daytrend

06/10/2016

Filed under: Market Stats — daytrend @ 10:12 am

Market Stats at 11:11 am ET
by daytrend on 20160610. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 908.

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

COMPARED TO YESTERDAY’S RANGE (20160610 11:11 am ET)
5.1% of stocks are above yesterday’s high.
23.8% are above yesterday’s midpoint. (76.2% are below.)
51.7% are below yesterday’s low.
43.3% are inside yesterday’s range.
9.1% of stocks with today’s high > yesterday’s high. (90.9% less than).
79.6% of stocks with today’s low < yesterday’s low. (20.4% greater than).

EVIDENCE OF INTRADAY TREND (20160610 11:11 am ET)
48.0% of stocks are above today’s open. (50.0% are below).
11.2% of stocks are above today’s open and yesterday’s close.
49.3% are below both.
1.3% of stocks opened above yesterday’s high.
3.3% of stocks opened above yesterday’s close. (96.4% opened below yesterday’s close).
50.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160610 11:11 am ET)
20.6% of stocks are in the top 10% of today’s range.
31.2% are in the top 20%.
63.7% are in the top half. 36.3% of stocks are in the bottom half of today’s range.
10.9% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN (20160610 11:11 am ET)
13.0% of stocks are above yesterday’s close. (87.0% are below.)
0.2% are up 4.5% or more. 2.1% are down 4.5% or more.
0.4% are up 3.5% or more. 4.8% are down 3.5% or more.
47.4% are between +1% and -1%.

