daytrend

05/17/2017

Filed under: Market Stats — daytrend @ 1:25 pm

Market Stats at 2:25 pm ET
by daytrend on 20170517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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 (20170517 2:25 pm ET)
6.0% of stocks are above yesterday’s high.
15.1% are above yesterday’s midpoint. (84.9% are below.)
67.5% are below yesterday’s low.
26.5% are inside yesterday’s range.
12.9% of stocks with today’s high > yesterday’s high. (87.1% less than).
83.5% of stocks with today’s low < yesterday’s low. (16.5% greater than).

EVIDENCE OF INTRADAY TREND (20170517 2:25 pm ET)
30.2% of stocks are above today’s open. (68.9% are below).
13.9% of stocks are above today’s open and yesterday’s close.
67.4% are below both.
2.4% of stocks opened above yesterday’s high.
5.9% of stocks opened above yesterday’s close. (93.2% opened below yesterday’s close).
56.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170517 2:25 pm ET)
5.9% of stocks are in the top 10% of today’s range.
9.6% are in the top 20%.
26.9% are in the top half. 73.1% of stocks are in the bottom half of today’s range.
52.6% are in the bottom 20%.
39.6% are in the bottom 10%.

GAIN (20170517 2:25 pm ET)
15.9% of stocks are above yesterday’s close. (84.1% are below.)
0.2% are up 4.5% or more. 9.6% are down 4.5% or more.
0.7% are up 3.5% or more. 17.1% are down 3.5% or more.
29.2% are between +1% and -1%.

RSI on DAILY (20170517 2:25 pm ET)
2-day: >=95:2.7%…>=90:4.6%…>=80:7.2%…>=50:14.5%…<=20:54.9%…<=10:28.8%…<=5:14.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.1%…>=50:32.8%…<=20:3.9%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:38.6%…<=20:0.8%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170517 2:25 pm ET)
6.0% above previous 1 highs, 67.5% below previous 1 lows
4.6% above previous 2 highs, 58.7% below previous 2 lows
4.2% above previous 3 highs, 48.2% below previous 3 lows
4.2% above previous 4 highs, 43.4% below previous 4 lows
3.9% above previous 5 highs, 40.7% below previous 5 lows
3.6% above previous 6 highs, 36.5% below previous 6 lows
3.1% above previous 7 highs, 35.1% below previous 7 lows
3.1% above previous 8 highs, 32.2% below previous 8 lows
3.1% above previous 9 highs, 29.5% below previous 9 lows
3.1% above previous 10 highs, 28.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170517 2:25 pm ET)
15.9% are above or equal to 5/16 close (1 days ago), 84.1% are below.
15.1% are above or equal to 5/15 close (2 days ago), 84.9% are below.
29.1% are above or equal to 5/12 close (3 days ago), 70.9% are below.
26.2% are above or equal to 5/11 close (4 days ago), 73.8% are below.
23.2% are above or equal to 5/10 close (5 days ago), 76.8% are below.
32.8% are above or equal to 5/9 close (6 days ago), 67.2% are below.
32.4% are above or equal to 5/8 close (7 days ago), 67.6% are below.
32.8% are above or equal to 5/5 close (8 days ago), 67.2% are below.
42.9% are above or equal to 5/4 close (9 days ago), 57.1% are below.
39.2% are above or equal to 5/3 close (10 days ago), 60.8% are below.
38.0% are above or equal to 5/2 close (11 days ago), 62.0% are below.
37.8% are above or equal to 5/1 close (12 days ago), 62.2% are below.
39.6% are above or equal to 4/28 close (13 days ago), 60.4% are below.
35.1% are above or equal to 4/27 close (14 days ago), 64.9% are below.
35.1% are above or equal to 4/26 close (15 days ago), 64.9% are below.
36.2% are above or equal to 4/25 close (16 days ago), 63.8% are below.
39.6% are above or equal to 4/24 close (17 days ago), 60.4% are below.
45.8% are above or equal to 4/21 close (18 days ago), 54.2% are below.
43.6% are above or equal to 4/20 close (19 days ago), 56.4% are below.
48.8% are above or equal to 4/19 close (20 days ago), 51.2% are below.
48.1% are above or equal to 4/18 close (21 days ago), 51.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170517 2:25 pm ET)
20d: 3.6% new highs, 24.5% new lows
21d: 3.3% new highs, 22.2% new lows
42d: 2.5% new highs, 17.6% new lows
63d: 2.2% new highs, 15.6% new lows
126d: 1.8% new highs, 9.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170517 2:25 pm ET)
2-day: 15.4% above, 84.6% below
3-day: 13.9% above, 86.1% below
4-day: 17.2% above, 82.8% below
5-day: 18.5% above, 81.5% below
8-day: 22.1% above, 77.9% below
10-day: 26.5% above, 73.5% below
20-day: 34.8% above, 65.2% below
50-day: 44.5% above, 55.5% below
200-day: 59.6% above, 40.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170517 2:25 pm ET)
REAL(100): 0.37% Top=EXR GPT UNIT VTR CUBE PSA REG AMT ….. RLGY SKT SC CBL BAM CBG ALLY GEO=Bottom (Real Estate)
META(27): -0.48% Top=PAAS AG HL RGLD SSRI NEM TAHO AEM ….. CNX CENX FCX STLD CMC TECK CCJ X=Bottom (Metals & Mining)
HEAL(46): -0.76% Top=MZOR DVA UNH OPK LH BKD VWR PRXL ….. ZBH ANTM BSX IRTC NUVA IRWD TVTY DXCM=Bottom (Health)
LEIS(37): -1.31% Top=JACK SHAK TXRH YUM SBUX MCD DRI SEAS ….. MGM RCL WEN RRR GPRO EXPE WYNN MLCO=Bottom (Leisure)
ENER(89): -1.37% Top=SM CXO TSO BHI PDCE AR REN MDU ….. RICE ETE RIG NBR SPN CRC DO SN=Bottom (Energy)
INSU(31): -1.40% Top=PGR FAF ALL TRV FNF AON CLGX AFL ….. SLF AFSI MTG UNM PRU MET LNC CNO=Bottom (Insurance)
MATE(24): -1.76% Top=SRCL RYN WM DAR MAS WY RSG TOL ….. CAA MDR VMC KBH EXP FAST MLM USG=Bottom (Materials & Construction)
RETA(57): -1.79% Top=GNC TJX DKS TGT SIG M ROST JWN ….. LL WBA MELI BLDR ANF SBH ETSY AEO=Bottom (Retail & Specialty Retail)
MANU(34): -1.80% Top=XYL AME PNR DOV EMR ETN MHK DHR ….. ROK ITT KMT SNA TEX ATI DDD MRC=Bottom (Manufacturing)
CHEM(28): -2.07% Top=ASH IFF SMG GRA APD ALB PX PAH ….. EMN MOS DOW WLK CE HUN OLN CC=Bottom (Chemicals/Fertilizers)
CONS(52): -2.07% Top=CL WWW CHD KMB CLX TPX EL SEE ….. UAA CSL ENR SKX BC GT KS BLL=Bottom (Consumer)
DISV(49): -2.20% Top=SBAC G HRB ROL PAYX FISV VRSK RBA ….. CNDT WTW RRD URI TAL CAR TRTN CXW=Bottom (Diversified Services)
COSW(81): -2.38% Top=ATHM VIPS EQIX BR NATI JD ADP DOX ….. FEYE MTCH TTWO SNAP EA NCR TWTR ZEN=Bottom (Computer Software/Internet)
COHW(37): -2.46% Top=CCI COMM QCOM LVLT CTL BCE CDW CSCO ….. STX INFN CIEN VIAV ACIA S FNSR SSYS=Bottom (Computer Hardware/Telecom)
TRAN(24): -2.55% Top=NAT KSU UPS WAB EXPD SAVE JBLU LUV ….. DAL CP CNI GWR NSC AAL UNP XPO=Bottom (Transportation)
ELEC(47): -3.45% Top=PI BRKR WAT XLNX APH INTC JBL SNPS ….. NVDA MSCC CAVM CY IDTI AMKR OCLR AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(87): -3.80% Top=CLNS CBOE PVTB EFX CIT ARCC NDAQ PSEC ….. CMA RJF STI WAL MS SIVB SCHW CFG=Bottom (Banks/Financials)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:25 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:51 am

Market Stats at 11:51 am ET
by daytrend on 20170517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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 (20170517 11:51 am ET)
5.8% of stocks are above yesterday’s high.
16.4% are above yesterday’s midpoint. (83.6% are below.)
59.4% are below yesterday’s low.
34.8% are inside yesterday’s range.
10.9% of stocks with today’s high > yesterday’s high. (89.1% less than).
81.4% of stocks with today’s low < yesterday’s low. (18.6% greater than).

EVIDENCE OF INTRADAY TREND (20170517 11:51 am ET)
38.8% of stocks are above today’s open. (60.5% are below).
15.3% of stocks are above today’s open and yesterday’s close.
58.5% are below both.
2.4% of stocks opened above yesterday’s high.
5.9% of stocks opened above yesterday’s close. (93.2% opened below yesterday’s close).
56.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170517 11:51 am ET)
8.0% of stocks are in the top 10% of today’s range.
14.2% are in the top 20%.
38.1% are in the top half. 61.9% of stocks are in the bottom half of today’s range.
25.6% are in the bottom 20%.
11.4% are in the bottom 10%.

GAIN (20170517 11:51 am ET)
18.6% of stocks are above yesterday’s close. (81.4% are below.)
0.1% are up 4.5% or more. 3.5% are down 4.5% or more.
0.4% are up 3.5% or more. 8.1% are down 3.5% or more.
39.3% are between +1% and -1%.

