daytrend

06/10/2016

Filed under: Market Stats — daytrend @ 1:10 pm

Market Stats at 2:10 pm ET
by daytrend on 20160610. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 908.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160610 2:10 pm ET)
2.9% of stocks are above yesterday’s high.
10.8% are above yesterday’s midpoint. (89.2% are below.)
69.1% are below yesterday’s low.
28.1% are inside yesterday’s range.
11.1% of stocks with today’s high > yesterday’s high. (88.9% less than).
83.6% of stocks with today’s low < yesterday’s low. (16.4% greater than).

EVIDENCE OF INTRADAY TREND (20160610 2:10 pm ET)
20.6% of stocks are above today’s open. (77.1% are below).
4.8% of stocks are above today’s open and yesterday’s close.
76.3% 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 2:10 pm ET)
1.0% of stocks are in the top 10% of today’s range.
3.7% are in the top 20%.
18.9% are in the top half. 81.1% of stocks are in the bottom half of today’s range.
55.4% are in the bottom 20%.
41.1% are in the bottom 10%.

GAIN (20160610 2:10 pm ET)
5.8% of stocks are above yesterday’s close. (94.2% are below.)
0.1% are up 4.5% or more. 7.6% are down 4.5% or more.
0.3% are up 3.5% or more. 13.5% are down 3.5% or more.
25.4% are between +1% and -1%.

