daytrend

09/02/2015

Filed under: Market Stats — daytrend @ 12:06 pm

Market Stats at 1:06 pm ET
by daytrend on 20150902. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 999.

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 (20150902 1:06 pm ET)
10.3% of stocks are above yesterday’s high.
46.8% are above yesterday’s midpoint. (53.2% are below.)
11.0% are below yesterday’s low.
78.7% are inside yesterday’s range.
38.2% of stocks with today’s high > yesterday’s high. (61.8% less than).
34.7% of stocks with today’s low < yesterday’s low. (65.3% greater than).

EVIDENCE OF INTRADAY TREND (20150902 1:06 pm ET)
23.1% of stocks are above today’s open. (75.4% are below).
22.8% of stocks are above today’s open and yesterday’s close.
25.0% are below both.
16.2% of stocks opened above yesterday’s high.
97.8% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150902 1:06 pm ET)
3.8% of stocks are in the top 10% of today’s range.
11.7% are in the top 20%.
41.9% are in the top half. 58.1% of stocks are in the bottom half of today’s range.
7.2% are in the bottom 20%.
2.5% are in the bottom 10%.

GAIN (20150902 1:06 pm ET)
74.6% of stocks are above yesterday’s close. (25.4% are below.)
1.3% are up 4.5% or more. 0.8% are down 4.5% or more.
2.1% are up 3.5% or more. 1.5% are down 3.5% or more.
58.3% are between +1% and -1%.

RSI on DAILY (20150902 1:06 pm ET)
2-day: >=95:0.8%…>=90:1.1%…>=80:2.4%…>=50:21.9%…<=20:19.9%…<=10:6.4%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:10.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:8.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150902 1:06 pm ET)
10.3% above previous 1 highs, 11.0% below previous 1 lows
2.0% above previous 2 highs, 9.4% below previous 2 lows
1.7% above previous 3 highs, 8.8% below previous 3 lows
1.7% above previous 4 highs, 6.2% below previous 4 lows
1.7% above previous 5 highs, 3.1% below previous 5 lows
1.7% above previous 6 highs, 2.9% below previous 6 lows
1.7% above previous 7 highs, 1.2% below previous 7 lows
1.1% above previous 8 highs, 1.2% below previous 8 lows
1.0% above previous 9 highs, 1.2% below previous 9 lows
0.8% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150902 1:06 pm ET)
74.6% are above or equal to 9/1 close (1 days ago), 25.4% are below.
7.8% are above or equal to 8/31 close (2 days ago), 92.2% are below.
9.0% are above or equal to 8/28 close (3 days ago), 91.0% are below.
14.8% are above or equal to 8/27 close (4 days ago), 85.2% are below.
48.1% are above or equal to 8/26 close (5 days ago), 51.9% are below.
84.6% are above or equal to 8/25 close (6 days ago), 15.4% are below.
70.7% are above or equal to 8/24 close (7 days ago), 29.3% are below.
29.0% are above or equal to 8/21 close (8 days ago), 71.0% are below.
17.5% are above or equal to 8/20 close (9 days ago), 82.5% are below.
8.5% are above or equal to 8/19 close (10 days ago), 91.5% are below.
5.8% are above or equal to 8/18 close (11 days ago), 94.2% are below.
5.0% are above or equal to 8/17 close (12 days ago), 95.0% are below.
5.8% are above or equal to 8/14 close (13 days ago), 94.2% are below.
6.8% are above or equal to 8/13 close (14 days ago), 93.2% are below.
6.7% are above or equal to 8/12 close (15 days ago), 93.3% are below.
7.6% are above or equal to 8/11 close (16 days ago), 92.4% are below.
7.3% are above or equal to 8/10 close (17 days ago), 92.7% are below.
12.8% are above or equal to 8/7 close (18 days ago), 87.2% are below.
11.5% are above or equal to 8/6 close (19 days ago), 88.5% are below.
11.0% are above or equal to 8/5 close (20 days ago), 89.0% are below.
11.6% are above or equal to 8/4 close (21 days ago), 88.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150902 1:06 pm ET)
20d: 0.5% new highs, 3.9% new lows
21d: 0.5% new highs, 3.9% new lows
42d: 0.4% new highs, 3.8% new lows
63d: 0.2% new highs, 3.6% new lows
126d: 0.1% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150902 1:06 pm ET)
2-day: 74.0% above, 26.0% below
3-day: 21.7% above, 78.3% below
4-day: 11.6% above, 88.4% below
5-day: 11.2% above, 88.8% below
8-day: 40.1% above, 59.9% below
10-day: 29.2% above, 70.8% below
20-day: 10.2% above, 89.8% below
50-day: 10.5% above, 89.5% below
200-day: 22.0% above, 78.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150902 1:06 pm ET)
MATE(36): 1.20% Top=DY HW VMC RYN MTZ MLM FAST BECN ….. WY DAR MAS PWR WCN FLR CVA CSTE=Bottom (Materials & Construction)
TRAN(39): 1.04% Top=HA JBLU ALK AAL VA DAL EXPD CHRW ….. GWR STNG CNI GBX CP TDW GLOG TK=Bottom (Transportation)
INSU(41): 0.96% Top=MBI AGO XL CINF AEL PRU TRV MTG ….. AXS AWH ENH SYA AIG WRB ORI AJG=Bottom (Insurance)
RETA(71): 0.93% Top=TFM BLDR SIG MELI HD CPRT KORS SPLS ….. LL WSM OUTR HIBB PIR DLTR NFLX W=Bottom (Retail & Specialty Retail)
ELEC(56): 0.91% Top=CY SIMO SCTY INTC TSRA NVDA MTSI WAT ….. SNPS JBL MLNX DLB CSIQ SPWR SUNE AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(58): 0.84% Top=HRB ZG BLOX MYGN URI ABCO MMS RHI ….. DV RRD TNET ACM EIGI HMHC ENV SCOR=Bottom (Diversified Services)
CONS(55): 0.82% Top=TUP HAS WHR FBHS LULU COTY CRI PAY ….. PVH WRK MAT BMS CROX COH UFS KS=Bottom (Consumer)
REAL(93): 0.78% Top=NSM BEE CBG SNH GOV BMR BXMT PSA ….. CLI WRI CIM OFC WPG HTA NRZ MPW=Bottom (Real Estate)
LEIS(40): 0.62% Top=WYN MAR MCD SGMS CCL SBUX CMG DRI ….. SHAK ZOES BLMN QSR DNKN QUNR LOCO GPRO=Bottom (Leisure)
HEAL(57): 0.56% Top=LPNT AAC HYH OPK INCR UHS ABMD VAR ….. SPNC NUVA THC WX LH IRWD CYBX SEM=Bottom (Health)
COHW(47): 0.53% Top=WIN CTL GOGO AAPL LVLT COMM SYNA VRSN ….. RCI SSYS BRCD PLCM ANET STX NSR NMBL=Bottom (Computer Hardware/Telecom)
COSW(101): 0.44% Top=WUBA SLH MSFT YELP IMPV TWOU TRIP EQIX ….. GWRE VRNT PTC NTES SINA RHT SPLK VNET=Bottom (Computer Software/Internet)
FINA(105): 0.30% Top=OCN APO EFX PNC CBOE SNV WFC STT ….. TRCO KKR SLM LAZ CG LM FNGN IBKR=Bottom (Banks/Financials)
MANU(48): 0.22% Top=TILE WWD GE MRC CAT HON MHK TEX ….. CMI ZBRA BWXT DCI SPW JKS CFX ATU=Bottom (Manufacturing)
CHEM(33): -0.14% Top=PPG VAL FMC IFF DOW SHW APD POL ….. CF WLK MEOH FTK HUN CC OLN AXLL=Bottom (Chemicals/Fertilizers)
META(21): -0.19% Top=ACI STLD SCCO CMC NUE CCJ X TCK ….. AA CNX ABX AEM SWC NEM SLW SLCA=Bottom (Metals & Mining)
ENER(98): -0.60% Top=HLX NGLS SM DPM FTI INT BCEI VLO ….. HP CIE SU NBR ATW PTEN EXH UPL=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 1:06 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:28 am

Market Stats at 12:27 pm ET
by daytrend on 20150902. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 999.

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 (20150902 12:27 pm ET)
7.0% of stocks are above yesterday’s high.
33.6% are above yesterday’s midpoint. (66.4% are below.)
17.0% are below yesterday’s low.
76.0% are inside yesterday’s range.
36.9% of stocks with today’s high > yesterday’s high. (63.1% less than).
34.7% of stocks with today’s low < yesterday’s low. (65.3% greater than).

EVIDENCE OF INTRADAY TREND (20150902 12:27 pm ET)
16.1% of stocks are above today’s open. (83.6% are below).
15.8% of stocks are above today’s open and yesterday’s close.
39.5% are below both.
16.2% of stocks opened above yesterday’s high.
97.8% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150902 12:27 pm ET)
2.1% of stocks are in the top 10% of today’s range.
5.2% are in the top 20%.
19.9% are in the top half. 80.1% of stocks are in the bottom half of today’s range.
33.3% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN (20150902 12:27 pm ET)
60.2% of stocks are above yesterday’s close. (39.8% are below.)
0.5% are up 4.5% or more. 1.3% are down 4.5% or more.
1.7% are up 3.5% or more. 2.6% are down 3.5% or more.
68.2% are between +1% and -1%.

