daytrend

01/12/2017

Filed under: Market Stats — daytrend @ 12:02 pm

Market Stats at 12:02 pm ET
by daytrend on 20170112. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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 (20170112 12:02 pm ET)
5.9% of stocks are above yesterday’s high.
26.9% are above yesterday’s midpoint. (73.1% are below.)
41.5% are below yesterday’s low.
52.6% are inside yesterday’s range.
28.2% of stocks with today’s high > yesterday’s high. (71.8% less than).
64.1% of stocks with today’s low < yesterday’s low. (35.9% greater than).

EVIDENCE OF INTRADAY TREND (20170112 12:02 pm ET)
18.7% of stocks are above today’s open. (80.4% are below).
12.0% of stocks are above today’s open and yesterday’s close.
74.3% are below both.
13.2% of stocks opened above yesterday’s high.
29.9% of stocks opened above yesterday’s close. (65.4% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170112 12:02 pm ET)
2.8% of stocks are in the top 10% of today’s range.
7.5% are in the top 20%.
29.4% are in the top half. 70.6% of stocks are in the bottom half of today’s range.
32.2% are in the bottom 20%.
15.4% are in the bottom 10%.

GAIN (20170112 12:02 pm ET)
19.0% of stocks are above yesterday’s close. (81.0% are below.)
0.1% are up 4.5% or more. 1.0% are down 4.5% or more.
0.2% are up 3.5% or more. 3.3% are down 3.5% or more.
50.1% are between +1% and -1%.

RSI on DAILY (20170112 12:02 pm ET)
2-day: >=95:1.1%…>=90:2.2%…>=80:6.4%…>=50:24.2%…<=20:32.9%…<=10:12.7%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:43.9%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:52.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170112 12:02 pm ET)
5.9% above previous 1 highs, 41.5% below previous 1 lows
4.0% above previous 2 highs, 30.5% below previous 2 lows
3.4% above previous 3 highs, 23.6% below previous 3 lows
2.1% above previous 4 highs, 20.7% below previous 4 lows
2.0% above previous 5 highs, 18.5% below previous 5 lows
2.0% above previous 6 highs, 17.3% below previous 6 lows
2.0% above previous 7 highs, 13.8% below previous 7 lows
1.8% above previous 8 highs, 11.4% below previous 8 lows
1.8% above previous 9 highs, 10.5% below previous 9 lows
1.7% above previous 10 highs, 10.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170112 12:02 pm ET)
19.0% are above or equal to 1/11 close (1 days ago), 81.0% are below.
33.2% are above or equal to 1/10 close (2 days ago), 66.8% are below.
40.9% are above or equal to 1/9 close (3 days ago), 59.1% are below.
32.4% are above or equal to 1/6 close (4 days ago), 67.6% are below.
34.5% are above or equal to 1/5 close (5 days ago), 65.5% are below.
33.9% are above or equal to 1/4 close (6 days ago), 66.1% are below.
49.1% are above or equal to 1/3 close (7 days ago), 50.9% are below.
58.6% are above or equal to 12/30 close (8 days ago), 41.4% are below.
54.1% are above or equal to 12/29 close (9 days ago), 45.9% are below.
55.2% are above or equal to 12/28 close (10 days ago), 44.8% are below.
43.3% are above or equal to 12/27 close (11 days ago), 56.7% are below.
46.3% are above or equal to 12/23 close (12 days ago), 53.7% are below.
48.5% are above or equal to 12/22 close (13 days ago), 51.5% are below.
45.2% are above or equal to 12/21 close (14 days ago), 54.8% are below.
40.4% are above or equal to 12/20 close (15 days ago), 59.6% are below.
45.8% are above or equal to 12/19 close (16 days ago), 54.2% are below.
52.4% are above or equal to 12/16 close (17 days ago), 47.6% are below.
49.9% are above or equal to 12/15 close (18 days ago), 50.1% are below.
53.0% are above or equal to 12/14 close (19 days ago), 47.0% are below.
41.7% are above or equal to 12/13 close (20 days ago), 58.3% are below.
42.0% are above or equal to 12/12 close (21 days ago), 58.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170112 12:02 pm ET)
20d: 5.8% new highs, 12.1% new lows
21d: 4.9% new highs, 11.6% new lows
42d: 3.3% new highs, 2.9% new lows
63d: 2.3% new highs, 1.3% new lows
126d: 2.2% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170112 12:02 pm ET)
2-day: 17.6% above, 82.4% below
3-day: 24.0% above, 76.0% below
4-day: 28.0% above, 72.0% below
5-day: 26.9% above, 73.1% below
8-day: 34.0% above, 66.0% below
10-day: 40.5% above, 59.5% below
20-day: 44.1% above, 55.9% below
50-day: 71.6% above, 28.4% below
200-day: 68.5% above, 31.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170112 12:02 pm ET)
META(29): -0.18% Top=CENX SSRI AA SCCO ABX CCJ PAAS NEM ….. CLF ARNC FMSA FCX STLD CMC X AKS=Bottom (Metals & Mining)
REAL(98): -0.36% Top=KIM AMH DDR O WRI BAM OHI SRC ….. EXR CUZ LHO DRH PSA HST SC CBG=Bottom (Real Estate)
ENER(88): -0.62% Top=QEP RRC PE AR COG NFX SN RES ….. PBF HLX DVN EGN DK NBR MTDR HES=Bottom (Energy)
HEAL(44): -0.62% Top=BKD ELGX CNC ANTM AET HRC BSX TMO ….. VWR BAX NUVA DXCM STE A IART CYH=Bottom (Health)
RETA(59): -0.66% Top=TIF BBY GPS AMZN M BBBY AEO JWN ….. MELI TLRD W ETSY CHS PIR BID SHLD=Bottom (Retail & Specialty Retail)
CONS(49): -0.72% Top=EL CL KATE PVH CCK CLX SKX NWL ….. AVY LEG IP WRK GT PAY PKG KS=Bottom (Consumer)
LEIS(33): -0.88% Top=DRI TXRH BYD SHAK MCD EXPE DNKN GPRO ….. MTN MAR WYNN MGM LQ SONC CCL SEAS=Bottom (Leisure)
CHEM(24): -0.89% Top=WLK PX PAH DOW AXTA DD ASH PPG ….. CF GRA MON CE MOS EMN OLN CC=Bottom (Chemicals/Fertilizers)
COHW(34): -0.93% Top=ACIA FNSR T BCE VZ VG CCI BBRY ….. TDS PANW PSTG STX HPQ CIEN WDC S=Bottom (Computer Hardware/Telecom)
COSW(75): -1.07% Top=TEAM ZEN CERN TSS TWLO EQIX FB SHOP ….. MTCH XRX VEEV NCR NTES ATHM WDAY SPLK=Bottom (Computer Software/Internet)
DISV(42): -1.15% Top=ATHN MCO MYGN YY G FISV MA VNTV ….. TRU CTAS AL URI AMN ZTO CAR ACM=Bottom (Diversified Services)
TRAN(23): -1.20% Top=CSX CNI SAVE JBHT CP NSC KSU CHRW ….. WAB FDX TRN LUV AAL DAL SWFT JBLU=Bottom (Transportation)
INSU(31): -1.53% Top=CLGX VR MMC AFL AXS MBI WLTW AJG ….. RDN ORI MET MTG PRU LNC CNO CINF=Bottom (Insurance)
MATE(23): -1.54% Top=FAST TPH FLR PHM RSG DHI LEN WM ….. MAS SRCL MDR MLM USG SUM DAR KBH=Bottom (Materials & Construction)
MANU(34): -1.65% Top=AME SWK DHR BWXT MHK HON GE AGCO ….. ITW TEX IR XYL MWA MRC CFX KMT=Bottom (Manufacturing)
ELEC(46): -1.67% Top=MXL FTV OCLR AYI TEL JBL DLB FSLR ….. SPWR IDTI SIMO MSCC MU CRUS SWKS AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(85): -1.92% Top=CLNS PYPL PSEC LAZ EFX TD CME LM ….. ZION NAVI HOMB EWBC UMPQ OZRK PNC BOFI=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 12:02 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:08 am

Market Stats at 11:07 am ET
by daytrend on 20170112. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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 (20170112 11:07 am ET)
5.3% of stocks are above yesterday’s high.
23.8% are above yesterday’s midpoint. (76.2% are below.)
47.1% are below yesterday’s low.
47.7% are inside yesterday’s range.
26.0% of stocks with today’s high > yesterday’s high. (74.0% less than).
62.5% of stocks with today’s low < yesterday’s low. (37.5% greater than).

EVIDENCE OF INTRADAY TREND (20170112 11:07 am ET)
13.3% of stocks are above today’s open. (85.1% are below).
8.7% of stocks are above today’s open and yesterday’s close.
81.1% are below both.
13.3% of stocks opened above yesterday’s high.
30.0% of stocks opened above yesterday’s close. (65.3% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170112 11:07 am ET)
3.9% of stocks are in the top 10% of today’s range.
6.5% are in the top 20%.
19.3% are in the top half. 80.7% of stocks are in the bottom half of today’s range.
52.4% are in the bottom 20%.
32.9% are in the bottom 10%.

GAIN (20170112 11:07 am ET)
14.1% of stocks are above yesterday’s close. (85.9% are below.)
0.1% are up 4.5% or more. 1.5% are down 4.5% or more.
0.4% are up 3.5% or more. 2.9% are down 3.5% or more.
44.3% are between +1% and -1%.

