daytrend

07/28/2015

Filed under: Market Stats — daytrend @ 9:08 am

Market Stats at 10:08 am ET
by daytrend on 20150728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 965.

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 (20150728 10:08 am ET)
10.9% of stocks are above yesterday’s high.
39.5% are above yesterday’s midpoint. (60.5% are below.)
19.2% are below yesterday’s low.
69.9% are inside yesterday’s range.
40.0% of stocks with today’s high > yesterday’s high. (60.0% less than).
34.6% of stocks with today’s low < yesterday’s low. (65.4% greater than).

EVIDENCE OF INTRADAY TREND (20150728 10:08 am ET)
23.5% of stocks are above today’s open. (75.1% are below).
21.9% of stocks are above today’s open and yesterday’s close.
52.1% are below both.
17.4% of stocks opened above yesterday’s high.
87.9% of stocks opened above yesterday’s close. (9.5% opened below yesterday’s close).
2.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150728 10:08 am ET)
3.0% of stocks are in the top 10% of today’s range.
7.9% are in the top 20%.
28.2% are in the top half. 71.8% of stocks are in the bottom half of today’s range.
39.0% are in the bottom 20%.
25.4% are in the bottom 10%.

GAIN (20150728 10:08 am ET)
46.2% of stocks are above yesterday’s close. (53.8% are below.)
0.8% are up 4.5% or more. 0.4% are down 4.5% or more.
1.1% are up 3.5% or more. 0.5% are down 3.5% or more.
77.4% are between +1% and -1%.

RSI on DAILY (20150728 10:08 am ET)
2-day: >=95:0.8%…>=90:2.7%…>=80:5.0%…>=50:19.1%…<=20:51.0%…<=10:35.1%…<=5:21.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:21.1%…<=20:11.1%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:24.7%…<=20:4.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150728 10:08 am ET)
10.9% above previous 1 highs, 19.2% below previous 1 lows
3.8% above previous 2 highs, 18.0% below previous 2 lows
2.4% above previous 3 highs, 17.0% below previous 3 lows
1.8% above previous 4 highs, 16.3% below previous 4 lows
1.2% above previous 5 highs, 15.9% below previous 5 lows
1.2% above previous 6 highs, 15.5% below previous 6 lows
1.0% above previous 7 highs, 15.2% below previous 7 lows
1.0% above previous 8 highs, 15.0% below previous 8 lows
1.0% above previous 9 highs, 14.1% below previous 9 lows
1.0% above previous 10 highs, 13.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150728 10:08 am ET)
46.2% are above or equal to 7/27 close (1 days ago), 53.8% are below.
22.3% are above or equal to 7/24 close (2 days ago), 77.7% are below.
16.8% are above or equal to 7/23 close (3 days ago), 83.2% are below.
13.8% are above or equal to 7/22 close (4 days ago), 86.2% are below.
17.2% are above or equal to 7/21 close (5 days ago), 82.8% are below.
17.9% are above or equal to 7/20 close (6 days ago), 82.1% are below.
18.5% are above or equal to 7/17 close (7 days ago), 81.5% are below.
16.6% are above or equal to 7/16 close (8 days ago), 83.4% are below.
23.1% are above or equal to 7/15 close (9 days ago), 76.9% are below.
22.5% are above or equal to 7/14 close (10 days ago), 77.5% are below.
24.4% are above or equal to 7/13 close (11 days ago), 75.6% are below.
30.5% are above or equal to 7/10 close (12 days ago), 69.5% are below.
38.9% are above or equal to 7/9 close (13 days ago), 61.1% are below.
43.8% are above or equal to 7/8 close (14 days ago), 56.2% are below.
33.2% are above or equal to 7/7 close (15 days ago), 66.8% are below.
35.2% are above or equal to 7/6 close (16 days ago), 64.8% are below.
33.7% are above or equal to 7/2 close (17 days ago), 66.3% are below.
32.0% are above or equal to 7/1 close (18 days ago), 68.0% are below.
36.5% are above or equal to 6/30 close (19 days ago), 63.5% are below.
38.9% are above or equal to 6/29 close (20 days ago), 61.1% are below.
26.7% are above or equal to 6/26 close (21 days ago), 73.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150728 10:08 am ET)
20d: 2.7% new highs, 15.1% new lows
21d: 2.7% new highs, 14.9% new lows
42d: 2.1% new highs, 12.6% new lows
63d: 1.6% new highs, 11.2% new lows
126d: 0.9% new highs, 8.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150728 10:08 am ET)
2-day: 44.5% above, 55.5% below
3-day: 26.8% above, 73.2% below
4-day: 19.9% above, 80.1% below
5-day: 16.3% above, 83.7% below
8-day: 15.2% above, 84.8% below
10-day: 15.3% above, 84.7% below
20-day: 26.2% above, 73.8% below
50-day: 28.9% above, 71.1% below
200-day: 42.7% above, 57.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150728 10:08 am ET)
META(23): 1.13% Top=FCX TCK CENX STLD CMC PAAS BVN SCCO ….. RGLD AA CCJ HSC SWC SLCA FNV CNX=Bottom (Metals & Mining)
MATE(32): 0.63% Top=MAS WCN CLH WM BECN FAST PWR SRCL ….. MDC KBH MTH PHM LEN CVA DHI DAR=Bottom (Materials & Construction)
TRAN(41): 0.56% Top=UPS AAL UNP KSU UAL DAL FDX SAVE ….. BRS GBX NAT TK JBLU SWFT STNG TDW=Bottom (Transportation)
CONS(54): 0.33% Top=SCSS WHR HAR ECL FBHS IP EPC GPK ….. BC JAH HAS HBI FOSL PAY GT MAT=Bottom (Consumer)
ELEC(61): 0.32% Top=IPGP CPHD MU INTC FCS WAT LRCX APH ….. CGNX MEI SCTY SANM MSCC SUNE GLW SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(44): 0.11% Top=CMI AGCO PCP ATI HON CAT DE RS ….. WWD GTLS ROP LECO ATU SEDG DDD IR=Bottom (Manufacturing)
CHEM(29): 0.09% Top=EMN CE PPG RPM SHW VAL MEOH WLK ….. MOS MON AXLL CF POT DD AGU POL=Bottom (Chemicals/Fertilizers)
DISV(54): 0.07% Top=GPN JEC URI Z ACM XRS PCLN V ….. RCII CAR APOL TMH HMHC SSTK AHS BLOX=Bottom (Diversified Services)
LEIS(39): 0.03% Top=BYD QSR WYN GPRO WING MCD SIX HOT ….. SBUX SEAS MYCC MGM CAKE BJRI BLMN WYNN=Bottom (Leisure)
REAL(89): -0.00% Top=SIR PCL LPT AGNC NLY AVB BRX TWO ….. NSM LHO PGRE DFT CONE PEB MPW OFC=Bottom (Real Estate)
FINA(99): -0.07% Top=HAWK WDR BX LAZ LPLA AMP CTLT ARCC ….. BXS ESNT PVTB CIT OZRK PBCT WETF FMER=Bottom (Banks/Financials)
INSU(39): -0.17% Top=HIG MBI L PRI ORI ACE AIG PRU ….. AIZ MMC RDN VR MTG CLGX WRB TMK=Bottom (Insurance)
COHW(50): -0.31% Top=BBRY COMM VRSN QCOM EMC STX FNSR NTAP ….. SNDK CUDA SMCI NMBL GIMO KN SYNA SSYS=Bottom (Computer Hardware/Telecom)
HEAL(53): -0.35% Top=PODD UNH VAR BDX TMO XRAY IRWD STJ ….. MOH CNC UHS MDXG ACHC DGX LH ADPT=Bottom (Health)
ENER(97): -0.36% Top=ETP MRD CIE XOM WPZ EOG CVX RDC ….. LPI SPN CLR HLX NOV NFX OAS BCEI=Bottom (Energy)
RETA(67): -0.45% Top=ETSY BIG SIG DANG ZU CVS KR WBA ….. W M SHLD NFLX AEO BABA LL ANF=Bottom (Retail & Specialty Retail)
COSW(94): -0.57% Top=CDNS TTWO NTES SOHU EA TRI ACN NOW ….. MKTO ATHM ADSK FEYE VIPS YELP BITA BIDU=Bottom (Computer Software/Internet)

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 10:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:48 am

Market Stats at 9:47 am ET
by daytrend on 20150728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 965.

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 (20150728 9:47 am ET)
11.1% of stocks are above yesterday’s high.
41.1% are above yesterday’s midpoint. (58.9% are below.)
13.8% are below yesterday’s low.
75.1% are inside yesterday’s range.
38.1% of stocks with today’s high > yesterday’s high. (61.9% less than).
28.2% of stocks with today’s low < yesterday’s low. (71.8% greater than).

EVIDENCE OF INTRADAY TREND (20150728 9:47 am ET)
22.7% of stocks are above today’s open. (75.8% are below).
20.6% of stocks are above today’s open and yesterday’s close.
45.7% are below both.
17.4% of stocks opened above yesterday’s high.
87.9% of stocks opened above yesterday’s close. (9.5% opened below yesterday’s close).
2.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150728 9:47 am ET)
2.4% of stocks are in the top 10% of today’s range.
7.3% are in the top 20%.
23.9% are in the top half. 76.1% of stocks are in the bottom half of today’s range.
40.7% are in the bottom 20%.
20.0% are in the bottom 10%.

GAIN (20150728 9:47 am ET)
52.2% of stocks are above yesterday’s close. (47.8% are below.)
0.6% are up 4.5% or more. 0.5% are down 4.5% or more.
1.1% are up 3.5% or more. 0.8% are down 3.5% or more.
81.2% are between +1% and -1%.

