daytrend

06/21/2016

Filed under: Market Stats — daytrend @ 11:54 am

Market Stats at 12:53 pm 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 12:53 pm ET)
9.4% of stocks are above yesterday’s high.
29.8% are above yesterday’s midpoint. (70.2% are below.)
31.7% are below yesterday’s low.
59.0% are inside yesterday’s range.
21.0% of stocks with today’s high > yesterday’s high. (79.0% less than).
62.3% of stocks with today’s low < yesterday’s low. (37.7% greater than).

EVIDENCE OF INTRADAY TREND (20160621 12:53 pm ET)
37.0% of stocks are above today’s open. (61.1% are below).
31.5% of stocks are above today’s open and yesterday’s close.
46.9% 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 12:53 pm ET)
7.8% of stocks are in the top 10% of today’s range.
16.1% are in the top 20%.
46.2% are in the top half. 53.8% of stocks are in the bottom half of today’s range.
22.2% are in the bottom 20%.
12.9% are in the bottom 10%.

GAIN (20160621 12:53 pm ET)
47.7% of stocks are above yesterday’s close. (52.3% are below.)
0.4% are up 4.5% or more. 1.0% are down 4.5% or more.
0.9% are up 3.5% or more. 1.7% are down 3.5% or more.
67.3% are between +1% and -1%.

