottom (Materials & Construction)
RETA(62): 2.16% Top=DKS CHS SBH SIG TGT GES RH DDS ….. WMT KR EBAY CARS TSCO BABA CORE SFIX=Bottom (Retail & Specialty Retail)
CHEM(26): 1.78% Top=MOS TROX CC RYAM CF CE PAH NTR ….. PPG PX UNVR MON AXTA FMC EMN VSM=Bottom (Chemicals/Fertilizers)
MANU(35): 1.68% Top=DDD ATI RXN JKS FLS KMT AOS CAT ….. PH DOV CFX HON GE DHR ESIO MHK=Bottom (Manufacturing)
META(24): 1.63% Top=CLF TECK CCJ SLCA STLD CNX CMC CENX ….. X PAAS ABX WPM FMSA AKS FNV AEM=Bottom (Metals & Mining)
ELEC(57): 1.44% Top=SPWR FSLR IPHI MSCC MTSI IDTI KEM AEIS ….. AMAT HIMX AMBA BRKR ICHR MU MXL LRCX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(58): 1.32% Top=PBI FOSL GIII VSTO ELY HBI ELF BC ….. PG CL CHD EL MAT VRS CLX KMB=Bottom (Consumer)
COHW(38): 1.31% Top=SYNA STX FTR VG ANET SSYS EXTR PSTG ….. VRSN HRS CTL TMUS T CNSL CCI BB=Bottom (Computer Hardware/Telecom)
DISV(48): 1.28% Top=CAR AAN CXW URI ZTO ATGE AL JEC ….. BAH WTW YY VNTV G SCI PAYX SBAC=Bottom (Diversified Services)
COSW(93): 1.20% Top=CMCM APPN MDRX SSNC DST SE BOX VIPS ….. TRI NUAN CTXS AYX AKAM EQIX CLDR NTES=Bottom (Computer Software/Internet)
LEIS(45): 1.20% Top=SEAS DPZ WYN MGM PLNT YUMC MTN BYD ….. MCD YUM WEN SONC MLCO TVPT JACK SHAK=Bottom (Leisure)
INSU(33): 1.04% Top=AEL XL MTG VR ACGL MBI RDN BHF ….. TMK HIG FNF PGR MMC AJG AFSI AGO=Bottom (Insurance)
HEAL(48): 0.98% Top=IRWD THC ACHC UHS IART DVA MZOR BKD ….. SYK DXCM NVRO MOH PRAH GMED COO MDXG=Bottom (Health)
FINA(91): 0.86% Top=OZRK UCBI CIT FRC ESNT FMBI WETF WDR ….. TD BGCP AXP LPLA NDAQ TWNK CLNS GCAP=Bottom (Banks/Financials)
REAL(103): 0.06% Top=RLGY WPG TCO CBG IVR ARI DRH ALLY ….. AIV HTA DLR REG RPAI CONE AMT MAA=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/

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01/10/2018

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

Closing Stats
by daytrend on 20180110. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 904.

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 (20180110 Closing)
17.5% of stocks are above yesterday’s high.
39.4% are above yesterday’s midpoint. (60.6% are below.)
34.0% are below yesterday’s low.
48.6% are inside yesterday’s range.
33.6% of stocks with today’s high > yesterday’s high. (66.4% less than).
65.0% of stocks with today’s low < yesterday’s low. (35.0% greater than).

EVIDENCE OF INTRADAY TREND (20180110 Closing)
50.2% of stocks are above today’s open. (48.2% are below).
39.2% of stocks are above today’s open and yesterday’s close.
45.4% are below both.
3.2% of stocks opened above yesterday’s high.
27.2% of stocks opened above yesterday’s close. (69.7% opened below yesterday’s close).
27.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180110 Closing)
11.8% of stocks are in the top 10% of today’s range.
22.3% 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.
16.4% are in the bottom 20%.
7.4% are in the bottom 10%.

GAIN (20180110 Closing)
43.0% of stocks are above yesterday’s close. (57.0% are below.)
1.7% are up 4.5% or more. 0.7% are down 4.5% or more.
2.7% are up 3.5% or more. 1.9% are down 3.5% or more.
56.0% are between +1% and -1%.

RSI on DAILY (20180110 Closing)
2-day: >=95:12.2%…>=90:16.7%…>=80:23.2%…>=50:47.3%…<=20:27.8%…<=10:13.1%…<=5:6.2%…
9-day: >=95:0.0%…>=90:0.4%…>=80:8.7%…>=50:68.5%…<=20:1.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:71.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180110 Closing)
17.5% above previous 1 highs, 34.0% below previous 1 lows
14.7% above previous 2 highs, 24.2% below previous 2 lows
13.3% above previous 3 highs, 21.1% below previous 3 lows
12.7% above previous 4 highs, 17.8% below previous 4 lows
12.4% above previous 5 highs, 15.2% below previous 5 lows
12.1% above previous 6 highs, 13.3% below previous 6 lows
12.1% above previous 7 highs, 12.6% below previous 7 lows
11.9% above previous 8 highs, 12.2% below previous 8 lows
11.8% above previous 9 highs, 11.8% below previous 9 lows
11.6% above previous 10 highs, 11.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180110 Closing)
43.0% are above or equal to 1/9 close (1 days ago), 57.0% are below.
40.3% are above or equal to 1/8 close (2 days ago), 59.7% are below.
49.6% are above or equal to 1/5 close (3 days ago), 50.4% are below.
56.1% are above or equal to 1/4 close (4 days ago), 43.9% are below.
59.3% are above or equal to 1/3 close (5 days ago), 40.7% are below.
62.9% are above or equal to 1/2 close (6 days ago), 37.1% are below.
71.3% are above or equal to 12/29 close (7 days ago), 28.7% are below.
66.8% are above or equal to 12/28 close (8 days ago), 33.2% are below.
68.4% are above or equal to 12/27 close (9 days ago), 31.6% are below.
69.0% are above or equal to 12/26 close (10 days ago), 31.0% are below.
70.6% are above or equal to 12/22 close (11 days ago), 29.4% are below.
69.9% are above or equal to 12/21 close (12 days ago), 30.1% are below.
70.2% are above or equal to 12/20 close (13 days ago), 29.8% are below.
70.9% are above or equal to 12/19 close (14 days ago), 29.1% are below.
67.8% are above or equal to 12/18 close (15 days ago), 32.2% are below.
73.0% are above or equal to 12/15 close (16 days ago), 27.0% are below.
76.2% are above or equal to 12/14 close (17 days ago), 23.8% are below.
72.2% are above or equal to 12/13 close (18 days ago), 27.8% are below.
73.9% are above or equal to 12/12 close (19 days ago), 26.1% are below.
72.5% are above or equal to 12/11 close (20 days ago), 27.5% are below.
73.3% are above or equal to 12/8 close (21 days ago), 26.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180110 Closing)
20d: 18.9% new highs, 12.4% new lows
21d: 18.9% new highs, 11.8% new lows
42d: 16.7% new highs, 8.6% new lows
63d: 15.2% new highs, 5.9% new lows
126d: 14.0% new highs, 4.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180110 Closing)
2-day: 42.4% above, 57.6% below
3-day: 40.2% above, 59.8% below
4-day: 43.1% above, 56.9% below
5-day: 48.2% above, 51.8% below
8-day: 59.3% above, 40.7% below
10-day: 63.1% above, 36.9% below
20-day: 69.8% above, 30.2% below
50-day: 75.8% above, 24.2% below
200-day: 73.2% above, 26.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180110 Closing)
META(25): 1.57% Top=AKS CENX AA CCJ FCX PAAS TECK STLD ….. SCCO NEM ABX RGLD WPM AEM FNV CNX=Bottom (Metals & Mining)
INSU(32): 1.36% Top=AFSI BHF AGO CNO PRU AEL MBI LNC ….. CLGX ORI FAF ALL ACGL PGR MMC CINF=Bottom (Insurance)
FINA(92): 0.80% Top=GCAP NYCB BK STT BOFI PB EWBC ESNT ….. IBKR PSEC LAZ EFX BEN IVZ LM YRD=Bottom (Banks/Financials)
COSW(93): 0.23% Top=SSNC CMCM APPN CLDR HDP WDAY SNAP DATA ….. AKAM SE BIDU MULE TEAM MDRX SWCH GRUB=Bottom (Computer Software/Internet)
TRAN(22): 0.19% Top=UAL AAL DAL SAVE ALK LUV JBLU UPS ….. WAB UNP EXPD ODFL NSC CSX CNI KSU=Bottom (Transportation)
RETA(61): 0.18% Top=CHS DDS M GES KSS FINL DKS JWN ….. CASY BLDR ETSY FIVE CORE RH EBAY SIG=Bottom (Retail & Specialty Retail)
ENER(93): -0.05% Top=CPG FRAC KOS ANDX NS SM NBR PAGP ….. GPOR PE PBA RSPP EGN JAG COG RES=Bottom (Energy)
COHW(37): -0.05% Top=CTL FTR VG FNSR NTAP STX SSYS HPQ ….. SYNA COMM ATUS T CCI TMUS TDS BB=Bottom (Computer Hardware/Telecom)
LEIS(45): -0.12% Top=PLAY SEAS STAY SHAK SBUX MGM CMG RRR ….. PLNT PZZA YUMC GPRO JACK QSR WING DPZ=Bottom (Leisure)
HEAL(48): -0.21% Top=DXCM ISRG SYNH GKOS PINC PODD NVRO MZOR ….. BAX HOLX BSX THC IRWD GMED XRAY MDXG=Bottom (Health)
CHEM(26): -0.31% Top=PAH CC RYAM SMG UNVR HUN EMN CF ….. AXTA OLN RPM VSM PPG NTR DWDP ALB=Bottom (Chemicals/Fertilizers)
DISV(49): -0.32% Top=FDC FLT RBA ADS CAR CNDT EEFT MGI ….. SBAC AAN HCSG VNTV HRB ABM ZTO CXW=Bottom (Diversified Services)
MANU(34): -0.34% Top=GE DDD SNA PNR HON ETN ATI EMR ….. ITT KMT DOV RXN SWK FLS AGCO MHK=Bottom (Manufacturing)
CONS(58): -0.55% Top=KS FOSL VSTO PBI SKX PAY DECK CRI ….. BLL OI HAS ELF BMS FBHS NWL VRS=Bottom (Consumer)
REAL(104): -0.87% Top=WPG PEI RLJ HST DRH SHO PEB PDM ….. PSA STAG SLG DLR UNIT CONE BAM GEO=Bottom (Real Estate)
MATE(30): -0.98% Top=LEN CAA MDR KBH FLR SRCL WCN WM ….. SUM TPH WLH JELD PHM TOL MDC DHI=Bottom (Materials & Construction)
ELEC(55): -1.17% Top=HIMX AMD GRMN KEM NVDA MU AYI PI ….. KLAC ICHR AMAT CRUS LRCX MXL SGH AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)

