daytrend

04/23/2015

Filed under: Market Stats — daytrend @ 8:41 am

Market Stats at 9:40 am ET
by daytrend on 20150423. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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 (20150423 9:40 am ET)
21.6% of stocks are above yesterday’s high.
66.9% are above yesterday’s midpoint. (33.1% are below.)
7.6% are below yesterday’s low.
70.8% are inside yesterday’s range.
31.1% of stocks with today’s high > yesterday’s high. (68.9% less than).
15.2% of stocks with today’s low < yesterday’s low. (84.8% greater than).

EVIDENCE OF INTRADAY TREND (20150423 9:40 am ET)
69.6% of stocks are above today’s open. (27.6% are below).
51.2% of stocks are above today’s open and yesterday’s close.
23.0% are below both.
6.7% of stocks opened above yesterday’s high.
28.6% of stocks opened above yesterday’s close. (65.6% opened below yesterday’s close).
7.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150423 9:40 am ET)
22.5% of stocks are in the top 10% of today’s range.
36.7% are in the top 20%.
70.8% are in the top half. 29.2% of stocks are in the bottom half of today’s range.
8.4% are in the bottom 20%.
4.5% are in the bottom 10%.

GAIN (20150423 9:40 am ET)
58.4% of stocks are above yesterday’s close. (41.6% are below.)
0.9% are up 4.5% or more. 0.3% are down 4.5% or more.
1.2% are up 3.5% or more. 0.7% are down 3.5% or more.
78.5% are between +1% and -1%.

RSI on DAILY (20150423 9:40 am ET)
2-day: >=95:6.1%…>=90:13.9%…>=80:27.9%…>=50:62.6%…<=20:10.3%…<=10:3.0%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:61.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:62.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150423 9:40 am ET)
21.6% above previous 1 highs, 7.6% below previous 1 lows
14.5% above previous 2 highs, 5.8% below previous 2 lows
12.5% above previous 3 highs, 4.4% below previous 3 lows
11.7% above previous 4 highs, 3.1% below previous 4 lows
9.3% above previous 5 highs, 2.9% below previous 5 lows
8.1% above previous 6 highs, 2.5% below previous 6 lows
7.7% above previous 7 highs, 2.2% below previous 7 lows
7.2% above previous 8 highs, 2.2% below previous 8 lows
6.8% above previous 9 highs, 2.1% below previous 9 lows
6.3% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150423 9:40 am ET)
58.4% are above or equal to 4/22 close (1 days ago), 41.6% are below.
65.5% are above or equal to 4/21 close (2 days ago), 34.5% are below.
59.5% are above or equal to 4/20 close (3 days ago), 40.5% are below.
70.1% are above or equal to 4/17 close (4 days ago), 29.9% are below.
46.2% are above or equal to 4/16 close (5 days ago), 53.8% are below.
45.6% are above or equal to 4/15 close (6 days ago), 54.4% are below.
56.3% are above or equal to 4/14 close (7 days ago), 43.8% are below.
58.7% are above or equal to 4/13 close (8 days ago), 41.3% are below.
54.7% are above or equal to 4/10 close (9 days ago), 45.3% are below.
57.3% are above or equal to 4/9 close (10 days ago), 42.7% are below.
57.9% are above or equal to 4/8 close (11 days ago), 42.1% are below.
62.1% are above or equal to 4/7 close (12 days ago), 37.9% are below.
58.0% are above or equal to 4/6 close (13 days ago), 42.0% are below.
62.7% are above or equal to 4/2 close (14 days ago), 37.3% are below.
65.2% are above or equal to 4/1 close (15 days ago), 34.8% are below.
62.2% are above or equal to 3/31 close (16 days ago), 37.8% are below.
59.0% are above or equal to 3/30 close (17 days ago), 41.0% are below.
66.9% are above or equal to 3/27 close (18 days ago), 33.1% are below.
70.0% are above or equal to 3/26 close (19 days ago), 30.0% are below.
67.1% are above or equal to 3/25 close (20 days ago), 32.9% are below.
55.0% are above or equal to 3/24 close (21 days ago), 45.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150423 9:40 am ET)
20d: 7.3% new highs, 2.0% new lows
21d: 7.1% new highs, 1.8% new lows
42d: 5.4% new highs, 0.9% new lows
63d: 4.9% new highs, 0.3% new lows
126d: 3.4% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150423 9:40 am ET)
2-day: 57.0% above, 43.0% below
3-day: 63.9% above, 36.1% below
4-day: 62.6% above, 37.4% below
5-day: 66.2% above, 33.8% below
8-day: 56.4% above, 43.6% below
10-day: 57.2% above, 42.8% below
20-day: 62.1% above, 37.9% below
50-day: 59.4% above, 40.6% below
200-day: 62.5% above, 37.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150423 9:40 am ET)
ENER(107): 0.99% Top=CAM BAS LPI WTI SGY PTEN ERF PDS ….. HP EEP MPC NGLS HLX BBEP OII TSO=Bottom (Energy)
RETA(67): 0.69% Top=CAB ORLY EBAY ANF FIVE WSM GES SPLS ….. TSCO RAD AN VSI JMEI SHLD GNC MIK=Bottom (Retail & Specialty Retail)
CONS(56): 0.53% Top=SKX GPK SCSS HAR JAH BMS DECK KATE ….. PAY IP PKG LEG CL FBHS TUP PG=Bottom (Consumer)
CHEM(29): 0.45% Top=FTK GRA DOW CHMT GPRE MEOH CE POT ….. POL EMN APD FMC VAL DD MON CYT=Bottom (Chemicals/Fertilizers)
LEIS(35): 0.40% Top=DNKN CAKE QSR BLMN LQ TXRH PNK WEN ….. LOCO HABT CCL MCD GPRO WYNN MGM LVS=Bottom (Leisure)
MANU(40): 0.38% Top=RS IR SWK CAT AGCO CRS DOV JOY ….. ROK ETN GNRC MHK EMR DHR DDD CFX=Bottom (Manufacturing)
REAL(81): 0.13% Top=DRH LHO LXP EQC NSM PLD NRZ WPG ….. BDN WRI CBG AEC PCL VNO HR SLG=Bottom (Real Estate)
DISV(49): 0.12% Top=RCII ADT DV URI KBR JEC GEO ULTA ….. CTAS TMH ALLE VNTV RHI MYGN Z CNHI=Bottom (Diversified Services)
INSU(35): 0.07% Top=XL MTG AXS GNW AWH RDN BRO ACE ….. AFL MRH AON UNM AGO LNC FAF SLF=Bottom (Insurance)
COSW(90): 0.06% Top=CTXS SFUN IGTE FFIV NCR SINA WUBA NUAN ….. QLIK NOW LC ROVI CTSH SNCR WDAY ANGI=Bottom (Computer Software/Internet)
COHW(52): 0.03% Top=ARRS T NSR GOGO TDC CTL FTR ZAYO ….. CDW HRS WIN EMC BBRY QCOM JNPR ADTN=Bottom (Computer Hardware/Telecom)
HEAL(48): -0.03% Top=STJ BAX BKD EVHC STE IRWD CYH EW ….. ABT PKI WX BCR A DGX TMO RMD=Bottom (Health)
FINA(87): -0.13% Top=SLM TRCO JNS NDAQ KKR SYF SEIC BK ….. HBAN PFG SUSQ IBKR BX BBT BKU AMP=Bottom (Banks/Financials)
TRAN(37): -0.36% Top=ECHO LUV GBX TK GLOG WAB TDW NAT ….. CNI CNW KSU UAL HA TRN KNX UNP=Bottom (Transportation)
META(21): -0.40% Top=GOLD CNX STLD NUE NEM CMC RGLD CCJ ….. SCCO SLW FNV TCK AA FCX SLCA CENX=Bottom (Metals & Mining)
MATE(29): -0.68% Top=USG FLR FAST VMC DAR RSG RYN MLM ….. LEN DHI MAS MDC BCC MTH KBH PHM=Bottom (Materials & Construction)
ELEC(49): -1.20% Top=SCTY FSLR SUNE CSIQ DLB TSL GLW SNPS ….. MCHP SIMO FCS FSL NXPI ON IDTI TXN=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 9:40 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

04/22/2015

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

Closing Stats
by daytrend on 20150422. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 915.

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 (20150422 Closing)
24.5% of stocks are above yesterday’s high.
55.5% are above yesterday’s midpoint. (44.5% are below.)
15.5% are below yesterday’s low.
60.0% are inside yesterday’s range.
42.2% of stocks with today’s high > yesterday’s high. (57.8% less than).
55.4% of stocks with today’s low < yesterday’s low. (44.6% greater than).

EVIDENCE OF INTRADAY TREND (20150422 Closing)
57.8% of stocks are above today’s open. (40.9% are below).
54.6% of stocks are above today’s open and yesterday’s close.
32.5% are below both.
8.6% of stocks opened above yesterday’s high.
63.1% of stocks opened above yesterday’s close. (31.9% opened below yesterday’s close).
5.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150422 Closing)
17.4% of stocks are in the top 10% of today’s range.
31.6% are in the top 20%.
68.9% are in the top half. 31.1% of stocks are in the bottom half of today’s range.
7.8% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN (20150422 Closing)
64.5% of stocks are above yesterday’s close. (35.5% are below.)
1.1% are up 4.5% or more. 0.8% are down 4.5% or more.
2.5% are up 3.5% or more. 1.2% are down 3.5% or more.
63.4% are between +1% and -1%.

