daytrend

06/21/2016

Filed under: Market Stats — daytrend @ 12:10 pm

Market Stats at 1:09 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 1:09 pm ET)
10.0% of stocks are above yesterday’s high.
32.1% are above yesterday’s midpoint. (67.9% are below.)
28.7% are below yesterday’s low.
61.3% are inside yesterday’s range.
21.1% of stocks with today’s high > yesterday’s high. (78.9% less than).
62.6% of stocks with today’s low < yesterday’s low. (37.4% greater than).

EVIDENCE OF INTRADAY TREND (20160621 1:09 pm ET)
39.9% of stocks are above today’s open. (58.7% are below).
34.9% of stocks are above today’s open and yesterday’s close.
44.1% 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 1:09 pm ET)
9.9% of stocks are in the top 10% of today’s range.
19.3% are in the top 20%.
50.3% are in the top half. 49.7% of stocks are in the bottom half of today’s range.
16.6% are in the bottom 20%.
5.6% are in the bottom 10%.

GAIN (20160621 1:09 pm ET)
51.0% of stocks are above yesterday’s close. (49.0% are below.)
0.4% are up 4.5% or more. 0.9% are down 4.5% or more.
1.0% are up 3.5% or more. 1.4% are down 3.5% or more.
69.3% are between +1% and -1%.