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

01/09/2018

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

Closing Stats
by daytrend on 20180109. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 898.

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 (20180109 Closing)
25.6% of stocks are above yesterday’s high.
51.4% are above yesterday’s midpoint. (48.6% are below.)
22.8% are below yesterday’s low.
51.6% are inside yesterday’s range.
58.1% of stocks with today’s high > yesterday’s high. (41.9% less than).
35.6% of stocks with today’s low < yesterday’s low. (64.4% greater than).

EVIDENCE OF INTRADAY TREND (20180109 Closing)
35.3% of stocks are above today’s open. (63.6% are below).
33.2% of stocks are above today’s open and yesterday’s close.
55.1% are below both.
22.6% of stocks opened above yesterday’s high.
70.0% of stocks opened above yesterday’s close. (25.7% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180109 Closing)
3.7% of stocks are in the top 10% of today’s range.
11.2% are in the top 20%.
37.1% are in the top half. 62.9% of stocks are in the bottom half of today’s range.
36.3% are in the bottom 20%.
22.0% are in the bottom 10%.

GAIN (20180109 Closing)
42.8% of stocks are above yesterday’s close. (57.2% are below.)
0.7% are up 4.5% or more. 1.6% are down 4.5% or more.
1.4% are up 3.5% or more. 2.9% are down 3.5% or more.
57.7% are between +1% and -1%.

RSI on DAILY (20180109 Closing)
2-day: >=95:16.6%…>=90:24.5%…>=80:32.5%…>=50:54.0%…<=20:19.4%…<=10:8.9%…<=5:4.1%…
9-day: >=95:0.0%…>=90:0.4%…>=80:8.8%…>=50:71.6%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.7%…>=50:74.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180109 Closing)
25.6% above previous 1 highs, 22.8% below previous 1 lows
21.4% above previous 2 highs, 17.6% below previous 2 lows
19.3% above previous 3 highs, 14.0% below previous 3 lows
18.6% above previous 4 highs, 12.2% below previous 4 lows
17.6% above previous 5 highs, 10.5% below previous 5 lows
17.6% above previous 6 highs, 9.5% below previous 6 lows
17.6% above previous 7 highs, 9.4% below previous 7 lows
17.5% above previous 8 highs, 9.0% below previous 8 lows
17.4% above previous 9 highs, 8.8% below previous 9 lows
16.7% above previous 10 highs, 8.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180109 Closing)
42.8% are above or equal to 1/8 close (1 days ago), 57.2% are below.
54.5% are above or equal to 1/5 close (2 days ago), 45.5% are below.
60.8% are above or equal to 1/4 close (3 days ago), 39.2% are below.
63.7% are above or equal to 1/3 close (4 days ago), 36.3% are below.
65.8% are above or equal to 1/2 close (5 days ago), 34.2% are below.
74.3% are above or equal to 12/29 close (6 days ago), 25.7% are below.
69.8% are above or equal to 12/28 close (7 days ago), 30.2% are below.
71.5% are above or equal to 12/27 close (8 days ago), 28.5% are below.
71.3% are above or equal to 12/26 close (9 days ago), 28.7% are below.
71.4% are above or equal to 12/22 close (10 days ago), 28.6% are below.
71.2% are above or equal to 12/21 close (11 days ago), 28.8% are below.
72.0% are above or equal to 12/20 close (12 days ago), 28.0% are below.
71.8% are above or equal to 12/19 close (13 days ago), 28.2% are below.
68.0% are above or equal to 12/18 close (14 days ago), 32.0% are below.
73.1% are above or equal to 12/15 close (15 days ago), 26.9% are below.
76.1% are above or equal to 12/14 close (16 days ago), 23.9% are below.
73.2% are above or equal to 12/13 close (17 days ago), 26.8% are below.
74.5% are above or equal to 12/12 close (18 days ago), 25.5% are below.
74.3% are above or equal to 12/11 close (19 days ago), 25.7% are below.
75.6% are above or equal to 12/8 close (20 days ago), 24.4% are below.
77.3% are above or equal to 12/7 close (21 days ago), 22.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180109 Closing)
20d: 31.7% new highs, 7.5% new lows
21d: 31.6% new highs, 7.0% new lows
42d: 25.9% new highs, 5.5% new lows
63d: 23.8% new highs, 4.1% new lows
126d: 22.4% new highs, 3.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180109 Closing)
2-day: 41.5% above, 58.5% below
3-day: 48.4% above, 51.6% below
4-day: 54.6% above, 45.4% below
5-day: 58.4% above, 41.6% below
8-day: 65.7% above, 34.3% below
10-day: 67.4% above, 32.6% below
20-day: 72.6% above, 27.4% below
50-day: 77.3% above, 22.7% below
200-day: 73.3% above, 26.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180109 Closing)
FINA(89): 0.90% Top=VOYA EWBC KKR IBKR AMTD KEY ZION PB ….. BEN WETF NAVI TD PSEC GCAP WU BGCP=Bottom (Banks/Financials)
HEAL(48): 0.78% Top=MDXG BSX ESRX MOH LH GMED A DVA ….. DXCM SYK BKD SYNH PODD NUVA XRAY NVRO=Bottom (Health)
LEIS(45): 0.33% Top=WEN MTN WING CCL LVS PZZA JACK H ….. SEAS DNKN PLNT DRI RRR CAKE EAT GPRO=Bottom (Leisure)
MANU(36): 0.24% Top=DHR DE GE DOV CFX DDD AGCO KMT ….. GGG JKS MWA FLS WBT SNA ESIO OSIS=Bottom (Manufacturing)
INSU(32): 0.21% Top=LNC AEL BHF MTG PRU L RDN UNM ….. ALL CINF XL AGO VR FAF MBI ORI=Bottom (Insurance)
TRAN(22): 0.20% Top=JBHT UNP ODFL CSX JBLU WAB EXPD SAVE ….. UPS AAL FDX CNI TRN DAL ALK LUV=Bottom (Transportation)
DISV(49): -0.05% Top=WTW MYGN ALLE ADS FISV RCII ULTA MCO ….. KBR CAR RBA EEFT AL AAN KTOS CXW=Bottom (Diversified Services)
ENER(92): -0.08% Top=REN SM CPG CVE ANDX ECA CRC RIG ….. KOS FRAC PBF FANG JAG XOG APA PTEN=Bottom (Energy)
MATE(31): -0.31% Top=WLH MAS TMHC KBH PHM MDC TOL VMC ….. MLM DY BECN RYN PWR JELD EXP USG=Bottom (Materials & Construction)
CHEM(26): -0.35% Top=UNVR PX GRA TROX PAH APD DWDP MON ….. ASH VSM RPM CC HUN ALB OLN NTR=Bottom (Chemicals/Fertilizers)
CONS(57): -0.46% Top=GT CROX COTY SNBR HAS SPB SKX HBI ….. FOSL FBHS VFC FL KMB GIII ELY UAA=Bottom (Consumer)
COSW(91): -0.54% Top=AKAM NUAN MDRX CERN BIDU TEAM DXC ADBE ….. RENN VIPS BOX NTNX GRUB VERI MANH APPN=Bottom (Computer Software/Internet)
RETA(61): -0.66% Top=TGT ETSY GME DDS FIVE M RH LOW ….. CARS GES DKS LB AEO URBN SFIX CHS=Bottom (Retail & Specialty Retail)
COHW(37): -0.67% Top=ATUS BB STX TMUS SSYS COMM NTAP AAPL ….. VG FNSR T SYNA FTR CNSL EXTR CTL=Bottom (Computer Hardware/Telecom)
REAL(104): -1.19% Top=ALLY RLGY CXP CBG MGP GPT HST EQC ….. KIM DDR AKR WPG BRX KRG WRI SKT=Bottom (Real Estate)
ELEC(54): -1.51% Top=MSCC KEYS FTV TXN FSLR FLEX XLNX QRVO ….. MTSI AEIS AMD AMBA MU CREE AAOI AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(24): -1.65% Top=CNX RGLD GG FNV TECK NUE NEM SCCO ….. SLCA AG CLF X WPM FCX AGI AKS=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/

01/08/2018

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

Closing Stats
by daytrend on 20180108. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 896.