RSI on DAILY (20170517 11:51 am ET)
2-day: >=95:2.4%…>=90:4.2%…>=80:6.2%…>=50:17.1%…<=20:47.5%…<=10:24.2%…<=5:12.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:37.1%…<=20:4.2%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:41.6%…<=20:0.9%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170517 11:51 am ET)
5.8% above previous 1 highs, 59.4% below previous 1 lows
3.6% above previous 2 highs, 49.2% below previous 2 lows
3.5% above previous 3 highs, 37.3% below previous 3 lows
3.4% above previous 4 highs, 32.8% below previous 4 lows
3.2% above previous 5 highs, 30.9% below previous 5 lows
2.9% above previous 6 highs, 28.1% below previous 6 lows
2.6% above previous 7 highs, 27.8% below previous 7 lows
2.5% above previous 8 highs, 25.4% below previous 8 lows
2.5% above previous 9 highs, 24.0% below previous 9 lows
2.5% above previous 10 highs, 22.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170517 11:51 am ET)
18.6% are above or equal to 5/16 close (1 days ago), 81.4% are below.
17.1% are above or equal to 5/15 close (2 days ago), 82.9% are below.
35.1% are above or equal to 5/12 close (3 days ago), 64.9% are below.
32.4% are above or equal to 5/11 close (4 days ago), 67.6% are below.
26.9% are above or equal to 5/10 close (5 days ago), 73.1% are below.
38.1% are above or equal to 5/9 close (6 days ago), 61.9% are below.
36.9% are above or equal to 5/8 close (7 days ago), 63.1% are below.
36.0% are above or equal to 5/5 close (8 days ago), 64.0% are below.
45.9% are above or equal to 5/4 close (9 days ago), 54.1% are below.
42.1% are above or equal to 5/3 close (10 days ago), 57.9% are below.
40.4% are above or equal to 5/2 close (11 days ago), 59.6% are below.
40.5% are above or equal to 5/1 close (12 days ago), 59.5% are below.
42.7% are above or equal to 4/28 close (13 days ago), 57.3% are below.
37.1% are above or equal to 4/27 close (14 days ago), 62.9% are below.
37.6% are above or equal to 4/26 close (15 days ago), 62.4% are below.
38.6% are above or equal to 4/25 close (16 days ago), 61.4% are below.
41.8% are above or equal to 4/24 close (17 days ago), 58.2% are below.
48.6% are above or equal to 4/21 close (18 days ago), 51.4% are below.
45.9% are above or equal to 4/20 close (19 days ago), 54.1% are below.
52.6% are above or equal to 4/19 close (20 days ago), 47.4% are below.
51.9% are above or equal to 4/18 close (21 days ago), 48.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170517 11:51 am ET)
20d: 2.7% new highs, 19.5% new lows
21d: 2.5% new highs, 17.6% new lows
42d: 1.6% new highs, 14.0% new lows
63d: 1.4% new highs, 12.2% new lows
126d: 0.9% new highs, 8.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170517 11:51 am ET)
2-day: 17.4% above, 82.6% below
3-day: 14.4% above, 85.6% below
4-day: 20.2% above, 79.8% below
5-day: 23.6% above, 76.4% below
8-day: 28.2% above, 71.8% below
10-day: 31.3% above, 68.7% below
20-day: 38.4% above, 61.6% below
50-day: 46.8% above, 53.2% below
200-day: 61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170517 11:51 am ET)
REAL(100): -0.07% Top=EXR GPT UNIT VTR AMT PSA HCP MPW ….. DDR SC SKT BAM CBG ALLY CBL GEO=Bottom (Real Estate)
META(27): -0.22% Top=PAAS AG NEM AEM HL RGLD AGI SSRI ….. CENX CMC NUE CNX CCJ TECK X STLD=Bottom (Metals & Mining)
ENER(89): -0.37% Top=SM XOG EGN REN AR CPE MRO CRZO ….. SN SPN HFC RIG CVI CRC DO NBR=Bottom (Energy)
HEAL(46): -0.45% Top=MZOR DVA OPK THC UNH VWR LH BKD ….. ACHC BSX A IRTC ANTM TVTY DXCM ALGN=Bottom (Health)
LEIS(37): -0.96% Top=JACK SHAK TXRH YUM DRI MCD SBUX SIX ….. RRR PK MGM WEN RCL GPRO WYNN MLCO=Bottom (Leisure)
INSU(31): -1.19% Top=PGR CLGX ALL MBI TRV AFL AON FAF ….. MTG AFSI SLF MET PRU UNM LNC CNO=Bottom (Insurance)
RETA(57): -1.28% Top=GNC TGT DKS SIG TJX M ROST KORS ….. GPS URBN ANF LL WBA BLDR ETSY AEO=Bottom (Retail & Specialty Retail)
CHEM(28): -1.50% Top=IFF TROX ASH APD PX GRA ALB SMG ….. DD WLK DOW CE CBT HUN OLN CC=Bottom (Chemicals/Fertilizers)
MATE(24): -1.51% Top=WY SRCL FLR WM MAS RYN TOL RSG ….. MDR KBH FAST EXP SUM MLM VMC USG=Bottom (Materials & Construction)
MANU(34): -1.53% Top=DOV EMR AME ETN DHR XYL DE PNR ….. KMT CMI ROK MWA TEX SNA MRC ATI=Bottom (Manufacturing)
COHW(37): -1.67% Top=CCI BBRY CSCO CDW QCOM CTL LVLT ZAYO ….. UBNT WDC S STX VIAV ACIA FNSR SSYS=Bottom (Computer Hardware/Telecom)
DISV(49): -1.71% Top=SBAC VRSK FISV PAYX INFO AMN HRB MYGN ….. CNDT ADS CAR URI RRD TAL TRTN CXW=Bottom (Diversified Services)
COSW(81): -1.79% Top=VIPS ATHM EQIX BR BITA TWLO JD NATI ….. NTES ATVI TWTR TTWO SHOP SYMC EA ZEN=Bottom (Computer Software/Internet)
CONS(52): -1.96% Top=CL WWW TPX CLX SEE CHD EL KMB ….. PBI GPK BC CSL ENR GT KS BLL=Bottom (Consumer)
TRAN(24): -1.96% Top=NAT KSU SAVE UPS WAB EXPD JBLU ALK ….. NSC CNI CSX CP UNP DAL XPO AAL=Bottom (Transportation)
ELEC(47): -2.71% Top=WAT BRKR INTC APH XLNX SNPS SPWR JBL ….. NVDA MSCC CRUS CY IDTI AMKR OCLR AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(87): -2.81% Top=CBOE CLNS EFX PSEC PVTB WU ARCC NDAQ ….. PACW EWBC RJF SCHW CMA TCF CFG SIVB=Bottom (Banks/Financials)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:51 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:54 am

Market Stats at 9:53 am ET
by daytrend on 20170517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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 (20170517 9:53 am ET)
4.4% of stocks are above yesterday’s high.
15.1% are above yesterday’s midpoint. (84.9% are below.)
59.9% are below yesterday’s low.
35.8% are inside yesterday’s range.
8.7% of stocks with today’s high > yesterday’s high. (91.3% less than).
74.6% of stocks with today’s low < yesterday’s low. (25.4% greater than).

EVIDENCE OF INTRADAY TREND (20170517 9:53 am ET)
42.2% of stocks are above today’s open. (55.9% are below).
9.6% of stocks are above today’s open and yesterday’s close.
53.8% are below both.
2.4% of stocks opened above yesterday’s high.
5.9% of stocks opened above yesterday’s close. (93.2% opened below yesterday’s close).
56.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170517 9:53 am ET)
3.6% of stocks are in the top 10% of today’s range.
9.4% are in the top 20%.
35.1% are in the top half. 64.9% of stocks are in the bottom half of today’s range.
35.1% are in the bottom 20%.
22.5% are in the bottom 10%.

GAIN (20170517 9:53 am ET)
12.2% of stocks are above yesterday’s close. (87.8% are below.)
0.2% are up 4.5% or more. 0.6% are down 4.5% or more.
0.2% are up 3.5% or more. 1.9% are down 3.5% or more.
44.5% are between +1% and -1%.