RSI on DAILY (20170112 11:07 am ET)
2-day: >=95:0.7%…>=90:2.0%…>=80:5.4%…>=50:21.4%…<=20:36.4%…<=10:14.7%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:40.2%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:51.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170112 11:07 am ET)
5.3% above previous 1 highs, 47.1% below previous 1 lows
3.8% above previous 2 highs, 34.0% below previous 2 lows
2.8% above previous 3 highs, 26.9% below previous 3 lows
1.8% above previous 4 highs, 23.2% below previous 4 lows
1.6% above previous 5 highs, 20.4% below previous 5 lows
1.6% above previous 6 highs, 18.7% below previous 6 lows
1.6% above previous 7 highs, 14.8% below previous 7 lows
1.5% above previous 8 highs, 12.6% below previous 8 lows
1.5% above previous 9 highs, 11.4% below previous 9 lows
1.5% above previous 10 highs, 11.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170112 11:07 am ET)
14.1% are above or equal to 1/11 close (1 days ago), 85.9% are below.
28.9% are above or equal to 1/10 close (2 days ago), 71.1% are below.
37.8% are above or equal to 1/9 close (3 days ago), 62.2% are below.
29.7% are above or equal to 1/6 close (4 days ago), 70.3% are below.
30.7% are above or equal to 1/5 close (5 days ago), 69.3% are below.
32.2% are above or equal to 1/4 close (6 days ago), 67.8% are below.
47.8% are above or equal to 1/3 close (7 days ago), 52.2% are below.
56.6% are above or equal to 12/30 close (8 days ago), 43.4% are below.
53.4% are above or equal to 12/29 close (9 days ago), 46.6% are below.
53.9% are above or equal to 12/28 close (10 days ago), 46.1% are below.
41.4% are above or equal to 12/27 close (11 days ago), 58.6% are below.
45.2% are above or equal to 12/23 close (12 days ago), 54.8% are below.
47.4% are above or equal to 12/22 close (13 days ago), 52.6% are below.
43.5% are above or equal to 12/21 close (14 days ago), 56.5% are below.
38.8% are above or equal to 12/20 close (15 days ago), 61.2% are below.
45.6% are above or equal to 12/19 close (16 days ago), 54.4% are below.
51.0% are above or equal to 12/16 close (17 days ago), 49.0% are below.
48.8% are above or equal to 12/15 close (18 days ago), 51.2% are below.
52.0% are above or equal to 12/14 close (19 days ago), 48.0% are below.
40.7% are above or equal to 12/13 close (20 days ago), 59.3% are below.
40.7% are above or equal to 12/12 close (21 days ago), 59.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170112 11:07 am ET)
20d: 5.3% new highs, 10.9% new lows
21d: 4.5% new highs, 10.4% new lows
42d: 2.9% new highs, 2.8% new lows
63d: 2.1% new highs, 1.3% new lows
126d: 2.0% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170112 11:07 am ET)
2-day: 13.1% above, 86.9% below
3-day: 20.5% above, 79.5% below
4-day: 24.7% above, 75.3% below
5-day: 23.1% above, 76.9% below
8-day: 31.1% above, 68.9% below
10-day: 39.0% above, 61.0% below
20-day: 43.2% above, 56.8% below
50-day: 68.5% above, 31.5% below
200-day: 67.8% above, 32.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170112 11:07 am ET)
META(30): 0.34% Top=CENX SSRI HL ABX CCJ AA PAAS NEM ….. CLF ARNC FMSA FCX CMC STLD X AKS=Bottom (Metals & Mining)
REAL(98): -0.30% Top=DDR HTA COR SRC O MAC WRI DOC ….. CUZ RLJ CBG LHO DRH PEB HST SC=Bottom (Real Estate)
HEAL(44): -0.73% Top=BKD ELGX CNC ANTM ACHC DVA AET UNH ….. HOLX IART VWR BAX A STE NUVA CYH=Bottom (Health)
ENER(88): -0.84% Top=PE QEP AR RRC NFX SWN RES EOG ….. HFC SPN MTDR PBF DK HLX NBR HES=Bottom (Energy)
LEIS(33): -1.00% Top=DRI TXRH MCD WEN DNKN BYD EAT GPRO ….. LQ MTN RCL MGM CCL SONC WYNN SEAS=Bottom (Leisure)
RETA(59): -1.00% Top=TIF BBY GME AMZN CVS COST GPS M ….. FINL CHS W SHLD TLRD PIR BID ETSY=Bottom (Retail & Specialty Retail)
CONS(49): -1.02% Top=KATE EL CL CLX ENR PVH NWL KMB ….. IP LEG WRK PKG PAY TPX GT KS=Bottom (Consumer)
CHEM(24): -1.09% Top=WLK PX DD DOW AXTA FMC IFF PPG ….. CE MON POT CF MOS EMN OLN CC=Bottom (Chemicals/Fertilizers)
DISV(42): -1.25% Top=ATHN FISV G MA VNTV YY KBR MYGN ….. R TRU AL AMN URI ZTO ACM CAR=Bottom (Diversified Services)
COSW(75): -1.28% Top=TEAM ZEN CERN EQIX TSS CSRA TWLO DOX ….. NATI NCR VEEV DATA NOW WDAY VIPS ATHM=Bottom (Computer Software/Internet)
COHW(34): -1.28% Top=ACIA T BCE FNSR VZ CCI HRS ZAYO ….. TDS PSTG PANW CIEN SSYS S WDC STX=Bottom (Computer Hardware/Telecom)
TRAN(23): -1.53% Top=CSX JBHT CHRW NSC CP UPS EXPD CNI ….. ALK SAVE LUV UAL TRN DAL AAL JBLU=Bottom (Transportation)
INSU(31): -1.55% Top=CLGX MMC VR AXS WLTW AFL XL AFSI ….. UNM MET RDN PRU LNC CNO MTG CINF=Bottom (Insurance)
MATE(23): -1.76% Top=FLR FAST RSG WM TPH PWR LEN PHM ….. MAS SRCL SUM MDR TOL USG DAR KBH=Bottom (Materials & Construction)
MANU(34): -1.83% Top=AME DHR BWXT SWK GE HON MHK TTC ….. XYL MRC DDD MWA TEX CFX CMI KMT=Bottom (Manufacturing)
FINA(85): -1.95% Top=CLNS PSEC LM LAZ ARCC CME TD PYPL ….. OMF EWBC OZRK UMPQ SIVB WDR WETF PNC=Bottom (Banks/Financials)
ELEC(46): -1.99% Top=OCLR FTV MXL AYI JBL DLB BRKR TEL ….. IDTI CY MSCC CRUS MU SWKS SPWR AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:07 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:29 am

Market Stats at 10:28 am ET
by daytrend on 20170112. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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 (20170112 10:28 am ET)
5.5% of stocks are above yesterday’s high.
23.5% are above yesterday’s midpoint. (76.5% are below.)
42.6% are below yesterday’s low.
51.9% are inside yesterday’s range.
25.0% of stocks with today’s high > yesterday’s high. (75.0% less than).
57.8% of stocks with today’s low < yesterday’s low. (42.2% greater than).

EVIDENCE OF INTRADAY TREND (20170112 10:28 am ET)
12.7% of stocks are above today’s open. (86.4% are below).
6.7% of stocks are above today’s open and yesterday’s close.
80.5% are below both.
13.2% of stocks opened above yesterday’s high.
29.9% of stocks opened above yesterday’s close. (65.4% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170112 10:28 am ET)
1.6% of stocks are in the top 10% of today’s range.
3.9% are in the top 20%.
13.7% are in the top half. 86.3% of stocks are in the bottom half of today’s range.
50.7% are in the bottom 20%.
21.4% are in the bottom 10%.

GAIN (20170112 10:28 am ET)
13.2% of stocks are above yesterday’s close. (86.8% are below.)
0.2% are up 4.5% or more. 0.9% are down 4.5% or more.
0.4% are up 3.5% or more. 1.6% are down 3.5% or more.
49.7% are between +1% and -1%.

