daytrend

05/25/2016

Filed under: Market Stats — daytrend @ 1:52 pm

Market Stats at 2:51 pm ET
by daytrend on 20160525. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 936.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20160525 2:51 pm ET)
52.0% of stocks are above yesterday’s high.
84.9% are above yesterday’s midpoint. (15.1% are below.)
4.1% are below yesterday’s low.
43.9% are inside yesterday’s range.
82.1% of stocks with today’s high > yesterday’s high. (17.9% less than).
13.6% of stocks with today’s low < yesterday’s low. (86.4% greater than).

EVIDENCE OF INTRADAY TREND (20160525 2:51 pm ET)
64.5% of stocks are above today’s open. (34.4% are below).
63.5% of stocks are above today’s open and yesterday’s close.
24.1% are below both.
32.4% of stocks opened above yesterday’s high.
82.5% of stocks opened above yesterday’s close. (15.0% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160525 2:51 pm ET)
15.2% of stocks are in the top 10% of today’s range.
30.9% are in the top 20%.
64.2% are in the top half. 35.8% of stocks are in the bottom half of today’s range.
14.4% are in the bottom 20%.
10.0% are in the bottom 10%.

GAIN (20160525 2:51 pm ET)
74.9% of stocks are above yesterday’s close. (25.1% are below.)
4.4% are up 4.5% or more. 0.9% are down 4.5% or more.
8.9% are up 3.5% or more. 1.1% are down 3.5% or more.
50.2% are between +1% and -1%.

RSI on DAILY (20160525 2:51 pm ET)
2-day: >=95:22.9%…>=90:43.1%…>=80:63.5%…>=50:88.7%…<=20:2.0%…<=10:0.6%…<=5:0.3%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.9%…>=50:73.8%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:69.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160525 2:51 pm ET)
52.0% above previous 1 highs, 4.1% below previous 1 lows
48.9% above previous 2 highs, 2.6% below previous 2 lows
47.2% above previous 3 highs, 2.0% below previous 3 lows
45.8% above previous 4 highs, 1.2% below previous 4 lows
40.6% above previous 5 highs, 0.9% below previous 5 lows
34.5% above previous 6 highs, 0.9% below previous 6 lows
32.9% above previous 7 highs, 0.9% below previous 7 lows
31.7% above previous 8 highs, 0.9% below previous 8 lows
29.1% above previous 9 highs, 0.9% below previous 9 lows
26.7% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160525 2:51 pm ET)
74.9% are above or equal to 5/24 close (1 days ago), 25.1% are below.
91.0% are above or equal to 5/23 close (2 days ago), 9.0% are below.
86.9% are above or equal to 5/20 close (3 days ago), 13.1% are below.
90.8% are above or equal to 5/19 close (4 days ago), 9.2% are below.
86.9% are above or equal to 5/18 close (5 days ago), 13.1% are below.
77.6% are above or equal to 5/17 close (6 days ago), 22.4% are below.
70.2% are above or equal to 5/16 close (7 days ago), 29.8% are below.
77.8% are above or equal to 5/13 close (8 days ago), 22.2% are below.
70.8% are above or equal to 5/12 close (9 days ago), 29.2% are below.
68.4% are above or equal to 5/11 close (10 days ago), 31.6% are below.
60.4% are above or equal to 5/10 close (11 days ago), 39.6% are below.
67.2% are above or equal to 5/9 close (12 days ago), 32.8% are below.
65.4% are above or equal to 5/6 close (13 days ago), 34.6% are below.
68.1% are above or equal to 5/5 close (14 days ago), 31.9% are below.
66.5% are above or equal to 5/4 close (15 days ago), 33.5% are below.
61.4% are above or equal to 5/3 close (16 days ago), 38.6% are below.
51.6% are above or equal to 5/2 close (17 days ago), 48.4% are below.
55.8% are above or equal to 4/29 close (18 days ago), 44.2% are below.
52.7% are above or equal to 4/28 close (19 days ago), 47.3% are below.
44.1% are above or equal to 4/27 close (20 days ago), 55.9% are below.
47.9% are above or equal to 4/26 close (21 days ago), 52.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160525 2:51 pm ET)
20d: 23.3% new highs, 1.9% new lows
21d: 22.2% new highs, 1.8% new lows
42d: 17.7% new highs, 0.9% new lows
63d: 17.4% new highs, 0.7% new lows
126d: 10.0% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160525 2:51 pm ET)
2-day: 73.4% above, 26.6% below
3-day: 89.0% above, 11.0% below
4-day: 88.7% above, 11.3% below
5-day: 89.9% above, 10.1% below
8-day: 84.0% above, 16.0% below
10-day: 81.5% above, 18.5% below
20-day: 69.9% above, 30.1% below
50-day: 63.4% above, 36.6% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160525 2:51 pm ET)
META(27): 3.34% Top=TCK CNX FCX AG CDE SSRI SLCA X ….. CENX SLW AEM CMC AA SCCO STLD CCJ=Bottom (Metals & Mining)
ENER(93): 2.63% Top=CWEI LPI UNT RIG OAS SM NBR ATW ….. APA VLO HFC TEP PBF WNR WMB ETE=Bottom (Energy)
CHEM(28): 2.15% Top=CF PAH MEOH HUN CC POT ALB OLN ….. RPM IFF DOW KRA PPG APD SHW AXTA=Bottom (Chemicals/Fertilizers)
FINA(97): 1.66% Top=LPLA WDR SIVB TCBI WETF OZRK WAL WFC ….. ARCC SEIC CME ICE PYPL EFX NDAQ EV=Bottom (Banks/Financials)
RETA(69): 1.38% Top=TLRD DSW BBY LL ASNA BBBY GME RH ….. CPRT HD FRAN BLDR AEO PLCE KR BABA=Bottom (Retail & Specialty Retail)
MANU(43): 1.26% Top=JOY MRC ATI FLS CMI KMT TKR RBC ….. NDSN AOS MHK BWXT DHR SWK GNRC SNA=Bottom (Manufacturing)
TRAN(31): 1.07% Top=TK TRN XPO WERN NAT UNP KSU KNX ….. JBLU FDX AAL ALK DAL EXPD LUV HA=Bottom (Transportation)
COHW(44): 0.83% Top=WDC TDC KN STX BBRY HPQ LITE PSTG ….. ARRS LVLT VIAV GIMO TDS ANET PANW VSAT=Bottom (Computer Hardware/Telecom)
MATE(32): 0.69% Top=DY PWR MTZ FLR AWI MLM CAA WY ….. TPH WM SRCL RSG KBH TOL BIN WCN=Bottom (Materials & Construction)
LEIS(37): 0.67% Top=JACK WYNN FRGI GPRO SHAK LQ DRII LVS ….. MCD QSR BWLD SIX DPZ SEAS CCL RCL=Bottom (Leisure)
HEAL(56): 0.62% Top=CYH ZLTQ MOH THC IRWD CNC ELGX BKD ….. BCR LH STE BSX PODD VAR NUVA EW=Bottom (Health)
COSW(96): 0.62% Top=CSC HPE SINA SHOP WB CYBR XRX WUBA ….. TSS ZEN ROVI CTXS JD PAYC YHOO VNET=Bottom (Computer Software/Internet)
CONS(55): 0.45% Top=FOSL PKG WRK IP OI FL VSTO HAR ….. COTY LEG CLX ENR GT NKE GIII PAY=Bottom (Consumer)
DISV(53): 0.43% Top=IILG GDOT KBR CAR URI ULTA WTW RRD ….. VNTV WOOF RHI GPN FDC YY XRS DV=Bottom (Diversified Services)
ELEC(49): 0.24% Top=SPWR CSIQ MU AVGO ON LRCX TRMB CY ….. XLNX NVDA HIMX QRVO SANM VSH FLEX SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(32): 0.23% Top=MBI LNC PRU CNO MTG MET UNM AGO ….. CINF AON XL AWH PGR AIZ FNF FAF=Bottom (Insurance)
REAL(94): 0.22% Top=DRH NRF SC CBG ALLY HST PEB RLJ ….. CUBE DRE WRI DOC SSS SRC TREE CBL=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 2:51 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:58 am

Market Stats at 12:58 pm ET
by daytrend on 20160525. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 936.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20160525 12:58 pm ET)
49.4% of stocks are above yesterday’s high.
82.4% are above yesterday’s midpoint. (17.6% are below.)
5.3% are below yesterday’s low.
45.3% are inside yesterday’s range.
79.4% of stocks with today’s high > yesterday’s high. (20.6% less than).
13.4% of stocks with today’s low < yesterday’s low. (86.6% greater than).

EVIDENCE OF INTRADAY TREND (20160525 12:58 pm ET)
60.9% of stocks are above today’s open. (38.8% are below).
59.7% of stocks are above today’s open and yesterday’s close.
27.8% are below both.
32.4% of stocks opened above yesterday’s high.
82.5% of stocks opened above yesterday’s close. (15.0% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160525 12:58 pm ET)
14.0% of stocks are in the top 10% of today’s range.
26.4% are in the top 20%.
56.7% are in the top half. 43.3% of stocks are in the bottom half of today’s range.
15.7% are in the bottom 20%.
7.5% are in the bottom 10%.

GAIN (20160525 12:58 pm ET)
70.9% of stocks are above yesterday’s close. (29.1% are below.)
3.3% are up 4.5% or more. 0.6% are down 4.5% or more.
5.6% are up 3.5% or more. 1.0% are down 3.5% or more.
54.6% are between +1% and -1%.