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 (20180108 Closing)
39.5% of stocks are above yesterday’s high.
67.6% are above yesterday’s midpoint. (32.4% are below.)
12.4% are below yesterday’s low.
48.1% are inside yesterday’s range.
62.3% of stocks with today’s high > yesterday’s high. (37.7% less than).
40.3% of stocks with today’s low < yesterday’s low. (59.7% greater than).

EVIDENCE OF INTRADAY TREND (20180108 Closing)
62.3% of stocks are above today’s open. (37.4% are below).
57.7% of stocks are above today’s open and yesterday’s close.
31.7% are below both.
13.2% of stocks opened above yesterday’s high.
41.2% of stocks opened above yesterday’s close. (50.0% opened below yesterday’s close).
5.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180108 Closing)
16.4% of stocks are in the top 10% of today’s range.
34.0% are in the top 20%.
68.9% are in the top half. 31.1% of stocks are in the bottom half of today’s range.
9.2% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20180108 Closing)
64.2% of stocks are above yesterday’s close. (35.8% are below.)
1.5% are up 4.5% or more. 1.0% are down 4.5% or more.
2.6% are up 3.5% or more. 1.3% are down 3.5% or more.
62.9% are between +1% and -1%.

RSI on DAILY (20180108 Closing)
2-day: >=95:21.7%…>=90:31.9%…>=80:44.2%…>=50:69.6%…<=20:10.6%…<=10:4.9%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:9.9%…>=50:75.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.6%…>=50:77.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180108 Closing)
39.5% above previous 1 highs, 12.4% below previous 1 lows
30.5% above previous 2 highs, 7.7% below previous 2 lows
26.7% above previous 3 highs, 5.2% below previous 3 lows
25.4% above previous 4 highs, 3.7% below previous 4 lows
24.3% above previous 5 highs, 3.3% below previous 5 lows
24.2% above previous 6 highs, 2.9% below previous 6 lows
23.5% above previous 7 highs, 2.7% below previous 7 lows
23.2% above previous 8 highs, 2.5% below previous 8 lows
22.8% above previous 9 highs, 2.5% below previous 9 lows
21.9% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180108 Closing)
64.2% are above or equal to 1/5 close (1 days ago), 35.8% are below.
71.0% are above or equal to 1/4 close (2 days ago), 29.0% are below.
68.3% are above or equal to 1/3 close (3 days ago), 31.7% are below.
70.2% are above or equal to 1/2 close (4 days ago), 29.8% are below.
76.3% are above or equal to 12/29 close (5 days ago), 23.7% are below.
72.4% are above or equal to 12/28 close (6 days ago), 27.6% are below.
73.4% are above or equal to 12/27 close (7 days ago), 26.6% are below.
74.0% are above or equal to 12/26 close (8 days ago), 26.0% are below.
74.1% are above or equal to 12/22 close (9 days ago), 25.9% are below.
73.2% are above or equal to 12/21 close (10 days ago), 26.8% are below.
75.2% are above or equal to 12/20 close (11 days ago), 24.8% are below.
73.3% are above or equal to 12/19 close (12 days ago), 26.7% are below.
68.3% are above or equal to 12/18 close (13 days ago), 31.7% are below.
74.8% are above or equal to 12/15 close (14 days ago), 25.2% are below.
79.8% are above or equal to 12/14 close (15 days ago), 20.2% are below.
75.0% are above or equal to 12/13 close (16 days ago), 25.0% are below.
75.7% are above or equal to 12/12 close (17 days ago), 24.3% are below.
77.1% are above or equal to 12/11 close (18 days ago), 22.9% are below.
75.9% are above or equal to 12/8 close (19 days ago), 24.1% are below.
78.2% are above or equal to 12/7 close (20 days ago), 21.8% are below.
81.5% are above or equal to 12/6 close (21 days ago), 18.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180108 Closing)
20d: 30.1% new highs, 4.7% new lows
21d: 30.0% new highs, 4.5% new lows
42d: 23.7% new highs, 2.9% new lows
63d: 21.0% new highs, 2.0% new lows
126d: 18.9% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180108 Closing)
2-day: 63.1% above, 36.9% below
3-day: 67.0% above, 33.0% below
4-day: 68.5% above, 31.5% below
5-day: 70.6% above, 29.4% below
8-day: 73.1% above, 26.9% below
10-day: 73.4% above, 26.6% below
20-day: 76.5% above, 23.5% below
50-day: 78.5% above, 21.5% below
200-day: 74.9% above, 25.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180108 Closing)
COHW(37): 0.80% Top=STX ANET SYNA CIEN BB HRS KN VG ….. BCE CNSL ATUS TDS WDC EXTR VIAV PSTG=Bottom (Computer Hardware/Telecom)
ENER(92): 0.71% Top=NBR DO WRD SM HP LPI NFX PTEN ….. PE AMGP APA HK DK CRC KOS XOG=Bottom (Energy)
MANU(36): 0.67% Top=RXN CAT ESIO ATI GGG SNA ITT SWK ….. PNR EMR HON JKS OSIS TTC DDD GE=Bottom (Manufacturing)
CONS(56): 0.64% Top=CROX VRS DECK PAY VFC GPK GIII HBI ….. ECL COTY OI LULU FOSL GOOS VSTO MAT=Bottom (Consumer)
DISV(49): 0.57% Top=WTW CXW LDOS ATGE BAH AAN CNDT AL ….. TRU EEFT FDC HRB MGI ZTO ULTA MYGN=Bottom (Diversified Services)
COSW(92): 0.44% Top=VIPS NTNX NCR VERI SPLK ALRM SWCH BIDU ….. FDS HPE BL RENN GRUB SNAP HDP APPN=Bottom (Computer Software/Internet)
MATE(32): 0.37% Top=MDR VMC TOL KBH DY FAST DAR EXP ….. RSG PHM TPH LEN CAA SRCL WLH PWR=Bottom (Materials & Construction)
TRAN(22): 0.36% Top=SNDR CSX NSC JBHT UNP CHRW XPO UPS ….. JBLU LUV CNI SAVE AAL UAL ALK DAL=Bottom (Transportation)
REAL(104): 0.33% Top=GEO EDR HST ACC SBRA EXR CONE PEB ….. BXP ESRT WPG VNO ALLY SC BDN CXP=Bottom (Real Estate)
RETA(61): 0.30% Top=CORE KSS CHS MELI DDS GME W SFIX ….. FINL DLTR TJX LL DSW BURL LB FIVE=Bottom (Retail & Specialty Retail)
ELEC(53): 0.30% Top=IPGP AMD NVDA AMAT IDTI TTMI KEYS QRVO ….. AAOI AMBA KEM PI UCTT HIMX ICHR XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(24): 0.27% Top=TECK SLCA X PAAS AA CMC STLD GG ….. FCX AG CENX CNX WPM ABX AGI CCJ=Bottom (Metals & Mining)
FINA(89): -0.02% Top=WU TROW WETF ESNT CBOE CME APO LM ….. IVZ SYF GS OMF NAVI BSBR FII GCAP=Bottom (Banks/Financials)
HEAL(45): -0.10% Top=IART DXCM ISRG ALGN MOH GKOS EW MDXG ….. OSUR MD ACHC BKD THC EHC IRWD NUVA=Bottom (Health)
CHEM(26): -0.18% Top=ALB VSM SMG WLK UNVR CE EMN MON ….. CC TROX ASH HUN RYAM MOS CF NTR=Bottom (Chemicals/Fertilizers)
INSU(33): -0.20% Top=FAF RDN MTG UNM CNO FNF PGR MET ….. HIG AEL AXS VR MMC AGO AFSI MBI=Bottom (Insurance)
LEIS(45): -0.68% Top=WING TVPT HGV H HLT STAY DPZ CMG ….. JACK BYD MGM SONC CAKE EAT GPRO PLAY=Bottom (Leisure)

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

Filed under: Market Stats — daytrend @ 2:15 pm

Market Stats at 2:14 pm ET
by daytrend on 20180108. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 896.

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 (20180108 2:14 pm ET)
40.8% of stocks are above yesterday’s high.
68.9% are above yesterday’s midpoint. (31.1% are below.)
11.2% are below yesterday’s low.
48.0% are inside yesterday’s range.
57.5% of stocks with today’s high > yesterday’s high. (42.5% less than).
39.2% of stocks with today’s low < yesterday’s low. (60.8% greater than).

EVIDENCE OF INTRADAY TREND (20180108 2:14 pm ET)
65.2% of stocks are above today’s open. (33.7% are below).
59.8% of stocks are above today’s open and yesterday’s close.
28.8% are below both.
13.2% of stocks opened above yesterday’s high.
41.2% of stocks opened above yesterday’s close. (50.0% opened below yesterday’s close).
5.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180108 2:14 pm ET)
28.3% of stocks are in the top 10% of today’s range.
45.2% are in the top 20%.
76.8% are in the top half. 23.2% of stocks are in the bottom half of today’s range.
5.0% are in the bottom 20%.
1.7% are in the bottom 10%.

