daytrend

06/22/2016

Filed under: Market Stats — daytrend @ 1:48 pm

Market Stats at 2:48 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 2:48 pm ET)
14.3% of stocks are above yesterday’s high.
49.1% are above yesterday’s midpoint. (50.9% are below.)
18.7% are below yesterday’s low.
67.0% are inside yesterday’s range.
57.9% of stocks with today’s high > yesterday’s high. (42.1% less than).
34.1% of stocks with today’s low < yesterday’s low. (65.9% greater than).

EVIDENCE OF INTRADAY TREND (20160622 2:48 pm ET)
34.8% of stocks are above today’s open. (63.1% are below).
32.9% of stocks are above today’s open and yesterday’s close.
52.1% 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 2:48 pm ET)
2.2% of stocks are in the top 10% of today’s range.
5.7% are in the top 20%.
26.7% are in the top half. 73.3% of stocks are in the bottom half of today’s range.
36.3% are in the bottom 20%.
22.2% are in the bottom 10%.

GAIN (20160622 2:48 pm ET)
45.1% of stocks are above yesterday’s close. (54.9% are below.)
0.7% are up 4.5% or more. 0.8% are down 4.5% or more.
0.9% are up 3.5% or more. 1.2% are down 3.5% or more.
74.7% are between +1% and -1%.