RSI on DAILY (20150902 12:27 pm ET)
2-day: >=95:0.5%…>=90:0.9%…>=80:2.1%…>=50:14.7%…<=20:32.5%…<=10:8.9%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:8.0%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:7.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150902 12:27 pm ET)
7.0% above previous 1 highs, 17.0% below previous 1 lows
1.7% above previous 2 highs, 15.7% below previous 2 lows
1.6% above previous 3 highs, 14.2% below previous 3 lows
1.5% above previous 4 highs, 10.5% below previous 4 lows
1.5% above previous 5 highs, 5.0% below previous 5 lows
1.5% above previous 6 highs, 4.4% below previous 6 lows
1.5% above previous 7 highs, 2.0% below previous 7 lows
0.9% above previous 8 highs, 2.0% below previous 8 lows
0.6% above previous 9 highs, 2.0% below previous 9 lows
0.4% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150902 12:27 pm ET)
60.2% are above or equal to 9/1 close (1 days ago), 39.8% are below.
6.6% are above or equal to 8/31 close (2 days ago), 93.4% are below.
6.5% are above or equal to 8/28 close (3 days ago), 93.5% are below.
12.2% are above or equal to 8/27 close (4 days ago), 87.8% are below.
43.3% are above or equal to 8/26 close (5 days ago), 56.7% are below.
82.5% are above or equal to 8/25 close (6 days ago), 17.5% are below.
66.3% are above or equal to 8/24 close (7 days ago), 33.7% are below.
26.8% are above or equal to 8/21 close (8 days ago), 73.2% are below.
14.9% are above or equal to 8/20 close (9 days ago), 85.1% are below.
7.1% are above or equal to 8/19 close (10 days ago), 92.9% are below.
4.6% are above or equal to 8/18 close (11 days ago), 95.4% are below.
4.5% are above or equal to 8/17 close (12 days ago), 95.5% are below.
5.2% are above or equal to 8/14 close (13 days ago), 94.8% are below.
5.8% are above or equal to 8/13 close (14 days ago), 94.2% are below.
5.3% are above or equal to 8/12 close (15 days ago), 94.7% are below.
7.2% are above or equal to 8/11 close (16 days ago), 92.8% are below.
6.4% are above or equal to 8/10 close (17 days ago), 93.6% are below.
11.5% are above or equal to 8/7 close (18 days ago), 88.5% are below.
10.5% are above or equal to 8/6 close (19 days ago), 89.5% are below.
9.8% are above or equal to 8/5 close (20 days ago), 90.2% are below.
10.6% are above or equal to 8/4 close (21 days ago), 89.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150902 12:27 pm ET)
20d: 0.5% new highs, 3.7% new lows
21d: 0.5% new highs, 3.7% new lows
42d: 0.4% new highs, 3.6% new lows
63d: 0.2% new highs, 3.4% new lows
126d: 0.1% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150902 12:27 pm ET)
2-day: 59.2% above, 40.8% below
3-day: 14.2% above, 85.8% below
4-day: 8.4% above, 91.6% below
5-day: 8.0% above, 92.0% below
8-day: 31.7% above, 68.3% below
10-day: 24.9% above, 75.1% below
20-day: 8.1% above, 91.9% below
50-day: 9.9% above, 90.1% below
200-day: 20.9% above, 79.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150902 12:27 pm ET)
TRAN(39): 0.79% Top=HA JBLU ALK AAL DAL VA LUV CHRW ….. GWR TRN CNI GBX CP TK GLOG TDW=Bottom (Transportation)
MATE(36): 0.77% Top=DY FAST RYN VMC HW BECN KBH TOL ….. MTZ MAS CLH PWR WCN FLR CVA CSTE=Bottom (Materials & Construction)
INSU(41): 0.61% Top=MBI AGO CINF XL AEL MTG PRU PRI ….. AFSI CLGX AWH AXS AIG WRB AJG ORI=Bottom (Insurance)
REAL(93): 0.61% Top=BEE SNH CBG GOV LPT BXMT NSM BMR ….. CLI WPG NRZ CIM STWD HTA OHI MPW=Bottom (Real Estate)
RETA(71): 0.50% Top=TFM BLDR SPLS CPRT SIG HD MELI GES ….. AEO LL OUTR HIBB PIR DLTR NFLX W=Bottom (Retail & Specialty Retail)
CONS(55): 0.46% Top=TUP HAS WHR FBHS COTY LULU CRI JAH ….. CROX ICON KS MAT UFS BMS COH WRK=Bottom (Consumer)
DISV(58): 0.45% Top=HRB ZG BLOX MYGN ABCO AAN MMS RHI ….. SBAC RRD TNET EIGI ACM ENV HMHC SCOR=Bottom (Diversified Services)
LEIS(40): 0.43% Top=MAR CCL MCD SGMS WYN SBUX CMG WEN ….. ZOES SEAS SHAK QSR LOCO DNKN QUNR GPRO=Bottom (Leisure)
ELEC(56): 0.40% Top=CY SIMO SCTY INTC NVDA APH TSRA WAT ….. MRVL DLB FSLR CSIQ CAVM SUNE SPWR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(57): 0.33% Top=LPNT OPK HYH INCR AAC UHS ABMD AMSG ….. PRXL LH SPNC CYBX THC BKD IRWD SEM=Bottom (Health)
COHW(47): -0.02% Top=WIN CTL AAPL LVLT BCE T MSI UBNT ….. SMCI RCI PLCM PANW BRCD NSR STX NMBL=Bottom (Computer Hardware/Telecom)
COSW(101): -0.07% Top=WUBA MSFT SLH EQIX EA ATVI RNG TRI ….. DWRE JD RHT SINA NTES VDSI SPLK VNET=Bottom (Computer Software/Internet)
MANU(48): -0.10% Top=TILE WWD MHK GE HON MRC TEX CAT ….. PNR DCI BWXT SPW JKS ATU ZBRA CFX=Bottom (Manufacturing)
FINA(105): -0.10% Top=APO OCN CBOE EFX SNV CME WFC PNC ….. PFG LM AMG PHH SIVB LAZ FNGN IBKR=Bottom (Banks/Financials)
CHEM(33): -0.28% Top=VAL DOW SHW APD PPG FMC IFF ASH ….. WLK GPRE MEOH FTK HUN CC OLN AXLL=Bottom (Chemicals/Fertilizers)
META(21): -0.84% Top=STLD SCCO CMC NUE X FNV PAAS RGLD ….. AA ABX AEM NEM SWC SLW CNX SLCA=Bottom (Metals & Mining)
ENER(98): -1.52% Top=HLX TSO DPM HFC SEMG INT WPZ VLO ….. HP CIE NBR ATW OAS EXH PTEN UPL=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 12:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:00 am

Market Stats at 11:00 am ET
by daytrend on 20150902. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 998.

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 (20150902 11:00 am ET)
6.0% of stocks are above yesterday’s high.
34.6% are above yesterday’s midpoint. (65.4% are below.)
15.5% are below yesterday’s low.
78.5% are inside yesterday’s range.
36.5% of stocks with today’s high > yesterday’s high. (63.5% less than).
26.6% of stocks with today’s low < yesterday’s low. (73.4% greater than).

EVIDENCE OF INTRADAY TREND (20150902 11:00 am ET)
12.5% of stocks are above today’s open. (86.7% are below).
12.3% of stocks are above today’s open and yesterday’s close.
33.5% are below both.
16.2% of stocks opened above yesterday’s high.
97.8% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150902 11:00 am ET)
1.8% of stocks are in the top 10% of today’s range.
3.3% are in the top 20%.
13.5% are in the top half. 86.5% of stocks are in the bottom half of today’s range.
47.2% are in the bottom 20%.
15.1% are in the bottom 10%.

GAIN (20150902 11:00 am ET)
66.2% of stocks are above yesterday’s close. (33.8% are below.)
0.5% are up 4.5% or more. 1.3% are down 4.5% or more.
1.1% are up 3.5% or more. 2.8% are down 3.5% or more.
68.6% are between +1% and -1%.