RSI on DAILY (20150728 9:47 am ET)
2-day: >=95:1.2%…>=90:2.9%…>=80:5.4%…>=50:20.9%…<=20:48.1%…<=10:30.8%…<=5:19.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:22.1%…<=20:10.9%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:25.5%…<=20:4.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150728 9:47 am ET)
11.1% above previous 1 highs, 13.8% below previous 1 lows
3.1% above previous 2 highs, 13.1% below previous 2 lows
2.2% above previous 3 highs, 12.2% below previous 3 lows
1.7% above previous 4 highs, 11.8% below previous 4 lows
1.3% above previous 5 highs, 11.5% below previous 5 lows
1.2% above previous 6 highs, 11.4% below previous 6 lows
1.1% above previous 7 highs, 11.3% below previous 7 lows
1.0% above previous 8 highs, 11.1% below previous 8 lows
1.0% above previous 9 highs, 10.6% below previous 9 lows
1.0% above previous 10 highs, 10.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150728 9:47 am ET)
52.2% are above or equal to 7/27 close (1 days ago), 47.8% are below.
24.0% are above or equal to 7/24 close (2 days ago), 76.0% are below.
17.8% are above or equal to 7/23 close (3 days ago), 82.2% are below.
13.6% are above or equal to 7/22 close (4 days ago), 86.4% are below.
17.5% are above or equal to 7/21 close (5 days ago), 82.5% are below.
17.9% are above or equal to 7/20 close (6 days ago), 82.1% are below.
18.2% are above or equal to 7/17 close (7 days ago), 81.8% are below.
16.9% are above or equal to 7/16 close (8 days ago), 83.1% are below.
23.3% are above or equal to 7/15 close (9 days ago), 76.7% are below.
22.2% are above or equal to 7/14 close (10 days ago), 77.8% are below.
24.2% are above or equal to 7/13 close (11 days ago), 75.8% are below.
30.3% are above or equal to 7/10 close (12 days ago), 69.7% are below.
39.6% are above or equal to 7/9 close (13 days ago), 60.4% are below.
43.7% are above or equal to 7/8 close (14 days ago), 56.3% are below.
33.3% are above or equal to 7/7 close (15 days ago), 66.7% are below.
36.3% are above or equal to 7/6 close (16 days ago), 63.7% are below.
34.1% are above or equal to 7/2 close (17 days ago), 65.9% are below.
32.4% are above or equal to 7/1 close (18 days ago), 67.6% are below.
37.5% are above or equal to 6/30 close (19 days ago), 62.5% are below.
39.0% are above or equal to 6/29 close (20 days ago), 61.0% are below.
27.8% are above or equal to 6/26 close (21 days ago), 72.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150728 9:47 am ET)
20d: 2.6% new highs, 11.9% new lows
21d: 2.6% new highs, 11.7% new lows
42d: 1.9% new highs, 10.1% new lows
63d: 1.5% new highs, 8.7% new lows
126d: 0.8% new highs, 6.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150728 9:47 am ET)
2-day: 50.5% above, 49.5% below
3-day: 29.8% above, 70.2% below
4-day: 20.1% above, 79.9% below
5-day: 16.9% above, 83.1% below
8-day: 15.5% above, 84.5% below
10-day: 15.9% above, 84.1% below
20-day: 26.0% above, 74.0% below
50-day: 29.2% above, 70.8% below
200-day: 42.6% above, 57.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150728 9:47 am ET)
META(23): 0.92% Top=TCK FCX CENX STLD X AEM CMC PAAS ….. RGLD GG HSC CCJ SLCA FNV SWC CNX=Bottom (Metals & Mining)
MATE(32): 0.79% Top=MAS WCN BECN CLH WM USG PWR FLR ….. DHI VMC LEN RYL KBH DAR BCC MTH=Bottom (Materials & Construction)
MANU(44): 0.39% Top=CMI AGCO ATI TEX HON PCP CAT JKS ….. ITT SPW ATU ROP WWD LECO DDD IR=Bottom (Manufacturing)
TRAN(41): 0.37% Top=UPS KSU AAL UNP FDX CSX UAL ALK ….. XPO WERN NAT DHT TDW SWFT STNG JBLU=Bottom (Transportation)
CONS(54): 0.22% Top=FBHS SCSS HAR WHR EPC IP SEE CL ….. VFC JAH BC ICON MAT RL HBI PAY=Bottom (Consumer)
REAL(89): 0.19% Top=SIR AGNC NLY PCL LPT BRX AVB BEE ….. PDM DFT PGRE PEB NRZ MPW OFC CONE=Bottom (Real Estate)
ELEC(61): 0.18% Top=IPGP CPHD WAT CRUS MU INTC INVN FLEX ….. SCTY CAVM IDTI SUNE CGNX MSCC GLW SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(39): 0.10% Top=BYD LVS QSR WYN WING GPRO MCD MAR ….. CAKE SBUX MYCC SONC TXRH BLMN BJRI QUNR=Bottom (Leisure)
FINA(99): 0.07% Top=WDR BX HAWK HBAN KKR LAZ PFG LPLA ….. OZRK BMO PBCT ESNT LEAF TD WETF FMER=Bottom (Banks/Financials)
DISV(54): -0.02% Top=GPN JEC URI ACM GMT YY MA KBR ….. RHI TMH HMHC AHS SSTK HMSY BLOX RCII=Bottom (Diversified Services)
ENER(97): -0.03% Top=CIE ATW RDC SN MRD RIG DO XOM ….. EGN OAS COG SM HFC NFX NOV BCEI=Bottom (Energy)
INSU(39): -0.04% Top=HIG GNW MBI L PRU AIG LNC ORI ….. RDN MTG VR MMC CLGX JRVR WRB TMK=Bottom (Insurance)
COHW(50): -0.23% Top=BBRY KN COMM VRSN QCOM NTAP STX EMC ….. SMCI GOGO GIMO UBNT CUDA SYNA SSYS NMBL=Bottom (Computer Hardware/Telecom)
HEAL(53): -0.25% Top=UNH WX TMO VAR MR BDX PODD RMD ….. ADPT MOH WST ALGN DGX ACHC MDXG LH=Bottom (Health)
CHEM(29): -0.26% Top=EMN CE PPG HUN VAL SHW WLK PX ….. OLN AXTA AXLL POT GPRE AGU POL DD=Bottom (Chemicals/Fertilizers)
RETA(67): -0.40% Top=ETSY ZU DANG JCP WBA BIG KORS SIG ….. GNC BURL ANF AEO M BABA W NFLX=Bottom (Retail & Specialty Retail)
COSW(94): -0.59% Top=CDNS NTES NOW EQIX LNKD ACN EA LOCK ….. WUBA DBD SINA ATHM BITA PAYC YELP BIDU=Bottom (Computer Software/Internet)

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 9:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 6:21 am

Market Stats at End of Day
by daytrend on 20150727. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 965.

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 (20150727 EOD)
3.2% of stocks are above yesterday’s high.
13.9% are above yesterday’s midpoint. (86.1% are below.)
61.0% are below yesterday’s low.
35.8% are inside yesterday’s range.
13.9% of stocks with today’s high > yesterday’s high. (86.1% less than).
86.6% of stocks with today’s low < yesterday’s low. (13.4% greater than).

EVIDENCE OF INTRADAY TREND (20150727 EOD)
38.1% of stocks are above today’s open. (60.0% are below).
17.3% of stocks are above today’s open and yesterday’s close.
59.1% are below both.
0.9% of stocks opened above yesterday’s high.
7.2% of stocks opened above yesterday’s close. (90.5% opened below yesterday’s close).
53.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150727 EOD)
4.7% of stocks are in the top 10% of today’s range.
11.5% are in the top 20%.
37.4% are in the top half. 62.6% of stocks are in the bottom half of today’s range.
24.6% are in the bottom 20%.
8.1% are in the bottom 10%.

GAIN (20150727 EOD)
19.9% of stocks are above yesterday’s close. (80.1% are below.)
0.6% are up 4.5% or more. 4.2% are down 4.5% or more.
1.0% are up 3.5% or more. 8.1% are down 3.5% or more.
46.1% are between +1% and -1%.