RSI on DAILY (20160525 12:58 pm ET)
2-day: >=95:21.9%…>=90:41.0%…>=80:61.1%…>=50:85.5%…<=20:2.2%…<=10:0.6%…<=5:0.3%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.8%…>=50:71.7%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:67.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160525 12:58 pm ET)
49.4% above previous 1 highs, 5.3% below previous 1 lows
46.6% above previous 2 highs, 2.8% below previous 2 lows
44.6% above previous 3 highs, 1.8% below previous 3 lows
43.5% above previous 4 highs, 1.2% below previous 4 lows
38.4% above previous 5 highs, 1.0% below previous 5 lows
32.7% above previous 6 highs, 1.0% below previous 6 lows
30.9% above previous 7 highs, 1.0% below previous 7 lows
29.8% above previous 8 highs, 0.9% below previous 8 lows
27.2% above previous 9 highs, 0.9% below previous 9 lows
24.9% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160525 12:58 pm ET)
70.9% are above or equal to 5/24 close (1 days ago), 29.1% are below.
88.9% are above or equal to 5/23 close (2 days ago), 11.1% are below.
85.4% are above or equal to 5/20 close (3 days ago), 14.6% are below.
89.9% are above or equal to 5/19 close (4 days ago), 10.1% are below.
85.7% are above or equal to 5/18 close (5 days ago), 14.3% are below.
76.5% are above or equal to 5/17 close (6 days ago), 23.5% are below.
68.7% are above or equal to 5/16 close (7 days ago), 31.3% are below.
75.9% are above or equal to 5/13 close (8 days ago), 24.1% are below.
69.6% are above or equal to 5/12 close (9 days ago), 30.4% are below.
66.8% are above or equal to 5/11 close (10 days ago), 33.2% are below.
58.2% are above or equal to 5/10 close (11 days ago), 41.8% are below.
65.6% are above or equal to 5/9 close (12 days ago), 34.4% are below.
63.9% are above or equal to 5/6 close (13 days ago), 36.1% are below.
67.0% are above or equal to 5/5 close (14 days ago), 33.0% are below.
66.0% are above or equal to 5/4 close (15 days ago), 34.0% are below.
61.0% are above or equal to 5/3 close (16 days ago), 39.0% are below.
51.0% are above or equal to 5/2 close (17 days ago), 49.0% are below.
54.6% are above or equal to 4/29 close (18 days ago), 45.4% are below.
51.6% are above or equal to 4/28 close (19 days ago), 48.4% are below.
43.7% are above or equal to 4/27 close (20 days ago), 56.3% are below.
47.5% are above or equal to 4/26 close (21 days ago), 52.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160525 12:58 pm ET)
20d: 22.8% new highs, 1.9% new lows
21d: 21.6% new highs, 1.8% new lows
42d: 17.3% new highs, 0.9% new lows
63d: 17.0% new highs, 0.7% new lows
126d: 9.7% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160525 12:58 pm ET)
2-day: 70.6% above, 29.4% below
3-day: 86.5% above, 13.5% below
4-day: 86.8% above, 13.2% below
5-day: 88.9% above, 11.1% below
8-day: 83.3% above, 16.7% below
10-day: 80.1% above, 19.9% below
20-day: 67.8% above, 32.2% below
50-day: 62.8% above, 37.2% below
200-day: 65.7% above, 34.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160525 12:58 pm ET)
META(27): 2.53% Top=FCX CNX TCK X SWC SLCA CDE AG ….. NEM SCCO SLW ABX AGI GG CCJ AEM=Bottom (Metals & Mining)
ENER(93): 2.10% Top=CWEI UNT LPI RIG NBR OAS SPN RDC ….. TEP MPC VLO HFC WNR PBF WMB ETE=Bottom (Energy)
CHEM(28): 1.72% Top=CF PAH MEOH OLN HUN WLK POT FMC ….. PX APD RPM DOW SHW IFF AXTA KRA=Bottom (Chemicals/Fertilizers)
FINA(97): 1.49% Top=WDR LPLA SIVB TCBI WFC BX WETF APO ….. EFX ARCC SEIC BKU NDAQ CME PYPL EV=Bottom (Banks/Financials)
TRAN(31): 1.18% Top=TK TRN NAT WERN XPO KSU UNP KNX ….. ALK UPS FDX CHRW DAL LUV EXPD HA=Bottom (Transportation)
MANU(43): 1.03% Top=MRC JOY ATI CMI FLS TKR KMT RBC ….. DHR BWXT MHK SWK DDD NDSN SNA GNRC=Bottom (Manufacturing)
RETA(69): 0.97% Top=TLRD DSW BBY GME LL SFM BBBY AN ….. STMP FINL TIF FRAN KR AEO PLCE BABA=Bottom (Retail & Specialty Retail)
COHW(44): 0.80% Top=WDC TDC WIN LITE STX HPQ OLED BBRY ….. ARRS UBNT ANET GIMO PANW VIAV TDS VSAT=Bottom (Computer Hardware/Telecom)
HEAL(56): 0.72% Top=CYH MOH THC CNC BKD ELGX WCG AET ….. ABMD BSX INCR VAR STE NUVA PODD EW=Bottom (Health)
LEIS(37): 0.67% Top=JACK GPRO WYNN FRGI LQ LVS H BYD ….. SBUX MCD SIX SEAS DPZ PLAY CCL RCL=Bottom (Leisure)
MATE(32): 0.61% Top=DY MTZ PWR FLR WY MLM CAA AWI ….. CVA TOL RSG MTH KBH TPH BIN WCN=Bottom (Materials & Construction)
COSW(96): 0.51% Top=CSC HPE SINA XRX SHOP WB CYBR TWTR ….. TSS INTU ZEN CTXS YHOO JD VNET PAYC=Bottom (Computer Software/Internet)
CONS(55): 0.41% Top=FOSL PKG WRK IP OI PBI VSTO HAR ….. LEG CHD GT CLX TPX NKE GIII PAY=Bottom (Consumer)
DISV(53): 0.34% Top=CAR IILG KBR GDOT URI BAH WTW JEC ….. GEO VNTV RHI ALLE GPN YY XRS DV=Bottom (Diversified Services)
ELEC(49): 0.32% Top=SPWR MU CSIQ LRCX CY TRMB INTC ON ….. MSCC MTSI QRVO NVDA SANM FLEX SIMO VSH=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(32): 0.27% Top=MBI LNC PRU MTG MET CNO UNM AGO ….. AJG XL AON CINF PGR FNF AIZ FAF=Bottom (Insurance)
REAL(94): -0.17% Top=DRH CBG NRF SC ALLY HST PEB HPT ….. BRX DOC SRC CUBE WRI SSS TREE CBL=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 12:58 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:08 am

Market Stats at 11:07 am ET
by daytrend on 20160525. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 936.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20160525 11:07 am ET)
50.3% of stocks are above yesterday’s high.
84.4% are above yesterday’s midpoint. (15.6% are below.)
4.5% are below yesterday’s low.
45.2% are inside yesterday’s range.
76.8% of stocks with today’s high > yesterday’s high. (23.2% less than).
12.6% of stocks with today’s low < yesterday’s low. (87.4% greater than).

EVIDENCE OF INTRADAY TREND (20160525 11:07 am ET)
65.5% of stocks are above today’s open. (33.5% are below).
63.8% of stocks are above today’s open and yesterday’s close.
22.0% are below both.
32.4% of stocks opened above yesterday’s high.
82.5% of stocks opened above yesterday’s close. (15.0% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160525 11:07 am ET)
18.1% of stocks are in the top 10% of today’s range.
32.1% are in the top 20%.
65.6% are in the top half. 34.4% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
5.7% are in the bottom 10%.

GAIN (20160525 11:07 am ET)
76.4% of stocks are above yesterday’s close. (23.6% are below.)
2.4% are up 4.5% or more. 0.4% are down 4.5% or more.
5.3% are up 3.5% or more. 0.6% are down 3.5% or more.
54.6% are between +1% and -1%.

