daytrend

06/16/2016

Filed under: Market Stats — daytrend @ 9:54 am

Market Stats at 10:54 am ET
by daytrend on 20160616. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 892.

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

COMPARED TO YESTERDAY’S RANGE (20160616 10:54 am ET)
3.0% of stocks are above yesterday’s high.
9.9% are above yesterday’s midpoint. (90.1% are below.)
71.6% are below yesterday’s low.
25.3% are inside yesterday’s range.
6.4% of stocks with today’s high > yesterday’s high. (93.6% less than).
81.4% of stocks with today’s low < yesterday’s low. (18.6% greater than).

EVIDENCE OF INTRADAY TREND (20160616 10:54 am ET)
16.6% of stocks are above today’s open. (82.2% are below).
7.4% of stocks are above today’s open and yesterday’s close.
80.3% are below both.
1.8% of stocks opened above yesterday’s high.
5.6% of stocks opened above yesterday’s close. (92.8% opened below yesterday’s close).
48.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160616 10:54 am ET)
2.7% of stocks are in the top 10% of today’s range.
5.6% are in the top 20%.
20.7% are in the top half. 79.3% of stocks are in the bottom half of today’s range.
46.2% are in the bottom 20%.
23.9% are in the bottom 10%.

GAIN (20160616 10:54 am ET)
9.6% of stocks are above yesterday’s close. (90.4% are below.)
0.0% are up 4.5% or more. 4.8% are down 4.5% or more.
0.0% are up 3.5% or more. 9.4% are down 3.5% or more.
32.5% are between +1% and -1%.