RSI on DAILY (20150727 EOD)
2-day: >=95:1.1%…>=90:2.3%…>=80:4.7%…>=50:13.3%…<=20:67.6%…<=10:49.4%…<=5:32.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:21.6%…<=20:12.8%…<=10:0.7%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:24.7%…<=20:5.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150727 EOD)
3.2% above previous 1 highs, 61.0% below previous 1 lows
1.7% above previous 2 highs, 57.1% below previous 2 lows
1.5% above previous 3 highs, 51.0% below previous 3 lows
1.2% above previous 4 highs, 48.3% below previous 4 lows
1.1% above previous 5 highs, 46.6% below previous 5 lows
1.0% above previous 6 highs, 45.0% below previous 6 lows
1.0% above previous 7 highs, 43.1% below previous 7 lows
1.0% above previous 8 highs, 41.0% below previous 8 lows
0.9% above previous 9 highs, 39.8% below previous 9 lows
0.9% above previous 10 highs, 38.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150727 EOD)
19.9% are above or equal to 7/24 close (1 days ago), 80.1% are below.
15.4% are above or equal to 7/23 close (2 days ago), 84.6% are below.
12.5% are above or equal to 7/22 close (3 days ago), 87.5% are below.
16.4% are above or equal to 7/21 close (4 days ago), 83.6% are below.
16.6% are above or equal to 7/20 close (5 days ago), 83.4% are below.
16.5% are above or equal to 7/17 close (6 days ago), 83.5% are below.
16.5% are above or equal to 7/16 close (7 days ago), 83.5% are below.
21.8% are above or equal to 7/15 close (8 days ago), 78.2% are below.
21.0% are above or equal to 7/14 close (9 days ago), 79.0% are below.
23.2% are above or equal to 7/13 close (10 days ago), 76.8% are below.
29.8% are above or equal to 7/10 close (11 days ago), 70.2% are below.
39.2% are above or equal to 7/9 close (12 days ago), 60.8% are below.
43.2% are above or equal to 7/8 close (13 days ago), 56.8% are below.
33.2% are above or equal to 7/7 close (14 days ago), 66.8% are below.
35.4% are above or equal to 7/6 close (15 days ago), 64.6% are below.
34.2% are above or equal to 7/2 close (16 days ago), 65.8% are below.
31.4% are above or equal to 7/1 close (17 days ago), 68.6% are below.
36.3% are above or equal to 6/30 close (18 days ago), 63.7% are below.
38.1% are above or equal to 6/29 close (19 days ago), 61.9% are below.
27.7% are above or equal to 6/26 close (20 days ago), 72.3% are below.
27.5% are above or equal to 6/25 close (21 days ago), 72.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150727 EOD)
20d: 2.2% new highs, 40.1% new lows
21d: 2.2% new highs, 39.8% new lows
42d: 1.3% new highs, 34.3% new lows
63d: 1.0% new highs, 30.4% new lows
126d: 0.3% new highs, 20.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150727 EOD)
2-day: 18.4% above, 81.6% below
3-day: 14.8% above, 85.2% below
4-day: 13.0% above, 87.0% below
5-day: 12.7% above, 87.3% below
8-day: 12.7% above, 87.3% below
10-day: 14.0% above, 86.0% below
20-day: 27.8% above, 72.2% below
50-day: 28.7% above, 71.3% below
200-day: 42.3% above, 57.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150727 EOD)
REAL(89): -0.12% Top=CLI HCN VTR BXMT HCP GGP CIM PMT ….. HPT EQC PGRE HT CONE BEE OUT SIR=Bottom (Real Estate)
TRAN(41): -0.42% Top=WAB TRN GBX DHT AAL CHRW UAL UPS ….. JBLU AIRM BRS HA XPO NAT TK TDW=Bottom (Transportation)
MATE(32): -0.57% Top=BECN USG MTZ RSG WY CVA WM TOL ….. BCC PWR VMC AWI OC MLM EXP CLH=Bottom (Materials & Construction)
INSU(39): -0.63% Top=RDN AFSI ACE TRV XL ALL AXS AWH ….. LNC TMK FAF HIG UNM CNO GNW CLGX=Bottom (Insurance)
HEAL(53): -0.78% Top=MDXG BCR HYH ALGN A THOR ANTM MD ….. DGX ZLTQ THC ADPT PODD IRWD WX SPNC=Bottom (Health)
COHW(50): -0.80% Top=GIMO SSYS KN EMC SYNA STX QCOM CTL ….. TMUS COMM CIEN PLCM NSR GOGO CUDA PANW=Bottom (Computer Hardware/Telecom)
FINA(99): -1.07% Top=CTLT ESNT GHL PBCT EV BEN NYCB FULT ….. TCBI ASB SCHW HAWK CMA SLM LAZ ETFC=Bottom (Banks/Financials)
DISV(54): -1.12% Top=ATHN CATM ADT URI PAYX RBA CXW JEC ….. ADS AAN YY HMSY Z HRB BLOX XRS=Bottom (Diversified Services)
ELEC(61): -1.15% Top=TSL CREE INTC SANM MXIM MRVL INVN LLTC ….. HIMX QRVO SIMO MTSI CRUS AMBA SWKS CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(54): -1.15% Top=COH TPX ICON KMB CL CLX UA CHD ….. WHR WWW HBI TUP KATE HAR CROX SCSS=Bottom (Consumer)
RETA(67): -1.25% Top=GES AEO GPS AMZN JWN DDS AAP M ….. NFLX DANG PIR SHLD FIVE CAB ETSY W=Bottom (Retail & Specialty Retail)
LEIS(39): -1.37% Top=QSR MYCC BJRI SIX PNRA CMG CAKE DPZ ….. BYD LVS MGM SONC WYNN SHAK ZOES QUNR=Bottom (Leisure)
MANU(44): -1.40% Top=LECO GE DCI KMT DOV ATU RS EMR ….. AOS PNR AME TEX JOY JKS ROP SEDG=Bottom (Manufacturing)
CHEM(29): -1.54% Top=GPRE ASH ALB DD SHW CE DOW FTK ….. AGU EMN CYT RPM AXTA CF HUN POL=Bottom (Chemicals/Fertilizers)
COSW(94): -1.89% Top=BOX LOGM SWI GOOG MDAS FFIV EQIX DBD ….. CYBR SINA ATHM BITA SFUN PAYC NTES JD=Bottom (Computer Software/Internet)
META(23): -2.01% Top=X NUE SWC STLD SLCA FNV CENX CNX ….. PAAS CCJ AEM BVN ABX GG TCK FCX=Bottom (Metals & Mining)
ENER(97): -2.01% Top=NGLS OKS EPD PAA GEL WPZ EEP NFG ….. QEP BBG NFX ECA FET CJES OAS CLR=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.
MONDAY’S Market Stats at End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

07/27/2015

Filed under: Market Stats — daytrend @ 9:44 am

Market Stats at 10:44 am ET
by daytrend on 20150727. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 964.

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 (20150727 10:44 am ET)
4.3% of stocks are above yesterday’s high.
17.7% are above yesterday’s midpoint. (82.3% are below.)
43.8% are below yesterday’s low.
52.0% are inside yesterday’s range.
11.2% of stocks with today’s high > yesterday’s high. (88.8% less than).
83.0% of stocks with today’s low < yesterday’s low. (17.0% greater than).

EVIDENCE OF INTRADAY TREND (20150727 10:44 am ET)
60.8% of stocks are above today’s open. (38.3% are below).
27.4% of stocks are above today’s open and yesterday’s close.
37.3% are below both.
0.8% of stocks opened above yesterday’s high.
7.1% of stocks opened above yesterday’s close. (90.4% opened below yesterday’s close).
53.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150727 10:44 am ET)
18.4% of stocks are in the top 10% of today’s range.
38.5% are in the top 20%.
72.6% are in the top half. 27.4% of stocks are in the bottom half of today’s range.
5.7% are in the bottom 20%.
1.9% are in the bottom 10%.

GAIN (20150727 10:44 am ET)
29.9% of stocks are above yesterday’s close. (70.1% are below.)
0.2% are up 4.5% or more. 0.8% are down 4.5% or more.
0.4% are up 3.5% or more. 2.2% are down 3.5% or more.
66.9% are between +1% and -1%.

RSI on DAILY (20150727 10:44 am ET)
2-day: >=95:1.1%…>=90:2.2%…>=80:4.4%…>=50:15.1%…<=20:59.1%…<=10:39.1%…<=5:24.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.6%…>=50:24.5%…<=20:9.8%…<=10:0.3%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:28.1%…<=20:3.7%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150727 10:44 am ET)
4.3% above previous 1 highs, 43.8% below previous 1 lows
1.7% above previous 2 highs, 41.3% below previous 2 lows
1.5% above previous 3 highs, 36.3% below previous 3 lows
1.3% above previous 4 highs, 33.4% below previous 4 lows
1.3% above previous 5 highs, 31.5% below previous 5 lows
1.3% above previous 6 highs, 30.3% below previous 6 lows
1.3% above previous 7 highs, 29.3% below previous 7 lows
1.2% above previous 8 highs, 27.5% below previous 8 lows
1.1% above previous 9 highs, 26.3% below previous 9 lows
1.0% above previous 10 highs, 25.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150727 10:44 am ET)
29.9% are above or equal to 7/24 close (1 days ago), 70.1% are below.
17.1% are above or equal to 7/23 close (2 days ago), 82.9% are below.
16.1% are above or equal to 7/22 close (3 days ago), 83.9% are below.
18.0% are above or equal to 7/21 close (4 days ago), 82.0% are below.
19.5% are above or equal to 7/20 close (5 days ago), 80.5% are below.
19.4% are above or equal to 7/17 close (6 days ago), 80.6% are below.
18.8% are above or equal to 7/16 close (7 days ago), 81.2% are below.
25.2% are above or equal to 7/15 close (8 days ago), 74.8% are below.
23.0% are above or equal to 7/14 close (9 days ago), 77.0% are below.
25.7% are above or equal to 7/13 close (10 days ago), 74.3% are below.
32.7% are above or equal to 7/10 close (11 days ago), 67.3% are below.
42.9% are above or equal to 7/9 close (12 days ago), 57.1% are below.
45.0% are above or equal to 7/8 close (13 days ago), 55.0% are below.
35.4% are above or equal to 7/7 close (14 days ago), 64.6% are below.
38.2% are above or equal to 7/6 close (15 days ago), 61.8% are below.
37.1% are above or equal to 7/2 close (16 days ago), 62.9% are below.
33.9% are above or equal to 7/1 close (17 days ago), 66.1% are below.
39.2% are above or equal to 6/30 close (18 days ago), 60.8% are below.
40.7% are above or equal to 6/29 close (19 days ago), 59.3% are below.
29.3% are above or equal to 6/26 close (20 days ago), 70.7% are below.
28.8% are above or equal to 6/25 close (21 days ago), 71.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150727 10:44 am ET)
20d: 1.6% new highs, 37.0% new lows
21d: 1.6% new highs, 36.8% new lows
42d: 0.7% new highs, 31.8% new lows
63d: 0.4% new highs, 27.8% new lows
126d: 0.0% new highs, 19.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150727 10:44 am ET)
2-day: 28.2% above, 71.8% below
3-day: 17.8% above, 82.2% below
4-day: 15.1% above, 84.9% below
5-day: 15.4% above, 84.6% below
8-day: 14.8% above, 85.2% below
10-day: 16.9% above, 83.1% below
20-day: 30.0% above, 70.0% below
50-day: 30.4% above, 69.6% below
200-day: 43.9% above, 56.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150727 10:44 am ET)
META(23): 0.84% Top=NUE CENX ABX SWC X FCX STLD AA ….. GG SCCO CNX SLW HSC RGLD AEM CCJ=Bottom (Metals & Mining)
REAL(90): 0.13% Top=CLI VTR NSM HCP HCN PMT OHI NLY ….. GLPI BEE DEI OUT SIR CBG PGRE CONE=Bottom (Real Estate)
MATE(30): -0.03% Top=MTZ USG WM RSG TOL DHI PHM LEN ….. AWI MLM BCC EXP DAR SPF OC RYL=Bottom (Materials & Construction)
TRAN(41): -0.19% Top=WAB GBX DHT TRN NSC AAL AAWW FDX ….. WERN JBLU ALK AIRM HA TK XPO NAT=Bottom (Transportation)
INSU(39): -0.29% Top=RDN MBI ACE AXS TRV XL AGO CINF ….. TMK UNM PRU GNW LNC CLGX MET CNO=Bottom (Insurance)
ELEC(61): -0.34% Top=SANM TSL MEI INTC PMCS JBL CREE FLEX ….. NXPI FSLR QRVO AVGO SIMO CPHD AMBA SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(41): -0.35% Top=QSR BJRI DPZ SIX PNRA CAKE BWLD MCD ….. SHAK WING LQ WYNN SONC ZOES QUNR SGMS=Bottom (Leisure)
COHW(49): -0.45% Top=GIMO SSYS SYNA STX RCI INFN QCOM EMC ….. ZAYO KN PANW PLCM LXK COMM NSR GOGO=Bottom (Computer Hardware/Telecom)
DISV(53): -0.50% Top=ATHN ADT URI HMHC CATM PCLN GMT CAR ….. MAN AAN AL XRS BLOX YY HMSY Z=Bottom (Diversified Services)
CONS(55): -0.59% Top=KS TPX SHOO COH IP COTY HAS SON ….. FBHS DECK KATE LULU JAH TUP CROX SCSS=Bottom (Consumer)
RETA(66): -0.61% Top=AMZN AEO GES KORS MIK KSS GPS LOW ….. PIR SHLD CAB RAD W DANG BABA ETSY=Bottom (Retail & Specialty Retail)
CHEM(29): -0.63% Top=AXLL DOW POT WLK MEOH AGU ASH ALB ….. GPRE EMN RPM HUN CYT AXTA CF POL=Bottom (Chemicals/Fertilizers)
HEAL(52): -0.74% Top=ADPT CNC HNT ANTM BCR BAX STE HYH ….. A THC MR IRWD DXCM ZLTQ WX SPNC=Bottom (Health)
FINA(101): -0.78% Top=CTLT COF ESNT APO PBCT JNS GHL EVR ….. BLK IBKR AMTD SCHW ETFC TCBI BX LAZ=Bottom (Banks/Financials)
MANU(43): -0.83% Top=SEDG CRS RS CMI PCP GE AGCO DCI ….. FLS PNR DDD AOS JOY AME TEX JKS=Bottom (Manufacturing)
COSW(94): -1.13% Top=BOX GOOG TRIP SWI SSNC FFIV FEYE DATA ….. WUBA NTES CMCM SFUN ATHM WB JD BITA=Bottom (Computer Software/Internet)
ENER(97): -1.30% Top=UPL OKS MDU MTDR NFG BCEI NGLS CAM ….. OAS ECA LPI CRR CLR FET CJES ETE=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 10:44 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 6:11 am