RSI on DAILY (20160525 11:07 am ET)
2-day: >=95:23.1%…>=90:43.8%…>=80:65.1%…>=50:87.7%…<=20:2.2%…<=10:0.7%…<=5:0.3%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.9%…>=50:72.5%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:68.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160525 11:07 am ET)
50.3% above previous 1 highs, 4.5% below previous 1 lows
47.3% above previous 2 highs, 2.5% below previous 2 lows
45.7% above previous 3 highs, 1.9% below previous 3 lows
44.9% above previous 4 highs, 1.3% below previous 4 lows
39.4% above previous 5 highs, 1.0% below previous 5 lows
33.8% above previous 6 highs, 1.0% below previous 6 lows
31.9% above previous 7 highs, 1.0% below previous 7 lows
31.2% above previous 8 highs, 1.0% below previous 8 lows
29.1% above previous 9 highs, 0.9% below previous 9 lows
26.5% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160525 11:07 am ET)
76.4% are above or equal to 5/24 close (1 days ago), 23.6% are below.
89.5% are above or equal to 5/23 close (2 days ago), 10.5% are below.
86.5% are above or equal to 5/20 close (3 days ago), 13.5% are below.
89.9% are above or equal to 5/19 close (4 days ago), 10.1% are below.
85.8% are above or equal to 5/18 close (5 days ago), 14.2% are below.
77.4% are above or equal to 5/17 close (6 days ago), 22.6% are below.
69.3% are above or equal to 5/16 close (7 days ago), 30.7% are below.
77.0% are above or equal to 5/13 close (8 days ago), 23.0% are below.
69.7% are above or equal to 5/12 close (9 days ago), 30.3% are below.
67.5% are above or equal to 5/11 close (10 days ago), 32.5% are below.
59.1% are above or equal to 5/10 close (11 days ago), 40.9% are below.
67.0% are above or equal to 5/9 close (12 days ago), 33.0% are below.
63.9% are above or equal to 5/6 close (13 days ago), 36.1% are below.
66.8% are above or equal to 5/5 close (14 days ago), 33.2% are below.
66.6% are above or equal to 5/4 close (15 days ago), 33.4% are below.
61.2% are above or equal to 5/3 close (16 days ago), 38.8% are below.
51.9% are above or equal to 5/2 close (17 days ago), 48.1% are below.
55.1% are above or equal to 4/29 close (18 days ago), 44.9% are below.
52.4% are above or equal to 4/28 close (19 days ago), 47.6% are below.
44.4% are above or equal to 4/27 close (20 days ago), 55.6% are below.
48.0% are above or equal to 4/26 close (21 days ago), 52.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160525 11:07 am ET)
20d: 22.1% new highs, 1.8% new lows
21d: 21.0% new highs, 1.7% new lows
42d: 16.7% new highs, 0.9% new lows
63d: 16.6% new highs, 0.7% new lows
126d: 9.4% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160525 11:07 am ET)
2-day: 75.7% above, 24.3% below
3-day: 87.7% above, 12.3% below
4-day: 87.9% above, 12.1% below
5-day: 89.2% above, 10.8% below
8-day: 84.0% above, 16.0% below
10-day: 82.1% above, 17.9% below
20-day: 69.0% above, 31.0% below
50-day: 63.1% above, 36.9% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160525 11:07 am ET)
ENER(93): 2.12% Top=LPI CWEI RIG SPN NBR ATW OAS DVN ….. WMB ETE VLO DK TSO HFC WNR PBF=Bottom (Energy)
META(27): 1.97% Top=TCK CNX CENX SLCA X SWC FCX CMC ….. SLW GG SSRI NEM BVN ABX AEM AGI=Bottom (Metals & Mining)
CHEM(28): 1.79% Top=PAH CF MEOH HUN OLN POT MON WLK ….. PPG DOW DD PX IFF KRA SHW AXTA=Bottom (Chemicals/Fertilizers)
FINA(97): 1.68% Top=LPLA WDR BX SIVB OMF WETF LM TCBI ….. NDAQ ICE BKU HAWK CME ARCC EFX PYPL=Bottom (Banks/Financials)
TRAN(31): 1.11% Top=TK TRN NAT XPO UNP AAL KEX KSU ….. SAVE CHRW AAWW SWFT LUV DAL EXPD HA=Bottom (Transportation)
MANU(43): 1.09% Top=JOY ATI MRC CMI TKR KMT RBC FLS ….. HON DHR MHK SWK DDD NDSN SNA GNRC=Bottom (Manufacturing)
RETA(69): 0.89% Top=DSW BBY LL GME TLRD BBBY BID KMX ….. ANF CST KR PLCE FRAN TIF AEO BABA=Bottom (Retail & Specialty Retail)
HEAL(56): 0.83% Top=CYH MOH ELGX CNC OPK THC EVHC WCG ….. BAX NUVA DGX STE DXCM EW VAR PODD=Bottom (Health)
COHW(44): 0.80% Top=WDC WIN LITE TDC STX KN HPQ BBRY ….. TDS CIEN UBNT CCI VIAV SSYS PANW VSAT=Bottom (Computer Hardware/Telecom)
MATE(32): 0.79% Top=DY MTZ PWR FLR HW WY CAA EXP ….. KBH CSTE CVA WM RSG TPH BIN WCN=Bottom (Materials & Construction)
COSW(96): 0.75% Top=CSC HPE XRX TWTR SHOP SINA RAX INXN ….. YHOO CTXS SQ JD INTU ZEN VNET PAYC=Bottom (Computer Software/Internet)
LEIS(37): 0.66% Top=JACK GPRO WYNN FRGI LQ LVS SONC WEN ….. SBUX DPZ SIX SHAK PLAY HLT RCL CCL=Bottom (Leisure)
INSU(32): 0.56% Top=LNC MBI CNO PRU MET UNM AGO MTG ….. WRB CINF ALL FNF PGR XL AIZ FAF=Bottom (Insurance)
CONS(55): 0.55% Top=FOSL PKG OI GIL WRK IP HBI BMS ….. LEG CLX BERY LULU NKE GT PAY GIII=Bottom (Consumer)
ELEC(49): 0.28% Top=SPWR MXL TRMB ON LRCX CSIQ MU CY ….. LLTC SWKS MTSI CAVM QRVO VSH XLNX SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(53): 0.27% Top=IILG GDOT KBR RRD CAR ADS TMH URI ….. GEO RHI VNTV ATHN GPN XRS YY DV=Bottom (Diversified Services)
REAL(94): -0.26% Top=DRH CBG ALLY SC RLGY PEB NRF RLJ ….. RPAI BRX SRC CUBE WRI SSS TREE CBL=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 11:07 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

05/24/2016

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

Closing Stats
by daytrend on 20160524. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 939.

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 (20160524 Closing)
62.7% of stocks are above yesterday’s high.
84.2% are above yesterday’s midpoint. (15.8% are below.)
6.1% are below yesterday’s low.
31.2% are inside yesterday’s range.
80.5% of stocks with today’s high > yesterday’s high. (19.5% less than).
19.4% of stocks with today’s low < yesterday’s low. (80.6% greater than).

EVIDENCE OF INTRADAY TREND (20160524 Closing)
78.8% of stocks are above today’s open. (20.3% are below).
77.6% of stocks are above today’s open and yesterday’s close.
13.4% are below both.
22.8% of stocks opened above yesterday’s high.
90.1% of stocks opened above yesterday’s close. (7.8% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160524 Closing)
18.6% of stocks are in the top 10% of today’s range.
43.9% are in the top 20%.
78.3% are in the top half. 21.7% of stocks are in the bottom half of today’s range.
7.2% are in the bottom 20%.
3.1% are in the bottom 10%.

GAIN (20160524 Closing)
85.5% of stocks are above yesterday’s close. (14.5% are below.)
3.1% are up 4.5% or more. 1.6% are down 4.5% or more.
6.7% are up 3.5% or more. 2.3% are down 3.5% or more.
26.3% are between +1% and -1%.

RSI on DAILY (20160524 Closing)
2-day: >=95:12.6%…>=90:30.8%…>=80:59.5%…>=50:85.7%…<=20:4.9%…<=10:2.6%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:64.0%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:62.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160524 Closing)
62.7% above previous 1 highs, 6.1% below previous 1 lows
55.6% above previous 2 highs, 4.6% below previous 2 lows
53.0% above previous 3 highs, 2.2% below previous 3 lows
44.8% above previous 4 highs, 1.8% below previous 4 lows
36.4% above previous 5 highs, 1.7% below previous 5 lows
34.0% above previous 6 highs, 1.6% below previous 6 lows
32.4% above previous 7 highs, 1.4% below previous 7 lows
30.2% above previous 8 highs, 1.4% below previous 8 lows
26.6% above previous 9 highs, 1.2% below previous 9 lows
25.1% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160524 Closing)
85.5% are above or equal to 5/23 close (1 days ago), 14.5% are below.
80.7% are above or equal to 5/20 close (2 days ago), 19.3% are below.
88.0% are above or equal to 5/19 close (3 days ago), 12.0% are below.
82.0% are above or equal to 5/18 close (4 days ago), 18.0% are below.
69.9% are above or equal to 5/17 close (5 days ago), 30.1% are below.
61.2% are above or equal to 5/16 close (6 days ago), 38.8% are below.
71.8% are above or equal to 5/13 close (7 days ago), 28.2% are below.
62.0% are above or equal to 5/12 close (8 days ago), 38.0% are below.
61.2% are above or equal to 5/11 close (9 days ago), 38.8% are below.
53.5% are above or equal to 5/10 close (10 days ago), 46.5% are below.
63.4% are above or equal to 5/9 close (11 days ago), 36.6% are below.
58.9% are above or equal to 5/6 close (12 days ago), 41.1% are below.
62.7% are above or equal to 5/5 close (13 days ago), 37.3% are below.
61.6% are above or equal to 5/4 close (14 days ago), 38.4% are below.
57.4% are above or equal to 5/3 close (15 days ago), 42.6% are below.
46.8% are above or equal to 5/2 close (16 days ago), 53.2% are below.
51.2% are above or equal to 4/29 close (17 days ago), 48.8% are below.
46.6% are above or equal to 4/28 close (18 days ago), 53.4% are below.
39.8% are above or equal to 4/27 close (19 days ago), 60.2% are below.
42.2% are above or equal to 4/26 close (20 days ago), 57.8% are below.
47.0% are above or equal to 4/25 close (21 days ago), 53.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160524 Closing)
20d: 15.4% new highs, 2.2% new lows
21d: 15.3% new highs, 2.2% new lows
42d: 11.7% new highs, 1.5% new lows
63d: 11.4% new highs, 0.9% new lows
126d: 7.0% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160524 Closing)
2-day: 84.7% above, 15.3% below
3-day: 84.2% above, 15.8% below
4-day: 87.2% above, 12.8% below
5-day: 86.5% above, 13.5% below
8-day: 77.2% above, 22.8% below
10-day: 73.7% above, 26.3% below
20-day: 58.8% above, 41.2% below
50-day: 59.5% above, 40.5% below
200-day: 63.4% above, 36.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160524 Closing)
MATE(32): 2.63% Top=TOL KBH TPH CSTE MTH PHM CAA DHI ….. MLM WCN BIN WM WY DAR CVA PWR=Bottom (Materials & Construction)
COSW(97): 2.29% Top=FEYE ACXM SQ NTES TTWO VIPS PFPT IMPV ….. SHOP VEEV TRIP CMCM MTCH DATA VNET TWTR=Bottom (Computer Software/Internet)
ELEC(50): 2.24% Top=XLNX CRUS MLNX IPHI SIMO VSH LLTC LRCX ….. QRVO SWKS KEYS MRVL FLEX AMAT SCTY FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(99): 2.13% Top=HAWK LPLA BX BOFI WETF AMTD AMG LAZ ….. CFG ARCC VOYA WFC TD APO PSEC BMO=Bottom (Banks/Financials)
DISV(52): 2.01% Top=WTW XRS RHI MCO AHS FDC TMH DV ….. JEC HMHC ULTA EXAM BLOX MRKT CAR BAH=Bottom (Diversified Services)
MANU(42): 1.72% Top=DDD CFX SEDG KMT AOS JOY MIDD GNRC ….. EMR TEX ROP ETN ZBRA AME MRC ATI=Bottom (Manufacturing)
COHW(42): 1.72% Top=SSYS UBNT OLED WDC CIEN BRCD CRAY QCOM ….. T STX BBRY BCE CDW TDC LITE WIN=Bottom (Computer Hardware/Telecom)
HEAL(56): 1.70% Top=IRWD PODD NVRO ZLTQ OPK PRXL EVHC ABMD ….. DVA BSX WCG BCR VAR VWR CYH ANTM=Bottom (Health)
LEIS(38): 1.67% Top=DRII GPRO RRGB FRGI EXPE YUM MGM QSR ….. WYN DPZ SEAS CMG H LQ BYD SIX=Bottom (Leisure)
INSU(32): 1.54% Top=AGO CNO MBI UNM FAF PRU MET TMK ….. AJG ORI ALL AWH RDN WLTW L AFSI=Bottom (Insurance)
REAL(95): 1.31% Top=TREE RLGY CLI BAM EQC ALLY DRH ARE ….. GLPI AVB DLR HTS CIM NLY CBL AGNC=Bottom (Real Estate)
CONS(57): 1.28% Top=ENR WHR GT HAR FBHS UA LEG BERY ….. CHD FL GIII SKX HBI FOSL SHOO DECK=Bottom (Consumer)
TRAN(30): 1.16% Top=XPO SWFT NAT AAWW HA WERN ALK SAVE ….. CNI ODFL CP UNP JBHT CSX TK NSC=Bottom (Transportation)
RETA(69): 0.46% Top=BIG NFLX STMP DLTR EBAY SPLS BABA FIVE ….. CHS GPS SIG FRAN W ASNA BBY DSW=Bottom (Retail & Specialty Retail)
CHEM(28): 0.12% Top=OLN MON MEOH POL KRA DD AXTA RPM ….. SHW FMC PAH AGU MOS POT CC CF=Bottom (Chemicals/Fertilizers)
ENER(93): -0.13% Top=PBF EGN PSX NBR SU APC MUR TSO ….. OKS OII IOC PAGP UNT ETE SEMG TEP=Bottom (Energy)
META(27): -3.08% Top=CNX CENX AA STLD CMC NUE SLCA CCJ ….. ABX GG NEM PAAS SSRI AG CDE 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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:06 pm