RSI on DAILY (20160621 12:53 pm ET)
2-day: >=95:8.0%…>=90:16.4%…>=80:31.7%…>=50:65.3%…<=20:9.2%…<=10:4.5%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.8%…>=50:54.8%…<=20:1.4%…<=10:0.3%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:57.0%…<=20:0.6%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160621 12:53 pm ET)
9.4% above previous 1 highs, 31.7% below previous 1 lows
8.9% above previous 2 highs, 9.0% below previous 2 lows
8.6% above previous 3 highs, 4.1% below previous 3 lows
7.9% above previous 4 highs, 4.1% below previous 4 lows
7.3% above previous 5 highs, 3.4% below previous 5 lows
6.1% above previous 6 highs, 3.3% below previous 6 lows
4.8% above previous 7 highs, 3.1% below previous 7 lows
3.9% above previous 8 highs, 3.1% below previous 8 lows
2.9% above previous 9 highs, 3.1% below previous 9 lows
2.9% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160621 12:53 pm ET)
47.7% are above or equal to 6/20 close (1 days ago), 52.3% are below.
73.6% are above or equal to 6/17 close (2 days ago), 26.4% are below.
72.3% are above or equal to 6/16 close (3 days ago), 27.7% are below.
67.9% are above or equal to 6/15 close (4 days ago), 32.1% are below.
72.2% are above or equal to 6/14 close (5 days ago), 27.8% are below.
60.2% are above or equal to 6/13 close (6 days ago), 39.8% are below.
44.3% are above or equal to 6/10 close (7 days ago), 55.7% are below.
27.9% are above or equal to 6/9 close (8 days ago), 72.1% are below.
25.2% are above or equal to 6/8 close (9 days ago), 74.8% are below.
31.6% are above or equal to 6/7 close (10 days ago), 68.4% are below.
36.9% are above or equal to 6/6 close (11 days ago), 63.1% are below.
44.2% are above or equal to 6/3 close (12 days ago), 55.8% are below.
42.4% are above or equal to 6/2 close (13 days ago), 57.6% are below.
46.6% are above or equal to 6/1 close (14 days ago), 53.4% are below.
48.2% are above or equal to 5/31 close (15 days ago), 51.8% are below.
49.0% are above or equal to 5/27 close (16 days ago), 51.0% are below.
53.4% are above or equal to 5/26 close (17 days ago), 46.6% are below.
52.1% are above or equal to 5/25 close (18 days ago), 47.9% 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.
63.8% are above or equal to 5/20 close (21 days ago), 36.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160621 12:53 pm ET)
20d: 5.8% new highs, 4.7% new lows
21d: 5.8% new highs, 4.4% new lows
42d: 4.0% new highs, 3.0% new lows
63d: 3.7% new highs, 2.8% new lows
126d: 3.1% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160621 12:53 pm ET)
2-day: 45.7% above, 54.3% below
3-day: 65.7% above, 34.3% below
4-day: 70.7% above, 29.3% below
5-day: 70.4% above, 29.6% below
8-day: 63.6% above, 36.4% below
10-day: 49.2% above, 50.8% below
20-day: 49.4% above, 50.6% below
50-day: 55.8% above, 44.2% below
200-day: 62.8% above, 37.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160621 12:53 pm ET)
ENER(96): 0.92% Top=ETE PDCE ETP WPX EEP CLR SPN EPE ….. WPZ FET ATW CWEI WNR SEMG SN WMB=Bottom (Energy)
INSU(30): 0.27% Top=AWH AFL BRO AXS ORI PGR CINF FNF ….. AFSI AJG FAF LNC CNO AGO RDN MBI=Bottom (Insurance)
COSW(92): 0.22% Top=IMPV MTCH CYBR BITA VIPS MSFT SQ WB ….. WIX VEEV WBMD TTWO BIDU NTCT SABR GRUB=Bottom (Computer Software/Internet)
REAL(93): 0.15% Top=WPG AMT DLR BAM ACC SRC OFC VTR ….. CBG TREE NRF ALLY JLL SC RLGY HTS=Bottom (Real Estate)
CONS(53): -0.07% Top=COH FOSL RL CLX NKE PG COTY UA ….. CCK VSTO GIII GT PAY HAR SCSS KS=Bottom (Consumer)
COHW(43): -0.08% Top=BRCD WDC GIMO WIN CTL HPQ STX VZ ….. GOGO CIEN OLED FNSR LITE CRAY INFN KN=Bottom (Computer Hardware/Telecom)
ELEC(50): -0.24% Top=CRUS MU FIT CAVM MRVL AMAT TER CREE ….. JBL BRKR MTSC CY CSIQ AMBA KEYS SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(97): -0.25% Top=KKR BMO LM FRC SBNY TD EFX ARCC ….. SF WAL PYPL WETF SLM WDR BOFI OMF=Bottom (Banks/Financials)
HEAL(53): -0.28% Top=OPK RMD INCR BDX ESRX VAR ACHC COO ….. BKD NVRO CYH MOH ELGX CPHD ZLTQ PODD=Bottom (Health)
LEIS(34): -0.35% Top=GPRO JACK LVS SBUX WYNN CCL RCL BYD ….. WYN SONC QSR HLT SHAK DNKN CMG PLAY=Bottom (Leisure)
DISV(50): -0.48% Top=XRS VRSK SCI LDOS WOOF MAN FDC TRU ….. HMHC PRAA TMH WTW AAN R DV YY=Bottom (Diversified Services)
RETA(66): -0.54% Top=JCP ROST TJX BABA ANF KSS URBN COST ….. ASNA OLLI NFLX BLDR AN LL KMX GNC=Bottom (Retail & Specialty Retail)
CHEM(26): -0.70% Top=GRA DOW IFF ALB RPM PPG EMN DD ….. WLK HUN CC POL PAH POT MEOH CF=Bottom (Chemicals/Fertilizers)
MATE(30): -0.86% Top=RSG VMC WM PWR EXP MLM CVA TPC ….. MDC KBH CAA TPH TOL DAR LEN SUM=Bottom (Materials & Construction)
MANU(37): -0.94% Top=TEX BWXT GE DHR HON ROP DDD CAT ….. RS SEDG TKR RBC KMT JOY ATI RXN=Bottom (Manufacturing)
TRAN(30): -1.29% Top=UAL ALK DAL LUV HA AAL TRN KSU ….. CP ODFL XPO KEX KNX SWFT BRS WERN=Bottom (Transportation)
META(29): -1.46% Top=SLCA HCLP AA CNX GSM FCX SCCO CCJ ….. ABX NUE AG TAHO 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 12:53 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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