daytrend

06/16/2016

Filed under: Market Stats — daytrend @ 11:21 am

Market Stats at 12:21 pm 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 12:21 pm ET)
4.1% of stocks are above yesterday’s high.
16.8% are above yesterday’s midpoint. (83.2% are below.)
57.5% are below yesterday’s low.
38.3% are inside yesterday’s range.
8.9% of stocks with today’s high > yesterday’s high. (91.1% less than).
81.6% of stocks with today’s low < yesterday’s low. (18.4% greater than).

EVIDENCE OF INTRADAY TREND (20160616 12:21 pm ET)
38.6% of stocks are above today’s open. (60.2% are below).
16.8% of stocks are above today’s open and yesterday’s close.
58.7% 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 12:21 pm ET)
12.8% of stocks are in the top 10% of today’s range.
22.6% are in the top 20%.
58.4% are in the top half. 41.6% of stocks are in the bottom half of today’s range.
8.6% are in the bottom 20%.
2.1% are in the bottom 10%.

GAIN (20160616 12:21 pm ET)
18.6% of stocks are above yesterday’s close. (81.4% are below.)
0.0% are up 4.5% or more. 2.6% are down 4.5% or more.
0.0% are up 3.5% or more. 5.4% are down 3.5% or more.
50.7% are between +1% and -1%.

