daytrend

06/14/2016

Filed under: Market Stats — daytrend @ 11:40 am

Market Stats at 12:40 pm 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 12:40 pm ET)
3.2% of stocks are above yesterday’s high.
15.7% are above yesterday’s midpoint. (84.3% are below.)
56.1% are below yesterday’s low.
40.6% are inside yesterday’s range.
9.9% of stocks with today’s high > yesterday’s high. (90.1% less than).
83.9% of stocks with today’s low < yesterday’s low. (16.1% greater than).

EVIDENCE OF INTRADAY TREND (20160614 12:40 pm ET)
36.5% of stocks are above today’s open. (61.8% are below).
25.1% of stocks are above today’s open and yesterday’s close.
60.9% 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 12:40 pm ET)
3.2% of stocks are in the top 10% of today’s range.
11.0% are in the top 20%.
36.9% are in the top half. 63.1% of stocks are in the bottom half of today’s range.
22.9% are in the bottom 20%.
9.7% are in the bottom 10%.

GAIN (20160614 12:40 pm ET)
27.0% of stocks are above yesterday’s close. (73.0% are below.)
0.1% are up 4.5% or more. 2.3% are down 4.5% or more.
0.3% are up 3.5% or more. 4.2% are down 3.5% or more.
59.0% are between +1% and -1%.

