daytrend

06/20/2016

Filed under: Market Stats — daytrend @ 8:34 am

Market Stats at 9:33 am ET
by daytrend on 20160620. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 893.

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

COMPARED TO YESTERDAY’S RANGE (20160620 9:33 am ET)
68.9% of stocks are above yesterday’s high.
92.6% are above yesterday’s midpoint. (7.4% are below.)
1.5% are below yesterday’s low.
29.7% are inside yesterday’s range.
77.8% of stocks with today’s high > yesterday’s high. (22.2% less than).
2.2% of stocks with today’s low < yesterday’s low. (97.8% greater than).

EVIDENCE OF INTRADAY TREND (20160620 9:33 am ET)
68.0% of stocks are above today’s open. (28.4% are below).
67.1% of stocks are above today’s open and yesterday’s close.
2.6% are below both.
61.7% of stocks opened above yesterday’s high.
97.5% of stocks opened above yesterday’s close. (2.4% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160620 9:33 am ET)
24.4% of stocks are in the top 10% of today’s range.
37.0% are in the top 20%.
67.5% are in the top half. 32.5% of stocks are in the bottom half of today’s range.
14.9% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN (20160620 9:33 am ET)
96.4% of stocks are above yesterday’s close. (3.6% are below.)
2.0% are up 4.5% or more. 0.0% are down 4.5% or more.
5.3% are up 3.5% or more. 0.1% are down 3.5% or more.
24.6% are between +1% and -1%.