GAIN (20180108 2:14 pm ET)
65.6% of stocks are above yesterday’s close. (34.4% are below.)
1.6% are up 4.5% or more. 0.9% are down 4.5% or more.
2.5% are up 3.5% or more. 1.5% are down 3.5% or more.
65.8% are between +1% and -1%.

RSI on DAILY (20180108 2:14 pm ET)
2-day: >=95:22.0%…>=90:32.1%…>=80:46.0%…>=50:70.8%…<=20:9.3%…<=10:4.1%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.3%…>=80:9.6%…>=50:76.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.7%…>=50:78.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180108 2:14 pm ET)
40.8% above previous 1 highs, 11.2% below previous 1 lows
30.4% above previous 2 highs, 7.3% below previous 2 lows
26.7% above previous 3 highs, 4.7% below previous 3 lows
25.3% above previous 4 highs, 3.1% below previous 4 lows
24.7% above previous 5 highs, 3.0% below previous 5 lows
24.2% above previous 6 highs, 2.7% below previous 6 lows
24.0% above previous 7 highs, 2.3% below previous 7 lows
23.3% above previous 8 highs, 2.2% below previous 8 lows
22.8% above previous 9 highs, 2.2% below previous 9 lows
22.1% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180108 2:14 pm ET)
65.6% are above or equal to 1/5 close (1 days ago), 34.4% are below.
70.5% are above or equal to 1/4 close (2 days ago), 29.5% are below.
69.9% are above or equal to 1/3 close (3 days ago), 30.1% are below.
70.6% are above or equal to 1/2 close (4 days ago), 29.4% are below.
76.9% are above or equal to 12/29 close (5 days ago), 23.1% are below.
72.0% are above or equal to 12/28 close (6 days ago), 28.0% are below.
73.0% are above or equal to 12/27 close (7 days ago), 27.0% are below.
73.7% are above or equal to 12/26 close (8 days ago), 26.3% are below.
74.2% are above or equal to 12/22 close (9 days ago), 25.8% are below.
73.5% are above or equal to 12/21 close (10 days ago), 26.5% are below.
75.3% are above or equal to 12/20 close (11 days ago), 24.7% are below.
73.8% are above or equal to 12/19 close (12 days ago), 26.2% are below.
69.5% are above or equal to 12/18 close (13 days ago), 30.5% are below.
75.3% are above or equal to 12/15 close (14 days ago), 24.7% are below.
80.1% are above or equal to 12/14 close (15 days ago), 19.9% are below.
75.8% are above or equal to 12/13 close (16 days ago), 24.2% are below.
75.8% are above or equal to 12/12 close (17 days ago), 24.2% are below.
76.7% are above or equal to 12/11 close (18 days ago), 23.3% are below.
75.7% are above or equal to 12/8 close (19 days ago), 24.3% are below.
78.6% are above or equal to 12/7 close (20 days ago), 21.4% are below.
81.4% are above or equal to 12/6 close (21 days ago), 18.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180108 2:14 pm ET)
20d: 27.5% new highs, 4.7% new lows
21d: 27.3% new highs, 4.5% new lows
42d: 21.7% new highs, 2.9% new lows
63d: 19.3% new highs, 2.0% new lows
126d: 17.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180108 2:14 pm ET)
2-day: 64.8% above, 35.2% below
3-day: 69.0% above, 31.0% below
4-day: 69.1% above, 30.9% below
5-day: 70.8% above, 29.2% below
8-day: 73.5% above, 26.5% below
10-day: 73.7% above, 26.3% below
20-day: 76.9% above, 23.1% below
50-day: 78.5% above, 21.5% below
200-day: 75.1% above, 24.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180108 2:14 pm ET)
CONS(56): 0.88% Top=CROX VRS GPK KS PAY DECK VFC WWW ….. FBHS ELY ECL SNBR FOSL VSTO GOOS MAT=Bottom (Consumer)
MANU(36): 0.77% Top=RXN ATI ESIO CAT GGG ITT SWK SNA ….. KMT PNR DE EMR HON DDD TTC GE=Bottom (Manufacturing)
COHW(37): 0.76% Top=STX ANET SYNA CIEN FTR HRS KN TMUS ….. BCE ATUS CNSL TDS WDC EXTR VIAV PSTG=Bottom (Computer Hardware/Telecom)
DISV(49): 0.63% Top=WTW CXW KTOS BAH ATGE LDOS AL INFO ….. PAYX FDC EEFT HRB ZTO MGI MYGN ULTA=Bottom (Diversified Services)
ENER(92): 0.61% Top=WRD SM DO NBR NFX PTEN HP RIG ….. PE OAS CVE KOS CRC APA DK XOG=Bottom (Energy)
MATE(32): 0.48% Top=MDR VMC TOL DHI KBH EXP MLM DY ….. BECN WM CAA RSG LEN WLH SRCL PWR=Bottom (Materials & Construction)
COSW(92): 0.46% Top=VIPS NTNX BIDU CMCM CDNS NCR SPLK SWCH ….. FDS HPE BL GRUB RENN HDP SNAP APPN=Bottom (Computer Software/Internet)
TRAN(22): 0.40% Top=SNDR CHRW CSX NSC UNP JBHT XPO ODFL ….. JBLU LUV CNI SAVE AAL ALK UAL DAL=Bottom (Transportation)
RETA(61): 0.37% Top=CORE KSS W DDS GME SFIX KR SFM ….. DKS SBH LL TJX DSW BURL LB FIVE=Bottom (Retail & Specialty Retail)
ELEC(53): 0.33% Top=IPGP NVDA AMD AMAT IDTI KEYS SPWR TTMI ….. MTSI UCTT KEM AAOI HIMX PI XPER ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(104): 0.33% Top=GEO HST EDR REXR PEB AMT EXR SBRA ….. OUT VNO BXP WPG CXP ALLY BDN SC=Bottom (Real Estate)
FINA(89): 0.11% Top=WU WETF TROW ESNT CBOE CME STT LM ….. C IVZ JHG OMF NAVI BSBR FII GCAP=Bottom (Banks/Financials)
CHEM(26): 0.08% Top=ALB SMG VSM UNVR CE WLK AXTA FMC ….. HUN PX CC ASH RPM MOS CF NTR=Bottom (Chemicals/Fertilizers)
META(24): 0.08% Top=TECK SLCA X AA CMC PAAS STLD AKS ….. CLF AG CCJ CNX WPM CENX AGI ABX=Bottom (Metals & Mining)
INSU(33): -0.07% Top=FAF RDN MTG UNM MET FNF CNO PGR ….. CINF AEL MMC AXS MBI VR AGO AFSI=Bottom (Insurance)
HEAL(45): -0.12% Top=IART DXCM MDXG ALGN ISRG EW GKOS SYK ….. UNH UHS BKD ACHC THC IRWD EHC NUVA=Bottom (Health)
LEIS(45): -0.68% Top=WING H STAY HGV TVPT HLT CMG MAR ….. MGM SHAK BYD CAKE SONC EAT GPRO PLAY=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 2:14 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:45 am

Market Stats at 9:44 am ET
by daytrend on 20180108. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 896.

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 (20180108 9:44 am ET)
15.7% of stocks are above yesterday’s high.
54.6% are above yesterday’s midpoint. (45.4% are below.)
12.6% are below yesterday’s low.
71.7% are inside yesterday’s range.
35.7% of stocks with today’s high > yesterday’s high. (64.3% less than).
23.8% of stocks with today’s low < yesterday’s low. (76.2% greater than).

EVIDENCE OF INTRADAY TREND (20180108 9:44 am ET)
37.4% of stocks are above today’s open. (60.4% are below).
29.4% of stocks are above today’s open and yesterday’s close.
51.6% are below both.
13.2% of stocks opened above yesterday’s high.
41.2% of stocks opened above yesterday’s close. (49.9% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180108 9:44 am ET)
10.8% of stocks are in the top 10% of today’s range.
17.2% are in the top 20%.
39.6% are in the top half. 60.4% of stocks are in the bottom half of today’s range.
26.1% are in the bottom 20%.
14.3% are in the bottom 10%.

GAIN (20180108 9:44 am ET)
40.1% of stocks are above yesterday’s close. (59.9% are below.)
0.8% are up 4.5% or more. 0.6% are down 4.5% or more.
1.2% are up 3.5% or more. 0.8% are down 3.5% or more.
81.9% are between +1% and -1%.

