daytrend

06/17/2016

Filed under: Market Stats — daytrend @ 12:32 pm

Market Stats at 1:32 pm ET
by daytrend on 20160617. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

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

COMPARED TO YESTERDAY’S RANGE (20160617 1:32 pm ET)
34.4% of stocks are above yesterday’s high.
70.1% are above yesterday’s midpoint. (29.9% are below.)
6.3% are below yesterday’s low.
59.3% are inside yesterday’s range.
69.7% of stocks with today’s high > yesterday’s high. (30.3% less than).
20.9% of stocks with today’s low < yesterday’s low. (79.1% greater than).

EVIDENCE OF INTRADAY TREND (20160617 1:32 pm ET)
44.3% of stocks are above today’s open. (53.8% are below).
40.5% of stocks are above today’s open and yesterday’s close.
45.8% are below both.
20.0% of stocks opened above yesterday’s high.
60.3% of stocks opened above yesterday’s close. (34.2% opened below yesterday’s close).
0.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160617 1:32 pm ET)
6.2% of stocks are in the top 10% of today’s range.
13.3% are in the top 20%.
44.4% are in the top half. 55.6% of stocks are in the bottom half of today’s range.
16.6% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN (20160617 1:32 pm ET)
50.6% of stocks are above yesterday’s close. (49.4% are below.)
1.6% are up 4.5% or more. 0.1% are down 4.5% or more.
4.0% are up 3.5% or more. 0.2% are down 3.5% or more.
62.4% are between +1% and -1%.