RSI on DAILY (20160614 12:40 pm ET)
2-day: >=95:0.8%…>=90:1.8%…>=80:4.1%…>=50:12.4%…<=20:67.8%…<=10:55.8%…<=5:38.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:30.7%…<=20:2.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:38.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160614 12:40 pm ET)
3.2% above previous 1 highs, 56.1% below previous 1 lows
1.9% above previous 2 highs, 52.4% below previous 2 lows
1.1% above previous 3 highs, 51.5% below previous 3 lows
0.9% above previous 4 highs, 49.3% below previous 4 lows
0.9% above previous 5 highs, 47.0% below previous 5 lows
0.6% above previous 6 highs, 43.7% below previous 6 lows
0.6% above previous 7 highs, 38.4% below previous 7 lows
0.6% above previous 8 highs, 35.8% below previous 8 lows
0.6% above previous 9 highs, 32.8% below previous 9 lows
0.6% above previous 10 highs, 32.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160614 12:40 pm ET)
27.0% are above or equal to 6/13 close (1 days ago), 73.0% are below.
15.3% are above or equal to 6/10 close (2 days ago), 84.7% are below.
7.2% are above or equal to 6/9 close (3 days ago), 92.8% are below.
9.2% are above or equal to 6/8 close (4 days ago), 90.8% are below.
15.4% are above or equal to 6/7 close (5 days ago), 84.6% are below.
19.4% are above or equal to 6/6 close (6 days ago), 80.6% are below.
26.6% are above or equal to 6/3 close (7 days ago), 73.4% are below.
27.4% are above or equal to 6/2 close (8 days ago), 72.6% are below.
31.3% are above or equal to 6/1 close (9 days ago), 68.7% are below.
35.3% are above or equal to 5/31 close (10 days ago), 64.7% are below.
37.9% are above or equal to 5/27 close (11 days ago), 62.1% are below.
41.5% are above or equal to 5/26 close (12 days ago), 58.5% are below.
40.8% are above or equal to 5/25 close (13 days ago), 59.2% are below.
46.5% are above or equal to 5/24 close (14 days ago), 53.5% are below.
57.9% are above or equal to 5/23 close (15 days ago), 42.1% are below.
57.9% are above or equal to 5/20 close (16 days ago), 42.1% are below.
65.0% are above or equal to 5/19 close (17 days ago), 35.0% are below.
62.2% are above or equal to 5/18 close (18 days ago), 37.8% are below.
58.7% are above or equal to 5/17 close (19 days ago), 41.3% are below.
55.0% are above or equal to 5/16 close (20 days ago), 45.0% are below.
62.9% are above or equal to 5/13 close (21 days ago), 37.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160614 12:40 pm ET)
20d: 1.0% new highs, 18.3% new lows
21d: 1.0% new highs, 17.5% new lows
42d: 0.6% new highs, 12.7% new lows
63d: 0.3% new highs, 7.6% new lows
126d: 0.1% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160614 12:40 pm ET)
2-day: 25.9% above, 74.1% below
3-day: 17.2% above, 82.8% below
4-day: 9.3% above, 90.7% below
5-day: 8.9% above, 91.1% below
8-day: 13.1% above, 86.9% below
10-day: 18.2% above, 81.8% below
20-day: 37.8% above, 62.2% below
50-day: 47.4% above, 52.6% below
200-day: 60.5% above, 39.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160614 12:40 pm ET)
LEIS(34): 0.01% Top=SHAK SONC PLAY LVS QSR CAKE CBRL WYNN ….. MAR SEAS CCL WYN RCL DRII GPRO LQ=Bottom (Leisure)
COHW(40): -0.09% Top=VRSN SYNA TMUS LITE WIN VZ MSI BRCD ….. INFN PSTG PANW KN BBRY ARRS TDC GOGO=Bottom (Computer Hardware/Telecom)
COSW(94): -0.11% Top=WB TWTR MTCH ROVI YHOO ATHM SYMC BR ….. XRX TRIP JD N VMW GRUB NUAN VNET=Bottom (Computer Software/Internet)
ELEC(48): -0.17% Top=HIMX CREE MRVL MLNX FLEX TRMB CRUS AMBA ….. CSIQ MU MTSC SPWR ORBK BRKR ON FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(54): -0.33% Top=NXTM DXCM ADPT DGX EVHC MD UHS SYK ….. CYH ZBH THC BKD MOH ELGX TMO OPK=Bottom (Health)
CONS(54): -0.45% Top=KMB CCK CLX MFRM NWL PAY SKX MAT ….. WRK PKG PBI KS HBI GIII RL OI=Bottom (Consumer)
REAL(91): -0.48% Top=HST KRG DFT RLJ EQR EDR SPG AIV ….. BAM MPW CBG CLNY ALLY NRF SC TREE=Bottom (Real Estate)
DISV(49): -0.54% Top=YY WOOF HRB SCI SERV ZG MYGN PAYX ….. FDC MAN PRAA AAN R AL CAR ADS=Bottom (Diversified Services)
MANU(39): -0.58% Top=GE PNR DHR FLS CFX EMR ITW AOS ….. TKR AME JKS DE KMT MRC ATI JOY=Bottom (Manufacturing)
RETA(68): -0.60% Top=BABA FIVE OUTR SHLD TSCO ROST CVS WMT ….. BLDR RH W GME LOW WFM SIG OLLI=Bottom (Retail & Specialty Retail)
MATE(31): -0.62% Top=DY WCN BECN TPC WM FAST OC TPH ….. DAR MDC MLM AWI MAS USG SUM WY=Bottom (Materials & Construction)
INSU(31): -0.80% Top=FAF AIZ AON TMK XL AFL MMC CINF ….. LNC AGO AXS MET PRU MBI MTG RDN=Bottom (Insurance)
ENER(93): -1.39% Top=CWEI NFX LPI CLR EGN EOG CXO CRZO ….. FET RMP RRC PAGP MPC SWN EMES DK=Bottom (Energy)
CHEM(26): -1.55% Top=CC MON AGU SHW APD CHMT PPG PX ….. POT HUN OLN MOS CF WLK MEOH PAH=Bottom (Chemicals/Fertilizers)
TRAN(31): -1.76% Top=KSU UPS NSC CNI WAB SWFT CSX FDX ….. ALK NAT LUV XPO AAL SAVE FRO TK=Bottom (Transportation)
FINA(94): -1.87% Top=HAWK CBOE PYPL NDAQ CME EV ISBC WDR ….. SLM NAVI LAZ NSAM AXP COF OMF SYF=Bottom (Banks/Financials)
META(26): -3.07% Top=STLD CMC NUE SLCA SSRI FNV RGLD AA ….. PAAS FCX TAHO AG BVN SLW X 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 12:40 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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