RSI on DAILY (20160622 2:48 pm ET)
2-day: >=95:7.1%…>=90:16.0%…>=80:29.5%…>=50:57.5%…<=20:11.8%…<=10:4.5%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:54.6%…<=20:0.9%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:56.1%…<=20:0.2%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160622 2:48 pm ET)
14.3% above previous 1 highs, 18.7% below previous 1 lows
7.3% above previous 2 highs, 15.2% below previous 2 lows
7.2% above previous 3 highs, 6.3% below previous 3 lows
7.2% above previous 4 highs, 4.5% below previous 4 lows
6.6% above previous 5 highs, 4.4% below previous 5 lows
6.6% above previous 6 highs, 3.7% below previous 6 lows
5.3% above previous 7 highs, 3.7% below previous 7 lows
3.9% above previous 8 highs, 3.7% below previous 8 lows
3.1% above previous 9 highs, 3.7% below previous 9 lows
2.3% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160622 2:48 pm ET)
45.1% are above or equal to 6/21 close (1 days ago), 54.9% are below.
49.3% are above or equal to 6/20 close (2 days ago), 50.7% are below.
71.8% are above or equal to 6/17 close (3 days ago), 28.2% are below.
71.0% are above or equal to 6/16 close (4 days ago), 29.0% are below.
67.3% are above or equal to 6/15 close (5 days ago), 32.7% are below.
70.6% are above or equal to 6/14 close (6 days ago), 29.4% are below.
61.4% are above or equal to 6/13 close (7 days ago), 38.6% are below.
45.7% are above or equal to 6/10 close (8 days ago), 54.3% are below.
27.2% are above or equal to 6/9 close (9 days ago), 72.8% are below.
26.0% are above or equal to 6/8 close (10 days ago), 74.0% are below.
32.3% are above or equal to 6/7 close (11 days ago), 67.7% are below.
37.6% are above or equal to 6/6 close (12 days ago), 62.4% are below.
44.4% are above or equal to 6/3 close (13 days ago), 55.6% are below.
43.8% are above or equal to 6/2 close (14 days ago), 56.2% are below.
46.9% are above or equal to 6/1 close (15 days ago), 53.1% are below.
48.1% are above or equal to 5/31 close (16 days ago), 51.9% are below.
49.7% are above or equal to 5/27 close (17 days ago), 50.3% are below.
53.5% are above or equal to 5/26 close (18 days ago), 46.5% are below.
52.7% are above or equal to 5/25 close (19 days ago), 47.3% are below.
56.7% are above or equal to 5/24 close (20 days ago), 43.3% are below.
66.6% are above or equal to 5/23 close (21 days ago), 33.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160622 2:48 pm ET)
20d: 9.5% new highs, 3.8% new lows
21d: 9.5% new highs, 3.7% new lows
42d: 7.0% new highs, 2.3% new lows
63d: 6.6% new highs, 2.1% new lows
126d: 5.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160622 2:48 pm ET)
2-day: 44.0% above, 56.0% below
3-day: 47.3% above, 52.7% below
4-day: 59.0% above, 41.0% below
5-day: 65.0% above, 35.0% below
8-day: 65.5% above, 34.5% below
10-day: 56.7% above, 43.3% below
20-day: 48.0% above, 52.0% below
50-day: 57.0% above, 43.0% below
200-day: 63.6% above, 36.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160622 2:48 pm ET)
INSU(31): 0.30% Top=RDN MTG PRU XL MBI UNM ORI ALL ….. L AGO AFSI MET AWH WLTW FAF TRV=Bottom (Insurance)
HEAL(53): 0.21% Top=ABT DGX UHS VAR THC MD CYH ALGN ….. MOH INCR AET DXCM NVRO ANTM NXTM OPK=Bottom (Health)
FINA(97): 0.12% Top=LPLA PFG MS SF WU IBKR AMG EV ….. AXP TD CFG LM NAVI SYF NSAM OMF=Bottom (Banks/Financials)
ELEC(49): 0.10% Top=SCTY JBL SANM MRVL GLW LRCX AMAT FLEX ….. CRUS CREE AMBA QRVO IDTI MTSI CAVM FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(54): 0.01% Top=PAY BERY TUP PKG TPX BLL SEE SCSS ….. KATE CRI SKX VSTO UA GIII FOSL KS=Bottom (Consumer)
ENER(96): -0.07% Top=NFX PAGP EQM EMES TLLP GEL PXD MMP ….. WPX UNT CWEI CVE WMB EPE SWN QEP=Bottom (Energy)
CHEM(26): -0.07% Top=FMC OLN SHW PX DD HUN MEOH WLK ….. MOS ALB EMN POT MON CF PAH CC=Bottom (Chemicals/Fertilizers)
MATE(30): -0.07% Top=KBH BECN TPH WM SRCL OC PWR FLR ….. MDC DY TOL EXP PHM SUM MTZ CAA=Bottom (Materials & Construction)
META(29): -0.11% Top=GG ABX CDE BVN NEM FSM TAHO AA ….. RGLD NUE FCX GSM STLD AGI X SWC=Bottom (Metals & Mining)
REAL(93): -0.13% Top=TREE CSAL HST LHO PEB CPT DRH KRC ….. DRE VTR NRZ HCN CUZ SC WPG HCP=Bottom (Real Estate)
DISV(50): -0.21% Top=TMH DV XRS PCLN MYGN MAN G HRB ….. MRKT HMHC FLT VNTV AAN WTW VRSK YY=Bottom (Diversified Services)
RETA(67): -0.27% Top=RH WSM URBN GNC GME TGT WMT CVS ….. FIVE JCP STMP FRAN GES KMX BLDR TLRD=Bottom (Retail & Specialty Retail)
TRAN(30): -0.35% Top=CP XPO NSC CNI SAVE KEX UAL ODFL ….. LUV ALK NAT TK KNX SWFT BRS FDX=Bottom (Transportation)
MANU(38): -0.43% Top=CFX RBC ROK BWXT TEX SEDG ZBRA CMI ….. HON PNR EMR RXN ATI DDD JOY ATU=Bottom (Manufacturing)
LEIS(35): -0.43% Top=SIX SONC JACK CMG SHAK EXPE CCL ARMK ….. WEN QSR DPZ BLMN MCD DNKN BYD PLAY=Bottom (Leisure)
COSW(92): -0.63% Top=CSRA WIX NTES TEAM INXN CERN SINA GRUB ….. HPE CSOD BITA WB PFPT SQ ROVI ADBE=Bottom (Computer Software/Internet)
COHW(44): -0.71% Top=GIMO INFN GOGO SYNA T QCOM BRCD STX ….. NSR OLED ANET PSTG SSYS WIN 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 2:48 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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