Market Stats at 2:05 pm ET
by daytrend on 20160524. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 939.

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 (20160524 2:05 pm ET)
59.7% of stocks are above yesterday’s high.
83.7% are above yesterday’s midpoint. (16.3% are below.)
5.1% are below yesterday’s low.
35.1% are inside yesterday’s range.
78.9% of stocks with today’s high > yesterday’s high. (21.1% less than).
18.8% of stocks with today’s low < yesterday’s low. (81.2% greater than).

EVIDENCE OF INTRADAY TREND (20160524 2:05 pm ET)
77.6% of stocks are above today’s open. (21.5% are below).
76.9% of stocks are above today’s open and yesterday’s close.
13.7% are below both.
22.8% of stocks opened above yesterday’s high.
90.3% of stocks opened above yesterday’s close. (7.9% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160524 2:05 pm ET)
19.1% of stocks are in the top 10% of today’s range.
38.7% are in the top 20%.
75.8% are in the top half. 24.2% of stocks are in the bottom half of today’s range.
8.0% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN (20160524 2:05 pm ET)
85.5% of stocks are above yesterday’s close. (14.5% are below.)
2.7% are up 4.5% or more. 1.3% are down 4.5% or more.
6.5% are up 3.5% or more. 1.9% are down 3.5% or more.
30.6% are between +1% and -1%.

RSI on DAILY (20160524 2:05 pm ET)
2-day: >=95:11.5%…>=90:28.3%…>=80:56.0%…>=50:85.2%…<=20:4.8%…<=10:2.1%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:64.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:62.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160524 2:05 pm ET)
59.7% above previous 1 highs, 5.1% below previous 1 lows
52.4% above previous 2 highs, 3.2% below previous 2 lows
49.2% above previous 3 highs, 1.2% below previous 3 lows
40.8% above previous 4 highs, 1.1% below previous 4 lows
33.4% above previous 5 highs, 1.0% below previous 5 lows
32.1% above previous 6 highs, 0.9% below previous 6 lows
30.2% above previous 7 highs, 0.9% below previous 7 lows
27.8% above previous 8 highs, 0.9% below previous 8 lows
24.3% above previous 9 highs, 0.6% below previous 9 lows
22.8% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160524 2:05 pm ET)
85.5% are above or equal to 5/23 close (1 days ago), 14.5% are below.
79.8% are above or equal to 5/20 close (2 days ago), 20.2% are below.
88.8% are above or equal to 5/19 close (3 days ago), 11.2% are below.
82.3% are above or equal to 5/18 close (4 days ago), 17.7% are below.
69.0% are above or equal to 5/17 close (5 days ago), 31.0% are below.
60.4% are above or equal to 5/16 close (6 days ago), 39.6% are below.
70.4% are above or equal to 5/13 close (7 days ago), 29.6% are below.
61.1% are above or equal to 5/12 close (8 days ago), 38.9% are below.
61.2% are above or equal to 5/11 close (9 days ago), 38.8% are below.
51.7% are above or equal to 5/10 close (10 days ago), 48.3% are below.
62.5% are above or equal to 5/9 close (11 days ago), 37.5% are below.
57.9% are above or equal to 5/6 close (12 days ago), 42.1% are below.
61.4% are above or equal to 5/5 close (13 days ago), 38.6% are below.
60.8% are above or equal to 5/4 close (14 days ago), 39.2% are below.
57.3% are above or equal to 5/3 close (15 days ago), 42.7% are below.
45.8% are above or equal to 5/2 close (16 days ago), 54.2% are below.
50.3% are above or equal to 4/29 close (17 days ago), 49.7% are below.
46.2% are above or equal to 4/28 close (18 days ago), 53.8% are below.
38.7% are above or equal to 4/27 close (19 days ago), 61.3% are below.
41.1% are above or equal to 4/26 close (20 days ago), 58.9% are below.
46.4% are above or equal to 4/25 close (21 days ago), 53.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160524 2:05 pm ET)
20d: 14.3% new highs, 1.9% new lows
21d: 14.2% new highs, 1.9% new lows
42d: 10.8% new highs, 1.4% new lows
63d: 10.4% new highs, 0.6% new lows
126d: 6.5% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160524 2:05 pm ET)
2-day: 85.3% above, 14.7% below
3-day: 84.6% above, 15.4% below
4-day: 87.6% above, 12.4% below
5-day: 86.3% above, 13.7% below
8-day: 77.6% above, 22.4% below
10-day: 71.7% above, 28.3% below
20-day: 59.4% above, 40.6% below
50-day: 58.1% above, 41.9% below
200-day: 62.8% above, 37.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160524 2:05 pm ET)
MATE(32): 2.59% Top=TOL CSTE KBH TPH MTH PHM LEN DHI ….. RSG MLM WM WCN DAR BIN CVA PWR=Bottom (Materials & Construction)
COSW(97): 2.28% Top=CMCM ACXM FEYE VIPS NTES JD TTWO PFPT ….. QLYS WB SHOP DATA MTCH TRIP VNET TWTR=Bottom (Computer Software/Internet)
ELEC(50): 2.25% Top=IPHI XLNX CRUS MLNX CSIQ MSCC LRCX SIMO ….. GRMN FLEX KEYS QRVO SWKS MRVL SCTY FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(99): 1.89% Top=HAWK LPLA WDR AMG BOFI AMTD SF BX ….. FITB WFC TD NSAM ACAS ARCC BMO PSEC=Bottom (Banks/Financials)
LEIS(38): 1.80% Top=GPRO DRII RRGB FRGI EXPE CAKE YUM MGM ….. DPZ BYD WYN H SEAS SIX LQ CMG=Bottom (Leisure)
DISV(52): 1.77% Top=WTW XRS RHI DV MCO TMH IILG AHS ….. URI JEC EXAM MRKT CAR HMHC BLOX BAH=Bottom (Diversified Services)
COHW(42): 1.50% Top=SSYS OLED UBNT WDC BRCD CIEN CRAY VIAV ….. T CDW TMUS BCE BBRY TDC WIN LITE=Bottom (Computer Hardware/Telecom)
HEAL(56): 1.47% Top=PODD ZLTQ IRWD OPK NVRO EVHC PRXL BAX ….. ELGX BSX BCR DVA VAR VWR CYH ANTM=Bottom (Health)
MANU(42): 1.45% Top=DDD SEDG CFX AOS AGCO MIDD MHK KMT ….. EMR ROP LECO ETN BWXT AME MRC ATI=Bottom (Manufacturing)
INSU(32): 1.38% Top=AGO MTG CNO MBI UNM PRU LNC TMK ….. WRB XL ALL WLTW ORI AWH L AFSI=Bottom (Insurance)
CONS(57): 1.27% Top=ENR WHR UA HAR GT FBHS SCSS TPX ….. GIII HBI CHD FL WWW FOSL DECK SHOO=Bottom (Consumer)
TRAN(30): 1.27% Top=XPO AAWW SWFT WERN HA ALK JBLU SAVE ….. JBHT CNI CHRW UNP KEX CSX NSC TK=Bottom (Transportation)
REAL(95): 1.09% Top=TREE CLI RLGY EQC DRH BAM ALLY DRE ….. AVB NLY STOR CIM AGNC SRC DLR CBL=Bottom (Real Estate)
RETA(69): 0.67% Top=NFLX STMP BIG BABA EBAY DLTR AAP BURL ….. AEO ETSY GPS W SIG ASNA BBY DSW=Bottom (Retail & Specialty Retail)
CHEM(28): 0.21% Top=OLN MON KRA MEOH RPM PPG DD POL ….. FMC SHW PAH AGU MOS POT CC CF=Bottom (Chemicals/Fertilizers)
ENER(93): -0.36% Top=EGN PSX APC OXY NBR RIG MUR PBF ….. WPZ ETE IOC UNT PAA SEMG PAGP TEP=Bottom (Energy)
META(27): -2.25% Top=CENX CNX AA CMC STLD NUE BVN SLCA ….. TCK GG NEM PAAS SSRI CDE AG 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 2:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:53 am

Market Stats at 12:52 pm ET
by daytrend on 20160524. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 939.