RSI on DAILY (20170112 10:28 am ET)
2-day: >=95:1.0%…>=90:2.7%…>=80:5.8%…>=50:21.7%…<=20:33.9%…<=10:16.6%…<=5:7.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:42.6%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:51.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170112 10:28 am ET)
5.5% above previous 1 highs, 42.6% below previous 1 lows
4.2% above previous 2 highs, 31.0% below previous 2 lows
3.4% above previous 3 highs, 24.7% below previous 3 lows
2.1% above previous 4 highs, 22.3% below previous 4 lows
1.7% above previous 5 highs, 19.5% below previous 5 lows
1.7% above previous 6 highs, 17.7% below previous 6 lows
1.7% above previous 7 highs, 13.6% below previous 7 lows
1.6% above previous 8 highs, 10.6% below previous 8 lows
1.6% above previous 9 highs, 9.1% below previous 9 lows
1.5% above previous 10 highs, 8.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170112 10:28 am ET)
13.2% are above or equal to 1/11 close (1 days ago), 86.8% are below.
30.5% are above or equal to 1/10 close (2 days ago), 69.5% are below.
43.0% are above or equal to 1/9 close (3 days ago), 57.0% are below.
31.6% are above or equal to 1/6 close (4 days ago), 68.4% are below.
34.3% are above or equal to 1/5 close (5 days ago), 65.7% are below.
33.8% are above or equal to 1/4 close (6 days ago), 66.2% are below.
50.1% are above or equal to 1/3 close (7 days ago), 49.9% are below.
60.1% are above or equal to 12/30 close (8 days ago), 39.9% are below.
56.7% are above or equal to 12/29 close (9 days ago), 43.3% are below.
57.4% are above or equal to 12/28 close (10 days ago), 42.6% are below.
43.0% are above or equal to 12/27 close (11 days ago), 57.0% are below.
46.5% are above or equal to 12/23 close (12 days ago), 53.5% are below.
48.5% are above or equal to 12/22 close (13 days ago), 51.5% are below.
45.5% are above or equal to 12/21 close (14 days ago), 54.5% are below.
39.9% are above or equal to 12/20 close (15 days ago), 60.1% are below.
46.4% are above or equal to 12/19 close (16 days ago), 53.6% are below.
52.3% are above or equal to 12/16 close (17 days ago), 47.7% are below.
50.9% are above or equal to 12/15 close (18 days ago), 49.1% are below.
54.2% are above or equal to 12/14 close (19 days ago), 45.8% are below.
42.0% are above or equal to 12/13 close (20 days ago), 58.0% are below.
44.1% are above or equal to 12/12 close (21 days ago), 55.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170112 10:28 am ET)
20d: 4.8% new highs, 8.7% new lows
21d: 4.0% new highs, 8.2% new lows
42d: 2.7% new highs, 2.2% new lows
63d: 2.0% new highs, 1.0% new lows
126d: 2.0% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170112 10:28 am ET)
2-day: 12.2% above, 87.8% below
3-day: 21.1% above, 78.9% below
4-day: 25.9% above, 74.1% below
5-day: 26.1% above, 73.9% below
8-day: 32.3% above, 67.7% below
10-day: 41.4% above, 58.6% below
20-day: 44.7% above, 55.3% below
50-day: 70.3% above, 29.7% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170112 10:28 am ET)
META(29): 0.37% Top=CENX CCJ AA ABX GG SSRI NEM PAAS ….. NUE FMSA ARNC FCX CMC STLD X AKS=Bottom (Metals & Mining)
ENER(88): -0.34% Top=PE CRC QEP AR NFX ECA CLR EOG ….. PAA HLX HFC VLO NBR PBF DK HES=Bottom (Energy)
CHEM(24): -0.73% Top=WLK FMC DD DOW PX PPG ALB IFF ….. ASH RPM PAH CF EMN OLN MOS CC=Bottom (Chemicals/Fertilizers)
RETA(59): -0.75% Top=TIF BBY GME M AMZN GPS KSS WFM ….. BIG CPRT FINL CHS ETSY BID PIR W=Bottom (Retail & Specialty Retail)
TRAN(23): -0.79% Top=CNI NSC CSX UNP CP JBHT XPO CHRW ….. LUV ALK FDX WAB UAL TRN DAL JBLU=Bottom (Transportation)
HEAL(44): -0.82% Top=ELGX BKD CNC ANTM UNH TMO HLS AET ….. HOLX EW NUVA ZBH IRWD A IART CYH=Bottom (Health)
LEIS(33): -0.85% Top=DRI MCD TXRH DNKN HLT WEN EAT WYN ….. MTN LQ SONC CCL BLMN MGM SEAS WYNN=Bottom (Leisure)
REAL(98): -0.87% Top=BAM NLY DDR CLNY NRF WRI HTA SPG ….. EXR ARE PSA DRH LHO SC PEB HST=Bottom (Real Estate)
CONS(49): -0.89% Top=EL CL KATE CLX PVH ENR GIL COTY ….. BERY LEG PKG WWW TPX PAY GT KS=Bottom (Consumer)
DISV(42): -0.97% Top=YY ATHN KBR G MA CXW FISV ADS ….. AL URI HRB TRU ZTO AMN CAR ACM=Bottom (Diversified Services)
COHW(34): -1.16% Top=ACIA FNSR BCE T VZ ZAYO CCI HRS ….. TDS PANW ANET STX SSYS WDC S PSTG=Bottom (Computer Hardware/Telecom)
INSU(31): -1.27% Top=CLGX MMC VR WLTW XL AXS AFSI AFL ….. MET RDN ORI LNC PRU CNO MTG CINF=Bottom (Insurance)
MANU(34): -1.30% Top=DHR DE SWK AME TTC GE BWXT HON ….. ITW XYL DOV MWA CFX ATI KMT DDD=Bottom (Manufacturing)
COSW(75): -1.33% Top=TEAM NTNX CSRA DOX TRI ZEN CERN TSS ….. DATA PFPT NOW VEEV ATHM MTCH WDAY SPLK=Bottom (Computer Software/Internet)
MATE(23): -1.45% Top=FAST FLR RSG PWR WM OC WY WCN ….. SUM CAA SRCL TPH TOL DAR USG KBH=Bottom (Materials & Construction)
FINA(85): -1.47% Top=CLNS TD BMO PSEC APO LAZ PYPL BX ….. WDR EV HOMB OZRK OMF UMPQ WETF PNC=Bottom (Banks/Financials)
ELEC(46): -1.74% Top=MXL FTV TEL OCLR KLAC WAT AYI BRKR ….. CREE IDTI MSCC MU SWKS SPWR CRUS AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:28 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:12 am

Market Stats at 10:12 am ET
by daytrend on 20170112. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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 (20170112 10:12 am ET)
4.7% of stocks are above yesterday’s high.
21.8% are above yesterday’s midpoint. (78.2% are below.)
41.2% are below yesterday’s low.
54.1% are inside yesterday’s range.
24.8% of stocks with today’s high > yesterday’s high. (75.2% less than).
53.0% of stocks with today’s low < yesterday’s low. (47.0% greater than).

EVIDENCE OF INTRADAY TREND (20170112 10:12 am ET)
11.6% of stocks are above today’s open. (87.5% are below).
6.1% of stocks are above today’s open and yesterday’s close.
83.1% are below both.
13.2% of stocks opened above yesterday’s high.
29.9% of stocks opened above yesterday’s close. (65.4% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170112 10:12 am ET)
0.9% of stocks are in the top 10% of today’s range.
1.7% are in the top 20%.
11.0% are in the top half. 89.0% of stocks are in the bottom half of today’s range.
63.4% are in the bottom 20%.
35.7% are in the bottom 10%.

GAIN (20170112 10:12 am ET)
11.1% of stocks are above yesterday’s close. (88.9% are below.)
0.1% are up 4.5% or more. 0.9% are down 4.5% or more.
0.1% are up 3.5% or more. 1.8% are down 3.5% or more.
50.3% are between +1% and -1%.

RSI on DAILY (20170112 10:12 am ET)
2-day: >=95:0.9%…>=90:2.6%…>=80:5.3%…>=50:19.7%…<=20:34.3%…<=10:15.5%…<=5:7.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:42.4%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:53.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170112 10:12 am ET)
4.7% above previous 1 highs, 41.2% below previous 1 lows
3.5% above previous 2 highs, 28.4% below previous 2 lows
2.7% above previous 3 highs, 23.6% below previous 3 lows
2.0% above previous 4 highs, 20.4% below previous 4 lows
1.8% above previous 5 highs, 17.9% below previous 5 lows
1.8% above previous 6 highs, 16.3% below previous 6 lows
1.7% above previous 7 highs, 13.0% below previous 7 lows
1.6% above previous 8 highs, 10.5% below previous 8 lows
1.6% above previous 9 highs, 9.1% below previous 9 lows
1.5% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170112 10:12 am ET)
11.1% are above or equal to 1/11 close (1 days ago), 88.9% are below.
29.7% are above or equal to 1/10 close (2 days ago), 70.3% are below.
42.2% are above or equal to 1/9 close (3 days ago), 57.8% are below.
31.1% are above or equal to 1/6 close (4 days ago), 68.9% are below.
35.0% are above or equal to 1/5 close (5 days ago), 65.0% are below.
32.6% are above or equal to 1/4 close (6 days ago), 67.4% are below.
49.1% are above or equal to 1/3 close (7 days ago), 50.9% are below.
58.8% are above or equal to 12/30 close (8 days ago), 41.2% are below.
56.5% are above or equal to 12/29 close (9 days ago), 43.5% are below.
56.4% are above or equal to 12/28 close (10 days ago), 43.6% are below.
41.7% are above or equal to 12/27 close (11 days ago), 58.3% are below.
46.6% are above or equal to 12/23 close (12 days ago), 53.4% are below.
48.6% are above or equal to 12/22 close (13 days ago), 51.4% are below.
45.3% are above or equal to 12/21 close (14 days ago), 54.7% are below.
39.8% are above or equal to 12/20 close (15 days ago), 60.2% are below.
45.5% are above or equal to 12/19 close (16 days ago), 54.5% are below.
52.0% are above or equal to 12/16 close (17 days ago), 48.0% are below.
50.6% are above or equal to 12/15 close (18 days ago), 49.4% are below.
54.0% are above or equal to 12/14 close (19 days ago), 46.0% are below.
42.1% are above or equal to 12/13 close (20 days ago), 57.9% are below.
43.9% are above or equal to 12/12 close (21 days ago), 56.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170112 10:12 am ET)
20d: 4.8% new highs, 7.3% new lows
21d: 4.0% new highs, 7.1% new lows
42d: 2.7% new highs, 1.7% new lows
63d: 2.0% new highs, 0.6% new lows
126d: 2.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170112 10:12 am ET)
2-day: 10.2% above, 89.8% below
3-day: 18.8% above, 81.2% below
4-day: 24.6% above, 75.4% below
5-day: 25.3% above, 74.7% below
8-day: 31.5% above, 68.5% below
10-day: 40.5% above, 59.5% below
20-day: 43.8% above, 56.2% below
50-day: 69.9% above, 30.1% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170112 10:12 am ET)
META(29): 0.47% Top=CENX ABX CCJ AA GG SSRI AEM PAAS ….. CLF ARNC FCX FMSA CMC STLD X AKS=Bottom (Metals & Mining)
TRAN(23): -0.60% Top=SAVE CNI DAL CP XPO UPS UAL ALK ….. KSU NSC GWR SWFT FDX WAB TRN JBLU=Bottom (Transportation)
ENER(88): -0.69% Top=QEP AR PE NFX ECA CLR CRC SWN ….. MTDR HFC VLO PBF HLX NBR DK HES=Bottom (Energy)
RETA(59): -0.69% Top=TIF BBY GPS GME AMZN M KORS BURL ….. FINL ETSY ANF CHS BID GNC W PIR=Bottom (Retail & Specialty Retail)
LEIS(33): -0.75% Top=DRI TXRH MCD DPZ WEN WYN STAY DNKN ….. MAR SONC MGM LQ BLMN CCL SEAS WYNN=Bottom (Leisure)
REAL(98): -0.78% Top=BAM HTA DDR WRI SKT NNN OHI NYRT ….. LPT CUZ RLJ DRH PSA LHO PEB HST=Bottom (Real Estate)
HEAL(44): -0.80% Top=BKD ELGX ACHC CNC HLS THC TMO DVA ….. HOLX EW BAX IRWD IART ZBH A CYH=Bottom (Health)
CONS(49): -0.84% Top=EL CL ENR CLX KATE PVH COTY GIL ….. FOSL VFC TPX WWW GT FBHS PAY KS=Bottom (Consumer)
CHEM(24): -0.87% Top=WLK DD DOW FMC PX IFF GRA ALB ….. CE ASH MON POT EMN MOS OLN CC=Bottom (Chemicals/Fertilizers)
DISV(42): -0.97% Top=YY KBR ATHN RBA G ROL MA LDOS ….. SBAC AL TRU HRB URI ACM ZTO CAR=Bottom (Diversified Services)
COHW(34): -1.20% Top=ACIA FNSR T BCE VZ ZAYO CCI HRS ….. ANET TDS SSYS PANW S STX WDC PSTG=Bottom (Computer Hardware/Telecom)
INSU(31): -1.26% Top=CLGX MMC AFSI WLTW TMK AXS VR AGO ….. MET ORI RDN LNC PRU CNO MTG CINF=Bottom (Insurance)
COSW(75): -1.28% Top=CSRA TEAM NTNX ZEN TRI DOX SABR IT ….. DATA CRM ATHM VEEV NOW MTCH WDAY SPLK=Bottom (Computer Software/Internet)
FINA(85): -1.41% Top=CLNS BMO TD APO PSEC ARCC BX LAZ ….. OMF BEN SLM HOMB UMPQ WETF VOYA PNC=Bottom (Banks/Financials)
MANU(34): -1.42% Top=DHR TTC DE AME AGCO BWXT HON SWK ….. MRC TEX DOV MWA DDD KMT ATI CFX=Bottom (Manufacturing)
MATE(23): -1.56% Top=FLR FAST PWR RSG WM WCN WY OC ….. CAA MDR DHI USG TOL TPH MAS KBH=Bottom (Materials & Construction)
ELEC(46): -1.98% Top=MXL FTV AYI OCLR TEL DLB WAT KLAC ….. NVDA IDTI MSCC SPWR MU CRUS SWKS AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:12 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