RSI on DAILY (20170517 9:53 am ET)
2-day: >=95:2.1%…>=90:3.3%…>=80:4.9%…>=50:16.2%…<=20:46.4%…<=10:22.8%…<=5:12.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.9%…>=50:39.9%…<=20:3.4%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:43.5%…<=20:1.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170517 9:53 am ET)
4.4% above previous 1 highs, 59.9% below previous 1 lows
2.7% above previous 2 highs, 48.0% below previous 2 lows
2.7% above previous 3 highs, 32.7% below previous 3 lows
2.6% above previous 4 highs, 29.1% below previous 4 lows
2.2% above previous 5 highs, 27.4% below previous 5 lows
2.2% above previous 6 highs, 24.5% below previous 6 lows
2.1% above previous 7 highs, 23.3% below previous 7 lows
2.1% above previous 8 highs, 21.1% below previous 8 lows
2.1% above previous 9 highs, 19.6% below previous 9 lows
2.0% above previous 10 highs, 18.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170517 9:53 am ET)
12.2% are above or equal to 5/16 close (1 days ago), 87.8% are below.
17.4% are above or equal to 5/15 close (2 days ago), 82.6% are below.
38.9% are above or equal to 5/12 close (3 days ago), 61.1% are below.
35.1% are above or equal to 5/11 close (4 days ago), 64.9% are below.
29.2% are above or equal to 5/10 close (5 days ago), 70.8% are below.
39.1% are above or equal to 5/9 close (6 days ago), 60.9% are below.
38.2% are above or equal to 5/8 close (7 days ago), 61.8% are below.
36.4% are above or equal to 5/5 close (8 days ago), 63.6% are below.
48.4% are above or equal to 5/4 close (9 days ago), 51.6% are below.
44.2% are above or equal to 5/3 close (10 days ago), 55.8% are below.
41.8% are above or equal to 5/2 close (11 days ago), 58.2% are below.
41.2% are above or equal to 5/1 close (12 days ago), 58.8% are below.
43.4% are above or equal to 4/28 close (13 days ago), 56.6% are below.
38.7% are above or equal to 4/27 close (14 days ago), 61.3% are below.
39.2% are above or equal to 4/26 close (15 days ago), 60.8% are below.
40.0% are above or equal to 4/25 close (16 days ago), 60.0% are below.
43.1% are above or equal to 4/24 close (17 days ago), 56.9% are below.
50.0% are above or equal to 4/21 close (18 days ago), 50.0% are below.
48.1% are above or equal to 4/20 close (19 days ago), 51.9% are below.
54.1% are above or equal to 4/19 close (20 days ago), 45.9% are below.
55.2% are above or equal to 4/18 close (21 days ago), 44.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170517 9:53 am ET)
20d: 2.4% new highs, 14.4% new lows
21d: 2.0% new highs, 13.3% new lows
42d: 1.5% new highs, 11.2% new lows
63d: 1.4% new highs, 9.8% new lows
126d: 0.9% new highs, 7.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170517 9:53 am ET)
2-day: 11.4% above, 88.6% below
3-day: 12.8% above, 87.2% below
4-day: 19.8% above, 80.2% below
5-day: 23.1% above, 76.9% below
8-day: 28.9% above, 71.1% below
10-day: 33.4% above, 66.6% below
20-day: 40.1% above, 59.9% below
50-day: 49.1% above, 50.9% below
200-day: 61.9% above, 38.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170517 9:53 am ET)
META(27): 0.23% Top=PAAS SSRI AG RGLD CDE HL AGI NEM ….. CENX CCJ SLCA TECK CMC STLD CNX X=Bottom (Metals & Mining)
REAL(100): -0.20% Top=VTR EXR MPW EPR CPT AMT GPT HCP ….. SHO LHO WPG ALLY GEO BAM SC CBL=Bottom (Real Estate)
LEIS(37): -0.73% Top=JACK HGV YUMC TXRH ARMK YUM PK MCD ….. WEN RRR STAY WYN LQ WYNN GPRO MLCO=Bottom (Leisure)
HEAL(46): -0.80% Top=DVA UNH EW VWR ESRX MZOR BKD OPK ….. IART IRWD TVTY PRAH CYH MD DXCM IRTC=Bottom (Health)
RETA(57): -0.90% Top=GNC DKS TGT JWN TJX RH M WMT ….. TLRD ETSY URBN MELI CVS ANF BLDR AEO=Bottom (Retail & Specialty Retail)
ENER(89): -0.93% Top=PBF PE AR BHI TSO CXO KOS PSX ….. OAS NBR DO WLL ECA CVE SN CRC=Bottom (Energy)
COSW(81): -1.09% Top=BITA VIPS WUBA EQIX TWLO TTD JD IAC ….. SYMC SINA SHOP SQ VEEV ZEN TTWO EA=Bottom (Computer Software/Internet)
INSU(31): -1.16% Top=PGR TRV ALL AON MMC AGO XL FNF ….. MET MTG AFSI SLF PRU UNM LNC CNO=Bottom (Insurance)
COHW(37): -1.29% Top=CCI BBRY TMUS LVLT QCOM CTL CDW COMM ….. WDC CIEN VG VIAV INFN SSYS ACIA FNSR=Bottom (Computer Hardware/Telecom)
MANU(34): -1.36% Top=DDD DHR XYL DE MHK CAT AME SWK ….. TEX CMI MWA ITT KMT SNA ATI MRC=Bottom (Manufacturing)
CHEM(28): -1.37% Top=IFF APD PX ASH PPG GRA SMG ALB ….. TROX CE PAH CF CBT HUN OLN CC=Bottom (Chemicals/Fertilizers)
MATE(24): -1.46% Top=DAR SRCL WM MAS WY RSG TOL RYN ….. FLR MLM KBH VMC EXP MDR USG SUM=Bottom (Materials & Construction)
DISV(49): -1.46% Top=SBAC AMN FISV VRSK G INFO PAYX MYGN ….. FLT CXW WTW TAL URI RRD CAR TRTN=Bottom (Diversified Services)
TRAN(24): -1.63% Top=SAVE UPS KSU CHRW FDX EXPD LUV WAB ….. CP DAL CSX TRN UNP SWFT GWR XPO=Bottom (Transportation)
ELEC(47): -1.70% Top=INTC SIMO WAT BRKR APH KEYS GRMN FTV ….. IDTI AMBA CREE CAVM HIMX AMKR AMD OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(52): -1.88% Top=CL WWW SPB CLX KMB PG CHD EL ….. BC GT PBI PAY GPK KS MAT BLL=Bottom (Consumer)
FINA(87): -1.95% Top=CBOE PSEC NDAQ CIT CME WU ICE JNS ….. FHN CMA BOFI SCHW BAC SIVB SLM CFG=Bottom (Banks/Financials)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:53 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

05/16/2017

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

Closing Stats
by daytrend on 20170516. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 852.

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 (20170516 Closing)
22.7% of stocks are above yesterday’s high.
46.8% are above yesterday’s midpoint. (53.2% are below.)
28.6% are below yesterday’s low.
48.7% are inside yesterday’s range.
44.6% of stocks with today’s high > yesterday’s high. (55.4% less than).
51.2% of stocks with today’s low < yesterday’s low. (48.8% greater than).

EVIDENCE OF INTRADAY TREND (20170516 Closing)
35.1% of stocks are above today’s open. (64.1% are below).
33.0% of stocks are above today’s open and yesterday’s close.
54.3% are below both.
16.2% of stocks opened above yesterday’s high.
66.1% of stocks opened above yesterday’s close. (27.6% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170516 Closing)
11.6% of stocks are in the top 10% of today’s range.
20.5% are in the top 20%.
50.9% are in the top half. 49.1% of stocks are in the bottom half of today’s range.
21.9% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN (20170516 Closing)
43.4% of stocks are above yesterday’s close. (56.6% are below.)
1.1% are up 4.5% or more. 1.3% are down 4.5% or more.
1.5% are up 3.5% or more. 2.6% are down 3.5% or more.
64.8% are between +1% and -1%.

RSI on DAILY (20170516 Closing)
2-day: >=95:9.7%…>=90:15.8%…>=80:28.2%…>=50:53.4%…<=20:20.9%…<=10:12.7%…<=5:7.0%…
9-day: >=95:0.2%…>=90:1.2%…>=80:6.3%…>=50:54.0%…<=20:2.7%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.5%…>=80:3.6%…>=50:54.3%…<=20:0.9%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170516 Closing)
22.7% above previous 1 highs, 28.6% below previous 1 lows
21.2% above previous 2 highs, 17.8% below previous 2 lows
18.3% above previous 3 highs, 15.3% below previous 3 lows
16.0% above previous 4 highs, 14.0% below previous 4 lows
14.3% above previous 5 highs, 13.0% below previous 5 lows
13.5% above previous 6 highs, 11.7% below previous 6 lows
12.9% above previous 7 highs, 10.3% below previous 7 lows
12.0% above previous 8 highs, 9.9% below previous 8 lows
12.0% above previous 9 highs, 9.0% below previous 9 lows
11.7% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170516 Closing)
43.4% are above or equal to 5/15 close (1 days ago), 56.6% are below.
66.9% are above or equal to 5/12 close (2 days ago), 33.1% are below.
56.7% are above or equal to 5/11 close (3 days ago), 43.3% are below.
45.2% are above or equal to 5/10 close (4 days ago), 54.8% are below.
55.9% are above or equal to 5/9 close (5 days ago), 44.1% are below.
50.6% are above or equal to 5/8 close (6 days ago), 49.4% are below.
48.5% are above or equal to 5/5 close (7 days ago), 51.5% are below.
58.8% are above or equal to 5/4 close (8 days ago), 41.2% are below.
55.8% are above or equal to 5/3 close (9 days ago), 44.2% are below.
52.7% are above or equal to 5/2 close (10 days ago), 47.3% are below.
51.3% are above or equal to 5/1 close (11 days ago), 48.7% are below.
54.0% are above or equal to 4/28 close (12 days ago), 46.0% are below.
48.2% are above or equal to 4/27 close (13 days ago), 51.8% are below.
45.3% are above or equal to 4/26 close (14 days ago), 54.7% are below.
46.4% are above or equal to 4/25 close (15 days ago), 53.6% are below.
50.1% are above or equal to 4/24 close (16 days ago), 49.9% are below.
57.7% are above or equal to 4/21 close (17 days ago), 42.3% are below.
55.8% are above or equal to 4/20 close (18 days ago), 44.2% are below.
60.4% are above or equal to 4/19 close (19 days ago), 39.6% are below.
60.6% are above or equal to 4/18 close (20 days ago), 39.4% are below.
59.5% are above or equal to 4/17 close (21 days ago), 40.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170516 Closing)
20d: 14.8% new highs, 9.6% new lows
21d: 14.8% new highs, 9.5% new lows
42d: 12.7% new highs, 8.3% new lows
63d: 11.9% new highs, 7.5% new lows
126d: 11.4% new highs, 5.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170516 Closing)
2-day: 42.6% above, 57.4% below
3-day: 57.9% above, 42.1% below
4-day: 57.7% above, 42.3% below
5-day: 52.3% above, 47.7% below
8-day: 52.3% above, 47.7% below
10-day: 55.0% above, 45.0% below
20-day: 52.1% above, 47.9% below
50-day: 56.2% above, 43.8% below
200-day: 64.3% above, 35.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170516 Closing)
ELEC(47): 1.00% Top=AMD QRVO CAVM ON CRUS AMBA FLEX JBL ….. KEYS CREE FSLR XPER AYI SPWR CSIQ PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(26): 0.67% Top=CDE FNV AG STLD TECK SLCA TAHO RGLD ….. NUE FCX SLW CNX SCCO CCJ NEM CENX=Bottom (Metals & Mining)
COSW(81): 0.43% Top=SINA ATHM VEEV MANH TWLO BIDU YHOO NOW ….. FEYE CTXS YELP SYMC TRIP TTD VIPS COUP=Bottom (Computer Software/Internet)
CHEM(29): 0.39% Top=RPM HUN OLN EMN CF CE AXTA FMC ….. MOS SMG APD DD PPG AGU POT PAH=Bottom (Chemicals/Fertilizers)
COHW(38): 0.30% Top=BBRY SSYS UBNT FNSR COMM STX ARRS QCOM ….. ACIA VIAV PANW VG MSI T TDS GOGO=Bottom (Computer Hardware/Telecom)
LEIS(37): 0.13% Top=YUMC MLCO JACK SHAK WEN WYNN BYD EXPE ….. H RCL SBUX BLMN STAY EAT DRI LQ=Bottom (Leisure)
FINA(87): 0.12% Top=TWNK WETF C EWBC RJF PSEC RF MTB ….. SYF DFS TCF CBOE WU SLM ATH JNS=Bottom (Banks/Financials)
MANU(35): 0.05% Top=DDD MRC AOS DE ROP CMI EMR ETN ….. MHK BWXT GE MWA TEX WBT XYL ITT=Bottom (Manufacturing)
INSU(30): -0.03% Top=RDN FAF MTG CNO L UNM FNF AIG ….. TRV PGR CLGX CINF TMK SLF MBI AFSI=Bottom (Insurance)
DISV(49): -0.08% Top=TAL ILG AL LDOS ALLE CNDT CXW PCLN ….. RRD TRTN MYGN WTW URI ATHN YY HRB=Bottom (Diversified Services)
TRAN(24): -0.28% Top=UAL JBLU AAL LUV CHRW XPO JBHT DAL ….. EXPD UPS GWR SAVE SWFT TRN CP NAT=Bottom (Transportation)
RETA(57): -0.38% Top=ETSY LL RH BABA EBAY KAR BLDR BBY ….. URBN LB MIK CHS SIG BURL TJX DKS=Bottom (Retail & Specialty Retail)
MATE(24): -0.41% Top=RYN KBH LEN MAS PHM CAA TOL TPH ….. MLM RSG WM SUM VMC PWR OC USG=Bottom (Materials & Construction)
HEAL(46): -0.53% Top=MZOR IRTC PRXL BAX NUVA HOLX MOH IART ….. UNH HLS ZBH DXCM THC OPK CYH DVA=Bottom (Health)
ENER(89): -0.75% Top=EGN VVV DK REN ATW OII NBR FANG ….. PBF WLL CVE RICE GPOR HK SM SN=Bottom (Energy)
REAL(101): -0.97% Top=SHO INN MFA GEO FR CUZ AMT IVR ….. WRI KRG WPG KIM DDR BRX PEI CBL=Bottom (Real Estate)
CONS(52): -1.02% Top=SEE OI MAT AVY NWL TUP ECL BLL ….. CRI LULU TPX HBI FOSL RL WWW UAA=Bottom (Consumer)

