daytrend

06/20/2016

Filed under: Market Stats — daytrend @ 11:56 am

Market Stats at 12:55 pm 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 12:55 pm ET)
70.4% of stocks are above yesterday’s high.
90.9% are above yesterday’s midpoint. (9.1% are below.)
1.1% are below yesterday’s low.
28.5% are inside yesterday’s range.
89.3% of stocks with today’s high > yesterday’s high. (10.7% less than).
4.3% of stocks with today’s low < yesterday’s low. (95.7% greater than).

EVIDENCE OF INTRADAY TREND (20160620 12:55 pm ET)
65.3% of stocks are above today’s open. (33.4% are below).
64.4% of stocks are above today’s open and yesterday’s close.
5.9% 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 12:55 pm ET)
11.2% of stocks are in the top 10% of today’s range.
22.1% are in the top 20%.
53.2% are in the top half. 46.8% of stocks are in the bottom half of today’s range.
15.7% are in the bottom 20%.
6.8% are in the bottom 10%.

GAIN (20160620 12:55 pm ET)
93.4% of stocks are above yesterday’s close. (6.6% are below.)
3.6% are up 4.5% or more. 0.1% are down 4.5% or more.
10.1% are up 3.5% or more. 0.2% are down 3.5% or more.
25.8% are between +1% and -1%.