RSI on DAILY (20150902 11:00 am ET)
2-day: >=95:0.4%…>=90:0.6%…>=80:1.7%…>=50:13.7%…<=20:27.2%…<=10:7.3%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:7.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:7.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150902 11:00 am ET)
6.0% above previous 1 highs, 15.5% below previous 1 lows
1.2% above previous 2 highs, 13.1% below previous 2 lows
1.1% above previous 3 highs, 11.8% below previous 3 lows
0.9% above previous 4 highs, 7.7% below previous 4 lows
0.9% above previous 5 highs, 3.6% below previous 5 lows
0.9% above previous 6 highs, 3.1% below previous 6 lows
0.9% above previous 7 highs, 1.2% below previous 7 lows
0.5% above previous 8 highs, 1.2% below previous 8 lows
0.5% above previous 9 highs, 1.2% below previous 9 lows
0.3% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150902 11:00 am ET)
66.2% are above or equal to 9/1 close (1 days ago), 33.8% are below.
5.8% are above or equal to 8/31 close (2 days ago), 94.2% are below.
5.9% are above or equal to 8/28 close (3 days ago), 94.1% are below.
12.1% are above or equal to 8/27 close (4 days ago), 87.9% are below.
44.3% are above or equal to 8/26 close (5 days ago), 55.7% are below.
82.5% are above or equal to 8/25 close (6 days ago), 17.5% are below.
68.1% are above or equal to 8/24 close (7 days ago), 31.9% are below.
27.0% are above or equal to 8/21 close (8 days ago), 73.0% are below.
14.5% are above or equal to 8/20 close (9 days ago), 85.5% are below.
6.5% are above or equal to 8/19 close (10 days ago), 93.5% are below.
3.9% are above or equal to 8/18 close (11 days ago), 96.1% are below.
4.5% are above or equal to 8/17 close (12 days ago), 95.5% are below.
5.1% are above or equal to 8/14 close (13 days ago), 94.9% are below.
6.1% are above or equal to 8/13 close (14 days ago), 93.9% are below.
5.5% are above or equal to 8/12 close (15 days ago), 94.5% are below.
6.8% are above or equal to 8/11 close (16 days ago), 93.2% are below.
5.9% are above or equal to 8/10 close (17 days ago), 94.1% are below.
11.5% are above or equal to 8/7 close (18 days ago), 88.5% are below.
10.2% are above or equal to 8/6 close (19 days ago), 89.8% are below.
9.6% are above or equal to 8/5 close (20 days ago), 90.4% are below.
10.1% are above or equal to 8/4 close (21 days ago), 89.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150902 11:00 am ET)
20d: 0.5% new highs, 2.3% new lows
21d: 0.5% new highs, 2.3% new lows
42d: 0.4% new highs, 2.2% new lows
63d: 0.2% new highs, 2.2% new lows
126d: 0.1% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150902 11:00 am ET)
2-day: 64.7% above, 35.3% below
3-day: 13.2% above, 86.8% below
4-day: 7.5% above, 92.5% below
5-day: 7.2% above, 92.8% below
8-day: 32.8% above, 67.2% below
10-day: 24.9% above, 75.1% below
20-day: 7.5% above, 92.5% below
50-day: 9.7% above, 90.3% below
200-day: 21.1% above, 78.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150902 11:00 am ET)
INSU(41): 0.82% Top=MBI AGO MTG FNF CINF XL HIG ALL ….. WSH AWH L AEL AIG ENH AJG ORI=Bottom (Insurance)
TRAN(39): 0.73% Top=HA AAL ALK JBLU DAL SWFT EXPD LUV ….. CSX CP CNI STNG GLOG GBX TK TDW=Bottom (Transportation)
HEAL(57): 0.63% Top=OPK LPNT HYH AAC ZLTQ UHS ABMD AMSG ….. BAX PODD WX BKD ALGN IRWD MOH SEM=Bottom (Health)
DISV(58): 0.59% Top=HRB MYGN ZG BLOX ABCO AAN MMS SCI ….. WEX YY SSTK ENV ACM HMHC EIGI SCOR=Bottom (Diversified Services)
CONS(55): 0.59% Top=TUP HAS CRI WHR JAH SKX NKE CLX ….. SEE MAT KS COH UFS WRK SHOO ICON=Bottom (Consumer)
RETA(71): 0.50% Top=TFM KR MELI SIG CPRT BLDR KORS ORLY ….. CAB SSI FIVE LL PIR NFLX DLTR W=Bottom (Retail & Specialty Retail)
REAL(93): 0.45% Top=NSM CBG BEE BXMT SNH MAC AMH NRF ….. MPW VTR PEB HTA BAM TWO NRZ WPG=Bottom (Real Estate)
MATE(36): 0.42% Top=DY RYN FAST BECN MLM HW VMC SRCL ….. KBH PHM FLR MTZ CVA DAR TPH CSTE=Bottom (Materials & Construction)
LEIS(40): 0.40% Top=WEN CCL MAR DRI MCD SBUX WYNN TXRH ….. DRII DNKN SEAS ZOES SHAK LOCO QUNR GPRO=Bottom (Leisure)
ELEC(56): 0.30% Top=SIMO CY INTC TRMB NVDA CPHD WAT KEYS ….. FSLR DLB AMAT ATML CSIQ SPWR SUNE AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(105): 0.27% Top=EFX CME CBOE APO PNC CTLT APAM BBT ….. PFG BMO KKR LM FNGN PHH LAZ IBKR=Bottom (Banks/Financials)
COSW(101): 0.23% Top=ATVI EA SLH WUBA SNCR RNG MSCI TRIP ….. CYBR JD RHT VIPS ADSK SPLK VNET VDSI=Bottom (Computer Software/Internet)
COHW(47): 0.08% Top=CTL WIN AAPL LVLT INFN BCE T VRSN ….. CCOI BRCD HPQ GOGO NSR STX SSYS NMBL=Bottom (Computer Hardware/Telecom)
MANU(48): -0.03% Top=TILE WWD MHK XYL HON DE ROP CAT ….. JOY ATI SPW DCI CFX DDD ATU ZBRA=Bottom (Manufacturing)
CHEM(33): -0.51% Top=VAL DOW APD PPG IFF SHW AXTA ASH ….. AGU MEOH FTK CC HUN GPRE OLN AXLL=Bottom (Chemicals/Fertilizers)
META(20): -1.52% Top=STLD SCCO NUE CMC X CCJ FNV RGLD ….. AEM CNX TCK NEM ABX SLCA SWC SLW=Bottom (Metals & Mining)
ENER(98): -1.78% Top=HLX HFC TSO SEMG GEL NGLS INT FTI ….. NBR UNT PTEN CIE NBL QEP OAS UPL=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 11:00 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:27 am

Market Stats at 10:26 am ET
by daytrend on 20150902. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1000.

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 (20150902 10:26 am ET)
5.8% of stocks are above yesterday’s high.
40.1% are above yesterday’s midpoint. (59.9% are below.)
7.8% are below yesterday’s low.
86.4% are inside yesterday’s range.
36.2% of stocks with today’s high > yesterday’s high. (63.8% less than).
14.4% of stocks with today’s low < yesterday’s low. (85.6% greater than).

EVIDENCE OF INTRADAY TREND (20150902 10:26 am ET)
13.7% of stocks are above today’s open. (85.6% are below).
13.5% of stocks are above today’s open and yesterday’s close.
26.0% are below both.
16.2% of stocks opened above yesterday’s high.
97.8% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150902 10:26 am ET)
1.1% of stocks are in the top 10% of today’s range.
2.3% are in the top 20%.
12.7% are in the top half. 87.3% of stocks are in the bottom half of today’s range.
55.2% are in the bottom 20%.
30.8% are in the bottom 10%.

GAIN (20150902 10:26 am ET)
73.8% of stocks are above yesterday’s close. (26.2% are below.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
0.8% are up 3.5% or more. 0.6% are down 3.5% or more.
74.0% are between +1% and -1%.

RSI on DAILY (20150902 10:26 am ET)
2-day: >=95:0.3%…>=90:0.6%…>=80:1.8%…>=50:15.6%…<=20:19.6%…<=10:5.1%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:9.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:7.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150902 10:26 am ET)
5.8% above previous 1 highs, 7.8% below previous 1 lows
1.0% above previous 2 highs, 6.6% below previous 2 lows
1.0% above previous 3 highs, 5.7% below previous 3 lows
0.9% above previous 4 highs, 4.2% below previous 4 lows
0.9% above previous 5 highs, 2.3% below previous 5 lows
0.9% above previous 6 highs, 2.1% below previous 6 lows
0.9% above previous 7 highs, 0.8% below previous 7 lows
0.5% above previous 8 highs, 0.8% below previous 8 lows
0.5% above previous 9 highs, 0.8% below previous 9 lows
0.3% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150902 10:26 am ET)
73.8% are above or equal to 9/1 close (1 days ago), 26.2% are below.
5.6% are above or equal to 8/31 close (2 days ago), 94.4% are below.
7.0% are above or equal to 8/28 close (3 days ago), 93.0% are below.
13.7% are above or equal to 8/27 close (4 days ago), 86.3% are below.
46.1% are above or equal to 8/26 close (5 days ago), 53.9% are below.
83.6% are above or equal to 8/25 close (6 days ago), 16.4% are below.
69.4% are above or equal to 8/24 close (7 days ago), 30.6% are below.
29.4% are above or equal to 8/21 close (8 days ago), 70.6% are below.
15.5% are above or equal to 8/20 close (9 days ago), 84.5% are below.
8.5% are above or equal to 8/19 close (10 days ago), 91.5% are below.
4.6% are above or equal to 8/18 close (11 days ago), 95.4% are below.
4.7% are above or equal to 8/17 close (12 days ago), 95.3% are below.
5.4% are above or equal to 8/14 close (13 days ago), 94.6% are below.
6.2% are above or equal to 8/13 close (14 days ago), 93.8% are below.
5.7% are above or equal to 8/12 close (15 days ago), 94.3% are below.
7.5% are above or equal to 8/11 close (16 days ago), 92.5% are below.
7.0% are above or equal to 8/10 close (17 days ago), 93.0% are below.
12.0% are above or equal to 8/7 close (18 days ago), 88.0% are below.
10.9% are above or equal to 8/6 close (19 days ago), 89.1% are below.
10.6% are above or equal to 8/5 close (20 days ago), 89.4% are below.
10.8% are above or equal to 8/4 close (21 days ago), 89.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150902 10:26 am ET)
20d: 0.5% new highs, 1.0% new lows
21d: 0.5% new highs, 1.0% new lows
42d: 0.4% new highs, 1.0% new lows
63d: 0.2% new highs, 1.0% new lows
126d: 0.1% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150902 10:26 am ET)
2-day: 72.5% above, 27.5% below
3-day: 13.8% above, 86.2% below
4-day: 7.6% above, 92.4% below
5-day: 8.6% above, 91.4% below
8-day: 36.5% above, 63.5% below
10-day: 27.7% above, 72.3% below
20-day: 8.6% above, 91.4% below
50-day: 9.8% above, 90.2% below
200-day: 21.3% above, 78.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150902 10:26 am ET)
INSU(41): 0.97% Top=MBI AGO MTG XL FNF PRU CINF ALL ….. AWH ENH AIG SYA AEL WSH ORI AJG=Bottom (Insurance)
TRAN(39): 0.77% Top=HA SWFT WERN ALK JBLU AAL DAL CHRW ….. CP KEX CNI STNG TRN GBX GLOG TDW=Bottom (Transportation)
CONS(55): 0.73% Top=TUP HAS LULU WHR AVY NKE SKX JAH ….. KMB MAT CROX SHOO COH WRK UFS ICON=Bottom (Consumer)
DISV(58): 0.72% Top=HRB ZG MYGN BLOX URI AAN MMS APOL ….. ADT YY GEO RRD ENV HMHC HMSY SCOR=Bottom (Diversified Services)
RETA(71): 0.65% Top=TFM KR SPLS MELI SHLD CPRT SIG BBBY ….. AEO CAB LB NFLX LL W PIR DLTR=Bottom (Retail & Specialty Retail)
MATE(36): 0.62% Top=DY FAST RYN MLM VMC EXP BECN TREX ….. PWR KBH DHI FLR PHM TPH DAR CSTE=Bottom (Materials & Construction)
FINA(105): 0.61% Top=APO OZRK KEY CME PNC APAM FRC WFC ….. SLM BMO LM FNGN CG IBKR LAZ PHH=Bottom (Banks/Financials)
REAL(93): 0.52% Top=CBG BEE SNH AMH BXMT JLL NSM NLY ….. HCP CLI WPG MPW PEB CIM NRZ BAM=Bottom (Real Estate)
ELEC(56): 0.51% Top=SIMO CY INTC TRMB NVDA AVGO WAT MRVL ….. JBL CRUS IPGP AMAT DLB ATML SPWR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(101): 0.40% Top=SLH ATVI SNCR WUBA PAYC VMW EA TWTR ….. MDSO JD ADSK BITA RHT PTC VNET VDSI=Bottom (Computer Software/Internet)
HEAL(57): 0.37% Top=HYH LPNT INCR ZLTQ ABMD RMD OPK EW ….. NUVA HLS SPNC ALGN PODD CYH IRWD SEM=Bottom (Health)
COHW(47): 0.34% Top=CTL WIN AAPL LVLT CSCO T BCE SNDK ….. TDC STX HPQ SMCI GOGO BRCD SSYS NMBL=Bottom (Computer Hardware/Telecom)
LEIS(40): 0.28% Top=WEN CCL DRI MAR EXPE MCD PNRA H ….. DNKN QSR SEAS SGMS LOCO QUNR ZOES GPRO=Bottom (Leisure)
META(21): 0.27% Top=STLD PAAS CCJ SCCO X NUE ACI CMC ….. AA AEM SLCA SLW ABX NEM FCX SWC=Bottom (Metals & Mining)
MANU(48): 0.25% Top=TILE WWD XYL TEX JKS DE HON MHK ….. BWXT CFX DDD SPW GNRC DCI ATU ZBRA=Bottom (Manufacturing)
CHEM(34): -0.12% Top=VAL DOW CBT CE ASH PPG POL PX ….. FTK HUN MEOH AGU GPRE OLN RYAM AXLL=Bottom (Chemicals/Fertilizers)
ENER(98): -0.54% Top=HFC TSO SEMG NGLS INT HLX DRQ XEC ….. MTDR ATW EEP CIE CVE DO NBL UPL=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:26 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:47 am