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 @ 12:03 pm

Market Stats at 1:03 pm ET
by daytrend on 20170516. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 852.

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 (20170516 1:03 pm ET)
17.7% of stocks are above yesterday’s high.
44.2% are above yesterday’s midpoint. (55.8% are below.)
26.6% are below yesterday’s low.
55.6% are inside yesterday’s range.
41.7% of stocks with today’s high > yesterday’s high. (58.3% less than).
46.7% of stocks with today’s low < yesterday’s low. (53.3% greater than).

EVIDENCE OF INTRADAY TREND (20170516 1:03 pm ET)
30.6% of stocks are above today’s open. (68.1% are below).
28.1% of stocks are above today’s open and yesterday’s close.
59.4% are below both.
16.2% of stocks opened above yesterday’s high.
66.1% of stocks opened above yesterday’s close. (27.6% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170516 1:03 pm ET)
8.1% of stocks are in the top 10% of today’s range.
16.1% are in the top 20%.
43.0% are in the top half. 57.0% of stocks are in the bottom half of today’s range.
25.8% are in the bottom 20%.
16.2% are in the bottom 10%.

GAIN (20170516 1:03 pm ET)
38.0% of stocks are above yesterday’s close. (62.0% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
1.3% are up 3.5% or more. 1.3% are down 3.5% or more.
67.7% are between +1% and -1%.

RSI on DAILY (20170516 1:03 pm ET)
2-day: >=95:8.8%…>=90:14.1%…>=80:23.8%…>=50:52.5%…<=20:19.8%…<=10:11.5%…<=5:7.0%…
9-day: >=95:0.2%…>=90:0.9%…>=80:5.9%…>=50:52.0%…<=20:2.6%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.5%…>=80:4.1%…>=50:53.3%…<=20:0.8%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170516 1:03 pm ET)
17.7% above previous 1 highs, 26.6% below previous 1 lows
16.1% above previous 2 highs, 16.7% below previous 2 lows
14.8% above previous 3 highs, 14.3% below previous 3 lows
13.3% above previous 4 highs, 12.9% below previous 4 lows
12.0% above previous 5 highs, 12.1% below previous 5 lows
11.2% above previous 6 highs, 11.3% below previous 6 lows
10.9% above previous 7 highs, 10.2% below previous 7 lows
10.2% above previous 8 highs, 9.5% below previous 8 lows
10.2% above previous 9 highs, 8.7% below previous 9 lows
10.0% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170516 1:03 pm ET)
38.0% are above or equal to 5/15 close (1 days ago), 62.0% are below.
67.1% are above or equal to 5/12 close (2 days ago), 32.9% are below.
55.2% are above or equal to 5/11 close (3 days ago), 44.8% are below.
45.2% are above or equal to 5/10 close (4 days ago), 54.8% are below.
54.8% are above or equal to 5/9 close (5 days ago), 45.2% are below.
50.9% are above or equal to 5/8 close (6 days ago), 49.1% are below.
47.8% are above or equal to 5/5 close (7 days ago), 52.2% are below.
58.8% are above or equal to 5/4 close (8 days ago), 41.2% are below.
55.6% are above or equal to 5/3 close (9 days ago), 44.4% are below.
51.6% are above or equal to 5/2 close (10 days ago), 48.4% are below.
50.5% are above or equal to 5/1 close (11 days ago), 49.5% are below.
53.2% are above or equal to 4/28 close (12 days ago), 46.8% are below.
46.1% are above or equal to 4/27 close (13 days ago), 53.9% are below.
44.1% are above or equal to 4/26 close (14 days ago), 55.9% are below.
45.0% are above or equal to 4/25 close (15 days ago), 55.0% are below.
48.2% are above or equal to 4/24 close (16 days ago), 51.8% are below.
56.9% are above or equal to 4/21 close (17 days ago), 43.1% are below.
54.9% are above or equal to 4/20 close (18 days ago), 45.1% are below.
60.4% are above or equal to 4/19 close (19 days ago), 39.6% are below.
59.3% are above or equal to 4/18 close (20 days ago), 40.7% are below.
58.3% are above or equal to 4/17 close (21 days ago), 41.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170516 1:03 pm ET)
20d: 13.6% new highs, 8.8% new lows
21d: 13.6% new highs, 8.7% new lows
42d: 11.5% new highs, 7.5% new lows
63d: 10.8% new highs, 6.7% new lows
126d: 10.4% new highs, 4.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170516 1:03 pm ET)
2-day: 36.7% above, 63.3% below
3-day: 58.2% above, 41.8% below
4-day: 56.0% above, 44.0% below
5-day: 51.5% above, 48.5% below
8-day: 50.7% above, 49.3% below
10-day: 53.6% above, 46.4% below
20-day: 50.8% above, 49.2% below
50-day: 55.8% above, 44.2% below
200-day: 63.4% above, 36.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170516 1:03 pm ET)
META(26): 0.53% Top=CDE FNV TECK PAAS RGLD AGI STLD TAHO ….. SLW X CMC SCCO NEM AA SLCA CENX=Bottom (Metals & Mining)
ELEC(47): 0.49% Top=AMD ON CRUS CAVM HIMX FLEX QRVO AMBA ….. FSLR SIMO CREE XPER AYI PI CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): 0.44% Top=SINA VEEV ATHM BIDU TWLO NTES YHOO TWTR ….. YELP TRIP MTCH SNAP VIPS TTD SYMC COUP=Bottom (Computer Software/Internet)
CHEM(29): 0.34% Top=RPM HUN EMN CE CF ASH PX OLN ….. TROX DOW DD APD AGU PPG WLK PAH=Bottom (Chemicals/Fertilizers)
COHW(38): 0.21% Top=BBRY COMM CDW FNSR UBNT ARRS STX SSYS ….. T TDS PANW ZAYO VIAV ACIA VG GOGO=Bottom (Computer Hardware/Telecom)
LEIS(37): 0.11% Top=YUMC MLCO WYNN EXPE WEN JACK MGM PK ….. TXRH HGV BLMN SBUX STAY EAT DRI LQ=Bottom (Leisure)
INSU(30): -0.05% Top=FAF FNF RDN L AIG AJG CNO XL ….. AFL TRV CINF TMK SLF CLGX MBI AFSI=Bottom (Insurance)
FINA(87): -0.17% Top=TWNK C MTB WETF PSEC AMP EWBC PYPL ….. SIVB HOMB PACW WU SLM JNS TCF CBOE=Bottom (Banks/Financials)
MANU(35): -0.17% Top=DDD ATI DE AOS MRC ROP CMI TTC ….. MWA DOV DHR KMT TEX XYL WBT ITT=Bottom (Manufacturing)
DISV(49): -0.25% Top=TAL LDOS CNDT ILG ALLE SBAC PCLN FDC ….. ZTO RRD WTW MYGN URI YY CAR HRB=Bottom (Diversified Services)
RETA(57): -0.37% Top=ETSY LL RH BABA HD BID AMZN EBAY ….. JWN GPS DLTR SIG MIK BURL TJX DKS=Bottom (Retail & Specialty Retail)
MATE(24): -0.37% Top=KBH MAS PHM LEN RYN DAR CAA TOL ….. MLM SUM RSG WM VMC PWR OC USG=Bottom (Materials & Construction)
HEAL(46): -0.43% Top=MZOR IRTC PRXL BAX EW ACHC HOLX STE ….. HLS UNH DXCM THC ZBH OPK CYH DVA=Bottom (Health)
TRAN(24): -0.44% Top=UAL JBLU XPO LUV AAL CHRW CNI JBHT ….. SAVE UPS CP EXPD SWFT GWR NAT TRN=Bottom (Transportation)
ENER(89): -0.81% Top=EGN REN VVV PAGP PXD DK BPL ATW ….. MPC PSX VLO GPOR CVI PBF SM SN=Bottom (Energy)
REAL(101): -0.81% Top=SHO RLJ MFA TWO CIM DRH AMT INN ….. RPT STOR KRG KIM BRX WPG CBL PEI=Bottom (Real Estate)
CONS(52): -0.89% Top=MAT OI ECL CL PG NWL SEE LEG ….. LULU CRI FOSL ELF WWW TPX HBI UAA=Bottom (Consumer)

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 1:03 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:32 am

Market Stats at 11:32 am ET
by daytrend on 20170516. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 852.