01/11/2017

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

Closing Stats
by daytrend on 20170111. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 823.

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 (20170111 Closing)
29.6% of stocks are above yesterday’s high.
64.5% are above yesterday’s midpoint. (35.5% are below.)
14.6% are below yesterday’s low.
55.8% are inside yesterday’s range.
48.8% of stocks with today’s high > yesterday’s high. (51.2% less than).
41.4% of stocks with today’s low < yesterday’s low. (58.6% greater than).

EVIDENCE OF INTRADAY TREND (20170111 Closing)
64.3% of stocks are above today’s open. (33.3% are below).
57.8% of stocks are above today’s open and yesterday’s close.
28.1% are below both.
6.8% of stocks opened above yesterday’s high.
50.8% of stocks opened above yesterday’s close. (42.4% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170111 Closing)
22.7% of stocks are in the top 10% of today’s range.
38.4% are in the top 20%.
69.7% are in the top half. 30.3% of stocks are in the bottom half of today’s range.
9.7% are in the bottom 20%.
5.6% are in the bottom 10%.

GAIN (20170111 Closing)
65.4% of stocks are above yesterday’s close. (34.6% are below.)
1.5% are up 4.5% or more. 0.2% are down 4.5% or more.
2.7% are up 3.5% or more. 0.5% are down 3.5% or more.
63.2% are between +1% and -1%.

RSI on DAILY (20170111 Closing)
2-day: >=95:7.5%…>=90:14.9%…>=80:29.6%…>=50:63.7%…<=20:14.9%…<=10:8.0%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:63.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:68.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170111 Closing)
29.6% above previous 1 highs, 14.6% below previous 1 lows
23.1% above previous 2 highs, 11.3% below previous 2 lows
18.2% above previous 3 highs, 10.3% below previous 3 lows
15.3% above previous 4 highs, 8.9% below previous 4 lows
13.9% above previous 5 highs, 7.7% below previous 5 lows
12.9% above previous 6 highs, 5.2% below previous 6 lows
12.8% above previous 7 highs, 4.1% below previous 7 lows
12.6% above previous 8 highs, 2.9% below previous 8 lows
11.1% above previous 9 highs, 2.8% below previous 9 lows
10.4% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170111 Closing)
65.4% are above or equal to 1/10 close (1 days ago), 34.6% are below.
68.2% are above or equal to 1/9 close (2 days ago), 31.8% are below.
51.3% are above or equal to 1/6 close (3 days ago), 48.7% are below.
51.4% are above or equal to 1/5 close (4 days ago), 48.6% are below.
45.4% are above or equal to 1/4 close (5 days ago), 54.6% are below.
64.9% are above or equal to 1/3 close (6 days ago), 35.1% are below.
71.3% are above or equal to 12/30 close (7 days ago), 28.7% are below.
70.7% are above or equal to 12/29 close (8 days ago), 29.3% are below.
71.6% are above or equal to 12/28 close (9 days ago), 28.4% are below.
54.7% are above or equal to 12/27 close (10 days ago), 45.3% are below.
59.7% are above or equal to 12/23 close (11 days ago), 40.3% are below.
60.9% are above or equal to 12/22 close (12 days ago), 39.1% are below.
56.4% are above or equal to 12/21 close (13 days ago), 43.6% are below.
53.3% are above or equal to 12/20 close (14 days ago), 46.7% are below.
58.9% are above or equal to 12/19 close (15 days ago), 41.1% are below.
65.5% are above or equal to 12/16 close (16 days ago), 34.5% are below.
62.6% are above or equal to 12/15 close (17 days ago), 37.4% are below.
64.9% are above or equal to 12/14 close (18 days ago), 35.1% are below.
52.2% are above or equal to 12/13 close (19 days ago), 47.8% are below.
53.2% are above or equal to 12/12 close (20 days ago), 46.8% are below.
47.8% are above or equal to 12/9 close (21 days ago), 52.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170111 Closing)
20d: 11.7% new highs, 6.8% new lows
21d: 11.3% new highs, 6.6% new lows
42d: 8.0% new highs, 1.8% new lows
63d: 6.1% new highs, 1.2% new lows
126d: 5.5% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170111 Closing)
2-day: 63.3% above, 36.7% below
3-day: 68.4% above, 31.6% below
4-day: 60.4% above, 39.6% below
5-day: 58.1% above, 41.9% below
8-day: 62.5% above, 37.5% below
10-day: 64.9% above, 35.1% below
20-day: 60.3% above, 39.7% below
50-day: 76.7% above, 23.3% below
200-day: 69.4% above, 30.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170111 Closing)
CHEM(24): 1.62% Top=CC CF ALB PAH WLK MOS AXTA EMN ….. IFF DD APD RPM PPG ASH MON OLN=Bottom (Chemicals/Fertilizers)
ENER(88): 1.29% Top=ATW REN RDC DPM RIG WPZ COP DO ….. VVV COG HLX PDCE MTDR RSPP BAS PE=Bottom (Energy)
MANU(34): 1.01% Top=KMT CFX ITT DOV PH ETN BWXT EMR ….. AME SWK HON MHK TTC MWA DDD ATI=Bottom (Manufacturing)
TRAN(25): 0.96% Top=BRS NAT ALK UAL GWR CNI CSX EXPD ….. CHRW SWFT AAL UPS KSU TRN WAB SAVE=Bottom (Transportation)
MATE(23): 0.86% Top=SRCL MDR KBH FAST TPH DHI CAA WM ….. MLM PWR RSG FLR OC VMC WCN SUM=Bottom (Materials & Construction)
COSW(75): 0.78% Top=WDAY TEAM PFPT NOW NTNX SPLK CERN ZEN ….. JD NCR BIDU TSS PTC HPE WUBA VIPS=Bottom (Computer Software/Internet)
META(29): 0.75% Top=TECK CCJ CLF SLCA FMSA AA AEM FCX ….. CNX ABX X AG SCCO CMC NEM SSRI=Bottom (Metals & Mining)
FINA(85): 0.54% Top=PNC LM STT BMO IVZ APO MS AMG ….. VOYA SLM CIT RF CME C DFS SYF=Bottom (Banks/Financials)
ELEC(47): 0.46% Top=SIMO SPWR FSLR MCHP CSIQ FIT MSCC SWKS ….. AVGO FLEX BRKR NVDA OCLR AMD PI AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(44): 0.39% Top=CYH BKD PRXL DXCM THC A LH MD ….. XRAY TMO BSX VWR OPK COO IART IRWD=Bottom (Health)
DISV(42): 0.32% Top=CAR AMN SBAC WTW ALLE RRD MAN CXW ….. ADS LDOS ACM KBR FDC RBA YY MYGN=Bottom (Diversified Services)
INSU(31): 0.27% Top=ORI MTG MET VR PRU RDN LNC AFL ….. L XL MMC TMK CLGX AIG WLTW BRO=Bottom (Insurance)
LEIS(33): 0.11% Top=DPZ LQ SHAK MAR GPRO WEN QSR DRI ….. JACK YUM BYD BLMN DNKN LVS MGM WYNN=Bottom (Leisure)
COHW(34): 0.09% Top=ACIA VRSN PANW HPQ BBRY CDW CIEN NTAP ….. ANET COMM ZAYO S JNPR STX TMUS PSTG=Bottom (Computer Hardware/Telecom)
CONS(49): -0.35% Top=BLL CCK ENR SEE KS OI BC PAY ….. SKX PVH RL WWW COTY HBI GIL GT=Bottom (Consumer)
REAL(100): -0.36% Top=HPT OUT CIM GEO HCP CBG KRG HST ….. WPG CLI CUZ KRC CUBE PSA EXR MAA=Bottom (Real Estate)
RETA(60): -0.40% Top=WBA AAP KMX BID CPRT JCP TIF ANF ….. MIK FINL JWN SBH CHS BURL PIR SIG=Bottom (Retail & Specialty Retail)

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

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

Market Stats at 3:00 pm ET
by daytrend on 20170111. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 822.

