daytrend

06/10/2016

Filed under: Market Stats — daytrend @ 8:38 am

Market Stats at 9:38 am ET
by daytrend on 20160610. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 905.

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

COMPARED TO YESTERDAY’S RANGE (20160610 9:38 am ET)
2.4% of stocks are above yesterday’s high.
11.6% are above yesterday’s midpoint. (88.4% are below.)
60.4% are below yesterday’s low.
37.1% are inside yesterday’s range.
4.6% of stocks with today’s high > yesterday’s high. (95.4% less than).
72.7% of stocks with today’s low < yesterday’s low. (27.3% greater than).

EVIDENCE OF INTRADAY TREND (20160610 9:38 am ET)
29.0% of stocks are above today’s open. (69.1% are below).
3.2% of stocks are above today’s open and yesterday’s close.
68.6% are below both.
1.3% of stocks opened above yesterday’s high.
3.3% of stocks opened above yesterday’s close. (96.5% opened below yesterday’s close).
50.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160610 9:38 am ET)
2.7% of stocks are in the top 10% of today’s range.
6.4% are in the top 20%.
25.9% are in the top half. 74.1% of stocks are in the bottom half of today’s range.
48.0% are in the bottom 20%.
31.0% are in the bottom 10%.

GAIN (20160610 9:38 am ET)
3.9% of stocks are above yesterday’s close. (96.1% are below.)
0.0% are up 4.5% or more. 1.1% are down 4.5% or more.
0.2% are up 3.5% or more. 3.3% are down 3.5% or more.
35.2% are between +1% and -1%.