RSI on DAILY (20150422 Closing)
2-day: >=95:4.5%…>=90:12.5%…>=80:27.8%…>=50:62.3%…<=20:14.4%…<=10:7.0%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:61.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:63.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150422 Closing)
24.5% above previous 1 highs, 15.5% below previous 1 lows
21.1% above previous 2 highs, 10.9% below previous 2 lows
19.5% above previous 3 highs, 8.3% below previous 3 lows
14.5% above previous 4 highs, 7.7% below previous 4 lows
12.6% above previous 5 highs, 7.0% below previous 5 lows
11.8% above previous 6 highs, 6.0% below previous 6 lows
10.9% above previous 7 highs, 5.1% below previous 7 lows
9.6% above previous 8 highs, 4.7% below previous 8 lows
9.3% above previous 9 highs, 4.0% below previous 9 lows
9.2% above previous 10 highs, 3.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150422 Closing)
64.5% are above or equal to 4/21 close (1 days ago), 35.5% are below.
59.2% are above or equal to 4/20 close (2 days ago), 40.8% are below.
69.8% are above or equal to 4/17 close (3 days ago), 30.2% are below.
44.7% are above or equal to 4/16 close (4 days ago), 55.3% are below.
42.7% are above or equal to 4/15 close (5 days ago), 57.3% are below.
55.4% are above or equal to 4/14 close (6 days ago), 44.6% are below.
57.9% are above or equal to 4/13 close (7 days ago), 42.1% are below.
53.0% are above or equal to 4/10 close (8 days ago), 47.0% are below.
55.7% are above or equal to 4/9 close (9 days ago), 44.3% are below.
56.2% are above or equal to 4/8 close (10 days ago), 43.8% are below.
62.3% are above or equal to 4/7 close (11 days ago), 37.7% are below.
57.3% are above or equal to 4/6 close (12 days ago), 42.7% are below.
63.3% are above or equal to 4/2 close (13 days ago), 36.7% are below.
66.1% are above or equal to 4/1 close (14 days ago), 33.9% are below.
63.2% are above or equal to 3/31 close (15 days ago), 36.8% are below.
58.6% are above or equal to 3/30 close (16 days ago), 41.4% are below.
67.4% are above or equal to 3/27 close (17 days ago), 32.6% are below.
71.4% are above or equal to 3/26 close (18 days ago), 28.6% are below.
67.8% are above or equal to 3/25 close (19 days ago), 32.2% are below.
55.1% are above or equal to 3/24 close (20 days ago), 44.9% are below.
51.4% are above or equal to 3/23 close (21 days ago), 48.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150422 Closing)
20d: 11.7% new highs, 7.5% new lows
21d: 11.0% new highs, 7.5% new lows
42d: 8.1% new highs, 4.2% new lows
63d: 7.1% new highs, 1.7% new lows
126d: 6.1% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150422 Closing)
2-day: 63.4% above, 36.6% below
3-day: 61.4% above, 38.6% below
4-day: 66.2% above, 33.8% below
5-day: 60.0% above, 40.0% below
8-day: 55.7% above, 44.3% below
10-day: 55.3% above, 44.7% below
20-day: 62.7% above, 37.3% below
50-day: 60.5% above, 39.5% below
200-day: 61.9% above, 38.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150422 Closing)
COSW(88): 0.90% Top=SFUN CMCM VMW WUBA INTU SINA SOHU SPLK ….. GRPN YHOO CYBR QLYS VIPS TRUE LC VDSI=Bottom (Computer Software/Internet)
FINA(87): 0.74% Top=ETFC BK NTRS EVR ZION OCN TRCO CFG ….. STI PACW TROW SYF APO HBAN DFS WETF=Bottom (Banks/Financials)
ELEC(50): 0.71% Top=DLB BRCM AVGO MU MLNX INVN SCTY SUNE ….. CRUS GLW MRVL GRMN CPHD BRKR APH CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(35): 0.64% Top=GPRO YUM MCD SIX SGMS WYNN LVS QSR ….. HLT HOT PNK TXRH RCL LOCO PNRA CMG=Bottom (Leisure)
DISV(49): 0.56% Top=V MA HMSY SCI Z YY PCLN R ….. VRSK VNTV MAN TMH ATHN EIGI TNET URI=Bottom (Diversified Services)
ENER(108): 0.46% Top=FTI NBR RES TSO OII FET PTEN EGN ….. PVA OAS SN ROSE DNR BBG HOS SGY=Bottom (Energy)
INSU(37): 0.27% Top=GNW PRU FAF MET UNM RDN MTG LNC ….. WSH CB XL BRO WRB ACE AXS PRI=Bottom (Insurance)
MANU(40): 0.25% Top=LII KMT MHK RS JKS CAT GE PH ….. LECO AGCO TEX MRC ATI DDD PNR GNRC=Bottom (Manufacturing)
COHW(50): 0.24% Top=EMC LXK RCI SWIR NSR TMUS AAPL ARRS ….. FNSR BBRY KN SYNA OLED UBNT INFN SMCI=Bottom (Computer Hardware/Telecom)
TRAN(37): 0.22% Top=ECHO VA CP WAB TK CSX NSC GLOG ….. JBLU HA ALK XPO SWFT TDW WERN TRN=Bottom (Transportation)
RETA(66): 0.20% Top=RAD GNC FINL BID JMEI LL SIG AN ….. WFM SPLS W WSM MIK LB KR SFS=Bottom (Retail & Specialty Retail)
CONS(56): 0.19% Top=MAT PKG TPX ICON UFS SKX SON RKT ….. COTY LULU KMB WHR UA HAS IRBT TUP=Bottom (Consumer)
REAL(84): 0.19% Top=CHSP PPS AIV RLGY UDR LHO ACC CUBE ….. KIM SHO CIM PLD LPT HPT HCP SNH=Bottom (Real Estate)
HEAL(49): 0.08% Top=STJ ABT MR SYK OPK HLS KND CYH ….. MOH IRWD UNH HNT DXCM WX THOR TMO=Bottom (Health)
CHEM(29): 0.08% Top=EMN DD HUN DOW CYT FTK CHMT ALB ….. PPG CE APD MON RPM AGU MEOH AXLL=Bottom (Chemicals/Fertilizers)
META(21): -0.58% Top=CCJ SLCA CNX FCX CENX CMC SCCO AA ….. RGLD SLW GG NEM ABX FNV PAAS AEM=Bottom (Metals & Mining)
MATE(29): -0.61% Top=USG MAS FAST FLR DAR EXP AWI BECN ….. OC LEN RYL MTZ SPF PHM TOL DHI=Bottom (Materials & Construction)

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

Filed under: Market Stats — daytrend @ 2:24 pm

Market Stats at 3:24 pm ET
by daytrend on 20150422. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 915.

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 (20150422 3:24 pm ET)
25.0% of stocks are above yesterday’s high.
55.4% are above yesterday’s midpoint. (44.6% are below.)
15.7% are below yesterday’s low.
59.2% are inside yesterday’s range.
41.1% of stocks with today’s high > yesterday’s high. (58.9% less than).
55.4% of stocks with today’s low < yesterday’s low. (44.6% greater than).

EVIDENCE OF INTRADAY TREND (20150422 3:24 pm ET)
58.3% of stocks are above today’s open. (40.5% are below).
55.0% of stocks are above today’s open and yesterday’s close.
31.6% are below both.
8.6% of stocks opened above yesterday’s high.
63.1% of stocks opened above yesterday’s close. (31.9% opened below yesterday’s close).
5.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150422 3:24 pm ET)
19.2% of stocks are in the top 10% of today’s range.
33.6% are in the top 20%.
69.5% are in the top half. 30.5% of stocks are in the bottom half of today’s range.
9.8% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN (20150422 3:24 pm ET)
65.6% of stocks are above yesterday’s close. (34.4% are below.)
1.2% are up 4.5% or more. 0.7% are down 4.5% or more.
2.4% are up 3.5% or more. 1.1% are down 3.5% or more.
63.5% are between +1% and -1%.