RSI on DAILY (20180108 9:44 am ET)
2-day: >=95:10.2%…>=90:16.4%…>=80:26.0%…>=50:59.5%…<=20:12.5%…<=10:4.9%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:5.9%…>=50:74.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:76.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180108 9:44 am ET)
15.7% above previous 1 highs, 12.6% below previous 1 lows
11.0% above previous 2 highs, 6.0% below previous 2 lows
9.8% above previous 3 highs, 4.7% below previous 3 lows
9.2% above previous 4 highs, 3.0% below previous 4 lows
8.6% above previous 5 highs, 2.9% below previous 5 lows
8.5% above previous 6 highs, 2.6% below previous 6 lows
8.1% above previous 7 highs, 2.1% below previous 7 lows
7.9% above previous 8 highs, 2.0% below previous 8 lows
7.8% above previous 9 highs, 2.0% below previous 9 lows
7.6% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180108 9:44 am ET)
40.1% are above or equal to 1/5 close (1 days ago), 59.9% are below.
59.2% are above or equal to 1/4 close (2 days ago), 40.8% are below.
63.6% are above or equal to 1/3 close (3 days ago), 36.4% are below.
65.4% are above or equal to 1/2 close (4 days ago), 34.6% are below.
74.2% are above or equal to 12/29 close (5 days ago), 25.8% are below.
67.4% are above or equal to 12/28 close (6 days ago), 32.6% are below.
69.9% are above or equal to 12/27 close (7 days ago), 30.1% are below.
69.8% are above or equal to 12/26 close (8 days ago), 30.2% are below.
70.2% are above or equal to 12/22 close (9 days ago), 29.8% are below.
69.1% are above or equal to 12/21 close (10 days ago), 30.9% are below.
71.3% are above or equal to 12/20 close (11 days ago), 28.7% are below.
69.5% are above or equal to 12/19 close (12 days ago), 30.5% are below.
66.7% are above or equal to 12/18 close (13 days ago), 33.3% are below.
72.7% are above or equal to 12/15 close (14 days ago), 27.3% are below.
78.3% are above or equal to 12/14 close (15 days ago), 21.7% are below.
73.9% are above or equal to 12/13 close (16 days ago), 26.1% are below.
73.4% are above or equal to 12/12 close (17 days ago), 26.6% are below.
73.2% are above or equal to 12/11 close (18 days ago), 26.8% are below.
73.8% are above or equal to 12/8 close (19 days ago), 26.2% are below.
76.2% are above or equal to 12/7 close (20 days ago), 23.8% are below.
79.5% are above or equal to 12/6 close (21 days ago), 20.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180108 9:44 am ET)
20d: 16.1% new highs, 2.7% new lows
21d: 16.0% new highs, 2.6% new lows
42d: 13.2% new highs, 1.2% new lows
63d: 11.7% new highs, 0.9% new lows
126d: 10.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180108 9:44 am ET)
2-day: 38.3% above, 61.7% below
3-day: 53.3% above, 46.7% below
4-day: 55.0% above, 45.0% below
5-day: 62.1% above, 37.9% below
8-day: 68.0% above, 32.0% below
10-day: 69.3% above, 30.7% below
20-day: 73.0% above, 27.0% below
50-day: 76.7% above, 23.3% below
200-day: 74.6% above, 25.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180108 9:44 am ET)
RETA(61): 0.49% Top=KSS SFIX DDS GME TGT SIG ORLY CORE ….. FINL CVS ROST BLDR KMX DLTR LB FIVE=Bottom (Retail & Specialty Retail)
CONS(56): 0.44% Top=CROX VFC HBI DECK WWW SKX GPK VRS ….. ENR FBHS ECL GOOS PVH LULU ELY VSTO=Bottom (Consumer)
COHW(37): 0.14% Top=STX ANET CNSL CTL TMUS KN ATUS CCI ….. PSTG T VIAV NTAP JNPR FNSR EXTR WDC=Bottom (Computer Hardware/Telecom)
TRAN(22): 0.08% Top=FDX CHRW UPS JBHT UNP NSC ODFL SNDR ….. CNI JBLU LUV AAL SAVE UAL ALK DAL=Bottom (Transportation)
REAL(104): 0.06% Top=SPG GEO EQR DDR UDR PSA CPT REG ….. BAM NSA ALLY PEI WPG SC BDN LHO=Bottom (Real Estate)
MANU(36): -0.01% Top=RXN ATI FLS CAT IR DOV WBT ITW ….. MWA AOS EMR CFX DE KMT OSIS ESIO=Bottom (Manufacturing)
FINA(89): -0.08% Top=WU ESNT TROW GCAP WETF CME NDAQ LPLA ….. ISBC C NAVI PYPL OZRK OMF FII BSBR=Bottom (Banks/Financials)
META(24): -0.17% Top=PAAS GG AKS TECK STLD X AGI AEM ….. CMC FCX AG CNX CLF SLCA CCJ CENX=Bottom (Metals & Mining)
CHEM(26): -0.17% Top=ALB SMG VSM RPM RYAM TROX OLN CE ….. WLK CC HUN FMC APD MOS DWDP NTR=Bottom (Chemicals/Fertilizers)
INSU(33): -0.19% Top=RDN MTG FAF AFL BRO CNO PGR UNM ….. AIG BHF AFSI AXS MBI VR AEL ORI=Bottom (Insurance)
DISV(49): -0.19% Top=WTW CXW RCII BAH YY LDOS INFO KTOS ….. HCSG VNTV FDC CTAS HRB CAR MGI MYGN=Bottom (Diversified Services)
MATE(32): -0.20% Top=MAS APOG OC FAST RYN WY MDR DHI ….. VMC KBH PWR MDC TMHC FLR SUM WLH=Bottom (Materials & Construction)
ENER(92): -0.36% Top=KOS ETP LPI HP WRD PTEN SHLX JAG ….. DVN HK CRC SPN APA PBF DK UNT=Bottom (Energy)
ELEC(53): -0.45% Top=NVDA AMAT AMD IPGP KEYS LRCX AYI ADI ….. INTC MU FSLR OCLR ICHR KEM MTSI CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(45): -0.49% Top=IART MZOR ALGN MDXG ZBH SYK VAR HAE ….. GKOS CNC IRWD BKD ACHC THC EHC NUVA=Bottom (Health)
COSW(92): -0.50% Top=VIPS SWCH BIDU MULE CDK SPLK FB ALRM ….. CTXS CMCM NTES SQ SNAP HDP RENN APPN=Bottom (Computer Software/Internet)
LEIS(45): -0.92% Top=WING TVPT STAY HLT H SEAS PK SIX ….. EAT TXRH WYNN SHAK BYD CAKE SONC PLAY=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 9:44 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

01/05/2018

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

Closing Stats
by daytrend on 20180105. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 890.

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 (20180105 Closing)
31.3% of stocks are above yesterday’s high.
61.2% are above yesterday’s midpoint. (38.8% are below.)
13.0% are below yesterday’s low.
55.6% are inside yesterday’s range.
49.8% of stocks with today’s high > yesterday’s high. (50.2% less than).
34.3% of stocks with today’s low < yesterday’s low. (65.7% greater than).

EVIDENCE OF INTRADAY TREND (20180105 Closing)
53.8% of stocks are above today’s open. (44.5% are below).
51.2% of stocks are above today’s open and yesterday’s close.
32.4% are below both.
14.7% of stocks opened above yesterday’s high.
80.3% of stocks opened above yesterday’s close. (16.0% opened below yesterday’s close).
2.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180105 Closing)
20.4% of stocks are in the top 10% of today’s range.
35.5% are in the top 20%.
66.9% are in the top half. 33.1% of stocks are in the bottom half of today’s range.
9.4% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20180105 Closing)
64.9% of stocks are above yesterday’s close. (35.1% are below.)
1.7% are up 4.5% or more. 0.4% are down 4.5% or more.
2.7% are up 3.5% or more. 0.8% are down 3.5% or more.
62.9% are between +1% and -1%.