Market Stats at End of Day
by daytrend on 20150724. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 967.

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 (20150724 EOD)
5.5% of stocks are above yesterday’s high.
15.2% are above yesterday’s midpoint. (84.8% are below.)
60.4% are below yesterday’s low.
34.1% are inside yesterday’s range.
15.2% of stocks with today’s high > yesterday’s high. (84.8% less than).
76.7% of stocks with today’s low < yesterday’s low. (23.3% greater than).

EVIDENCE OF INTRADAY TREND (20150724 EOD)
18.4% of stocks are above today’s open. (81.2% are below).
15.4% of stocks are above today’s open and yesterday’s close.
76.5% are below both.
3.9% of stocks opened above yesterday’s high.
42.7% of stocks opened above yesterday’s close. (51.9% opened below yesterday’s close).
13.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150724 EOD)
2.3% of stocks are in the top 10% of today’s range.
4.7% are in the top 20%.
19.6% are in the top half. 80.4% of stocks are in the bottom half of today’s range.
44.1% are in the bottom 20%.
20.7% are in the bottom 10%.

GAIN (20150724 EOD)
20.5% of stocks are above yesterday’s close. (79.5% are below.)
1.2% are up 4.5% or more. 5.8% are down 4.5% or more.
2.4% are up 3.5% or more. 9.8% are down 3.5% or more.
38.3% are between +1% and -1%.

RSI on DAILY (20150724 EOD)
2-day: >=95:2.5%…>=90:3.8%…>=80:6.2%…>=50:18.6%…<=20:55.6%…<=10:38.0%…<=5:24.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.0%…>=50:30.0%…<=20:9.2%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:32.6%…<=20:4.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150724 EOD)
5.5% above previous 1 highs, 60.4% below previous 1 lows
4.7% above previous 2 highs, 47.8% below previous 2 lows
3.6% above previous 3 highs, 43.1% below previous 3 lows
3.6% above previous 4 highs, 40.8% below previous 4 lows
3.6% above previous 5 highs, 39.6% below previous 5 lows
3.3% above previous 6 highs, 38.2% below previous 6 lows
3.3% above previous 7 highs, 36.4% below previous 7 lows
3.3% above previous 8 highs, 35.5% below previous 8 lows
2.9% above previous 9 highs, 34.9% below previous 9 lows
2.9% above previous 10 highs, 31.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150724 EOD)
20.5% are above or equal to 7/23 close (1 days ago), 79.5% are below.
19.5% are above or equal to 7/22 close (2 days ago), 80.5% are below.
24.1% are above or equal to 7/21 close (3 days ago), 75.9% are below.
23.6% are above or equal to 7/20 close (4 days ago), 76.4% are below.
23.9% are above or equal to 7/17 close (5 days ago), 76.1% are below.
21.2% are above or equal to 7/16 close (6 days ago), 78.8% are below.
28.9% are above or equal to 7/15 close (7 days ago), 71.1% are below.
27.6% are above or equal to 7/14 close (8 days ago), 72.4% are below.
29.3% are above or equal to 7/13 close (9 days ago), 70.7% are below.
36.8% are above or equal to 7/10 close (10 days ago), 63.2% are below.
46.3% are above or equal to 7/9 close (11 days ago), 53.7% are below.
48.4% are above or equal to 7/8 close (12 days ago), 51.6% are below.
38.5% are above or equal to 7/7 close (13 days ago), 61.5% are below.
42.1% are above or equal to 7/6 close (14 days ago), 57.9% are below.
40.1% are above or equal to 7/2 close (15 days ago), 59.9% are below.
38.2% are above or equal to 7/1 close (16 days ago), 61.8% are below.
41.8% are above or equal to 6/30 close (17 days ago), 58.2% are below.
44.4% are above or equal to 6/29 close (18 days ago), 55.6% are below.
32.2% are above or equal to 6/26 close (19 days ago), 67.8% are below.
31.9% are above or equal to 6/25 close (20 days ago), 68.1% are below.
30.4% are above or equal to 6/24 close (21 days ago), 69.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150724 EOD)
20d: 5.5% new highs, 30.5% new lows
21d: 5.1% new highs, 30.5% new lows
42d: 4.0% new highs, 26.4% new lows
63d: 3.8% new highs, 23.8% new lows
126d: 2.7% new highs, 17.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150724 EOD)
2-day: 20.3% above, 79.7% below
3-day: 17.1% above, 82.9% below
4-day: 19.4% above, 80.6% below
5-day: 19.6% above, 80.4% below
8-day: 21.0% above, 79.0% below
10-day: 22.8% above, 77.2% below
20-day: 34.5% above, 65.5% below
50-day: 34.6% above, 65.4% below
200-day: 45.1% above, 54.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150724 EOD)
INSU(40): 1.07% Top=SFG UNM TMK FAF AXS PRI CNO FNF ….. MTG AGO MET JRVR AFSI CLGX GNW MBI=Bottom (Insurance)
REAL(90): -0.12% Top=VTR MAC SPG BEE NNN NRF TCO PGRE ….. DRH IVR SHO NRZ HST CBG NSM PEB=Bottom (Real Estate)
META(24): -0.24% Top=AEM BVN RGLD SLW GG GOLD FNV ABX ….. NUE HSC CMC STLD X TCK SLCA FCX=Bottom (Metals & Mining)
RETA(66): -0.97% Top=AMZN ETSY W SBH FIVE SHLD ORLY DLTR ….. BIG MIK ANF AN KMX GME GES ZU=Bottom (Retail & Specialty Retail)
COHW(49): -1.08% Top=JNPR VRSN SSYS BCE CSCO ZAYO MSI T ….. KN SNDK CTL CUDA BBRY LXK GOGO GIMO=Bottom (Computer Hardware/Telecom)
CONS(55): -1.11% Top=SCSS HAS CRI KMB UA FOSL CL WWW ….. SEE UFS HAR GT BMS PBI OI ICON=Bottom (Consumer)
DISV(53): -1.11% Top=ATHN V HMSY MA ALLE VRSK FLT GMT ….. ACM APOL DV URI ADS RCII RHI AAN=Bottom (Diversified Services)
COSW(95): -1.12% Top=MKTO N QLIK CSOD PFPT SWI FTNT EQIX ….. VIPS ATHM WUBA BITA CMCM DST TRIP TRUE=Bottom (Computer Software/Internet)
FINA(102): -1.15% Top=PFG SLM HBHC FNFG CBOE NDAQ FII HBAN ….. SYF CG GHL ETFC IBKR BX STT COF=Bottom (Banks/Financials)
TRAN(41): -1.31% Top=TRN LSTR CP JBHT GBX UNP ALK CNI ….. NAT TK VA BRS HA LUV AAL AIRM=Bottom (Transportation)
LEIS(40): -1.43% Top=QSR SBUX SIX CMG BJRI DNKN BYD CBRL ….. BLMN SONC GPRO LQ MGM EXPE ZOES SHAK=Bottom (Leisure)
MATE(30): -1.60% Top=RSG SRCL USG WM WCN FAST WY MLM ….. BCC DHI MTZ RYL SPF KBH PHM LEN=Bottom (Materials & Construction)
MANU(43): -1.68% Top=SEDG DDD ITT AOS XYL LII ROK DOV ….. KMT ETN JOY GTLS CFX JKS MRC CRS=Bottom (Manufacturing)
HEAL(52): -1.81% Top=BCR ADPT SYK HOLX ABMD MD THOR WX ….. DXCM MR ANTM MOH PODD IRWD ALGN SPNC=Bottom (Health)
ELEC(61): -1.96% Top=MXIM SCTY TSL AMBA FSLR AYI MSCC JBL ….. SIMO QRVO CRUS FCS MLNX SWKS CPHD PMCS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): -2.39% Top=OMG VAL AXTA POL AGU POT MON SHW ….. OLN CE DOW HUN GPRE AXLL FTK MEOH=Bottom (Chemicals/Fertilizers)
ENER(97): -2.54% Top=SXL PAA ETP FTI MPLX MMP MWE GEL ….. LPI SN WPX UPL ECA BBG EXH FET=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 End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

07/23/2015

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

Closing Stats
by daytrend on 20150723. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 961.

