daytrend

06/09/2016

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

Market Stats at 11:10 am ET
by daytrend on 20160609. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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

COMPARED TO YESTERDAY’S RANGE (20160609 11:10 am ET)
13.6% of stocks are above yesterday’s high.
36.6% are above yesterday’s midpoint. (63.4% are below.)
37.1% are below yesterday’s low.
49.3% are inside yesterday’s range.
22.7% of stocks with today’s high > yesterday’s high. (77.3% less than).
62.6% of stocks with today’s low < yesterday’s low. (37.4% greater than).

EVIDENCE OF INTRADAY TREND (20160609 11:10 am ET)
52.2% of stocks are above today’s open. (46.5% are below).
28.6% of stocks are above today’s open and yesterday’s close.
45.3% are below both.
1.8% of stocks opened above yesterday’s high.
8.2% of stocks opened above yesterday’s close. (88.5% opened below yesterday’s close).
33.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160609 11:10 am ET)
20.6% of stocks are in the top 10% of today’s range.
30.8% are in the top 20%.
57.6% are in the top half. 42.4% of stocks are in the bottom half of today’s range.
11.8% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN (20160609 11:10 am ET)
30.4% of stocks are above yesterday’s close. (69.6% are below.)
0.2% are up 4.5% or more. 1.1% are down 4.5% or more.
0.2% are up 3.5% or more. 2.6% are down 3.5% or more.
61.3% are between +1% and -1%.

