daytrend

06/13/2016

Filed under: Market Stats — daytrend @ 1:44 pm

Market Stats at 2:44 pm ET
by daytrend on 20160613. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 903.

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

COMPARED TO YESTERDAY’S RANGE (20160613 2:44 pm ET)
7.2% of stocks are above yesterday’s high.
24.6% are above yesterday’s midpoint. (75.4% are below.)
43.4% are below yesterday’s low.
49.4% are inside yesterday’s range.
27.1% of stocks with today’s high > yesterday’s high. (72.9% less than).
75.9% of stocks with today’s low < yesterday’s low. (24.1% greater than).

EVIDENCE OF INTRADAY TREND (20160613 2:44 pm ET)
48.0% of stocks are above today’s open. (51.4% are below).
25.9% of stocks are above today’s open and yesterday’s close.
49.2% are below both.
2.1% of stocks opened above yesterday’s high.
14.1% of stocks opened above yesterday’s close. (83.3% opened below yesterday’s close).
40.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160613 2:44 pm ET)
2.5% of stocks are in the top 10% of today’s range.
7.1% are in the top 20%.
34.0% are in the top half. 66.0% of stocks are in the bottom half of today’s range.
21.0% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN (20160613 2:44 pm ET)
29.2% of stocks are above yesterday’s close. (70.8% are below.)
0.3% are up 4.5% or more. 1.1% are down 4.5% or more.
0.6% are up 3.5% or more. 3.1% are down 3.5% or more.
62.9% are between +1% and -1%.