RSI on DAILY (20160616 12:21 pm ET)
2-day: >=95:1.6%…>=90:2.8%…>=80:6.1%…>=50:19.1%…<=20:54.1%…<=10:35.0%…<=5:23.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:27.8%…<=20:2.4%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:34.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160616 12:21 pm ET)
4.1% above previous 1 highs, 57.5% below previous 1 lows
3.8% above previous 2 highs, 36.9% below previous 2 lows
2.2% above previous 3 highs, 35.2% below previous 3 lows
1.9% above previous 4 highs, 35.0% below previous 4 lows
1.7% above previous 5 highs, 34.8% below previous 5 lows
1.5% above previous 6 highs, 33.7% below previous 6 lows
1.5% above previous 7 highs, 33.3% below previous 7 lows
1.3% above previous 8 highs, 30.9% below previous 8 lows
0.8% above previous 9 highs, 28.7% below previous 9 lows
0.8% above previous 10 highs, 27.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160616 12:21 pm ET)
18.6% are above or equal to 6/15 close (1 days ago), 81.4% are below.
32.6% are above or equal to 6/14 close (2 days ago), 67.4% are below.
28.9% are above or equal to 6/13 close (3 days ago), 71.1% are below.
19.1% are above or equal to 6/10 close (4 days ago), 80.9% are below.
10.5% are above or equal to 6/9 close (5 days ago), 89.5% are below.
11.9% are above or equal to 6/8 close (6 days ago), 88.1% are below.
16.0% are above or equal to 6/7 close (7 days ago), 84.0% are below.
19.1% are above or equal to 6/6 close (8 days ago), 80.9% are below.
25.1% are above or equal to 6/3 close (9 days ago), 74.9% are below.
24.7% are above or equal to 6/2 close (10 days ago), 75.3% are below.
29.6% are above or equal to 6/1 close (11 days ago), 70.4% are below.
32.5% are above or equal to 5/31 close (12 days ago), 67.5% are below.
33.1% are above or equal to 5/27 close (13 days ago), 66.9% are below.
38.0% are above or equal to 5/26 close (14 days ago), 62.0% are below.
37.3% are above or equal to 5/25 close (15 days ago), 62.7% are below.
42.3% are above or equal to 5/24 close (16 days ago), 57.7% are below.
52.8% are above or equal to 5/23 close (17 days ago), 47.2% are below.
52.4% are above or equal to 5/20 close (18 days ago), 47.6% are below.
59.1% are above or equal to 5/19 close (19 days ago), 40.9% are below.
57.7% are above or equal to 5/18 close (20 days ago), 42.3% are below.
54.5% are above or equal to 5/17 close (21 days ago), 45.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160616 12:21 pm ET)
20d: 2.4% new highs, 23.7% new lows
21d: 2.4% new highs, 22.9% new lows
42d: 1.9% new highs, 14.1% new lows
63d: 1.8% new highs, 8.7% new lows
126d: 1.7% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160616 12:21 pm ET)
2-day: 18.3% above, 81.7% below
3-day: 23.9% above, 76.1% below
4-day: 25.3% above, 74.7% below
5-day: 21.6% above, 78.4% below
8-day: 14.3% above, 85.7% below
10-day: 14.9% above, 85.1% below
20-day: 32.1% above, 67.9% below
50-day: 42.2% above, 57.8% below
200-day: 57.3% above, 42.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160616 12:21 pm ET)
REAL(89): -0.30% Top=DRE AGNC O COR MAA UDR STOR GLPI ….. NRZ CBL LHO SHO RLGY CBG SC TREE=Bottom (Real Estate)
INSU(29): -0.43% Top=FAF AIZ AFSI ALL HIG CINF MMC AXS ….. AIG CNO MET UNM LNC PRU MBI RDN=Bottom (Insurance)
HEAL(54): -0.45% Top=AMSG ZLTQ CPHD ANTM UNH MOH AET NUVA ….. VAR NXTM BKD THC INCR NVRO ADPT EVHC=Bottom (Health)
META(27): -0.72% Top=SLW FNV TAHO AEM NEM ABX AGI SSRI ….. CCJ CNX AA HCLP TCK SLCA SWC FCX=Bottom (Metals & Mining)
MATE(31): -0.77% Top=OC RSG WM FAST SRCL CSTE VMC BECN ….. LEN WY DHI SUM DAR TPH EXP MTZ=Bottom (Materials & Construction)
LEIS(34): -0.86% Top=SHAK SONC CMG DNKN PLAY MCD DRI WYN ….. MAR EAT LVS QSR BYD BOBE GPRO MGM=Bottom (Leisure)
COSW(93): -0.92% Top=SYMC INXN BIDU FEYE MDRX CSOD EQIX BITA ….. WUBA VRNT FTNT WIX WB CHKP VIPS TEAM=Bottom (Computer Software/Internet)
RETA(66): -0.93% Top=KR DSW CASY BBY M LOW DLTR SFM ….. TLRD FRAN OLLI FINL ANF W RH ASNA=Bottom (Retail & Specialty Retail)
MANU(39): -0.96% Top=JKS ZBRA DHR KMT DCI ITW RS EMR ….. TEX CAT AGCO FLS RBC CFX MRC DDD=Bottom (Manufacturing)
DISV(47): -0.99% Top=VNTV ZG AHS ULTA MAN PCLN IILG GPN ….. HMHC KBR AL FDC XRS CAR WTW URI=Bottom (Diversified Services)
CONS(51): -1.00% Top=MFRM LULU CLX EL CHD KMB PG MAT ….. KS TPX GIII KATE OI WWW HAR UA=Bottom (Consumer)
COHW(39): -1.14% Top=VZ COMM T HRS ZAYO CCI CTL BBRY ….. SYNA GOGO KN GIMO LITE PSTG SSYS CDW=Bottom (Computer Hardware/Telecom)
CHEM(26): -1.27% Top=MON DD WLK DOW ALB AXTA APD GRA ….. CHMT HUN OLN MOS CF CC MEOH PAH=Bottom (Chemicals/Fertilizers)
ELEC(48): -1.52% Top=SCTY MTSC MRVL JBL CSIQ FLEX FSLR SNPS ….. TER IPHI MU MXL ON IDTI FIT CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(94): -1.55% Top=CBOE CME HAWK FRC ACAS AXP EFX NDAQ ….. SIVB SYF CMA ETFC WDR LPLA KKR WBS=Bottom (Banks/Financials)
TRAN(30): -1.62% Top=FDX LUV UPS NSC EXPD KEX KSU ODFL ….. CP SAVE DAL FRO TRN XPO AAL BRS=Bottom (Transportation)
ENER(95): -2.43% Top=EMES EQM MPLX RMP MMP PSXP WPZ BPL ….. SN UNT ATW HLX CWEI OAS LPI 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 12:21 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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