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 (20150723 Closing)
16.8% of stocks are above yesterday’s high.
37.1% are above yesterday’s midpoint. (62.9% are below.)
36.8% are below yesterday’s low.
46.4% are inside yesterday’s range.
52.7% of stocks with today’s high > yesterday’s high. (47.3% less than).
52.1% of stocks with today’s low < yesterday’s low. (47.9% greater than).

EVIDENCE OF INTRADAY TREND (20150723 Closing)
24.9% of stocks are above today’s open. (74.1% are below).
22.8% of stocks are above today’s open and yesterday’s close.
65.7% are below both.
17.5% of stocks opened above yesterday’s high.
67.5% of stocks opened above yesterday’s close. (27.0% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150723 Closing)
1.5% of stocks are in the top 10% of today’s range.
4.8% are in the top 20%.
22.8% are in the top half. 77.2% of stocks are in the bottom half of today’s range.
40.7% are in the bottom 20%.
18.0% are in the bottom 10%.

GAIN (20150723 Closing)
32.0% of stocks are above yesterday’s close. (68.0% are below.)
2.7% are up 4.5% or more. 1.8% are down 4.5% or more.
4.4% are up 3.5% or more. 4.2% are down 3.5% or more.
48.0% are between +1% and -1%.

RSI on DAILY (20150723 Closing)
2-day: >=95:3.0%…>=90:6.7%…>=80:12.3%…>=50:29.6%…<=20:39.8%…<=10:25.3%…<=5:16.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:38.6%…<=20:6.2%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:40.0%…<=20:3.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150723 Closing)
16.8% above previous 1 highs, 36.8% below previous 1 lows
10.2% above previous 2 highs, 31.4% below previous 2 lows
9.1% above previous 3 highs, 28.0% below previous 3 lows
7.5% above previous 4 highs, 26.0% below previous 4 lows
6.1% above previous 5 highs, 24.6% below previous 5 lows
5.8% above previous 6 highs, 21.9% below previous 6 lows
5.5% above previous 7 highs, 21.0% below previous 7 lows
5.0% above previous 8 highs, 20.2% below previous 8 lows
5.0% above previous 9 highs, 17.7% below previous 9 lows
4.9% above previous 10 highs, 15.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150723 Closing)
32.0% are above or equal to 7/22 close (1 days ago), 68.0% are below.
38.2% are above or equal to 7/21 close (2 days ago), 61.8% are below.
33.2% are above or equal to 7/20 close (3 days ago), 66.8% are below.
33.5% are above or equal to 7/17 close (4 days ago), 66.5% are below.
25.8% are above or equal to 7/16 close (5 days ago), 74.2% are below.
35.3% are above or equal to 7/15 close (6 days ago), 64.7% are below.
32.6% are above or equal to 7/14 close (7 days ago), 67.4% are below.
36.2% are above or equal to 7/13 close (8 days ago), 63.8% are below.
45.3% are above or equal to 7/10 close (9 days ago), 54.7% are below.
55.6% are above or equal to 7/9 close (10 days ago), 44.4% are below.
56.4% are above or equal to 7/8 close (11 days ago), 43.6% are below.
46.0% are above or equal to 7/7 close (12 days ago), 54.0% are below.
49.7% are above or equal to 7/6 close (13 days ago), 50.3% are below.
47.0% are above or equal to 7/2 close (14 days ago), 53.0% are below.
45.5% are above or equal to 7/1 close (15 days ago), 54.5% are below.
49.5% are above or equal to 6/30 close (16 days ago), 50.5% are below.
51.2% are above or equal to 6/29 close (17 days ago), 48.8% are below.
37.9% are above or equal to 6/26 close (18 days ago), 62.1% are below.
36.4% are above or equal to 6/25 close (19 days ago), 63.6% are below.
35.0% are above or equal to 6/24 close (20 days ago), 65.0% are below.
30.5% are above or equal to 6/23 close (21 days ago), 69.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150723 Closing)
20d: 12.2% new highs, 19.4% new lows
21d: 12.2% new highs, 19.4% new lows
42d: 10.1% new highs, 17.2% new lows
63d: 8.9% new highs, 15.6% new lows
126d: 7.6% new highs, 12.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150723 Closing)
2-day: 30.9% above, 69.1% below
3-day: 33.1% above, 66.9% below
4-day: 31.4% above, 68.6% below
5-day: 31.6% above, 68.4% below
8-day: 29.1% above, 70.9% below
10-day: 32.7% above, 67.3% below
20-day: 42.9% above, 57.1% below
50-day: 39.5% above, 60.5% below
200-day: 46.8% above, 53.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150723 Closing)
ELEC(59): 1.19% Top=CRUS CY FCS MU SWKS CAVM MSCC NXPI ….. APH CREE TEL CGNX KEYS TSL SCTY SUNE=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(49): 1.02% Top=SNDK INFN CUDA RCI CCI PANW EMC SSYS ….. OLED ANET BBRY BCE STX LXK KN QCOM=Bottom (Computer Hardware/Telecom)
CHEM(30): 0.66% Top=FTK CYT VAL CBT ASH PX FMC POL ….. OLN MEOH SHW MON EMN PPG GPRE DOW=Bottom (Chemicals/Fertilizers)
ENER(98): 0.55% Top=SN CAM BCEI MPLX HOS EPE RES MTDR ….. QEP LPI PBF WNR COP GPOR UPL WPX=Bottom (Energy)
INSU(40): 0.15% Top=MBI AGO FAF BRO FNF ORI AFSI GNW ….. AXS L TMK MET LNC PRI SLF AWH=Bottom (Insurance)
COSW(95): 0.13% Top=FTNT FFIV CYBR QLYS IMPV WUBA FEYE SINA ….. MDRX GOOG MDSO SWI CERN ATHM NTCT LOCK=Bottom (Computer Software/Internet)
MANU(45): -0.25% Top=AOS ATI RS DHR PNR CRS ITT FELE ….. DE TKR JOY IR ROK TEX JKS CAT=Bottom (Manufacturing)
HEAL(50): -0.28% Top=OPK DGX EVHC LH HLS MD BAX IRWD ….. PODD STJ MOH AET MDXG BSX ABMD SPNC=Bottom (Health)
CONS(55): -0.70% Top=UA FBHS HAR TUP KATE VFC WHR GPK ….. WWW CCK SKX BMS BERY ICON FOSL SCSS=Bottom (Consumer)
LEIS(36): -0.80% Top=SHAK GPRO WYNN CAKE LVS MGM BYD DRI ….. JACK EAT HOT MAR WYN HLT LQ DNKN=Bottom (Leisure)
DISV(54): -0.82% Top=SBAC YY XRS HMSY BLOX SSTK ADT TMH ….. Z ACM MAN AHS MA CAR R URI=Bottom (Diversified Services)
MATE(31): -0.84% Top=USG MAS WM AWI RSG PHM WCN SRCL ….. KBH FLR RYN VMC OC DY BCC CVA=Bottom (Materials & Construction)
RETA(67): -0.93% Top=W ZU TSCO GPS SHLD TIF LOW LL ….. AEO DDS JCP SPLS DSW ASNA BURL CAB=Bottom (Retail & Specialty Retail)
FINA(102): -1.07% Top=OCN CTLT EFX HBAN TRCO TCB KKR WETF ….. ETFC CG LAZ HBHC JNS DFS BX SLM=Bottom (Banks/Financials)
REAL(89): -1.20% Top=BEE NSM AMT CBG OUT BDN PMT EXR ….. CSG RLJ HPT SHO HST HT DRH LHO=Bottom (Real Estate)
TRAN(37): -1.40% Top=TDW LUV AAL SAVE VA WAB DAL TRN ….. SWFT KSU HA NAT XPO GWR STNG UNP=Bottom (Transportation)
META(24): -2.48% Top=NUE CNX SLCA CMC AA CCJ STLD SCCO ….. SWC AEM ABX PAAS TCK CENX NEM FCX=Bottom (Metals & Mining)

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

Filed under: Market Stats — daytrend @ 1:54 pm

Market Stats at 2:54 pm ET
by daytrend on 20150723. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 961.

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 (20150723 2:54 pm ET)
15.9% of stocks are above yesterday’s high.
36.8% are above yesterday’s midpoint. (63.2% are below.)
37.5% are below yesterday’s low.
46.6% are inside yesterday’s range.
52.5% of stocks with today’s high > yesterday’s high. (47.5% less than).
50.1% of stocks with today’s low < yesterday’s low. (49.9% greater than).

EVIDENCE OF INTRADAY TREND (20150723 2:54 pm ET)
24.6% of stocks are above today’s open. (74.9% are below).
22.1% of stocks are above today’s open and yesterday’s close.
67.1% are below both.
17.5% of stocks opened above yesterday’s high.
67.8% of stocks opened above yesterday’s close. (27.0% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150723 2:54 pm ET)
0.9% of stocks are in the top 10% of today’s range.
3.7% are in the top 20%.
19.8% are in the top half. 80.2% of stocks are in the bottom half of today’s range.
49.2% are in the bottom 20%.
32.2% are in the bottom 10%.

GAIN (20150723 2:54 pm ET)
30.4% of stocks are above yesterday’s close. (69.6% are below.)
2.7% are up 4.5% or more. 2.4% are down 4.5% or more.
3.6% are up 3.5% or more. 4.2% are down 3.5% or more.
49.5% are between +1% and -1%.

