daytrend

06/13/2016

Filed under: Market Stats — daytrend @ 9:11 am

Market Stats at 10:11 am ET
by daytrend on 20160613. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 904.

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

COMPARED TO YESTERDAY’S RANGE (20160613 10:11 am ET)
9.4% of stocks are above yesterday’s high.
34.6% are above yesterday’s midpoint. (65.4% are below.)
24.3% are below yesterday’s low.
66.3% are inside yesterday’s range.
21.9% of stocks with today’s high > yesterday’s high. (78.1% less than).
64.9% of stocks with today’s low < yesterday’s low. (35.1% greater than).

EVIDENCE OF INTRADAY TREND (20160613 10:11 am ET)
67.3% of stocks are above today’s open. (30.4% are below).
39.9% of stocks are above today’s open and yesterday’s close.
27.9% are below both.
2.2% of stocks opened above yesterday’s high.
14.2% of stocks opened above yesterday’s close. (83.2% opened below yesterday’s close).
40.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160613 10:11 am ET)
7.5% of stocks are in the top 10% of today’s range.
22.3% are in the top 20%.
64.8% are in the top half. 35.2% of stocks are in the bottom half of today’s range.
12.8% are in the bottom 20%.
7.0% are in the bottom 10%.

GAIN (20160613 10:11 am ET)
44.5% of stocks are above yesterday’s close. (55.5% are below.)
0.6% are up 4.5% or more. 0.6% are down 4.5% or more.
1.2% are up 3.5% or more. 1.2% are down 3.5% or more.
75.8% are between +1% and -1%.

