daytrend

06/15/2016

Filed under: Market Stats — daytrend @ 2:26 pm

Market Stats at 3:25 pm ET
by daytrend on 20160615. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 894.

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

COMPARED TO YESTERDAY’S RANGE (20160615 3:25 pm ET)
36.7% of stocks are above yesterday’s high.
75.6% are above yesterday’s midpoint. (24.4% are below.)
4.6% are below yesterday’s low.
58.7% are inside yesterday’s range.
67.2% of stocks with today’s high > yesterday’s high. (32.8% less than).
17.8% of stocks with today’s low < yesterday’s low. (82.2% greater than).

EVIDENCE OF INTRADAY TREND (20160615 3:25 pm ET)
70.9% of stocks are above today’s open. (28.3% are below).
67.9% of stocks are above today’s open and yesterday’s close.
17.4% are below both.
13.5% of stocks opened above yesterday’s high.
74.8% 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 3:25 pm ET)
9.5% of stocks are in the top 10% of today’s range.
21.5% are in the top 20%.
67.7% are in the top half. 32.3% of stocks are in the bottom half of today’s range.
7.2% are in the bottom 20%.
2.1% are in the bottom 10%.

GAIN (20160615 3:25 pm ET)
79.5% of stocks are above yesterday’s close. (20.5% are below.)
2.8% are up 4.5% or more. 0.1% are down 4.5% or more.
5.4% are up 3.5% or more. 0.2% are down 3.5% or more.
56.4% are between +1% and -1%.

