daytrend

06/22/2016

Filed under: Market Stats — daytrend @ 12:34 pm

Market Stats at 1:33 pm ET
by daytrend on 20160622. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 914.

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

COMPARED TO YESTERDAY’S RANGE (20160622 1:33 pm ET)
16.4% of stocks are above yesterday’s high.
51.5% are above yesterday’s midpoint. (48.5% are below.)
17.9% are below yesterday’s low.
65.6% are inside yesterday’s range.
57.0% of stocks with today’s high > yesterday’s high. (43.0% less than).
32.7% of stocks with today’s low < yesterday’s low. (67.3% greater than).

EVIDENCE OF INTRADAY TREND (20160622 1:33 pm ET)
37.7% of stocks are above today’s open. (61.1% are below).
35.2% of stocks are above today’s open and yesterday’s close.
49.0% are below both.
9.8% of stocks opened above yesterday’s high.
63.3% of stocks opened above yesterday’s close. (28.7% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160622 1:33 pm ET)
1.8% of stocks are in the top 10% of today’s range.
4.6% are in the top 20%.
26.6% are in the top half. 73.4% of stocks are in the bottom half of today’s range.
35.0% are in the bottom 20%.
13.8% are in the bottom 10%.

GAIN (20160622 1:33 pm ET)
48.2% of stocks are above yesterday’s close. (51.8% are below.)
0.3% are up 4.5% or more. 0.7% are down 4.5% or more.
0.5% are up 3.5% or more. 1.5% are down 3.5% or more.
76.8% are between +1% and -1%.