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 (20160524 12:52 pm ET)
61.1% of stocks are above yesterday’s high.
85.4% are above yesterday’s midpoint. (14.6% are below.)
4.5% are below yesterday’s low.
34.4% are inside yesterday’s range.
76.6% of stocks with today’s high > yesterday’s high. (23.4% less than).
18.3% of stocks with today’s low < yesterday’s low. (81.7% greater than).

EVIDENCE OF INTRADAY TREND (20160524 12:52 pm ET)
79.6% of stocks are above today’s open. (19.9% are below).
78.5% of stocks are above today’s open and yesterday’s close.
12.8% are below both.
22.8% of stocks opened above yesterday’s high.
90.3% of stocks opened above yesterday’s close. (7.9% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160524 12:52 pm ET)
31.2% of stocks are in the top 10% of today’s range.
51.5% are in the top 20%.
79.4% are in the top half. 20.6% of stocks are in the bottom half of today’s range.
6.0% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN (20160524 12:52 pm ET)
86.3% of stocks are above yesterday’s close. (13.7% are below.)
1.9% are up 4.5% or more. 1.0% are down 4.5% or more.
5.1% are up 3.5% or more. 1.9% are down 3.5% or more.
29.0% are between +1% and -1%.

RSI on DAILY (20160524 12:52 pm ET)
2-day: >=95:11.6%…>=90:29.3%…>=80:58.4%…>=50:87.2%…<=20:4.3%…<=10:2.0%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:65.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:61.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160524 12:52 pm ET)
61.1% above previous 1 highs, 4.5% below previous 1 lows
54.2% above previous 2 highs, 2.9% below previous 2 lows
51.0% above previous 3 highs, 1.4% below previous 3 lows
42.2% above previous 4 highs, 1.1% below previous 4 lows
34.3% above previous 5 highs, 1.0% below previous 5 lows
32.6% above previous 6 highs, 1.0% below previous 6 lows
30.6% above previous 7 highs, 0.9% below previous 7 lows
27.9% above previous 8 highs, 0.9% below previous 8 lows
24.7% above previous 9 highs, 0.6% below previous 9 lows
23.0% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160524 12:52 pm ET)
86.3% are above or equal to 5/23 close (1 days ago), 13.7% are below.
81.0% are above or equal to 5/20 close (2 days ago), 19.0% are below.
89.0% are above or equal to 5/19 close (3 days ago), 11.0% are below.
82.6% are above or equal to 5/18 close (4 days ago), 17.4% are below.
69.6% are above or equal to 5/17 close (5 days ago), 30.4% are below.
60.1% are above or equal to 5/16 close (6 days ago), 39.9% are below.
72.0% are above or equal to 5/13 close (7 days ago), 28.0% are below.
61.8% are above or equal to 5/12 close (8 days ago), 38.2% are below.
61.3% are above or equal to 5/11 close (9 days ago), 38.7% are below.
52.5% are above or equal to 5/10 close (10 days ago), 47.5% are below.
62.8% are above or equal to 5/9 close (11 days ago), 37.2% are below.
59.0% are above or equal to 5/6 close (12 days ago), 41.0% are below.
62.6% are above or equal to 5/5 close (13 days ago), 37.4% are below.
61.8% are above or equal to 5/4 close (14 days ago), 38.2% are below.
57.2% are above or equal to 5/3 close (15 days ago), 42.8% are below.
46.0% are above or equal to 5/2 close (16 days ago), 54.0% are below.
50.2% are above or equal to 4/29 close (17 days ago), 49.8% are below.
47.0% are above or equal to 4/28 close (18 days ago), 53.0% are below.
39.0% are above or equal to 4/27 close (19 days ago), 61.0% are below.
41.9% are above or equal to 4/26 close (20 days ago), 58.1% are below.
46.6% are above or equal to 4/25 close (21 days ago), 53.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160524 12:52 pm ET)
20d: 13.3% new highs, 1.8% new lows
21d: 13.3% new highs, 1.8% new lows
42d: 10.1% new highs, 1.3% new lows
63d: 9.9% new highs, 0.6% new lows
126d: 6.1% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160524 12:52 pm ET)
2-day: 85.9% above, 14.1% below
3-day: 85.6% above, 14.4% below
4-day: 88.2% above, 11.8% below
5-day: 87.1% above, 12.9% below
8-day: 78.3% above, 21.7% below
10-day: 73.3% above, 26.7% below
20-day: 59.3% above, 40.7% below
50-day: 58.5% above, 41.5% below
200-day: 62.6% above, 37.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160524 12:52 pm ET)
MATE(32): 2.69% Top=TOL CSTE KBH MTH TPH PHM LEN CAA ….. WY MTZ WCN DAR BIN MLM CVA PWR=Bottom (Materials & Construction)
FINA(99): 2.12% Top=HAWK WDR AMG LPLA TCBI BOFI AMTD PVTB ….. WFC CME BMO WETF NSAM ACAS ARCC PSEC=Bottom (Banks/Financials)
COSW(97): 1.99% Top=CMCM ACXM FEYE JD TTWO VIPS NTES BIDU ….. HPE SHOP QLYS TRIP MTCH VNET DATA TWTR=Bottom (Computer Software/Internet)
ELEC(50): 1.90% Top=CRUS MLNX IPHI LRCX VSH MSCC CSIQ SNPS ….. CY KEYS SWKS XLNX QRVO MRVL SCTY FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(38): 1.71% Top=GPRO DRII RRGB YUM EXPE CAKE FRGI QSR ….. MAR SHAK DPZ LQ WEN SIX BYD CMG=Bottom (Leisure)
DISV(52): 1.64% Top=WTW AHS RHI MCO TMH DV IILG XRS ….. KBR ABCO EXAM MRKT CAR BLOX HMHC BAH=Bottom (Diversified Services)
INSU(32): 1.61% Top=AGO MTG CNO LNC UNM PRU MET HIG ….. BRO ALL L WLTW AWH ORI XL AFSI=Bottom (Insurance)
MANU(42): 1.60% Top=SEDG DDD CFX MIDD AOS MHK DE AGCO ….. EMR TEX LECO BWXT AME ETN MRC ATI=Bottom (Manufacturing)
HEAL(56): 1.47% Top=ZLTQ NVRO EVHC OPK PODD IRWD BAX ESRX ….. LH DVA BSX BCR ELGX CYH VAR ANTM=Bottom (Health)
COHW(42): 1.46% Top=SSYS OLED WDC UBNT BRCD CRAY ARRS CIEN ….. BCE ANET INFN BBRY TMUS TDC WIN LITE=Bottom (Computer Hardware/Telecom)
REAL(95): 1.35% Top=TREE DRH CLI RLGY EQC BAM RLJ EDR ….. SRC CIM HTS AGNC DLR NLY CBL STOR=Bottom (Real Estate)
TRAN(30): 1.31% Top=XPO AAWW SWFT HA WERN ALK NAT CP ….. CSX UNP CHRW JBHT ODFL NSC KEX TK=Bottom (Transportation)
CONS(57): 1.23% Top=ENR WHR GT UA HAR SCSS FBHS LULU ….. GIII CHD FL HBI WWW FOSL SHOO DECK=Bottom (Consumer)
RETA(69): 0.67% Top=NFLX STMP DLTR BABA EBAY AAP BURL BIG ….. ETSY TLRD GPS SIG ASNA W BBY DSW=Bottom (Retail & Specialty Retail)
CHEM(28): 0.10% Top=OLN KRA MON MEOH RPM POL PPG DD ….. SHW FMC AGU PAH MOS POT CC CF=Bottom (Chemicals/Fertilizers)
ENER(93): -0.24% Top=EGN PSX NFX MUR APC NBR APA PBF ….. WPZ PAA OII UNT ETE SEMG PAGP TEP=Bottom (Energy)
META(27): -1.98% Top=CENX CNX AA STLD CMC NUE SLCA BVN ….. TAHO NEM GG SSRI PAAS CDE AGI AG=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:52 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:52 am

Market Stats at 10:51 am ET
by daytrend on 20160524. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 939.

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 (20160524 10:51 am ET)
57.1% of stocks are above yesterday’s high.
81.6% are above yesterday’s midpoint. (18.4% are below.)
5.5% are below yesterday’s low.
37.4% are inside yesterday’s range.
72.4% of stocks with today’s high > yesterday’s high. (27.6% less than).
17.1% of stocks with today’s low < yesterday’s low. (82.9% greater than).

EVIDENCE OF INTRADAY TREND (20160524 10:51 am ET)
76.4% of stocks are above today’s open. (22.5% are below).
75.0% of stocks are above today’s open and yesterday’s close.
12.9% are below both.
22.8% of stocks opened above yesterday’s high.
90.3% of stocks opened above yesterday’s close. (7.9% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160524 10:51 am ET)
31.1% of stocks are in the top 10% of today’s range.
50.5% are in the top 20%.
77.6% are in the top half. 22.4% of stocks are in the bottom half of today’s range.
7.8% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN (20160524 10:51 am ET)
85.6% of stocks are above yesterday’s close. (14.4% are below.)
1.1% are up 4.5% or more. 0.4% are down 4.5% or more.
3.4% are up 3.5% or more. 1.2% are down 3.5% or more.
34.8% are between +1% and -1%.