RSI on DAILY (20160615 3:25 pm ET)
2-day: >=95:1.7%…>=90:3.7%…>=80:12.8%…>=50:51.8%…<=20:18.5%…<=10:11.5%…<=5:6.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:43.6%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:48.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160615 3:25 pm ET)
36.7% above previous 1 highs, 4.6% below previous 1 lows
15.8% above previous 2 highs, 4.1% below previous 2 lows
9.7% above previous 3 highs, 4.0% below previous 3 lows
5.9% above previous 4 highs, 4.0% below previous 4 lows
4.9% above previous 5 highs, 4.0% below previous 5 lows
4.8% above previous 6 highs, 3.9% below previous 6 lows
4.4% above previous 7 highs, 3.9% below previous 7 lows
3.6% above previous 8 highs, 3.9% below previous 8 lows
3.5% above previous 9 highs, 3.6% below previous 9 lows
3.4% above previous 10 highs, 3.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160615 3:25 pm ET)
79.5% are above or equal to 6/14 close (1 days ago), 20.5% are below.
60.5% are above or equal to 6/13 close (2 days ago), 39.5% are below.
36.6% are above or equal to 6/10 close (3 days ago), 63.4% are below.
15.4% are above or equal to 6/9 close (4 days ago), 84.6% are below.
16.8% are above or equal to 6/8 close (5 days ago), 83.2% are below.
22.9% are above or equal to 6/7 close (6 days ago), 77.1% are below.
30.2% are above or equal to 6/6 close (7 days ago), 69.8% are below.
37.0% are above or equal to 6/3 close (8 days ago), 63.0% are below.
35.2% are above or equal to 6/2 close (9 days ago), 64.8% are below.
39.8% are above or equal to 6/1 close (10 days ago), 60.2% are below.
43.3% are above or equal to 5/31 close (11 days ago), 56.7% are below.
45.4% are above or equal to 5/27 close (12 days ago), 54.6% are below.
49.1% are above or equal to 5/26 close (13 days ago), 50.9% are below.
47.7% are above or equal to 5/25 close (14 days ago), 52.3% are below.
54.1% are above or equal to 5/24 close (15 days ago), 45.9% are below.
64.2% are above or equal to 5/23 close (16 days ago), 35.8% are below.
63.9% are above or equal to 5/20 close (17 days ago), 36.1% are below.
70.0% are above or equal to 5/19 close (18 days ago), 30.0% are below.
66.2% are above or equal to 5/18 close (19 days ago), 33.8% are below.
66.3% are above or equal to 5/17 close (20 days ago), 33.7% are below.
61.5% are above or equal to 5/16 close (21 days ago), 38.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160615 3:25 pm ET)
20d: 5.8% new highs, 5.4% new lows
21d: 5.8% new highs, 5.3% new lows
42d: 3.5% new highs, 3.2% new lows
63d: 2.9% new highs, 2.2% new lows
126d: 2.7% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160615 3:25 pm ET)
2-day: 78.2% above, 21.8% below
3-day: 69.0% above, 31.0% below
4-day: 53.0% above, 47.0% below
5-day: 36.2% above, 63.8% below
8-day: 26.2% above, 73.8% below
10-day: 30.3% above, 69.7% below
20-day: 47.0% above, 53.0% below
50-day: 52.7% above, 47.3% below
200-day: 62.3% above, 37.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160615 3:25 pm ET)
META(26): 4.22% Top=FCX BVN X CDE TAHO AGI TCK SWC ….. AEM SLCA CNX FNV NUE CMC SSRI CCJ=Bottom (Metals & Mining)
RETA(67): 1.59% Top=TLRD ASNA OUTR JCP W ANF GES M ….. CVS URBN TJX AMZN COST SIG WBA WFM=Bottom (Retail & Specialty Retail)
REAL(89): 1.28% Top=LHO DRH PEB SC HST ALLY RLJ PSA ….. STWD O EQC OFC CUZ DLR AMT BAM=Bottom (Real Estate)
CONS(53): 1.22% Top=FOSL GIII KATE PVH RL DECK COH WWW ….. ECL PKG FL CCK PAY CHD COTY SCSS=Bottom (Consumer)
FINA(94): 1.19% Top=LAZ OZRK HBHC LPLA NSAM FHN WETF SCHW ….. CATY EFX CME ICE PYPL GWB TD CBOE=Bottom (Banks/Financials)
ENER(94): 0.94% Top=EMES WNR DK SM WMB SEMG WPZ ETP ….. COP SU MDU ECA CPE TEP CVE RIG=Bottom (Energy)
LEIS(33): 0.87% Top=DRII RCL LQ HLT WYN MGM CCL GPRO ….. EXPE EAT BLMN DRI JACK WEN CMG PLAY=Bottom (Leisure)
MANU(39): 0.86% Top=DDD ATI JOY MRC IR ZBRA PNR GE ….. DHR ROP AGCO JKS AME ATU FLS ITW=Bottom (Manufacturing)
MATE(31): 0.76% Top=TPH DY KBH CAA SUM MDC DHI MLM ….. MAS FAST MTZ WCN EXP BECN AWI USG=Bottom (Materials & Construction)
COHW(39): 0.72% Top=LITE FNSR SSYS CTL OLED NTAP QCOM COMM ….. SYNA ZAYO BCE TDC CSCO GOGO TMUS PSTG=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.71% Top=CC PAH HUN ALB FMC GRA MON CE ….. PX DOW PPG CHMT WLK POT IFF AGU=Bottom (Chemicals/Fertilizers)
COSW(93): 0.70% Top=TEAM FEYE BITA ROVI IMPV TWTR GRUB LOCK ….. IAC PFPT CERN CSRA MDRX TTWO JD VNET=Bottom (Computer Software/Internet)
DISV(49): 0.67% Top=PRAA WTW IILG DV CAR YY XRS FDC ….. MAN BAH MRKT AHS KBR G LDOS TISI=Bottom (Diversified Services)
TRAN(30): 0.63% Top=UAL SWFT XPO TRN JBHT NSC SAVE AAL ….. UNP JBLU ALK WAB BRS NAT KSU FRO=Bottom (Transportation)
ELEC(48): 0.60% Top=CAVM SCTY FIT AMBA MRVL NVDA MU BRKR ….. ON SANM GRMN SPWR INTC NXPI CY IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(29): -0.01% Top=MBI L LNC CNO PRU AFSI UNM AFL ….. RDN TMK CINF AJG HIG AXS ALL PGR=Bottom (Insurance)
HEAL(54): -0.09% Top=OPK CPHD THC BKD MOH KANG ZLTQ AET ….. PODD BCR ADPT XRAY ACHC BDX EW NXTM=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 3:25 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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