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 (20170111 3:00 pm ET)
24.1% of stocks are above yesterday’s high.
59.9% are above yesterday’s midpoint. (40.1% are below.)
13.5% are below yesterday’s low.
62.4% are inside yesterday’s range.
46.8% of stocks with today’s high > yesterday’s high. (53.2% less than).
40.6% of stocks with today’s low < yesterday’s low. (59.4% greater than).

EVIDENCE OF INTRADAY TREND (20170111 3:00 pm ET)
59.0% of stocks are above today’s open. (39.4% are below).
51.6% of stocks are above today’s open and yesterday’s close.
32.7% are below both.
6.8% of stocks opened above yesterday’s high.
51.2% of stocks opened above yesterday’s close. (42.7% opened below yesterday’s close).
7.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170111 3:00 pm ET)
11.9% of stocks are in the top 10% of today’s range.
24.1% are in the top 20%.
64.0% are in the top half. 36.0% of stocks are in the bottom half of today’s range.
8.3% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN (20170111 3:00 pm ET)
60.0% of stocks are above yesterday’s close. (40.0% are below.)
1.2% are up 4.5% or more. 0.4% are down 4.5% or more.
2.6% are up 3.5% or more. 0.9% are down 3.5% or more.
66.8% are between +1% and -1%.

RSI on DAILY (20170111 3:00 pm ET)
2-day: >=95:6.4%…>=90:13.4%…>=80:25.4%…>=50:58.6%…<=20:15.8%…<=10:7.8%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:62.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:68.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170111 3:00 pm ET)
24.1% above previous 1 highs, 13.5% below previous 1 lows
18.9% above previous 2 highs, 9.7% below previous 2 lows
14.5% above previous 3 highs, 8.3% below previous 3 lows
12.2% above previous 4 highs, 7.2% below previous 4 lows
11.1% above previous 5 highs, 6.6% below previous 5 lows
10.3% above previous 6 highs, 4.7% below previous 6 lows
10.2% above previous 7 highs, 3.8% below previous 7 lows
10.1% above previous 8 highs, 3.3% below previous 8 lows
9.5% above previous 9 highs, 3.2% below previous 9 lows
8.9% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170111 3:00 pm ET)
60.0% are above or equal to 1/10 close (1 days ago), 40.0% are below.
65.3% are above or equal to 1/9 close (2 days ago), 34.7% are below.
47.0% are above or equal to 1/6 close (3 days ago), 53.0% are below.
49.1% are above or equal to 1/5 close (4 days ago), 50.9% are below.
42.0% are above or equal to 1/4 close (5 days ago), 58.0% are below.
63.7% are above or equal to 1/3 close (6 days ago), 36.3% are below.
70.3% are above or equal to 12/30 close (7 days ago), 29.7% are below.
67.9% are above or equal to 12/29 close (8 days ago), 32.1% are below.
68.4% are above or equal to 12/28 close (9 days ago), 31.6% are below.
52.6% are above or equal to 12/27 close (10 days ago), 47.4% are below.
58.2% are above or equal to 12/23 close (11 days ago), 41.8% are below.
58.9% are above or equal to 12/22 close (12 days ago), 41.1% are below.
55.1% are above or equal to 12/21 close (13 days ago), 44.9% are below.
52.1% are above or equal to 12/20 close (14 days ago), 47.9% are below.
58.5% are above or equal to 12/19 close (15 days ago), 41.5% are below.
63.3% are above or equal to 12/16 close (16 days ago), 36.7% are below.
61.1% are above or equal to 12/15 close (17 days ago), 38.9% are below.
63.0% are above or equal to 12/14 close (18 days ago), 37.0% are below.
51.1% are above or equal to 12/13 close (19 days ago), 48.9% are below.
51.9% are above or equal to 12/12 close (20 days ago), 48.1% are below.
47.0% are above or equal to 12/9 close (21 days ago), 53.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170111 3:00 pm ET)
20d: 11.2% new highs, 6.7% new lows
21d: 10.8% new highs, 6.4% new lows
42d: 7.7% new highs, 1.8% new lows
63d: 5.8% new highs, 1.2% new lows
126d: 5.2% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170111 3:00 pm ET)
2-day: 58.6% above, 41.4% below
3-day: 64.6% above, 35.4% below
4-day: 55.5% above, 44.5% below
5-day: 54.1% above, 45.9% below
8-day: 58.6% above, 41.4% below
10-day: 61.7% above, 38.3% below
20-day: 59.5% above, 40.5% below
50-day: 76.3% above, 23.7% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170111 3:00 pm ET)
CHEM(24): 1.21% Top=ALB CC CF PAH EMN CE POT FMC ….. HUN APD DD RPM MON PPG ASH OLN=Bottom (Chemicals/Fertilizers)
ENER(88): 1.15% Top=ATW RIG RDC REN WPZ DO DPM NBR ….. VVV PDCE MTDR COG HLX BAS RSPP PE=Bottom (Energy)
TRAN(25): 0.86% Top=BRS ALK NAT UAL CNI GWR CSX EXPD ….. SWFT KSU UPS AAL FDX TRN WAB SAVE=Bottom (Transportation)
MANU(34): 0.77% Top=KMT CFX DOV ITT PH BWXT ROP ETN ….. HON AME SWK MHK TTC MWA DDD ATI=Bottom (Manufacturing)
MATE(23): 0.72% Top=KBH SRCL MDR FAST CAA DHI TPH WM ….. MLM OC LEN PWR WCN FLR VMC SUM=Bottom (Materials & Construction)
COSW(75): 0.62% Top=WDAY NTNX SPLK NOW PFPT CRM TEAM ZEN ….. TSS XRX BIDU NCR HPE PTC WUBA VIPS=Bottom (Computer Software/Internet)
META(29): 0.48% Top=TECK CCJ SLCA FMSA CLF AEM AA AGI ….. AG ABX STLD SCCO NEM X CMC SSRI=Bottom (Metals & Mining)
HEAL(43): 0.29% Top=CYH BKD PRXL THC MD DXCM A LH ….. BSX OPK ESRX TMO VWR COO IART IRWD=Bottom (Health)
ELEC(47): 0.22% Top=FSLR SIMO SPWR MCHP CSIQ MSCC MU CAVM ….. FLEX AVGO BRKR OCLR NVDA AMD PI AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(31): 0.14% Top=ORI VR RDN PGR MTG AGO MET AFL ….. AJG WLTW MMC TMK CLGX L BRO AIG=Bottom (Insurance)
FINA(85): 0.12% Top=LM BMO IVZ APO STT PSEC WAL AMG ….. BLK CFG DFS CME RF SLM C SYF=Bottom (Banks/Financials)
DISV(42): 0.10% Top=SBAC AMN CAR RRD WTW MAN R ALLE ….. ADS ULTA ACM BAH RBA KBR YY MYGN=Bottom (Diversified Services)
LEIS(33): 0.02% Top=DPZ GPRO LQ MAR QSR WEN H SHAK ….. YUM JACK BYD BLMN LVS DNKN MGM WYNN=Bottom (Leisure)
REAL(100): -0.07% Top=HPT CIM SRC SNH KRG OUT COR HCP ….. PEB CLI BXP MGP CUBE EXR MAA PSA=Bottom (Real Estate)
COHW(34): -0.15% Top=ACIA VRSN PANW BBRY HPQ CDW NTAP CCI ….. COMM ANET VG S STX TMUS JNPR PSTG=Bottom (Computer Hardware/Telecom)
CONS(49): -0.50% Top=BLL ENR KS SEE OI CCK EL BC ….. SKX KATE PVH WWW COTY HBI GT GIL=Bottom (Consumer)
RETA(60): -0.68% Top=AAP WBA BID JCP KMX TIF CPRT NFLX ….. TLRD FINL CHS SPLS SBH BURL SIG PIR=Bottom (Retail & Specialty Retail)

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 3:00 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:16 pm

Market Stats at 2:15 pm ET
by daytrend on 20170111. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 822.

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 (20170111 2:15 pm ET)
22.6% of stocks are above yesterday’s high.
59.2% are above yesterday’s midpoint. (40.8% are below.)
12.8% are below yesterday’s low.
64.6% are inside yesterday’s range.
44.5% of stocks with today’s high > yesterday’s high. (55.5% less than).
40.6% of stocks with today’s low < yesterday’s low. (59.4% greater than).

EVIDENCE OF INTRADAY TREND (20170111 2:15 pm ET)
58.2% of stocks are above today’s open. (40.0% are below).
50.5% of stocks are above today’s open and yesterday’s close.
33.2% are below both.
6.8% of stocks opened above yesterday’s high.
51.2% of stocks opened above yesterday’s close. (42.7% opened below yesterday’s close).
7.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170111 2:15 pm ET)
13.3% of stocks are in the top 10% of today’s range.
26.2% are in the top 20%.
62.2% are in the top half. 37.8% of stocks are in the bottom half of today’s range.
7.4% are in the bottom 20%.
2.1% are in the bottom 10%.

GAIN (20170111 2:15 pm ET)
59.4% of stocks are above yesterday’s close. (40.6% are below.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
2.4% are up 3.5% or more. 0.9% are down 3.5% or more.
65.8% are between +1% and -1%.

