daytrend

06/14/2016

Filed under: Market Stats — daytrend @ 12:09 pm

Market Stats at 1:08 pm ET
by daytrend on 20160614. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 902.

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

COMPARED TO YESTERDAY’S RANGE (20160614 1:08 pm ET)
3.1% of stocks are above yesterday’s high.
15.0% are above yesterday’s midpoint. (85.0% are below.)
58.3% are below yesterday’s low.
38.6% are inside yesterday’s range.
10.1% of stocks with today’s high > yesterday’s high. (89.9% less than).
84.1% of stocks with today’s low < yesterday’s low. (15.9% greater than).

EVIDENCE OF INTRADAY TREND (20160614 1:08 pm ET)
34.5% of stocks are above today’s open. (64.1% are below).
22.7% of stocks are above today’s open and yesterday’s close.
63.5% are below both.
0.4% of stocks opened above yesterday’s high.
12.6% of stocks opened above yesterday’s close. (82.8% opened below yesterday’s close).
40.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160614 1:08 pm ET)
3.4% of stocks are in the top 10% of today’s range.
8.1% are in the top 20%.
32.4% are in the top half. 67.6% of stocks are in the bottom half of today’s range.
29.7% are in the bottom 20%.
15.5% are in the bottom 10%.

GAIN (20160614 1:08 pm ET)
24.8% of stocks are above yesterday’s close. (75.2% are below.)
0.2% are up 4.5% or more. 2.3% are down 4.5% or more.
0.2% are up 3.5% or more. 4.8% are down 3.5% or more.
58.5% are between +1% and -1%.