RSI on DAILY (20160610 11:11 am ET)
2-day: >=95:3.4%…>=90:5.7%…>=80:9.5%…>=50:21.4%…<=20:49.2%…<=10:25.1%…<=5:11.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:58.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:64.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160610 11:11 am ET)
5.1% above previous 1 highs, 51.7% below previous 1 lows
3.9% above previous 2 highs, 46.0% below previous 2 lows
3.6% above previous 3 highs, 37.9% below previous 3 lows
3.5% above previous 4 highs, 28.3% below previous 4 lows
3.4% above previous 5 highs, 19.4% below previous 5 lows
3.4% above previous 6 highs, 16.7% below previous 6 lows
3.4% above previous 7 highs, 14.1% below previous 7 lows
3.1% above previous 8 highs, 13.3% below previous 8 lows
3.1% above previous 9 highs, 12.2% below previous 9 lows
3.1% above previous 10 highs, 11.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160610 11:11 am ET)
13.0% are above or equal to 6/9 close (1 days ago), 87.0% are below.
19.7% are above or equal to 6/8 close (2 days ago), 80.3% are below.
29.8% are above or equal to 6/7 close (3 days ago), 70.2% are below.
40.7% are above or equal to 6/6 close (4 days ago), 59.3% are below.
52.3% are above or equal to 6/3 close (5 days ago), 47.7% are below.
47.0% are above or equal to 6/2 close (6 days ago), 53.0% are below.
53.2% are above or equal to 6/1 close (7 days ago), 46.8% are below.
56.2% are above or equal to 5/31 close (8 days ago), 43.8% are below.
58.3% are above or equal to 5/27 close (9 days ago), 41.7% are below.
63.9% are above or equal to 5/26 close (10 days ago), 36.1% are below.
63.0% are above or equal to 5/25 close (11 days ago), 37.0% are below.
68.3% are above or equal to 5/24 close (12 days ago), 31.7% are below.
78.2% are above or equal to 5/23 close (13 days ago), 21.8% are below.
75.8% are above or equal to 5/20 close (14 days ago), 24.2% are below.
82.7% are above or equal to 5/19 close (15 days ago), 17.3% are below.
78.7% are above or equal to 5/18 close (16 days ago), 21.3% are below.
79.0% are above or equal to 5/17 close (17 days ago), 21.0% are below.
75.2% are above or equal to 5/16 close (18 days ago), 24.8% are below.
80.2% are above or equal to 5/13 close (19 days ago), 19.8% are below.
74.1% are above or equal to 5/12 close (20 days ago), 25.9% are below.
73.1% are above or equal to 5/11 close (21 days ago), 26.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160610 11:11 am ET)
20d: 4.3% new highs, 6.9% new lows
21d: 4.1% new highs, 6.9% new lows
42d: 3.4% new highs, 4.5% new lows
63d: 3.1% new highs, 3.3% new lows
126d: 3.0% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160610 11:11 am ET)
2-day: 11.9% above, 88.1% below
3-day: 15.7% above, 84.3% below
4-day: 21.4% above, 78.6% below
5-day: 26.8% above, 73.2% below
8-day: 39.1% above, 60.9% below
10-day: 45.3% above, 54.7% below
20-day: 67.5% above, 32.5% below
50-day: 64.3% above, 35.7% below
200-day: 67.1% above, 32.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160610 11:11 am ET)
CHEM(26): -0.10% Top=OLN CC WLK EMN POT GRA CHMT DD ….. PPG IFF MOS FMC HUN CF MEOH PAH=Bottom (Chemicals/Fertilizers)
REAL(94): -0.29% Top=WPG EDR O NNN ARE MAC HR BAM ….. SC RLGY CUBE CLI PEB CONE CBG LHO=Bottom (Real Estate)
INSU(30): -0.77% Top=XL TRV PGR ALL AIZ AON BRO ORI ….. CNO AIG SLF MBI PRU MET UNM LNC=Bottom (Insurance)
META(26): -0.79% Top=ABX FNV NEM SLW AGI NUE BVN CMC ….. AG GG SWC AA CCJ FCX TCK CNX=Bottom (Metals & Mining)
CONS(54): -0.96% Top=COTY FL SEE NKE AVY CLX BMS PG ….. FBHS BC TPX SKX LULU HAR KATE PAY=Bottom (Consumer)
MANU(38): -1.04% Top=TEX RS JOY HON GE ZBRA ITW ITT ….. KMT PH CFX TKR SNA MRC DDD SEDG=Bottom (Manufacturing)
MATE(32): -1.09% Top=TPC BECN WCN WM WY BIN RSG SRCL ….. MAS TOL SUM MLM CAA CSTE AWI MTZ=Bottom (Materials & Construction)
HEAL(55): -1.11% Top=LDRH VWR RMD NXTM KANG LH PKI NVRO ….. ZLTQ NUVA INCR ADPT THC CYH OPK BKD=Bottom (Health)
COHW(41): -1.13% Top=VZ T HRS LITE CTL CCI CIEN CDW ….. BBRY HPQ TDC SSYS KN PSTG GOGO STX=Bottom (Computer Hardware/Telecom)
DISV(49): -1.15% Top=HRB XRS DV IILG ZG SERV ULTA BAH ….. KBR MYGN AL FDC AHS WTW CAR YY=Bottom (Diversified Services)
LEIS(34): -1.17% Top=DRII DNKN WEN JACK MCD EAT CBRL TXRH ….. SONC BLMN HLT RCL CMG SHAK ZOES GPRO=Bottom (Leisure)
FINA(92): -1.22% Top=CME NDAQ NYCB GWB IBKR PBCT ARCC ICE ….. LM BOFI C WETF AMG SF LPLA OMF=Bottom (Banks/Financials)
RETA(69): -1.24% Top=WBA ANF KR COST CVS OUTR WMT SPLS ….. NFLX AN GME TLRD W RH URBN FRAN=Bottom (Retail & Specialty Retail)
COSW(98): -1.36% Top=CSRA AZPN MSFT EQIX LOCK CA SQI CSOD ….. N YELP AKAM NTES BITA RAX VNET ATHM=Bottom (Computer Software/Internet)
TRAN(31): -1.42% Top=AAL UAL KNX SWFT LUV ALK UPS DAL ….. TRN KSU CP KEX HA BRS FRO TK=Bottom (Transportation)
ELEC(48): -1.63% Top=INTC TXN XLNX SANM LLTC JBL MTSI TRMB ….. IPHI SWKS HIMX MLNX SPWR MRVL CSIQ SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(91): -1.89% Top=RMP TEP PSXP PAA XOM DK TLLP MMP ….. WNR RDC SM HLX SEMG SWN ATW CWEI=Bottom (Energy)

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 11:11 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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