RSI on DAILY (20160617 1:32 pm ET)
2-day: >=95:2.0%…>=90:5.9%…>=80:16.9%…>=50:44.7%…<=20:27.3%…<=10:16.8%…<=5:10.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:39.4%…<=20:1.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:44.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160617 1:32 pm ET)
34.4% above previous 1 highs, 6.3% below previous 1 lows
11.8% above previous 2 highs, 4.9% below previous 2 lows
10.8% above previous 3 highs, 4.6% below previous 3 lows
8.1% above previous 4 highs, 4.5% below previous 4 lows
5.5% above previous 5 highs, 4.3% below previous 5 lows
4.2% above previous 6 highs, 4.2% below previous 6 lows
3.8% above previous 7 highs, 4.1% below previous 7 lows
3.7% above previous 8 highs, 4.0% below previous 8 lows
3.4% above previous 9 highs, 3.7% below previous 9 lows
3.2% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160617 1:32 pm ET)
50.6% are above or equal to 6/16 close (1 days ago), 49.4% are below.
47.2% are above or equal to 6/15 close (2 days ago), 52.8% are below.
53.0% are above or equal to 6/14 close (3 days ago), 47.0% are below.
44.7% are above or equal to 6/13 close (4 days ago), 55.3% are below.
31.0% are above or equal to 6/10 close (5 days ago), 69.0% are below.
15.3% are above or equal to 6/9 close (6 days ago), 84.7% are below.
16.2% are above or equal to 6/8 close (7 days ago), 83.8% are below.
21.6% are above or equal to 6/7 close (8 days ago), 78.4% are below.
27.5% are above or equal to 6/6 close (9 days ago), 72.5% are below.
33.9% are above or equal to 6/3 close (10 days ago), 66.1% are below.
31.6% are above or equal to 6/2 close (11 days ago), 68.4% are below.
36.6% are above or equal to 6/1 close (12 days ago), 63.4% are below.
39.2% are above or equal to 5/31 close (13 days ago), 60.8% are below.
40.8% are above or equal to 5/27 close (14 days ago), 59.2% are below.
44.4% are above or equal to 5/26 close (15 days ago), 55.6% are below.
43.5% are above or equal to 5/25 close (16 days ago), 56.5% are below.
50.6% are above or equal to 5/24 close (17 days ago), 49.4% are below.
60.2% are above or equal to 5/23 close (18 days ago), 39.8% are below.
59.5% are above or equal to 5/20 close (19 days ago), 40.5% are below.
65.1% are above or equal to 5/19 close (20 days ago), 34.9% are below.
62.9% are above or equal to 5/18 close (21 days ago), 37.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160617 1:32 pm ET)
20d: 5.9% new highs, 4.2% new lows
21d: 5.9% new highs, 4.1% new lows
42d: 3.5% new highs, 2.3% new lows
63d: 3.2% new highs, 2.1% new lows
126d: 2.8% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160617 1:32 pm ET)
2-day: 48.4% above, 51.6% below
3-day: 47.8% above, 52.2% below
4-day: 51.8% above, 48.2% below
5-day: 47.9% above, 52.1% below
8-day: 26.9% above, 73.1% below
10-day: 24.7% above, 75.3% below
20-day: 39.8% above, 60.2% below
50-day: 48.1% above, 51.9% below
200-day: 60.8% above, 39.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160617 1:32 pm ET)
ENER(94): 1.95% Top=CWEI ATW SM CRZO UNT OAS RIG MUR ….. TLLP EQM TSO GEL PSX HFC DK PSXP=Bottom (Energy)
META(27): 1.16% Top=CNX HCLP CDE SLCA FCX TCK SSRI X ….. NUE CCJ STLD AEM FNV AG BVN CMC=Bottom (Metals & Mining)
TRAN(30): 0.89% Top=BRS TRN CP SWFT FRO UAL CSX KNX ….. LUV EXPD HA DAL JBLU CHRW ALK NAT=Bottom (Transportation)
RETA(66): 0.83% Top=DDS GPS ASNA SIG KSS FRAN BBBY JCP ….. STMP WFM NFLX KR SBH KAR AMZN BABA=Bottom (Retail & Specialty Retail)
LEIS(34): 0.64% Top=GPRO HLT WEN LQ MGM DRII BOBE BYD ….. ARMK EAT CAKE TXRH DNKN SIX SHAK SEAS=Bottom (Leisure)
MANU(36): 0.61% Top=DDD MRC CFX RBC ETN KMT ATI DE ….. GE JOY RS AME RXN ROP DHR SEDG=Bottom (Manufacturing)
CHEM(26): 0.41% Top=ALB MEOH MOS HUN CC CF POT DOW ….. IFF EMN PX APD CHMT GRA SHW FMC=Bottom (Chemicals/Fertilizers)
MATE(30): 0.39% Top=PHM CVA TPH MDC KBH CAA DY BECN ….. WY DAR VMC MLM RSG WM SRCL WCN=Bottom (Materials & Construction)
CONS(52): 0.29% Top=WWW FOSL KATE OI SCSS UA TUP PVH ….. ECL CHD BERY PAY SEE BMS AVY KS=Bottom (Consumer)
INSU(30): 0.03% Top=MBI MTG RDN AGO FNF L WLTW AXS ….. MMC BRO PGR AON MET ORI TRV CINF=Bottom (Insurance)
COHW(41): 0.00% Top=FNSR SSYS STX GOGO GIMO BBRY NTAP KN ….. VRSN CIEN PANW INFN BRCD AAPL PSTG SYNA=Bottom (Computer Hardware/Telecom)
FINA(94): -0.10% Top=LPLA CFR TCBI LAZ WETF EV HBHC BMO ….. CME BX SYF OMF BOFI NDAQ WBS CBOE=Bottom (Banks/Financials)
DISV(45): -0.12% Top=ZG DV R WTW RRD CAR ACM URI ….. SERV KBR HRB V FISV AHS TMH BLOX=Bottom (Diversified Services)
REAL(89): -0.12% Top=DRH BAM SNH CSAL SHO HST RLJ CBL ….. STOR DFT STWD EXR GPT O NNN CLNY=Bottom (Real Estate)
COSW(90): -0.36% Top=GRUB NTCT ORCL LOCK BITA SHOP IAC ROVI ….. MDRX TTWO ATVI TRIP JD GOOG VIPS NOW=Bottom (Computer Software/Internet)
ELEC(49): -0.65% Top=CY MU SCTY SPWR GRMN MTSC GLW FIT ….. AVGO MLNX MXL MRVL MSCC IDTI LLTC MTSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(52): -0.84% Top=EVHC MOH AMSG STE HRC ESRX ANTM ABT ….. MASI NVRO DGX ACHC PODD ADPT INCR 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 1:32 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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