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 (20170516 11:32 am ET)
13.7% of stocks are above yesterday’s high.
39.0% are above yesterday’s midpoint. (61.0% are below.)
27.9% are below yesterday’s low.
58.3% are inside yesterday’s range.
38.6% of stocks with today’s high > yesterday’s high. (61.4% less than).
45.4% of stocks with today’s low < yesterday’s low. (54.6% greater than).

EVIDENCE OF INTRADAY TREND (20170516 11:32 am ET)
24.6% of stocks are above today’s open. (74.4% are below).
22.3% of stocks are above today’s open and yesterday’s close.
61.0% are below both.
16.2% of stocks opened above yesterday’s high.
66.1% of stocks opened above yesterday’s close. (27.6% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170516 11:32 am ET)
3.1% of stocks are in the top 10% of today’s range.
9.3% are in the top 20%.
32.4% are in the top half. 67.6% of stocks are in the bottom half of today’s range.
27.5% are in the bottom 20%.
13.0% are in the bottom 10%.

GAIN (20170516 11:32 am ET)
36.7% of stocks are above yesterday’s close. (63.3% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
0.9% are up 3.5% or more. 1.3% are down 3.5% or more.
71.9% are between +1% and -1%.

RSI on DAILY (20170516 11:32 am ET)
2-day: >=95:7.5%…>=90:12.6%…>=80:22.1%…>=50:48.5%…<=20:20.1%…<=10:12.0%…<=5:6.8%…
9-day: >=95:0.2%…>=90:0.8%…>=80:5.2%…>=50:50.4%…<=20:2.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.4%…>=80:3.5%…>=50:52.7%…<=20:0.6%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170516 11:32 am ET)
13.7% above previous 1 highs, 27.9% below previous 1 lows
12.4% above previous 2 highs, 16.4% below previous 2 lows
11.4% above previous 3 highs, 14.0% below previous 3 lows
10.1% above previous 4 highs, 13.0% below previous 4 lows
8.8% above previous 5 highs, 12.2% below previous 5 lows
8.2% above previous 6 highs, 11.3% below previous 6 lows
7.9% above previous 7 highs, 10.4% below previous 7 lows
7.5% above previous 8 highs, 9.2% below previous 8 lows
7.4% above previous 9 highs, 8.8% below previous 9 lows
7.3% above previous 10 highs, 8.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170516 11:32 am ET)
36.7% are above or equal to 5/15 close (1 days ago), 63.3% are below.
65.6% are above or equal to 5/12 close (2 days ago), 34.4% are below.
53.4% are above or equal to 5/11 close (3 days ago), 46.6% are below.
43.5% are above or equal to 5/10 close (4 days ago), 56.5% are below.
51.9% are above or equal to 5/9 close (5 days ago), 48.1% are below.
50.2% are above or equal to 5/8 close (6 days ago), 49.8% are below.
47.5% are above or equal to 5/5 close (7 days ago), 52.5% are below.
57.5% are above or equal to 5/4 close (8 days ago), 42.5% are below.
55.6% are above or equal to 5/3 close (9 days ago), 44.4% are below.
50.2% are above or equal to 5/2 close (10 days ago), 49.8% are below.
49.9% are above or equal to 5/1 close (11 days ago), 50.1% are below.
52.0% are above or equal to 4/28 close (12 days ago), 48.0% are below.
45.4% are above or equal to 4/27 close (13 days ago), 54.6% are below.
44.4% are above or equal to 4/26 close (14 days ago), 55.6% are below.
44.4% are above or equal to 4/25 close (15 days ago), 55.6% are below.
47.7% are above or equal to 4/24 close (16 days ago), 52.3% are below.
56.3% are above or equal to 4/21 close (17 days ago), 43.7% are below.
53.5% are above or equal to 4/20 close (18 days ago), 46.5% are below.
59.3% are above or equal to 4/19 close (19 days ago), 40.7% are below.
59.2% are above or equal to 4/18 close (20 days ago), 40.8% are below.
58.2% are above or equal to 4/17 close (21 days ago), 41.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170516 11:32 am ET)
20d: 12.2% new highs, 8.6% new lows
21d: 12.2% new highs, 8.5% new lows
42d: 10.4% new highs, 7.4% new lows
63d: 9.7% new highs, 6.3% new lows
126d: 9.4% new highs, 4.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170516 11:32 am ET)
2-day: 34.5% above, 65.5% below
3-day: 54.8% above, 45.2% below
4-day: 54.9% above, 45.1% below
5-day: 49.2% above, 50.8% below
8-day: 48.8% above, 51.2% below
10-day: 52.1% above, 47.9% below
20-day: 49.9% above, 50.1% below
50-day: 55.0% above, 45.0% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170516 11:32 am ET)
META(26): 0.49% Top=CDE FNV AGI AG PAAS RGLD TECK AEM ….. CLF AA CMC NEM X SLCA SCCO CENX=Bottom (Metals & Mining)
COSW(81): 0.34% Top=SINA VEEV ATHM TWLO SSNC NTES BIDU YHOO ….. FEYE ZEN NATI SYMC TTD SNAP MTCH COUP=Bottom (Computer Software/Internet)
ELEC(47): 0.33% Top=AMD HIMX ON QRVO CRUS AMBA FLEX AMAT ….. AMKR AYI SIMO CREE XPER PI SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 0.21% Top=RPM HUN ASH EMN PX CC CF OLN ….. TROX AXTA DD DOW PPG VSM WLK PAH=Bottom (Chemicals/Fertilizers)
LEIS(37): -0.06% Top=YUMC MLCO WYNN PK JACK WEN MGM EXPE ….. RCL BLMN TXRH HGV STAY EAT DRI LQ=Bottom (Leisure)
INSU(30): -0.16% Top=FAF RDN FNF UNM AIG MTG L BRO ….. LNC SLF TMK WLTW CINF CLGX MBI AFSI=Bottom (Insurance)
ENER(89): -0.18% Top=REN EGN VVV DK PAGP WLL CLR MTDR ….. MPC SM NFG PSX VLO PBF CVI SN=Bottom (Energy)
COHW(38): -0.19% Top=BBRY UBNT ARRS COMM CCI CDW STX FNSR ….. INFN MSI ZAYO VIAV SSYS GOGO ACIA VG=Bottom (Computer Hardware/Telecom)
MANU(35): -0.34% Top=MRC DE AOS ROP MHK DDD CMI ATI ….. ROK BWXT FLS XYL TEX WBT KMT ITT=Bottom (Manufacturing)
DISV(49): -0.38% Top=TAL LDOS ALLE SBAC PCLN AL CXW ADS ….. RRD TRTN ZTO URI MYGN YY CAR HRB=Bottom (Diversified Services)
FINA(87): -0.39% Top=TWNK C WETF PSEC CLNS MTB ATH JPM ….. SLM WU FNB HOMB SIVB CBOE JNS TCF=Bottom (Banks/Financials)
HEAL(46): -0.54% Top=IRTC BAX PRXL BKD CNC BSX ACHC TMO ….. CYH HLS NUVA UNH OPK ZBH DXCM DVA=Bottom (Health)
MATE(24): -0.55% Top=MAS SRCL KBH DAR RYN LEN PHM FLR ….. TPH RSG WM VMC FAST PWR OC USG=Bottom (Materials & Construction)
TRAN(24): -0.56% Top=JBLU UAL LUV AAL CNI XPO CHRW CSX ….. DAL JBHT CP EXPD SWFT NAT GWR TRN=Bottom (Transportation)
REAL(101): -0.66% Top=RLJ SHO DRH CIM FCH INN IVR MFA ….. RPT BRX KIM STOR KRG WPG CBL PEI=Bottom (Real Estate)
CONS(52): -0.95% Top=OI PG SEE CL BERY KMB BLL CLX ….. RL WWW FL CRI FOSL HBI LULU UAA=Bottom (Consumer)
RETA(57): -1.02% Top=ETSY LL RH BABA HD AMZN EBAY BID ….. WSM URBN GPS FINL MIK TJX BURL DKS=Bottom (Retail & Specialty Retail)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:32 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

05/15/2017

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

Closing Stats
by daytrend on 20170515. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 854.

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 (20170515 Closing)
47.7% of stocks are above yesterday’s high.
73.5% are above yesterday’s midpoint. (26.5% are below.)
8.3% are below yesterday’s low.
44.0% are inside yesterday’s range.
76.0% of stocks with today’s high > yesterday’s high. (24.0% less than).
22.8% of stocks with today’s low < yesterday’s low. (77.2% greater than).

EVIDENCE OF INTRADAY TREND (20170515 Closing)
65.2% of stocks are above today’s open. (33.4% are below).
63.0% of stocks are above today’s open and yesterday’s close.
17.2% are below both.
27.0% of stocks opened above yesterday’s high.
74.6% of stocks opened above yesterday’s close. (20.8% opened below yesterday’s close).
4.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170515 Closing)
9.7% of stocks are in the top 10% of today’s range.
20.8% are in the top 20%.
53.3% are in the top half. 46.7% of stocks are in the bottom half of today’s range.
17.9% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN (20170515 Closing)
80.6% of stocks are above yesterday’s close. (19.4% are below.)
1.9% are up 4.5% or more. 0.7% are down 4.5% or more.
3.0% are up 3.5% or more. 0.9% are down 3.5% or more.
56.7% are between +1% and -1%.

