daytrend

06/14/2016

Filed under: Market Stats — daytrend @ 9:44 am

Market Stats at 10:43 am ET
by daytrend on 20160614. 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 (20160614 10:43 am ET)
2.1% of stocks are above yesterday’s high.
13.2% are above yesterday’s midpoint. (86.8% are below.)
53.7% are below yesterday’s low.
44.2% are inside yesterday’s range.
7.4% of stocks with today’s high > yesterday’s high. (92.6% less than).
77.3% of stocks with today’s low < yesterday’s low. (22.7% greater than).

EVIDENCE OF INTRADAY TREND (20160614 10:43 am ET)
37.2% of stocks are above today’s open. (61.5% are below).
21.3% of stocks are above today’s open and yesterday’s close.
60.2% are below both.
0.4% of stocks opened above yesterday’s high.
12.6% of stocks opened above yesterday’s close. (82.7% opened below yesterday’s close).
40.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160614 10:43 am ET)
4.4% of stocks are in the top 10% of today’s range.
7.9% are in the top 20%.
27.2% are in the top half. 72.8% of stocks are in the bottom half of today’s range.
37.4% are in the bottom 20%.
18.3% are in the bottom 10%.

GAIN (20160614 10:43 am ET)
24.0% of stocks are above yesterday’s close. (76.0% are below.)
0.0% are up 4.5% or more. 0.6% are down 4.5% or more.
0.2% are up 3.5% or more. 1.4% are down 3.5% or more.
70.9% are between +1% and -1%.