RSI on DAILY (20180105 Closing)
2-day: >=95:21.1%…>=90:32.6%…>=80:45.8%…>=50:69.1%…<=20:11.7%…<=10:7.0%…<=5:3.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:8.4%…>=50:77.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:78.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180105 Closing)
31.3% above previous 1 highs, 13.0% below previous 1 lows
28.3% above previous 2 highs, 8.4% below previous 2 lows
26.4% above previous 3 highs, 6.0% below previous 3 lows
25.5% above previous 4 highs, 5.5% below previous 4 lows
24.7% above previous 5 highs, 5.5% below previous 5 lows
24.3% above previous 6 highs, 5.2% below previous 6 lows
23.8% above previous 7 highs, 4.9% below previous 7 lows
22.9% above previous 8 highs, 4.5% below previous 8 lows
21.9% above previous 9 highs, 3.8% below previous 9 lows
21.2% above previous 10 highs, 3.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180105 Closing)
64.9% are above or equal to 1/4 close (1 days ago), 35.1% are below.
66.1% are above or equal to 1/3 close (2 days ago), 33.9% are below.
68.2% are above or equal to 1/2 close (3 days ago), 31.8% are below.
75.6% are above or equal to 12/29 close (4 days ago), 24.4% are below.
69.6% are above or equal to 12/28 close (5 days ago), 30.4% are below.
72.0% are above or equal to 12/27 close (6 days ago), 28.0% are below.
70.1% are above or equal to 12/26 close (7 days ago), 29.9% are below.
71.7% are above or equal to 12/22 close (8 days ago), 28.3% are below.
69.8% are above or equal to 12/21 close (9 days ago), 30.2% are below.
73.0% are above or equal to 12/20 close (10 days ago), 27.0% are below.
71.7% are above or equal to 12/19 close (11 days ago), 28.3% are below.
67.6% are above or equal to 12/18 close (12 days ago), 32.4% are below.
74.6% are above or equal to 12/15 close (13 days ago), 25.4% are below.
79.4% are above or equal to 12/14 close (14 days ago), 20.6% are below.
76.0% are above or equal to 12/13 close (15 days ago), 24.0% are below.
75.2% are above or equal to 12/12 close (16 days ago), 24.8% are below.
75.1% are above or equal to 12/11 close (17 days ago), 24.9% are below.
75.7% are above or equal to 12/8 close (18 days ago), 24.3% are below.
78.3% are above or equal to 12/7 close (19 days ago), 21.7% are below.
79.9% are above or equal to 12/6 close (20 days ago), 20.1% are below.
77.3% are above or equal to 12/5 close (21 days ago), 22.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180105 Closing)
20d: 28.3% new highs, 6.1% new lows
21d: 27.6% new highs, 6.1% new lows
42d: 20.2% new highs, 4.3% new lows
63d: 18.5% new highs, 3.6% new lows
126d: 16.3% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180105 Closing)
2-day: 63.5% above, 36.5% below
3-day: 65.5% above, 34.5% below
4-day: 68.2% above, 31.8% below
5-day: 71.2% above, 28.8% below
8-day: 71.5% above, 28.5% below
10-day: 71.9% above, 28.1% below
20-day: 75.5% above, 24.5% below
50-day: 77.5% above, 22.5% below
200-day: 74.6% above, 25.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180105 Closing)
HEAL(44): 1.14% Top=MZOR MOH ALGN GMED CNC LH BSX PINC ….. EHC ESRX MD IRWD UHS ACHC IART BKD=Bottom (Health)
RETA(60): 1.06% Top=CVS KMX CARS RH EBAY BABA BBY TSCO ….. KSS COST DSW CASY AEO LB BBBY FINL=Bottom (Retail & Specialty Retail)
DISV(49): 0.93% Top=YY MGI FDC EEFT RCII TRU KTOS HCSG ….. KBR ZTO URI ROL CNDT ACM ILG ULTA=Bottom (Diversified Services)
ELEC(52): 0.87% Top=ICHR XLNX MTSI KEM SGH BRKS AYI IPGP ….. GRMN CAVM QRVO FTV IDTI MRVL AMD MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): 0.85% Top=RPM OLN RYAM AXTA WLK SMG HUN DWDP ….. FMC NTR MOS CF PAH GRA UNVR TROX=Bottom (Chemicals/Fertilizers)
FINA(88): 0.76% Top=WU GCAP CBOE PYPL VLY WETF EWBC LM ….. FRC KKR ISBC GS NYCB JPM BX AMTD=Bottom (Banks/Financials)
MATE(32): 0.72% Top=USG TMHC JELD TOL PHM TPH MDC EXP ….. MLM BECN DY WCN PWR VMC DAR WLH=Bottom (Materials & Construction)
COSW(92): 0.71% Top=SQ SE APPN EA JD VIPS CSOD AABA ….. MTCH ADSK CMCM ALRM CHKP SABR BOX RENN=Bottom (Computer Software/Internet)
COHW(37): 0.64% Top=BB TMUS PANW KN NTAP ANET MSI VRSN ….. CDW VZ ZAYO FTR JNPR CIEN VG ATUS=Bottom (Computer Hardware/Telecom)
CONS(57): 0.41% Top=ELY MAT FBHS HAS BC PAY BERY COTY ….. GOOS CCK LULU TPX FOSL SKX VRS CROX=Bottom (Consumer)
MANU(35): 0.29% Top=CAT ITT TTC SNA AOS EMR ESIO AGCO ….. CMI AME GGG JKS DOV IR TEX WBT=Bottom (Manufacturing)
INSU(32): 0.25% Top=FAF BHF FNF ALL PRU BRO AEL MET ….. HIG VR MBI AFSI CLGX AXS ORI XL=Bottom (Insurance)
TRAN(23): 0.19% Top=KSU NSC CSX UNP ODFL CNI BRS DAL ….. CHRW XPO JBHT LUV SNDR TRN WAB JBLU=Bottom (Transportation)
REAL(104): 0.12% Top=GGP ALLY MAC SKT SC NLY BXP GEO ….. DEI OHI HTA AMH HCP SBRA SNH MPW=Bottom (Real Estate)
LEIS(44): 0.05% Top=BYD PLNT RRR CMG SONC WEN SEAS DPZ ….. LQ HLT PLAY H WING SHAK WYN TVPT=Bottom (Leisure)
META(24): -0.05% Top=CMC X CLF NUE TECK SCCO AKS FCX ….. ABX STLD RGLD AG AA CNX WPM CENX=Bottom (Metals & Mining)
ENER(91): -0.64% Top=HES CRZO DK SPN CXO EOG MPC HP ….. DO MTDR CPG CVE FRAC RRC HK GPOR=Bottom (Energy)

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

Filed under: Market Stats — daytrend @ 3:02 pm

Market Stats at 3:01 pm ET
by daytrend on 20180105. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 890.

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 (20180105 3:01 pm ET)
24.7% of stocks are above yesterday’s high.
56.5% are above yesterday’s midpoint. (43.5% are below.)
14.9% are below yesterday’s low.
60.3% are inside yesterday’s range.
46.3% of stocks with today’s high > yesterday’s high. (53.7% less than).
33.7% of stocks with today’s low < yesterday’s low. (66.3% greater than).

EVIDENCE OF INTRADAY TREND (20180105 3:01 pm ET)
47.3% of stocks are above today’s open. (51.6% are below).
44.8% of stocks are above today’s open and yesterday’s close.
37.3% are below both.
14.7% of stocks opened above yesterday’s high.
80.3% of stocks opened above yesterday’s close. (16.0% opened below yesterday’s close).
2.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180105 3:01 pm ET)
13.5% of stocks are in the top 10% of today’s range.
27.2% are in the top 20%.
56.5% are in the top half. 43.5% of stocks are in the bottom half of today’s range.
14.3% are in the bottom 20%.
5.6% are in the bottom 10%.

GAIN (20180105 3:01 pm ET)
60.4% of stocks are above yesterday’s close. (39.6% are below.)
1.1% are up 4.5% or more. 0.4% are down 4.5% or more.
1.8% are up 3.5% or more. 0.6% are down 3.5% or more.
66.3% are between +1% and -1%.

RSI on DAILY (20180105 3:01 pm ET)
2-day: >=95:18.8%…>=90:29.8%…>=80:41.3%…>=50:66.4%…<=20:12.7%…<=10:7.1%…<=5:3.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:7.9%…>=50:75.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:77.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180105 3:01 pm ET)
24.7% above previous 1 highs, 14.9% below previous 1 lows
22.1% above previous 2 highs, 9.4% below previous 2 lows
20.3% above previous 3 highs, 6.6% below previous 3 lows
19.7% above previous 4 highs, 6.0% below previous 4 lows
19.1% above previous 5 highs, 5.8% below previous 5 lows
18.9% above previous 6 highs, 5.6% below previous 6 lows
18.4% above previous 7 highs, 5.3% below previous 7 lows
18.0% above previous 8 highs, 5.1% below previous 8 lows
16.9% above previous 9 highs, 4.7% below previous 9 lows
16.4% above previous 10 highs, 4.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180105 3:01 pm ET)
60.4% are above or equal to 1/4 close (1 days ago), 39.6% are below.
62.9% are above or equal to 1/3 close (2 days ago), 37.1% are below.
66.4% are above or equal to 1/2 close (3 days ago), 33.6% are below.
74.4% are above or equal to 12/29 close (4 days ago), 25.6% are below.
67.9% are above or equal to 12/28 close (5 days ago), 32.1% are below.
70.8% are above or equal to 12/27 close (6 days ago), 29.2% are below.
69.1% are above or equal to 12/26 close (7 days ago), 30.9% are below.
70.2% are above or equal to 12/22 close (8 days ago), 29.8% are below.
69.0% are above or equal to 12/21 close (9 days ago), 31.0% are below.
71.8% are above or equal to 12/20 close (10 days ago), 28.2% are below.
70.2% are above or equal to 12/19 close (11 days ago), 29.8% are below.
65.8% are above or equal to 12/18 close (12 days ago), 34.2% are below.
73.5% are above or equal to 12/15 close (13 days ago), 26.5% are below.
78.3% are above or equal to 12/14 close (14 days ago), 21.7% are below.
74.8% are above or equal to 12/13 close (15 days ago), 25.2% are below.
73.9% are above or equal to 12/12 close (16 days ago), 26.1% are below.
73.7% are above or equal to 12/11 close (17 days ago), 26.3% are below.
74.5% are above or equal to 12/8 close (18 days ago), 25.5% are below.
77.3% are above or equal to 12/7 close (19 days ago), 22.7% are below.
79.3% are above or equal to 12/6 close (20 days ago), 20.7% are below.
77.5% are above or equal to 12/5 close (21 days ago), 22.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180105 3:01 pm ET)
20d: 26.1% new highs, 6.0% new lows
21d: 25.2% new highs, 6.0% new lows
42d: 18.5% new highs, 4.2% new lows
63d: 17.1% new highs, 3.5% new lows
126d: 14.8% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180105 3:01 pm ET)
2-day: 59.3% above, 40.7% below
3-day: 61.1% above, 38.9% below
4-day: 64.3% above, 35.7% below
5-day: 68.8% above, 31.2% below
8-day: 69.6% above, 30.4% below
10-day: 70.3% above, 29.7% below
20-day: 73.7% above, 26.3% below
50-day: 76.6% above, 23.4% below
200-day: 74.5% above, 25.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180105 3:01 pm ET)
ELEC(52): 0.94% Top=MTSI XLNX ICHR KEM BRKS SGH KEYS KLAC ….. GLW QRVO GRMN IDTI MRVL FTV MU AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(60): 0.86% Top=CVS CARS KMX EBAY RH BBY BIG SIG ….. KSS COST CASY LB AEO BBBY DSW FINL=Bottom (Retail & Specialty Retail)
HEAL(44): 0.80% Top=MZOR MOH GMED ALGN CNC DXCM BSX PINC ….. ESRX MD UHS ACHC EHC IRWD BKD IART=Bottom (Health)
COSW(92): 0.63% Top=SQ SE APPN EA JD VIPS CSOD TTWO ….. CMCM ALRM SNAP VERI CHKP SABR BOX RENN=Bottom (Computer Software/Internet)
DISV(49): 0.62% Top=FDC YY TRU RCII EEFT MGI HCSG CAR ….. ROL PAYX URI ZTO CNDT ILG ACM ULTA=Bottom (Diversified Services)
CHEM(26): 0.60% Top=RPM OLN AXTA WLK SMG HUN RYAM DWDP ….. EMN NTR CF GRA UNVR PAH MOS TROX=Bottom (Chemicals/Fertilizers)
COHW(37): 0.55% Top=BB KN TMUS PANW ANET NTAP MSI VIAV ….. CNSL CIEN ZAYO ATUS SSYS FTR VG JNPR=Bottom (Computer Hardware/Telecom)
MATE(32): 0.50% Top=USG TMHC JELD PHM RYN TOL TPH APOG ….. SUM RSG PWR MLM WCN VMC DAR WLH=Bottom (Materials & Construction)
FINA(88): 0.46% Top=GCAP WU PYPL WETF CBOE JHG EWBC SLM ….. MTB ISBC RF GS AMTD JPM BX FRC=Bottom (Banks/Financials)
CONS(57): 0.14% Top=PAY FBHS ELY BERY HAS PVH BC GIII ….. NWL TPX LULU SKX VRS GOOS FOSL CROX=Bottom (Consumer)
TRAN(23): 0.08% Top=KSU NSC CSX UNP CNI ODFL SAVE DAL ….. ALK CHRW SNDR LUV JBHT JBLU TRN WAB=Bottom (Transportation)
MANU(35): 0.08% Top=CAT TTC SNA ITT EMR AOS ESIO AGCO ….. PNR MWA ATI ITW IR DOV TEX WBT=Bottom (Manufacturing)
REAL(104): 0.06% Top=GGP MAC ALLY DEA GPT DLR SKT BXP ….. OHI BRX DDR AMH HCP SBRA SNH MPW=Bottom (Real Estate)
INSU(32): -0.05% Top=FAF BHF FNF ALL PRU BRO MET AEL ….. AFSI HIG MBI VR AXS ORI CLGX XL=Bottom (Insurance)
META(24): -0.13% Top=CMC SCCO TECK X CCJ GG CLF AEM ….. AG ABX STLD WPM RGLD CNX AA CENX=Bottom (Metals & Mining)
LEIS(44): -0.18% Top=BYD PLNT RRR SEAS WEN DPZ CMG SBUX ….. HLT LQ PLAY H WING SHAK WYN TVPT=Bottom (Leisure)
ENER(91): -0.72% Top=HES SPN DK CRZO EOG CXO MPC VLO ….. CPG DO CVE UNT FRAC RRC HK GPOR=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 3:01 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:49 am