RSI on DAILY (20170111 2:15 pm ET)
2-day: >=95:6.3%…>=90:13.1%…>=80:24.3%…>=50:59.1%…<=20:14.8%…<=10:6.7%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:62.8%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:68.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170111 2:15 pm ET)
22.6% above previous 1 highs, 12.8% below previous 1 lows
17.0% above previous 2 highs, 9.7% below previous 2 lows
13.3% above previous 3 highs, 8.4% below previous 3 lows
11.2% above previous 4 highs, 6.7% below previous 4 lows
10.0% above previous 5 highs, 5.6% below previous 5 lows
9.4% above previous 6 highs, 4.3% below previous 6 lows
9.4% above previous 7 highs, 3.3% below previous 7 lows
9.1% above previous 8 highs, 2.9% below previous 8 lows
8.4% above previous 9 highs, 2.8% below previous 9 lows
7.8% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170111 2:15 pm ET)
59.4% are above or equal to 1/10 close (1 days ago), 40.6% are below.
65.0% are above or equal to 1/9 close (2 days ago), 35.0% are below.
45.7% are above or equal to 1/6 close (3 days ago), 54.3% are below.
48.8% are above or equal to 1/5 close (4 days ago), 51.2% are below.
42.3% are above or equal to 1/4 close (5 days ago), 57.7% are below.
64.0% are above or equal to 1/3 close (6 days ago), 36.0% are below.
70.3% are above or equal to 12/30 close (7 days ago), 29.7% are below.
68.1% are above or equal to 12/29 close (8 days ago), 31.9% are below.
68.4% are above or equal to 12/28 close (9 days ago), 31.6% are below.
53.2% are above or equal to 12/27 close (10 days ago), 46.8% are below.
57.7% are above or equal to 12/23 close (11 days ago), 42.3% are below.
58.5% are above or equal to 12/22 close (12 days ago), 41.5% are below.
55.0% are above or equal to 12/21 close (13 days ago), 45.0% are below.
52.7% are above or equal to 12/20 close (14 days ago), 47.3% are below.
58.9% are above or equal to 12/19 close (15 days ago), 41.1% are below.
63.4% are above or equal to 12/16 close (16 days ago), 36.6% are below.
60.9% are above or equal to 12/15 close (17 days ago), 39.1% are below.
64.4% are above or equal to 12/14 close (18 days ago), 35.6% are below.
51.3% are above or equal to 12/13 close (19 days ago), 48.7% are below.
52.2% are above or equal to 12/12 close (20 days ago), 47.8% are below.
46.4% are above or equal to 12/9 close (21 days ago), 53.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170111 2:15 pm ET)
20d: 10.2% new highs, 6.7% new lows
21d: 10.0% new highs, 6.4% new lows
42d: 7.2% new highs, 1.7% new lows
63d: 5.6% new highs, 1.2% new lows
126d: 5.0% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170111 2:15 pm ET)
2-day: 57.5% above, 42.5% below
3-day: 64.0% above, 36.0% below
4-day: 56.1% above, 43.9% below
5-day: 52.6% above, 47.4% below
8-day: 58.5% above, 41.5% below
10-day: 61.6% above, 38.4% below
20-day: 59.1% above, 40.9% below
50-day: 76.3% above, 23.7% below
200-day: 69.2% above, 30.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170111 2:15 pm ET)
ENER(88): 1.26% Top=ATW WPZ RDC RIG REN DPM COP WLL ….. RES EGN MTDR RSPP COG BAS PE HLX=Bottom (Energy)
CHEM(24): 1.14% Top=ALB CF CC EMN CE PAH POT FMC ….. IFF APD GRA RPM MON PPG ASH OLN=Bottom (Chemicals/Fertilizers)
TRAN(25): 0.87% Top=BRS ALK NAT UAL GWR CNI CSX EXPD ….. SWFT CHRW UPS AAL FDX WAB TRN SAVE=Bottom (Transportation)
MANU(34): 0.85% Top=KMT CFX DOV PH ITT ROK ROP BWXT ….. AME HON SWK MHK TTC MWA DDD ATI=Bottom (Manufacturing)
MATE(23): 0.70% Top=KBH MDR SRCL FAST CAA TPH DHI WM ….. LEN MLM OC FLR WCN DAR VMC SUM=Bottom (Materials & Construction)
COSW(75): 0.43% Top=WDAY SPLK NOW ZEN CRM TEAM PFPT CERN ….. MTCH NTES BIDU TWLO SQ PTC WUBA VIPS=Bottom (Computer Software/Internet)
META(29): 0.36% Top=TECK CCJ FMSA SLCA AEM CLF AA AGI ….. CNX AG STLD SCCO NEM CMC X SSRI=Bottom (Metals & Mining)
ELEC(47): 0.19% Top=FSLR SIMO SPWR MCHP CSIQ MSCC MU SWKS ….. TER OCLR AVGO BRKR NVDA AMD PI AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): 0.18% Top=CYH PRXL THC BKD A DXCM LH MD ….. ESRX TMO BSX VWR OPK COO IART IRWD=Bottom (Health)
INSU(31): 0.12% Top=ORI RDN MTG VR AFL PGR PRU MET ….. XL CLGX L WLTW MMC TMK AIG BRO=Bottom (Insurance)
REAL(100): 0.09% Top=HPT CIM CYS SRC SNH CBL COR STOR ….. BXP CLI CUZ MGP CUBE EXR MAA PSA=Bottom (Real Estate)
FINA(85): 0.04% Top=BMO LM AMG PSEC STT IVZ BOFI APO ….. DFS SLM AMP OMF CME RF C SYF=Bottom (Banks/Financials)
DISV(42): 0.03% Top=SBAC AMN WTW RRD CAR R ALLE MAN ….. ULTA ACM BAH RBA KBR ZTO YY MYGN=Bottom (Diversified Services)
LEIS(33): -0.10% Top=GPRO DPZ LQ MAR WEN QSR DRI WYN ….. YUM CMG JACK BYD LVS DNKN WYNN MGM=Bottom (Leisure)
COHW(34): -0.16% Top=ACIA PANW CDW VRSN NTAP CIEN HPQ BBRY ….. ANET ZAYO TMUS VG S STX JNPR PSTG=Bottom (Computer Hardware/Telecom)
CONS(49): -0.51% Top=ENR BLL KS OI EL SEE PKG CCK ….. KATE RL VFC MAT PVH HBI GIL GT=Bottom (Consumer)
RETA(60): -0.83% Top=KMX WBA BID AAP TIF CPRT WMT AN ….. SPLS FINL TLRD CHS SBH BURL PIR SIG=Bottom (Retail & Specialty Retail)

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 2:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:19 pm

Market Stats at 12:19 pm ET
by daytrend on 20170111. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 822.

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 (20170111 12:19 pm ET)
21.0% of stocks are above yesterday’s high.
57.3% are above yesterday’s midpoint. (42.7% are below.)
13.4% are below yesterday’s low.
65.6% are inside yesterday’s range.
41.6% of stocks with today’s high > yesterday’s high. (58.4% less than).
38.2% of stocks with today’s low < yesterday’s low. (61.8% greater than).

EVIDENCE OF INTRADAY TREND (20170111 12:19 pm ET)
57.8% of stocks are above today’s open. (40.1% are below).
48.8% of stocks are above today’s open and yesterday’s close.
32.5% are below both.
6.8% of stocks opened above yesterday’s high.
51.2% of stocks opened above yesterday’s close. (42.7% opened below yesterday’s close).
7.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170111 12:19 pm ET)
7.1% of stocks are in the top 10% of today’s range.
20.9% are in the top 20%.
62.4% are in the top half. 37.6% of stocks are in the bottom half of today’s range.
9.6% are in the bottom 20%.
3.6% are in the bottom 10%.

GAIN (20170111 12:19 pm ET)
59.5% of stocks are above yesterday’s close. (40.5% are below.)
1.0% are up 4.5% or more. 0.4% are down 4.5% or more.
2.2% are up 3.5% or more. 1.0% are down 3.5% or more.
70.3% are between +1% and -1%.