RSI on DAILY (20160609 11:10 am ET)
2-day: >=95:9.2%…>=90:14.9%…>=80:21.8%…>=50:45.9%…<=20:22.4%…<=10:10.2%…<=5:3.5%…
9-day: >=95:0.0%…>=90:0.4%…>=80:5.4%…>=50:72.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:74.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160609 11:10 am ET)
13.6% above previous 1 highs, 37.1% below previous 1 lows
11.3% above previous 2 highs, 24.5% below previous 2 lows
9.6% above previous 3 highs, 16.3% below previous 3 lows
8.7% above previous 4 highs, 9.0% below previous 4 lows
8.2% above previous 5 highs, 7.7% below previous 5 lows
8.0% above previous 6 highs, 6.6% below previous 6 lows
7.9% above previous 7 highs, 6.3% below previous 7 lows
7.9% above previous 8 highs, 5.6% below previous 8 lows
7.9% above previous 9 highs, 5.4% below previous 9 lows
7.6% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160609 11:10 am ET)
30.4% are above or equal to 6/8 close (1 days ago), 69.6% are below.
44.7% are above or equal to 6/7 close (2 days ago), 55.3% are below.
57.3% are above or equal to 6/6 close (3 days ago), 42.7% are below.
66.9% are above or equal to 6/3 close (4 days ago), 33.1% are below.
57.2% are above or equal to 6/2 close (5 days ago), 42.8% are below.
64.9% are above or equal to 6/1 close (6 days ago), 35.1% are below.
66.0% are above or equal to 5/31 close (7 days ago), 34.0% are below.
66.4% are above or equal to 5/27 close (8 days ago), 33.6% are below.
72.4% are above or equal to 5/26 close (9 days ago), 27.6% are below.
70.4% are above or equal to 5/25 close (10 days ago), 29.6% are below.
74.8% are above or equal to 5/24 close (11 days ago), 25.2% are below.
84.1% are above or equal to 5/23 close (12 days ago), 15.9% are below.
82.3% are above or equal to 5/20 close (13 days ago), 17.7% are below.
87.4% are above or equal to 5/19 close (14 days ago), 12.6% are below.
84.2% are above or equal to 5/18 close (15 days ago), 15.8% are below.
85.4% are above or equal to 5/17 close (16 days ago), 14.6% are below.
81.0% are above or equal to 5/16 close (17 days ago), 19.0% are below.
85.5% are above or equal to 5/13 close (18 days ago), 14.5% are below.
80.0% are above or equal to 5/12 close (19 days ago), 20.0% are below.
78.6% are above or equal to 5/11 close (20 days ago), 21.4% are below.
70.3% are above or equal to 5/10 close (21 days ago), 29.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160609 11:10 am ET)
20d: 10.1% new highs, 2.3% new lows
21d: 9.6% new highs, 2.3% new lows
42d: 6.9% new highs, 1.3% new lows
63d: 6.8% new highs, 1.2% new lows
126d: 5.8% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160609 11:10 am ET)
2-day: 29.5% above, 70.5% below
3-day: 37.6% above, 62.4% below
4-day: 46.9% above, 53.1% below
5-day: 56.6% above, 43.4% below
8-day: 61.3% above, 38.7% below
10-day: 65.5% above, 34.5% below
20-day: 79.4% above, 20.6% below
50-day: 70.2% above, 29.8% below
200-day: 69.0% above, 31.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160609 11:10 am ET)
REAL(93): 0.15% Top=CBL FR ACC EDR REG WRI EPR HR ….. RLGY SSS EXR CUBE PSA ALLY TREE SC=Bottom (Real Estate)
LEIS(36): 0.06% Top=EAT CCL CBRL WEN DRI ZOES MGM MCD ….. JACK MAR QSR HLT DNKN CMG GPRO QUNR=Bottom (Leisure)
HEAL(55): 0.05% Top=EVHC AMSG MASI BSX SYK BCR ELGX VAR ….. ADPT GMED PODD NVRO THC NXTM BKD CYH=Bottom (Health)
ELEC(49): -0.21% Top=FIT NVDA IDTI CRUS IPHI QRVO WAT AVGO ….. GRMN MCHP SWKS CREE CAVM CSIQ HIMX SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(98): -0.41% Top=LNKD CDK IAC GRUB TEAM YELP TRIP HPE ….. CSRA NTES ZEN RAX BITA CYBR NCR WB=Bottom (Computer Software/Internet)
TRAN(31): -0.53% Top=AAL ALK NAT UAL HA SAVE DAL LUV ….. WERN JBHT SWFT ODFL KSU BRS FRO TK=Bottom (Transportation)
DISV(49): -0.64% Top=HRB XRS GPN DV VNTV SERV HMHC TRU ….. URI BLOX FDC AL R AAN PRAA TMH=Bottom (Diversified Services)
ENER(93): -0.65% Top=RICE COG GPOR SWN RRC RMP XEC PE ….. WNR FET FTI PBF RIG OII CWEI HLX=Bottom (Energy)
COHW(41): -0.65% Top=GIMO OLED AAPL WIN CCI VZ VRSN INFN ….. NTAP BBRY STX TMUS WDC KN GOGO SSYS=Bottom (Computer Hardware/Telecom)
CONS(55): -0.66% Top=LULU NKE SKX COTY CHD PG KATE DECK ….. PAY COH UFS OI KS HAR FOSL TPX=Bottom (Consumer)
INSU(29): -0.68% Top=AXS XL FNF ALL AJG ORI AGO PGR ….. SLF CNO PRU MET UNM LNC RDN MTG=Bottom (Insurance)
MATE(31): -0.78% Top=WM RSG USG BECN BIN LEN MDC OC ….. DAR WCN PWR DY FLR MTZ WY SUM=Bottom (Materials & Construction)
META(26): -0.83% Top=AG ABX FNV SLW TAHO BVN NEM AEM ….. AA SCCO STLD CNX CMC X TCK FCX=Bottom (Metals & Mining)
MANU(38): -1.03% Top=ZBRA DOV SEDG HON SNA BWXT DHR SWK ….. ITT RS TEX KMT CFX JOY ATI DDD=Bottom (Manufacturing)
CHEM(26): -1.19% Top=MON CC FMC APD PX AXTA DOW ALB ….. CE HUN PAH WLK EMN MOS POT CF=Bottom (Chemicals/Fertilizers)
FINA(92): -1.62% Top=ACAS NDAQ PYPL ARCC UCBI CME WU EFX ….. KEY AMG SF LM LPLA WDR OMF WETF=Bottom (Banks/Financials)
RETA(70): -1.81% Top=AAP FRAN OLLI SIG ORLY DLTR NFLX KR ….. BBBY OUTR SHLD ASNA WSM W TLRD RH=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 11:10 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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