RSI on DAILY (20150723 2:54 pm ET)
2-day: >=95:3.2%…>=90:6.8%…>=80:11.1%…>=50:29.1%…<=20:40.6%…<=10:27.1%…<=5:17.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:38.3%…<=20:6.5%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:39.1%…<=20:3.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150723 2:54 pm ET)
15.9% above previous 1 highs, 37.5% below previous 1 lows
9.8% above previous 2 highs, 31.4% below previous 2 lows
8.7% above previous 3 highs, 28.2% below previous 3 lows
7.8% above previous 4 highs, 26.7% below previous 4 lows
6.5% above previous 5 highs, 25.8% below previous 5 lows
6.2% above previous 6 highs, 22.9% below previous 6 lows
5.8% above previous 7 highs, 22.2% below previous 7 lows
5.3% above previous 8 highs, 21.4% below previous 8 lows
5.3% above previous 9 highs, 18.1% below previous 9 lows
5.2% above previous 10 highs, 15.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150723 2:54 pm ET)
30.4% are above or equal to 7/22 close (1 days ago), 69.6% are below.
36.5% are above or equal to 7/21 close (2 days ago), 63.5% are below.
33.3% are above or equal to 7/20 close (3 days ago), 66.7% are below.
33.3% are above or equal to 7/17 close (4 days ago), 66.7% are below.
26.1% are above or equal to 7/16 close (5 days ago), 73.9% are below.
34.9% are above or equal to 7/15 close (6 days ago), 65.1% are below.
32.4% are above or equal to 7/14 close (7 days ago), 67.6% are below.
36.0% are above or equal to 7/13 close (8 days ago), 64.0% are below.
44.4% are above or equal to 7/10 close (9 days ago), 55.6% are below.
55.5% are above or equal to 7/9 close (10 days ago), 44.5% are below.
55.9% are above or equal to 7/8 close (11 days ago), 44.1% are below.
45.5% are above or equal to 7/7 close (12 days ago), 54.5% are below.
49.2% are above or equal to 7/6 close (13 days ago), 50.8% are below.
46.4% are above or equal to 7/2 close (14 days ago), 53.6% are below.
45.1% are above or equal to 7/1 close (15 days ago), 54.9% are below.
49.3% are above or equal to 6/30 close (16 days ago), 50.7% are below.
51.0% are above or equal to 6/29 close (17 days ago), 49.0% are below.
37.5% are above or equal to 6/26 close (18 days ago), 62.5% are below.
36.6% are above or equal to 6/25 close (19 days ago), 63.4% are below.
35.2% are above or equal to 6/24 close (20 days ago), 64.8% are below.
29.8% are above or equal to 6/23 close (21 days ago), 70.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150723 2:54 pm ET)
20d: 12.1% new highs, 17.9% new lows
21d: 12.1% new highs, 17.9% new lows
42d: 10.0% new highs, 16.0% new lows
63d: 8.8% new highs, 14.7% new lows
126d: 7.6% new highs, 11.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150723 2:54 pm ET)
2-day: 29.6% above, 70.4% below
3-day: 33.0% above, 67.0% below
4-day: 31.4% above, 68.6% below
5-day: 31.5% above, 68.5% below
8-day: 28.7% above, 71.3% below
10-day: 31.8% above, 68.2% below
20-day: 41.6% above, 58.4% below
50-day: 39.0% above, 61.0% below
200-day: 46.8% above, 53.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150723 2:54 pm ET)
ELEC(59): 1.26% Top=CRUS CY MSCC FCS CAVM SWKS MU SIMO ….. APH TEL CGNX CREE TSL KEYS SCTY SUNE=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(49): 1.01% Top=SNDK INFN CUDA CCI PANW RCI EMC SMCI ….. WDC OLED T BCE KN STX LXK QCOM=Bottom (Computer Hardware/Telecom)
CHEM(30): 0.53% Top=FTK CYT CBT VAL ASH PX FMC AXLL ….. CE AGU SHW MON EMN PPG GPRE DOW=Bottom (Chemicals/Fertilizers)
ENER(98): 0.36% Top=CAM BCEI HOS MPLX SN RRC RES CRR ….. MDU QEP WNR PBF WPX HLX COP UPL=Bottom (Energy)
COSW(95): 0.21% Top=FTNT CYBR FFIV IMPV QLYS WUBA FEYE SINA ….. ACIW GOOG CERN MDSO ATHM JD NTCT LOCK=Bottom (Computer Software/Internet)
INSU(40): 0.09% Top=MBI AGO FAF ORI BRO FNF GNW AFSI ….. TMK RDN L MET LNC PRI SLF AWH=Bottom (Insurance)
MANU(45): -0.18% Top=ATI AOS RS PNR CRS DHR SEDG MHK ….. TKR IR ROK DE JOY JKS TEX CAT=Bottom (Manufacturing)
HEAL(50): -0.32% Top=DGX OPK LH HLS MD EVHC BAX HNT ….. ESRX UNH MDXG STJ AET SPNC ABMD BSX=Bottom (Health)
CONS(55): -0.58% Top=UA FBHS HAR TUP VFC WHR KATE GPK ….. TPX KS CCK WWW BERY SKX FOSL SCSS=Bottom (Consumer)
RETA(67): -0.79% Top=ETSY W ZU LL SHLD TIF GPS AAP ….. GES AEO GNC BURL JCP ASNA DSW CAB=Bottom (Retail & Specialty Retail)
LEIS(36): -0.80% Top=GPRO SHAK WYNN CAKE LVS ZOES CMG MGM ….. EAT RCL HOT MAR WYN HLT LQ DNKN=Bottom (Leisure)
DISV(54): -0.83% Top=SBAC XRS YY HMSY BLOX SSTK ADT ALLE ….. MAN FISV MA AHS Z CAR R URI=Bottom (Diversified Services)
MATE(31): -0.92% Top=USG MAS WM AWI RSG PHM WCN SRCL ….. TPH KBH RYN VMC DY OC CVA BCC=Bottom (Materials & Construction)
FINA(102): -1.04% Top=OCN TRCO HBAN TCB KKR CTLT EFX WETF ….. LEAF AXP APO CG JNS DFS BX SLM=Bottom (Banks/Financials)
TRAN(37): -1.18% Top=TDW LUV SAVE AAL WAB VA DAL JBLU ….. KSU XPO ALK HA GWR NAT STNG UNP=Bottom (Transportation)
REAL(89): -1.62% Top=NSM AMT OUT BDN CBG PMT HME LPT ….. RLJ HPT HST BEE SHO HT DRH LHO=Bottom (Real Estate)
META(24): -2.60% Top=NUE CNX AA STLD CMC SLCA CCJ X ….. AEM TAHO RGLD TCK NEM CENX PAAS FCX=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:54 pm

Market Stats at 1:54 pm ET
by daytrend on 20150723. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 961.

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 (20150723 1:54 pm ET)
19.0% of stocks are above yesterday’s high.
42.9% are above yesterday’s midpoint. (57.1% are below.)
31.7% are below yesterday’s low.
49.2% are inside yesterday’s range.
52.3% of stocks with today’s high > yesterday’s high. (47.7% less than).
48.0% of stocks with today’s low < yesterday’s low. (52.0% greater than).

EVIDENCE OF INTRADAY TREND (20150723 1:54 pm ET)
28.5% of stocks are above today’s open. (70.8% are below).
26.3% of stocks are above today’s open and yesterday’s close.
61.3% are below both.
17.5% of stocks opened above yesterday’s high.
67.8% of stocks opened above yesterday’s close. (27.0% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150723 1:54 pm ET)
3.7% of stocks are in the top 10% of today’s range.
6.7% are in the top 20%.
26.8% are in the top half. 73.2% of stocks are in the bottom half of today’s range.
28.2% are in the bottom 20%.
9.2% are in the bottom 10%.

GAIN (20150723 1:54 pm ET)
36.5% of stocks are above yesterday’s close. (63.5% are below.)
2.5% are up 4.5% or more. 1.6% are down 4.5% or more.
4.1% are up 3.5% or more. 3.3% are down 3.5% or more.
53.5% are between +1% and -1%.