RSI on DAILY (20150422 3:24 pm ET)
2-day: >=95:4.5%…>=90:12.7%…>=80:28.0%…>=50:61.1%…<=20:15.0%…<=10:7.0%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:60.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:62.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150422 3:24 pm ET)
25.0% above previous 1 highs, 15.7% below previous 1 lows
21.3% above previous 2 highs, 10.7% below previous 2 lows
20.0% above previous 3 highs, 7.9% below previous 3 lows
14.9% above previous 4 highs, 7.4% below previous 4 lows
12.7% above previous 5 highs, 6.7% below previous 5 lows
12.0% above previous 6 highs, 5.6% below previous 6 lows
11.0% above previous 7 highs, 4.8% below previous 7 lows
10.2% above previous 8 highs, 4.4% below previous 8 lows
9.7% above previous 9 highs, 3.9% below previous 9 lows
9.4% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150422 3:24 pm ET)
65.6% are above or equal to 4/21 close (1 days ago), 34.4% are below.
58.6% are above or equal to 4/20 close (2 days ago), 41.4% are below.
68.4% are above or equal to 4/17 close (3 days ago), 31.6% are below.
45.1% are above or equal to 4/16 close (4 days ago), 54.9% are below.
43.0% are above or equal to 4/15 close (5 days ago), 57.0% are below.
55.4% are above or equal to 4/14 close (6 days ago), 44.6% are below.
58.6% are above or equal to 4/13 close (7 days ago), 41.4% are below.
52.9% are above or equal to 4/10 close (8 days ago), 47.1% are below.
55.2% are above or equal to 4/9 close (9 days ago), 44.8% are below.
56.8% are above or equal to 4/8 close (10 days ago), 43.2% are below.
62.0% are above or equal to 4/7 close (11 days ago), 38.0% are below.
57.6% are above or equal to 4/6 close (12 days ago), 42.4% are below.
63.5% are above or equal to 4/2 close (13 days ago), 36.5% are below.
66.4% are above or equal to 4/1 close (14 days ago), 33.6% are below.
62.8% are above or equal to 3/31 close (15 days ago), 37.2% are below.
58.6% are above or equal to 3/30 close (16 days ago), 41.4% are below.
67.1% are above or equal to 3/27 close (17 days ago), 32.9% are below.
71.3% are above or equal to 3/26 close (18 days ago), 28.7% are below.
68.2% are above or equal to 3/25 close (19 days ago), 31.8% are below.
54.9% are above or equal to 3/24 close (20 days ago), 45.1% are below.
51.7% are above or equal to 3/23 close (21 days ago), 48.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150422 3:24 pm ET)
20d: 11.3% new highs, 7.4% new lows
21d: 10.6% new highs, 7.4% new lows
42d: 7.9% new highs, 4.0% new lows
63d: 6.9% new highs, 1.7% new lows
126d: 5.9% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150422 3:24 pm ET)
2-day: 63.9% above, 36.1% below
3-day: 61.4% above, 38.6% below
4-day: 65.4% above, 34.6% below
5-day: 59.0% above, 41.0% below
8-day: 55.0% above, 45.0% below
10-day: 55.3% above, 44.7% below
20-day: 62.4% above, 37.6% below
50-day: 60.2% above, 39.8% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150422 3:24 pm ET)
COSW(88): 1.02% Top=CMCM SFUN VMW WUBA INTU SINA YELP SOHU ….. GRPN CYBR VIPS YHOO QLYS LC TRUE VDSI=Bottom (Computer Software/Internet)
ELEC(50): 0.80% Top=DLB BRCM AVGO MU MLNX INVN SCTY ON ….. CRUS GLW CPHD MRVL GRMN APH BRKR CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(35): 0.76% Top=YUM GPRO MCD SIX SGMS QSR MGM WYNN ….. WEN PNK TXRH HLT RCL LOCO PNRA CMG=Bottom (Leisure)
FINA(87): 0.72% Top=ETFC BK EVR NTRS ZION OCN CFG BAC ….. BMO PACW TROW EWBC APO HBAN DFS WETF=Bottom (Banks/Financials)
DISV(49): 0.57% Top=V MA HMSY Z SCI PCLN YY MCO ….. JEC TMH VNTV ATHN MAN EIGI TNET URI=Bottom (Diversified Services)
ENER(108): 0.44% Top=FTI NBR RES TSO OII FET PTEN EGN ….. PVA ROSE OAS BBEP BBG DNR SGY HOS=Bottom (Energy)
INSU(37): 0.26% Top=GNW PRU UNM RDN MET FAF LNC MTG ….. XL CB WSH BRO ACE WRB PRI AXS=Bottom (Insurance)
TRAN(37): 0.25% Top=CP ECHO VA WAB CSX TK NSC GLOG ….. ALK JBLU HA XPO SWFT TDW WERN TRN=Bottom (Transportation)
RETA(66): 0.23% Top=RAD GNC FINL BID SIG JMEI KSS LL ….. W AAP WSM BLDR MIK LB KR SFS=Bottom (Retail & Specialty Retail)
COHW(50): 0.22% Top=EMC LXK RCI NSR SWIR TMUS AAPL ARRS ….. BBRY RKUS SYNA UBNT OLED KN INFN SMCI=Bottom (Computer Hardware/Telecom)
MANU(40): 0.20% Top=JKS LII KMT MHK GE RS HON CRS ….. DOV AGCO TEX ATI MRC DDD PNR GNRC=Bottom (Manufacturing)
CONS(56): 0.17% Top=MAT PKG TPX ICON UFS SCSS OI RKT ….. LULU AVP WHR KMB UA HAS IRBT TUP=Bottom (Consumer)
HEAL(49): 0.10% Top=STJ ABT SYK MR OPK KND XRAY HLS ….. ABMD UNH HNT WX MOH THOR DXCM TMO=Bottom (Health)
CHEM(29): 0.07% Top=EMN DD HUN DOW CHMT FTK WLK CYT ….. CE RPM OLN CF MON AGU MEOH AXLL=Bottom (Chemicals/Fertilizers)
REAL(84): 0.07% Top=CHSP PPS AIV LHO RLGY UDR CUBE AMT ….. DLR SHO PCL PLD HPT LPT HCP SNH=Bottom (Real Estate)
META(21): -0.61% Top=CCJ FCX SLCA CNX SCCO CENX CMC AA ….. RGLD SLW GG NEM ABX PAAS FNV AEM=Bottom (Metals & Mining)
MATE(29): -0.67% Top=USG MAS FAST FLR AWI EXP DAR RSG ….. KBH RYL MDC MTZ SPF PHM TOL DHI=Bottom (Materials & Construction)

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 3:24 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:17 pm

Market Stats at 1:16 pm ET
by daytrend on 20150422. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 915.

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 (20150422 1:16 pm ET)
19.1% of stocks are above yesterday’s high.
50.5% are above yesterday’s midpoint. (49.5% are below.)
17.4% are below yesterday’s low.
63.5% are inside yesterday’s range.
35.6% of stocks with today’s high > yesterday’s high. (64.4% less than).
54.1% of stocks with today’s low < yesterday’s low. (45.9% greater than).

EVIDENCE OF INTRADAY TREND (20150422 1:16 pm ET)
53.0% of stocks are above today’s open. (45.1% are below).
50.2% of stocks are above today’s open and yesterday’s close.
35.2% are below both.
8.6% of stocks opened above yesterday’s high.
63.1% of stocks opened above yesterday’s close. (31.9% opened below yesterday’s close).
5.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150422 1:16 pm ET)
17.0% of stocks are in the top 10% of today’s range.
30.4% are in the top 20%.
64.2% are in the top half. 35.8% of stocks are in the bottom half of today’s range.
10.3% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN (20150422 1:16 pm ET)
61.4% of stocks are above yesterday’s close. (38.6% are below.)
1.0% are up 4.5% or more. 0.7% are down 4.5% or more.
2.0% are up 3.5% or more. 1.2% are down 3.5% or more.
69.8% are between +1% and -1%.

RSI on DAILY (20150422 1:16 pm ET)
2-day: >=95:3.9%…>=90:9.3%…>=80:23.7%…>=50:57.5%…<=20:14.2%…<=10:7.1%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:58.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:60.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150422 1:16 pm ET)
19.1% above previous 1 highs, 17.4% below previous 1 lows
16.0% above previous 2 highs, 11.4% below previous 2 lows
14.5% above previous 3 highs, 7.8% below previous 3 lows
10.2% above previous 4 highs, 7.4% below previous 4 lows
9.0% above previous 5 highs, 6.8% below previous 5 lows
8.3% above previous 6 highs, 5.8% below previous 6 lows
7.5% above previous 7 highs, 5.2% below previous 7 lows
6.9% above previous 8 highs, 4.6% below previous 8 lows
6.7% above previous 9 highs, 4.2% below previous 9 lows
6.6% above previous 10 highs, 3.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150422 1:16 pm ET)
61.4% are above or equal to 4/21 close (1 days ago), 38.6% are below.
54.4% are above or equal to 4/20 close (2 days ago), 45.6% are below.
66.8% are above or equal to 4/17 close (3 days ago), 33.2% are below.
41.9% are above or equal to 4/16 close (4 days ago), 58.1% are below.
39.9% are above or equal to 4/15 close (5 days ago), 60.1% are below.
52.5% are above or equal to 4/14 close (6 days ago), 47.5% are below.
56.0% are above or equal to 4/13 close (7 days ago), 44.0% are below.
50.7% are above or equal to 4/10 close (8 days ago), 49.3% are below.
54.0% are above or equal to 4/9 close (9 days ago), 46.0% are below.
55.2% are above or equal to 4/8 close (10 days ago), 44.8% are below.
61.2% are above or equal to 4/7 close (11 days ago), 38.8% are below.
56.6% are above or equal to 4/6 close (12 days ago), 43.4% are below.
61.5% are above or equal to 4/2 close (13 days ago), 38.5% are below.
64.2% are above or equal to 4/1 close (14 days ago), 35.8% are below.
60.4% are above or equal to 3/31 close (15 days ago), 39.6% are below.
56.3% are above or equal to 3/30 close (16 days ago), 43.7% are below.
66.2% are above or equal to 3/27 close (17 days ago), 33.8% are below.
69.0% are above or equal to 3/26 close (18 days ago), 31.0% are below.
66.2% are above or equal to 3/25 close (19 days ago), 33.8% are below.
52.8% are above or equal to 3/24 close (20 days ago), 47.2% are below.
51.0% are above or equal to 3/23 close (21 days ago), 49.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150422 1:16 pm ET)
20d: 9.3% new highs, 7.1% new lows
21d: 8.9% new highs, 7.1% new lows
42d: 6.8% new highs, 3.9% new lows
63d: 6.0% new highs, 1.6% new lows
126d: 5.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150422 1:16 pm ET)
2-day: 60.3% above, 39.7% below
3-day: 57.4% above, 42.6% below
4-day: 62.3% above, 37.7% below
5-day: 56.1% above, 43.9% below
8-day: 52.6% above, 47.4% below
10-day: 52.8% above, 47.2% below
20-day: 60.3% above, 39.7% below
50-day: 58.6% above, 41.4% below
200-day: 62.3% above, 37.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150422 1:16 pm ET)
ENER(108): 0.86% Top=FTI NBR NFX PTEN RICE CLR RES SN ….. NGLS MEMP BBG PVA CJES DNR SGY HOS=Bottom (Energy)
COSW(88): 0.68% Top=SFUN CMCM VMW WUBA SINA YELP SOHU AWAY ….. NTES YHOO CYBR TRUE GRPN QLYS VDSI PFPT=Bottom (Computer Software/Internet)
FINA(87): 0.66% Top=BK EVR ETFC ZION TRCO NTRS OCN BAC ….. PACW TROW EWBC JNS APO HBAN WETF DFS=Bottom (Banks/Financials)
ELEC(50): 0.48% Top=DLB SCTY BRCM MU AVGO MLNX SANM ON ….. CPHD MRVL CRUS APH GRMN GLW BRKR CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(49): 0.42% Top=V MA Z YY HMSY SCI XRS PCLN ….. TNET JEC VRSK TMH VNTV ATHN MAN URI=Bottom (Diversified Services)
LEIS(35): 0.41% Top=YUM GPRO SGMS MCD QSR WYNN SIX MGM ….. BLMN TXRH RCL HLT EAT LOCO PNRA CMG=Bottom (Leisure)
INSU(37): 0.19% Top=GNW PRU MTG RDN UNM MET MBI FAF ….. CB MMC PGR PRI BRO WRB ACE AXS=Bottom (Insurance)
TRAN(37): 0.16% Top=ECHO CP WAB VA TK CSX GLOG NSC ….. SAVE ALK JBLU XPO TDW SWFT WERN TRN=Bottom (Transportation)
REAL(84): 0.09% Top=CHSP AIV PPS UDR RLGY NSM CPT NRF ….. HTA PGRE PCL PLD HCP LPT HPT SNH=Bottom (Real Estate)
COHW(50): -0.01% Top=RCI EMC NSR TMUS SWIR LXK ARRS HPQ ….. NMBL RKUS KN OLED INFN BBRY UBNT SMCI=Bottom (Computer Hardware/Telecom)
MANU(40): -0.01% Top=LII MHK JKS GE RS HON JOY CMI ….. DOV AGCO TEX MRC GNRC DDD ATI PNR=Bottom (Manufacturing)
RETA(66): -0.02% Top=RAD GNC FINL ZU LL BID KSS SIG ….. TFM WFM BBY LB MIK JCP SFS KR=Bottom (Retail & Specialty Retail)
CONS(56): -0.04% Top=PKG MAT TPX ICON FBHS UFS SON IP ….. JAH AVP KATE KMB UA HAS IRBT TUP=Bottom (Consumer)
CHEM(29): -0.05% Top=EMN GRA DOW DD CHMT HUN ALB CE ….. FTK RPM APD MON CF AGU MEOH AXLL=Bottom (Chemicals/Fertilizers)
HEAL(49): -0.17% Top=STJ ABT OPK SYK MR CYH KND HLS ….. UNH ABMD THC HNT DXCM MOH THOR TMO=Bottom (Health)
META(21): -0.69% Top=CCJ SLCA CNX FCX SCCO CENX NUE CMC ….. RGLD SLW GG PAAS ABX NEM FNV AEM=Bottom (Metals & Mining)
MATE(29): -0.74% Top=USG MAS EXP FAST AWI FLR BCC WY ….. MDC RYL MTZ KBH SPF TOL PHM DHI=Bottom (Materials & Construction)