RSI on DAILY (20160614 1:08 pm ET)
2-day: >=95:0.7%…>=90:1.1%…>=80:3.4%…>=50:11.4%…<=20:70.8%…<=10:57.1%…<=5:38.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:29.8%…<=20:1.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:38.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160614 1:08 pm ET)
3.1% above previous 1 highs, 58.3% below previous 1 lows
2.0% above previous 2 highs, 53.8% below previous 2 lows
1.3% above previous 3 highs, 52.5% below previous 3 lows
0.9% above previous 4 highs, 50.9% below previous 4 lows
0.9% above previous 5 highs, 48.2% below previous 5 lows
0.6% above previous 6 highs, 45.0% below previous 6 lows
0.6% above previous 7 highs, 40.2% below previous 7 lows
0.6% above previous 8 highs, 37.5% below previous 8 lows
0.6% above previous 9 highs, 33.9% below previous 9 lows
0.6% above previous 10 highs, 33.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160614 1:08 pm ET)
24.8% are above or equal to 6/13 close (1 days ago), 75.2% are below.
14.0% are above or equal to 6/10 close (2 days ago), 86.0% are below.
6.7% are above or equal to 6/9 close (3 days ago), 93.3% are below.
9.0% are above or equal to 6/8 close (4 days ago), 91.0% are below.
14.1% are above or equal to 6/7 close (5 days ago), 85.9% are below.
18.7% are above or equal to 6/6 close (6 days ago), 81.3% are below.
25.6% are above or equal to 6/3 close (7 days ago), 74.4% are below.
25.8% are above or equal to 6/2 close (8 days ago), 74.2% are below.
30.9% are above or equal to 6/1 close (9 days ago), 69.1% are below.
35.0% are above or equal to 5/31 close (10 days ago), 65.0% are below.
36.9% are above or equal to 5/27 close (11 days ago), 63.1% are below.
41.5% are above or equal to 5/26 close (12 days ago), 58.5% are below.
40.0% are above or equal to 5/25 close (13 days ago), 60.0% are below.
46.2% are above or equal to 5/24 close (14 days ago), 53.8% are below.
57.4% are above or equal to 5/23 close (15 days ago), 42.6% are below.
57.2% are above or equal to 5/20 close (16 days ago), 42.8% are below.
64.7% are above or equal to 5/19 close (17 days ago), 35.3% are below.
61.5% are above or equal to 5/18 close (18 days ago), 38.5% are below.
58.2% are above or equal to 5/17 close (19 days ago), 41.8% are below.
54.7% are above or equal to 5/16 close (20 days ago), 45.3% are below.
62.7% are above or equal to 5/13 close (21 days ago), 37.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160614 1:08 pm ET)
20d: 1.1% new highs, 18.4% new lows
21d: 1.1% new highs, 17.7% new lows
42d: 0.7% new highs, 12.9% new lows
63d: 0.3% new highs, 7.5% new lows
126d: 0.1% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160614 1:08 pm ET)
2-day: 23.3% above, 76.7% below
3-day: 15.4% above, 84.6% below
4-day: 8.8% above, 91.2% below
5-day: 8.6% above, 91.4% below
8-day: 12.3% above, 87.7% below
10-day: 16.5% above, 83.5% below
20-day: 37.3% above, 62.7% below
50-day: 47.7% above, 52.3% below
200-day: 60.2% above, 39.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160614 1:08 pm ET)
LEIS(34): -0.05% Top=SONC SHAK PLAY LVS CAKE QSR WYNN DRI ….. SIX MAR CCL WYN RCL DRII GPRO LQ=Bottom (Leisure)
COHW(40): -0.07% Top=SYNA VRSN WIN TMUS LITE MSI VZ CIEN ….. JNPR CCI CTL BBRY PANW ARRS TDC GOGO=Bottom (Computer Hardware/Telecom)
COSW(94): -0.10% Top=WB TWTR MTCH ROVI YHOO BITA ATHM BR ….. TRIP MSCI XRX N VMW GRUB NUAN VNET=Bottom (Computer Software/Internet)
ELEC(48): -0.14% Top=HIMX CREE FLEX MRVL MLNX TRMB CRUS XLNX ….. ORBK AMAT MU CSIQ SPWR BRKR ON FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(54): -0.40% Top=NXTM ADPT DXCM MD DGX EVHC UHS ALGN ….. PODD CYH ZBH ELGX MOH TMO OPK BKD=Bottom (Health)
MANU(39): -0.49% Top=GE PNR CFX DHR FLS EMR ROK ITW ….. DE TKR DOV KMT AME MRC ATI JOY=Bottom (Manufacturing)
CONS(54): -0.52% Top=KMB CLX CCK MFRM PAY NWL MAT PG ….. WRK PBI KS HAR HBI GIII RL OI=Bottom (Consumer)
DISV(49): -0.60% Top=YY WOOF SCI HRB PAYX ZG MRKT XRS ….. AHS MAN PRAA AL AAN ADS R CAR=Bottom (Diversified Services)
MATE(31): -0.69% Top=DY WCN BECN TPC WM OC MTZ FAST ….. FLR MLM TOL MDC MAS SUM WY USG=Bottom (Materials & Construction)
REAL(91): -0.76% Top=HST KRG DFT SPG EDR CPT EQR ESS ….. CBG BAM MPW ALLY CLNY SC NRF TREE=Bottom (Real Estate)
INSU(30): -0.79% Top=AON TMK FAF AFL AIZ MMC CINF HIG ….. AJG LNC AGO AXS MET PRU MBI RDN=Bottom (Insurance)
RETA(68): -0.80% Top=BABA FIVE TSCO OUTR SHLD COST CVS ROST ….. LOW BLDR KSS JWN RH WFM SIG OLLI=Bottom (Retail & Specialty Retail)
ENER(93): -1.38% Top=LPI NFX UNT CLR CRZO EGN CWEI EOG ….. FET WNR RMP SWN PAGP MPC EMES DK=Bottom (Energy)
CHEM(26): -1.63% Top=CC MON AGU SHW CHMT PPG APD PX ….. HUN POT MOS WLK OLN CF MEOH PAH=Bottom (Chemicals/Fertilizers)
TRAN(31): -1.89% Top=KSU UPS NSC WAB CNI SWFT FDX BRS ….. ALK XPO NAT LUV AAL SAVE FRO TK=Bottom (Transportation)
FINA(94): -1.96% Top=HAWK PYPL CBOE NDAQ CME EV ISBC SCHW ….. LAZ SLM NAVI AXP NSAM COF OMF SYF=Bottom (Banks/Financials)
META(26): -2.95% Top=STLD CMC SLCA SSRI NUE FNV RGLD AGI ….. PAAS CNX AG BVN TAHO 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 1:08 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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