RSI on DAILY (20160613 10:11 am ET)
2-day: >=95:2.3%…>=90:4.0%…>=80:6.9%…>=50:19.8%…<=20:48.9%…<=10:29.3%…<=5:13.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:46.8%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:54.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160613 10:11 am ET)
9.4% above previous 1 highs, 24.3% below previous 1 lows
3.8% above previous 2 highs, 23.5% below previous 2 lows
3.3% above previous 3 highs, 21.9% below previous 3 lows
2.9% above previous 4 highs, 20.1% below previous 4 lows
2.3% above previous 5 highs, 17.4% below previous 5 lows
2.2% above previous 6 highs, 14.0% below previous 6 lows
2.2% above previous 7 highs, 12.5% below previous 7 lows
2.2% above previous 8 highs, 11.2% below previous 8 lows
2.1% above previous 9 highs, 10.6% below previous 9 lows
2.1% above previous 10 highs, 9.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160613 10:11 am ET)
44.5% are above or equal to 6/10 close (1 days ago), 55.5% are below.
12.4% are above or equal to 6/9 close (2 days ago), 87.6% are below.
15.3% are above or equal to 6/8 close (3 days ago), 84.7% are below.
23.2% are above or equal to 6/7 close (4 days ago), 76.8% are below.
31.1% are above or equal to 6/6 close (5 days ago), 68.9% are below.
40.6% are above or equal to 6/3 close (6 days ago), 59.4% are below.
37.4% are above or equal to 6/2 close (7 days ago), 62.6% are below.
44.0% are above or equal to 6/1 close (8 days ago), 56.0% are below.
48.1% are above or equal to 5/31 close (9 days ago), 51.9% are below.
50.3% are above or equal to 5/27 close (10 days ago), 49.7% are below.
55.1% are above or equal to 5/26 close (11 days ago), 44.9% are below.
53.1% are above or equal to 5/25 close (12 days ago), 46.9% are below.
60.3% are above or equal to 5/24 close (13 days ago), 39.7% are below.
72.1% are above or equal to 5/23 close (14 days ago), 27.9% are below.
70.7% are above or equal to 5/20 close (15 days ago), 29.3% are below.
77.4% are above or equal to 5/19 close (16 days ago), 22.6% are below.
73.1% are above or equal to 5/18 close (17 days ago), 26.9% are below.
72.8% are above or equal to 5/17 close (18 days ago), 27.2% are below.
68.7% are above or equal to 5/16 close (19 days ago), 31.3% are below.
77.0% are above or equal to 5/13 close (20 days ago), 23.0% are below.
68.1% are above or equal to 5/12 close (21 days ago), 31.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160613 10:11 am ET)
20d: 5.6% new highs, 8.5% new lows
21d: 5.5% new highs, 8.4% new lows
42d: 4.6% new highs, 5.5% new lows
63d: 4.4% new highs, 4.2% new lows
126d: 4.2% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160613 10:11 am ET)
2-day: 42.7% above, 57.3% below
3-day: 17.3% above, 82.7% below
4-day: 15.6% above, 84.4% below
5-day: 16.5% above, 83.5% below
8-day: 26.4% above, 73.6% below
10-day: 32.2% above, 67.8% below
20-day: 55.1% above, 44.9% below
50-day: 59.1% above, 40.9% below
200-day: 64.7% above, 35.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160613 10:11 am ET)
COSW(95): 0.86% Top=LNKD TWTR BITA SYMC GDDY GRUB VNET FEYE ….. MTCH SABR WB FB SINA INXN MSFT ROVI=Bottom (Computer Software/Internet)
META(26): 0.60% Top=SSRI CDE SWC ABX TCK AEM CNX FCX ….. PAAS STLD TAHO RGLD CCJ X BVN SLCA=Bottom (Metals & Mining)
REAL(92): 0.21% Top=KRG DOC HST MAA BDN GGP AVB CPT ….. CUZ DLR ALLY NRZ TREE CBL BAM WPG=Bottom (Real Estate)
HEAL(54): 0.15% Top=ELGX DXCM XRAY OPK ZLTQ MOH NVRO PODD ….. UHS DGX HCA LH STE ACHC INCR THC=Bottom (Health)
ELEC(49): -0.01% Top=NVDA ON MSCC INTC CAVM IDTI SCTY FIT ….. BRKR FSLR GLW KEYS FLEX SPWR CSIQ HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -0.03% Top=MOS POT CF AGU PAH EMN FMC PX ….. DOW APD AXTA CHMT MON ALB MEOH HUN=Bottom (Chemicals/Fertilizers)
COHW(40): -0.16% Top=PANW KN JNPR WDC ZAYO TMUS SSYS BRCD ….. BBRY ARRS STX ANET AAPL BCE GOGO HPQ=Bottom (Computer Hardware/Telecom)
RETA(68): -0.18% Top=ASNA FRAN NFLX W PLCE AAP ANF GPS ….. DKS BIG JWN KSS RH SHLD M BID=Bottom (Retail & Specialty Retail)
LEIS(34): -0.18% Top=SBUX YUM WYNN HLT EAT PLAY WYN MCD ….. CBRL BYD SONC SHAK MGM WEN SEAS DRII=Bottom (Leisure)
INSU(30): -0.19% Top=HIG TMK ALL LNC AIZ PGR TRV UNM ….. CNO MTG AXS XL AFSI MBI AGO FNF=Bottom (Insurance)
FINA(93): -0.23% Top=STT MTB LAZ GS BBT PYPL ONB IVZ ….. SLM AMTD PACW TCBI PVTB HAWK WAL ARCC=Bottom (Banks/Financials)
MANU(39): -0.25% Top=JOY NDSN DE ATI DDD JKS AGCO ATU ….. RS AME PNR ROK EMR MRC ITW SEDG=Bottom (Manufacturing)
ENER(93): -0.33% Top=DVN CWEI RICE AR RIG UNT ATW RSPP ….. CPE PAGP MPC PBF HFC DK WNR EMES=Bottom (Energy)
MATE(32): -0.35% Top=MTZ EXP VMC SRCL WM USG KBH TPH ….. BECN MAS TPC CVA DAR WCN FAST DY=Bottom (Materials & Construction)
CONS(53): -0.36% Top=VSTO NKE GIII BC VFC ECL MAT EL ….. IP HBI WWW UFS BLL GPK FOSL PKG=Bottom (Consumer)
DISV(49): -0.40% Top=DV AHS PCLN VRSK SBAC ADS ZG WTW ….. AAN WOOF TISI HRB SCI YY CAR FDC=Bottom (Diversified Services)
TRAN(31): -1.07% Top=XPO TRN UNP CHRW CSX FDX UPS NAT ….. ALK JBLU UAL DAL LUV AAL SAVE HA=Bottom (Transportation)

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 10:11 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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