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 1:16 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:46 am

Market Stats at 10:46 am ET
by daytrend on 20150422. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 915.

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 (20150422 10:46 am ET)
13.0% of stocks are above yesterday’s high.
39.0% are above yesterday’s midpoint. (61.0% are below.)
19.6% are below yesterday’s low.
67.4% are inside yesterday’s range.
28.2% of stocks with today’s high > yesterday’s high. (71.8% less than).
52.5% of stocks with today’s low < yesterday’s low. (47.5% greater than).

EVIDENCE OF INTRADAY TREND (20150422 10:46 am ET)
42.2% of stocks are above today’s open. (56.3% are below).
38.9% of stocks are above today’s open and yesterday’s close.
45.2% are below both.
8.6% of stocks opened above yesterday’s high.
63.1% of stocks opened above yesterday’s close. (31.9% opened below yesterday’s close).
5.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150422 10:46 am ET)
17.8% of stocks are in the top 10% of today’s range.
27.3% are in the top 20%.
51.4% are in the top half. 48.6% of stocks are in the bottom half of today’s range.
12.9% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN (20150422 10:46 am ET)
51.6% of stocks are above yesterday’s close. (48.4% are below.)
1.1% are up 4.5% or more. 0.8% are down 4.5% or more.
1.9% are up 3.5% or more. 1.2% are down 3.5% or more.
74.5% are between +1% and -1%.

RSI on DAILY (20150422 10:46 am ET)
2-day: >=95:3.5%…>=90:7.5%…>=80:17.0%…>=50:49.2%…<=20:16.3%…<=10:7.3%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:55.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:57.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150422 10:46 am ET)
13.0% above previous 1 highs, 19.6% below previous 1 lows
11.3% above previous 2 highs, 12.2% below previous 2 lows
10.7% above previous 3 highs, 9.0% below previous 3 lows
9.1% above previous 4 highs, 8.7% below previous 4 lows
7.7% above previous 5 highs, 7.9% below previous 5 lows
7.3% above previous 6 highs, 6.8% below previous 6 lows
6.8% above previous 7 highs, 6.2% below previous 7 lows
5.9% above previous 8 highs, 5.7% below previous 8 lows
5.6% above previous 9 highs, 5.4% below previous 9 lows
5.4% above previous 10 highs, 4.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150422 10:46 am ET)
51.6% are above or equal to 4/21 close (1 days ago), 48.4% are below.
48.6% are above or equal to 4/20 close (2 days ago), 51.4% are below.
63.8% are above or equal to 4/17 close (3 days ago), 36.2% are below.
36.5% are above or equal to 4/16 close (4 days ago), 63.5% are below.
35.5% are above or equal to 4/15 close (5 days ago), 64.5% are below.
49.3% are above or equal to 4/14 close (6 days ago), 50.7% are below.
52.8% are above or equal to 4/13 close (7 days ago), 47.2% are below.
48.4% are above or equal to 4/10 close (8 days ago), 51.6% are below.
50.9% are above or equal to 4/9 close (9 days ago), 49.1% are below.
52.8% are above or equal to 4/8 close (10 days ago), 47.2% are below.
57.9% are above or equal to 4/7 close (11 days ago), 42.1% are below.
53.8% are above or equal to 4/6 close (12 days ago), 46.2% are below.
59.6% are above or equal to 4/2 close (13 days ago), 40.4% are below.
62.4% are above or equal to 4/1 close (14 days ago), 37.6% are below.
59.9% are above or equal to 3/31 close (15 days ago), 40.1% are below.
55.5% are above or equal to 3/30 close (16 days ago), 44.5% are below.
64.7% are above or equal to 3/27 close (17 days ago), 35.3% are below.
67.9% are above or equal to 3/26 close (18 days ago), 32.1% are below.
64.6% are above or equal to 3/25 close (19 days ago), 35.4% are below.
51.5% are above or equal to 3/24 close (20 days ago), 48.5% are below.
48.6% are above or equal to 3/23 close (21 days ago), 51.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150422 10:46 am ET)
20d: 7.8% new highs, 6.9% new lows
21d: 7.3% new highs, 6.9% new lows
42d: 5.5% new highs, 3.7% new lows
63d: 4.9% new highs, 1.6% new lows
126d: 4.5% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150422 10:46 am ET)
2-day: 49.9% above, 50.1% below
3-day: 47.7% above, 52.3% below
4-day: 55.8% above, 44.2% below
5-day: 49.3% above, 50.7% below
8-day: 46.3% above, 53.7% below
10-day: 46.9% above, 53.1% below
20-day: 57.3% above, 42.7% below
50-day: 57.2% above, 42.8% below
200-day: 61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150422 10:46 am ET)
ENER(108): 0.60% Top=FTI BAS NBR RICE MTDR HLX TSO RRC ….. MEMP DNR GLF UPL HOS PVA CJES SGY=Bottom (Energy)
FINA(87): 0.43% Top=BK TRCO ZION FITB EVR SYF ETFC C ….. JNS EWBC TROW SEIC HBAN WETF APO DFS=Bottom (Banks/Financials)
LEIS(35): 0.23% Top=QUNR YUM MCD GPRO SIX SGMS MGM WYNN ….. SBUX BLMN HABT TXRH PNRA QSR LOCO CMG=Bottom (Leisure)
COSW(88): 0.23% Top=SFUN VMW BITA YELP INTU SINA WUBA CMCM ….. YHOO SNCR CYBR ROVI QLYS TRUE VDSI PFPT=Bottom (Computer Software/Internet)
DISV(49): 0.17% Top=V MA Z YY R XRS SCI CAR ….. EIGI RCII ATHN TMH VNTV ULTA MAN URI=Bottom (Diversified Services)
REAL(84): 0.17% Top=PPS AIV RLGY UDR CPT MAC NSM AVB ….. SHO HR NRZ PCL HTA HCP SNH HPT=Bottom (Real Estate)
MANU(40): -0.03% Top=LII CRS JKS RS JOY GE MHK TEX ….. EMR ATI ROK DOV MRC GNRC DDD PNR=Bottom (Manufacturing)
INSU(37): -0.10% Top=GNW PRU MTG UNM LNC RDN CNO FAF ….. WSH XL PGR AXS ACE BRO PRI WRB=Bottom (Insurance)
CHEM(29): -0.11% Top=EMN CE ALB GRA MOS HUN CHMT ASH ….. AXLL RPM CF FTK MON GPRE MEOH AGU=Bottom (Chemicals/Fertilizers)
TRAN(37): -0.13% Top=ECHO WAB VA CSX GLOG TK CP NSC ….. ALK AAL XPO KNX HA SWFT WERN TRN=Bottom (Transportation)
ELEC(50): -0.17% Top=DLB BRCM SCTY CSIQ MU MLNX FSLR TSRA ….. FCS BRKR IDTI APH GLW TEL CRUS CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): -0.21% Top=PKG TPX SON GPK UFS IP MAT RKT ….. AVP FL PBI HAS UA SKX IRBT TUP=Bottom (Consumer)
HEAL(49): -0.27% Top=STJ ABT SYK CYH OPK MR BKD PKI ….. WMGI IRWD ABMD MOH HLS THOR DXCM TMO=Bottom (Health)
RETA(66): -0.38% Top=RAD ZU BID AN TIF SIG CHS EBAY ….. W ORLY JMEI SFS LB MIK JCP KR=Bottom (Retail & Specialty Retail)
COHW(50): -0.45% Top=RCI EMC SNDK VZ NSR SWIR LXK QCOM ….. PANW GOGO KN UBNT INFN OLED BBRY SMCI=Bottom (Computer Hardware/Telecom)
MATE(29): -0.49% Top=OC USG EXP FAST BCC MAS AWI BECN ….. KBH RYL MDC SPF MTZ TOL PHM DHI=Bottom (Materials & Construction)
META(21): -0.63% Top=CCJ SLCA CENX FCX CNX SCCO X CMC ….. RGLD ABX SLW GG NEM PAAS AEM FNV=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 10:46 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:05 am

Market Stats at 10:05 am ET
by daytrend on 20150422. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 915.

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 (20150422 10:05 am ET)
9.5% of stocks are above yesterday’s high.
30.4% are above yesterday’s midpoint. (69.6% are below.)
28.1% are below yesterday’s low.
62.4% are inside yesterday’s range.
25.2% of stocks with today’s high > yesterday’s high. (74.8% less than).
43.0% of stocks with today’s low < yesterday’s low. (57.0% greater than).

EVIDENCE OF INTRADAY TREND (20150422 10:05 am ET)
27.2% of stocks are above today’s open. (71.5% are below).
24.3% of stocks are above today’s open and yesterday’s close.
61.1% are below both.
8.6% of stocks opened above yesterday’s high.
63.1% of stocks opened above yesterday’s close. (31.9% opened below yesterday’s close).
5.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150422 10:05 am ET)
3.2% of stocks are in the top 10% of today’s range.
8.5% are in the top 20%.
29.3% are in the top half. 70.7% of stocks are in the bottom half of today’s range.
41.6% are in the bottom 20%.
25.2% are in the bottom 10%.

GAIN (20150422 10:05 am ET)
35.7% of stocks are above yesterday’s close. (64.3% are below.)
0.8% are up 4.5% or more. 0.7% are down 4.5% or more.
1.3% are up 3.5% or more. 0.9% are down 3.5% or more.
78.4% are between +1% and -1%.

RSI on DAILY (20150422 10:05 am ET)
2-day: >=95:2.8%…>=90:6.4%…>=80:14.4%…>=50:39.1%…<=20:23.3%…<=10:9.4%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:49.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:53.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150422 10:05 am ET)
9.5% above previous 1 highs, 28.1% below previous 1 lows
8.6% above previous 2 highs, 17.5% below previous 2 lows
8.2% above previous 3 highs, 11.6% below previous 3 lows
6.7% above previous 4 highs, 11.1% below previous 4 lows
5.6% above previous 5 highs, 9.7% below previous 5 lows
5.4% above previous 6 highs, 8.0% below previous 6 lows
5.1% above previous 7 highs, 7.8% below previous 7 lows
4.6% above previous 8 highs, 7.0% below previous 8 lows
4.2% above previous 9 highs, 6.3% below previous 9 lows
3.9% above previous 10 highs, 5.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150422 10:05 am ET)
35.7% are above or equal to 4/21 close (1 days ago), 64.3% are below.
42.4% are above or equal to 4/20 close (2 days ago), 57.6% are below.
59.9% are above or equal to 4/17 close (3 days ago), 40.1% are below.
33.7% are above or equal to 4/16 close (4 days ago), 66.3% are below.
33.1% are above or equal to 4/15 close (5 days ago), 66.9% are below.
44.3% are above or equal to 4/14 close (6 days ago), 55.7% are below.
49.3% are above or equal to 4/13 close (7 days ago), 50.7% are below.
46.7% are above or equal to 4/10 close (8 days ago), 53.3% are below.
48.7% are above or equal to 4/9 close (9 days ago), 51.3% are below.
49.8% are above or equal to 4/8 close (10 days ago), 50.2% are below.
55.5% are above or equal to 4/7 close (11 days ago), 44.5% are below.
50.7% are above or equal to 4/6 close (12 days ago), 49.3% are below.
56.5% are above or equal to 4/2 close (13 days ago), 43.5% are below.
60.2% are above or equal to 4/1 close (14 days ago), 39.8% are below.
58.1% are above or equal to 3/31 close (15 days ago), 41.9% are below.
52.3% are above or equal to 3/30 close (16 days ago), 47.7% are below.
63.7% are above or equal to 3/27 close (17 days ago), 36.3% are below.
64.8% are above or equal to 3/26 close (18 days ago), 35.2% are below.
62.8% are above or equal to 3/25 close (19 days ago), 37.2% are below.
49.4% are above or equal to 3/24 close (20 days ago), 50.6% are below.
46.9% are above or equal to 3/23 close (21 days ago), 53.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150422 10:05 am ET)
20d: 6.9% new highs, 5.5% new lows
21d: 6.4% new highs, 5.5% new lows
42d: 5.0% new highs, 3.2% new lows
63d: 4.5% new highs, 1.3% new lows
126d: 4.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150422 10:05 am ET)
2-day: 34.2% above, 65.8% below
3-day: 37.8% above, 62.2% below
4-day: 46.8% above, 53.2% below
5-day: 42.2% above, 57.8% below
8-day: 40.4% above, 59.6% below
10-day: 42.4% above, 57.6% below
20-day: 52.8% above, 47.2% below
50-day: 53.8% above, 46.2% below
200-day: 61.1% above, 38.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150422 10:05 am ET)
REAL(84): 0.36% Top=PPS UDR AIV CPT EQR AVB NRF CHSP ….. OUT NRZ DLR WPG HCP PCL SNH HPT=Bottom (Real Estate)
ENER(108): 0.16% Top=FTI NBR BAS PTEN RRC RICE SN VNR ….. WPX GLF DNR ROSE CRR BBG SGY CJES=Bottom (Energy)
MATE(29): 0.08% Top=OC USG EXP MAS BCC BECN FAST KBH ….. VMC TOL RSG WM DAR MLM DHI MTZ=Bottom (Materials & Construction)
LEIS(35): -0.01% Top=QUNR MCD YUM SIX WEN GPRO ARMK CAKE ….. WYNN WYN RCL HLT QSR HOT LOCO CMG=Bottom (Leisure)
COSW(88): -0.06% Top=SFUN BITA VMW CMCM YELP SINA INTU WUBA ….. CTSH CSOD FEYE YHOO ROVI QLYS VDSI PFPT=Bottom (Computer Software/Internet)
DISV(49): -0.18% Top=V MA Z YY SCI XRS R CAR ….. TYC FLT ADT DV ULTA MAN VNTV URI=Bottom (Diversified Services)
HEAL(49): -0.31% Top=STJ ABT SYK OPK MR CYH BKD BCR ….. HNT MOH WMGI DGX DXCM ABMD HLS TMO=Bottom (Health)
CHEM(29): -0.33% Top=EMN GPRE CE POT MOS CHMT ALB GRA ….. AXLL PPG SHW APD RPM MEOH DD FTK=Bottom (Chemicals/Fertilizers)
CONS(56): -0.35% Top=PKG TPX KS UFS RKT GPK IP SON ….. PBI KMB HAS UA SKX AVP IRBT TUP=Bottom (Consumer)
RETA(66): -0.38% Top=RAD AN JMEI BID TIF ZU SIG BURL ….. TSCO GNC JCP SPLS MIK LB SFS KR=Bottom (Retail & Specialty Retail)
FINA(87): -0.39% Top=TRCO SYF OCN ZION CFG NTRS FITB BK ….. SEIC TROW JNS APO HBAN EWBC WETF DFS=Bottom (Banks/Financials)
META(21): -0.40% Top=CCJ SLCA FCX CENX X SCCO CMC STLD ….. ABX RGLD GG SLW PAAS NEM AEM FNV=Bottom (Metals & Mining)
ELEC(50): -0.41% Top=DLB BRCM SCTY MLNX TSL CSIQ FSLR SPWR ….. BRKR FCS SANM CRUS TEL GLW APH CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(40): -0.42% Top=LII JKS RS CRS PCP GE JOY MHK ….. ROK GNRC LECO TEX MRC PNR DDD ATI=Bottom (Manufacturing)
TRAN(37): -0.42% Top=ECHO VA GLOG WAB TK CP NSC CSX ….. EXPD ALK KNX XPO HA SWFT WERN TRN=Bottom (Transportation)
COHW(50): -0.49% Top=RCI EMC SNDK TMUS LXK GOGO VZ SWIR ….. BBRY CIEN CUDA RKUS UBNT KN OLED SMCI=Bottom (Computer Hardware/Telecom)
INSU(37): -0.58% Top=GNW MTG FAF AGO RDN PRU PRE UNM ….. PGR TRV XL WRB AXS PRI BRO ACE=Bottom (Insurance)

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 10:05 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

04/21/2015

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20150421. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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 (20150421 Closing)
25.4% of stocks are above yesterday’s high.
51.0% are above yesterday’s midpoint. (49.0% are below.)
26.3% are below yesterday’s low.
48.2% are inside yesterday’s range.
61.2% of stocks with today’s high > yesterday’s high. (38.8% less than).
42.4% of stocks with today’s low < yesterday’s low. (57.6% greater than).

EVIDENCE OF INTRADAY TREND (20150421 Closing)
36.0% of stocks are above today’s open. (62.9% are below).
35.0% of stocks are above today’s open and yesterday’s close.
49.8% are below both.
25.1% of stocks opened above yesterday’s high.
84.0% of stocks opened above yesterday’s close. (12.0% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150421 Closing)
5.4% of stocks are in the top 10% of today’s range.
12.0% are in the top 20%.
38.2% are in the top half. 61.8% of stocks are in the bottom half of today’s range.
28.9% are in the bottom 20%.
13.8% are in the bottom 10%.

GAIN (20150421 Closing)
49.2% of stocks are above yesterday’s close. (50.8% are below.)
1.2% are up 4.5% or more. 2.3% are down 4.5% or more.
2.1% are up 3.5% or more. 4.2% are down 3.5% or more.
60.2% are between +1% and -1%.

RSI on DAILY (20150421 Closing)
2-day: >=95:2.5%…>=90:5.5%…>=80:16.7%…>=50:52.2%…<=20:19.4%…<=10:7.9%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:55.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:58.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150421 Closing)
25.4% above previous 1 highs, 26.3% below previous 1 lows
21.4% above previous 2 highs, 16.9% below previous 2 lows
13.3% above previous 3 highs, 15.9% below previous 3 lows
10.3% above previous 4 highs, 13.6% below previous 4 lows
9.5% above previous 5 highs, 9.3% below previous 5 lows
7.6% above previous 6 highs, 8.0% below previous 6 lows
6.9% above previous 7 highs, 7.7% below previous 7 lows
6.6% above previous 8 highs, 6.7% below previous 8 lows
6.4% above previous 9 highs, 5.9% below previous 9 lows
6.0% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150421 Closing)
49.2% are above or equal to 4/20 close (1 days ago), 50.8% are below.
66.9% are above or equal to 4/17 close (2 days ago), 33.1% are below.
36.5% are above or equal to 4/16 close (3 days ago), 63.5% are below.
35.9% are above or equal to 4/15 close (4 days ago), 64.1% are below.
47.4% are above or equal to 4/14 close (5 days ago), 52.6% are below.
51.8% are above or equal to 4/13 close (6 days ago), 48.2% are below.
47.4% are above or equal to 4/10 close (7 days ago), 52.6% are below.
52.4% are above or equal to 4/9 close (8 days ago), 47.6% are below.
53.2% are above or equal to 4/8 close (9 days ago), 46.8% are below.
58.3% are above or equal to 4/7 close (10 days ago), 41.7% are below.
54.3% are above or equal to 4/6 close (11 days ago), 45.7% are below.
61.0% are above or equal to 4/2 close (12 days ago), 39.0% are below.
63.6% are above or equal to 4/1 close (13 days ago), 36.4% are below.
61.3% are above or equal to 3/31 close (14 days ago), 38.7% are below.
54.3% are above or equal to 3/30 close (15 days ago), 45.7% are below.
66.9% are above or equal to 3/27 close (16 days ago), 33.1% are below.
68.6% are above or equal to 3/26 close (17 days ago), 31.4% are below.
66.2% are above or equal to 3/25 close (18 days ago), 33.8% are below.
51.6% are above or equal to 3/24 close (19 days ago), 48.4% are below.
49.8% are above or equal to 3/23 close (20 days ago), 50.2% are below.
48.1% are above or equal to 3/20 close (21 days ago), 51.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150421 Closing)
20d: 9.8% new highs, 5.0% new lows
21d: 9.3% new highs, 4.9% new lows
42d: 6.0% new highs, 3.0% new lows
63d: 5.2% new highs, 0.8% new lows
126d: 3.8% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150421 Closing)
2-day: 48.1% above, 51.9% below
3-day: 60.2% above, 39.8% below
4-day: 50.3% above, 49.7% below
5-day: 45.9% above, 54.1% below
8-day: 47.0% above, 53.0% below
10-day: 46.4% above, 53.6% below
20-day: 58.6% above, 41.4% below
50-day: 58.1% above, 41.9% below
200-day: 62.1% above, 37.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150421 Closing)
COSW(89): 0.86% Top=FTNT CYBR VIPS QLYS WUBA NOW DATA ATHM ….. CSC TRI IBM CMCM GRPN XRX MENT CSOD=Bottom (Computer Software/Internet)
HEAL(49): 0.62% Top=ALGN DXCM MR WX HNT DVA SYK CNC ….. IRWD NUVA BAX BKD EW A HCA THC=Bottom (Health)
ELEC(50): 0.61% Top=LRCX ON TSL AMAT TSRA MLNX SCTY CSIQ ….. IPGP MRVL CRUS SIMO MCHP TEL INTC CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(50): 0.45% Top=PANW CUDA HRS GOGO CTL WIN TMUS SNDK ….. CCI STX ZAYO SWIR OLED EMC WDC SSYS=Bottom (Computer Hardware/Telecom)
MATE(28): 0.41% Top=MAS OC LEN TOL MTH DHI RYL PHM ….. VMC RSG KBH PWR MTZ MLM WCN EXP=Bottom (Materials & Construction)
TRAN(37): 0.34% Top=AAL SWFT ALK XPO UAL HA WERN UTIW ….. TRN UNP TK STNG KSU CP TDW CNI=Bottom (Transportation)
RETA(66): 0.31% Top=LL TSCO BID ASNA BLDR SFS LB W ….. CAB TIF ANF NFLX GES SHLD JMEI ZU=Bottom (Retail & Specialty Retail)
DISV(50): 0.28% Top=HMSY RCII CNHI ADS SERV GPN HRB VNTV ….. ADT URI MAN ATHN RBA TNET MYGN HMHC=Bottom (Diversified Services)
REAL(83): 0.19% Top=LPT RLGY NRZ PGRE CBL OHI HR CUBE ….. NLY PLD BDN AMT ARCP KW HCP BAM=Bottom (Real Estate)
LEIS(36): 0.11% Top=QUNR RCL HOT QSR ARMK PNRA EXPE CMG ….. TXRH SGMS GPRO MCD LVS BYD WYNN EAT=Bottom (Leisure)
FINA(85): -0.17% Top=NTRS FITB SNV SLM SEIC SYF EV BKU ….. BXS CG OCN HBHC C JPM TRCO AMTD=Bottom (Banks/Financials)
CONS(56): -0.18% Top=KMB ICON AVP TUP KATE SKX FBHS BERY ….. BC GPK COH UFS IP KS UA PKG=Bottom (Consumer)
CHEM(28): -0.48% Top=VAL AGU RPM GRA APD SHW CHMT POL ….. DOW CE GPRE EMN AXLL OLN MEOH DD=Bottom (Chemicals/Fertilizers)
MANU(40): -0.52% Top=ATI MHK JKS CMI AOS PCP DHR AME ….. GE MRC KMT ITW JOY TEX PNR DDD=Bottom (Manufacturing)
META(21): -0.69% Top=FNV STLD AEM PAAS X RGLD ABX CMC ….. NUE SCCO CCJ CNX FCX CENX SLCA TCK=Bottom (Metals & Mining)
INSU(37): -0.90% Top=MTG CNO PRE LNC WSH MMC FAF RDN ….. BRO L GNW MRH WRB MBI ACE TRV=Bottom (Insurance)
ENER(107): -2.22% Top=HLX ALJ PBF TSO WNR VLO DK SXL ….. PVA WTI OAS BAS HOS CRR BCEI CJES=Bottom (Energy)

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

Filed under: Market Stats — daytrend @ 11:47 am

Market Stats at 12:46 pm ET
by daytrend on 20150421. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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 (20150421 12:46 pm ET)
24.1% of stocks are above yesterday’s high.
51.3% are above yesterday’s midpoint. (48.7% are below.)
24.1% are below yesterday’s low.
51.8% are inside yesterday’s range.
58.7% of stocks with today’s high > yesterday’s high. (41.3% less than).
38.3% of stocks with today’s low < yesterday’s low. (61.7% greater than).

EVIDENCE OF INTRADAY TREND (20150421 12:46 pm ET)
32.7% of stocks are above today’s open. (65.8% are below).
31.5% of stocks are above today’s open and yesterday’s close.
47.0% are below both.
25.1% of stocks opened above yesterday’s high.
84.0% of stocks opened above yesterday’s close. (12.0% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150421 12:46 pm ET)
6.4% of stocks are in the top 10% of today’s range.
12.2% are in the top 20%.
34.2% are in the top half. 65.8% of stocks are in the bottom half of today’s range.
31.6% are in the bottom 20%.
14.4% are in the bottom 10%.

GAIN (20150421 12:46 pm ET)
51.6% of stocks are above yesterday’s close. (48.4% are below.)
1.0% are up 4.5% or more. 1.4% are down 4.5% or more.
1.8% are up 3.5% or more. 2.9% are down 3.5% or more.
65.1% are between +1% and -1%.