RSI on DAILY (20160620 9:33 am ET)
2-day: >=95:12.4%…>=90:29.9%…>=80:57.7%…>=50:90.3%…<=20:2.4%…<=10:0.8%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.8%…>=50:64.3%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:64.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160620 9:33 am ET)
68.9% above previous 1 highs, 1.5% below previous 1 lows
64.6% above previous 2 highs, 1.1% below previous 2 lows
46.9% above previous 3 highs, 1.0% below previous 3 lows
42.6% above previous 4 highs, 0.8% below previous 4 lows
31.4% above previous 5 highs, 0.8% below previous 5 lows
23.4% above previous 6 highs, 0.8% below previous 6 lows
15.6% above previous 7 highs, 0.7% below previous 7 lows
12.3% above previous 8 highs, 0.7% below previous 8 lows
11.8% above previous 9 highs, 0.7% below previous 9 lows
11.5% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160620 9:33 am ET)
96.4% are above or equal to 6/17 close (1 days ago), 3.6% are below.
84.5% are above or equal to 6/16 close (2 days ago), 15.5% are below.
82.1% are above or equal to 6/15 close (3 days ago), 17.9% are below.
80.7% are above or equal to 6/14 close (4 days ago), 19.3% are below.
71.7% are above or equal to 6/13 close (5 days ago), 28.3% are below.
53.1% are above or equal to 6/10 close (6 days ago), 46.9% are below.
32.3% are above or equal to 6/9 close (7 days ago), 67.7% are below.
28.9% are above or equal to 6/8 close (8 days ago), 71.1% are below.
35.3% are above or equal to 6/7 close (9 days ago), 64.7% are below.
40.6% are above or equal to 6/6 close (10 days ago), 59.4% are below.
49.2% are above or equal to 6/3 close (11 days ago), 50.8% are below.
46.7% are above or equal to 6/2 close (12 days ago), 53.3% are below.
50.3% are above or equal to 6/1 close (13 days ago), 49.7% are below.
52.6% are above or equal to 5/31 close (14 days ago), 47.4% are below.
54.6% are above or equal to 5/27 close (15 days ago), 45.4% are below.
58.2% are above or equal to 5/26 close (16 days ago), 41.8% are below.
56.6% are above or equal to 5/25 close (17 days ago), 43.4% are below.
61.6% are above or equal to 5/24 close (18 days ago), 38.4% are below.
70.8% are above or equal to 5/23 close (19 days ago), 29.2% are below.
69.8% are above or equal to 5/20 close (20 days ago), 30.2% are below.
75.7% are above or equal to 5/19 close (21 days ago), 24.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160620 9:33 am ET)
20d: 11.0% new highs, 0.3% new lows
21d: 10.9% new highs, 0.2% new lows
42d: 6.7% new highs, 0.2% new lows
63d: 6.2% new highs, 0.2% new lows
126d: 5.5% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160620 9:33 am ET)
2-day: 96.4% above, 3.6% below
3-day: 92.6% above, 7.4% below
4-day: 89.1% above, 10.9% below
5-day: 86.8% above, 13.2% below
8-day: 71.9% above, 28.1% below
10-day: 58.1% above, 41.9% below
20-day: 57.2% above, 42.8% below
50-day: 61.4% above, 38.6% below
200-day: 64.7% above, 35.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160620 9:33 am ET)
ENER(96): 2.31% Top=CWEI MRO WLL EPE LPI SN SM OAS ….. RES WNR BWP ETP PBF MMP WMB SEP=Bottom (Energy)
FINA(97): 2.28% Top=TCBI SIVB SF LAZ LM WDR ETFC BXS ….. ARCC CME ICE NSAM CBOE PYPL ACAS SYF=Bottom (Banks/Financials)
TRAN(31): 2.04% Top=TK SAVE FRO KNX XPO SWFT BRS AAL ….. EXPD FDX UNP ALK KEX UPS CHRW TRN=Bottom (Transportation)
CHEM(26): 1.83% Top=PAH MEOH POT MOS CF CC HUN OLN ….. SHW PX RPM DOW APD DD IFF MON=Bottom (Chemicals/Fertilizers)
ELEC(50): 1.64% Top=SPWR SCTY MU CSIQ MTSI FSLR NVDA MXL ….. APH MLNX SNPS IPHI BRKR FEIC QLGC CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(35): 1.61% Top=CFX ATU MRC DDD ATI KMT JOY CMI ….. TKR ITW XYL RBC DE TEX BWXT ZBRA=Bottom (Manufacturing)
INSU(30): 1.58% Top=MTG LNC PRU MET CNO UNM RDN TMK ….. AWH AJG AON PGR AXS CINF FNF FAF=Bottom (Insurance)
MATE(29): 1.53% Top=TPC SUM MDC BECN DAR OC KBH DY ….. MLM PHM EXP SRCL WCN AWI RSG WM=Bottom (Materials & Construction)
RETA(64): 1.47% Top=TLRD ASNA EBAY GES CHS STMP GPS BLDR ….. PLCE HD OLLI CPRT KAR NFLX LL CVS=Bottom (Retail & Specialty Retail)
HEAL(52): 1.47% Top=THC DXCM CNC DGX CPHD CYH LH RMD ….. MASI STJ NXTM ABMD DVA ELGX ESRX ADPT=Bottom (Health)
DISV(46): 1.43% Top=URI CAR WTW MYGN PRAA AHS PCLN KBR ….. G DV SERV CXW TMH CTAS BAH HMHC=Bottom (Diversified Services)
LEIS(34): 1.43% Top=GPRO CCL LQ EXPE RCL HLT WYNN MGM ….. MCD ARMK WEN CAKE BOBE DRI SEAS LVS=Bottom (Leisure)
CONS(53): 1.41% Top=FOSL UA WWW HAR GT KATE PAY TPX ….. BERY CHD PG KMB COTY CLX VSTO RDEN=Bottom (Consumer)
COHW(42): 1.39% Top=WDC STX SSYS TDC SYNA KN CRAY NTAP ….. VIAV PANW VRSN T CSCO VZ CDW INFN=Bottom (Computer Hardware/Telecom)
COSW(87): 1.32% Top=YELP SYMC BIDU JD VIPS BITA AKAM CTSH ….. EA GWRE ROVI IMPV FB CHKP SQ TEAM=Bottom (Computer Software/Internet)
REAL(92): 1.06% Top=SC SHO PEB RLJ CBG LHO DRH HST ….. HTS NNN HTA HCN O VTR PPS OHI=Bottom (Real Estate)
META(29): 0.29% Top=FCX TCK GSM HCLP CNX X AA CCJ ….. GG NEM CDE AEM BVN SSRI PAAS ABX=Bottom (Metals & Mining)

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 9:33 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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