daytrend

06/07/2016

Filed under: Market Stats — daytrend @ 12:08 pm

Market Stats at 1:08 pm 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 1:08 pm ET)
45.6% of stocks are above yesterday’s high.
80.5% are above yesterday’s midpoint. (19.5% are below.)
3.9% are below yesterday’s low.
50.5% are inside yesterday’s range.
62.8% of stocks with today’s high > yesterday’s high. (37.2% less than).
14.7% of stocks with today’s low < yesterday’s low. (85.3% greater than).

EVIDENCE OF INTRADAY TREND (20160607 1:08 pm ET)
72.6% of stocks are above today’s open. (25.6% are below).
67.7% of stocks are above today’s open and yesterday’s close.
19.5% are below both.
15.1% of stocks opened above yesterday’s high.
61.9% of stocks opened above yesterday’s close. (32.4% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160607 1:08 pm ET)
31.7% of stocks are in the top 10% of today’s range.
48.3% are in the top 20%.
77.3% are in the top half. 22.7% of stocks are in the bottom half of today’s range.
5.3% are in the bottom 20%.
2.1% are in the bottom 10%.

GAIN (20160607 1:08 pm ET)
76.1% of stocks are above yesterday’s close. (23.9% are below.)
1.2% are up 4.5% or more. 0.3% are down 4.5% or more.
5.0% are up 3.5% or more. 0.3% are down 3.5% or more.
60.2% are between +1% and -1%.

