daytrend

06/21/2016

Filed under: Market Stats — daytrend @ 10:38 am

Market Stats at 11:37 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 11:37 am ET)
6.4% of stocks are above yesterday’s high.
26.7% are above yesterday’s midpoint. (73.3% are below.)
33.2% are below yesterday’s low.
60.4% are inside yesterday’s range.
18.8% of stocks with today’s high > yesterday’s high. (81.2% less than).
60.2% of stocks with today’s low < yesterday’s low. (39.8% greater than).

EVIDENCE OF INTRADAY TREND (20160621 11:37 am ET)
34.0% of stocks are above today’s open. (64.0% are below).
28.3% of stocks are above today’s open and yesterday’s close.
49.8% 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 11:37 am ET)
1.8% of stocks are in the top 10% of today’s range.
5.4% are in the top 20%.
39.8% are in the top half. 60.2% of stocks are in the bottom half of today’s range.
27.7% are in the bottom 20%.
14.7% are in the bottom 10%.

GAIN (20160621 11:37 am ET)
44.6% of stocks are above yesterday’s close. (55.4% 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. 1.8% are down 3.5% or more.
70.6% are between +1% and -1%.

RSI on DAILY (20160621 11:37 am ET)
2-day: >=95:6.7%…>=90:15.5%…>=80:30.3%…>=50:64.1%…<=20:8.9%…<=10:4.3%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.5%…>=50:54.8%…<=20:1.5%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:56.9%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160621 11:37 am ET)
6.4% above previous 1 highs, 33.2% below previous 1 lows
6.1% above previous 2 highs, 8.6% below previous 2 lows
5.8% above previous 3 highs, 3.1% below previous 3 lows
5.1% above previous 4 highs, 3.1% below previous 4 lows
4.5% above previous 5 highs, 2.6% below previous 5 lows
3.6% above previous 6 highs, 2.5% below previous 6 lows
2.9% above previous 7 highs, 2.2% below previous 7 lows
2.4% above previous 8 highs, 2.2% below previous 8 lows
2.2% above previous 9 highs, 2.2% below previous 9 lows
2.0% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160621 11:37 am ET)
44.6% are above or equal to 6/20 close (1 days ago), 55.4% are below.
72.7% are above or equal to 6/17 close (2 days ago), 27.3% are below.
71.9% are above or equal to 6/16 close (3 days ago), 28.1% are below.
66.7% are above or equal to 6/15 close (4 days ago), 33.3% are below.
70.7% are above or equal to 6/14 close (5 days ago), 29.3% are below.
58.7% are above or equal to 6/13 close (6 days ago), 41.3% are below.
43.7% are above or equal to 6/10 close (7 days ago), 56.3% are below.
26.3% are above or equal to 6/9 close (8 days ago), 73.7% are below.
24.2% are above or equal to 6/8 close (9 days ago), 75.8% are below.
30.6% are above or equal to 6/7 close (10 days ago), 69.4% are below.
35.6% are above or equal to 6/6 close (11 days ago), 64.4% are below.
43.2% are above or equal to 6/3 close (12 days ago), 56.8% are below.
42.2% are above or equal to 6/2 close (13 days ago), 57.8% are below.
46.0% are above or equal to 6/1 close (14 days ago), 54.0% are below.
47.7% are above or equal to 5/31 close (15 days ago), 52.3% are below.