Market Stats at 9:46 am ET
by daytrend on 20150902. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1000.

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 (20150902 9:46 am ET)
10.6% of stocks are above yesterday’s high.
54.1% are above yesterday’s midpoint. (45.9% are below.)
2.6% are below yesterday’s low.
86.8% are inside yesterday’s range.
34.6% of stocks with today’s high > yesterday’s high. (65.4% less than).
7.6% of stocks with today’s low < yesterday’s low. (92.4% greater than).

EVIDENCE OF INTRADAY TREND (20150902 9:46 am ET)
23.2% of stocks are above today’s open. (75.5% are below).
23.1% of stocks are above today’s open and yesterday’s close.
13.1% are below both.
16.2% of stocks opened above yesterday’s high.
97.8% of stocks opened above yesterday’s close. (1.9% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150902 9:46 am ET)
2.7% of stocks are in the top 10% of today’s range.
5.8% are in the top 20%.
24.6% are in the top half. 75.4% of stocks are in the bottom half of today’s range.
37.2% are in the bottom 20%.
16.5% are in the bottom 10%.

GAIN (20150902 9:46 am ET)
86.8% of stocks are above yesterday’s close. (13.2% are below.)
0.6% are up 4.5% or more. 0.2% are down 4.5% or more.
0.7% are up 3.5% or more. 0.3% are down 3.5% or more.
62.9% are between +1% and -1%.

RSI on DAILY (20150902 9:46 am ET)
2-day: >=95:0.5%…>=90:1.1%…>=80:2.7%…>=50:23.2%…<=20:9.7%…<=10:1.9%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:10.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:8.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150902 9:46 am ET)
10.6% above previous 1 highs, 2.6% below previous 1 lows
1.1% above previous 2 highs, 2.1% below previous 2 lows
0.9% above previous 3 highs, 1.8% below previous 3 lows
0.8% above previous 4 highs, 1.3% below previous 4 lows
0.8% above previous 5 highs, 0.8% below previous 5 lows
0.8% above previous 6 highs, 0.8% below previous 6 lows
0.8% above previous 7 highs, 0.5% below previous 7 lows
0.5% above previous 8 highs, 0.5% below previous 8 lows
0.5% above previous 9 highs, 0.5% below previous 9 lows
0.3% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150902 9:46 am ET)
86.8% are above or equal to 9/1 close (1 days ago), 13.2% are below.
8.8% are above or equal to 8/31 close (2 days ago), 91.2% are below.
9.2% are above or equal to 8/28 close (3 days ago), 90.8% are below.
16.4% are above or equal to 8/27 close (4 days ago), 83.6% are below.
50.7% are above or equal to 8/26 close (5 days ago), 49.3% are below.
86.8% are above or equal to 8/25 close (6 days ago), 13.2% are below.
74.0% are above or equal to 8/24 close (7 days ago), 26.0% are below.
30.5% are above or equal to 8/21 close (8 days ago), 69.5% are below.
17.6% are above or equal to 8/20 close (9 days ago), 82.4% are below.
10.0% are above or equal to 8/19 close (10 days ago), 90.0% are below.
5.9% are above or equal to 8/18 close (11 days ago), 94.1% are below.
5.3% are above or equal to 8/17 close (12 days ago), 94.7% are below.
6.3% are above or equal to 8/14 close (13 days ago), 93.7% are below.
7.1% are above or equal to 8/13 close (14 days ago), 92.9% are below.
6.5% are above or equal to 8/12 close (15 days ago), 93.5% are below.
8.1% are above or equal to 8/11 close (16 days ago), 91.9% are below.
7.8% are above or equal to 8/10 close (17 days ago), 92.2% are below.
12.5% are above or equal to 8/7 close (18 days ago), 87.5% are below.
11.9% are above or equal to 8/6 close (19 days ago), 88.1% are below.
11.2% are above or equal to 8/5 close (20 days ago), 88.8% are below.
11.6% are above or equal to 8/4 close (21 days ago), 88.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150902 9:46 am ET)
20d: 0.5% new highs, 0.6% new lows
21d: 0.5% new highs, 0.6% new lows
42d: 0.4% new highs, 0.6% new lows
63d: 0.2% new highs, 0.6% new lows
126d: 0.0% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150902 9:46 am ET)
2-day: 85.8% above, 14.2% below
3-day: 21.8% above, 78.2% below
4-day: 10.8% above, 89.2% below
5-day: 11.4% above, 88.6% below
8-day: 43.7% above, 56.3% below
10-day: 30.8% above, 69.2% below
20-day: 9.8% above, 90.2% below
50-day: 10.6% above, 89.4% below
200-day: 22.2% above, 77.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150902 9:46 am ET)
INSU(41): 1.31% Top=MBI AGO CINF XL LNC HIG PRU MTG ….. PRI CLGX AFSI AEL WSH SYA ORI AJG=Bottom (Insurance)
RETA(71): 1.18% Top=TFM KR ORLY WBA TIF BBY SIG MELI ….. LL OUTR AEO PIR LB SHLD W DLTR=Bottom (Retail & Specialty Retail)
META(21): 1.12% Top=ACI CNX CCJ X SCCO STLD NUE RGLD ….. FNV AEM AA NEM FCX SLW ABX SWC=Bottom (Metals & Mining)
CONS(55): 1.07% Top=TUP HAS SKX GPK LULU DECK KATE NKE ….. BC KMB ICON COH HAR KS UFS WRK=Bottom (Consumer)
REAL(93): 1.05% Top=BEE CBG CUBE HCN SPG EQR GGP VNO ….. NSM OUT GLPI HME CIM HTA BAM NRZ=Bottom (Real Estate)
TRAN(39): 0.96% Top=SWFT HA JBLU ALK AAL DAL SAVE CHRW ….. WAB UNP CNI GLOG KEX STNG GBX TDW=Bottom (Transportation)
DISV(58): 0.95% Top=HRB ZG MYGN URI BLOX ULTA APOL FISV ….. EIGI DV RRD SSTK ENV HMSY SCOR YY=Bottom (Diversified Services)
FINA(105): 0.93% Top=WFC OCN PNC JPM C COF USB BBT ….. PHH LPLA CIT TROW IBKR ARCC ACAS FNGN=Bottom (Banks/Financials)
MATE(36): 0.66% Top=FAST DY MTZ RYN TREX MLM WM WY ….. AWI TPH PHM FLR BCC DAR MTH CSTE=Bottom (Materials & Construction)
LEIS(40): 0.63% Top=WEN DRI CCL EAT MCD MAR PNRA BLMN ….. BWLD MGM WYNN LVS QUNR LOCO ZOES GPRO=Bottom (Leisure)
MANU(48): 0.54% Top=HON WWD XYL TILE TEX JKS RS ITT ….. SEDG SPW DCI CFX ZBRA SWK GNRC ATU=Bottom (Manufacturing)
COSW(101): 0.53% Top=SLH SNCR VMW IMPV PAYC EA ATVI FB ….. VIPS VDSI LNKD CSOD VNET SOHU BITA NTES=Bottom (Computer Software/Internet)
COHW(47): 0.53% Top=CTL WIN AAPL CSCO UBNT BCE LVLT T ….. PLCM TDC HPQ PANW GOGO SMCI SSYS NMBL=Bottom (Computer Hardware/Telecom)
HEAL(57): 0.48% Top=LPNT AAC OPK ABMD INCR XRAY HOLX EVHC ….. HLS IRWD PODD MOH WX KND SPNC SEM=Bottom (Health)
ELEC(56): 0.40% Top=SUNE SCTY CY TRMB SIMO NVDA AVGO INTC ….. JBL MRVL CPHD CSIQ MSCC SPWR ON AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(98): 0.17% Top=MMP MWE CPE HFC TSO PBF HLX GEL ….. UPL SU RRC CIE NBL APA CVE HP=Bottom (Energy)
CHEM(34): 0.14% Top=VAL AXTA CE ALB DOW ASH POL IFF ….. HUN EMN AGU CC GPRE RYAM OLN AXLL=Bottom (Chemicals/Fertilizers)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:46 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

09/01/2015

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

Closing Stats
by daytrend on 20150901. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 997.