RSI on DAILY (20160524 10:51 am ET)
2-day: >=95:10.6%…>=90:27.9%…>=80:55.8%…>=50:84.6%…<=20:4.4%…<=10:1.5%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:63.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:61.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160524 10:51 am ET)
57.1% above previous 1 highs, 5.5% below previous 1 lows
50.2% above previous 2 highs, 3.1% below previous 2 lows
47.4% above previous 3 highs, 1.4% below previous 3 lows
38.3% above previous 4 highs, 1.2% below previous 4 lows
32.1% above previous 5 highs, 1.2% below previous 5 lows
30.4% above previous 6 highs, 1.1% below previous 6 lows
28.5% above previous 7 highs, 1.1% below previous 7 lows
25.8% above previous 8 highs, 1.1% below previous 8 lows
22.9% above previous 9 highs, 0.9% below previous 9 lows
21.6% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160524 10:51 am ET)
85.6% are above or equal to 5/23 close (1 days ago), 14.4% are below.
78.0% are above or equal to 5/20 close (2 days ago), 22.0% are below.
88.6% are above or equal to 5/19 close (3 days ago), 11.4% are below.
81.2% are above or equal to 5/18 close (4 days ago), 18.8% are below.
68.7% are above or equal to 5/17 close (5 days ago), 31.3% are below.
59.2% are above or equal to 5/16 close (6 days ago), 40.8% are below.
70.2% are above or equal to 5/13 close (7 days ago), 29.8% are below.
61.0% are above or equal to 5/12 close (8 days ago), 39.0% are below.
60.0% are above or equal to 5/11 close (9 days ago), 40.0% are below.
51.1% are above or equal to 5/10 close (10 days ago), 48.9% are below.
62.2% are above or equal to 5/9 close (11 days ago), 37.8% are below.
58.7% are above or equal to 5/6 close (12 days ago), 41.3% are below.
61.6% are above or equal to 5/5 close (13 days ago), 38.4% are below.
60.2% are above or equal to 5/4 close (14 days ago), 39.8% are below.
55.8% are above or equal to 5/3 close (15 days ago), 44.2% are below.
45.3% are above or equal to 5/2 close (16 days ago), 54.7% are below.
49.8% are above or equal to 4/29 close (17 days ago), 50.2% are below.
46.0% are above or equal to 4/28 close (18 days ago), 54.0% are below.
38.0% are above or equal to 4/27 close (19 days ago), 62.0% are below.
41.0% are above or equal to 4/26 close (20 days ago), 59.0% are below.
46.3% are above or equal to 4/25 close (21 days ago), 53.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160524 10:51 am ET)
20d: 12.5% new highs, 1.7% new lows
21d: 12.5% new highs, 1.7% new lows
42d: 9.8% new highs, 1.2% new lows
63d: 9.6% new highs, 0.5% new lows
126d: 5.8% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160524 10:51 am ET)
2-day: 85.2% above, 14.8% below
3-day: 82.0% above, 18.0% below
4-day: 85.9% above, 14.1% below
5-day: 85.5% above, 14.5% below
8-day: 77.0% above, 23.0% below
10-day: 72.0% above, 28.0% below
20-day: 58.8% above, 41.2% below
50-day: 57.3% above, 42.7% below
200-day: 62.6% above, 37.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160524 10:51 am ET)
FINA(99): 2.04% Top=HAWK AMG BX LPLA PVTB LAZ JNS LM ….. ISBC CUBI BMO CME ARCC ACAS PSEC WETF=Bottom (Banks/Financials)
MATE(32): 1.89% Top=CSTE TOL TPH KBH MTH CAA LEN DHI ….. BIN FLR EXP VMC MLM CVA MTZ PWR=Bottom (Materials & Construction)
COSW(97): 1.80% Top=ACXM FEYE BIDU NTES CMCM JD VIPS TTWO ….. WBMD MKTO CYBR HPE VNET DATA MTCH TWTR=Bottom (Computer Software/Internet)
ELEC(50): 1.77% Top=IPHI SNPS MXL VSH MSCC NXPI LRCX CRUS ….. XLNX AMBA HIMX MRVL QRVO SWKS FIT SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(32): 1.62% Top=AGO CNO MTG PRU MET TMK LNC HIG ….. AJG L ALL XL AWH WLTW AFSI ORI=Bottom (Insurance)
MANU(42): 1.46% Top=DDD SEDG AOS MIDD MHK AGCO CFX ROK ….. ETN LECO AME CAT BWXT RBC MRC ATI=Bottom (Manufacturing)
DISV(52): 1.39% Top=RHI WTW MCO AHS GPN SERV AL TMH ….. RRD SBAC EXAM MRKT KBR HMHC CAR BAH=Bottom (Diversified Services)
COHW(42): 1.32% Top=SSYS OLED WDC FNSR CIEN QCOM COMM CRAY ….. ANET BBRY STX CDW TDC TMUS LITE WIN=Bottom (Computer Hardware/Telecom)
HEAL(56): 1.27% Top=NVRO ZLTQ OPK PODD EVHC STE ESRX PRXL ….. DXCM DVA STJ VWR BCR ELGX ANTM CYH=Bottom (Health)
LEIS(38): 1.22% Top=GPRO RRGB QSR YUM EXPE MGM CAKE DRII ….. MAR SEAS WEN FRGI SIX CMG SHAK LQ=Bottom (Leisure)
CONS(57): 1.10% Top=ENR WHR GT FBHS COTY UA HAR TPX ….. GIII FL SKX WWW SHOO CROX FOSL DECK=Bottom (Consumer)
TRAN(30): 1.08% Top=XPO AAWW HA DAL FDX ALK UAL LUV ….. NSC NAT KEX UNP CSX ODFL KNX TK=Bottom (Transportation)
REAL(95): 0.97% Top=TREE BAM RLGY CLI DRH ALLY ARE EDR ….. WPG GLPI CIM AGNC NRF STOR LHO CBL=Bottom (Real Estate)
CHEM(28): 0.60% Top=OLN MON MEOH RPM PPG CE HUN AXTA ….. FMC GRA IFF AGU MOS CC POT CF=Bottom (Chemicals/Fertilizers)
ENER(93): 0.11% Top=EGN SU PSX NBR CPE APC APA FANG ….. UNT OII PAA WPZ PAGP ETE SEMG TEP=Bottom (Energy)
RETA(69): 0.05% Top=NFLX STMP EBAY DLTR KR BABA ORLY BURL ….. BKE SIG TLRD GPS W ASNA BBY DSW=Bottom (Retail & Specialty Retail)
META(27): -1.68% Top=CENX CNX AA STLD CMC NUE CCJ FCX ….. TAHO NEM AG PAAS GG CDE SSRI 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 10:51 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:25 am

Market Stats at 10:25 am ET
by daytrend on 20160524. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 939.

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 (20160524 10:25 am ET)
53.5% of stocks are above yesterday’s high.
82.3% are above yesterday’s midpoint. (17.7% are below.)
3.7% are below yesterday’s low.
42.8% are inside yesterday’s range.
69.5% of stocks with today’s high > yesterday’s high. (30.5% less than).
16.7% of stocks with today’s low < yesterday’s low. (83.3% greater than).

EVIDENCE OF INTRADAY TREND (20160524 10:25 am ET)
77.2% of stocks are above today’s open. (22.0% are below).
75.7% of stocks are above today’s open and yesterday’s close.
10.5% are below both.
22.8% of stocks opened above yesterday’s high.
90.3% of stocks opened above yesterday’s close. (7.9% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160524 10:25 am ET)
35.5% of stocks are in the top 10% of today’s range.
52.4% are in the top 20%.
79.1% are in the top half. 20.9% of stocks are in the bottom half of today’s range.
6.0% are in the bottom 20%.
2.7% are in the bottom 10%.

GAIN (20160524 10:25 am ET)
88.3% of stocks are above yesterday’s close. (11.7% are below.)
0.7% are up 4.5% or more. 0.4% are down 4.5% or more.
2.0% are up 3.5% or more. 0.9% are down 3.5% or more.
37.6% are between +1% and -1%.