RSI on DAILY (20160621 1:09 pm ET)
2-day: >=95:8.5%…>=90:16.7%…>=80:34.0%…>=50:68.5%…<=20:8.9%…<=10:4.1%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.8%…>=50:56.1%…<=20:1.3%…<=10:0.3%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:57.6%…<=20:0.3%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160621 1:09 pm ET)
10.0% above previous 1 highs, 28.7% below previous 1 lows
9.6% above previous 2 highs, 7.8% below previous 2 lows
9.2% above previous 3 highs, 3.2% below previous 3 lows
8.4% above previous 4 highs, 3.2% below previous 4 lows
7.8% above previous 5 highs, 2.8% below previous 5 lows
6.7% above previous 6 highs, 2.8% below previous 6 lows
5.3% above previous 7 highs, 2.5% below previous 7 lows
4.1% above previous 8 highs, 2.5% below previous 8 lows
3.1% above previous 9 highs, 2.5% below previous 9 lows
3.1% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160621 1:09 pm ET)
51.0% are above or equal to 6/20 close (1 days ago), 49.0% are below.
75.7% are above or equal to 6/17 close (2 days ago), 24.3% are below.
74.1% are above or equal to 6/16 close (3 days ago), 25.9% are below.
70.2% are above or equal to 6/15 close (4 days ago), 29.8% are below.
72.5% are above or equal to 6/14 close (5 days ago), 27.5% are below.
61.1% are above or equal to 6/13 close (6 days ago), 38.9% are below.
46.6% are above or equal to 6/10 close (7 days ago), 53.4% are below.
28.1% are above or equal to 6/9 close (8 days ago), 71.9% are below.
25.6% are above or equal to 6/8 close (9 days ago), 74.4% are below.
32.1% are above or equal to 6/7 close (10 days ago), 67.9% are below.
38.0% are above or equal to 6/6 close (11 days ago), 62.0% are below.
44.6% are above or equal to 6/3 close (12 days ago), 55.4% are below.
43.0% are above or equal to 6/2 close (13 days ago), 57.0% are below.
47.6% are above or equal to 6/1 close (14 days ago), 52.4% are below.
48.4% are above or equal to 5/31 close (15 days ago), 51.6% are below.
49.9% are above or equal to 5/27 close (16 days ago), 50.1% are below.
53.9% are above or equal to 5/26 close (17 days ago), 46.1% are below.
53.1% are above or equal to 5/25 close (18 days ago), 46.9% are below.
56.7% are above or equal to 5/24 close (19 days ago), 43.3% are below.
65.3% are above or equal to 5/23 close (20 days ago), 34.7% 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 1:09 pm ET)
20d: 5.8% new highs, 4.8% new lows
21d: 5.8% new highs, 4.5% new lows
42d: 4.0% new highs, 3.1% new lows
63d: 3.7% new highs, 2.9% new lows
126d: 3.1% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160621 1:09 pm ET)
2-day: 49.4% above, 50.6% below
3-day: 67.8% above, 32.2% below
4-day: 73.4% above, 26.6% below
5-day: 73.0% above, 27.0% below
8-day: 65.5% above, 34.5% below
10-day: 51.0% above, 49.0% below
20-day: 50.5% above, 49.5% below
50-day: 56.5% above, 43.5% below
200-day: 63.3% above, 36.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160621 1:09 pm ET)
ENER(96): 1.02% Top=ETE ETP PDCE WPX EPE CLR SPN EEP ….. SM FET WPZ SEMG WNR ATW SN WMB=Bottom (Energy)
INSU(30): 0.31% Top=AWH AFL ORI AXS BRO PGR CINF PRU ….. AFSI AJG FAF CNO LNC AGO MBI RDN=Bottom (Insurance)
COSW(92): 0.29% Top=IMPV MTCH VIPS CYBR BITA MSFT CSRA WB ….. WUBA VEEV WBMD TTWO BIDU SABR NTCT GRUB=Bottom (Computer Software/Internet)
REAL(93): 0.17% Top=WPG AMT DLR BAM ACC PEB OFC SRC ….. CBG TREE NRF ALLY SC JLL RLGY HTS=Bottom (Real Estate)
CONS(53): 0.03% Top=COH FOSL RL FL CLX NKE UA PG ….. GIII CCK VSTO PAY GT HAR SCSS KS=Bottom (Consumer)
COHW(43): 0.03% Top=WDC BRCD WIN HPQ GIMO CTL STX PSTG ….. GOGO CIEN FNSR CRAY OLED LITE INFN KN=Bottom (Computer Hardware/Telecom)
ELEC(50): -0.12% Top=CRUS MU FIT CAVM ISIL AMAT MRVL TER ….. SPWR CY BRKR MTSC JBL AMBA KEYS SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(97): -0.13% Top=KKR BMO SBNY LM FRC TD ARCC WTFC ….. PVTB WAL WETF PYPL BOFI SLM WDR OMF=Bottom (Banks/Financials)
HEAL(53): -0.17% Top=OPK RMD INCR BDX ESRX ACHC COO VAR ….. BKD NVRO ELGX CYH MOH CPHD ZLTQ PODD=Bottom (Health)
LEIS(34): -0.20% Top=GPRO JACK LVS WYNN SBUX MGM RCL BYD ….. SONC WYN HLT SHAK PLAY QSR CMG DNKN=Bottom (Leisure)
DISV(50): -0.36% Top=XRS VRSK FDC WOOF MAN LDOS SCI CAR ….. HMHC PRAA TMH WTW AAN DV R YY=Bottom (Diversified Services)
RETA(66): -0.36% Top=W JCP ROST ANF TJX URBN TLRD KSS ….. BID OLLI BLDR NFLX AN LL KMX GNC=Bottom (Retail & Specialty Retail)
CHEM(26): -0.62% Top=GRA IFF DOW ALB PPG RPM MOS EMN ….. AXTA WLK POL HUN PAH MEOH POT CF=Bottom (Chemicals/Fertilizers)
MATE(30): -0.66% Top=VMC RSG WM TPC PWR MLM EXP CVA ….. BECN MDC CAA LEN TPH TOL DAR SUM=Bottom (Materials & Construction)
MANU(37): -0.84% Top=TEX BWXT GE DDD DHR HON CAT ROP ….. RS SEDG TKR RBC KMT JOY ATI RXN=Bottom (Manufacturing)
TRAN(30): -1.11% Top=UAL ALK DAL LUV HA AAL JBLU TRN ….. CP ODFL XPO KNX KEX SWFT BRS WERN=Bottom (Transportation)
META(29): -1.30% Top=SLCA HCLP AA CNX GSM SCCO CCJ FCX ….. FNV FSM NUE 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 1:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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