RSI on DAILY (20150723 1:54 pm ET)
2-day: >=95:4.1%…>=90:7.9%…>=80:14.2%…>=50:34.9%…<=20:36.2%…<=10:25.1%…<=5:15.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:41.2%…<=20:6.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:42.1%…<=20:3.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150723 1:54 pm ET)
19.0% above previous 1 highs, 31.7% below previous 1 lows
11.4% above previous 2 highs, 27.5% below previous 2 lows
10.1% above previous 3 highs, 24.0% below previous 3 lows
8.9% above previous 4 highs, 23.0% below previous 4 lows
7.7% above previous 5 highs, 22.2% below previous 5 lows
7.4% above previous 6 highs, 19.7% below previous 6 lows
6.9% above previous 7 highs, 18.8% below previous 7 lows
6.6% above previous 8 highs, 18.1% below previous 8 lows
6.6% above previous 9 highs, 16.4% below previous 9 lows
6.3% above previous 10 highs, 14.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150723 1:54 pm ET)
36.5% are above or equal to 7/22 close (1 days ago), 63.5% are below.
41.9% are above or equal to 7/21 close (2 days ago), 58.1% are below.
37.0% are above or equal to 7/20 close (3 days ago), 63.0% are below.
37.3% are above or equal to 7/17 close (4 days ago), 62.7% are below.
29.1% are above or equal to 7/16 close (5 days ago), 70.9% are below.
38.0% are above or equal to 7/15 close (6 days ago), 62.0% are below.
34.4% are above or equal to 7/14 close (7 days ago), 65.6% are below.
37.9% are above or equal to 7/13 close (8 days ago), 62.1% are below.
47.7% are above or equal to 7/10 close (9 days ago), 52.3% are below.
57.5% are above or equal to 7/9 close (10 days ago), 42.5% are below.
58.1% are above or equal to 7/8 close (11 days ago), 41.9% are below.
48.5% are above or equal to 7/7 close (12 days ago), 51.5% are below.
50.9% are above or equal to 7/6 close (13 days ago), 49.1% are below.
48.6% are above or equal to 7/2 close (14 days ago), 51.4% are below.
46.4% are above or equal to 7/1 close (15 days ago), 53.6% are below.
50.5% are above or equal to 6/30 close (16 days ago), 49.5% are below.
52.2% are above or equal to 6/29 close (17 days ago), 47.8% are below.
38.5% are above or equal to 6/26 close (18 days ago), 61.5% are below.
37.7% are above or equal to 6/25 close (19 days ago), 62.3% are below.
36.1% are above or equal to 6/24 close (20 days ago), 63.9% are below.
32.2% are above or equal to 6/23 close (21 days ago), 67.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150723 1:54 pm ET)
20d: 11.9% new highs, 17.2% new lows
21d: 11.9% new highs, 17.2% new lows
42d: 9.9% new highs, 15.3% new lows
63d: 8.7% new highs, 14.3% new lows
126d: 7.5% new highs, 11.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150723 1:54 pm ET)
2-day: 35.4% above, 64.6% below
3-day: 38.1% above, 61.9% below
4-day: 36.7% above, 63.3% below
5-day: 36.1% above, 63.9% below
8-day: 33.2% above, 66.8% below
10-day: 37.5% above, 62.5% below
20-day: 45.4% above, 54.6% below
50-day: 40.9% above, 59.1% below
200-day: 47.6% above, 52.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150723 1:54 pm ET)
ELEC(59): 1.57% Top=CRUS CY MSCC MU FCS SIMO CAVM NXPI ….. AYI APH CREE CGNX TSL KEYS SCTY SUNE=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(49): 1.23% Top=SNDK INFN CUDA CCI PANW RCI EMC JDSU ….. CTL T PLCM STX LXK KN BCE QCOM=Bottom (Computer Hardware/Telecom)
COSW(95): 0.61% Top=FTNT CYBR FFIV IMPV FEYE QLYS WUBA CMCM ….. MDRX MDSO CERN NTCT FIS JD ATHM LOCK=Bottom (Computer Software/Internet)
CHEM(30): 0.49% Top=FTK CYT CBT ASH VAL AXLL FMC PX ….. CE MON AXTA AGU EMN PPG GPRE DOW=Bottom (Chemicals/Fertilizers)
INSU(40): 0.24% Top=MBI FAF AGO ORI BRO FNF CLGX AFSI ….. L ACGL RDN MET PRI LNC SLF AWH=Bottom (Insurance)
HEAL(50): -0.02% Top=DGX OPK LH HLS MD HNT EVHC ALGN ….. BKD SPNC HYH UNH AET STJ ABMD BSX=Bottom (Health)
MANU(45): -0.05% Top=RS ATI AOS SEDG DHR MHK CRS PNR ….. GE IR MRC JOY DE AGCO TEX CAT=Bottom (Manufacturing)
ENER(98): -0.09% Top=CAM MPLX BCEI RES HOS IOC RRC CRR ….. AR QEP COP OAS HLX LPI WPX UPL=Bottom (Energy)
CONS(55): -0.15% Top=UA FBHS TUP HAR VFC WHR GPK KATE ….. KS CCK SKX TPX WWW BERY FOSL SCSS=Bottom (Consumer)
LEIS(36): -0.35% Top=GPRO CAKE SHAK WYNN LVS BYD DRI MGM ….. SEAS HOT RCL MAR WYN HLT LQ DNKN=Bottom (Leisure)
RETA(67): -0.47% Top=W SHLD GPS AAP TIF ETSY LOW TSCO ….. AEO URBN MIK GNC BURL ASNA DSW CAB=Bottom (Retail & Specialty Retail)
DISV(54): -0.57% Top=SBAC YY XRS BLOX HMSY SSTK ADT ALLE ….. AHS MAN AL Z MA CAR R URI=Bottom (Diversified Services)
MATE(31): -0.71% Top=USG MAS AWI WM PHM RSG WCN EXP ….. FLR KBH RYN DY OC VMC CVA BCC=Bottom (Materials & Construction)
FINA(102): -0.88% Top=OCN TRCO TCB KKR HBAN CTLT EFX WETF ….. TCBI APO CG JNS LAZ DFS SLM BX=Bottom (Banks/Financials)
TRAN(37): -1.02% Top=LUV TDW AAL SAVE WAB UAL DAL VA ….. HA ALK KSU XPO NAT GWR UNP STNG=Bottom (Transportation)
REAL(89): -1.43% Top=AMT NSM CBG PMT OUT BDN CLI EXR ….. RLJ HPT HST BEE HT SHO DRH LHO=Bottom (Real Estate)
META(24): -2.09% Top=CNX NUE STLD AA CMC CCJ X SLCA ….. AEM TAHO PAAS ABX NEM CENX TCK FCX=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 1:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:53 pm

Market Stats at End of Day
by daytrend on 20150722. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 960.

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 (20150722 EOD)
19.1% of stocks are above yesterday’s high.
42.6% are above yesterday’s midpoint. (57.4% are below.)
27.6% are below yesterday’s low.
53.3% are inside yesterday’s range.
35.1% of stocks with today’s high > yesterday’s high. (64.9% less than).
56.3% of stocks with today’s low < yesterday’s low. (43.8% greater than).

EVIDENCE OF INTRADAY TREND (20150722 EOD)
60.8% of stocks are above today’s open. (38.0% are below).
48.6% of stocks are above today’s open and yesterday’s close.
35.9% are below both.
2.9% of stocks opened above yesterday’s high.
20.8% of stocks opened above yesterday’s close. (74.2% opened below yesterday’s close).
24.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150722 EOD)
11.0% of stocks are in the top 10% of today’s range.
22.4% are in the top 20%.
58.0% are in the top half. 42.0% of stocks are in the bottom half of today’s range.
15.6% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN (20150722 EOD)
52.3% of stocks are above yesterday’s close. (47.7% are below.)
1.8% are up 4.5% or more. 2.6% are down 4.5% or more.
2.3% are up 3.5% or more. 5.2% are down 3.5% or more.
57.1% are between +1% and -1%.

RSI on DAILY (20150722 EOD)
2-day: >=95:5.1%…>=90:10.0%…>=80:19.0%…>=50:44.3%…<=20:33.0%…<=10:23.3%…<=5:14.5%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.9%…>=50:45.6%…<=20:6.7%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:44.6%…<=20:2.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150722 EOD)
19.1% above previous 1 highs, 27.6% below previous 1 lows
14.8% above previous 2 highs, 24.1% below previous 2 lows
12.3% above previous 3 highs, 22.3% below previous 3 lows
10.5% above previous 4 highs, 21.5% below previous 4 lows
9.5% above previous 5 highs, 20.4% below previous 5 lows
8.9% above previous 6 highs, 19.8% below previous 6 lows
8.2% above previous 7 highs, 18.9% below previous 7 lows
8.2% above previous 8 highs, 17.1% below previous 8 lows
8.0% above previous 9 highs, 15.3% below previous 9 lows
8.0% above previous 10 highs, 14.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150722 EOD)
52.3% are above or equal to 7/21 close (1 days ago), 47.7% are below.
46.4% are above or equal to 7/20 close (2 days ago), 53.6% are below.
40.2% are above or equal to 7/17 close (3 days ago), 59.8% are below.
32.9% are above or equal to 7/16 close (4 days ago), 67.1% are below.
43.9% are above or equal to 7/15 close (5 days ago), 56.1% are below.
39.2% are above or equal to 7/14 close (6 days ago), 60.8% are below.
42.3% are above or equal to 7/13 close (7 days ago), 57.7% are below.
51.6% are above or equal to 7/10 close (8 days ago), 48.4% are below.
61.5% are above or equal to 7/9 close (9 days ago), 38.5% are below.
61.0% are above or equal to 7/8 close (10 days ago), 39.0% are below.
49.7% are above or equal to 7/7 close (11 days ago), 50.3% are below.
53.6% are above or equal to 7/6 close (12 days ago), 46.4% are below.
51.1% are above or equal to 7/2 close (13 days ago), 48.9% are below.
49.2% are above or equal to 7/1 close (14 days ago), 50.8% are below.
52.5% are above or equal to 6/30 close (15 days ago), 47.5% are below.
54.4% are above or equal to 6/29 close (16 days ago), 45.6% are below.
40.5% are above or equal to 6/26 close (17 days ago), 59.5% are below.
40.8% are above or equal to 6/25 close (18 days ago), 59.2% are below.
39.9% are above or equal to 6/24 close (19 days ago), 60.1% are below.
33.4% are above or equal to 6/23 close (20 days ago), 66.6% are below.
34.5% are above or equal to 6/22 close (21 days ago), 65.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150722 EOD)
20d: 10.3% new highs, 22.4% new lows
21d: 9.8% new highs, 22.4% new lows
42d: 8.3% new highs, 21.0% new lows
63d: 6.8% new highs, 19.3% new lows
126d: 5.5% new highs, 14.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150722 EOD)
2-day: 50.7% above, 49.3% below
3-day: 45.8% above, 54.2% below
4-day: 44.3% above, 55.7% below
5-day: 39.5% above, 60.5% below
8-day: 40.5% above, 59.5% below
10-day: 45.7% above, 54.3% below
20-day: 48.5% above, 51.5% below
50-day: 42.5% above, 57.5% below
200-day: 48.3% above, 51.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150722 EOD)
LEIS(36): 1.15% Top=CMG ZOES EAT SONC JACK DRI DNKN QUNR ….. BLMN HLT WYNN SIX LQ GPRO BYD SHAK=Bottom (Leisure)
MATE(31): 0.81% Top=OC RYL SPF DHI TOL PHM USG LEN ….. WM DAR PWR MTZ EXP DY FAST CVA=Bottom (Materials & Construction)
FINA(102): 0.78% Top=HAWK SEIC CATY RF OZRK SBNY OCN EVR ….. TD AMTD TRCO BMO CG IBKR FULT APO=Bottom (Banks/Financials)
HEAL(50): 0.74% Top=THOR OPK TMO ABT AET A BSX BKD ….. RMD MR ANTM SYK ABMD CNC EVHC MDXG=Bottom (Health)
CONS(55): 0.36% Top=PKG WHR CRI PBI WWW IP UA COTY ….. CCK ECL HAS ICON PAY PG COH TUP=Bottom (Consumer)
DISV(54): 0.35% Top=CAR MYGN ULTA MAN AAN HRB CTAS RCII ….. BAH Z RBA KBR URI HMSY BLOX TYC=Bottom (Diversified Services)
REAL(89): 0.33% Top=CLI RLGY NSM OUT CONE LPT HCP PGRE ….. AMT BAM NLY CBL PDM GLPI HPT GOV=Bottom (Real Estate)
RETA(67): 0.30% Top=LL BURL RH JCP BABA MIK RAD LOW ….. NFLX KORS ZU GPS W ETSY AN SFM=Bottom (Retail & Specialty Retail)
INSU(39): 0.21% Top=ACE WRB MTG ACGL ORI AXS ALL FAF ….. JRVR MET RDN L HIG PRI SLF GNW=Bottom (Insurance)
COSW(95): 0.11% Top=MANH LOCK CHKP NUAN CMCM VMW MKTO NCR ….. TRUE SFUN LNKD YELP VDSI SOHU MSFT ROVI=Bottom (Computer Software/Internet)
TRAN(37): -0.49% Top=HUBG CP STNG UAL JBLU AAL DAL LUV ….. XPO GBX AAWW TK WERN SWFT TDW KNX=Bottom (Transportation)
CHEM(30): -0.65% Top=SHW CYT VAL POL ASH MEOH OMG RPM ….. CE AXTA MOS FTK POT GPRE AGU CF=Bottom (Chemicals/Fertilizers)
COHW(49): -0.74% Top=STX ANET NSR EMC NMBL CDW SMCI VRSN ….. BCE SSYS SNDK CUDA LXK AAPL SWIR SYNA=Bottom (Computer Hardware/Telecom)
MANU(45): -0.96% Top=LII MHK FELE AME AGCO GNRC WWD IR ….. DDD ITW GTLS CAT SEDG JKS ATI MRC=Bottom (Manufacturing)
META(24): -1.06% Top=STLD SLCA CCJ CMC SLW GOLD GG FNV ….. ABX SCCO AA TAHO X TCK HSC FCX=Bottom (Metals & Mining)
ENER(98): -1.69% Top=IOC HFC CRZO PAGP CXO EGN PXD SLB ….. WPX UPL DPM CAM BCEI SN CJES FTI=Bottom (Energy)
ELEC(59): -1.83% Top=APH AMBA WAT SANM KEYS QLGC MEI SNPS ….. CRUS ON SIMO ADI SUNE MTSI LLTC IDTI=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.
20150722 Market Stats at End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

