daytrend

06/16/2016

Filed under: Market Stats — daytrend @ 1:29 pm

Market Stats at 2:28 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 2:28 pm ET)
5.3% of stocks are above yesterday’s high.
23.4% are above yesterday’s midpoint. (76.6% are below.)
45.3% are below yesterday’s low.
49.4% are inside yesterday’s range.
12.1% of stocks with today’s high > yesterday’s high. (87.9% less than).
82.0% of stocks with today’s low < yesterday’s low. (18.0% greater than).

EVIDENCE OF INTRADAY TREND (20160616 2:28 pm ET)
56.5% of stocks are above today’s open. (41.8% are below).
27.1% of stocks are above today’s open and yesterday’s close.
41.1% 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 2:28 pm ET)
9.0% of stocks are in the top 10% of today’s range.
36.5% are in the top 20%.
75.0% are in the top half. 25.0% of stocks are in the bottom half of today’s range.
5.5% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN (20160616 2:28 pm ET)
29.0% of stocks are above yesterday’s close. (71.0% are below.)
0.0% are up 4.5% or more. 1.9% are down 4.5% or more.
0.2% are up 3.5% or more. 4.5% are down 3.5% or more.
61.3% are between +1% and -1%.

RSI on DAILY (20160616 2:28 pm ET)
2-day: >=95:2.0%…>=90:3.4%…>=80:7.8%…>=50:25.8%…<=20:46.6%…<=10:29.1%…<=5:19.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:31.7%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:37.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160616 2:28 pm ET)
5.3% above previous 1 highs, 45.3% below previous 1 lows
4.5% above previous 2 highs, 26.0% below previous 2 lows
2.8% above previous 3 highs, 24.7% below previous 3 lows
2.2% above previous 4 highs, 24.4% below previous 4 lows
2.0% above previous 5 highs, 24.2% below previous 5 lows
1.8% above previous 6 highs, 23.5% below previous 6 lows
1.8% above previous 7 highs, 23.2% below previous 7 lows
1.8% above previous 8 highs, 22.2% below previous 8 lows
1.2% above previous 9 highs, 20.3% below previous 9 lows
1.2% above previous 10 highs, 18.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160616 2:28 pm ET)
29.0% are above or equal to 6/15 close (1 days ago), 71.0% are below.
40.9% are above or equal to 6/14 close (2 days ago), 59.1% are below.
33.5% are above or equal to 6/13 close (3 days ago), 66.5% are below.
21.4% are above or equal to 6/10 close (4 days ago), 78.6% are below.
11.0% are above or equal to 6/9 close (5 days ago), 89.0% are below.
12.9% are above or equal to 6/8 close (6 days ago), 87.1% are below.
16.7% are above or equal to 6/7 close (7 days ago), 83.3% are below.
21.0% are above or equal to 6/6 close (8 days ago), 79.0% are below.
27.0% are above or equal to 6/3 close (9 days ago), 73.0% are below.
27.2% are above or equal to 6/2 close (10 days ago), 72.8% are below.
31.2% are above or equal to 6/1 close (11 days ago), 68.8% are below.
34.9% are above or equal to 5/31 close (12 days ago), 65.1% are below.
35.7% are above or equal to 5/27 close (13 days ago), 64.3% are below.
40.1% are above or equal to 5/26 close (14 days ago), 59.9% are below.
39.9% are above or equal to 5/25 close (15 days ago), 60.1% are below.
44.6% are above or equal to 5/24 close (16 days ago), 55.4% are below.
