daytrend

06/20/2016

Filed under: Market Stats — daytrend @ 10:27 am

Market Stats at 11:26 am ET
by daytrend on 20160620. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 910.

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

COMPARED TO YESTERDAY’S RANGE (20160620 11:26 am ET)
72.9% of stocks are above yesterday’s high.
93.3% are above yesterday’s midpoint. (6.7% are below.)
1.1% are below yesterday’s low.
26.0% are inside yesterday’s range.
88.2% of stocks with today’s high > yesterday’s high. (11.8% less than).
3.8% of stocks with today’s low < yesterday’s low. (96.2% greater than).

EVIDENCE OF INTRADAY TREND (20160620 11:26 am ET)
73.2% of stocks are above today’s open. (25.6% are below).
72.3% of stocks are above today’s open and yesterday’s close.
4.2% are below both.
62.0% of stocks opened above yesterday’s high.
97.6% of stocks opened above yesterday’s close. (2.3% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160620 11:26 am ET)
15.8% of stocks are in the top 10% of today’s range.
30.1% are in the top 20%.
64.4% are in the top half. 35.6% of stocks are in the bottom half of today’s range.
11.6% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN (20160620 11:26 am ET)
94.9% of stocks are above yesterday’s close. (5.1% are below.)
3.1% are up 4.5% or more. 0.0% are down 4.5% or more.
8.8% are up 3.5% or more. 0.0% are down 3.5% or more.
20.7% are between +1% and -1%.

