daytrend

06/21/2016

Filed under: Market Stats — daytrend @ 9:24 am

Market Stats at 10:24 am ET
by daytrend on 20160621. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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

COMPARED TO YESTERDAY’S RANGE (20160621 10:24 am ET)
4.4% of stocks are above yesterday’s high.
24.2% are above yesterday’s midpoint. (75.8% are below.)
39.1% are below yesterday’s low.
56.5% are inside yesterday’s range.
14.2% of stocks with today’s high > yesterday’s high. (85.8% less than).
55.0% of stocks with today’s low < yesterday’s low. (45.0% greater than).

EVIDENCE OF INTRADAY TREND (20160621 10:24 am ET)
30.1% of stocks are above today’s open. (69.0% are below).
25.0% of stocks are above today’s open and yesterday’s close.
55.2% are below both.
2.8% of stocks opened above yesterday’s high.
65.7% of stocks opened above yesterday’s close. (30.0% opened below yesterday’s close).
9.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160621 10:24 am ET)
2.6% of stocks are in the top 10% of today’s range.
8.0% are in the top 20%.
30.0% are in the top half. 70.0% of stocks are in the bottom half of today’s range.
42.4% are in the bottom 20%.
22.3% are in the bottom 10%.

GAIN (20160621 10:24 am ET)
39.6% of stocks are above yesterday’s close. (60.4% are below.)
0.3% are up 4.5% or more. 1.0% are down 4.5% or more.
0.7% are up 3.5% or more. 1.5% are down 3.5% or more.
71.0% are between +1% and -1%.