RSI on DAILY (20170111 12:19 pm ET)
2-day: >=95:6.2%…>=90:11.4%…>=80:22.4%…>=50:55.6%…<=20:14.8%…<=10:6.2%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:63.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:68.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170111 12:19 pm ET)
21.0% above previous 1 highs, 13.4% below previous 1 lows
16.5% above previous 2 highs, 10.1% below previous 2 lows
12.8% above previous 3 highs, 8.3% below previous 3 lows
10.9% above previous 4 highs, 6.4% below previous 4 lows
10.1% above previous 5 highs, 5.4% below previous 5 lows
9.5% above previous 6 highs, 4.5% below previous 6 lows
9.5% above previous 7 highs, 4.0% below previous 7 lows
9.5% above previous 8 highs, 3.8% below previous 8 lows
8.8% above previous 9 highs, 3.4% below previous 9 lows
8.3% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170111 12:19 pm ET)
59.5% are above or equal to 1/10 close (1 days ago), 40.5% are below.
63.7% are above or equal to 1/9 close (2 days ago), 36.3% are below.
45.6% are above or equal to 1/6 close (3 days ago), 54.4% are below.
47.7% are above or equal to 1/5 close (4 days ago), 52.3% are below.
41.1% are above or equal to 1/4 close (5 days ago), 58.9% are below.
63.7% are above or equal to 1/3 close (6 days ago), 36.3% are below.
70.4% are above or equal to 12/30 close (7 days ago), 29.6% are below.
68.7% are above or equal to 12/29 close (8 days ago), 31.3% are below.
68.7% are above or equal to 12/28 close (9 days ago), 31.3% are below.
52.2% are above or equal to 12/27 close (10 days ago), 47.8% are below.
57.9% are above or equal to 12/23 close (11 days ago), 42.1% are below.
59.1% are above or equal to 12/22 close (12 days ago), 40.9% are below.
54.7% are above or equal to 12/21 close (13 days ago), 45.3% are below.
51.8% are above or equal to 12/20 close (14 days ago), 48.2% are below.
59.9% are above or equal to 12/19 close (15 days ago), 40.1% are below.
63.5% are above or equal to 12/16 close (16 days ago), 36.5% are below.
60.3% are above or equal to 12/15 close (17 days ago), 39.7% are below.
63.3% are above or equal to 12/14 close (18 days ago), 36.7% are below.
51.6% are above or equal to 12/13 close (19 days ago), 48.4% are below.
52.7% are above or equal to 12/12 close (20 days ago), 47.3% are below.
45.9% are above or equal to 12/9 close (21 days ago), 54.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170111 12:19 pm ET)
20d: 9.6% new highs, 6.4% new lows
21d: 9.4% new highs, 6.1% new lows
42d: 6.7% new highs, 1.6% new lows
63d: 5.1% new highs, 1.2% new lows
126d: 4.4% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170111 12:19 pm ET)
2-day: 57.2% above, 42.8% below
3-day: 61.2% above, 38.8% below
4-day: 54.3% above, 45.7% below
5-day: 49.5% above, 50.5% below
8-day: 56.7% above, 43.3% below
10-day: 60.8% above, 39.2% below
20-day: 59.4% above, 40.6% below
50-day: 75.7% above, 24.3% below
200-day: 69.3% above, 30.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170111 12:19 pm ET)
ENER(88): 1.16% Top=ATW RIG RDC REN WPZ WLL DO DPM ….. PAA EGN SU BAS RRC COG RSPP PE=Bottom (Energy)
CHEM(24): 0.85% Top=ALB CC PAH EMN CF CE HUN SHW ….. DD WLK IFF PX RPM PPG ASH MON=Bottom (Chemicals/Fertilizers)
TRAN(25): 0.83% Top=BRS UAL ALK NAT CSX EXPD JBLU LUV ….. CP DAL SWFT UPS FDX TRN WAB SAVE=Bottom (Transportation)
MANU(34): 0.79% Top=KMT CFX PH ITT DOV ROP BWXT MRC ….. AME HON SWK MHK TTC ATI MWA DDD=Bottom (Manufacturing)
MATE(23): 0.46% Top=KBH MDR FAST CAA WY SRCL MAS USG ….. LEN OC PWR WCN FLR DAR VMC SUM=Bottom (Materials & Construction)
COSW(75): 0.39% Top=WDAY NOW ZEN ATHM SPLK PFPT CRM TEAM ….. BIDU MTCH NTES JD XRX PTC WUBA VIPS=Bottom (Computer Software/Internet)
ELEC(47): 0.30% Top=SPWR FSLR SIMO CSIQ MCHP MSCC SWKS MU ….. MXL FTV AVGO NVDA AMD BRKR PI AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(100): 0.22% Top=SRC HPT CIM HST COR DRH GPT OUT ….. AVB CUBE CUZ KRC EXR MGP PSA MAA=Bottom (Real Estate)
INSU(31): 0.17% Top=RDN ORI PRU MTG AGO AFL TRV MET ….. AJG XL AON AIG TMK MMC FNF BRO=Bottom (Insurance)
FINA(85): 0.04% Top=WETF LM BMO APO STT GS USB HBAN ….. AMP WFC VOYA C SLM OMF RF SYF=Bottom (Banks/Financials)
HEAL(43): 0.00% Top=CYH THC PRXL BKD A DXCM LH MD ….. BSX XRAY DVA TMO COO OPK IART IRWD=Bottom (Health)
META(29): -0.04% Top=TECK CLF SLCA FMSA CCJ AA AKS FCX ….. GG CENX CNX SLW ABX AG NEM SSRI=Bottom (Metals & Mining)
DISV(42): -0.12% Top=AMN SBAC CAR AL MAN R HRB WTW ….. CXW ACM FDC KBR RBA ZTO YY MYGN=Bottom (Diversified Services)
COHW(34): -0.14% Top=ACIA CDW PANW CCI CIEN NTAP BBRY FNSR ….. VZ ANET TMUS S VG STX JNPR PSTG=Bottom (Computer Hardware/Telecom)
LEIS(33): -0.17% Top=LQ DPZ MAR GPRO WYN WEN MCD DRI ….. BLMN EXPE ARMK BYD DNKN LVS WYNN MGM=Bottom (Leisure)
CONS(49): -0.39% Top=ENR TUP GPK PKG BC OI BLL SEE ….. WWW VFC KATE MAT GT PVH LULU GIL=Bottom (Consumer)
RETA(60): -0.75% Top=KMX GME BID WBA AAP NFLX TIF CPRT ….. ETSY GPS PIR FINL CHS SBH TLRD SIG=Bottom (Retail & Specialty Retail)

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 12:19 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:39 am

Market Stats at 10:39 am ET
by daytrend on 20170111. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 824.

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 (20170111 10:39 am ET)
18.4% of stocks are above yesterday’s high.
55.3% are above yesterday’s midpoint. (44.7% are below.)
14.0% are below yesterday’s low.
67.6% are inside yesterday’s range.
34.7% of stocks with today’s high > yesterday’s high. (65.3% less than).
32.8% of stocks with today’s low < yesterday’s low. (67.2% greater than).

EVIDENCE OF INTRADAY TREND (20170111 10:39 am ET)
56.7% of stocks are above today’s open. (41.4% are below).
47.6% of stocks are above today’s open and yesterday’s close.
32.5% are below both.
6.8% of stocks opened above yesterday’s high.
51.1% of stocks opened above yesterday’s close. (42.8% opened below yesterday’s close).
7.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170111 10:39 am ET)
17.1% of stocks are in the top 10% of today’s range.
30.8% are in the top 20%.
60.1% are in the top half. 39.9% of stocks are in the bottom half of today’s range.
13.8% are in the bottom 20%.
5.8% are in the bottom 10%.

GAIN (20170111 10:39 am ET)
58.3% of stocks are above yesterday’s close. (41.7% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
1.2% are up 3.5% or more. 0.7% are down 3.5% or more.
75.5% are between +1% and -1%.

RSI on DAILY (20170111 10:39 am ET)
2-day: >=95:6.4%…>=90:13.2%…>=80:23.5%…>=50:55.7%…<=20:17.6%…<=10:8.3%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:60.1%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:66.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170111 10:39 am ET)
18.4% above previous 1 highs, 14.0% below previous 1 lows
14.9% above previous 2 highs, 11.2% below previous 2 lows
11.9% above previous 3 highs, 10.0% below previous 3 lows
10.2% above previous 4 highs, 9.1% below previous 4 lows
9.3% above previous 5 highs, 7.8% below previous 5 lows
8.9% above previous 6 highs, 5.2% below previous 6 lows
8.9% above previous 7 highs, 4.7% below previous 7 lows
8.7% above previous 8 highs, 3.9% below previous 8 lows
8.0% above previous 9 highs, 3.6% below previous 9 lows
7.6% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170111 10:39 am ET)
58.3% are above or equal to 1/10 close (1 days ago), 41.7% are below.
62.6% are above or equal to 1/9 close (2 days ago), 37.4% are below.
45.8% are above or equal to 1/6 close (3 days ago), 54.2% are below.
46.1% are above or equal to 1/5 close (4 days ago), 53.9% are below.
40.0% are above or equal to 1/4 close (5 days ago), 60.0% are below.
61.3% are above or equal to 1/3 close (6 days ago), 38.7% are below.
70.4% are above or equal to 12/30 close (7 days ago), 29.6% are below.
68.1% are above or equal to 12/29 close (8 days ago), 31.9% are below.
67.5% are above or equal to 12/28 close (9 days ago), 32.5% are below.
52.5% are above or equal to 12/27 close (10 days ago), 47.5% are below.
57.5% are above or equal to 12/23 close (11 days ago), 42.5% are below.
58.5% are above or equal to 12/22 close (12 days ago), 41.5% are below.
54.2% are above or equal to 12/21 close (13 days ago), 45.8% are below.
50.5% are above or equal to 12/20 close (14 days ago), 49.5% are below.
57.4% are above or equal to 12/19 close (15 days ago), 42.6% are below.
63.0% are above or equal to 12/16 close (16 days ago), 37.0% are below.
59.6% are above or equal to 12/15 close (17 days ago), 40.4% are below.
61.9% are above or equal to 12/14 close (18 days ago), 38.1% are below.
50.8% are above or equal to 12/13 close (19 days ago), 49.2% are below.
51.5% are above or equal to 12/12 close (20 days ago), 48.5% are below.
45.8% are above or equal to 12/9 close (21 days ago), 54.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170111 10:39 am ET)
20d: 8.4% new highs, 5.8% new lows
21d: 8.1% new highs, 5.5% new lows
42d: 5.9% new highs, 1.3% new lows
63d: 4.4% new highs, 1.1% new lows
126d: 3.8% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170111 10:39 am ET)
2-day: 56.2% above, 43.8% below
3-day: 62.6% above, 37.4% below
4-day: 55.3% above, 44.7% below
5-day: 50.7% above, 49.3% below
8-day: 55.6% above, 44.4% below
10-day: 60.3% above, 39.7% below
20-day: 57.6% above, 42.4% below
50-day: 75.4% above, 24.6% below
200-day: 69.5% above, 30.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170111 10:39 am ET)
TRAN(25): 0.87% Top=BRS UAL NAT GWR CSX ALK UNP EXPD ….. AAL CHRW SWFT FDX DAL CP WAB SAVE=Bottom (Transportation)
HEAL(44): 0.72% Top=BKD PRXL DXCM THC LH CYH SYK ACHC ….. EW TMO BSX IRWD COO DVA XRAY IART=Bottom (Health)
COSW(75): 0.69% Top=WDAY ATHM ZEN FEYE PFPT NOW NTNX FTNT ….. MDRX MSCI SQ XRX BIDU NTES WUBA VIPS=Bottom (Computer Software/Internet)
CHEM(24): 0.67% Top=ALB PAH CF CC EMN CE HUN AXTA ….. GRA MON IFF APD DOW ASH PPG PX=Bottom (Chemicals/Fertilizers)
MANU(34): 0.67% Top=KMT CFX DOV ITT PH ROP BWXT PNR ….. DE ITW TEX HON MHK MWA TTC ATI=Bottom (Manufacturing)
MATE(23): 0.41% Top=SRCL FAST MDR KBH MAS DAR CAA TOL ….. WY WM PWR TPH VMC FLR SUM WCN=Bottom (Materials & Construction)
ENER(88): 0.41% Top=ATW RDC WPZ RIG DPM REN NOV DO ….. QEP MUR EGN MTDR COG CPE PE RSPP=Bottom (Energy)
ELEC(48): 0.34% Top=SPWR FSLR CSIQ SIMO MSCC MCHP MU SWKS ….. CGNX NVDA AMAT AMD HIMX BRKR PI AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(31): 0.21% Top=ORI RDN AGO MET PRU AFL TRV CNO ….. AIG MMC L XL AJG TMK BRO AON=Bottom (Insurance)
COHW(34): 0.12% Top=ACIA WDC PANW CDW NTAP SSYS FNSR CIEN ….. ARRS VG VZ T S BCE PSTG JNPR=Bottom (Computer Hardware/Telecom)
DISV(42): 0.10% Top=AL CAR AMN WTW R FDC FLT HRB ….. ADS GPN BAH ZTO RBA CXW YY MYGN=Bottom (Diversified Services)
FINA(85): 0.06% Top=HBAN HOMB WETF VLY AXP WAL WBS USB ….. KKR TD CIT RF SLM AMP C SYF=Bottom (Banks/Financials)
LEIS(33): -0.10% Top=GPRO LQ DPZ MCD MAR DRI SHAK WYN ….. RCL YUM BYD EXPE MGM LVS WYNN DNKN=Bottom (Leisure)
REAL(100): -0.14% Top=SRC HPT QTS DRH LHO COR CBL OUT ….. KRC GEO AVB EXR CUBE MGP MAA PSA=Bottom (Real Estate)
CONS(49): -0.37% Top=GPK PKG BC ENR OI TUP FBHS PAY ….. GT RL PVH MAT LULU VFC GIL FOSL=Bottom (Consumer)
RETA(60): -0.44% Top=WBA KMX AAP BID GNC RH TSCO CPRT ….. BURL JWN KSS TLRD CHS URBN FINL SIG=Bottom (Retail & Specialty Retail)
META(29): -0.64% Top=TECK CCJ CLF FCX FMSA SLCA AA ARNC ….. CDE RGLD SLW ABX TAHO NEM AG SSRI=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:39 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