RSI on DAILY (20160613 2:44 pm ET)
2-day: >=95:1.8%…>=90:2.9%…>=80:5.8%…>=50:15.3%…<=20:61.5%…<=10:42.1%…<=5:21.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:41.4%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:49.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160613 2:44 pm ET)
7.2% above previous 1 highs, 43.4% below previous 1 lows
3.2% above previous 2 highs, 41.5% below previous 2 lows
2.7% above previous 3 highs, 39.4% below previous 3 lows
2.2% above previous 4 highs, 36.0% below previous 4 lows
1.9% above previous 5 highs, 30.8% below previous 5 lows
1.7% above previous 6 highs, 26.7% below previous 6 lows
1.7% above previous 7 highs, 24.0% below previous 7 lows
1.6% above previous 8 highs, 20.4% below previous 8 lows
1.4% above previous 9 highs, 19.6% below previous 9 lows
1.4% above previous 10 highs, 18.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160613 2:44 pm ET)
29.2% are above or equal to 6/10 close (1 days ago), 70.8% are below.
10.6% are above or equal to 6/9 close (2 days ago), 89.4% are below.
12.4% are above or equal to 6/8 close (3 days ago), 87.6% are below.
19.7% are above or equal to 6/7 close (4 days ago), 80.3% are below.
26.9% are above or equal to 6/6 close (5 days ago), 73.1% are below.
35.2% are above or equal to 6/3 close (6 days ago), 64.8% are below.
33.0% are above or equal to 6/2 close (7 days ago), 67.0% are below.
40.1% are above or equal to 6/1 close (8 days ago), 59.9% are below.
44.1% are above or equal to 5/31 close (9 days ago), 55.9% are below.
46.1% are above or equal to 5/27 close (10 days ago), 53.9% are below.
50.7% are above or equal to 5/26 close (11 days ago), 49.3% are below.
48.6% are above or equal to 5/25 close (12 days ago), 51.4% are below.
56.5% are above or equal to 5/24 close (13 days ago), 43.5% are below.
67.8% are above or equal to 5/23 close (14 days ago), 32.2% are below.
66.7% are above or equal to 5/20 close (15 days ago), 33.3% are below.
73.3% are above or equal to 5/19 close (16 days ago), 26.7% are below.
70.4% are above or equal to 5/18 close (17 days ago), 29.6% are below.
70.1% are above or equal to 5/17 close (18 days ago), 29.9% are below.
65.6% are above or equal to 5/16 close (19 days ago), 34.4% are below.
72.4% are above or equal to 5/13 close (20 days ago), 27.6% are below.
64.7% are above or equal to 5/12 close (21 days ago), 35.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160613 2:44 pm ET)
20d: 6.3% new highs, 11.2% new lows
21d: 6.1% new highs, 10.9% new lows
42d: 5.3% new highs, 7.3% new lows
63d: 4.9% new highs, 5.3% new lows
126d: 4.8% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160613 2:44 pm ET)
2-day: 28.1% above, 71.9% below
3-day: 12.8% above, 87.2% below
4-day: 12.1% above, 87.9% below
5-day: 13.1% above, 86.9% below
8-day: 20.9% above, 79.1% below
10-day: 27.6% above, 72.4% below
20-day: 49.3% above, 50.7% below
50-day: 56.1% above, 43.9% below
200-day: 63.8% above, 36.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160613 2:44 pm ET)
META(26): -0.01% Top=CDE CNX ABX SWC AEM FCX SSRI X ….. SLW CCJ AA FNV TAHO AGI BVN SLCA=Bottom (Metals & Mining)
COSW(94): -0.08% Top=SYMC TWTR BITA GDDY TEAM PFPT IMPV WDAY ….. HPE SINA MSFT NTCT SQ ROVI INXN WIX=Bottom (Computer Software/Internet)
REAL(92): -0.24% Top=KRG MAA CPT HCN VTR CONE KRC ESS ….. NRF PEB ALLY NRZ CBL BAM TREE WPG=Bottom (Real Estate)
ELEC(49): -0.36% Top=NVDA ON MSCC INTC CAVM IDTI FEIC TRMB ….. MLNX SANM SCTY SPWR MRVL KEYS CSIQ HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(54): -0.45% Top=ELGX XRAY OPK NXTM BAX SYK DXCM VWR ….. UHS INCR AMSG KANG ACHC THC STE CYH=Bottom (Health)
MANU(39): -0.49% Top=JOY NDSN TEX DE ATU JKS ATI AOS ….. ROP ITT MRC SEDG CMI EMR AME ITW=Bottom (Manufacturing)
COHW(40): -0.50% Top=JNPR PANW UBNT SSYS WIN TMUS CCI BRCD ….. STX GIMO QCOM ARRS OLED BCE FNSR HPQ=Bottom (Computer Hardware/Telecom)
FINA(93): -0.68% Top=WETF ACAS MTB STT JNS CME BBT GWB ….. CATY AXP PVTB WDR IBKR HAWK WAL NSAM=Bottom (Banks/Financials)
LEIS(34): -0.70% Top=WYNN SBUX YUM MCD LVS DNKN EAT PLAY ….. EXPE GPRO BLMN WEN SONC SEAS SHAK DRII=Bottom (Leisure)
RETA(68): -0.75% Top=FRAN PLCE WBA NFLX ASNA ANF GPS KMX ….. BLDR RH KSS SIG OLLI SHLD M BID=Bottom (Retail & Specialty Retail)
INSU(30): -0.83% Top=HIG LNC MET L PRU TMK AIZ MMC ….. FNF AGO RDN AXS MTG XL AFSI MBI=Bottom (Insurance)
ENER(93): -0.85% Top=OAS RSPP RICE AR RIG DVN CLR CRZO ….. RMP VLO DK SEMG WNR MPC HFC EMES=Bottom (Energy)
MATE(32): -0.88% Top=MTZ SRCL RSG WM BIN EXP USG CVA ….. DAR CAA TPH TOL WY SUM TPC CSTE=Bottom (Materials & Construction)
DISV(49): -0.88% Top=DV VRSK ZG SBAC PCLN CTAS R AL ….. HRB KBR WTW IILG AAN TMH YY FDC=Bottom (Diversified Services)
CONS(53): -0.89% Top=MFRM VSTO BC MAT COH GIII EL VFC ….. GIL SKX IP UFS KS GPK PKG FOSL=Bottom (Consumer)
CHEM(26): -1.00% Top=POT MOS EMN SHW AGU PX CE IFF ….. FMC PAH ALB MEOH HUN AXTA WLK CC=Bottom (Chemicals/Fertilizers)
TRAN(31): -1.31% Top=SWFT KSU KNX CHRW UNP FDX NSC BRS ….. LUV DAL ALK UAL AAL JBLU HA TK=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 2:44 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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