RSI on DAILY (20160614 10:43 am ET)
2-day: >=95:0.6%…>=90:1.0%…>=80:2.0%…>=50:9.5%…<=20:68.4%…<=10:53.7%…<=5:36.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:31.1%…<=20:1.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:39.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160614 10:43 am ET)
2.1% above previous 1 highs, 53.7% below previous 1 lows
0.7% above previous 2 highs, 49.1% below previous 2 lows
0.2% above previous 3 highs, 48.2% below previous 3 lows
0.0% above previous 4 highs, 46.1% below previous 4 lows
0.0% above previous 5 highs, 43.5% below previous 5 lows
0.0% above previous 6 highs, 39.9% below previous 6 lows
0.0% above previous 7 highs, 35.3% below previous 7 lows
0.0% above previous 8 highs, 33.3% below previous 8 lows
0.0% above previous 9 highs, 30.9% below previous 9 lows
0.0% above previous 10 highs, 30.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160614 10:43 am ET)
24.0% are above or equal to 6/13 close (1 days ago), 76.0% are below.
15.0% are above or equal to 6/10 close (2 days ago), 85.0% are below.
5.6% are above or equal to 6/9 close (3 days ago), 94.4% are below.
8.9% are above or equal to 6/8 close (4 days ago), 91.1% are below.
14.1% are above or equal to 6/7 close (5 days ago), 85.9% are below.
19.3% are above or equal to 6/6 close (6 days ago), 80.7% are below.
26.5% are above or equal to 6/3 close (7 days ago), 73.5% are below.
27.2% are above or equal to 6/2 close (8 days ago), 72.8% are below.
32.3% are above or equal to 6/1 close (9 days ago), 67.7% are below.
35.7% are above or equal to 5/31 close (10 days ago), 64.3% are below.
37.5% are above or equal to 5/27 close (11 days ago), 62.5% are below.
42.9% are above or equal to 5/26 close (12 days ago), 57.1% are below.
41.9% are above or equal to 5/25 close (13 days ago), 58.1% are below.
48.9% are above or equal to 5/24 close (14 days ago), 51.1% are below.
59.2% are above or equal to 5/23 close (15 days ago), 40.8% are below.
58.8% are above or equal to 5/20 close (16 days ago), 41.2% are below.
65.7% are above or equal to 5/19 close (17 days ago), 34.3% are below.
62.5% are above or equal to 5/18 close (18 days ago), 37.5% are below.
61.6% are above or equal to 5/17 close (19 days ago), 38.4% are below.
56.3% are above or equal to 5/16 close (20 days ago), 43.7% are below.
65.3% are above or equal to 5/13 close (21 days ago), 34.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160614 10:43 am ET)
20d: 0.6% new highs, 15.8% new lows
21d: 0.6% new highs, 15.5% new lows
42d: 0.4% new highs, 10.7% new lows
63d: 0.3% new highs, 6.5% new lows
126d: 0.1% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160614 10:43 am ET)
2-day: 22.4% above, 77.6% below
3-day: 15.0% above, 85.0% below
4-day: 8.5% above, 91.5% below
5-day: 7.0% above, 93.0% below
8-day: 12.6% above, 87.4% below
10-day: 16.4% above, 83.6% below
20-day: 40.5% above, 59.5% below
50-day: 49.2% above, 50.8% below
200-day: 60.7% above, 39.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160614 10:43 am ET)
COSW(94): -0.04% Top=TWTR WB YHOO ATHM BIDU WDAY WIX MTCH ….. VMW CDNS HPE XRX TRIP GRUB NUAN VNET=Bottom (Computer Software/Internet)
COHW(40): -0.09% Top=SYNA VRSN TMUS SSYS WIN LITE MSI BRCD ….. NTAP STX GOGO INFN CTL TDC CDW ARRS=Bottom (Computer Hardware/Telecom)
ELEC(48): -0.22% Top=HIMX MRVL FLEX CREE TRMB XLNX CAVM MLNX ….. AMAT MXL NXPI MTSC CY ORBK ON FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(54): -0.23% Top=NXTM ADPT EVHC DXCM UHS DGX LH BAX ….. XRAY INCR CPHD BKD ZBH TMO MOH OPK=Bottom (Health)
LEIS(34): -0.39% Top=SHAK PLAY CAKE JACK TXRH CBRL DRI QSR ….. MGM MAR SONC CMG GPRO SEAS DRII LQ=Bottom (Leisure)
INSU(31): -0.41% Top=AIZ TMK AON UNM FAF AFL CINF TRV ….. AXS AIG CNO MBI MET MTG AJG RDN=Bottom (Insurance)
CONS(54): -0.44% Top=KMB GPK PAY CLX KS HELE MAT CCK ….. FBHS BC TPX RL HBI GIII BLL OI=Bottom (Consumer)
MANU(39): -0.49% Top=GE FLS ITW EMR PNR ZBRA RS AOS ….. SNA TKR DDD DE KMT JKS MRC JOY=Bottom (Manufacturing)
MATE(31): -0.51% Top=DY WCN OC TPC MTZ SRCL WM DHI ….. EXP TOL AWI MLM MAS SUM USG WY=Bottom (Materials & Construction)
DISV(49): -0.52% Top=YY MYGN WOOF SERV HRB DV MRKT MCO ….. WTW R PCLN AHS MAN PRAA AAN ADS=Bottom (Diversified Services)
REAL(91): -0.54% Top=HST KRG RLJ DRH HCN EDR CLNY DLR ….. CSAL EXR NRF MPW ALLY CUZ SC TREE=Bottom (Real Estate)
CHEM(26): -0.62% Top=AGU MON APD CC DOW CHMT PX RPM ….. CF CE POT AXTA IFF WLK MEOH PAH=Bottom (Chemicals/Fertilizers)
ENER(93): -0.66% Top=LPI SN CLR APA CXO NFX EOG CRZO ….. ETE SWN TLLP DPM DK WPZ PAGP EMES=Bottom (Energy)
RETA(68): -0.90% Top=BABA TSCO FIVE OUTR AMZN NFLX COST SHLD ….. ANF WFM W DSW JWN KSS ASNA SIG=Bottom (Retail & Specialty Retail)
TRAN(31): -1.00% Top=SWFT KSU UPS NSC CSX FDX KNX CNI ….. NAT XPO UAL ALK SAVE AAL FRO TK=Bottom (Transportation)
FINA(94): -1.10% Top=PYPL CBOE HAWK EFX ISBC FRC SCHW CFR ….. WETF BX NAVI AXP SLM OMF COF SYF=Bottom (Banks/Financials)
META(26): -1.58% Top=AGI SSRI STLD NUE CMC ABX AA GG ….. CDE AG CNX X FCX BVN SLW TCK=Bottom (Metals & Mining)

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 10:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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