daytrend

06/23/2016

Filed under: Market Stats — daytrend @ 2:22 pm

Market Stats at 3:21 pm ET
by daytrend on 20160623. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 916.

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

COMPARED TO YESTERDAY’S RANGE (20160623 3:21 pm ET)
55.5% of stocks are above yesterday’s high.
84.2% are above yesterday’s midpoint. (15.8% are below.)
3.6% are below yesterday’s low.
40.9% are inside yesterday’s range.
80.3% of stocks with today’s high > yesterday’s high. (19.7% less than).
10.9% of stocks with today’s low < yesterday’s low. (89.1% greater than).

EVIDENCE OF INTRADAY TREND (20160623 3:21 pm ET)
65.0% of stocks are above today’s open. (34.0% are below).
64.1% of stocks are above today’s open and yesterday’s close.
8.7% are below both.
35.6% of stocks opened above yesterday’s high.
96.4% of stocks opened above yesterday’s close. (3.5% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160623 3:21 pm ET)
15.9% of stocks are in the top 10% of today’s range.
31.7% are in the top 20%.
64.6% are in the top half. 35.4% of stocks are in the bottom half of today’s range.
14.5% are in the bottom 20%.
8.0% are in the bottom 10%.

GAIN (20160623 3:21 pm ET)
90.4% of stocks are above yesterday’s close. (9.6% are below.)
3.4% are up 4.5% or more. 0.1% are down 4.5% or more.
9.4% are up 3.5% or more. 0.1% are down 3.5% or more.
34.4% are between +1% and -1%.