RSI on DAILY (20150421 12:46 pm ET)
2-day: >=95:2.1%…>=90:4.7%…>=80:15.6%…>=50:52.1%…<=20:15.8%…<=10:6.4%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:56.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:58.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150421 12:46 pm ET)
24.1% above previous 1 highs, 24.1% below previous 1 lows
20.0% above previous 2 highs, 13.2% below previous 2 lows
11.1% above previous 3 highs, 12.6% below previous 3 lows
8.7% above previous 4 highs, 11.0% below previous 4 lows
7.6% above previous 5 highs, 7.5% below previous 5 lows
5.8% above previous 6 highs, 6.7% below previous 6 lows
5.6% above previous 7 highs, 6.4% below previous 7 lows
5.0% above previous 8 highs, 5.7% below previous 8 lows
4.8% above previous 9 highs, 5.2% below previous 9 lows
4.8% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150421 12:46 pm ET)
51.6% are above or equal to 4/20 close (1 days ago), 48.4% are below.
68.1% are above or equal to 4/17 close (2 days ago), 31.9% are below.
37.8% are above or equal to 4/16 close (3 days ago), 62.2% are below.
36.6% are above or equal to 4/15 close (4 days ago), 63.4% are below.
48.8% are above or equal to 4/14 close (5 days ago), 51.2% are below.
53.7% are above or equal to 4/13 close (6 days ago), 46.3% are below.
48.2% are above or equal to 4/10 close (7 days ago), 51.8% are below.
52.1% are above or equal to 4/9 close (8 days ago), 47.9% are below.
53.1% are above or equal to 4/8 close (9 days ago), 46.9% are below.
59.5% are above or equal to 4/7 close (10 days ago), 40.5% are below.
54.8% are above or equal to 4/6 close (11 days ago), 45.2% are below.
61.2% are above or equal to 4/2 close (12 days ago), 38.8% are below.
63.8% are above or equal to 4/1 close (13 days ago), 36.2% are below.
60.4% are above or equal to 3/31 close (14 days ago), 39.6% are below.
54.8% are above or equal to 3/30 close (15 days ago), 45.2% are below.
66.7% are above or equal to 3/27 close (16 days ago), 33.3% are below.
69.5% are above or equal to 3/26 close (17 days ago), 30.5% are below.
66.2% are above or equal to 3/25 close (18 days ago), 33.8% are below.
51.6% are above or equal to 3/24 close (19 days ago), 48.4% are below.
49.3% are above or equal to 3/23 close (20 days ago), 50.7% are below.
48.8% are above or equal to 3/20 close (21 days ago), 51.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150421 12:46 pm ET)
20d: 8.7% new highs, 4.5% new lows
21d: 8.3% new highs, 4.4% new lows
42d: 5.2% new highs, 2.9% new lows
63d: 4.3% new highs, 0.7% new lows
126d: 3.2% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150421 12:46 pm ET)
2-day: 50.4% above, 49.6% below
3-day: 60.7% above, 39.3% below
4-day: 50.0% above, 50.0% below
5-day: 47.0% above, 53.0% below
8-day: 47.6% above, 52.4% below
10-day: 50.1% above, 49.9% below
20-day: 58.8% above, 41.2% below
50-day: 57.2% above, 42.8% below
200-day: 62.5% above, 37.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150421 12:46 pm ET)
COSW(89): 0.83% Top=FTNT WUBA CYBR VIPS QLYS ATHM YELP SFUN ….. XRX VDSI NCR GRPN TRI IBM MENT CSOD=Bottom (Computer Software/Internet)
MATE(28): 0.80% Top=DHI MAS SPF MTH TOL LEN PHM RYL ….. RYN VMC BECN PWR MLM EXP WCN MTZ=Bottom (Materials & Construction)
HEAL(49): 0.56% Top=ALGN WX MR DXCM HNT PODD MOH OPK ….. RMD NUVA WMGI BAX A EW HCA BKD=Bottom (Health)
ELEC(50): 0.43% Top=LRCX ON TSL TSRA AMAT CSIQ SCTY SPWR ….. CRUS AMBA INVN TEL MCHP GLW INTC CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(50): 0.36% Top=PANW CUDA CTL GOGO HRS WIN ANET TMUS ….. KN OLED EMC NMBL STX ZAYO WDC SSYS=Bottom (Computer Hardware/Telecom)
RETA(66): 0.30% Top=LL BLDR BID ASNA W SFS LB RH ….. ANF FIVE TIF GES CAB NFLX JMEI ZU=Bottom (Retail & Specialty Retail)
DISV(50): 0.24% Top=HMSY CNHI RCII YY V ADS SERV VNTV ….. RRD AL APOL URI ADT ATHN HMHC MYGN=Bottom (Diversified Services)
REAL(83): 0.20% Top=LPT PGRE OHI RLGY CONE EQR CHSP CPT ….. WPG VTR OUT ARCP AMT PLD HCP BAM=Bottom (Real Estate)
LEIS(36): 0.14% Top=QUNR RCL ARMK QSR PNRA CMG EXPE HOT ….. LOCO BYD YUM MGM MCD WYNN LVS EAT=Bottom (Leisure)
FINA(85): 0.01% Top=FITB NTRS WETF SNV SYF PACW EV NDAQ ….. BXS C OCN JPM HBHC AMTD CG TRCO=Bottom (Banks/Financials)
META(21): -0.04% Top=FNV X AEM STLD PAAS RGLD SLW CMC ….. GG AA NUE CCJ SCCO FCX SLCA TCK=Bottom (Metals & Mining)
CONS(56): -0.18% Top=ICON KMB KATE SKX FBHS NWL TPX HAR ….. RL MWV COH KS IP UFS UA PKG=Bottom (Consumer)
TRAN(37): -0.24% Top=SWFT ALK HA WERN XPO AAL ODFL JBLU ….. UNP CSX GBX CP TDW NSC KSU CNI=Bottom (Transportation)
MANU(40): -0.48% Top=ATI MHK JKS AOS CMI DHR BWC PCP ….. FLS GE KMT DDD ITW JOY TEX PNR=Bottom (Manufacturing)
CHEM(28): -0.76% Top=GRA POL APD RPM AGU VAL ASH CHMT ….. ALB DOW AXLL MEOH EMN OLN HUN DD=Bottom (Chemicals/Fertilizers)
INSU(37): -0.97% Top=MTG PRE CNO MMC WSH PRU MRH LNC ….. RDN AIG WRB MBI FNF ACE BRO TRV=Bottom (Insurance)
ENER(107): -1.60% Top=HLX PBF ALJ TSO WNR SXL VLO PAA ….. BAS PDS CJES OAS RIG HOS BCEI CRR=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:46 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:14 am

Market Stats at 11:14 am ET
by daytrend on 20150421. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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 (20150421 11:14 am ET)
26.6% of stocks are above yesterday’s high.
60.0% are above yesterday’s midpoint. (40.0% are below.)
17.7% are below yesterday’s low.
55.7% are inside yesterday’s range.
56.9% of stocks with today’s high > yesterday’s high. (43.1% less than).
32.6% of stocks with today’s low < yesterday’s low. (67.4% greater than).

EVIDENCE OF INTRADAY TREND (20150421 11:14 am ET)
39.4% of stocks are above today’s open. (59.1% are below).
37.6% of stocks are above today’s open and yesterday’s close.
38.4% are below both.
25.1% of stocks opened above yesterday’s high.
84.0% of stocks opened above yesterday’s close. (12.0% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150421 11:14 am ET)
12.0% of stocks are in the top 10% of today’s range.
19.3% are in the top 20%.
44.7% are in the top half. 55.3% of stocks are in the bottom half of today’s range.
21.7% are in the bottom 20%.
12.0% are in the bottom 10%.

GAIN (20150421 11:14 am ET)
60.2% of stocks are above yesterday’s close. (39.8% are below.)
1.2% are up 4.5% or more. 1.2% are down 4.5% or more.
1.6% are up 3.5% or more. 2.2% are down 3.5% or more.
69.6% are between +1% and -1%.

RSI on DAILY (20150421 11:14 am ET)
2-day: >=95:2.6%…>=90:5.7%…>=80:17.5%…>=50:60.2%…<=20:13.2%…<=10:5.5%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:59.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:62.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150421 11:14 am ET)
26.6% above previous 1 highs, 17.7% below previous 1 lows
21.4% above previous 2 highs, 10.7% below previous 2 lows
13.3% above previous 3 highs, 10.3% below previous 3 lows
9.2% above previous 4 highs, 8.2% below previous 4 lows
8.1% above previous 5 highs, 5.6% below previous 5 lows
6.6% above previous 6 highs, 5.2% below previous 6 lows
6.5% above previous 7 highs, 5.0% below previous 7 lows
5.9% above previous 8 highs, 4.3% below previous 8 lows
5.7% above previous 9 highs, 3.9% below previous 9 lows
5.5% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150421 11:14 am ET)
60.2% are above or equal to 4/20 close (1 days ago), 39.8% are below.
73.0% are above or equal to 4/17 close (2 days ago), 27.0% are below.
39.8% are above or equal to 4/16 close (3 days ago), 60.2% are below.
38.9% are above or equal to 4/15 close (4 days ago), 61.1% are below.
52.9% are above or equal to 4/14 close (5 days ago), 47.1% are below.
55.8% are above or equal to 4/13 close (6 days ago), 44.2% are below.
49.9% are above or equal to 4/10 close (7 days ago), 50.1% are below.
53.8% are above or equal to 4/9 close (8 days ago), 46.2% are below.
54.7% are above or equal to 4/8 close (9 days ago), 45.3% are below.
60.9% are above or equal to 4/7 close (10 days ago), 39.1% are below.
56.6% are above or equal to 4/6 close (11 days ago), 43.4% are below.
63.0% are above or equal to 4/2 close (12 days ago), 37.0% are below.
64.5% are above or equal to 4/1 close (13 days ago), 35.5% are below.
61.0% are above or equal to 3/31 close (14 days ago), 39.0% are below.
56.3% are above or equal to 3/30 close (15 days ago), 43.8% are below.
67.1% are above or equal to 3/27 close (16 days ago), 32.9% are below.
70.4% are above or equal to 3/26 close (17 days ago), 29.6% are below.
67.0% are above or equal to 3/25 close (18 days ago), 33.0% are below.
52.9% are above or equal to 3/24 close (19 days ago), 47.1% are below.
50.5% are above or equal to 3/23 close (20 days ago), 49.5% are below.
49.7% are above or equal to 3/20 close (21 days ago), 50.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150421 11:14 am ET)
20d: 7.8% new highs, 3.6% new lows
21d: 7.6% new highs, 3.5% new lows
42d: 4.7% new highs, 2.5% new lows
63d: 3.9% new highs, 0.7% new lows
126d: 2.9% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150421 11:14 am ET)
2-day: 58.9% above, 41.1% below
3-day: 69.0% above, 31.0% below
4-day: 58.7% above, 41.3% below
5-day: 51.4% above, 48.6% below
8-day: 51.0% above, 49.0% below
10-day: 51.8% above, 48.2% below
20-day: 61.2% above, 38.8% below
50-day: 59.3% above, 40.7% below
200-day: 63.3% above, 36.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150421 11:14 am ET)
COSW(89): 0.88% Top=FTNT CYBR WUBA VIPS QLYS ATHM FEYE DATA ….. AZPN MENT IBM TRUE EPAM GRPN XRX CSOD=Bottom (Computer Software/Internet)
HEAL(49): 0.70% Top=ALGN WX HNT DXCM CNC MOH MR DVA ….. EW BKD CYH THC A WMGI BAX HCA=Bottom (Health)
ELEC(50): 0.59% Top=LRCX AMAT TSL KLAC ON CSIQ SPWR TSRA ….. CRUS BRKR GLW MCHP TEL INTC AMBA CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(28): 0.45% Top=AWI MTH OC DHI MAS FAST TOL SPF ….. PWR USG VMC WM EXP WCN MLM MTZ=Bottom (Materials & Construction)
FINA(85): 0.42% Top=NTRS FITB WETF RF FHN SNV PACW EWBC ….. ICE CG JPM VOYA C TD AMTD TRCO=Bottom (Banks/Financials)
COHW(50): 0.37% Top=PANW GOGO CTL ANET WIN CUDA SYNA LVLT ….. EMC NMBL KN HPQ ZAYO STX WDC SSYS=Bottom (Computer Hardware/Telecom)
REAL(83): 0.31% Top=LPT LXP PGRE CONE SLG OHI ARE CHSP ….. HST AMT TCO OUT PLD ARCP HCP BAM=Bottom (Real Estate)
DISV(50): 0.27% Top=HMSY YY RCII CNHI ADS V GPN SERV ….. DV AL HMHC APOL URI ADT ATHN MYGN=Bottom (Diversified Services)
RETA(66): 0.27% Top=LL W TFM ASNA SFS WFM BID LB ….. TIF FIVE GME CAB NFLX ANF JMEI ZU=Bottom (Retail & Specialty Retail)
LEIS(36): 0.20% Top=QUNR RCL ARMK HABT PNRA EXPE CMG SBUX ….. MGM GPRO LVS YUM WYNN LOCO MCD EAT=Bottom (Leisure)
CONS(56): 0.00% Top=ICON KMB KATE SCSS HAR GT SHOO SKX ….. MWV RL IP UFS KS COH UA PKG=Bottom (Consumer)
TRAN(37): -0.07% Top=JBLU ALK XPO HA WERN ODFL CHRW SAVE ….. UNP CP NSC CSX GBX TDW KSU CNI=Bottom (Transportation)
META(21): -0.11% Top=STLD FNV X CNX RGLD PAAS AEM NUE ….. AA NEM GG ABX SCCO SLCA FCX TCK=Bottom (Metals & Mining)
MANU(40): -0.27% Top=ATI JKS AOS MHK CRS RS PCP BWC ….. FLS JOY DOV KMT TEX PNR ITW DDD=Bottom (Manufacturing)
CHEM(28): -0.50% Top=GRA SHW ASH POL RPM VAL CYT CHMT ….. ALB HUN DOW OLN AXLL GPRE EMN DD=Bottom (Chemicals/Fertilizers)
INSU(37): -0.74% Top=MTG PRE MMC CNO WSH PRU FAF AON ….. AIG AGO WRB ACE GNW FNF BRO TRV=Bottom (Insurance)
ENER(107): -1.14% Top=HLX PBF ALJ WNR BBEP TSO DK VLO ….. SPN RIG CPE BCEI CJES OAS HOS CRR=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:14 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:45 am