RSI on DAILY (20160622 1:33 pm ET)
2-day: >=95:8.5%…>=90:17.7%…>=80:30.4%…>=50:58.2%…<=20:10.6%…<=10:4.5%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:56.5%…<=20:0.5%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:56.5%…<=20:0.2%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160622 1:33 pm ET)
16.4% above previous 1 highs, 17.9% below previous 1 lows
7.8% above previous 2 highs, 13.6% below previous 2 lows
7.5% above previous 3 highs, 5.9% below previous 3 lows
7.5% above previous 4 highs, 4.3% below previous 4 lows
6.6% above previous 5 highs, 4.0% below previous 5 lows
6.5% above previous 6 highs, 3.5% below previous 6 lows
4.8% above previous 7 highs, 3.5% below previous 7 lows
3.5% above previous 8 highs, 3.5% below previous 8 lows
2.6% above previous 9 highs, 3.4% below previous 9 lows
2.1% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160622 1:33 pm ET)
48.2% are above or equal to 6/21 close (1 days ago), 51.8% are below.
51.3% are above or equal to 6/20 close (2 days ago), 48.7% are below.
73.2% are above or equal to 6/17 close (3 days ago), 26.8% are below.
71.7% are above or equal to 6/16 close (4 days ago), 28.3% are below.
68.1% are above or equal to 6/15 close (5 days ago), 31.9% are below.
71.0% are above or equal to 6/14 close (6 days ago), 29.0% are below.
62.4% are above or equal to 6/13 close (7 days ago), 37.6% are below.
45.7% are above or equal to 6/10 close (8 days ago), 54.3% are below.
26.9% are above or equal to 6/9 close (9 days ago), 73.1% are below.
26.9% are above or equal to 6/8 close (10 days ago), 73.1% are below.
32.4% are above or equal to 6/7 close (11 days ago), 67.6% are below.
38.0% are above or equal to 6/6 close (12 days ago), 62.0% are below.
44.4% are above or equal to 6/3 close (13 days ago), 55.6% are below.
44.2% are above or equal to 6/2 close (14 days ago), 55.8% are below.
47.3% are above or equal to 6/1 close (15 days ago), 52.7% are below.
48.4% are above or equal to 5/31 close (16 days ago), 51.6% are below.
49.8% are above or equal to 5/27 close (17 days ago), 50.2% are below.
54.2% are above or equal to 5/26 close (18 days ago), 45.8% are below.
52.8% are above or equal to 5/25 close (19 days ago), 47.2% are below.
56.8% are above or equal to 5/24 close (20 days ago), 43.2% are below.
66.7% are above or equal to 5/23 close (21 days ago), 33.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160622 1:33 pm ET)
20d: 9.1% new highs, 3.8% new lows
21d: 9.1% new highs, 3.7% new lows
42d: 6.7% new highs, 2.3% new lows
63d: 6.3% new highs, 2.1% new lows
126d: 5.5% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160622 1:33 pm ET)
2-day: 46.2% above, 53.8% below
3-day: 50.0% above, 50.0% below
4-day: 60.7% above, 39.3% below
5-day: 66.2% above, 33.8% below
8-day: 67.5% above, 32.5% below
10-day: 57.5% above, 42.5% below
20-day: 49.3% above, 50.7% below
50-day: 57.3% above, 42.7% below
200-day: 63.8% above, 36.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160622 1:33 pm ET)
INSU(31): 0.43% Top=RDN MTG MBI XL PRU UNM ORI CINF ….. AFSI AON AGO MET WLTW FNF TRV FAF=Bottom (Insurance)
FINA(97): 0.32% Top=LPLA PVTB HBHC BOFI PACW WU TCBI SEIC ….. VOYA TD AXP LM SYF NAVI NSAM OMF=Bottom (Banks/Financials)
HEAL(53): 0.17% Top=ABT DGX UHS VAR MD THC LH ESRX ….. AET ADPT INCR DXCM NVRO ANTM NXTM OPK=Bottom (Health)
CONS(54): 0.12% Top=PAY BERY PKG TPX TUP GPK MFRM EL ….. LULU CRI SKX UA VSTO FOSL KS GIII=Bottom (Consumer)
MATE(30): 0.07% Top=KBH BECN TPH WY OC WM SRCL PWR ….. TOL CAA PHM DAR MTZ EXP DY SUM=Bottom (Materials & Construction)
ELEC(49): 0.00% Top=SCTY JBL SANM GLW LRCX AMAT FLEX BRKR ….. SPWR MCHP IDTI CRUS CREE MTSI CAVM FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -0.07% Top=FMC DD PX SHW HUN WLK MEOH DOW ….. RPM POL MON ALB EMN CF PAH CC=Bottom (Chemicals/Fertilizers)
REAL(93): -0.17% Top=TREE CPT CBG LHO HST CSAL JLL AGNC ….. NRZ CLNY NRF VTR HCN SC HCP WPG=Bottom (Real Estate)
DISV(50): -0.18% Top=TMH XRS PCLN DV MYGN MAN ZG HRB ….. HMHC VNTV MRKT FLT VRSK AAN WTW YY=Bottom (Diversified Services)
RETA(67): -0.19% Top=RH WSM URBN GNC GME DDS JWN TGT ….. STMP JCP BLDR GES SPLS FRAN TLRD KMX=Bottom (Retail & Specialty Retail)
META(29): -0.22% Top=ABX GG BVN TAHO NEM CDE AEM GSM ….. NUE TCK CNX FCX RGLD STLD X SWC=Bottom (Metals & Mining)
TRAN(30): -0.27% Top=CP SAVE NSC CNI KEX XPO WAB UAL ….. UPS ALK NAT KNX SWFT WERN BRS FDX=Bottom (Transportation)
ENER(96): -0.34% Top=NFX EQM ETE PAGP EMES GEL TLLP RDC ….. CVE UNT WMB ECA EPE SWN CWEI QEP=Bottom (Energy)
MANU(38): -0.34% Top=CFX RBC ZBRA BWXT ROK AGCO TEX AOS ….. MRC EMR PNR RXN ATI DDD JOY ATU=Bottom (Manufacturing)
LEIS(35): -0.42% Top=SIX JACK CCL EXPE CMG SHAK SONC ARMK ….. QSR GPRO BLMN WEN BYD PLAY DPZ MCD=Bottom (Leisure)
COSW(92): -0.55% Top=CSRA WIX NTES INXN TEAM SINA CA CERN ….. FEYE HPE PFPT WB BITA SQ ROVI ADBE=Bottom (Computer Software/Internet)
COHW(44): -0.66% Top=GIMO GOGO INFN SYNA QCOM BRCD T STX ….. NSR PANW SSYS ANET WIN PSTG BBRY HPQ=Bottom (Computer Hardware/Telecom)

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 1:33 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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