RSI on DAILY (20170515 Closing)
2-day: >=95:8.9%…>=90:15.2%…>=80:30.2%…>=50:68.9%…<=20:13.7%…<=10:7.7%…<=5:2.9%…
9-day: >=95:0.1%…>=90:0.8%…>=80:6.4%…>=50:56.7%…<=20:1.9%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.2%…>=50:56.0%…<=20:0.6%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170515 Closing)
47.7% above previous 1 highs, 8.3% below previous 1 lows
30.6% above previous 2 highs, 6.9% below previous 2 lows
23.3% above previous 3 highs, 5.7% below previous 3 lows
20.3% above previous 4 highs, 5.2% below previous 4 lows
18.3% above previous 5 highs, 4.2% below previous 5 lows
17.1% above previous 6 highs, 4.1% below previous 6 lows
15.8% above previous 7 highs, 3.6% below previous 7 lows
15.3% above previous 8 highs, 3.4% below previous 8 lows
13.8% above previous 9 highs, 3.4% below previous 9 lows
13.2% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170515 Closing)
80.6% are above or equal to 5/12 close (1 days ago), 19.4% are below.
62.4% are above or equal to 5/11 close (2 days ago), 37.6% are below.
47.4% are above or equal to 5/10 close (3 days ago), 52.6% are below.
57.4% are above or equal to 5/9 close (4 days ago), 42.6% are below.
53.7% are above or equal to 5/8 close (5 days ago), 46.3% are below.
50.5% are above or equal to 5/5 close (6 days ago), 49.5% are below.
60.7% are above or equal to 5/4 close (7 days ago), 39.3% are below.
58.9% are above or equal to 5/3 close (8 days ago), 41.1% are below.
54.6% are above or equal to 5/2 close (9 days ago), 45.4% are below.
52.2% are above or equal to 5/1 close (10 days ago), 47.8% are below.
54.9% are above or equal to 4/28 close (11 days ago), 45.1% are below.
47.5% are above or equal to 4/27 close (12 days ago), 52.5% are below.
46.5% are above or equal to 4/26 close (13 days ago), 53.5% are below.
46.7% are above or equal to 4/25 close (14 days ago), 53.3% are below.
49.5% are above or equal to 4/24 close (15 days ago), 50.5% are below.
58.9% are above or equal to 4/21 close (16 days ago), 41.1% are below.
56.0% are above or equal to 4/20 close (17 days ago), 44.0% are below.
61.9% are above or equal to 4/19 close (18 days ago), 38.1% are below.
61.5% are above or equal to 4/18 close (19 days ago), 38.5% are below.
60.7% are above or equal to 4/17 close (20 days ago), 39.3% are below.
65.8% are above or equal to 4/13 close (21 days ago), 34.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170515 Closing)
20d: 15.6% new highs, 5.2% new lows
21d: 15.1% new highs, 5.2% new lows
42d: 12.6% new highs, 4.0% new lows
63d: 11.1% new highs, 3.7% new lows
126d: 10.1% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170515 Closing)
2-day: 79.9% above, 20.1% below
3-day: 71.0% above, 29.0% below
4-day: 63.2% above, 36.8% below
5-day: 60.8% above, 39.2% below
8-day: 58.3% above, 41.7% below
10-day: 56.6% above, 43.4% below
20-day: 54.7% above, 45.3% below
50-day: 57.1% above, 42.9% below
200-day: 65.1% above, 34.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170515 Closing)
ELEC(47): 1.57% Top=PI QRVO NVDA MRVL ON SPWR AMBA IDTI ….. CGNX TEL APH INTC AMKR TRMB FTV HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): 1.25% Top=SNAP FEYE PFPT WDAY NTES NTNX FTNT TWTR ….. BIDU PTC JD VIPS WUBA GRUB BITA MDRX=Bottom (Computer Software/Internet)
META(26): 1.23% Top=SLCA CLF CENX CMC FCX SLW FNV AG ….. TECK NEM SCCO TAHO ABX PAAS CNX GG=Bottom (Metals & Mining)
FINA(87): 1.14% Top=WETF HOMB NAVI TWNK AMTD SCHW COF AMP ….. EV NDAQ IVZ FNB STT BAC FII WDR=Bottom (Banks/Financials)
MATE(24): 1.10% Top=OC SUM MLM VMC KBH MAS DAR CAA ….. WY RYN RSG WM FLR PWR SRCL FAST=Bottom (Materials & Construction)
ENER(89): 1.04% Top=KOS NBR PTEN HK RES FRAC SPN WLL ….. APA RRC CRC CVI VLO PBF DO SWN=Bottom (Energy)
MANU(35): 1.01% Top=DDD MRC TEX XYL DOV ITT CAT EMR ….. ETN SWK ITW CFX KMT PH CMI GE=Bottom (Manufacturing)
TRAN(24): 0.92% Top=CP AAL CNI UAL FDX ALK LUV NAT ….. KSU EXPD WAB CHRW NSC JBLU JBHT CSX=Bottom (Transportation)
COHW(38): 0.83% Top=NTAP UBNT BBRY PANW CSCO ACIA CIEN FNSR ….. ARRS SSYS AAPL VIAV WDC ZAYO S VZ=Bottom (Computer Hardware/Telecom)
INSU(30): 0.75% Top=MBI MET LNC FNF AIG FAF AON RDN ….. BRO ORI HIG XL WLTW CLGX TRV AFSI=Bottom (Insurance)
LEIS(37): 0.66% Top=LQ EXPE PK WEN MGM MAR STAY CMG ….. CCL LVS JACK BLMN SHAK SEAS YUMC SONC=Bottom (Leisure)
DISV(49): 0.47% Top=AL YY ATHN SBAC GPN G RRD CXW ….. SCI KBR PCLN ULTA ZTO CAR TAL TRTN=Bottom (Diversified Services)
REAL(102): 0.29% Top=DRH ALLY UNIT CONE GEO OUT STAG HST ….. VTR CBL O SPG SRC DDR SNH PEI=Bottom (Real Estate)
HEAL(46): 0.23% Top=EW NUVA PRXL MD DXCM HOLX PRAH ESRX ….. HLS DVA HCA TVTY ACHC MZOR BKD OPK=Bottom (Health)
CONS(52): 0.10% Top=WHR WWW SKX GIL OI IP SPB GPK ….. NKE MAT FOSL UAA COTY FL LULU ELF=Bottom (Consumer)
RETA(58): -0.01% Top=MELI AN KMX PAG GNC BLDR GME KSS ….. M DSW BURL ROST CHS AEO URBN FINL=Bottom (Retail & Specialty Retail)
CHEM(29): -0.42% Top=CF CC TROX FMC WLK MOS HUN PAH ….. AXTA PX MON VSM CBT DD SHW ASH=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:45 pm

Market Stats at 2:44 pm ET
by daytrend on 20170515. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 855.

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 (20170515 2:44 pm ET)
42.2% of stocks are above yesterday’s high.
69.8% are above yesterday’s midpoint. (30.2% are below.)
10.1% are below yesterday’s low.
47.7% are inside yesterday’s range.
75.4% of stocks with today’s high > yesterday’s high. (24.6% less than).
21.2% of stocks with today’s low < yesterday’s low. (78.8% greater than).

EVIDENCE OF INTRADAY TREND (20170515 2:44 pm ET)
61.2% of stocks are above today’s open. (38.2% are below).
58.9% of stocks are above today’s open and yesterday’s close.
21.2% are below both.
27.1% of stocks opened above yesterday’s high.
74.7% of stocks opened above yesterday’s close. (20.8% opened below yesterday’s close).
4.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170515 2:44 pm ET)
5.6% of stocks are in the top 10% of today’s range.
13.8% are in the top 20%.
45.8% are in the top half. 54.2% of stocks are in the bottom half of today’s range.
31.7% are in the bottom 20%.
18.8% are in the bottom 10%.

GAIN (20170515 2:44 pm ET)
76.7% of stocks are above yesterday’s close. (23.3% are below.)
1.4% are up 4.5% or more. 0.6% are down 4.5% or more.
3.2% are up 3.5% or more. 0.9% are down 3.5% or more.
61.2% are between +1% and -1%.