RSI on DAILY (20160607 1:08 pm ET)
2-day: >=95:20.2%…>=90:32.1%…>=80:48.5%…>=50:81.9%…<=20:5.3%…<=10:1.8%…<=5:1.0%…
9-day: >=95:0.1%…>=90:0.5%…>=80:7.0%…>=50:85.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:83.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160607 1:08 pm ET)
45.6% above previous 1 highs, 3.9% below previous 1 lows
39.8% above previous 2 highs, 2.1% below previous 2 lows
35.4% above previous 3 highs, 1.4% below previous 3 lows
34.2% above previous 4 highs, 0.8% below previous 4 lows
32.3% above previous 5 highs, 0.6% below previous 5 lows
31.9% above previous 6 highs, 0.5% below previous 6 lows
29.9% above previous 7 highs, 0.5% below previous 7 lows
29.3% above previous 8 highs, 0.4% below previous 8 lows
29.3% above previous 9 highs, 0.1% below previous 9 lows
29.3% above previous 10 highs, 0.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160607 1:08 pm ET)
76.1% are above or equal to 6/6 close (1 days ago), 23.9% are below.
81.0% are above or equal to 6/3 close (2 days ago), 19.0% are below.
65.5% are above or equal to 6/2 close (3 days ago), 34.5% are below.
72.0% are above or equal to 6/1 close (4 days ago), 28.0% are below.
75.8% are above or equal to 5/31 close (5 days ago), 24.2% are below.
74.9% are above or equal to 5/27 close (6 days ago), 25.1% are below.
82.5% are above or equal to 5/26 close (7 days ago), 17.5% are below.
78.6% are above or equal to 5/25 close (8 days ago), 21.4% are below.
82.9% are above or equal to 5/24 close (9 days ago), 17.1% are below.
90.5% are above or equal to 5/23 close (10 days ago), 9.5% are below.
89.4% are above or equal to 5/20 close (11 days ago), 10.6% are below.
92.0% are above or equal to 5/19 close (12 days ago), 8.0% are below.
89.9% are above or equal to 5/18 close (13 days ago), 10.1% are below.
87.7% are above or equal to 5/17 close (14 days ago), 12.3% are below.
82.6% are above or equal to 5/16 close (15 days ago), 17.4% are below.
86.8% are above or equal to 5/13 close (16 days ago), 13.2% are below.
83.0% are above or equal to 5/12 close (17 days ago), 17.0% are below.
79.5% are above or equal to 5/11 close (18 days ago), 20.5% are below.
72.4% are above or equal to 5/10 close (19 days ago), 27.6% are below.
76.6% are above or equal to 5/9 close (20 days ago), 23.4% are below.
76.8% are above or equal to 5/6 close (21 days ago), 23.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160607 1:08 pm ET)
20d: 32.3% new highs, 0.6% new lows
21d: 32.2% new highs, 0.6% new lows
42d: 19.8% new highs, 0.5% new lows
63d: 19.2% new highs, 0.4% new lows
126d: 14.7% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160607 1:08 pm ET)
2-day: 74.2% above, 25.8% below
3-day: 82.2% above, 17.8% below
4-day: 77.6% above, 22.4% below
5-day: 76.9% above, 23.1% below
8-day: 78.9% above, 21.1% below
10-day: 80.3% above, 19.7% below
20-day: 86.8% above, 13.2% below
50-day: 73.4% above, 26.6% below
200-day: 70.7% above, 29.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160607 1:08 pm ET)
ENER(95): 2.36% Top=CWEI SN PTEN NBR ATW NFX EOG APC ….. SEP TEP WPZ EPD MDU PSXP WPX SWN=Bottom (Energy)
TRAN(31): 1.33% Top=HA SAVE AAL JBLU UAL LUV DAL BRS ….. CNI ODFL CHRW WAB KNX WERN SWFT TK=Bottom (Transportation)
RETA(70): 1.15% Top=TLRD FIVE ASNA AEO KMX AN GPS KORS ….. LB NFLX BABA AMZN SIG SPLS OLLI MIK=Bottom (Retail & Specialty Retail)
MATE(32): 0.92% Top=DHI DY LEN TOL TPH CAA KBH SRCL ….. USG AWI CSTE BIN FAST CVA BMCH BECN=Bottom (Materials & Construction)
CONS(57): 0.91% Top=KATE FOSL TPX UA SCSS KS IP WHR ….. PAY PG COTY NKE SKX VSTO LULU RL=Bottom (Consumer)
CHEM(26): 0.89% Top=PAH MOS CF AGU MEOH POT WLK EMN ….. POL SHW APD CC PPG AXTA HUN MON=Bottom (Chemicals/Fertilizers)
REAL(93): 0.81% Top=CLNY NRF DLR COR CONE TREE DFT CBL ….. PPS DRH SHO ESS OUT EQC RLJ DDR=Bottom (Real Estate)
ELEC(50): 0.75% Top=ON SWKS MU AMBA IDTI QRVO AVGO TEL ….. FEIC SCTY SPWR TRMB BRKR KEYS CAVM JBL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(39): 0.69% Top=MRC JOY SEDG ATI JKS MHK AME BWXT ….. ROP AGCO ROK CFX DE TEX DDD DCI=Bottom (Manufacturing)
LEIS(38): 0.56% Top=DRII WYNN QSR LVS MGM SIX BYD CCL ….. BLMN MAR RRGB JACK CMG SONC QUNR EAT=Bottom (Leisure)
DISV(50): 0.54% Top=ZG CAR IILG AHS MYGN SBAC SERV FDC ….. FLT MCO TISI WOOF MRKT TRU BLOX PRAA=Bottom (Diversified Services)
COHW(43): 0.52% Top=GOGO WDC STX GIMO VZ TMUS BRCD CIEN ….. VSAT UBNT PSTG PANW INFN MSI SSYS SYNA=Bottom (Computer Hardware/Telecom)
INSU(29): 0.44% Top=MBI AGO MTG WLTW HIG UNM TRV LNC ….. AFL PRU L CINF AXS FNF PGR XL=Bottom (Insurance)
HEAL(52): 0.39% Top=MASI CYH BKD GMED ZLTQ NUVA EVHC ACHC ….. BDX ELGX CPHD UNH ADPT ZBH IRWD NVRO=Bottom (Health)
COSW(99): 0.30% Top=BITA VIPS NEWR CERN CMCM ZEN ROVI VRNT ….. BIDU LNKD WB GDDY IMPV ATHM TRIP JD=Bottom (Computer Software/Internet)
FINA(95): -0.00% Top=NSAM SYF BOFI OMF BKU KKR OZRK TD ….. AMTD NAVI LPLA PVTB RJF WETF JNS IVZ=Bottom (Banks/Financials)
META(26): -0.52% Top=SLCA CMC STLD SWC SSRI NUE SLW CNX ….. NEM FNV SCCO PAAS AGI AG BVN FCX=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:08 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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