RSI on DAILY (20160610 9:38 am ET)
2-day: >=95:1.7%…>=90:2.5%…>=80:3.8%…>=50:13.4%…<=20:54.0%…<=10:31.0%…<=5:14.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:56.1%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:60.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160610 9:38 am ET)
2.4% above previous 1 highs, 60.4% below previous 1 lows
1.8% above previous 2 highs, 52.8% below previous 2 lows
1.8% above previous 3 highs, 44.3% below previous 3 lows
1.7% above previous 4 highs, 35.4% below previous 4 lows
1.7% above previous 5 highs, 25.7% below previous 5 lows
1.7% above previous 6 highs, 22.8% below previous 6 lows
1.7% above previous 7 highs, 19.1% below previous 7 lows
1.7% above previous 8 highs, 18.5% below previous 8 lows
1.7% above previous 9 highs, 17.3% below previous 9 lows
1.7% above previous 10 highs, 16.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160610 9:38 am ET)
3.9% are above or equal to 6/9 close (1 days ago), 96.1% are below.
14.3% are above or equal to 6/8 close (2 days ago), 85.7% are below.
25.2% are above or equal to 6/7 close (3 days ago), 74.8% are below.
37.6% are above or equal to 6/6 close (4 days ago), 62.4% are below.
49.0% are above or equal to 6/3 close (5 days ago), 51.0% are below.
43.4% are above or equal to 6/2 close (6 days ago), 56.6% are below.
49.3% are above or equal to 6/1 close (7 days ago), 50.7% are below.
53.6% are above or equal to 5/31 close (8 days ago), 46.4% are below.
56.0% are above or equal to 5/27 close (9 days ago), 44.0% are below.
61.4% are above or equal to 5/26 close (10 days ago), 38.6% are below.
60.3% are above or equal to 5/25 close (11 days ago), 39.7% are below.
65.9% are above or equal to 5/24 close (12 days ago), 34.1% are below.
76.5% are above or equal to 5/23 close (13 days ago), 23.5% are below.
74.6% are above or equal to 5/20 close (14 days ago), 25.4% are below.
80.4% are above or equal to 5/19 close (15 days ago), 19.6% are below.
77.0% are above or equal to 5/18 close (16 days ago), 23.0% are below.
78.8% are above or equal to 5/17 close (17 days ago), 21.2% are below.
72.7% are above or equal to 5/16 close (18 days ago), 27.3% are below.
78.8% are above or equal to 5/13 close (19 days ago), 21.2% are below.
71.5% are above or equal to 5/12 close (20 days ago), 28.5% are below.
70.5% are above or equal to 5/11 close (21 days ago), 29.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160610 9:38 am ET)
20d: 2.2% new highs, 5.2% new lows
21d: 2.1% new highs, 5.2% new lows
42d: 2.0% new highs, 3.5% new lows
63d: 2.0% new highs, 2.7% new lows
126d: 2.0% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160610 9:38 am ET)
2-day: 3.6% above, 96.4% below
3-day: 8.5% above, 91.5% below
4-day: 13.9% above, 86.1% below
5-day: 19.4% above, 80.6% below
8-day: 34.4% above, 65.6% below
10-day: 42.3% above, 57.7% below
20-day: 64.3% above, 35.7% below
50-day: 62.5% above, 37.5% below
200-day: 66.1% above, 33.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160610 9:38 am ET)
META(26): 0.39% Top=AG AGI ABX CDE SLW PAAS NEM BVN ….. CCJ CMC CNX STLD X AA FCX TCK=Bottom (Metals & Mining)
REAL(94): -0.71% Top=BAM O DOC NNN EDR HR COR EQC ….. TREE SHO RLGY LHO CBG PEB RLJ SC=Bottom (Real Estate)
CHEM(26): -0.81% Top=OLN WLK CC MON EMN DD PX DOW ….. AXTA CHMT MEOH CF MOS PAH HUN FMC=Bottom (Chemicals/Fertilizers)
INSU(30): -1.14% Top=MMC TRV XL PGR BRO AON AIZ ORI ….. MBI PRU RDN UNM CNO MET LNC MTG=Bottom (Insurance)
CONS(54): -1.23% Top=CHD NKE FL CLX HELE BMS PG KMB ….. FOSL SKX WRK TPX LULU HAR KATE PAY=Bottom (Consumer)
HEAL(55): -1.28% Top=NVRO LDRH XRAY VWR BCR INCR RMD STJ ….. OPK EVHC PODD CPHD CYH THC BKD ADPT=Bottom (Health)
COHW(41): -1.39% Top=BCE VZ HRS T CCI VRSN ARRS CTL ….. SYNA KN TDC CIEN INFN STX WDC SSYS=Bottom (Computer Hardware/Telecom)
MANU(38): -1.40% Top=ITT HON RS GE ITW DHR ROP XYL ….. CFX SNA FLS SEDG ATI KMT TKR DDD=Bottom (Manufacturing)
MATE(31): -1.40% Top=BECN WM RSG WCN DY SRCL TPC WY ….. MLM EXP DAR CVA USG MTZ AWI SUM=Bottom (Materials & Construction)
LEIS(34): -1.45% Top=QSR WEN JACK DRI SONC TXRH YUM MCD ….. MGM BYD CCL CMG HLT RCL DRII GPRO=Bottom (Leisure)
COSW(98): -1.49% Top=SQI WB MSFT EQIX IBM ORCL TRI TTWO ….. NEWR TWTR NTES YELP RAX SHOP VNET ATHM=Bottom (Computer Software/Internet)
DISV(48): -1.51% Top=HRB TISI DV FISV FLT BAH G WOOF ….. MAN HMHC AL CAR MYGN PRAA YY WTW=Bottom (Diversified Services)
ENER(91): -1.59% Top=TEP PSXP RMP XOM CVE CVX OXY MDU ….. MUR OAS ETE WMB RDC HLX WNR ATW=Bottom (Energy)
FINA(92): -1.77% Top=NDAQ CME ACAS ARCC TD PYPL ICE BMO ….. BOFI OZRK WETF SF WDR TCBI LPLA OMF=Bottom (Banks/Financials)
ELEC(48): -1.84% Top=FEIC SANM INTC NVDA TXN SNPS FLEX XLNX ….. IPHI MLNX FSLR QRVO CSIQ GLW SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(30): -1.90% Top=NAT UPS UNP CSX CHRW FDX EXPD CNI ….. DAL UAL SWFT TRN BRS HA TK FRO=Bottom (Transportation)
RETA(69): -2.05% Top=WBA COST ORLY WMT SIG AMZN CVS LOW ….. KSS ASNA GPS AEO GES TLRD FRAN URBN=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 9:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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