daytrend

06/07/2016

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

Market Stats at 9:45 am ET
by daytrend on 20160607. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 925.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20160607 9:45 am ET)
23.8% of stocks are above yesterday’s high.
72.8% are above yesterday’s midpoint. (27.2% are below.)
3.4% are below yesterday’s low.
72.9% are inside yesterday’s range.
44.4% of stocks with today’s high > yesterday’s high. (55.6% less than).
7.8% of stocks with today’s low < yesterday’s low. (92.2% greater than).

EVIDENCE OF INTRADAY TREND (20160607 9:45 am ET)
56.4% of stocks are above today’s open. (39.7% are below).
47.5% of stocks are above today’s open and yesterday’s close.
29.1% are below both.
15.1% of stocks opened above yesterday’s high.
61.3% of stocks opened above yesterday’s close. (32.3% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160607 9:45 am ET)
9.6% of stocks are in the top 10% of today’s range.
17.2% are in the top 20%.
50.5% are in the top half. 49.5% of stocks are in the bottom half of today’s range.
21.8% are in the bottom 20%.
12.0% are in the bottom 10%.

GAIN (20160607 9:45 am ET)
62.2% of stocks are above yesterday’s close. (37.8% are below.)
0.2% are up 4.5% or more. 0.2% are down 4.5% or more.
0.2% are up 3.5% or more. 0.6% are down 3.5% or more.
84.5% are between +1% and -1%.