55.4% are above or equal to 5/23 close (17 days ago), 44.6% are below.
54.9% are above or equal to 5/20 close (18 days ago), 45.1% are below.
62.6% are above or equal to 5/19 close (19 days ago), 37.4% are below.
60.0% are above or equal to 5/18 close (20 days ago), 40.0% are below.
57.6% are above or equal to 5/17 close (21 days ago), 42.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160616 2:28 pm ET)
20d: 3.0% new highs, 24.1% new lows
21d: 3.0% new highs, 23.3% new lows
42d: 2.5% new highs, 14.5% new lows
63d: 2.4% new highs, 9.0% new lows
126d: 2.2% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160616 2:28 pm ET)
2-day: 27.9% above, 72.1% below
3-day: 35.7% above, 64.3% below
4-day: 33.1% above, 66.9% below
5-day: 26.9% above, 73.1% below
8-day: 16.7% above, 83.3% below
10-day: 18.7% above, 81.3% below
20-day: 34.4% above, 65.6% below
50-day: 43.8% above, 56.2% below
200-day: 59.5% above, 40.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160616 2:28 pm ET)
REAL(89): -0.05% Top=AGNC DRE STOR COR GLPI DDR UDR SNH ….. DEI SHO WPG CBL SC CBG RLGY TREE=Bottom (Real Estate)
INSU(29): -0.18% Top=FAF AIZ HIG ALL TMK TRV CINF AFSI ….. ORI XL AGO LNC UNM PRU RDN MBI=Bottom (Insurance)
HEAL(54): -0.23% Top=CPHD EW IRWD AMSG ANTM UNH HOLX GMED ….. STE VAR INCR CYH NVRO THC ADPT EVHC=Bottom (Health)
MATE(31): -0.26% Top=OC RSG WM FAST SRCL MAS VMC CSTE ….. CVA TPC TOL AWI DHI TPH EXP MTZ=Bottom (Materials & Construction)
LEIS(34): -0.39% Top=SHAK SONC DNKN DRII CMG PLAY WYN MCD ….. LVS SIX CAKE SEAS QSR BYD MGM BOBE=Bottom (Leisure)
DISV(47): -0.50% Top=VNTV AHS IILG MAN MYGN PCLN BLOX WOOF ….. ACM ADS MCO HMHC CAR XRS WTW URI=Bottom (Diversified Services)
MANU(39): -0.55% Top=JKS ZBRA DHR JOY PNR ROK KMT IR ….. AGCO TEX CFX FLS RBC DDD MRC SEDG=Bottom (Manufacturing)
COSW(93): -0.63% Top=SYMC FEYE BIDU INXN LOCK CYBR MDRX BITA ….. VRNT WIX WUBA VNET CHKP WB MTCH VIPS=Bottom (Computer Software/Internet)
CONS(51): -0.64% Top=MFRM LULU CLX KMB CHD EL PG MAT ….. NKE TUP WHR TPX WWW HAR GIII UA=Bottom (Consumer)
COHW(39): -0.68% Top=COMM VZ CCI BBRY T ZAYO CSCO BRCD ….. ANET INFN GIMO LITE SYNA SSYS PSTG CDW=Bottom (Computer Hardware/Telecom)
CHEM(26): -0.71% Top=AXTA DD MON DOW CHMT FMC APD CE ….. AGU IFF HUN MOS CC OLN MEOH PAH=Bottom (Chemicals/Fertilizers)
RETA(66): -0.80% Top=DSW LOW BBY M CASY DLTR COST NFLX ….. RH FRAN FINL ANF OLLI TLRD GES ASNA=Bottom (Retail & Specialty Retail)
FINA(94): -0.97% Top=MS CME AXP PFG CBOE HAWK JPM WETF ….. LPLA PVTB OMF KKR GWB WDR SYF WBS=Bottom (Banks/Financials)
TRAN(30): -1.24% Top=FDX NSC KNX EXPD ODFL UPS WERN CSX ….. SAVE DAL UAL FRO TRN XPO AAL BRS=Bottom (Transportation)
ELEC(48): -1.32% Top=MTSC SCTY MRVL JBL TXN LLTC SNPS FSLR ….. IPHI MU TER MXL ON IDTI FIT CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(27): -1.78% Top=FNV X CMC NUE STLD SLW CCJ CNX ….. BVN AGI CDE FCX PAAS AG SWC HCLP=Bottom (Metals & Mining)
ENER(95): -1.96% Top=EMES PAGP PSXP ETE WMB EEP DK MPLX ….. PXD WPX SN OAS LPI HLX 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 2:28 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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