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 (20150901 Closing)
0.1% of stocks are above yesterday’s high.
3.7% are above yesterday’s midpoint. (96.3% are below.)
83.7% are below yesterday’s low.
16.2% are inside yesterday’s range.
4.1% of stocks with today’s high > yesterday’s high. (95.9% less than).
91.7% of stocks with today’s low < yesterday’s low. (8.3% greater than).

EVIDENCE OF INTRADAY TREND (20150901 Closing)
23.5% of stocks are above today’s open. (75.8% are below).
1.6% of stocks are above today’s open and yesterday’s close.
75.7% are below both.
0.7% of stocks opened above yesterday’s high.
1.8% of stocks opened above yesterday’s close. (98.0% opened below yesterday’s close).
77.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150901 Closing)
0.2% of stocks are in the top 10% of today’s range.
1.8% are in the top 20%.
11.3% are in the top half. 88.7% of stocks are in the bottom half of today’s range.
41.0% are in the bottom 20%.
9.8% are in the bottom 10%.

GAIN (20150901 Closing)
2.0% of stocks are above yesterday’s close. (98.0% are below.)
0.0% are up 4.5% or more. 13.4% are down 4.5% or more.
0.0% are up 3.5% or more. 32.3% are down 3.5% or more.
6.6% are between +1% and -1%.

RSI on DAILY (20150901 Closing)
2-day: >=95:0.4%…>=90:0.6%…>=80:1.2%…>=50:5.0%…<=20:62.3%…<=10:13.2%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:7.9%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:6.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150901 Closing)
0.1% above previous 1 highs, 83.7% below previous 1 lows
0.1% above previous 2 highs, 77.5% below previous 2 lows
0.1% above previous 3 highs, 60.3% below previous 3 lows
0.1% above previous 4 highs, 16.8% below previous 4 lows
0.1% above previous 5 highs, 13.2% below previous 5 lows
0.1% above previous 6 highs, 6.0% below previous 6 lows
0.1% above previous 7 highs, 6.0% below previous 7 lows
0.1% above previous 8 highs, 6.0% below previous 8 lows
0.1% above previous 9 highs, 6.0% below previous 9 lows
0.1% above previous 10 highs, 6.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150901 Closing)
2.0% are above or equal to 8/31 close (1 days ago), 98.0% are below.
5.2% are above or equal to 8/28 close (2 days ago), 94.8% are below.
11.3% are above or equal to 8/27 close (3 days ago), 88.7% are below.
38.3% are above or equal to 8/26 close (4 days ago), 61.7% are below.
79.2% are above or equal to 8/25 close (5 days ago), 20.8% are below.
63.3% are above or equal to 8/24 close (6 days ago), 36.7% are below.
25.9% are above or equal to 8/21 close (7 days ago), 74.1% are below.
14.7% are above or equal to 8/20 close (8 days ago), 85.3% are below.
8.4% are above or equal to 8/19 close (9 days ago), 91.6% are below.
4.1% are above or equal to 8/18 close (10 days ago), 95.9% are below.
4.3% are above or equal to 8/17 close (11 days ago), 95.7% are below.
5.2% are above or equal to 8/14 close (12 days ago), 94.8% are below.
5.7% are above or equal to 8/13 close (13 days ago), 94.3% are below.
4.8% are above or equal to 8/12 close (14 days ago), 95.2% are below.
6.4% are above or equal to 8/11 close (15 days ago), 93.6% are below.
6.0% are above or equal to 8/10 close (16 days ago), 94.0% are below.
10.9% are above or equal to 8/7 close (17 days ago), 89.1% are below.
9.9% are above or equal to 8/6 close (18 days ago), 90.1% are below.
10.1% are above or equal to 8/5 close (19 days ago), 89.9% are below.
10.2% are above or equal to 8/4 close (20 days ago), 89.8% are below.
10.8% are above or equal to 8/3 close (21 days ago), 89.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150901 Closing)
20d: 0.4% new highs, 8.2% new lows
21d: 0.4% new highs, 8.2% new lows
42d: 0.2% new highs, 7.5% new lows
63d: 0.1% new highs, 6.4% new lows
126d: 0.0% new highs, 5.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150901 Closing)
2-day: 1.7% above, 98.3% below
3-day: 2.4% above, 97.6% below
4-day: 4.7% above, 95.3% below
5-day: 11.1% above, 88.9% below
8-day: 26.2% above, 73.8% below
10-day: 18.6% above, 81.4% below
20-day: 8.1% above, 91.9% below
50-day: 8.6% above, 91.4% below
200-day: 20.1% above, 79.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150901 Closing)
REAL(93): -1.80% Top=NRZ NLY HTS HME CIM AGNC IVR PPS ….. CBG PLD DLR WPG MPW JLL FR NSM=Bottom (Real Estate)
RETA(70): -2.05% Top=JCP ANF CAB PIR BURL LB CHS DSW ….. GNC TSCO BBY SPLS LL KMX NFLX DLTR=Bottom (Retail & Specialty Retail)
LEIS(40): -2.17% Top=BWLD CMG SONC BLMN TXRH QUNR YUM ZOES ….. SEAS HOT SHAK SIX EXPE DRII WYNN GPRO=Bottom (Leisure)
DISV(57): -2.61% Top=ZG ENV YY MMS MRKT HMHC TNET WEX ….. KBR EIGI ACM AL RRD RBA URI HMSY=Bottom (Diversified Services)
INSU(41): -2.63% Top=SYA FNF ACGL VR PRI WSH AEL AGO ….. UNM AFSI MBI RDN MTG MET PRU LNC=Bottom (Insurance)
COHW(46): -2.65% Top=WIN UBNT HPQ INFN PANW CIEN MSI STX ….. EMC ANET BRCD CTL AAPL SSYS LXK NSR=Bottom (Computer Hardware/Telecom)
COSW(101): -2.82% Top=VMW CSOD NTES IACI WDAY CHKP AKAM SSNC ….. AWAY SOHU VEEV WUBA ATHM DWRE ROVI VDSI=Bottom (Computer Software/Internet)
TRAN(40): -2.85% Top=NAT AAL UAL DAL ALK LUV VA JBLU ….. KNX TK GLOG GWR SWFT AAWW YRCW TDW=Bottom (Transportation)
MATE(36): -2.91% Top=WY RYN SRCL WM VMC WCN AWI CSTE ….. EXP CVA PHM PWR MTH TREX KBH MTZ=Bottom (Materials & Construction)
CONS(55): -2.99% Top=FL WRK WWW GPK LULU SEE BMS CRI ….. BC TUP OI CROX WHR KS ICON COTY=Bottom (Consumer)
HEAL(57): -3.11% Top=WX IRWD INCR OPK NUVA ZLTQ LH ESRX ….. A PODD HYH PKI ALGN HLS AAC DXCM=Bottom (Health)
CHEM(34): -3.37% Top=CYT OMG OLN HUN MON FTK POT GRA ….. FMC CE CF DOW GPRE ALB WLK RYAM=Bottom (Chemicals/Fertilizers)
ELEC(56): -3.46% Top=SUNE FSLR AYI TSRA MSCC GRMN DLB TEL ….. TSL SIMO SWKS MCHP AVGO MTSI SPWR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(48): -3.52% Top=SEDG CMI GNRC DCI BWXT PH RS MHK ….. DOV KMT FLS BDC ATU JKS DDD JOY=Bottom (Manufacturing)
FINA(105): -3.87% Top=CBOE APO PSEC CYN ICE LPLA TRCO PHH ….. HBHC PVTB BX OZRK CFR WDR LAZ WETF=Bottom (Banks/Financials)
ENER(97): -4.09% Top=WPZ AR CIE OKS ETP BCEI BPL MRD ….. OII NBL CVE QEP PE MUR ECA EPE=Bottom (Energy)
META(21): -4.96% Top=GG AEM RGLD FNV SWC NEM PAAS AA ….. STLD SCCO CMC CCJ CNX FCX TCK ACI=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 2:49 pm

Market Stats at 3:49 pm ET
by daytrend on 20150901. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 997.

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 (20150901 3:49 pm ET)
0.1% of stocks are above yesterday’s high.
2.8% are above yesterday’s midpoint. (97.2% are below.)
85.5% are below yesterday’s low.
14.4% are inside yesterday’s range.
4.1% of stocks with today’s high > yesterday’s high. (95.9% less than).
91.7% of stocks with today’s low < yesterday’s low. (8.3% greater than).

EVIDENCE OF INTRADAY TREND (20150901 3:49 pm ET)
18.0% of stocks are above today’s open. (81.4% are below).
1.3% of stocks are above today’s open and yesterday’s close.
81.4% are below both.
0.7% of stocks opened above yesterday’s high.
1.8% of stocks opened above yesterday’s close. (98.0% opened below yesterday’s close).
77.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150901 3:49 pm ET)
0.2% of stocks are in the top 10% of today’s range.
0.6% are in the top 20%.
6.6% are in the top half. 93.4% of stocks are in the bottom half of today’s range.
70.4% are in the bottom 20%.
27.4% are in the bottom 10%.

GAIN (20150901 3:49 pm ET)
1.5% of stocks are above yesterday’s close. (98.5% are below.)
0.0% are up 4.5% or more. 16.5% are down 4.5% or more.
0.0% are up 3.5% or more. 38.6% are down 3.5% or more.
5.1% are between +1% and -1%.