07/22/2015

Filed under: Market Stats — daytrend @ 2:14 pm

Market Stats at 3:13 pm ET
by daytrend on 20150722. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 957.

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 (20150722 3:13 pm ET)
20.1% of stocks are above yesterday’s high.
43.8% are above yesterday’s midpoint. (56.2% are below.)
28.4% are below yesterday’s low.
51.5% are inside yesterday’s range.
34.4% of stocks with today’s high > yesterday’s high. (65.6% less than).
54.8% of stocks with today’s low < yesterday’s low. (45.2% greater than).

EVIDENCE OF INTRADAY TREND (20150722 3:13 pm ET)
61.3% of stocks are above today’s open. (37.6% are below).
48.7% of stocks are above today’s open and yesterday’s close.
35.3% are below both.
2.7% of stocks opened above yesterday’s high.
20.3% of stocks opened above yesterday’s close. (75.4% opened below yesterday’s close).
25.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150722 3:13 pm ET)
13.6% of stocks are in the top 10% of today’s range.
28.5% are in the top 20%.
57.5% are in the top half. 42.5% of stocks are in the bottom half of today’s range.
18.0% are in the bottom 20%.
9.4% are in the bottom 10%.

GAIN (20150722 3:13 pm ET)
52.2% of stocks are above yesterday’s close. (47.8% are below.)
1.6% are up 4.5% or more. 2.7% are down 4.5% or more.
2.2% are up 3.5% or more. 5.2% are down 3.5% or more.
58.0% are between +1% and -1%.

RSI on DAILY (20150722 3:13 pm ET)
2-day: >=95:5.0%…>=90:9.8%…>=80:19.7%…>=50:43.9%…<=20:32.3%…<=10:23.2%…<=5:14.4%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.9%…>=50:45.8%…<=20:6.7%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:44.9%…<=20:2.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150722 3:13 pm ET)
20.1% above previous 1 highs, 28.4% below previous 1 lows
15.9% above previous 2 highs, 24.8% below previous 2 lows
13.1% above previous 3 highs, 23.0% below previous 3 lows
11.3% above previous 4 highs, 22.5% below previous 4 lows
10.2% above previous 5 highs, 21.6% below previous 5 lows
9.4% above previous 6 highs, 20.9% below previous 6 lows
8.9% above previous 7 highs, 19.9% below previous 7 lows
8.9% above previous 8 highs, 17.5% below previous 8 lows
8.7% above previous 9 highs, 16.1% below previous 9 lows
8.7% above previous 10 highs, 15.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150722 3:13 pm ET)
52.2% are above or equal to 7/21 close (1 days ago), 47.8% are below.
46.0% are above or equal to 7/20 close (2 days ago), 54.0% are below.
41.5% are above or equal to 7/17 close (3 days ago), 58.5% are below.
33.1% are above or equal to 7/16 close (4 days ago), 66.9% are below.
43.4% are above or equal to 7/15 close (5 days ago), 56.6% are below.
39.7% are above or equal to 7/14 close (6 days ago), 60.3% are below.
41.4% are above or equal to 7/13 close (7 days ago), 58.6% are below.
51.0% are above or equal to 7/10 close (8 days ago), 49.0% are below.
61.9% are above or equal to 7/9 close (9 days ago), 38.1% are below.
61.0% are above or equal to 7/8 close (10 days ago), 39.0% are below.
49.9% are above or equal to 7/7 close (11 days ago), 50.1% are below.
53.9% are above or equal to 7/6 close (12 days ago), 46.1% are below.
51.1% are above or equal to 7/2 close (13 days ago), 48.9% are below.
49.6% are above or equal to 7/1 close (14 days ago), 50.4% are below.
52.9% are above or equal to 6/30 close (15 days ago), 47.1% are below.
54.6% are above or equal to 6/29 close (16 days ago), 45.4% are below.
40.4% are above or equal to 6/26 close (17 days ago), 59.6% are below.
40.9% are above or equal to 6/25 close (18 days ago), 59.1% are below.
39.8% are above or equal to 6/24 close (19 days ago), 60.2% are below.
34.1% are above or equal to 6/23 close (20 days ago), 65.9% are below.
35.1% are above or equal to 6/22 close (21 days ago), 64.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150722 3:13 pm ET)
20d: 10.0% new highs, 22.4% new lows
21d: 9.5% new highs, 22.4% new lows
42d: 8.0% new highs, 21.0% new lows
63d: 6.5% new highs, 19.3% new lows
126d: 5.2% new highs, 14.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150722 3:13 pm ET)
2-day: 50.9% above, 49.1% below
3-day: 46.7% above, 53.3% below
4-day: 44.1% above, 55.9% below
5-day: 39.7% above, 60.3% below
8-day: 41.0% above, 59.0% below
10-day: 45.4% above, 54.6% below
20-day: 48.6% above, 51.4% below
50-day: 42.0% above, 58.0% below
200-day: 48.0% above, 52.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150722 3:13 pm ET)
LEIS(36): 1.07% Top=CMG ZOES EAT DRI QUNR JACK QSR SONC ….. SIX BLMN BYD LVS LQ WYNN SHAK GPRO=Bottom (Leisure)
FINA(103): 0.84% Top=HAWK SEIC RF CATY OZRK SNV TCBI FRC ….. FULT TRCO BMO AMTD IBKR CG CPPL APO=Bottom (Banks/Financials)
MATE(29): 0.78% Top=OC RYL SPF DHI TOL LEN PHM KBH ….. EXP WM DAR PWR CVA DY FAST MTZ=Bottom (Materials & Construction)
HEAL(51): 0.72% Top=THOR OPK ABT TMO AET A BSX BKD ….. CNC ANTM BAX MR EVHC RMD SYK MDXG=Bottom (Health)
CONS(54): 0.50% Top=PKG WHR CRI PBI WWW UA IP COTY ….. OI BLL CCK HAS PG PAY COH KATE=Bottom (Consumer)
REAL(90): 0.43% Top=CLI RLGY NSM LPT CONE PGRE HCP EXR ….. NLY AMT PLD SNH GLPI HTS HPT GOV=Bottom (Real Estate)
DISV(55): 0.31% Top=CAR AAN MYGN MAN ULTA CTAS RCII HRB ….. Z BAH KBR RBA URI BLOX HMSY TYC=Bottom (Diversified Services)
RETA(67): 0.23% Top=JCP BURL LL RH BABA RAD LOW CAB ….. DLTR SHLD ZU GPS W AN ETSY SFM=Bottom (Retail & Specialty Retail)
COSW(95): 0.22% Top=LOCK MANH CHKP NUAN VMW CMCM MKTO ACN ….. LNKD BITA TRUE VDSI SOHU MSFT ROVI YELP=Bottom (Computer Software/Internet)
INSU(39): 0.20% Top=ACE WRB ACGL MTG ORI ALL AIG FAF ….. VR JRVR RDN L PRI HIG SLF GNW=Bottom (Insurance)
TRAN(35): -0.62% Top=CP UAL STNG DAL AAL JBLU LUV ALK ….. FDX CNW AAWW TK SWFT WERN TDW KNX=Bottom (Transportation)
COHW(48): -0.76% Top=EMC ANET STX NMBL SMCI CDW NSR VRSN ….. BCE BBRY CUDA SNDK LXK AAPL SWIR SYNA=Bottom (Computer Hardware/Telecom)
CHEM(30): -0.78% Top=SHW CYT VAL POL ASH PPG OMG MEOH ….. CBT AXTA FTK MOS POT GPRE AGU CF=Bottom (Chemicals/Fertilizers)
MANU(44): -0.96% Top=LII AME FELE IR AGCO WWD GNRC AOS ….. GTLS DDD CAT SEDG ITW JKS ATI MRC=Bottom (Manufacturing)
META(24): -1.04% Top=SLCA STLD CMC SLW GG PAAS CCJ NEM ….. SWC AA SCCO X TAHO TCK HSC FCX=Bottom (Metals & Mining)
ELEC(59): -1.73% Top=APH AMBA KEYS MEI QLGC SANM SNPS IPGP ….. ON MU INVN ADI SUNE LLTC IDTI MTSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(98): -1.82% Top=HFC SLB IOC PXD HLX BAS CRZO TSO ….. SXL EPE CJES WPX DPM SN FTI BCEI=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:13 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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