daytrend

06/15/2016

Filed under: Market Stats — daytrend @ 10:10 am

Market Stats at 11:10 am ET
by daytrend on 20160615. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 895.

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

COMPARED TO YESTERDAY’S RANGE (20160615 11:10 am ET)
36.9% of stocks are above yesterday’s high.
80.0% are above yesterday’s midpoint. (20.0% are below.)
3.0% are below yesterday’s low.
60.1% are inside yesterday’s range.
56.0% of stocks with today’s high > yesterday’s high. (44.0% less than).
14.0% of stocks with today’s low < yesterday’s low. (86.0% greater than).

EVIDENCE OF INTRADAY TREND (20160615 11:10 am ET)
74.2% of stocks are above today’s open. (24.8% are below).
70.5% of stocks are above today’s open and yesterday’s close.
16.9% are below both.
13.5% of stocks opened above yesterday’s high.
74.9% of stocks opened above yesterday’s close. (21.1% opened below yesterday’s close).
1.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160615 11:10 am ET)
40.7% of stocks are in the top 10% of today’s range.
53.3% are in the top 20%.
75.9% are in the top half. 24.1% of stocks are in the bottom half of today’s range.
10.9% are in the bottom 20%.
6.8% are in the bottom 10%.

GAIN (20160615 11:10 am ET)
80.1% of stocks are above yesterday’s close. (19.9% are below.)
2.8% are up 4.5% or more. 0.0% are down 4.5% or more.
6.5% are up 3.5% or more. 0.2% are down 3.5% or more.
54.1% are between +1% and -1%.

