daytrend

06/21/2016

Filed under: Market Stats — daytrend @ 10:02 am

Market Stats at 11:02 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 11:02 am ET)
6.9% of stocks are above yesterday’s high.
29.5% are above yesterday’s midpoint. (70.5% are below.)
28.9% are below yesterday’s low.
64.1% are inside yesterday’s range.
16.1% of stocks with today’s high > yesterday’s high. (83.9% less than).
58.1% of stocks with today’s low < yesterday’s low. (41.9% greater than).

EVIDENCE OF INTRADAY TREND (20160621 11:02 am ET)
37.3% of stocks are above today’s open. (61.1% are below).
32.0% of stocks are above today’s open and yesterday’s close.
44.6% 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 11:02 am ET)
12.5% of stocks are in the top 10% of today’s range.
19.8% are in the top 20%.
49.2% are in the top half. 50.8% of stocks are in the bottom half of today’s range.
21.0% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN (20160621 11:02 am ET)
50.7% of stocks are above yesterday’s close. (49.3% are below.)
0.4% are up 4.5% or more. 0.9% are down 4.5% or more.
0.7% are up 3.5% or more. 1.7% are down 3.5% or more.
71.9% are between +1% and -1%.

RSI on DAILY (20160621 11:02 am ET)
2-day: >=95:7.7%…>=90:17.1%…>=80:33.8%…>=50:67.5%…<=20:8.6%…<=10:3.9%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.4%…>=50:56.3%…<=20:1.3%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:57.9%…<=20:0.3%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160621 11:02 am ET)
6.9% above previous 1 highs, 28.9% below previous 1 lows
6.6% above previous 2 highs, 8.0% below previous 2 lows
6.4% above previous 3 highs, 4.0% below previous 3 lows
5.6% above previous 4 highs, 3.7% below previous 4 lows
5.2% above previous 5 highs, 3.4% below previous 5 lows
4.3% above previous 6 highs, 3.3% below previous 6 lows
3.5% above previous 7 highs, 3.0% below previous 7 lows
2.9% above previous 8 highs, 3.0% below previous 8 lows
2.4% above previous 9 highs, 3.0% below previous 9 lows
2.3% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160621 11:02 am ET)
50.7% are above or equal to 6/20 close (1 days ago), 49.3% are below.
76.6% are above or equal to 6/17 close (2 days ago), 23.4% are below.
73.4% are above or equal to 6/16 close (3 days ago), 26.6% are below.
69.4% are above or equal to 6/15 close (4 days ago), 30.6% are below.
71.0% are above or equal to 6/14 close (5 days ago), 29.0% are below.
60.7% are above or equal to 6/13 close (6 days ago), 39.3% are below.
45.2% are above or equal to 6/10 close (7 days ago), 54.8% are below.
26.4% are above or equal to 6/9 close (8 days ago), 73.6% are below.
25.3% are above or equal to 6/8 close (9 days ago), 74.7% are below.
30.7% are above or equal to 6/7 close (10 days ago), 69.3% are below.
36.3% are above or equal to 6/6 close (11 days ago), 63.7% are below.
44.7% are above or equal to 6/3 close (12 days ago), 55.3% are below.
41.8% are above or equal to 6/2 close (13 days ago), 58.2% are below.
46.9% are above or equal to 6/1 close (14 days ago), 53.1% are below.
48.1% are above or equal to 5/31 close (15 days ago), 51.9% are below.
49.1% are above or equal to 5/27 close (16 days ago), 50.9% are below.