RSI on DAILY (20150901 3:49 pm ET)
2-day: >=95:0.3%…>=90:0.4%…>=80:0.7%…>=50:4.2%…<=20:64.5%…<=10:15.5%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:6.8%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:5.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150901 3:49 pm ET)
0.1% above previous 1 highs, 85.5% below previous 1 lows
0.1% above previous 2 highs, 80.0% below previous 2 lows
0.1% above previous 3 highs, 63.0% below previous 3 lows
0.1% above previous 4 highs, 19.0% below previous 4 lows
0.1% above previous 5 highs, 14.4% below previous 5 lows
0.1% above previous 6 highs, 6.9% below previous 6 lows
0.1% above previous 7 highs, 6.9% below previous 7 lows
0.1% above previous 8 highs, 6.9% below previous 8 lows
0.1% above previous 9 highs, 6.9% below previous 9 lows
0.1% above previous 10 highs, 6.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150901 3:49 pm ET)
1.5% are above or equal to 8/31 close (1 days ago), 98.5% are below.
4.3% are above or equal to 8/28 close (2 days ago), 95.7% are below.
9.9% are above or equal to 8/27 close (3 days ago), 90.1% are below.
35.4% are above or equal to 8/26 close (4 days ago), 64.6% are below.
76.9% are above or equal to 8/25 close (5 days ago), 23.1% are below.
60.0% are above or equal to 8/24 close (6 days ago), 40.0% are below.
24.7% are above or equal to 8/21 close (7 days ago), 75.3% are below.
13.6% are above or equal to 8/20 close (8 days ago), 86.4% are below.
7.9% are above or equal to 8/19 close (9 days ago), 92.1% are below.
3.8% are above or equal to 8/18 close (10 days ago), 96.2% are below.
4.0% are above or equal to 8/17 close (11 days ago), 96.0% are below.
5.1% are above or equal to 8/14 close (12 days ago), 94.9% are below.
5.5% are above or equal to 8/13 close (13 days ago), 94.5% are below.
4.5% are above or equal to 8/12 close (14 days ago), 95.5% are below.
6.2% are above or equal to 8/11 close (15 days ago), 93.8% are below.
5.6% are above or equal to 8/10 close (16 days ago), 94.4% are below.
10.6% are above or equal to 8/7 close (17 days ago), 89.4% are below.
9.3% are above or equal to 8/6 close (18 days ago), 90.7% are below.
9.3% are above or equal to 8/5 close (19 days ago), 90.7% are below.
9.8% are above or equal to 8/4 close (20 days ago), 90.2% are below.
10.2% are above or equal to 8/3 close (21 days ago), 89.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150901 3:49 pm ET)
20d: 0.4% new highs, 8.1% new lows
21d: 0.4% new highs, 8.1% new lows
42d: 0.2% new highs, 7.4% new lows
63d: 0.1% new highs, 6.3% new lows
126d: 0.0% new highs, 5.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150901 3:49 pm ET)
2-day: 1.3% above, 98.7% below
3-day: 1.7% above, 98.3% below
4-day: 3.9% above, 96.1% below
5-day: 9.4% above, 90.6% below
8-day: 24.9% above, 75.1% below
10-day: 18.2% above, 81.8% below
20-day: 7.6% above, 92.4% below
50-day: 8.4% above, 91.6% below
200-day: 19.9% above, 80.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150901 3:49 pm ET)
REAL(93): -2.09% Top=NRZ NLY HME HTS CIM AGNC IVR PPS ….. PLD DLR WPG MPW JLL CUZ FR NSM=Bottom (Real Estate)
RETA(70): -2.24% Top=JCP ANF CAB BURL PIR CHS DSW LB ….. FIVE GME BBY TSCO KMX LL NFLX DLTR=Bottom (Retail & Specialty Retail)
LEIS(40): -2.39% Top=BWLD BLMN SONC CMG TXRH ZOES YUM EAT ….. SEAS HOT EXPE SIX DRII SHAK WYNN GPRO=Bottom (Leisure)
INSU(41): -2.74% Top=SYA FNF ACGL VR PRI WSH AEL WRB ….. AON UNM MBI RDN MTG MET PRU LNC=Bottom (Insurance)
DISV(57): -2.84% Top=ZG ENV BLOX MRKT MMS YY WEX TNET ….. SSTK R ACM AL RBA RRD URI HMSY=Bottom (Diversified Services)
COHW(46): -2.86% Top=WIN UBNT INFN HPQ PLCM CIEN PANW MSI ….. CDW ZAYO AAPL BRCD CTL SSYS LXK NSR=Bottom (Computer Hardware/Telecom)
COSW(101): -2.97% Top=CSOD VMW NTES WDAY CHKP IACI PFPT SSNC ….. CMCM SOHU VEEV WUBA DWRE ROVI ATHM VDSI=Bottom (Computer Software/Internet)
TRAN(40): -3.03% Top=NAT AAL ALK UAL DAL LUV JBLU VA ….. KNX TK GLOG GWR SWFT AAWW TDW YRCW=Bottom (Transportation)
MATE(36): -3.17% Top=RYN WY WM SRCL WCN AWI MAS VMC ….. PHM EXP CVA PWR MTH TREX KBH MTZ=Bottom (Materials & Construction)
CONS(55): -3.21% Top=FL GPK LULU SEE BMS CRI WWW WRK ….. TUP BC OI CROX WHR KS ICON COTY=Bottom (Consumer)
HEAL(57): -3.27% Top=WX IRWD INCR OPK NUVA ZLTQ LH ANTM ….. A BDX PODD ALGN HLS PKI AAC DXCM=Bottom (Health)
CHEM(34): -3.52% Top=CYT OMG OLN FTK HUN MON POT GRA ….. PPG CE CF DOW ALB GPRE WLK RYAM=Bottom (Chemicals/Fertilizers)
ELEC(56): -3.59% Top=SUNE FSLR AYI TSRA MSCC DLB GRMN KEYS ….. TRMB MCHP SWKS SIMO AVGO MTSI SPWR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(48): -3.73% Top=SEDG DCI BWXT CMI GNRC RS MHK PH ….. DOV KMT ATU FLS BDC DDD JKS JOY=Bottom (Manufacturing)
FINA(105): -4.14% Top=CBOE APO CYN PSEC ICE TRCO NDAQ CTLT ….. PVTB WDR HBHC C CFR LAZ OZRK WETF=Bottom (Banks/Financials)
ENER(97): -4.46% Top=AR WPZ CIE OKS NFG MRD ETP BPL ….. CVE HOS OAS PE NBL MUR ECA EPE=Bottom (Energy)
META(21): -4.97% Top=GG AEM FNV RGLD NEM PAAS SWC ABX ….. STLD SCCO CMC CCJ CNX FCX TCK ACI=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:49 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:45 pm

Market Stats at 1:45 pm ET
by daytrend on 20150901. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 998.

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 (20150901 1:45 pm ET)
0.8% of stocks are above yesterday’s high.
6.8% are above yesterday’s midpoint. (93.2% are below.)
76.9% are below yesterday’s low.
22.3% are inside yesterday’s range.
3.8% of stocks with today’s high > yesterday’s high. (96.2% less than).
89.7% of stocks with today’s low < yesterday’s low. (10.3% greater than).

EVIDENCE OF INTRADAY TREND (20150901 1:45 pm ET)
39.0% of stocks are above today’s open. (59.9% are below).
3.1% of stocks are above today’s open and yesterday’s close.
59.6% are below both.
0.7% of stocks opened above yesterday’s high.
1.8% of stocks opened above yesterday’s close. (97.9% opened below yesterday’s close).
77.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150901 1:45 pm ET)
2.4% of stocks are in the top 10% of today’s range.
5.5% are in the top 20%.
24.3% are in the top half. 75.7% of stocks are in the bottom half of today’s range.
24.7% are in the bottom 20%.
5.9% are in the bottom 10%.

GAIN (20150901 1:45 pm ET)
3.7% of stocks are above yesterday’s close. (96.3% are below.)
0.1% are up 4.5% or more. 4.5% are down 4.5% or more.
0.1% are up 3.5% or more. 15.9% are down 3.5% or more.
11.9% are between +1% and -1%.