RSI on DAILY (20160615 11:10 am ET)
2-day: >=95:1.6%…>=90:3.4%…>=80:11.2%…>=50:54.5%…<=20:15.2%…<=10:8.4%…<=5:4.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:43.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:49.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160615 11:10 am ET)
36.9% above previous 1 highs, 3.0% below previous 1 lows
15.2% above previous 2 highs, 2.8% below previous 2 lows
9.1% above previous 3 highs, 2.7% below previous 3 lows
4.5% above previous 4 highs, 2.7% below previous 4 lows
3.8% above previous 5 highs, 2.7% below previous 5 lows
3.6% above previous 6 highs, 2.3% below previous 6 lows
3.4% above previous 7 highs, 2.1% below previous 7 lows
2.8% above previous 8 highs, 2.1% below previous 8 lows
2.6% above previous 9 highs, 1.9% below previous 9 lows
2.5% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160615 11:10 am ET)
80.1% are above or equal to 6/14 close (1 days ago), 19.9% are below.
62.6% are above or equal to 6/13 close (2 days ago), 37.4% are below.
35.6% are above or equal to 6/10 close (3 days ago), 64.4% are below.
14.4% are above or equal to 6/9 close (4 days ago), 85.6% are below.
15.3% are above or equal to 6/8 close (5 days ago), 84.7% are below.
21.0% are above or equal to 6/7 close (6 days ago), 79.0% are below.
29.4% are above or equal to 6/6 close (7 days ago), 70.6% are below.
37.3% are above or equal to 6/3 close (8 days ago), 62.7% are below.
34.7% are above or equal to 6/2 close (9 days ago), 65.3% are below.
39.7% are above or equal to 6/1 close (10 days ago), 60.3% are below.
43.2% are above or equal to 5/31 close (11 days ago), 56.8% are below.
44.9% are above or equal to 5/27 close (12 days ago), 55.1% are below.
49.1% are above or equal to 5/26 close (13 days ago), 50.9% are below.
48.4% are above or equal to 5/25 close (14 days ago), 51.6% are below.
54.7% are above or equal to 5/24 close (15 days ago), 45.3% are below.
65.1% are above or equal to 5/23 close (16 days ago), 34.9% are below.
63.8% are above or equal to 5/20 close (17 days ago), 36.2% are below.
71.5% are above or equal to 5/19 close (18 days ago), 28.5% are below.
68.2% are above or equal to 5/18 close (19 days ago), 31.8% are below.
67.4% are above or equal to 5/17 close (20 days ago), 32.6% are below.
63.7% are above or equal to 5/16 close (21 days ago), 36.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160615 11:10 am ET)
20d: 4.0% new highs, 3.9% new lows
21d: 4.0% new highs, 3.8% new lows
42d: 1.7% new highs, 2.6% new lows
63d: 1.1% new highs, 1.6% new lows
126d: 0.9% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160615 11:10 am ET)
2-day: 78.8% above, 21.2% below
3-day: 73.9% above, 26.1% below
4-day: 56.2% above, 43.8% below
5-day: 37.1% above, 62.9% below
8-day: 22.8% above, 77.2% below
10-day: 28.2% above, 71.8% below
20-day: 47.8% above, 52.2% below
50-day: 54.4% above, 45.6% below
200-day: 63.0% above, 37.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160615 11:10 am ET)
RETA(67): 2.18% Top=JCP ASNA OUTR TLRD M FRAN ANF W ….. BABA CASY CPRT AMZN KR SIG WBA WFM=Bottom (Retail & Specialty Retail)
META(26): 1.87% Top=FCX X TCK CNX AA SWC BVN SCCO ….. AEM GG ABX PAAS FNV AGI AG SSRI=Bottom (Metals & Mining)
FINA(94): 1.72% Top=LAZ LPLA TCBI SF WETF FITB BAC JNS ….. ACAS PYPL NDAQ CME ICE TD EFX CBOE=Bottom (Banks/Financials)
CONS(53): 1.52% Top=FOSL GIII PVH KATE RL DECK UA WRK ….. BLL CL KMB COTY CLX PG MFRM CHD=Bottom (Consumer)
LEIS(33): 1.24% Top=GPRO RCL SHAK HLT LQ DRII WYN CCL ….. WEN MCD TXRH EAT JACK BLMN DRI PLAY=Bottom (Leisure)
CHEM(26): 1.16% Top=CC PAH HUN MOS FMC EMN WLK CF ….. MON PPG RPM PX CHMT DOW AGU IFF=Bottom (Chemicals/Fertilizers)
MANU(39): 1.15% Top=DDD ATI JOY SEDG JKS KMT RBC ZBRA ….. ATU BWXT FLS HON XYL ITW PH DHR=Bottom (Manufacturing)
TRAN(30): 1.13% Top=SWFT XPO UAL TRN JBHT FRO NSC AAL ….. UPS SAVE HA LUV CP UNP CNI NAT=Bottom (Transportation)
REAL(89): 0.99% Top=DRH SC LHO PEB RLJ HST CBL ALLY ….. MPW NLY DLR NNN AMT STOR BAM O=Bottom (Real Estate)
COHW(39): 0.92% Top=CTL LITE SSYS OLED STX FNSR COMM PANW ….. GOGO T BCE PSTG VZ CCI CSCO TMUS=Bottom (Computer Hardware/Telecom)
DISV(49): 0.90% Top=PRAA WTW YY AL CAR IILG R DV ….. FISV VNTV XRS V LDOS G TISI AHS=Bottom (Diversified Services)
MATE(31): 0.83% Top=SUM MLM TPH PWR DAR KBH CAA FLR ….. MAS FAST WCN RSG BECN WM AWI USG=Bottom (Materials & Construction)
COSW(93): 0.80% Top=TWTR TEAM ROVI IMPV HPE FEYE SPLK YELP ….. CSRA WIX CERN SABR BR TTWO JD VNET=Bottom (Computer Software/Internet)
ELEC(48): 0.77% Top=SCTY CSIQ FIT CAVM MU SPWR FSLR AMBA ….. LLTC ADI AMAT MCHP TXN MTSI INTC IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(94): 0.76% Top=EMES WNR DK MPC HFC ATW WMB SEMG ….. HES DPM RMP NFX WPZ TEP PSXP CPE=Bottom (Energy)
INSU(30): 0.52% Top=MTG RDN LNC MBI PRU MET UNM CNO ….. ALL WLTW ORI AJG PGR AXS AON CINF=Bottom (Insurance)
HEAL(54): -0.00% Top=OPK BKD CPHD THC INCR MOH DXCM AET ….. XRAY COO SYK BDX BCR NXTM ELGX EW=Bottom (Health)

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

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