RSI on DAILY (20160607 9:45 am ET)
2-day: >=95:14.4%…>=90:23.0%…>=80:36.6%…>=50:71.6%…<=20:7.4%…<=10:2.2%…<=5:0.8%…
9-day: >=95:0.1%…>=90:0.3%…>=80:5.9%…>=50:81.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:80.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160607 9:45 am ET)
23.8% above previous 1 highs, 3.4% below previous 1 lows
20.6% above previous 2 highs, 2.2% below previous 2 lows
18.8% above previous 3 highs, 1.6% below previous 3 lows
18.2% above previous 4 highs, 1.3% below previous 4 lows
16.5% above previous 5 highs, 1.3% below previous 5 lows
16.3% above previous 6 highs, 1.0% below previous 6 lows
14.9% above previous 7 highs, 0.9% below previous 7 lows
14.8% above previous 8 highs, 0.9% below previous 8 lows
14.8% above previous 9 highs, 0.6% below previous 9 lows
14.8% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160607 9:45 am ET)
62.2% are above or equal to 6/6 close (1 days ago), 37.8% are below.
74.5% are above or equal to 6/3 close (2 days ago), 25.5% are below.
56.8% are above or equal to 6/2 close (3 days ago), 43.2% are below.
65.8% are above or equal to 6/1 close (4 days ago), 34.2% are below.
70.4% are above or equal to 5/31 close (5 days ago), 29.6% are below.
70.4% are above or equal to 5/27 close (6 days ago), 29.6% are below.
79.0% are above or equal to 5/26 close (7 days ago), 21.0% are below.
74.7% are above or equal to 5/25 close (8 days ago), 25.3% are below.
79.4% are above or equal to 5/24 close (9 days ago), 20.6% are below.
89.0% are above or equal to 5/23 close (10 days ago), 11.0% are below.
86.8% are above or equal to 5/20 close (11 days ago), 13.2% are below.
90.1% are above or equal to 5/19 close (12 days ago), 9.9% are below.
88.0% are above or equal to 5/18 close (13 days ago), 12.0% are below.
86.3% are above or equal to 5/17 close (14 days ago), 13.7% are below.
80.0% are above or equal to 5/16 close (15 days ago), 20.0% are below.
85.7% are above or equal to 5/13 close (16 days ago), 14.3% are below.
79.8% are above or equal to 5/12 close (17 days ago), 20.2% are below.
77.2% are above or equal to 5/11 close (18 days ago), 22.8% are below.
70.1% are above or equal to 5/10 close (19 days ago), 29.9% are below.
74.7% are above or equal to 5/9 close (20 days ago), 25.3% are below.
74.1% are above or equal to 5/6 close (21 days ago), 25.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160607 9:45 am ET)
20d: 21.2% new highs, 0.2% new lows
21d: 21.0% new highs, 0.2% new lows
42d: 12.5% new highs, 0.2% new lows
63d: 12.1% new highs, 0.1% new lows
126d: 9.5% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160607 9:45 am ET)
2-day: 59.4% above, 40.6% below
3-day: 73.3% above, 26.7% below
4-day: 65.6% above, 34.4% below
5-day: 67.0% above, 33.0% below
8-day: 72.9% above, 27.1% below
10-day: 74.6% above, 25.4% below
20-day: 84.4% above, 15.6% below
50-day: 70.1% above, 29.9% below
200-day: 69.3% above, 30.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160607 9:45 am ET)
ENER(95): 1.01% Top=SN CPE RICE MPLX UNT CVE NFX CRZO ….. HLX MDU SE WPX PBF DO SWN RIG=Bottom (Energy)
CHEM(26): 0.69% Top=PAH MOS CF POT AGU OLN WLK MEOH ….. IFF DD SHW GRA APD PPG MON CC=Bottom (Chemicals/Fertilizers)
MANU(39): 0.46% Top=JOY MRC SEDG JKS EMR CMI CAT PH ….. AOS DE NDSN CFX DCI ZBRA ATI TEX=Bottom (Manufacturing)
TRAN(31): 0.43% Top=HA SAVE JBLU AAL LUV DAL SSW CP ….. CNI KNX BRS CHRW TRN SWFT XPO WERN=Bottom (Transportation)
REAL(93): 0.36% Top=NRF DEI COR CPT CBL LPT BAM CLNY ….. MPW NLY IVR RLJ SHO DRH GPT DDR=Bottom (Real Estate)
COHW(43): 0.35% Top=WDC GOGO SSYS CIEN STX AAPL TMUS HRS ….. ANET TDC MSI WIN LITE INFN SYNA PANW=Bottom (Computer Hardware/Telecom)
ELEC(50): 0.26% Top=ON MTSI CREE IPHI MU IDTI SWKS FSLR ….. FEIC SIMO CSIQ FIT CAVM SPWR JBL SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(50): 0.23% Top=ZG IILG MYGN FDC XRS CAR SBAC V ….. AAN BLOX MCO HMHC ADS AL WTW TRU=Bottom (Diversified Services)
INSU(29): 0.19% Top=MBI MTG MMC BRO WLTW TRV HIG AFL ….. AIZ TMK UNM CNO LNC AFSI XL FNF=Bottom (Insurance)
MATE(32): 0.07% Top=SRCL DY CVA FLR LEN DHI WY RSG ….. EXP CAA MAS FAST MDC TPH MLM USG=Bottom (Materials & Construction)
RETA(70): -0.01% Top=TLRD AN EBAY WBA BID AEO SHLD FRAN ….. ASNA GES BABA RH ANF DSW SIG MIK=Bottom (Retail & Specialty Retail)
COSW(99): -0.11% Top=TTWO EA ATVI ZEN NUAN CTSH SABR CDNS ….. FEYE BR DATA TWTR GDDY IMPV JD TRIP=Bottom (Computer Software/Internet)
FINA(95): -0.12% Top=SYF NSAM KKR BX TD SLM PYPL JPM ….. MS EFX PVTB STI LM JNS WDR WETF=Bottom (Banks/Financials)
LEIS(38): -0.15% Top=SIX CCL PLAY MCD BYD SEAS LVS QSR ….. DRII MGM QUNR BLMN SHAK ZOES SONC EAT=Bottom (Leisure)
CONS(57): -0.24% Top=MAT NWL SCSS UFS TPX ECL HAR PBI ….. HBI GIII DECK CRI PVH COTY LULU RL=Bottom (Consumer)
HEAL(52): -0.27% Top=GMED NUVA ACHC CYH ZLTQ ESRX XRAY BCR ….. VAR CPHD OPK PODD IRWD ADPT NVRO ZBH=Bottom (Health)
META(26): -0.43% Top=CNX CCJ X SSRI TCK ABX SLCA AEM ….. SWC GG AGI SCCO CDE BVN AG FCX=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:45 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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