Market Stats at 9:48 am ET
by daytrend on 20180105. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 890.

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 (20180105 9:48 am ET)
14.8% of stocks are above yesterday’s high.
55.6% are above yesterday’s midpoint. (44.4% are below.)
8.3% are below yesterday’s low.
76.9% are inside yesterday’s range.
30.8% of stocks with today’s high > yesterday’s high. (69.2% less than).
19.7% of stocks with today’s low < yesterday’s low. (80.3% greater than).

EVIDENCE OF INTRADAY TREND (20180105 9:48 am ET)
38.9% of stocks are above today’s open. (58.4% are below).
35.2% of stocks are above today’s open and yesterday’s close.
33.8% are below both.
14.7% of stocks opened above yesterday’s high.
80.3% of stocks opened above yesterday’s close. (16.0% opened below yesterday’s close).
2.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180105 9:48 am ET)
9.9% of stocks are in the top 10% of today’s range.
20.0% are in the top 20%.
48.1% are in the top half. 51.9% of stocks are in the bottom half of today’s range.
22.7% are in the bottom 20%.
13.7% are in the bottom 10%.

GAIN (20180105 9:48 am ET)
62.1% of stocks are above yesterday’s close. (37.9% are below.)
0.4% are up 4.5% or more. 0.3% are down 4.5% or more.
0.7% are up 3.5% or more. 0.4% are down 3.5% or more.
84.9% are between +1% and -1%.

RSI on DAILY (20180105 9:48 am ET)
2-day: >=95:17.1%…>=90:25.8%…>=80:40.0%…>=50:67.6%…<=20:10.8%…<=10:5.1%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:7.2%…>=50:75.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:77.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180105 9:48 am ET)
14.8% above previous 1 highs, 8.3% below previous 1 lows
12.8% above previous 2 highs, 4.6% below previous 2 lows
12.2% above previous 3 highs, 3.3% below previous 3 lows
11.7% above previous 4 highs, 3.0% below previous 4 lows
11.5% above previous 5 highs, 3.0% below previous 5 lows
11.2% above previous 6 highs, 2.8% below previous 6 lows
11.0% above previous 7 highs, 2.6% below previous 7 lows
10.7% above previous 8 highs, 2.4% below previous 8 lows
10.0% above previous 9 highs, 2.2% below previous 9 lows
9.4% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180105 9:48 am ET)
62.1% are above or equal to 1/4 close (1 days ago), 37.9% are below.
62.5% are above or equal to 1/3 close (2 days ago), 37.5% are below.
67.3% are above or equal to 1/2 close (3 days ago), 32.7% are below.
74.8% are above or equal to 12/29 close (4 days ago), 25.2% are below.
68.2% are above or equal to 12/28 close (5 days ago), 31.8% are below.
70.0% are above or equal to 12/27 close (6 days ago), 30.0% are below.
69.4% are above or equal to 12/26 close (7 days ago), 30.6% are below.
71.3% are above or equal to 12/22 close (8 days ago), 28.7% are below.
69.7% are above or equal to 12/21 close (9 days ago), 30.3% are below.
71.5% are above or equal to 12/20 close (10 days ago), 28.5% are below.
69.2% are above or equal to 12/19 close (11 days ago), 30.8% are below.
65.5% are above or equal to 12/18 close (12 days ago), 34.5% are below.
72.8% are above or equal to 12/15 close (13 days ago), 27.2% are below.
78.0% are above or equal to 12/14 close (14 days ago), 22.0% are below.
73.9% are above or equal to 12/13 close (15 days ago), 26.1% are below.
75.1% are above or equal to 12/12 close (16 days ago), 24.9% are below.
73.3% are above or equal to 12/11 close (17 days ago), 26.7% are below.
73.8% are above or equal to 12/8 close (18 days ago), 26.2% are below.
76.2% are above or equal to 12/7 close (19 days ago), 23.8% are below.
79.0% are above or equal to 12/6 close (20 days ago), 21.0% are below.
76.6% are above or equal to 12/5 close (21 days ago), 23.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180105 9:48 am ET)
20d: 15.7% new highs, 3.5% new lows
21d: 15.3% new highs, 3.5% new lows
42d: 10.9% new highs, 2.5% new lows
63d: 10.0% new highs, 2.4% new lows
126d: 8.5% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180105 9:48 am ET)
2-day: 60.4% above, 39.6% below
3-day: 61.8% above, 38.2% below
4-day: 66.1% above, 33.9% below
5-day: 71.5% above, 28.5% below
8-day: 71.2% above, 28.8% below
10-day: 71.1% above, 28.9% below
20-day: 74.4% above, 25.6% below
50-day: 75.6% above, 24.4% below
200-day: 74.6% above, 25.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180105 9:48 am ET)
RETA(60): 0.73% Top=MELI CVS LL AZO BIG AAP CARS ORLY ….. W FIVE BBBY COST FINL ETSY CPRT LB=Bottom (Retail & Specialty Retail)
TRAN(23): 0.54% Top=UNP FDX SNDR NSC BRS CNI KSU ODFL ….. AAL XPO UAL LUV DAL WAB JBLU TRN=Bottom (Transportation)
CHEM(26): 0.52% Top=RPM PX RYAM ALB AXTA SMG APD HUN ….. VSM CF UNVR TROX MON CC NTR MOS=Bottom (Chemicals/Fertilizers)
ELEC(52): 0.51% Top=MTSI XLNX XPER LRCX IPHI SNPS TEL ICHR ….. SWKS OCLR NVDA SGH INTC UCTT MU AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(44): 0.38% Top=BYD SONC WEN DPZ PLNT BLMN RRR SIX ….. YUMC ARMK JACK WYN SHAK RCL WING TVPT=Bottom (Leisure)
COHW(37): 0.37% Top=BB CSCO KN TMUS ANET PANW CCI CNSL ….. ATUS T QCOM FNSR WDC FTR SYNA VG=Bottom (Computer Hardware/Telecom)
MATE(32): 0.32% Top=USG JELD TPH BECN PHM WY TOL MAS ….. FLR DY KBH DAR WCN WLH PWR VMC=Bottom (Materials & Construction)
MANU(35): 0.31% Top=JKS ESIO KMT GE ITT GGG CAT PH ….. DOV MWA DDD CFX FLS ATI DE AGCO=Bottom (Manufacturing)
FINA(88): 0.28% Top=GCAP JHG CBOE PYPL WETF BOFI WBS VLY ….. JPM COF AMTD WDR GS DFS PSEC TWNK=Bottom (Banks/Financials)
COSW(92): 0.26% Top=APPN CSOD SE VIPS JD NTES CSRA SQ ….. SHOP BIDU OKTA BOX CMCM CHKP RENN SABR=Bottom (Computer Software/Internet)
HEAL(44): 0.21% Top=BSX MZOR MOH UNH HAE TMO ANTM AET ….. PRAH GKOS IART THC MDXG EHC ESRX IRWD=Bottom (Health)
REAL(104): 0.13% Top=UNIT PDM BXP MAC SLG DLR RPAI SHO ….. AVB AIV UDR ARI OHI SBRA HCP MPW=Bottom (Real Estate)
DISV(49): 0.05% Top=YY TRU KTOS FDC SBAC V MCO ALLE ….. KBR ACM URI WTW VNTV ROL RCII ULTA=Bottom (Diversified Services)
INSU(32): -0.09% Top=BRO RDN MTG BHF FNF AJG L AGO ….. ALL MBI AFSI HIG VR TRV AXS XL=Bottom (Insurance)
CONS(57): -0.25% Top=UAA FBHS GPK PAY GOOS FL NKE VFC ….. HBI VRS PVH ELY SKX VSTO CROX FOSL=Bottom (Consumer)
ENER(91): -0.37% Top=SPN HES DK REN HP RES MDU COG ….. PUMP SEP DO RRC AR ENLK GPOR RIG=Bottom (Energy)
META(24): -0.40% Top=AKS SLCA CCJ X FCX FNV TECK SCCO ….. STLD CLF AGI CMC PAAS AA AG CENX=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 9:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