RSI on DAILY (20150901 1:45 pm ET)
2-day: >=95:0.4%…>=90:0.9%…>=80:2.1%…>=50:8.8%…<=20:53.8%…<=10:8.8%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:10.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:7.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150901 1:45 pm ET)
0.8% above previous 1 highs, 76.9% below previous 1 lows
0.6% above previous 2 highs, 69.5% below previous 2 lows
0.6% above previous 3 highs, 52.8% below previous 3 lows
0.6% above previous 4 highs, 10.7% below previous 4 lows
0.4% above previous 5 highs, 7.9% below previous 5 lows
0.4% above previous 6 highs, 4.3% below previous 6 lows
0.4% above previous 7 highs, 4.3% below previous 7 lows
0.4% above previous 8 highs, 4.3% below previous 8 lows
0.4% above previous 9 highs, 4.3% below previous 9 lows
0.3% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150901 1:45 pm ET)
3.7% are above or equal to 8/31 close (1 days ago), 96.3% are below.
7.8% are above or equal to 8/28 close (2 days ago), 92.2% are below.
15.7% are above or equal to 8/27 close (3 days ago), 84.3% are below.
45.7% are above or equal to 8/26 close (4 days ago), 54.3% are below.
84.8% are above or equal to 8/25 close (5 days ago), 15.2% are below.
71.8% are above or equal to 8/24 close (6 days ago), 28.2% are below.
29.8% are above or equal to 8/21 close (7 days ago), 70.2% are below.
17.9% are above or equal to 8/20 close (8 days ago), 82.1% are below.
10.0% are above or equal to 8/19 close (9 days ago), 90.0% are below.
6.9% are above or equal to 8/18 close (10 days ago), 93.1% are below.
5.8% are above or equal to 8/17 close (11 days ago), 94.2% are below.
6.7% are above or equal to 8/14 close (12 days ago), 93.3% are below.
6.7% are above or equal to 8/13 close (13 days ago), 93.3% are below.
6.0% are above or equal to 8/12 close (14 days ago), 94.0% are below.
8.0% are above or equal to 8/11 close (15 days ago), 92.0% are below.
7.2% are above or equal to 8/10 close (16 days ago), 92.8% are below.
12.4% are above or equal to 8/7 close (17 days ago), 87.6% are below.
12.0% are above or equal to 8/6 close (18 days ago), 88.0% are below.
11.0% are above or equal to 8/5 close (19 days ago), 89.0% are below.
12.0% are above or equal to 8/4 close (20 days ago), 88.0% are below.
12.3% are above or equal to 8/3 close (21 days ago), 87.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150901 1:45 pm ET)
20d: 0.4% new highs, 6.6% new lows
21d: 0.4% new highs, 6.6% new lows
42d: 0.2% new highs, 6.0% new lows
63d: 0.1% new highs, 5.0% new lows
126d: 0.0% new highs, 4.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150901 1:45 pm ET)
2-day: 3.5% above, 96.5% below
3-day: 4.6% above, 95.4% below
4-day: 8.3% above, 91.7% below
5-day: 16.6% above, 83.4% below
8-day: 32.3% above, 67.7% below
10-day: 23.7% above, 76.3% below
20-day: 10.2% above, 89.8% below
50-day: 9.7% above, 90.3% below
200-day: 21.9% above, 78.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150901 1:45 pm ET)
RETA(70): -1.66% Top=JCP CAB ANF PIR BURL DSW WBA CHS ….. MIK RAD FIVE W BLDR KMX DLTR NFLX=Bottom (Retail & Specialty Retail)
REAL(93): -1.81% Top=NRZ HTS PPS HME AGNC CIM IVR NLY ….. BXMT CONE PLD CUZ WPG JLL NSM FR=Bottom (Real Estate)
COHW(47): -1.90% Top=WIN UBNT HILL KN HPQ STX NMBL CIEN ….. VRSN RCI NTGR BRCD CTL SSYS LXK NSR=Bottom (Computer Hardware/Telecom)
DISV(57): -1.97% Top=ZG BLOX ENV HMHC MMS WEX APOL TNET ….. AL WOOF TMH R RRD URI MYGN HMSY=Bottom (Diversified Services)
TRAN(40): -2.10% Top=AAL NAT UAL ALK DAL SAVE FDX JBLU ….. GBX TK GLOG GWR SWFT AAWW TDW YRCW=Bottom (Transportation)
LEIS(40): -2.12% Top=TXRH BWLD SONC CMG BLMN SGMS ZOES WYN ….. MGM CCL EXPE SIX SHAK DRII WYNN GPRO=Bottom (Leisure)
COSW(101): -2.12% Top=VMW CSOD CHKP WDAY IACI YHOO LOCK INTU ….. IMPV VEEV JKHY BR DWRE VDSI ROVI ATHM=Bottom (Computer Software/Internet)
INSU(41): -2.18% Top=FNF SYA ACGL VR AEL WSH AGO MBI ….. AFL AIG UNM AIZ AFSI MET PRU LNC=Bottom (Insurance)
ELEC(56): -2.37% Top=SUNE FSLR AYI TSRA CY MSCC FSL QRVO ….. MCHP XLNX SWKS INVN TSL TRMB MTSI AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(36): -2.43% Top=SRCL WM WCN RYN RSG CSTE OC WY ….. DY EXP MTH PHM MTZ TREX BCC KBH=Bottom (Materials & Construction)
CONS(55): -2.43% Top=FL SEE BMS WWW WRK CRI BLL CLX ….. KS OI BC WHR CROX UFS ICON COTY=Bottom (Consumer)
HEAL(57): -2.52% Top=INCR OPK WX IRWD NUVA ZLTQ BKD LH ….. CYH BDX ALGN PODD CNC HYH HLS DXCM=Bottom (Health)
CHEM(34): -2.55% Top=CYT OMG HUN MON OLN FTK CBT POT ….. PPG MOS GPRE DOW CE WLK CF RYAM=Bottom (Chemicals/Fertilizers)
MANU(48): -2.74% Top=DCI SEDG RS CMI PH GNRC ZBRA BWXT ….. KMT FLS TEX DDD ATU BDC JKS JOY=Bottom (Manufacturing)
ENER(97): -2.92% Top=AR WPZ CIE MRD RICE GEL DRQ RRC ….. CLR QEP CVE IOC ECA MUR OII NBL=Bottom (Energy)
FINA(105): -3.21% Top=CBOE KKR ICE PHH CYN APO PSEC NDAQ ….. WDR BX C CFR HBHC ETFC JNS WETF=Bottom (Banks/Financials)
META(21): -3.33% Top=AEM GG RGLD NEM PAAS FNV ABX X ….. SCCO CMC CCJ SWC CNX FCX TCK ACI=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:45 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:37 am

Market Stats at 12:37 pm ET
by daytrend on 20150901. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 998.

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 (20150901 12:37 pm ET)
0.9% of stocks are above yesterday’s high.
8.7% are above yesterday’s midpoint. (91.3% are below.)
75.6% are below yesterday’s low.
23.5% are inside yesterday’s range.
3.7% of stocks with today’s high > yesterday’s high. (96.3% less than).
88.8% of stocks with today’s low < yesterday’s low. (11.2% greater than).

EVIDENCE OF INTRADAY TREND (20150901 12:37 pm ET)
44.6% of stocks are above today’s open. (54.3% are below).
3.4% of stocks are above today’s open and yesterday’s close.
53.8% are below both.
0.7% of stocks opened above yesterday’s high.
1.8% of stocks opened above yesterday’s close. (97.9% opened below yesterday’s close).
77.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150901 12:37 pm ET)
2.7% of stocks are in the top 10% of today’s range.
6.1% are in the top 20%.
29.5% are in the top half. 70.5% of stocks are in the bottom half of today’s range.
33.4% are in the bottom 20%.
16.3% are in the bottom 10%.

GAIN (20150901 12:37 pm ET)
4.6% of stocks are above yesterday’s close. (95.4% are below.)
0.1% are up 4.5% or more. 3.0% are down 4.5% or more.
0.2% are up 3.5% or more. 10.3% are down 3.5% or more.
13.1% are between +1% and -1%.

RSI on DAILY (20150901 12:37 pm ET)
2-day: >=95:0.7%…>=90:1.1%…>=80:2.6%…>=50:10.7%…<=20:50.8%…<=10:8.0%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:12.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:8.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150901 12:37 pm ET)
0.9% above previous 1 highs, 75.6% below previous 1 lows
0.6% above previous 2 highs, 68.2% below previous 2 lows
0.6% above previous 3 highs, 51.5% below previous 3 lows
0.6% above previous 4 highs, 10.3% below previous 4 lows
0.6% above previous 5 highs, 8.1% below previous 5 lows
0.6% above previous 6 highs, 4.5% below previous 6 lows
0.6% above previous 7 highs, 4.5% below previous 7 lows
0.5% above previous 8 highs, 4.5% below previous 8 lows
0.4% above previous 9 highs, 4.5% below previous 9 lows
0.3% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150901 12:37 pm ET)
4.6% are above or equal to 8/31 close (1 days ago), 95.4% are below.
8.4% are above or equal to 8/28 close (2 days ago), 91.6% are below.
16.9% are above or equal to 8/27 close (3 days ago), 83.1% are below.
47.9% are above or equal to 8/26 close (4 days ago), 52.1% are below.
85.8% are above or equal to 8/25 close (5 days ago), 14.2% are below.
72.8% are above or equal to 8/24 close (6 days ago), 27.2% are below.
30.5% are above or equal to 8/21 close (7 days ago), 69.5% are below.
18.8% are above or equal to 8/20 close (8 days ago), 81.2% are below.
10.5% are above or equal to 8/19 close (9 days ago), 89.5% are below.
7.2% are above or equal to 8/18 close (10 days ago), 92.8% are below.
6.2% are above or equal to 8/17 close (11 days ago), 93.8% are below.
7.5% are above or equal to 8/14 close (12 days ago), 92.5% are below.
7.6% are above or equal to 8/13 close (13 days ago), 92.4% are below.
7.1% are above or equal to 8/12 close (14 days ago), 92.9% are below.
8.3% are above or equal to 8/11 close (15 days ago), 91.7% are below.
7.6% are above or equal to 8/10 close (16 days ago), 92.4% are below.
12.9% are above or equal to 8/7 close (17 days ago), 87.1% are below.
12.4% are above or equal to 8/6 close (18 days ago), 87.6% are below.
11.5% are above or equal to 8/5 close (19 days ago), 88.5% are below.
12.7% are above or equal to 8/4 close (20 days ago), 87.3% are below.
12.7% are above or equal to 8/3 close (21 days ago), 87.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150901 12:37 pm ET)
20d: 0.4% new highs, 5.5% new lows
21d: 0.4% new highs, 5.5% new lows
42d: 0.2% new highs, 5.1% new lows
63d: 0.1% new highs, 4.2% new lows
126d: 0.0% new highs, 3.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150901 12:37 pm ET)
2-day: 3.8% above, 96.2% below
3-day: 5.6% above, 94.4% below
4-day: 9.2% above, 90.8% below
5-day: 18.6% above, 81.4% below
8-day: 35.2% above, 64.8% below
10-day: 24.8% above, 75.2% below
20-day: 11.4% above, 88.6% below
50-day: 10.0% above, 90.0% below
200-day: 22.0% above, 78.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150901 12:37 pm ET)
RETA(70): -1.47% Top=JCP CAB ANF PIR WBA BURL DSW SSI ….. LL SIG RAD FIVE KMX BLDR DLTR NFLX=Bottom (Retail & Specialty Retail)
COHW(47): -1.66% Top=WIN UBNT HPQ NMBL HILL KN STX WDC ….. VRSN RCI NTGR LXK BRCD SSYS CTL NSR=Bottom (Computer Hardware/Telecom)
REAL(93): -1.76% Top=NRZ HTS HME IVR CIM PPS AGNC NLY ….. BXP WPG CBG MAC FR JLL PLD NSM=Bottom (Real Estate)
DISV(57): -1.85% Top=BLOX ZG TNET APOL HMHC WEX ABCO MMS ….. WOOF R SERV RRD ADT TMH URI HMSY=Bottom (Diversified Services)
INSU(41): -1.96% Top=SYA MBI FNF AEL VR ACGL AGO PRI ….. MTG AFL CLGX AIG HIG MET PRU LNC=Bottom (Insurance)
COSW(101): -2.01% Top=VMW CSOD LOCK CHKP IACI NUAN ZEN CYBR ….. JKHY LC DWRE EA BR ROVI VDSI ATHM=Bottom (Computer Software/Internet)
TRAN(40): -2.04% Top=BRS NAT AAL ALK FDX DAL STNG HA ….. KSU GBX KNX TDW SWFT GWR AAWW YRCW=Bottom (Transportation)
LEIS(40): -2.12% Top=SGMS SONC BWLD ZOES TXRH CMG LQ DRI ….. CCL LVS MGM EXPE SIX SHAK WYNN GPRO=Bottom (Leisure)
ELEC(56): -2.25% Top=SUNE FSLR QRVO ON AYI TSRA CY CREE ….. SWKS MCHP SPWR ADI XLNX TRMB MTSI AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(55): -2.26% Top=WWW FL BMS CRI SEE GPK KMB LULU ….. NWL TUP ICON BC WHR HAR UFS COTY=Bottom (Consumer)
MATE(36): -2.33% Top=WM SRCL WCN RSG RYN DAR WY OC ….. LEN MTZ RYL EXP TREX PHM MTH KBH=Bottom (Materials & Construction)
HEAL(57): -2.34% Top=OPK INCR IRWD WX SPNC ZLTQ NUVA ABMD ….. BDX HYH CNC A EW HLS DXCM AAC=Bottom (Health)
CHEM(34): -2.40% Top=CYT OMG OLN MON FTK CBT HUN POL ….. FMC ALB MOS PPG CE DOW WLK CF=Bottom (Chemicals/Fertilizers)
ENER(97): -2.41% Top=CIE AR UPL BCEI RICE MRD WPZ RIG ….. EPE CLR PTEN IOC CVE OII MUR NBL=Bottom (Energy)
MANU(48): -2.55% Top=DCI MRC CMI SEDG RS PH BWXT ZBRA ….. AGCO DDD ATU BDC DOV TEX FLS JOY=Bottom (Manufacturing)
META(21): -2.82% Top=GG AEM PAAS RGLD ABX NEM FNV X ….. CMC SCCO SWC CCJ CNX TCK FCX ACI=Bottom (Metals & Mining)
FINA(105): -2.96% Top=KKR APO CBOE ICE PHH CYN NDAQ LPLA ….. LAZ USB MTB BX FNGN C ETFC WETF=Bottom (Banks/Financials)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:37 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:36 am