RSI on DAILY (20160524 10:25 am ET)
2-day: >=95:10.2%…>=90:26.7%…>=80:53.0%…>=50:87.1%…<=20:3.3%…<=10:0.9%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:63.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:60.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160524 10:25 am ET)
53.5% above previous 1 highs, 3.7% below previous 1 lows
45.6% above previous 2 highs, 2.6% below previous 2 lows
43.1% above previous 3 highs, 1.2% below previous 3 lows
34.7% above previous 4 highs, 1.0% below previous 4 lows
29.0% above previous 5 highs, 1.0% below previous 5 lows
27.4% above previous 6 highs, 0.9% below previous 6 lows
25.7% above previous 7 highs, 0.7% below previous 7 lows
23.2% above previous 8 highs, 0.7% below previous 8 lows
21.0% above previous 9 highs, 0.5% below previous 9 lows
19.7% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160524 10:25 am ET)
88.3% are above or equal to 5/23 close (1 days ago), 11.7% are below.
78.8% are above or equal to 5/20 close (2 days ago), 21.2% are below.
88.3% are above or equal to 5/19 close (3 days ago), 11.7% are below.
80.6% are above or equal to 5/18 close (4 days ago), 19.4% are below.
67.4% are above or equal to 5/17 close (5 days ago), 32.6% are below.
58.8% are above or equal to 5/16 close (6 days ago), 41.2% are below.
70.0% are above or equal to 5/13 close (7 days ago), 30.0% are below.
60.4% are above or equal to 5/12 close (8 days ago), 39.6% are below.
59.3% are above or equal to 5/11 close (9 days ago), 40.7% are below.
49.8% are above or equal to 5/10 close (10 days ago), 50.2% are below.
61.0% are above or equal to 5/9 close (11 days ago), 39.0% are below.
58.5% are above or equal to 5/6 close (12 days ago), 41.5% are below.
61.0% are above or equal to 5/5 close (13 days ago), 39.0% are below.
60.5% are above or equal to 5/4 close (14 days ago), 39.5% are below.
55.5% are above or equal to 5/3 close (15 days ago), 44.5% are below.
44.8% are above or equal to 5/2 close (16 days ago), 55.2% are below.
49.5% are above or equal to 4/29 close (17 days ago), 50.5% are below.
45.4% are above or equal to 4/28 close (18 days ago), 54.6% are below.
37.8% are above or equal to 4/27 close (19 days ago), 62.2% are below.
40.4% are above or equal to 4/26 close (20 days ago), 59.6% are below.
45.7% are above or equal to 4/25 close (21 days ago), 54.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160524 10:25 am ET)
20d: 10.5% new highs, 1.6% new lows
21d: 10.5% new highs, 1.6% new lows
42d: 8.4% new highs, 1.2% new lows
63d: 8.2% new highs, 0.5% new lows
126d: 4.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160524 10:25 am ET)
2-day: 87.3% above, 12.7% below
3-day: 83.9% above, 16.1% below
4-day: 86.8% above, 13.2% below
5-day: 86.7% above, 13.3% below
8-day: 76.6% above, 23.4% below
10-day: 70.6% above, 29.4% below
20-day: 58.1% above, 41.9% below
50-day: 56.1% above, 43.9% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160524 10:25 am ET)
FINA(99): 1.93% Top=AMG LPLA HAWK LAZ AMTD ETFC OMF JNS ….. CME BMO APO ARCC NSAM ACAS WETF PSEC=Bottom (Banks/Financials)
MATE(32): 1.88% Top=CSTE TOL KBH TPH MTH LEN CAA DHI ….. DAR WCN CVA BIN FLR MLM MTZ PWR=Bottom (Materials & Construction)
COSW(97): 1.52% Top=ACXM BIDU NTES FEYE SINA CMCM ELLI MANH ….. HPE WBMD GRUB CYBR VNET MKTO DATA TWTR=Bottom (Computer Software/Internet)
INSU(32): 1.51% Top=AGO CNO MTG PRU HIG TMK MET PGR ….. ALL XL BRO AWH AFSI MBI WLTW ORI=Bottom (Insurance)
ELEC(50): 1.49% Top=IPHI SNPS CRUS VSH CSIQ NXPI LRCX MLNX ….. MRVL XLNX HIMX AMBA SWKS QRVO SCTY FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(42): 1.33% Top=SEDG AOS DDD MIDD JOY ROK MHK ROP ….. AME CAT ETN BWXT RBC TEX ATI MRC=Bottom (Manufacturing)
DISV(52): 1.30% Top=RHI WTW AHS AL YY MCO PRAA DV ….. EXAM FDC CAR MRKT SBAC KBR HMHC BAH=Bottom (Diversified Services)
LEIS(38): 1.13% Top=GPRO RRGB MGM EXPE YUM QSR BLMN CAKE ….. WEN LQ MAR FRGI CMG BYD SIX SHAK=Bottom (Leisure)
CONS(57): 1.12% Top=GT ENR FBHS WHR UA COTY TPX BERY ….. PAY HBI FL WWW SKX CROX SHOO DECK=Bottom (Consumer)
HEAL(56): 1.10% Top=NVRO OPK PODD ZLTQ ESRX STE EVHC ABMD ….. PRAH ELGX DVA VAR BCR DXCM CYH ANTM=Bottom (Health)
COHW(42): 1.03% Top=SSYS WDC OLED FNSR QCOM CIEN VSAT CSCO ….. BBRY BRCD CDW TDC ANET TMUS WIN LITE=Bottom (Computer Hardware/Telecom)
TRAN(30): 1.03% Top=XPO AAWW SWFT HA FDX CNI DAL WERN ….. TRN CHRW ODFL KNX NSC UNP CSX TK=Bottom (Transportation)
REAL(95): 1.01% Top=TREE BAM DRH CLI EQC MPW CBG ALLY ….. NLY AGNC LHO DOC GLPI CBL STOR NRF=Bottom (Real Estate)
CHEM(28): 0.42% Top=OLN LXU MEOH HUN AXTA MON RPM PPG ….. GRA SHW MOS IFF AGU POT CC CF=Bottom (Chemicals/Fertilizers)
RETA(69): 0.33% Top=NFLX EBAY DLTR DKS AAP STMP KR HD ….. BID BKE FINL SIG ASNA W BBY DSW=Bottom (Retail & Specialty Retail)
ENER(93): 0.33% Top=CPE EGN PSX SU APC OAS NFX PXD ….. IOC FTI RDC UNT OII ENLK ATW PAGP=Bottom (Energy)
META(27): -1.50% Top=CENX CNX CMC AA STLD NUE X FCX ….. ABX CDE AG PAAS GG NEM SSRI 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 10:25 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

05/23/2016

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

Closing Stats
by daytrend on 20160523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 944.

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 (20160523 Closing)
18.4% of stocks are above yesterday’s high.
56.7% are above yesterday’s midpoint. (43.3% are below.)
12.8% are below yesterday’s low.
68.8% are inside yesterday’s range.
55.5% of stocks with today’s high > yesterday’s high. (44.5% less than).
37.3% of stocks with today’s low < yesterday’s low. (62.7% greater than).

EVIDENCE OF INTRADAY TREND (20160523 Closing)
46.5% of stocks are above today’s open. (52.1% are below).
35.7% of stocks are above today’s open and yesterday’s close.
46.3% are below both.
10.1% of stocks opened above yesterday’s high.
40.8% of stocks opened above yesterday’s close. (53.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160523 Closing)
2.0% of stocks are in the top 10% of today’s range.
9.1% are in the top 20%.
44.3% are in the top half. 55.7% of stocks are in the bottom half of today’s range.
26.3% are in the bottom 20%.
16.2% are in the bottom 10%.

GAIN (20160523 Closing)
42.9% of stocks are above yesterday’s close. (57.1% are below.)
0.5% are up 4.5% or more. 0.4% are down 4.5% or more.
1.3% are up 3.5% or more. 1.3% are down 3.5% or more.
69.6% are between +1% and -1%.

RSI on DAILY (20160523 Closing)
2-day: >=95:3.9%…>=90:8.2%…>=80:19.7%…>=50:60.0%…<=20:8.1%…<=10:3.4%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:46.3%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:50.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160523 Closing)
18.4% above previous 1 highs, 12.8% below previous 1 lows
17.2% above previous 2 highs, 2.3% below previous 2 lows
11.2% above previous 3 highs, 2.1% below previous 3 lows
8.6% above previous 4 highs, 2.0% below previous 4 lows
7.8% above previous 5 highs, 1.6% below previous 5 lows
7.3% above previous 6 highs, 1.5% below previous 6 lows
6.0% above previous 7 highs, 1.4% below previous 7 lows
5.3% above previous 8 highs, 1.4% below previous 8 lows
4.8% above previous 9 highs, 1.3% below previous 9 lows
4.7% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160523 Closing)
42.9% are above or equal to 5/20 close (1 days ago), 57.1% are below.
77.8% are above or equal to 5/19 close (2 days ago), 22.2% are below.
59.0% are above or equal to 5/18 close (3 days ago), 41.0% are below.
53.8% are above or equal to 5/17 close (4 days ago), 46.2% are below.
45.7% are above or equal to 5/16 close (5 days ago), 54.3% are below.
58.4% are above or equal to 5/13 close (6 days ago), 41.6% are below.
48.4% are above or equal to 5/12 close (7 days ago), 51.6% are below.
45.0% are above or equal to 5/11 close (8 days ago), 55.0% are below.
38.5% are above or equal to 5/10 close (9 days ago), 61.5% are below.
51.4% are above or equal to 5/9 close (10 days ago), 48.6% are below.
48.0% are above or equal to 5/6 close (11 days ago), 52.0% are below.
53.1% are above or equal to 5/5 close (12 days ago), 46.9% are below.
51.9% are above or equal to 5/4 close (13 days ago), 48.1% are below.
46.6% are above or equal to 5/3 close (14 days ago), 53.4% are below.
35.5% are above or equal to 5/2 close (15 days ago), 64.5% are below.
39.5% are above or equal to 4/29 close (16 days ago), 60.5% are below.
37.5% are above or equal to 4/28 close (17 days ago), 62.5% are below.
31.1% are above or equal to 4/27 close (18 days ago), 68.9% are below.
33.9% are above or equal to 4/26 close (19 days ago), 66.1% are below.
39.3% are above or equal to 4/25 close (20 days ago), 60.7% are below.
35.9% are above or equal to 4/22 close (21 days ago), 64.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160523 Closing)
20d: 5.7% new highs, 3.2% new lows
21d: 5.4% new highs, 3.2% new lows
42d: 4.1% new highs, 1.4% new lows
63d: 4.1% new highs, 0.8% new lows
126d: 2.8% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160523 Closing)
2-day: 41.5% above, 58.5% below
3-day: 66.7% above, 33.3% below
4-day: 64.3% above, 35.7% below
5-day: 61.7% above, 38.3% below
8-day: 53.7% above, 46.3% below
10-day: 50.3% above, 49.7% below
20-day: 41.6% above, 58.4% below
50-day: 50.4% above, 49.6% below
200-day: 57.7% above, 42.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160523 Closing)
ELEC(50): 1.01% Top=SCTY SPWR MLNX MU CRUS CSIQ HIMX AMBA ….. ON WAT SNPS FIT MSCC MTSI SANM SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): 0.95% Top=CF MON HUN LXU FMC DD DOW POT ….. APD ALB IFF EMN CE MEOH WLK CC=Bottom (Chemicals/Fertilizers)
COHW(42): 0.71% Top=OLED VIAV INFN KN BRCD WDC ANET ARRS ….. EFII QCOM WIN VZ JNPR SYNA CDW VSAT=Bottom (Computer Hardware/Telecom)
META(27): 0.68% Top=X CMC FCX CNX CCJ CENX STLD AA ….. SLW AG AEM TCK FNV ABX BVN AGI=Bottom (Metals & Mining)
MANU(42): 0.41% Top=ATI SEDG GNRC TTC PNR ITT ZBRA KMT ….. TEX DOV GE MHK HON MIDD BWXT ROP=Bottom (Manufacturing)
REAL(96): 0.01% Top=TREE SC AGNC HTA HST CLI DEI STOR ….. RLGY CONE NRZ CLNY TCO PEI NLY EDR=Bottom (Real Estate)
COSW(99): -0.06% Top=TRIP FEYE GRUB SHOP RHT VEEV QLYS SPLK ….. MKTO VIPS NTES CYBR CTSH JD VNET CMCM=Bottom (Computer Software/Internet)
FINA(98): -0.11% Top=JNS PYPL WDR TCBI NSAM WETF IVZ CUBI ….. BKU FNB FRC SF WU CATY LAZ ARCC=Bottom (Banks/Financials)
LEIS(38): -0.13% Top=WYNN MGM CMG SIX GPRO QSR BYD HLT ….. PLAY SONC DPZ EAT RRGB TXRH DRI FRGI=Bottom (Leisure)
CONS(58): -0.16% Top=COTY MAT CHD PAY IP TUP RL ENR ….. DECK FL SEE TPX UA GPK HAR HBI=Bottom (Consumer)
HEAL(57): -0.21% Top=WCG VWR PODD ZLTQ MOH CPHD EVHC EW ….. THC HCA UHS STE ANTM HLS CYH ELGX=Bottom (Health)
MATE(32): -0.31% Top=VMC WY SUM EXP MLM HW FLR PWR ….. BIN MAS WCN PHM MTH KBH DHI TOL=Bottom (Materials & Construction)
DISV(52): -0.33% Top=FDC XRS WTW HMHC ATHN DV SERV MRKT ….. JEC WOOF BAH RHI HRB AHS ABCO YY=Bottom (Diversified Services)
RETA(69): -0.43% Top=BID NFLX SPLS GPS TLRD ETSY BBY DSW ….. GPI AN HIBB FIVE FINL PLCE DKS BIG=Bottom (Retail & Specialty Retail)
INSU(32): -0.52% Top=FNF RDN MMC WLTW PGR AIG FAF AON ….. AIZ CINF HIG XL LNC AGO AFSI MBI=Bottom (Insurance)
ENER(93): -0.63% Top=AR SN RRC CVE MRD HES HAL LPI ….. VLO IOC WNR DK PDCE PAA ATW PAGP=Bottom (Energy)
TRAN(31): -0.70% Top=EXPD ODFL TK FDX WAB ALK NAT GWR ….. SAVE XPO KEX KNX AAWW JBLU WERN SWFT=Bottom (Transportation)