Market Stats at 9:44 am ET
by daytrend on 20150421. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 913.

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 (20150421 9:44 am ET)
21.9% of stocks are above yesterday’s high.
57.7% are above yesterday’s midpoint. (42.3% are below.)
12.8% are below yesterday’s low.
65.3% are inside yesterday’s range.
50.8% of stocks with today’s high > yesterday’s high. (49.2% less than).
22.3% of stocks with today’s low < yesterday’s low. (77.7% greater than).

EVIDENCE OF INTRADAY TREND (20150421 9:44 am ET)
34.8% of stocks are above today’s open. (63.6% are below).
32.6% of stocks are above today’s open and yesterday’s close.
36.8% are below both.
25.1% of stocks opened above yesterday’s high.
84.0% of stocks opened above yesterday’s close. (11.9% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150421 9:44 am ET)
6.0% of stocks are in the top 10% of today’s range.
12.7% are in the top 20%.
32.7% are in the top half. 67.3% of stocks are in the bottom half of today’s range.
35.3% are in the bottom 20%.
19.5% are in the bottom 10%.

GAIN (20150421 9:44 am ET)
60.9% of stocks are above yesterday’s close. (39.1% are below.)
0.4% are up 4.5% or more. 0.4% are down 4.5% or more.
1.0% are up 3.5% or more. 0.7% are down 3.5% or more.
83.0% are between +1% and -1%.

RSI on DAILY (20150421 9:44 am ET)
2-day: >=95:2.3%…>=90:5.1%…>=80:15.6%…>=50:60.5%…<=20:10.7%…<=10:4.6%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:59.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:59.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150421 9:44 am ET)
21.9% above previous 1 highs, 12.8% below previous 1 lows
17.6% above previous 2 highs, 6.6% below previous 2 lows
9.5% above previous 3 highs, 6.1% below previous 3 lows
7.2% above previous 4 highs, 5.1% below previous 4 lows
6.2% above previous 5 highs, 4.4% below previous 5 lows
5.0% above previous 6 highs, 4.4% below previous 6 lows
4.7% above previous 7 highs, 4.2% below previous 7 lows
3.9% above previous 8 highs, 3.5% below previous 8 lows
3.8% above previous 9 highs, 3.1% below previous 9 lows
3.7% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150421 9:44 am ET)
60.9% are above or equal to 4/20 close (1 days ago), 39.1% are below.
76.3% are above or equal to 4/17 close (2 days ago), 23.7% are below.
39.5% are above or equal to 4/16 close (3 days ago), 60.5% are below.
36.5% are above or equal to 4/15 close (4 days ago), 63.5% are below.
52.7% are above or equal to 4/14 close (5 days ago), 47.3% are below.
55.2% are above or equal to 4/13 close (6 days ago), 44.8% are below.
51.3% are above or equal to 4/10 close (7 days ago), 48.7% are below.
53.7% are above or equal to 4/9 close (8 days ago), 46.3% are below.
53.3% are above or equal to 4/8 close (9 days ago), 46.7% are below.
60.0% are above or equal to 4/7 close (10 days ago), 40.0% are below.
56.2% are above or equal to 4/6 close (11 days ago), 43.8% are below.
61.1% are above or equal to 4/2 close (12 days ago), 38.9% are below.
63.9% are above or equal to 4/1 close (13 days ago), 36.1% are below.
60.2% are above or equal to 3/31 close (14 days ago), 39.8% are below.
56.0% are above or equal to 3/30 close (15 days ago), 44.0% are below.
66.0% are above or equal to 3/27 close (16 days ago), 34.0% are below.
69.6% are above or equal to 3/26 close (17 days ago), 30.4% are below.
66.5% are above or equal to 3/25 close (18 days ago), 33.5% are below.
51.5% are above or equal to 3/24 close (19 days ago), 48.5% are below.
49.9% are above or equal to 3/23 close (20 days ago), 50.1% are below.
48.3% are above or equal to 3/20 close (21 days ago), 51.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150421 9:44 am ET)
20d: 6.4% new highs, 2.3% new lows
21d: 6.2% new highs, 2.3% new lows
42d: 3.8% new highs, 1.9% new lows
63d: 3.1% new highs, 0.4% new lows
126d: 2.3% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150421 9:44 am ET)
2-day: 58.9% above, 41.1% below
3-day: 71.1% above, 28.9% below
4-day: 58.8% above, 41.2% below
5-day: 49.6% above, 50.4% below
8-day: 51.6% above, 48.4% below
10-day: 53.1% above, 46.9% below
20-day: 59.9% above, 40.1% below
50-day: 58.2% above, 41.8% below
200-day: 62.9% above, 37.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150421 9:44 am ET)
COSW(89): 0.92% Top=FTNT DATA CMCM FEYE ATHM CYBR BIDU QLYS ….. CSC NCR IBM TTWO BOX XRX IGTE GRPN=Bottom (Computer Software/Internet)
ELEC(50): 0.53% Top=LRCX AMAT KLAC TSL XLNX AVGO CSIQ TSRA ….. MCHP FCS TEL KEYS INTC TRMB CPHD SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(49): 0.50% Top=ALGN WX PODD ABT MOH DXCM DVA IRWD ….. THOR XRAY UHS THC TMO OPK HCA BAX=Bottom (Health)
MATE(28): 0.42% Top=DHI MTH RYL SPF PHM TOL AWI MAS ….. RSG EXP RYN BECN FLR MLM PWR DAR=Bottom (Materials & Construction)
REAL(83): 0.40% Top=LPT CONE CHSP PPS REG BXMT CBL UDR ….. IVR CBG CIM NRF HST HCP NSM BAM=Bottom (Real Estate)
RETA(66): 0.23% Top=W LL WFM SFS ROST MIK LB AAP ….. RAD BLDR GPS KSS GES NFLX ANF ZU=Bottom (Retail & Specialty Retail)
LEIS(37): 0.22% Top=QUNR ARMK HABT RCL LQ HLT CMG PNRA ….. TXRH MGM MCD BLMN KING LVS WYNN EAT=Bottom (Leisure)
COHW(50): 0.22% Top=CUDA PANW WIN SYNA CTL ANET LVLT INFN ….. T RCI LXK JNPR KN SSYS WDC VZ=Bottom (Computer Hardware/Telecom)
DISV(50): 0.16% Top=MAN RCII HMSY PAYX CNHI V TYC ADS ….. JEC TNET ADT YY AL URI HMHC MYGN=Bottom (Diversified Services)
ENER(107): 0.05% Top=HLX BBG RRC MTDR ECA RICE CRZO WTI ….. EXH SPN OIS CJES PDS CRR OII HOS=Bottom (Energy)
FINA(85): -0.08% Top=NTRS FITB STT SLM PACW RF MS WETF ….. PVTB ICE HBHC ETFC CG OCN ZION AMTD=Bottom (Banks/Financials)
CONS(56): -0.21% Top=KMB ICON SKX SCSS HAR CL PG CCK ….. COH IP UFS RKT MWV KS UA PKG=Bottom (Consumer)
TRAN(37): -0.30% Top=ALK DAL HA UAL LUV ODFL AAL JBHT ….. NSC UNP GWR CP TDW CSX KSU CNI=Bottom (Transportation)
META(21): -0.31% Top=STLD PAAS AEM CENX CMC CNX FNV NUE ….. GG X GOLD RGLD SCCO FCX ABX TCK=Bottom (Metals & Mining)
INSU(37): -0.42% Top=MTG RDN FAF MET WSH PRE MMC CNO ….. ORI TMK WRB VR XL ACE TRV BRO=Bottom (Insurance)
MANU(40): -0.46% Top=ATI JKS MHK AOS DHR BWC RS PCP ….. EMR KMT JOY FLS DOV ITW PNR DDD=Bottom (Manufacturing)
CHEM(28): -0.55% Top=SHW APD POL PX VAL ASH RPM GRA ….. AGU MEOH ALB EMN AXLL GPRE HUN DD=Bottom (Chemicals/Fertilizers)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:44 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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