Market Stats at 11:36 am ET
by daytrend on 20150901. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 998.

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 (20150901 11:36 am ET)
0.6% of stocks are above yesterday’s high.
8.1% are above yesterday’s midpoint. (91.9% are below.)
71.1% are below yesterday’s low.
28.3% are inside yesterday’s range.
3.6% of stocks with today’s high > yesterday’s high. (96.4% less than).
88.0% of stocks with today’s low < yesterday’s low. (12.0% greater than).

EVIDENCE OF INTRADAY TREND (20150901 11:36 am ET)
55.4% of stocks are above today’s open. (43.5% are below).
3.8% of stocks are above today’s open and yesterday’s close.
43.3% are below both.
0.7% of stocks opened above yesterday’s high.
1.8% of stocks opened above yesterday’s close. (97.9% opened below yesterday’s close).
77.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150901 11:36 am ET)
2.8% of stocks are in the top 10% of today’s range.
12.5% are in the top 20%.
44.5% are in the top half. 55.5% of stocks are in the bottom half of today’s range.
18.4% are in the bottom 20%.
8.3% are in the bottom 10%.

GAIN (20150901 11:36 am ET)
4.6% of stocks are above yesterday’s close. (95.4% are below.)
0.1% are up 4.5% or more. 3.0% are down 4.5% or more.
0.1% are up 3.5% or more. 8.3% are down 3.5% or more.
18.2% are between +1% and -1%.

RSI on DAILY (20150901 11:36 am ET)
2-day: >=95:0.5%…>=90:1.3%…>=80:2.4%…>=50:10.6%…<=20:44.3%…<=10:5.6%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:12.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:8.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150901 11:36 am ET)
0.6% above previous 1 highs, 71.1% below previous 1 lows
0.6% above previous 2 highs, 63.6% below previous 2 lows
0.6% above previous 3 highs, 45.6% below previous 3 lows
0.6% above previous 4 highs, 7.0% below previous 4 lows
0.5% above previous 5 highs, 5.7% below previous 5 lows
0.5% above previous 6 highs, 3.0% below previous 6 lows
0.5% above previous 7 highs, 3.0% below previous 7 lows
0.5% above previous 8 highs, 3.0% below previous 8 lows
0.4% above previous 9 highs, 3.0% below previous 9 lows
0.3% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150901 11:36 am ET)
4.6% are above or equal to 8/31 close (1 days ago), 95.4% are below.
8.6% are above or equal to 8/28 close (2 days ago), 91.4% are below.
19.9% are above or equal to 8/27 close (3 days ago), 80.1% are below.
52.7% are above or equal to 8/26 close (4 days ago), 47.3% are below.
88.3% are above or equal to 8/25 close (5 days ago), 11.7% are below.
76.5% are above or equal to 8/24 close (6 days ago), 23.5% are below.
32.6% are above or equal to 8/21 close (7 days ago), 67.4% are below.
19.2% are above or equal to 8/20 close (8 days ago), 80.8% are below.
11.0% are above or equal to 8/19 close (9 days ago), 89.0% are below.
7.0% are above or equal to 8/18 close (10 days ago), 93.0% are below.
5.7% are above or equal to 8/17 close (11 days ago), 94.3% are below.
7.2% are above or equal to 8/14 close (12 days ago), 92.8% are below.
7.3% are above or equal to 8/13 close (13 days ago), 92.7% are below.
6.8% are above or equal to 8/12 close (14 days ago), 93.2% are below.
8.3% are above or equal to 8/11 close (15 days ago), 91.7% are below.
7.3% are above or equal to 8/10 close (16 days ago), 92.7% are below.
13.3% are above or equal to 8/7 close (17 days ago), 86.7% are below.
12.9% are above or equal to 8/6 close (18 days ago), 87.1% are below.
11.6% are above or equal to 8/5 close (19 days ago), 88.4% are below.
12.4% are above or equal to 8/4 close (20 days ago), 87.6% are below.
13.2% are above or equal to 8/3 close (21 days ago), 86.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150901 11:36 am ET)
20d: 0.4% new highs, 4.7% new lows
21d: 0.4% new highs, 4.7% new lows
42d: 0.1% new highs, 4.4% new lows
63d: 0.0% new highs, 3.7% new lows
126d: 0.0% new highs, 3.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150901 11:36 am ET)
2-day: 3.9% above, 96.1% below
3-day: 4.8% above, 95.2% below
4-day: 8.6% above, 91.4% below
5-day: 20.5% above, 79.5% below
8-day: 39.1% above, 60.9% below
10-day: 26.8% above, 73.2% below
20-day: 11.4% above, 88.6% below
50-day: 10.4% above, 89.6% below
200-day: 23.1% above, 76.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150901 11:36 am ET)
RETA(70): -1.06% Top=ANF JCP CAB BURL PIR GES CHS BABA ….. GNC RAD GME BLDR KMX SIG NFLX DLTR=Bottom (Retail & Specialty Retail)
COHW(47): -1.43% Top=WIN UBNT STX NMBL HILL WDC SYNA HPQ ….. BRCD CDW BCE LXK RCI SSYS CTL NSR=Bottom (Computer Hardware/Telecom)
COSW(101): -1.46% Top=VMW CYBR CHKP VIPS AKAM CSOD RNG WDAY ….. TWOU BITA VDSI BR ATHM WUBA ROVI LC=Bottom (Computer Software/Internet)
REAL(93): -1.50% Top=NRZ PPS HME AGNC PCL EQC EXR HTS ….. BMR BXMT BAM JLL DRH PLD FR NSM=Bottom (Real Estate)
DISV(57): -1.51% Top=BLOX HMHC TNET ABCO APOL ZG WEX MMS ….. SERV TMH RBA HMSY RRD R ADT URI=Bottom (Diversified Services)
ELEC(56): -1.69% Top=SUNE FSLR QRVO CY CPHD FSL AYI CREE ….. SIMO ADI APH MCHP TSL SCTY TRMB AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(40): -1.69% Top=SGMS BWLD SONC CMG BLMN TXRH DRI ZOES ….. EXPE SEAS SIX DNKN LOCO SHAK WYNN GPRO=Bottom (Leisure)
INSU(41): -1.72% Top=SYA MBI ACGL AGO FNF VR AEL WSH ….. AFL AFSI RDN UNM SLF MET PRU LNC=Bottom (Insurance)
CONS(55): -1.75% Top=FL CRI GPK BMS SEE HBI SKX LULU ….. ECL SCSS BC TUP HAR WHR UFS COTY=Bottom (Consumer)
HEAL(57): -1.79% Top=INCR SPNC OPK WX ZLTQ IRWD STJ PRXL ….. EW HYH PODD CNC A HLS DXCM AAC=Bottom (Health)
MATE(36): -2.05% Top=SRCL RYN WM CSTE WCN WY MLM VMC ….. MDC RYL EXP PWR KBH PHM MTH TREX=Bottom (Materials & Construction)
CHEM(34): -2.25% Top=CYT OMG MON POL SHW CBT VAL HUN ….. RYAM CE PPG GPRE CF MEOH DOW WLK=Bottom (Chemicals/Fertilizers)
TRAN(40): -2.31% Top=AAL BRS FDX ALK DAL SAVE UAL HA ….. GBX SWFT GWR TK KNX TDW AAWW YRCW=Bottom (Transportation)
MANU(48): -2.33% Top=SEDG DCI RS CMI MHK PH BWXT ZBRA ….. GE RXN DDD FLS JKS TEX DOV JOY=Bottom (Manufacturing)
FINA(105): -2.68% Top=CBOE KKR LPLA ICE PHH NDAQ CYN SEIC ….. STI HBHC CFR LAZ BX ETFC C WETF=Bottom (Banks/Financials)
META(21): -2.83% Top=GG RGLD AEM NEM ABX PAAS FNV X ….. CNX SCCO CMC CCJ SWC FCX TCK ACI=Bottom (Metals & Mining)
ENER(97): -3.08% Top=AR UPL NOV WPZ LPI NGLS MRD RRC ….. SM HOS PTEN MUR CVE PE ECA EPE=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 11:36 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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