48.3% are above or equal to 5/27 close (16 days ago), 51.7% are below.
52.9% are above or equal to 5/26 close (17 days ago), 47.1% are below.
51.0% are above or equal to 5/25 close (18 days ago), 49.0% are below.
56.1% are above or equal to 5/24 close (19 days ago), 43.9% are below.
64.9% are above or equal to 5/23 close (20 days ago), 35.1% 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 11:37 am ET)
20d: 5.0% new highs, 4.2% new lows
21d: 5.0% new highs, 4.0% new lows
42d: 3.2% new highs, 2.8% new lows
63d: 3.1% new highs, 2.5% new lows
126d: 2.5% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160621 11:37 am ET)
2-day: 42.1% above, 57.9% below
3-day: 64.9% above, 35.1% below
4-day: 68.8% above, 31.2% below
5-day: 69.1% above, 30.9% below
8-day: 62.2% above, 37.8% below
10-day: 48.3% above, 51.7% below
20-day: 47.6% above, 52.4% below
50-day: 56.0% above, 44.0% below
200-day: 63.3% above, 36.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160621 11:37 am ET)
ENER(96): 0.34% Top=ETE PDCE EEP ETP EPD DK NBR HAL ….. FET CPE MTDR SEMG ATW CWEI SN WMB=Bottom (Energy)
INSU(30): 0.23% Top=AWH AFL AXS BRO CINF PGR HIG ORI ….. FAF AJG XL LNC CNO AGO RDN MBI=Bottom (Insurance)
COSW(92): 0.12% Top=IMPV MTCH BITA CYBR VIPS MSFT WB SYMC ….. VEEV BIDU SABR WUBA TEAM WBMD NTCT GRUB=Bottom (Computer Software/Internet)
REAL(93): 0.03% Top=WPG AMT BAM DLR HR ACC MAC VTR ….. CLNY TREE JLL ALLY SC NRF RLGY HTS=Bottom (Real Estate)
CONS(53): -0.03% Top=RL COH FOSL COTY CLX NKE PVH FL ….. CCK GIII GT PAY HAR MFRM SCSS KS=Bottom (Consumer)
ELEC(50): -0.16% Top=CRUS MU FIT CAVM AMAT ORBK TER NXPI ….. JBL AMBA CSIQ FSLR KEYS SPWR BRKR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(43): -0.23% Top=GIMO BRCD WDC AAPL STX HPQ CTL CCI ….. CRAY GOGO LITE FNSR OLED CIEN KN INFN=Bottom (Computer Hardware/Telecom)
LEIS(34): -0.24% Top=GPRO JACK LVS CCL SBUX WYNN RCL BYD ….. PLAY DRII SONC QSR HLT DNKN SHAK CMG=Bottom (Leisure)
FINA(97): -0.27% Top=KKR LM SBNY FRC BMO TD ARCC PFG ….. PYPL WAL WETF NSAM SLM WDR BOFI OMF=Bottom (Banks/Financials)
MATE(30): -0.36% Top=LEN VMC WM MDC RSG DHI PHM KBH ….. USG SRCL TOL FLR BECN DY DAR SUM=Bottom (Materials & Construction)
RETA(66): -0.51% Top=ANF TJX JWN ROST URBN COST DKS TGT ….. BID ASNA BLDR LL NFLX AN KMX GNC=Bottom (Retail & Specialty Retail)
HEAL(53): -0.52% Top=OPK RMD INCR BDX VAR COO ACHC LH ….. NXTM THC CYH BKD DXCM ZLTQ CPHD PODD=Bottom (Health)
DISV(50): -0.57% Top=XRS MAN WOOF FDC VRSK LDOS SCI G ….. AAN TMH DV PRAA ADS WTW R YY=Bottom (Diversified Services)
CHEM(26): -0.89% Top=IFF DOW GRA RPM DD EMN SHW ALB ….. MOS AXTA HUN CC MEOH CF POT PAH=Bottom (Chemicals/Fertilizers)
MANU(37): -0.98% Top=TEX BWXT GE DHR HON DDD ROP CAT ….. RS TKR RBC KMT JOY SEDG RXN ATI=Bottom (Manufacturing)
TRAN(30): -1.15% Top=UAL ALK DAL LUV AAL HA JBLU UPS ….. CP ODFL XPO KEX KNX SWFT BRS WERN=Bottom (Transportation)
META(29): -1.40% Top=SLCA AA CNX GSM AGI NEM FCX SCCO ….. AG TCK TAHO NUE CMC STLD 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 11:37 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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