RSI on DAILY (20160620 12:55 pm ET)
2-day: >=95:14.2%…>=90:30.2%…>=80:56.3%…>=50:90.9%…<=20:2.6%…<=10:1.1%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.9%…>=50:66.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:65.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160620 12:55 pm ET)
70.4% above previous 1 highs, 1.1% below previous 1 lows
67.0% above previous 2 highs, 0.8% below previous 2 lows
48.4% above previous 3 highs, 0.8% below previous 3 lows
44.4% above previous 4 highs, 0.8% below previous 4 lows
34.3% above previous 5 highs, 0.8% below previous 5 lows
26.0% above previous 6 highs, 0.5% below previous 6 lows
17.3% above previous 7 highs, 0.5% below previous 7 lows
12.6% above previous 8 highs, 0.5% below previous 8 lows
12.4% above previous 9 highs, 0.5% below previous 9 lows
12.4% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160620 12:55 pm ET)
93.4% are above or equal to 6/17 close (1 days ago), 6.6% are below.
88.2% are above or equal to 6/16 close (2 days ago), 11.8% are below.
84.1% are above or equal to 6/15 close (3 days ago), 15.9% are below.
83.5% are above or equal to 6/14 close (4 days ago), 16.5% are below.
73.3% are above or equal to 6/13 close (5 days ago), 26.7% are below.
56.8% are above or equal to 6/10 close (6 days ago), 43.2% are below.
34.7% are above or equal to 6/9 close (7 days ago), 65.3% are below.
31.0% are above or equal to 6/8 close (8 days ago), 69.0% are below.
37.4% are above or equal to 6/7 close (9 days ago), 62.6% are below.
42.5% are above or equal to 6/6 close (10 days ago), 57.5% are below.
50.9% are above or equal to 6/3 close (11 days ago), 49.1% are below.
47.7% are above or equal to 6/2 close (12 days ago), 52.3% are below.
51.3% are above or equal to 6/1 close (13 days ago), 48.7% are below.
53.5% are above or equal to 5/31 close (14 days ago), 46.5% are below.
55.4% are above or equal to 5/27 close (15 days ago), 44.6% are below.
58.4% are above or equal to 5/26 close (16 days ago), 41.6% are below.
57.5% are above or equal to 5/25 close (17 days ago), 42.5% are below.
63.2% are above or equal to 5/24 close (18 days ago), 36.8% are below.
71.2% are above or equal to 5/23 close (19 days ago), 28.8% are below.
69.6% are above or equal to 5/20 close (20 days ago), 30.4% are below.
76.3% are above or equal to 5/19 close (21 days ago), 23.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160620 12:55 pm ET)
20d: 17.0% new highs, 0.5% new lows
21d: 16.9% new highs, 0.4% new lows
42d: 10.3% new highs, 0.3% new lows
63d: 9.7% new highs, 0.3% new lows
126d: 8.6% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160620 12:55 pm ET)
2-day: 92.7% above, 7.3% below
3-day: 92.3% above, 7.7% below
4-day: 90.3% above, 9.7% below
5-day: 89.5% above, 10.5% below
8-day: 74.7% above, 25.3% below
10-day: 59.7% above, 40.3% below
20-day: 59.9% above, 40.1% below
50-day: 62.1% above, 37.9% below
200-day: 65.6% above, 34.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160620 12:55 pm ET)
HEAL(54): 2.35% Top=DXCM ACHC AMSG PEN EVHC CYH PODD CNC ….. STE BAX ALGN STJ UNH XRAY ANTM ESRX=Bottom (Health)
CONS(53): 2.22% Top=MFRM FOSL BC KS TPX OI MAT KATE ….. ECL LULU CL KMB NWL PG RDEN CLX=Bottom (Consumer)
DISV(49): 2.14% Top=WTW CAR MYGN AHS AL FDC PCLN MCO ….. G CXW V CTAS DV HRB ADS HMHC=Bottom (Diversified Services)
COSW(92): 2.11% Top=JD YELP RAX VNET WB SYMC TRIP VIPS ….. LOCK MSFT CYBR SINA FIS CHKP WBMD BITA=Bottom (Computer Software/Internet)
ENER(96): 2.09% Top=MRO CWEI SWN MUR EPE WPZ CPG DVN ….. WMB NFX HP PXD HAL PTEN RES ETE=Bottom (Energy)
MANU(37): 2.01% Top=MRC CFX ATU RXN DDD ATI SEDG RS ….. CAT AGCO TEX BWXT ITW RBC JOY DE=Bottom (Manufacturing)
META(29): 1.89% Top=SWC FCX TCK CMC GSM CDE CNX HCLP ….. SSRI AGI AEM PAAS FNV NEM GG ABX=Bottom (Metals & Mining)
FINA(97): 1.84% Top=LPLA SIVB IVZ PACW KKR OMF BX TCBI ….. CME NSAM ACAS WETF ICE SYF CBOE NDAQ=Bottom (Banks/Financials)
ELEC(50): 1.80% Top=SCTY FIT CREE ON QRVO SWKS MU CRUS ….. MLNX MTSC MTSI QLGC FEIC IPHI ISIL CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(31): 1.80% Top=XPO SAVE ODFL KNX FRO AAL BRS FDX ….. JBLU WAB UNP HA ALK CP TRN TK=Bottom (Transportation)
MATE(30): 1.67% Top=USG BECN OC MTZ DY SUM MDC TPH ….. VMC TOL MLM CVA SRCL RSG WM WCN=Bottom (Materials & Construction)
RETA(66): 1.58% Top=EBAY STMP TLRD W PAG GPS BLDR BID ….. SFM WFM CST AEO ANF LB KR CVS=Bottom (Retail & Specialty Retail)
COHW(42): 1.52% Top=PSTG GIMO WDC CRAY GOGO TDC SSYS SYNA ….. T CSCO LITE HPQ BRCD VZ COMM INFN=Bottom (Computer Hardware/Telecom)
CHEM(27): 1.45% Top=PAH CC MEOH MOS EMN FMC HUN POL ….. PPG SHW CHMT OLN CF POT ALB MON=Bottom (Chemicals/Fertilizers)
LEIS(34): 1.22% Top=GPRO EXPE LQ HLT MAR RCL SIX QSR ….. DPZ MGM BOBE CAKE DNKN WYNN SONC LVS=Bottom (Leisure)
INSU(31): 0.96% Top=PRU LNC CNO UNM ORI MET AFL TMK ….. PGR FAF AWH RDN FNF AXS AGO MBI=Bottom (Insurance)
REAL(92): 0.82% Top=CBG SC TREE SLG ALLY RLGY PEB CUZ ….. VTR GLPI EDR SRC HTA OHI O 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 12:55 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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