RSI on DAILY (20160620 11:26 am ET)
2-day: >=95:14.2%…>=90:31.0%…>=80:59.3%…>=50:92.5%…<=20:1.9%…<=10:1.0%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.8%…>=50:68.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:67.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160620 11:26 am ET)
72.9% above previous 1 highs, 1.1% below previous 1 lows
69.3% above previous 2 highs, 0.9% below previous 2 lows
49.7% above previous 3 highs, 0.9% below previous 3 lows
45.3% above previous 4 highs, 0.8% below previous 4 lows
35.2% above previous 5 highs, 0.8% below previous 5 lows
27.6% above previous 6 highs, 0.5% below previous 6 lows
16.7% above previous 7 highs, 0.5% below previous 7 lows
13.0% above previous 8 highs, 0.5% below previous 8 lows
12.5% above previous 9 highs, 0.5% below previous 9 lows
12.5% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160620 11:26 am ET)
94.9% are above or equal to 6/17 close (1 days ago), 5.1% are below.
90.0% are above or equal to 6/16 close (2 days ago), 10.0% are below.
86.0% are above or equal to 6/15 close (3 days ago), 14.0% are below.
85.5% are above or equal to 6/14 close (4 days ago), 14.5% are below.
76.0% are above or equal to 6/13 close (5 days ago), 24.0% are below.
58.1% are above or equal to 6/10 close (6 days ago), 41.9% are below.
35.9% are above or equal to 6/9 close (7 days ago), 64.1% are below.
32.0% are above or equal to 6/8 close (8 days ago), 68.0% are below.
37.8% are above or equal to 6/7 close (9 days ago), 62.2% are below.
43.7% are above or equal to 6/6 close (10 days ago), 56.3% are below.
52.6% are above or equal to 6/3 close (11 days ago), 47.4% are below.
48.8% are above or equal to 6/2 close (12 days ago), 51.2% are below.
53.3% are above or equal to 6/1 close (13 days ago), 46.7% are below.
54.7% are above or equal to 5/31 close (14 days ago), 45.3% are below.
56.4% are above or equal to 5/27 close (15 days ago), 43.6% are below.
59.3% are above or equal to 5/26 close (16 days ago), 40.7% are below.
58.4% are above or equal to 5/25 close (17 days ago), 41.6% are below.
63.6% are above or equal to 5/24 close (18 days ago), 36.4% are below.
71.9% are above or equal to 5/23 close (19 days ago), 28.1% are below.
70.0% are above or equal to 5/20 close (20 days ago), 30.0% are below.
77.1% are above or equal to 5/19 close (21 days ago), 22.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160620 11:26 am ET)
20d: 16.4% new highs, 0.5% new lows
21d: 16.3% new highs, 0.4% new lows
42d: 9.8% new highs, 0.3% new lows
63d: 9.1% new highs, 0.3% new lows
126d: 7.9% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160620 11:26 am ET)
2-day: 94.8% above, 5.2% below
3-day: 94.7% above, 5.3% below
4-day: 92.2% above, 7.8% below
5-day: 91.4% above, 8.6% below
8-day: 76.9% above, 23.1% below
10-day: 61.3% above, 38.7% below
20-day: 61.5% above, 38.5% below
50-day: 62.7% above, 37.3% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160620 11:26 am ET)
CONS(53): 2.36% Top=MFRM FOSL BC KS KATE HAR WWW MAT ….. CL ECL CHD BLL KMB PG CLX RDEN=Bottom (Consumer)
COSW(92): 2.17% Top=YELP JD VNET RAX WB SYMC TRIP CTSH ….. SINA EQIX CERN ROVI CHKP SQ GRUB BITA=Bottom (Computer Software/Internet)
HEAL(54): 2.17% Top=ACHC DXCM PEN AMSG EVHC NVRO CYH THC ….. HRC AET ALGN STJ UNH ANTM BAX ESRX=Bottom (Health)
DISV(49): 2.10% Top=WTW CAR AHS MYGN AL PCLN R URI ….. CXW V KFY DV CTAS HRB ADS HMHC=Bottom (Diversified Services)
ELEC(50): 2.07% Top=CREE ON SCTY SWKS CSIQ QRVO FIT CRUS ….. APH MLNX ISIL QLGC IPHI FEIC MTSI CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): 2.04% Top=CFX ATU MRC RXN ATI DDD SEDG KMT ….. HON CAT BWXT RBC ITW JOY TEX DE=Bottom (Manufacturing)
FINA(97): 2.02% Top=LPLA IVZ PACW SIVB BX KKR ETFC PVTB ….. CME ICE NSAM ACAS WETF SYF CBOE NDAQ=Bottom (Banks/Financials)
TRAN(31): 2.00% Top=XPO SAVE KNX ODFL FRO BRS SWFT WERN ….. DAL JBLU WAB ALK HA CP TRN TK=Bottom (Transportation)
ENER(96): 1.98% Top=MRO MUR CPG EMES WLL EPE WPZ SN ….. NFX OII SEP PXD ETP PTEN RES ETE=Bottom (Energy)
RETA(66): 1.89% Top=GPS EBAY PAG TLRD ASNA BLDR BID STMP ….. JCP CST KAR ANF LB AEO KR CVS=Bottom (Retail & Specialty Retail)
MATE(30): 1.85% Top=USG SUM BECN OC MDC DAR AWI MTZ ….. VMC TPC MLM SRCL CVA WM RSG WCN=Bottom (Materials & Construction)
META(29): 1.64% Top=FCX SWC TCK CMC X HCLP SCCO GSM ….. RGLD SLW AEM FNV PAAS GG NEM ABX=Bottom (Metals & Mining)
COHW(42): 1.60% Top=PSTG WDC TDC GIMO CRAY GOGO SYNA STX ….. CCI CSCO LITE WIN T VZ COMM INFN=Bottom (Computer Hardware/Telecom)
CHEM(27): 1.59% Top=PAH MEOH MOS CC FMC GRA POL EMN ….. DD SHW AXTA PPG POT CHMT MON ALB=Bottom (Chemicals/Fertilizers)
LEIS(34): 1.36% Top=GPRO EXPE HLT DRII RCL MAR LQ SIX ….. MGM DPZ CAKE DNKN BOBE SONC WYNN LVS=Bottom (Leisure)
INSU(31): 1.23% Top=LNC PRU CNO UNM MET AFL ORI TMK ….. ALL CINF AWH AXS FAF AGO FNF MBI=Bottom (Insurance)
REAL(92): 0.98% Top=CBG SC RLGY SLG SHO ALLY PEB STWD ….. HTA OHI HTS NNN GLPI O GPT HCN=Bottom (Real Estate)

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 11:26 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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