RSI on DAILY (20160616 10:54 am ET)
2-day: >=95:0.9%…>=90:1.5%…>=80:4.0%…>=50:11.9%…<=20:63.9%…<=10:43.5%…<=5:29.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:22.2%…<=20:2.8%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:29.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160616 10:54 am ET)
3.0% above previous 1 highs, 71.6% below previous 1 lows
2.7% above previous 2 highs, 50.9% below previous 2 lows
1.6% above previous 3 highs, 48.5% below previous 3 lows
1.0% above previous 4 highs, 47.9% below previous 4 lows
0.8% above previous 5 highs, 47.6% below previous 5 lows
0.8% above previous 6 highs, 46.2% below previous 6 lows
0.8% above previous 7 highs, 45.5% below previous 7 lows
0.8% above previous 8 highs, 43.3% below previous 8 lows
0.8% above previous 9 highs, 39.9% below previous 9 lows
0.8% above previous 10 highs, 38.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160616 10:54 am ET)
9.6% are above or equal to 6/15 close (1 days ago), 90.4% are below.
23.4% are above or equal to 6/14 close (2 days ago), 76.6% are below.
20.7% are above or equal to 6/13 close (3 days ago), 79.3% are below.
13.8% are above or equal to 6/10 close (4 days ago), 86.2% are below.
9.8% are above or equal to 6/9 close (5 days ago), 90.2% are below.
9.5% are above or equal to 6/8 close (6 days ago), 90.5% are below.
12.8% are above or equal to 6/7 close (7 days ago), 87.2% are below.
15.8% are above or equal to 6/6 close (8 days ago), 84.2% are below.
21.4% are above or equal to 6/3 close (9 days ago), 78.6% are below.
20.5% are above or equal to 6/2 close (10 days ago), 79.5% are below.
26.0% are above or equal to 6/1 close (11 days ago), 74.0% are below.
29.0% are above or equal to 5/31 close (12 days ago), 71.0% are below.
30.4% are above or equal to 5/27 close (13 days ago), 69.6% are below.
34.6% are above or equal to 5/26 close (14 days ago), 65.4% are below.
34.6% are above or equal to 5/25 close (15 days ago), 65.4% are below.
38.2% are above or equal to 5/24 close (16 days ago), 61.8% are below.
48.8% are above or equal to 5/23 close (17 days ago), 51.2% are below.
48.2% are above or equal to 5/20 close (18 days ago), 51.8% are below.
55.4% are above or equal to 5/19 close (19 days ago), 44.6% are below.
52.9% are above or equal to 5/18 close (20 days ago), 47.1% are below.
50.7% are above or equal to 5/17 close (21 days ago), 49.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160616 10:54 am ET)
20d: 1.7% new highs, 23.5% new lows
21d: 1.7% new highs, 22.8% new lows
42d: 1.6% new highs, 14.0% new lows
63d: 1.6% new highs, 8.6% new lows
126d: 1.5% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160616 10:54 am ET)
2-day: 9.4% above, 90.6% below
3-day: 14.7% above, 85.3% below
4-day: 16.4% above, 83.6% below
5-day: 13.8% above, 86.2% below
8-day: 10.9% above, 89.1% below
10-day: 11.2% above, 88.8% below
20-day: 26.9% above, 73.1% below
50-day: 39.0% above, 61.0% below
200-day: 55.6% above, 44.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160616 10:54 am ET)
META(27): -0.44% Top=FNV GG ABX SSRI AEM AGI SLW BVN ….. X AA SLCA TCK CNX HCLP FCX SWC=Bottom (Metals & Mining)
REAL(89): -0.60% Top=PSA COR O NLY AGNC CONE EDR DRE ….. WPG RLGY ALLY NRF LHO SHO CBG SC=Bottom (Real Estate)
INSU(29): -0.85% Top=FAF AIZ FNF AXS TRV ALL CINF WLTW ….. AIG CNO MET UNM PRU LNC MBI RDN=Bottom (Insurance)
HEAL(54): -1.20% Top=AMSG ANTM ZLTQ CPHD UNH KANG AET BAX ….. BKD ADPT ACHC NVRO ELGX THC CYH EVHC=Bottom (Health)
MATE(31): -1.24% Top=OC RSG WM SRCL BECN FAST USG MAS ….. DHI TOL WY DY TPH TPC EXP MTZ=Bottom (Materials & Construction)
LEIS(34): -1.33% Top=SHAK CMG SONC DRI PLAY TXRH MCD DNKN ….. LVS BYD RCL MGM SEAS GPRO BOBE QSR=Bottom (Leisure)
CONS(51): -1.39% Top=MFRM LULU CLX BMS EL KMB CL PG ….. FOSL KS OI WWW HAR TUP KATE UA=Bottom (Consumer)
RETA(66): -1.40% Top=KR M CASY SFM BBY DSW LOW HD ….. BID BLDR BABA RH ANF TLRD OLLI ASNA=Bottom (Retail & Specialty Retail)
DISV(47): -1.47% Top=MYGN VNTV PCLN ULTA GPN G FISV PAYX ….. ADS KBR XRS FDC CAR WTW YY URI=Bottom (Diversified Services)
COSW(93): -1.52% Top=SYMC BIDU INXN BITA BR NTES EQIX CYBR ….. SQ CHKP TRIP MTCH WB WUBA VIPS VNET=Bottom (Computer Software/Internet)
COHW(39): -1.66% Top=VZ T COMM CCI HRS ZAYO BRCD CTL ….. LITE STX GIMO GOGO SYNA PSTG CDW SSYS=Bottom (Computer Hardware/Telecom)
MANU(39): -1.84% Top=DHR ZBRA BWXT SWK ITW HON XYL IR ….. RXN FLS RBC SEDG CFX ATI MRC DDD=Bottom (Manufacturing)
CHEM(26): -1.85% Top=MON DD SHW DOW ALB CE RPM FMC ….. CHMT OLN HUN MOS CF MEOH CC PAH=Bottom (Chemicals/Fertilizers)
FINA(94): -2.00% Top=CBOE CME HAWK PYPL EFX NDAQ ACAS WU ….. KKR ETFC SIVB CMA OMF TCBI LPLA WBS=Bottom (Banks/Financials)
ELEC(48): -2.01% Top=SCTY JBL MTSC FLEX MRVL FEIC SNPS BRKR ….. ON MTSI MU IDTI MXL SPWR FIT CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(30): -2.12% Top=FDX UPS LUV EXPD NSC KNX KEX HA ….. SAVE SWFT CNI TRN XPO FRO AAL BRS=Bottom (Transportation)
ENER(95): -3.34% Top=MPLX PSXP RMP VLO MMP WPZ EQM BWP ….. SEMG RIG UNT ATW OAS LPI CWEI SM=Bottom (Energy)

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 10:54 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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