01/04/2018

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

Closing Stats
by daytrend on 20180104. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 895.

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 (20180104 Closing)
37.1% of stocks are above yesterday’s high.
64.4% are above yesterday’s midpoint. (35.6% are below.)
19.3% are below yesterday’s low.
43.6% are inside yesterday’s range.
64.5% of stocks with today’s high > yesterday’s high. (35.5% less than).
34.7% of stocks with today’s low < yesterday’s low. (65.3% greater than).

EVIDENCE OF INTRADAY TREND (20180104 Closing)
47.4% of stocks are above today’s open. (51.7% are below).
45.3% of stocks are above today’s open and yesterday’s close.
37.3% are below both.
34.3% of stocks opened above yesterday’s high.
80.7% of stocks opened above yesterday’s close. (16.3% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180104 Closing)
9.5% of stocks are in the top 10% of today’s range.
19.3% are in the top 20%.
46.1% are in the top half. 53.9% of stocks are in the bottom half of today’s range.
24.9% are in the bottom 20%.
14.5% are in the bottom 10%.

GAIN (20180104 Closing)
60.7% of stocks are above yesterday’s close. (39.3% are below.)
1.0% are up 4.5% or more. 1.0% are down 4.5% or more.
2.5% are up 3.5% or more. 2.1% are down 3.5% or more.
51.6% are between +1% and -1%.

RSI on DAILY (20180104 Closing)
2-day: >=95:19.0%…>=90:31.5%…>=80:44.2%…>=50:68.0%…<=20:15.2%…<=10:9.2%…<=5:5.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:7.5%…>=50:74.4%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:75.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180104 Closing)
37.1% above previous 1 highs, 19.3% below previous 1 lows
31.8% above previous 2 highs, 14.0% below previous 2 lows
29.5% above previous 3 highs, 12.8% below previous 3 lows
29.5% above previous 4 highs, 12.2% below previous 4 lows
28.8% above previous 5 highs, 12.1% below previous 5 lows
27.3% above previous 6 highs, 10.9% below previous 6 lows
26.3% above previous 7 highs, 9.3% below previous 7 lows
24.2% above previous 8 highs, 8.9% below previous 8 lows
22.7% above previous 9 highs, 7.9% below previous 9 lows
21.8% above previous 10 highs, 7.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180104 Closing)
60.7% are above or equal to 1/3 close (1 days ago), 39.3% are below.
65.8% are above or equal to 1/2 close (2 days ago), 34.2% are below.
73.2% are above or equal to 12/29 close (3 days ago), 26.8% are below.
65.5% are above or equal to 12/28 close (4 days ago), 34.5% are below.
68.6% are above or equal to 12/27 close (5 days ago), 31.4% are below.
67.3% are above or equal to 12/26 close (6 days ago), 32.7% are below.
69.3% are above or equal to 12/22 close (7 days ago), 30.7% are below.
67.7% are above or equal to 12/21 close (8 days ago), 32.3% are below.
68.6% are above or equal to 12/20 close (9 days ago), 31.4% are below.
66.8% are above or equal to 12/19 close (10 days ago), 33.2% are below.
62.6% are above or equal to 12/18 close (11 days ago), 37.4% are below.
71.4% are above or equal to 12/15 close (12 days ago), 28.6% are below.
78.0% are above or equal to 12/14 close (13 days ago), 22.0% are below.
73.5% are above or equal to 12/13 close (14 days ago), 26.5% are below.
73.5% are above or equal to 12/12 close (15 days ago), 26.5% are below.
71.1% are above or equal to 12/11 close (16 days ago), 28.9% are below.
72.0% are above or equal to 12/8 close (17 days ago), 28.0% are below.
76.2% are above or equal to 12/7 close (18 days ago), 23.8% are below.
77.8% are above or equal to 12/6 close (19 days ago), 22.2% are below.
75.9% are above or equal to 12/5 close (20 days ago), 24.1% are below.
71.2% are above or equal to 12/4 close (21 days ago), 28.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180104 Closing)
20d: 35.3% new highs, 6.9% new lows
21d: 33.2% new highs, 6.9% new lows
42d: 27.0% new highs, 4.4% new lows
63d: 24.0% new highs, 3.4% new lows
126d: 20.8% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180104 Closing)
2-day: 59.8% above, 40.2% below
3-day: 65.0% above, 35.0% below
4-day: 70.7% above, 29.3% below
5-day: 69.7% above, 30.3% below
8-day: 69.4% above, 30.6% below
10-day: 69.2% above, 30.8% below
20-day: 73.5% above, 26.5% below
50-day: 74.7% above, 25.3% below
200-day: 74.1% above, 25.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180104 Closing)
INSU(32): 1.04% Top=MBI CNO AEL XL LNC MET BHF FAF ….. AIG BRO TMK TRV PGR AFSI ORI ALL=Bottom (Insurance)
FINA(90): 0.95% Top=OMF LAZ WETF WU OZRK COF ESNT ICE ….. ARCC BEN TWNK BGCP LM CLNS PSEC GCAP=Bottom (Banks/Financials)
META(25): 0.83% Top=AKS CLF SLCA TECK PAAS FCX NEM X ….. AGI AA CENX ABX AG NUE SCCO CNX=Bottom (Metals & Mining)
ENER(91): 0.81% Top=RIG UNT NBR CRC APA BHGE SPN CRZO ….. SHLX WRD INT ETE DO LPI RRC ECA=Bottom (Energy)
CONS(57): 0.61% Top=ENR VSTO KS WRK VFC GT GOOS RL ….. WWW BC FOSL SKX MAT CROX IRBT FL=Bottom (Consumer)
ELEC(52): 0.58% Top=AMD MU IDTI FTV BRKS MRVL CREE KEM ….. FSLR XPER UCTT PI SPWR AMBA INTC ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(49): 0.57% Top=KTOS VNTV RCII YY GPN ROL MCO CTAS ….. CHGG CAR WTW ZTO CXW URI MYGN MGI=Bottom (Diversified Services)
COSW(91): 0.53% Top=CMCM APPN BL WDAY MANH BOX CSOD ADSK ….. HDP FTNT EA NCR SE CYBR SNAP RENN=Bottom (Computer Software/Internet)
MANU(37): 0.31% Top=FLS PNR GE ATI CMI MRC CAT HON ….. EMR ITW AGCO ROK JKS ETN TEX ESIO=Bottom (Manufacturing)
COHW(36): 0.29% Top=CNSL EXTR FTR CDW CIEN PSTG NTAP T ….. CTL COMM FNSR TMUS CCI ANET BB VG=Bottom (Computer Hardware/Telecom)
TRAN(23): 0.12% Top=BRS FDX WAB UAL CNI UPS AAL ODFL ….. LUV CSX UNP XPO ALK TRN SNDR SAVE=Bottom (Transportation)
MATE(32): 0.08% Top=SRCL MDR RSG JELD WCN DY DAR WM ….. USG SUM PHM MDC DHI KBH BECN WLH=Bottom (Materials & Construction)
CHEM(28): 0.00% Top=DWDP MOS PX GRA EMN VSM CF WLK ….. AXTA CC PPG HUN ALB RPM SMG RYAM=Bottom (Chemicals/Fertilizers)
LEIS(44): -0.02% Top=DPZ PLAY TVPT TXRH PZZA GPRO MGM YUM ….. PK EAT WEN PLNT WYN DNKN MTN SHAK=Bottom (Leisure)
RETA(61): -0.34% Top=FND AAP BIG SFIX CARS CVS FIVE CASY ….. M DDS URBN FINL CHS SBH WBA LB=Bottom (Retail & Specialty Retail)
HEAL(44): -0.36% Top=EHC DVA MDXG TMO OSUR ALGN AET EW ….. VAR HAE BKD ISRG CNC IRWD GKOS DXCM=Bottom (Health)
REAL(103): -1.48% Top=NRZ ALLY IVR MFA BAM MGP SC AGNC ….. MAA VNO CUBE OFC CPT REG PEI KRG=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/

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