RSI on DAILY (20160623 3:21 pm ET)
2-day: >=95:19.7%…>=90:35.9%…>=80:58.4%…>=50:88.0%…<=20:2.9%…<=10:1.1%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:74.9%…<=20:0.5%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:71.2%…<=20:0.2%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160623 3:21 pm ET)
55.5% above previous 1 highs, 3.6% below previous 1 lows
47.9% above previous 2 highs, 2.9% below previous 2 lows
35.8% above previous 3 highs, 2.5% below previous 3 lows
34.5% above previous 4 highs, 1.5% below previous 4 lows
34.3% above previous 5 highs, 1.1% below previous 5 lows
32.8% above previous 6 highs, 1.1% below previous 6 lows
31.4% above previous 7 highs, 1.0% below previous 7 lows
27.4% above previous 8 highs, 1.0% below previous 8 lows
21.9% above previous 9 highs, 1.0% below previous 9 lows
16.3% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160623 3:21 pm ET)
90.4% are above or equal to 6/22 close (1 days ago), 9.6% are below.
81.0% are above or equal to 6/21 close (2 days ago), 19.0% are below.
76.7% are above or equal to 6/20 close (3 days ago), 23.3% are below.
85.0% are above or equal to 6/17 close (4 days ago), 15.0% are below.
83.5% are above or equal to 6/16 close (5 days ago), 16.5% are below.
81.4% are above or equal to 6/15 close (6 days ago), 18.6% are below.
82.8% are above or equal to 6/14 close (7 days ago), 17.2% are below.
76.6% are above or equal to 6/13 close (8 days ago), 23.4% are below.
63.5% are above or equal to 6/10 close (9 days ago), 36.5% are below.
41.8% are above or equal to 6/9 close (10 days ago), 58.2% are below.
39.2% are above or equal to 6/8 close (11 days ago), 60.8% are below.
43.9% are above or equal to 6/7 close (12 days ago), 56.1% are below.
49.6% are above or equal to 6/6 close (13 days ago), 50.4% are below.
56.4% are above or equal to 6/3 close (14 days ago), 43.6% are below.
52.6% are above or equal to 6/2 close (15 days ago), 47.4% are below.
56.0% are above or equal to 6/1 close (16 days ago), 44.0% are below.
57.6% are above or equal to 5/31 close (17 days ago), 42.4% are below.
58.3% are above or equal to 5/27 close (18 days ago), 41.7% are below.
62.2% are above or equal to 5/26 close (19 days ago), 37.8% are below.
60.3% are above or equal to 5/25 close (20 days ago), 39.7% are below.
64.8% are above or equal to 5/24 close (21 days ago), 35.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160623 3:21 pm ET)
20d: 18.7% new highs, 2.0% new lows
21d: 18.7% new highs, 1.9% new lows
42d: 12.4% new highs, 1.4% new lows
63d: 11.7% new highs, 1.3% new lows
126d: 10.0% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160623 3:21 pm ET)
2-day: 90.0% above, 10.0% below
3-day: 87.3% above, 12.7% below
4-day: 84.2% above, 15.8% below
5-day: 84.4% above, 15.6% below
8-day: 85.8% above, 14.2% below
10-day: 82.4% above, 17.6% below
20-day: 64.8% above, 35.2% below
50-day: 65.5% above, 34.5% below
200-day: 67.9% above, 32.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160623 3:21 pm ET)
FINA(97): 2.49% Top=SIVB TCBI SCHW OZRK WETF CMA SLM WDR ….. EFX WU BMO CBOE ARCC NSAM BXS ACAS=Bottom (Banks/Financials)
CHEM(26): 2.37% Top=PAH CC POT MOS HUN PPG AGU WLK ….. FMC DD CE DOW ALB AXTA IFF SHW=Bottom (Chemicals/Fertilizers)
COHW(44): 2.16% Top=GOGO SSYS PSTG INFN WDC SYNA CRAY JNPR ….. CCI CDW HRS MSI COMM AAPL GIMO CMTL=Bottom (Computer Hardware/Telecom)
COSW(93): 1.85% Top=TWTR SHOP YELP IMPV SINA PFPT NOW BITA ….. SABR BIDU TSS GOOG DOX VIPS ACN RHT=Bottom (Computer Software/Internet)
ENER(97): 1.77% Top=CWEI ATW SEMG UNT RIG WPZ RDC EMES ….. NBL RRC EPE COG NFX ETE GPOR WLL=Bottom (Energy)
ELEC(49): 1.70% Top=MU CY FIT QRVO CRUS TRMB JBL MLNX ….. BRKR QLGC HIMX MXL CREE FEIC SCTY FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(38): 1.67% Top=ATI JOY DDD MRC CFX CMI ZBRA RBC ….. XYL ITW RXN AGCO HON DE BWXT SEDG=Bottom (Manufacturing)
LEIS(35): 1.63% Top=DRII CMG LQ TXRH LVS HLT SONC YUM ….. MGM CAKE SBUX SHAK ARMK PLAY MCD BOBE=Bottom (Leisure)
MATE(30): 1.62% Top=SUM EXP WY VMC FLR TPC MTZ TPH ….. SRCL LEN AWI WM MAS RSG WCN OC=Bottom (Materials & Construction)
INSU(31): 1.60% Top=LNC PRU MET AWH UNM FAF MBI FNF ….. PGR ORI AGO AON AFL AXS WLTW AIZ=Bottom (Insurance)
HEAL(55): 1.37% Top=NVRO THC CPHD HOLX OPK STE NXTM GMED ….. AET ADPT MOH VWR DXCM ANTM PEN WCG=Bottom (Health)
DISV(50): 1.37% Top=PRAA ACM URI SBAC RRD CAR MCO KBR ….. MAN XRS SERV G TMH MYGN YY FDC=Bottom (Diversified Services)
TRAN(30): 1.07% Top=XPO BRS TK HA NAT CP SWFT WAB ….. JBLU CHRW UAL SAVE DAL ALK KNX LUV=Bottom (Transportation)
RETA(67): 0.99% Top=BLDR PAG BID OLLI TLRD AEO JCP KAR ….. TJX URBN BIG ROST COST BURL STMP FINL=Bottom (Retail & Specialty Retail)
META(28): 0.99% Top=X CNX TCK SWC SLCA SCCO AA CCJ ….. FNV AGI NEM AEM ABX CMC GG FSM=Bottom (Metals & Mining)
CONS(53): 0.71% Top=TUP GIII OI WRK HAR IP CRI KATE ….. CLX WHR FBHS CHD FOSL FL NKE MFRM=Bottom (Consumer)
REAL(93): 0.68% Top=SC TREE JLL ALLY SLG CBG CSAL CUZ ….. EXR AVB STOR CUBE UDR RPAI EQR ESS=Bottom (Real Estate)

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 3:21 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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