RSI on DAILY (20170515 2:44 pm ET)
2-day: >=95:8.2%…>=90:14.0%…>=80:27.1%…>=50:64.7%…<=20:15.6%…<=10:8.9%…<=5:3.6%…
9-day: >=95:0.1%…>=90:0.9%…>=80:6.1%…>=50:56.0%…<=20:1.9%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.2%…>=50:55.3%…<=20:0.6%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170515 2:44 pm ET)
42.2% above previous 1 highs, 10.1% below previous 1 lows
28.9% above previous 2 highs, 7.8% below previous 2 lows
22.3% above previous 3 highs, 6.5% below previous 3 lows
19.4% above previous 4 highs, 5.8% below previous 4 lows
17.4% above previous 5 highs, 5.1% below previous 5 lows
15.8% above previous 6 highs, 4.7% below previous 6 lows
14.4% above previous 7 highs, 4.3% below previous 7 lows
13.6% above previous 8 highs, 4.2% below previous 8 lows
12.4% above previous 9 highs, 3.9% below previous 9 lows
11.6% above previous 10 highs, 3.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170515 2:44 pm ET)
76.7% are above or equal to 5/12 close (1 days ago), 23.3% are below.
57.5% are above or equal to 5/11 close (2 days ago), 42.5% are below.
44.4% are above or equal to 5/10 close (3 days ago), 55.6% are below.
55.0% are above or equal to 5/9 close (4 days ago), 45.0% are below.
52.2% are above or equal to 5/8 close (5 days ago), 47.8% are below.
49.0% are above or equal to 5/5 close (6 days ago), 51.0% are below.
59.4% are above or equal to 5/4 close (7 days ago), 40.6% are below.
57.4% are above or equal to 5/3 close (8 days ago), 42.6% are below.
53.0% are above or equal to 5/2 close (9 days ago), 47.0% are below.
50.6% are above or equal to 5/1 close (10 days ago), 49.4% are below.
53.6% are above or equal to 4/28 close (11 days ago), 46.4% are below.
46.1% are above or equal to 4/27 close (12 days ago), 53.9% are below.
45.7% are above or equal to 4/26 close (13 days ago), 54.3% are below.
46.1% are above or equal to 4/25 close (14 days ago), 53.9% are below.
48.5% are above or equal to 4/24 close (15 days ago), 51.5% are below.
58.4% are above or equal to 4/21 close (16 days ago), 41.6% are below.
55.6% are above or equal to 4/20 close (17 days ago), 44.4% are below.
61.2% are above or equal to 4/19 close (18 days ago), 38.8% are below.
61.2% are above or equal to 4/18 close (19 days ago), 38.8% are below.
60.2% are above or equal to 4/17 close (20 days ago), 39.8% are below.
65.7% are above or equal to 4/13 close (21 days ago), 34.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170515 2:44 pm ET)
20d: 15.0% new highs, 4.7% new lows
21d: 14.5% new highs, 4.7% new lows
42d: 12.0% new highs, 3.5% new lows
63d: 10.6% new highs, 3.4% new lows
126d: 9.6% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170515 2:44 pm ET)
2-day: 75.8% above, 24.2% below
3-day: 66.7% above, 33.3% below
4-day: 57.3% above, 42.7% below
5-day: 56.4% above, 43.6% below
8-day: 55.2% above, 44.8% below
10-day: 55.2% above, 44.8% below
20-day: 52.4% above, 47.6% below
50-day: 55.8% above, 44.2% below
200-day: 64.9% above, 35.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170515 2:44 pm ET)
ELEC(47): 1.52% Top=PI QRVO NVDA SPWR ON AMBA MRVL CSIQ ….. TEL AMKR INTC FTV CGNX KEYS SIMO TRMB=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): 1.21% Top=FEYE PFPT SNAP NTNX WDAY NTES FTNT SYMC ….. EQIX BIDU PTC WUBA JD BITA GRUB MDRX=Bottom (Computer Software/Internet)
MATE(24): 0.99% Top=OC SUM MLM DAR EXP KBH VMC LEN ….. TOL WY RSG FLR WM PWR SRCL FAST=Bottom (Materials & Construction)
META(27): 0.94% Top=CLF SLCA CENX TX CMC FCX FNV AG ….. AGI CDE ABX NEM CNX NUE GG PAAS=Bottom (Metals & Mining)
FINA(87): 0.94% Top=WETF HOMB SYF COF TWNK AMTD LAZ VOYA ….. SNV FHN IVZ BAC FNB FII ISBC WDR=Bottom (Banks/Financials)
ENER(89): 0.88% Top=KOS PTEN FRAC NBR HK SPN RES SN ….. BAS CVI RRC APA CRC DO VLO SWN=Bottom (Energy)
MANU(35): 0.86% Top=DDD XYL TEX DOV MRC ITT CAT ROK ….. AME SWK ETN ITW CMI PH KMT GE=Bottom (Manufacturing)
TRAN(24): 0.85% Top=CP CNI AAL FDX UAL NAT LUV ALK ….. EXPD SWFT CHRW JBLU NSC JBHT WAB CSX=Bottom (Transportation)
COHW(38): 0.76% Top=NTAP UBNT PANW CSCO BBRY ACIA FNSR INFN ….. TDS VIAV ZAYO SSYS AAPL WDC VZ S=Bottom (Computer Hardware/Telecom)
INSU(30): 0.66% Top=MBI MET FNF LNC RDN AON FAF PRU ….. AFL XL ORI WLTW HIG CLGX TRV AFSI=Bottom (Insurance)
DISV(49): 0.41% Top=AL YY RRD TRU SBAC GPN ATHN CNDT ….. SCI PCLN WTW ULTA ZTO TRTN TAL CAR=Bottom (Diversified Services)
REAL(102): 0.23% Top=DRH ALLY STAG UNIT CONE AMH AMT GEO ….. BXP TCO MGP SRC SPG DDR SNH PEI=Bottom (Real Estate)
LEIS(37): 0.20% Top=EXPE GPRO WEN MAR HGV MGM PK LQ ….. CCL JACK LVS SEAS SHAK BLMN YUMC SONC=Bottom (Leisure)
HEAL(46): 0.16% Top=EW NUVA HOLX PRXL MD PRAH DGX DXCM ….. AET DVA HCA TVTY CYH ACHC BKD OPK=Bottom (Health)
CONS(52): 0.11% Top=WWW WHR SKX GIL CCK IP OI SPB ….. GT COTY MAT FOSL UAA FL LULU ELF=Bottom (Consumer)
RETA(58): -0.13% Top=KMX AN MELI GNC PAG KAR KSS W ….. CHS ROST KR BURL DSW URBN FINL AEO=Bottom (Retail & Specialty Retail)
CHEM(29): -0.39% Top=CC TROX CF WLK FMC MOS HUN OLN ….. POT MON AGU PX SHW DD VSM ASH=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 2:44 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:32 pm

Market Stats at 1:31 pm ET
by daytrend on 20170515. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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 (20170515 1:31 pm ET)
52.7% of stocks are above yesterday’s high.
76.8% are above yesterday’s midpoint. (23.2% are below.)
6.0% are below yesterday’s low.
41.3% are inside yesterday’s range.
74.6% of stocks with today’s high > yesterday’s high. (25.4% less than).
17.3% of stocks with today’s low < yesterday’s low. (82.7% greater than).

EVIDENCE OF INTRADAY TREND (20170515 1:31 pm ET)
70.5% of stocks are above today’s open. (28.1% are below).
67.9% of stocks are above today’s open and yesterday’s close.
13.9% are below both.
27.2% of stocks opened above yesterday’s high.
74.3% of stocks opened above yesterday’s close. (20.7% opened below yesterday’s close).
4.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170515 1:31 pm ET)
20.9% of stocks are in the top 10% of today’s range.
32.7% are in the top 20%.
62.3% are in the top half. 37.7% of stocks are in the bottom half of today’s range.
17.0% are in the bottom 20%.
9.5% are in the bottom 10%.

GAIN (20170515 1:31 pm ET)
83.7% of stocks are above yesterday’s close. (16.3% are below.)
2.5% are up 4.5% or more. 0.4% are down 4.5% or more.
4.3% are up 3.5% or more. 0.4% are down 3.5% or more.
52.9% are between +1% and -1%.

RSI on DAILY (20170515 1:31 pm ET)
2-day: >=95:8.1%…>=90:15.8%…>=80:30.5%…>=50:72.9%…<=20:11.0%…<=10:5.7%…<=5:2.8%…
9-day: >=95:0.1%…>=90:1.1%…>=80:6.7%…>=50:60.3%…<=20:1.1%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.0%…>=50:58.3%…<=20:0.5%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170515 1:31 pm ET)
52.7% above previous 1 highs, 6.0% below previous 1 lows
35.7% above previous 2 highs, 4.9% below previous 2 lows
27.2% above previous 3 highs, 4.1% below previous 3 lows
22.4% above previous 4 highs, 4.0% below previous 4 lows
20.1% above previous 5 highs, 3.4% below previous 5 lows
18.8% above previous 6 highs, 3.3% below previous 6 lows
17.4% above previous 7 highs, 3.0% below previous 7 lows
16.3% above previous 8 highs, 3.0% below previous 8 lows
14.8% above previous 9 highs, 2.8% below previous 9 lows
14.0% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170515 1:31 pm ET)
83.7% are above or equal to 5/12 close (1 days ago), 16.3% are below.
67.1% are above or equal to 5/11 close (2 days ago), 32.9% are below.
51.2% are above or equal to 5/10 close (3 days ago), 48.8% are below.
61.1% are above or equal to 5/9 close (4 days ago), 38.9% are below.
57.3% are above or equal to 5/8 close (5 days ago), 42.7% are below.
53.6% are above or equal to 5/5 close (6 days ago), 46.4% are below.
61.5% are above or equal to 5/4 close (7 days ago), 38.5% are below.
61.6% are above or equal to 5/3 close (8 days ago), 38.4% are below.
56.7% are above or equal to 5/2 close (9 days ago), 43.3% are below.
54.3% are above or equal to 5/1 close (10 days ago), 45.7% are below.
56.5% are above or equal to 4/28 close (11 days ago), 43.5% are below.
49.6% are above or equal to 4/27 close (12 days ago), 50.4% are below.
47.3% are above or equal to 4/26 close (13 days ago), 52.7% are below.
47.1% are above or equal to 4/25 close (14 days ago), 52.9% are below.
51.3% are above or equal to 4/24 close (15 days ago), 48.7% are below.
59.5% are above or equal to 4/21 close (16 days ago), 40.5% are below.
57.1% are above or equal to 4/20 close (17 days ago), 42.9% are below.
62.7% are above or equal to 4/19 close (18 days ago), 37.3% are below.
62.8% are above or equal to 4/18 close (19 days ago), 37.2% are below.
61.5% are above or equal to 4/17 close (20 days ago), 38.5% are below.
66.5% are above or equal to 4/13 close (21 days ago), 33.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170515 1:31 pm ET)
20d: 14.5% new highs, 3.6% new lows
21d: 14.0% new highs, 3.6% new lows
42d: 11.8% new highs, 2.9% new lows
63d: 10.4% new highs, 2.8% new lows
126d: 9.3% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170515 1:31 pm ET)
2-day: 82.6% above, 17.4% below
3-day: 74.9% above, 25.1% below
4-day: 67.7% above, 32.3% below
5-day: 65.5% above, 34.5% below
8-day: 61.4% above, 38.6% below
10-day: 60.9% above, 39.1% below
20-day: 56.8% above, 43.2% below
50-day: 57.3% above, 42.7% below
200-day: 65.8% above, 34.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170515 1:31 pm ET)
ENER(89): 1.77% Top=KOS HK SPN NBR PTEN WLL FRAC RES ….. XEC DO COG RRC APA RICE VLO SWN=Bottom (Energy)
ELEC(47): 1.62% Top=PI QRVO NVDA SPWR ON OCLR AMBA FSLR ….. FTV XPER TRMB INTC MRVL GRMN HIMX SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): 1.45% Top=FEYE PFPT SNAP NTNX WDAY NTES FTNT TTD ….. PTC WUBA BIDU MSFT GRUB BITA JD MDRX=Bottom (Computer Software/Internet)
FINA(87): 1.35% Top=WETF HOMB SYF COF VOYA TWNK NAVI AMTD ….. NDAQ SNV SEIC WFC FII BAC WDR SCHW=Bottom (Banks/Financials)
META(28): 1.26% Top=FMSA CLF SLCA CENX CMC TX FCX AA ….. AG ABX GG TAHO SSRI PAAS CDE AGI=Bottom (Metals & Mining)
MATE(24): 1.21% Top=OC SUM DAR MLM EXP USG LEN KBH ….. TPH FLR WY PWR RSG WM SRCL FAST=Bottom (Materials & Construction)
MANU(35): 1.15% Top=DDD TEX MRC DOV ATI XYL ROK CAT ….. ETN SWK HON CMI KMT ITW PH GE=Bottom (Manufacturing)
TRAN(24): 1.05% Top=AAL FDX CP ALK UAL NAT CNI LUV ….. CHRW SAVE JBHT JBLU NSC WAB SWFT CSX=Bottom (Transportation)
COHW(38): 0.98% Top=PANW BBRY NTAP UBNT CSCO FNSR INFN TDC ….. CDW JNPR ARRS QCOM AAPL S WDC VZ=Bottom (Computer Hardware/Telecom)
INSU(30): 0.97% Top=MBI MET FAF RDN LNC FNF PRU AON ….. ALL XL AFL HIG WLTW TRV CLGX AFSI=Bottom (Insurance)
DISV(49): 0.70% Top=AL CNDT GPN TRU URI YY CXW SBAC ….. RBA PCLN ULTA SCI ZTO TRTN CAR TAL=Bottom (Diversified Services)
REAL(102): 0.44% Top=DRH STAG CONE GEO HST LHO SC AMT ….. BXP MGP SRC GLPI SPG DDR SNH PEI=Bottom (Real Estate)
LEIS(37): 0.40% Top=EXPE GPRO MAR LQ MGM HGV DNKN PK ….. CCL LVS JACK YUMC SHAK BLMN SONC SEAS=Bottom (Leisure)
CONS(52): 0.34% Top=WWW WHR SKX GIL OI IP CCK WRK ….. TPX COTY GT UAA FOSL FL LULU ELF=Bottom (Consumer)
HEAL(46): 0.32% Top=EW NUVA PRXL HOLX PRAH DXCM ESRX IART ….. DVA AET HRC HCA BKD UNH ACHC OPK=Bottom (Health)
RETA(59): 0.27% Top=AN KMX GNC PAG MELI GME TLRD KAR ….. BURL DSW KR ANF URBN AEO FINL PIR=Bottom (Retail & Specialty Retail)
CHEM(29): -0.08% Top=CC CF TROX WLK OLN FMC MOS CE ….. AGU APD POT MON PX SHW VSM ASH=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 1:31 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:13 am