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 @ 2:35 pm

Market Stats at 3:35 pm ET
by daytrend on 20160523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 944.

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 (20160523 3:35 pm ET)
23.6% of stocks are above yesterday’s high.
64.0% are above yesterday’s midpoint. (36.0% are below.)
8.8% are below yesterday’s low.
67.6% are inside yesterday’s range.
55.3% of stocks with today’s high > yesterday’s high. (44.7% less than).
35.7% of stocks with today’s low < yesterday’s low. (64.3% greater than).

EVIDENCE OF INTRADAY TREND (20160523 3:35 pm ET)
55.8% of stocks are above today’s open. (42.7% are below).
45.8% of stocks are above today’s open and yesterday’s close.
36.3% are below both.
10.1% of stocks opened above yesterday’s high.
40.8% of stocks opened above yesterday’s close. (53.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160523 3:35 pm ET)
7.6% of stocks are in the top 10% of today’s range.
19.1% are in the top 20%.
55.6% are in the top half. 44.4% of stocks are in the bottom half of today’s range.
18.2% are in the bottom 20%.
10.2% are in the bottom 10%.

GAIN (20160523 3:35 pm ET)
53.8% of stocks are above yesterday’s close. (46.2% are below.)
1.0% are up 4.5% or more. 0.4% are down 4.5% or more.
1.6% are up 3.5% or more. 0.8% are down 3.5% or more.
71.1% are between +1% and -1%.

RSI on DAILY (20160523 3:35 pm ET)
2-day: >=95:4.7%…>=90:10.6%…>=80:23.6%…>=50:66.1%…<=20:6.8%…<=10:2.9%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:49.7%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:51.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160523 3:35 pm ET)
23.6% above previous 1 highs, 8.8% below previous 1 lows
21.3% above previous 2 highs, 2.0% below previous 2 lows
14.0% above previous 3 highs, 1.9% below previous 3 lows
11.0% above previous 4 highs, 1.8% below previous 4 lows
10.0% above previous 5 highs, 1.5% below previous 5 lows
9.2% above previous 6 highs, 1.3% below previous 6 lows
7.8% above previous 7 highs, 1.3% below previous 7 lows
6.7% above previous 8 highs, 1.3% below previous 8 lows
6.0% above previous 9 highs, 1.2% below previous 9 lows
6.0% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160523 3:35 pm ET)
53.8% are above or equal to 5/20 close (1 days ago), 46.2% are below.
82.4% are above or equal to 5/19 close (2 days ago), 17.6% are below.
65.0% are above or equal to 5/18 close (3 days ago), 35.0% are below.
56.8% are above or equal to 5/17 close (4 days ago), 43.2% are below.
47.8% are above or equal to 5/16 close (5 days ago), 52.2% are below.
60.8% are above or equal to 5/13 close (6 days ago), 39.2% are below.
49.8% are above or equal to 5/12 close (7 days ago), 50.2% are below.
46.8% are above or equal to 5/11 close (8 days ago), 53.2% are below.
39.7% are above or equal to 5/10 close (9 days ago), 60.3% are below.
52.9% are above or equal to 5/9 close (10 days ago), 47.1% are below.
49.8% are above or equal to 5/6 close (11 days ago), 50.2% are below.
54.7% are above or equal to 5/5 close (12 days ago), 45.3% are below.
52.8% are above or equal to 5/4 close (13 days ago), 47.2% are below.
47.9% are above or equal to 5/3 close (14 days ago), 52.1% are below.
36.7% are above or equal to 5/2 close (15 days ago), 63.3% are below.
41.1% are above or equal to 4/29 close (16 days ago), 58.9% are below.
38.1% are above or equal to 4/28 close (17 days ago), 61.9% are below.
31.8% are above or equal to 4/27 close (18 days ago), 68.2% are below.
34.9% are above or equal to 4/26 close (19 days ago), 65.1% are below.
40.1% are above or equal to 4/25 close (20 days ago), 59.9% are below.
36.5% are above or equal to 4/22 close (21 days ago), 63.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160523 3:35 pm ET)
20d: 5.6% new highs, 3.2% new lows
21d: 5.3% new highs, 3.2% new lows
42d: 4.0% new highs, 1.4% new lows
63d: 4.0% new highs, 0.8% new lows
126d: 2.8% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160523 3:35 pm ET)
2-day: 51.8% above, 48.2% below
3-day: 73.1% above, 26.9% below
4-day: 70.3% above, 29.7% below
5-day: 65.9% above, 34.1% below
8-day: 57.0% above, 43.0% below
10-day: 52.4% above, 47.6% below
20-day: 44.2% above, 55.8% below
50-day: 51.6% above, 48.4% below
200-day: 58.5% above, 41.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160523 3:35 pm ET)
META(27): 1.45% Top=X TAHO CMC FCX CNX CDE STLD CENX ….. SLW AEM FNV SCCO ABX BVN TCK AGI=Bottom (Metals & Mining)
CHEM(28): 1.18% Top=MON CF LXU HUN FMC POT DOW AGU ….. APD EMN ALB CE IFF MEOH WLK CC=Bottom (Chemicals/Fertilizers)
ELEC(50): 1.15% Top=SCTY SPWR MLNX AMBA MU CRUS CSIQ HIMX ….. SNPS LRCX MSCC WAT MRVL MTSI SANM SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): 0.89% Top=OLED VIAV INFN KN BRCD ANET WDC ARRS ….. HRS LVLT JNPR VZ WIN SYNA CDW VSAT=Bottom (Computer Hardware/Telecom)
MANU(42): 0.63% Top=ATI SEDG GNRC TTC ITT ZBRA PNR CAT ….. SWK DOV MIDD GE MHK HON BWXT ROP=Bottom (Manufacturing)
COSW(99): 0.12% Top=TRIP GRUB FEYE SHOP RHT VEEV SPLK ELLI ….. MKTO YELP CMCM CYBR NTES CTSH JD VNET=Bottom (Computer Software/Internet)
FINA(98): 0.11% Top=JNS WDR PYPL IVZ TCBI WETF LM CUBI ….. NYCB FRC BKU SF WU CATY LAZ ARCC=Bottom (Banks/Financials)
REAL(96): 0.08% Top=TREE SC HTA AGNC HST CLI STOR DEI ….. RLJ GPT PPS CONE EDR NLY TCO PEI=Bottom (Real Estate)
LEIS(38): 0.04% Top=WYNN MGM CMG GPRO SIX QSR HLT BYD ….. RCL DPZ RRGB SONC EAT TXRH DRI FRGI=Bottom (Leisure)
CONS(58): -0.02% Top=COTY MAT TUP IP CHD PAY RL NWL ….. LULU SEE TPX GPK FL HAR UA HBI=Bottom (Consumer)
HEAL(57): -0.07% Top=WCG VWR PODD ZLTQ MOH EVHC EW CPHD ….. OPK HCA UHS STE ANTM HLS ELGX CYH=Bottom (Health)
MATE(32): -0.09% Top=VMC WY SUM EXP MLM HW PWR MTZ ….. USG BIN PHM MAS KBH DHI MTH TOL=Bottom (Materials & Construction)
DISV(52): -0.18% Top=FDC XRS DV HMHC WTW ATHN BLOX SERV ….. JEC WOOF BAH RHI HRB AHS ABCO YY=Bottom (Diversified Services)
RETA(69): -0.28% Top=BID SPLS NFLX ETSY GPS BBY DSW TLRD ….. DLTR GNC FIVE FINL PLCE HIBB DKS BIG=Bottom (Retail & Specialty Retail)
INSU(32): -0.36% Top=FNF RDN MMC WLTW AIG PGR FAF UNM ….. MTG LNC PRU HIG XL AGO AFSI MBI=Bottom (Insurance)
ENER(93): -0.40% Top=SN AR RRC CVE HES HAL MRD ENLK ….. DPM VLO DK RIG PAA PDCE ATW PAGP=Bottom (Energy)
TRAN(31): -0.54% Top=TK EXPD ODFL FDX NAT ALK WAB GWR ….. SAVE XPO AAWW KEX KNX JBLU WERN SWFT=Bottom (Transportation)

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 3:35 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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