53.2% are above or equal to 5/26 close (17 days ago), 46.8% are below.
52.3% are above or equal to 5/25 close (18 days ago), 47.7% are below.
57.2% are above or equal to 5/24 close (19 days ago), 42.8% are below.
65.1% are above or equal to 5/23 close (20 days ago), 34.9% are below.
64.9% are above or equal to 5/20 close (21 days ago), 35.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160621 11:02 am ET)
20d: 4.3% new highs, 4.1% new lows
21d: 4.3% new highs, 3.9% new lows
42d: 2.8% new highs, 2.8% new lows
63d: 2.6% new highs, 2.5% new lows
126d: 2.2% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160621 11:02 am ET)
2-day: 47.7% above, 52.3% below
3-day: 68.8% above, 31.2% below
4-day: 72.5% above, 27.5% below
5-day: 71.9% above, 28.1% below
8-day: 65.8% above, 34.2% below
10-day: 50.6% above, 49.4% below
20-day: 48.6% above, 51.4% below
50-day: 56.5% above, 43.5% below
200-day: 63.0% above, 37.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160621 11:02 am ET)
ENER(96): 0.40% Top=ETE EEP RICE DPM ENLK OKS NBR SE ….. EMES FET SEMG MTDR CPE ATW SN CWEI=Bottom (Energy)
INSU(30): 0.27% Top=AFL AXS ORI BRO PGR HIG PRU CINF ….. CNO AFSI FNF LNC FAF AGO RDN MBI=Bottom (Insurance)
COSW(92): 0.27% Top=IMPV BITA MTCH VIPS CYBR RHT MSFT PFPT ….. VEEV WUBA TRIP YELP WBMD GRUB TEAM NTCT=Bottom (Computer Software/Internet)
REAL(93): 0.22% Top=WPG AMT BAM HR DLR SRC O ACC ….. CLNY RLGY CSAL NRF JLL ALLY SC HTS=Bottom (Real Estate)
CONS(53): 0.02% Top=RL COH COTY CLX NKE FL KATE FOSL ….. MAT GIII PAY GT MFRM HAR SCSS KS=Bottom (Consumer)
LEIS(34): -0.10% Top=JACK GPRO LVS SBUX CCL ARMK YUM WYNN ….. CMG SHAK SONC QSR DRII HLT DNKN LQ=Bottom (Leisure)
FINA(97): -0.11% Top=LM SBNY KKR FRC SYF BX MS BMO ….. SF WDR NSAM WAL PYPL SLM BOFI OMF=Bottom (Banks/Financials)
MATE(30): -0.25% Top=LEN VMC MDC DHI WM RSG KBH PHM ….. FAST USG TPC FLR BECN DY SUM DAR=Bottom (Materials & Construction)
COHW(43): -0.29% Top=BRCD GIMO CTL AAPL CCI PSTG WIN VRSN ….. LITE GOGO FNSR OLED CRAY CIEN KN INFN=Bottom (Computer Hardware/Telecom)
HEAL(53): -0.31% Top=OPK RMD INCR COO VAR BDX LH ZBH ….. BKD THC CYH NXTM ELGX CPHD PODD ZLTQ=Bottom (Health)
ELEC(50): -0.31% Top=CRUS MU FIT CAVM ORBK AMAT NXPI TER ….. JBL CSIQ BRKR FSLR SPWR KEYS AMBA SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(50): -0.40% Top=XRS FDC MAN WOOF SCI LDOS CXW MA ….. DV PRAA BLOX AAN ADS WTW R YY=Bottom (Diversified Services)
RETA(66): -0.48% Top=ANF TGT JWN TJX URBN BABA DKS ROST ….. WSM ASNA LL BLDR NFLX AN KMX GNC=Bottom (Retail & Specialty Retail)
CHEM(26): -0.80% Top=DOW IFF GRA SHW DD RPM ALB CC ….. OLN POL HUN MOS MEOH CF POT PAH=Bottom (Chemicals/Fertilizers)
MANU(37): -0.99% Top=BWXT GE DDD DHR XYL HON ROP CAT ….. RS TKR RBC KMT JOY SEDG RXN ATI=Bottom (Manufacturing)
TRAN(30): -1.10% Top=UAL ALK DAL AAL HA LUV JBLU UPS ….. CP ODFL XPO KEX KNX SWFT BRS WERN=Bottom (Transportation)
META(29): -1.87% Top=SLCA CNX AA CCJ GSM SCCO HCLP NEM ….. FNV FSM STLD AG TCK CMC 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 11:02 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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