Market Stats at 12:12 pm ET
by daytrend on 20170515. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 856.

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 (20170515 12:12 pm ET)
53.4% of stocks are above yesterday’s high.
79.0% are above yesterday’s midpoint. (21.0% are below.)
5.1% are below yesterday’s low.
41.5% are inside yesterday’s range.
74.1% of stocks with today’s high > yesterday’s high. (25.9% less than).
16.1% of stocks with today’s low < yesterday’s low. (83.9% greater than).

EVIDENCE OF INTRADAY TREND (20170515 12:12 pm ET)
73.2% of stocks are above today’s open. (25.6% are below).
71.1% of stocks are above today’s open and yesterday’s close.
10.3% are below both.
27.1% of stocks opened above yesterday’s high.
74.6% of stocks opened above yesterday’s close. (20.8% opened below yesterday’s close).
4.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170515 12:12 pm ET)
17.3% of stocks are in the top 10% of today’s range.
29.9% are in the top 20%.
65.0% are in the top half. 35.0% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN (20170515 12:12 pm ET)
87.6% of stocks are above yesterday’s close. (12.4% are below.)
2.6% are up 4.5% or more. 0.2% are down 4.5% or more.
4.7% are up 3.5% or more. 0.5% are down 3.5% or more.
55.8% are between +1% and -1%.

RSI on DAILY (20170515 12:12 pm ET)
2-day: >=95:9.1%…>=90:17.3%…>=80:31.2%…>=50:74.9%…<=20:8.6%…<=10:4.7%…<=5:2.3%…
9-day: >=95:0.1%…>=90:1.1%…>=80:6.1%…>=50:60.2%…<=20:1.2%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.5%…>=50:59.0%…<=20:0.5%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170515 12:12 pm ET)
53.4% above previous 1 highs, 5.1% below previous 1 lows
34.0% above previous 2 highs, 4.0% below previous 2 lows
26.5% above previous 3 highs, 3.0% below previous 3 lows
22.7% above previous 4 highs, 2.8% below previous 4 lows
20.0% above previous 5 highs, 2.7% below previous 5 lows
18.8% above previous 6 highs, 2.6% below previous 6 lows
17.3% above previous 7 highs, 2.3% below previous 7 lows
16.2% above previous 8 highs, 2.3% below previous 8 lows
15.0% above previous 9 highs, 2.2% below previous 9 lows
14.4% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170515 12:12 pm ET)
87.6% are above or equal to 5/12 close (1 days ago), 12.4% are below.
66.9% are above or equal to 5/11 close (2 days ago), 33.1% are below.
49.9% are above or equal to 5/10 close (3 days ago), 50.1% are below.
60.5% are above or equal to 5/9 close (4 days ago), 39.5% are below.
57.5% are above or equal to 5/8 close (5 days ago), 42.5% are below.
53.5% are above or equal to 5/5 close (6 days ago), 46.5% are below.
61.7% are above or equal to 5/4 close (7 days ago), 38.3% are below.
61.2% are above or equal to 5/3 close (8 days ago), 38.8% are below.
56.5% are above or equal to 5/2 close (9 days ago), 43.5% are below.
54.8% are above or equal to 5/1 close (10 days ago), 45.2% are below.
56.2% are above or equal to 4/28 close (11 days ago), 43.8% are below.
49.4% are above or equal to 4/27 close (12 days ago), 50.6% are below.
46.5% are above or equal to 4/26 close (13 days ago), 53.5% are below.
47.3% are above or equal to 4/25 close (14 days ago), 52.7% are below.
51.5% are above or equal to 4/24 close (15 days ago), 48.5% are below.
59.9% are above or equal to 4/21 close (16 days ago), 40.1% are below.
57.2% are above or equal to 4/20 close (17 days ago), 42.8% are below.
63.1% are above or equal to 4/19 close (18 days ago), 36.9% are below.
62.7% are above or equal to 4/18 close (19 days ago), 37.3% are below.
62.1% are above or equal to 4/17 close (20 days ago), 37.9% are below.
67.3% are above or equal to 4/13 close (21 days ago), 32.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170515 12:12 pm ET)
20d: 14.0% new highs, 3.4% new lows
21d: 13.7% new highs, 3.4% new lows
42d: 11.4% new highs, 2.7% new lows
63d: 10.0% new highs, 2.6% new lows
126d: 9.0% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170515 12:12 pm ET)
2-day: 86.4% above, 13.6% below
3-day: 77.0% above, 23.0% below
4-day: 67.9% above, 32.1% below
5-day: 65.1% above, 34.9% below
8-day: 62.1% above, 37.9% below
10-day: 61.3% above, 38.7% below
20-day: 57.5% above, 42.5% below
50-day: 57.6% above, 42.4% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170515 12:12 pm ET)
ENER(89): 2.15% Top=KOS WLL SPN HK NBR PTEN SM FRAC ….. EPD RRC XOG RICE APA VVV VLO SWN=Bottom (Energy)
ELEC(47): 1.50% Top=PI QRVO NVDA SPWR OCLR CSIQ FSLR ON ….. APH FLEX BRKR FTV GRMN INTC SIMO HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(27): 1.43% Top=CLF SLCA CENX CMC FCX TX AA CNX ….. RGLD ABX TAHO NUE CDE AGI SSRI PAAS=Bottom (Metals & Mining)
COSW(81): 1.40% Top=PFPT SNAP FEYE NTNX WDAY COUP NTES SYMC ….. WUBA FB GRUB BIDU MSFT JD BITA MDRX=Bottom (Computer Software/Internet)
FINA(87): 1.17% Top=WETF HOMB VOYA SYF CLNS COF OMF JNS ….. ISBC CIT WFC JPM BAC ARCC SNV WDR=Bottom (Banks/Financials)
MANU(35): 1.06% Top=DDD TEX DOV MRC XYL ATI TTC ROK ….. ROP DE HON ITW CMI PH KMT GE=Bottom (Manufacturing)
MATE(24): 1.00% Top=OC SUM USG MDR MLM RYN LEN EXP ….. DHI TPH PHM PWR RSG WM SRCL FAST=Bottom (Materials & Construction)
TRAN(24): 0.95% Top=CP AAL FDX NAT ALK CNI UAL XPO ….. KSU SAVE CHRW JBLU WAB NSC SWFT CSX=Bottom (Transportation)
INSU(30): 0.93% Top=MBI MET FAF LNC UNM SLF FNF AON ….. ALL XL AFL HIG TRV WLTW CLGX AFSI=Bottom (Insurance)
COHW(38): 0.91% Top=BBRY PANW NTAP CSCO FNSR UBNT INFN TDC ….. TDS JNPR TMUS QCOM AAPL S WDC VZ=Bottom (Computer Hardware/Telecom)
DISV(49): 0.76% Top=AL YY RRD GPN CXW SBAC ATHN URI ….. ILG SERV PCLN SCI TRTN ZTO TAL CAR=Bottom (Diversified Services)
REAL(102): 0.69% Top=DRH WPG ALLY UNIT STAG GEO CONE DOC ….. AVB CBG GLPI HIW SPG PEI DDR SNH=Bottom (Real Estate)
RETA(59): 0.43% Top=AN KMX PAG JWN GME TLRD KSS MELI ….. BURL ANF URBN DSW KR AEO PIR FINL=Bottom (Retail & Specialty Retail)
LEIS(37): 0.40% Top=EXPE GPRO MAR LQ QSR STAY MGM DNKN ….. BYD YUMC JACK SHAK LVS BLMN SEAS SONC=Bottom (Leisure)
CONS(52): 0.33% Top=SKX WWW WHR GIL OI IP CCK ECL ….. NKE TPX GT COTY FOSL LULU FL ELF=Bottom (Consumer)
HEAL(46): 0.29% Top=EW NUVA DXCM PRXL PRAH HOLX IART LH ….. THC DVA UNH HCA CYH BKD ACHC OPK=Bottom (Health)
CHEM(29): -0.04% Top=CF CC TROX WLK MOS FMC HUN OLN ….. AGU PX AXTA DD VSM SHW MON ASH=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 12:12 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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