01/10/2017

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

Closing Stats
by daytrend on 20170110. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 821.

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 (20170110 Closing)
26.9% of stocks are above yesterday’s high.
51.9% are above yesterday’s midpoint. (48.1% are below.)
21.3% are below yesterday’s low.
51.8% are inside yesterday’s range.
51.5% of stocks with today’s high > yesterday’s high. (48.5% less than).
45.9% of stocks with today’s low < yesterday’s low. (54.1% greater than).

EVIDENCE OF INTRADAY TREND (20170110 Closing)
57.1% of stocks are above today’s open. (42.0% are below).
53.7% of stocks are above today’s open and yesterday’s close.
34.7% are below both.
5.5% of stocks opened above yesterday’s high.
59.6% of stocks opened above yesterday’s close. (34.6% opened below yesterday’s close).
7.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170110 Closing)
5.5% of stocks are in the top 10% of today’s range.
13.9% are in the top 20%.
51.0% are in the top half. 49.0% of stocks are in the bottom half of today’s range.
19.7% are in the bottom 20%.
11.0% are in the bottom 10%.

GAIN (20170110 Closing)
62.5% of stocks are above yesterday’s close. (37.5% are below.)
2.6% are up 4.5% or more. 0.7% are down 4.5% or more.
3.4% are up 3.5% or more. 1.3% are down 3.5% or more.
60.7% are between +1% and -1%.

RSI on DAILY (20170110 Closing)
2-day: >=95:6.0%…>=90:10.4%…>=80:20.3%…>=50:51.8%…<=20:21.2%…<=10:9.4%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:59.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:66.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170110 Closing)
26.9% above previous 1 highs, 21.3% below previous 1 lows
17.4% above previous 2 highs, 16.8% below previous 2 lows
13.6% above previous 3 highs, 13.6% below previous 3 lows
12.2% above previous 4 highs, 10.8% below previous 4 lows
11.4% above previous 5 highs, 7.9% below previous 5 lows
11.4% above previous 6 highs, 6.0% below previous 6 lows
11.3% above previous 7 highs, 5.4% below previous 7 lows
10.1% above previous 8 highs, 5.1% below previous 8 lows
9.5% above previous 9 highs, 5.0% below previous 9 lows
9.4% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170110 Closing)
62.5% are above or equal to 1/9 close (1 days ago), 37.5% are below.
42.3% are above or equal to 1/6 close (2 days ago), 57.7% are below.
43.7% are above or equal to 1/5 close (3 days ago), 56.3% are below.
37.6% are above or equal to 1/4 close (4 days ago), 62.4% are below.
59.7% are above or equal to 1/3 close (5 days ago), 40.3% are below.
69.1% are above or equal to 12/30 close (6 days ago), 30.9% are below.
66.4% are above or equal to 12/29 close (7 days ago), 33.6% are below.
66.5% are above or equal to 12/28 close (8 days ago), 33.5% are below.
49.7% are above or equal to 12/27 close (9 days ago), 50.3% are below.
55.9% are above or equal to 12/23 close (10 days ago), 44.1% are below.
57.1% are above or equal to 12/22 close (11 days ago), 42.9% are below.
51.8% are above or equal to 12/21 close (12 days ago), 48.2% are below.
47.4% are above or equal to 12/20 close (13 days ago), 52.6% are below.
55.2% are above or equal to 12/19 close (14 days ago), 44.8% are below.
62.5% are above or equal to 12/16 close (15 days ago), 37.5% are below.
59.0% are above or equal to 12/15 close (16 days ago), 41.0% are below.
60.7% are above or equal to 12/14 close (17 days ago), 39.3% are below.
49.6% are above or equal to 12/13 close (18 days ago), 50.4% are below.
49.9% are above or equal to 12/12 close (19 days ago), 50.1% are below.
44.6% are above or equal to 12/9 close (20 days ago), 55.4% are below.
44.5% are above or equal to 12/8 close (21 days ago), 55.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170110 Closing)
20d: 10.1% new highs, 8.0% new lows
21d: 9.9% new highs, 7.2% new lows
42d: 6.9% new highs, 1.1% new lows
63d: 4.6% new highs, 0.9% new lows
126d: 3.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170110 Closing)
2-day: 61.0% above, 39.0% below
3-day: 49.5% above, 50.5% below
4-day: 46.4% above, 53.6% below
5-day: 41.5% above, 58.5% below
8-day: 57.1% above, 42.9% below
10-day: 57.0% above, 43.0% below
20-day: 56.3% above, 43.7% below
50-day: 74.1% above, 25.9% below
200-day: 68.7% above, 31.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170110 Closing)
META(29): 2.79% Top=CLF CCJ TECK AKS FCX CENX X AA ….. SLW FNV AEM FMSA GG NEM ABX TAHO=Bottom (Metals & Mining)
HEAL(44): 1.45% Top=BKD DXCM BSX ZBH ANTM SYK COO NUVA ….. A VWR UNH PKI AET XRAY HCA ACHC=Bottom (Health)
RETA(60): 1.00% Top=W PIR ETSY KORS URBN BIG WSM BURL ….. AMZN WFM M WMT NFLX EBAY TLRD JCP=Bottom (Retail & Specialty Retail)
TRAN(25): 0.96% Top=ALK SAVE UAL AAL DAL LUV JBLU SWFT ….. NAT NSC CHRW EXPD KSU FDX UPS BRS=Bottom (Transportation)
ELEC(45): 0.74% Top=PI QRVO OCLR AYI CGNX TER SWKS AVGO ….. GRMN LRCX AMD FSLR NVDA XLNX WAT FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(33): 0.72% Top=KMT CFX MRC ATI TEX CAT CMI IR ….. SWK ROP MHK AGCO DE GE XYL DDD=Bottom (Manufacturing)
LEIS(33): 0.72% Top=CMG TXRH BLMN WYNN JACK MTN SEAS EAT ….. DNKN MAR GPRO SBUX SHAK HLT SONC ARMK=Bottom (Leisure)
DISV(42): 0.56% Top=YY CXW ZTO ACM AL URI RBA CAR ….. CTAS MYGN ADS AMN ALLE RRD MCO GPN=Bottom (Diversified Services)
INSU(31): 0.53% Top=RDN MBI AGO PGR AIG CNO MTG VR ….. TRV AFL AXS FAF MMC CLGX FNF AON=Bottom (Insurance)
FINA(85): 0.50% Top=VOYA UMPQ NAVI BAC FHN COF CFG SNV ….. PYPL NDAQ APO LAZ OMF CBOE BX WU=Bottom (Banks/Financials)
COSW(76): 0.48% Top=MDRX ATHM CERN JD YHOO NTES FTNT IT ….. EQIX ORCL SQ ZEN TWLO IBM MSCI NUAN=Bottom (Computer Software/Internet)
CONS(49): 0.28% Top=OI LULU KATE FOSL SKX PVH GIL SEE ….. PG EL TPX CL CLX CHD MAT PAY=Bottom (Consumer)
CHEM(24): 0.26% Top=CC OLN HUN PAH CE EMN POT ASH ….. FMC MON PX ALB APD GRA AXTA CF=Bottom (Chemicals/Fertilizers)
MATE(23): 0.23% Top=MDR FLR PWR TPH PHM CAA FAST VMC ….. MAS TOL USG WM OC WY SRCL DAR=Bottom (Materials & Construction)
COHW(34): -0.23% Top=TMUS CDW VG ZAYO ANET COMM PANW CSCO ….. ARRS TDC STX WDC CCI PSTG VRSN ACIA=Bottom (Computer Hardware/Telecom)
REAL(98): -0.46% Top=GEO CSAL SC ALLY PEB CLNY DEI BXMT ….. HTA EXR GGP PLD HCP CBL HCN VTR=Bottom (Real Estate)
ENER(90): -0.62% Top=PE SWN RRC DPM MDU BBG CVI EGN ….. EPD SXL MMP SPN CRC EPE HLX WMB=Bottom (Energy)

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

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