RSI on DAILY (20160621 10:24 am ET)
2-day: >=95:6.3%…>=90:12.0%…>=80:26.2%…>=50:60.3%…<=20:9.7%…<=10:4.1%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.3%…>=50:51.9%…<=20:1.4%…<=10:0.3%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:55.7%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160621 10:24 am ET)
4.4% above previous 1 highs, 39.1% below previous 1 lows
4.0% above previous 2 highs, 9.2% below previous 2 lows
3.7% above previous 3 highs, 3.3% below previous 3 lows
3.2% above previous 4 highs, 3.3% below previous 4 lows
2.9% above previous 5 highs, 3.2% below previous 5 lows
2.4% above previous 6 highs, 3.1% below previous 6 lows
2.2% above previous 7 highs, 2.9% below previous 7 lows
1.9% above previous 8 highs, 2.9% below previous 8 lows
1.7% above previous 9 highs, 2.9% below previous 9 lows
1.7% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160621 10:24 am ET)
39.6% are above or equal to 6/20 close (1 days ago), 60.4% are below.
71.6% are above or equal to 6/17 close (2 days ago), 28.4% are below.
69.7% are above or equal to 6/16 close (3 days ago), 30.3% are below.
66.4% are above or equal to 6/15 close (4 days ago), 33.6% are below.
67.7% are above or equal to 6/14 close (5 days ago), 32.3% are below.
59.1% are above or equal to 6/13 close (6 days ago), 40.9% are below.
43.0% are above or equal to 6/10 close (7 days ago), 57.0% are below.
25.6% are above or equal to 6/9 close (8 days ago), 74.4% are below.
24.3% are above or equal to 6/8 close (9 days ago), 75.7% are below.
30.0% are above or equal to 6/7 close (10 days ago), 70.0% are below.
34.9% are above or equal to 6/6 close (11 days ago), 65.1% are below.
42.8% are above or equal to 6/3 close (12 days ago), 57.2% are below.
41.0% are above or equal to 6/2 close (13 days ago), 59.0% are below.
45.9% are above or equal to 6/1 close (14 days ago), 54.1% are below.
47.4% are above or equal to 5/31 close (15 days ago), 52.6% are below.
48.0% are above or equal to 5/27 close (16 days ago), 52.0% are below.
52.4% are above or equal to 5/26 close (17 days ago), 47.6% are below.
50.7% are above or equal to 5/25 close (18 days ago), 49.3% are below.
55.7% are above or equal to 5/24 close (19 days ago), 44.3% are below.
64.1% are above or equal to 5/23 close (20 days ago), 35.9% are below.
63.4% are above or equal to 5/20 close (21 days ago), 36.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160621 10:24 am ET)
20d: 3.7% new highs, 3.5% new lows
21d: 3.7% new highs, 3.3% new lows
42d: 2.2% new highs, 2.5% new lows
63d: 2.2% new highs, 2.3% new lows
126d: 1.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160621 10:24 am ET)
2-day: 38.0% above, 62.0% below
3-day: 58.1% above, 41.9% below
4-day: 67.4% above, 32.6% below
5-day: 67.1% above, 32.9% below
8-day: 60.8% above, 39.2% below
10-day: 46.4% above, 53.6% below
20-day: 46.8% above, 53.2% below
50-day: 54.5% above, 45.5% below
200-day: 63.0% above, 37.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160621 10:24 am ET)
COSW(92): 0.32% Top=IMPV MTCH CYBR PFPT VIPS RHT SYMC ANSS ….. SABR WIX TRIP YELP RAX NTCT GRUB TEAM=Bottom (Computer Software/Internet)
REAL(93): 0.14% Top=WPG AMT SRC HR VTR O CBL DLR ….. CBG TREE CSAL NRF JLL SC ALLY HTS=Bottom (Real Estate)
CONS(53): -0.11% Top=COH RL CLX NKE BMS COTY UA AVY ….. OI HAR GIII GT PAY MFRM SCSS KS=Bottom (Consumer)
ELEC(50): -0.15% Top=CRUS MU CAVM FIT ORBK SWKS AMAT NXPI ….. KEYS BRKR SPWR JBL CSIQ AMBA FSLR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(30): -0.16% Top=BRO AON ORI AFL CINF MMC PGR WLTW ….. XL UNM MET CNO LNC AGO MBI RDN=Bottom (Insurance)
LEIS(34): -0.17% Top=JACK GPRO LVS SBUX ARMK CCL CAKE WYNN ….. BOBE CMG MCD MAR DNKN SONC HLT QSR=Bottom (Leisure)
COHW(43): -0.21% Top=BRCD GIMO PSTG WIN CTL AAPL VRSN CCI ….. JNPR COMM GOGO OLED CIEN FNSR KN INFN=Bottom (Computer Hardware/Telecom)
HEAL(53): -0.32% Top=OPK RMD INCR NVRO COO BDX ABMD VAR ….. PEN ZLTQ BKD NXTM THC CPHD PODD CYH=Bottom (Health)
DISV(50): -0.39% Top=XRS WOOF LDOS G FLT MAN MA FDC ….. CAR KFY TMH WTW YY AAN R PRAA=Bottom (Diversified Services)
MATE(30): -0.40% Top=LEN WM RSG VMC KBH OC PHM DHI ….. CVA CAA MTZ TPC FLR DY SUM DAR=Bottom (Materials & Construction)
FINA(97): -0.61% Top=SBNY SYF LM FRC BX KKR EFX CME ….. PVTB WAL HBAN PYPL BOFI CIT SLM OMF=Bottom (Banks/Financials)
RETA(66): -0.64% Top=WFM ANF COST BABA BURL STMP HD JWN ….. GPS BBBY ASNA GME AN LL KMX GNC=Bottom (Retail & Specialty Retail)
ENER(96): -0.82% Top=ETE ENLK RRC PDCE RICE COG EQM BWP ….. CPE SN MTDR EMES LPI SEMG ATW CWEI=Bottom (Energy)
MANU(37): -1.01% Top=DDD BWXT GE XYL SWK ROP DHR HON ….. TKR RS KMT RBC SEDG JOY RXN ATI=Bottom (Manufacturing)
CHEM(26): -1.20% Top=IFF DOW DD SHW GRA RPM PPG CC ….. FMC OLN HUN POT MOS CF MEOH PAH=Bottom (Chemicals/Fertilizers)
TRAN(30): -1.32% Top=UAL ALK HA DAL LUV KSU AAL EXPD ….. XPO ODFL TK KEX KNX SWFT BRS WERN=Bottom (Transportation)
META(29): -1.95% Top=GSM SLCA AA GG AEM CNX NEM SCCO ….. STLD SWC AGI TAHO CMC AG CDE X=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 10:24 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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