RSI on DAILY (20160610 2:10 pm ET)
2-day: >=95:1.3%…>=90:2.9%…>=80:4.2%…>=50:12.1%…<=20:61.1%…<=10:34.9%…<=5:17.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:47.5%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:55.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160610 2:10 pm ET)
2.9% above previous 1 highs, 69.1% below previous 1 lows
2.3% above previous 2 highs, 62.9% below previous 2 lows
2.3% above previous 3 highs, 55.4% below previous 3 lows
2.3% above previous 4 highs, 44.6% below previous 4 lows
2.1% above previous 5 highs, 33.5% below previous 5 lows
2.0% above previous 6 highs, 29.2% below previous 6 lows
2.0% above previous 7 highs, 24.6% below previous 7 lows
1.9% above previous 8 highs, 22.8% below previous 8 lows
1.9% above previous 9 highs, 21.6% below previous 9 lows
1.8% above previous 10 highs, 19.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160610 2:10 pm ET)
5.8% are above or equal to 6/9 close (1 days ago), 94.2% are below.
12.2% are above or equal to 6/8 close (2 days ago), 87.8% are below.
22.2% are above or equal to 6/7 close (3 days ago), 77.8% are below.
30.0% are above or equal to 6/6 close (4 days ago), 70.0% are below.
40.6% are above or equal to 6/3 close (5 days ago), 59.4% are below.
37.9% are above or equal to 6/2 close (6 days ago), 62.1% are below.
45.2% are above or equal to 6/1 close (7 days ago), 54.8% are below.
48.9% are above or equal to 5/31 close (8 days ago), 51.1% are below.
50.7% are above or equal to 5/27 close (9 days ago), 49.3% are below.
55.2% are above or equal to 5/26 close (10 days ago), 44.8% are below.
55.1% are above or equal to 5/25 close (11 days ago), 44.9% are below.
62.2% are above or equal to 5/24 close (12 days ago), 37.8% are below.
73.1% are above or equal to 5/23 close (13 days ago), 26.9% are below.
72.7% are above or equal to 5/20 close (14 days ago), 27.3% are below.
78.5% are above or equal to 5/19 close (15 days ago), 21.5% are below.
74.3% are above or equal to 5/18 close (16 days ago), 25.7% are below.
74.0% are above or equal to 5/17 close (17 days ago), 26.0% are below.
69.9% are above or equal to 5/16 close (18 days ago), 30.1% are below.
76.4% are above or equal to 5/13 close (19 days ago), 23.6% are below.
69.2% are above or equal to 5/12 close (20 days ago), 30.8% are below.
67.6% are above or equal to 5/11 close (21 days ago), 32.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160610 2:10 pm ET)
20d: 5.2% new highs, 8.0% new lows
21d: 4.8% new highs, 8.0% new lows
42d: 4.0% new highs, 5.3% new lows
63d: 3.6% new highs, 3.9% new lows
126d: 3.5% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160610 2:10 pm ET)
2-day: 5.4% above, 94.6% below
3-day: 7.9% above, 92.1% below
4-day: 11.8% above, 88.2% below
5-day: 17.3% above, 82.7% below
8-day: 27.5% above, 72.5% below
10-day: 33.9% above, 66.1% below
20-day: 58.6% above, 41.4% below
50-day: 59.6% above, 40.4% below
200-day: 65.5% above, 34.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160610 2:10 pm ET)
CHEM(26): -0.51% Top=CC OLN WLK EMN GRA PX AXTA CHMT ….. POT PPG FMC MOS CF HUN PAH MEOH=Bottom (Chemicals/Fertilizers)
REAL(94): -0.78% Top=WPG EDR ARE O DOC HTA SKT VTR ….. NRF RLGY LHO SHO TREE CONE CBG SC=Bottom (Real Estate)
INSU(30): -1.33% Top=XL AON AIZ ORI ALL CINF MMC BRO ….. AIG MET PRU WLTW SLF MBI UNM LNC=Bottom (Insurance)
CONS(54): -1.62% Top=SEE CLX NKE AVY RL KMB PG PVH ….. MAT SKX LULU BC HAR WRK KATE PAY=Bottom (Consumer)
HEAL(55): -1.69% Top=KANG LDRH MASI ZBH BCR LH STJ CNC ….. OPK MOH PODD HLS THC BKD CYH ADPT=Bottom (Health)
MATE(32): -1.76% Top=TPC WCN BECN WY BIN WM RSG SRCL ….. TOL CVA TPH PWR SUM CSTE AWI MTZ=Bottom (Materials & Construction)
LEIS(34): -1.89% Top=WYNN WEN DNKN MCD ARMK QSR DRI JACK ….. PLAY SONC HLT EXPE RCL ZOES GPRO SHAK=Bottom (Leisure)
RETA(69): -1.92% Top=WBA KR COST CASY SIG TGT WMT ANF ….. CHS KMX AN W URBN RH FRAN TLRD=Bottom (Retail & Specialty Retail)
COHW(41): -1.92% Top=VZ T LITE HRS CDW CTL CCI AAPL ….. WDC SYNA OLED SSYS STX GOGO PSTG KN=Bottom (Computer Hardware/Telecom)
DISV(49): -1.97% Top=HRB XRS DV ULTA MRKT ZG IILG SERV ….. AL VNTV URI CAR FDC YY WTW MYGN=Bottom (Diversified Services)
FINA(92): -2.05% Top=NDAQ CME ACAS ARCC ICE GWB PBCT PYPL ….. SLM LM WDR AMG SF LPLA WETF OMF=Bottom (Banks/Financials)
COSW(98): -2.06% Top=CSRA ROVI LOCK IMPV SQI AZPN FFIV CA ….. NTES BOX N NEWR RAX ATHM VNET BITA=Bottom (Computer Software/Internet)
MANU(38): -2.12% Top=RS TEX ZBRA HON GE XYL ITW DCI ….. JOY SNA FLS KMT CFX DDD MRC SEDG=Bottom (Manufacturing)
META(26): -2.21% Top=FNV AGI ABX NUE SCCO NEM SLW CMC ….. CCJ GG AG SWC AA TCK FCX CNX=Bottom (Metals & Mining)
ELEC(48): -2.37% Top=INTC TXN MTSI FEIC XLNX LLTC TRMB JBL ….. MU FIT FSLR HIMX MRVL SCTY SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(31): -2.57% Top=SAVE UPS DAL AAL ALK UAL UNP JBHT ….. KEX CP TRN XPO HA BRS FRO TK=Bottom (Transportation)
ENER(91): -3.64% Top=RMP HFC TEP PSXP TLLP OXY DK XOM ….. MUR OAS SN LPI SWN SM 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 2:10 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: