daytrend

06/24/2016

Filed under: Market Stats — daytrend @ 8:50 am

Market Stats at 9:50 am ET
by daytrend on 20160624. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 908.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160624 9:50 am ET)
2.1% of stocks are above yesterday’s high.
3.7% are above yesterday’s midpoint. (96.3% are below.)
86.9% are below yesterday’s low.
11.0% are inside yesterday’s range.
2.5% of stocks with today’s high > yesterday’s high. (97.5% less than).
96.6% of stocks with today’s low < yesterday’s low. (3.4% greater than).

EVIDENCE OF INTRADAY TREND (20160624 9:50 am ET)
78.7% of stocks are above today’s open. (19.4% are below).
1.0% of stocks are above today’s open and yesterday’s close.
18.0% are below both.
1.9% of stocks opened above yesterday’s high.
2.0% of stocks opened above yesterday’s close. (97.4% opened below yesterday’s close).
94.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160624 9:50 am ET)
19.8% of stocks are in the top 10% of today’s range.
42.1% are in the top 20%.
77.6% are in the top half. 22.4% of stocks are in the bottom half of today’s range.
7.2% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN (20160624 9:50 am ET)
3.1% of stocks are above yesterday’s close. (96.9% are below.)
1.2% are up 4.5% or more. 20.5% are down 4.5% or more.
1.5% are up 3.5% or more. 42.8% are down 3.5% or more.
5.3% are between +1% and -1%.

RSI on DAILY (20160624 9:50 am ET)
2-day: >=95:0.2%…>=90:1.3%…>=80:2.3%…>=50:4.5%…<=20:33.4%…<=10:7.8%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:27.2%…<=20:0.9%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:34.7%…<=20:0.3%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160624 9:50 am ET)
2.1% above previous 1 highs, 86.9% below previous 1 lows
2.1% above previous 2 highs, 71.4% below previous 2 lows
2.1% above previous 3 highs, 59.8% below previous 3 lows
2.1% above previous 4 highs, 56.8% below previous 4 lows
1.4% above previous 5 highs, 37.4% below previous 5 lows
0.8% above previous 6 highs, 22.8% below previous 6 lows
0.8% above previous 7 highs, 21.7% below previous 7 lows
0.8% above previous 8 highs, 20.2% below previous 8 lows
0.8% above previous 9 highs, 19.5% below previous 9 lows
0.8% above previous 10 highs, 19.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160624 9:50 am ET)
3.1% are above or equal to 6/23 close (1 days ago), 96.9% are below.
14.6% are above or equal to 6/22 close (2 days ago), 85.4% are below.
14.3% are above or equal to 6/21 close (3 days ago), 85.7% are below.
20.0% are above or equal to 6/20 close (4 days ago), 80.0% are below.
35.0% are above or equal to 6/17 close (5 days ago), 65.0% are below.
40.4% are above or equal to 6/16 close (6 days ago), 59.6% are below.
39.8% are above or equal to 6/15 close (7 days ago), 60.2% are below.
43.3% are above or equal to 6/14 close (8 days ago), 56.7% are below.
39.9% are above or equal to 6/13 close (9 days ago), 60.1% are below.
30.1% are above or equal to 6/10 close (10 days ago), 69.9% are below.
19.5% are above or equal to 6/9 close (11 days ago), 80.5% are below.
18.6% are above or equal to 6/8 close (12 days ago), 81.4% are below.
23.0% are above or equal to 6/7 close (13 days ago), 77.0% are below.
28.4% are above or equal to 6/6 close (14 days ago), 71.6% are below.
32.6% are above or equal to 6/3 close (15 days ago), 67.4% are below.
30.7% are above or equal to 6/2 close (16 days ago), 69.3% are below.
35.5% are above or equal to 6/1 close (17 days ago), 64.5% are below.
37.7% are above or equal to 5/31 close (18 days ago), 62.3% are below.
38.9% are above or equal to 5/27 close (19 days ago), 61.1% are below.
41.7% are above or equal to 5/26 close (20 days ago), 58.3% are below.
41.6% are above or equal to 5/25 close (21 days ago), 58.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160624 9:50 am ET)
20d: 1.1% new highs, 32.8% new lows
21d: 1.1% new highs, 32.0% new lows
42d: 0.7% new highs, 18.1% new lows
63d: 0.7% new highs, 11.6% new lows
126d: 0.7% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160624 9:50 am ET)
2-day: 2.4% above, 97.6% below
3-day: 4.6% above, 95.4% below
4-day: 6.4% above, 93.6% below
5-day: 8.7% above, 91.3% below
8-day: 19.9% above, 80.1% below
10-day: 25.3% above, 74.7% below
20-day: 26.9% above, 73.1% below
50-day: 43.7% above, 56.3% below
200-day: 58.0% above, 42.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160624 9:50 am ET)
META(27): 0.41% Top=AGI NEM FNV SSRI ABX GG BVN TAHO ….. CCJ SLCA CNX AA GSM X TCK FCX=Bottom (Metals & Mining)
REAL(94): -1.85% Top=NNN O VTR STOR IVR SRC DOC HCP ….. PLD PEB BAM DRH SC LHO CBG JLL=Bottom (Real Estate)
RETA(67): -2.50% Top=FINL KR WMT DLTR HD FIVE DKS BBBY ….. ANF ASNA TLRD TIF EBAY BLDR BID PAG=Bottom (Retail & Specialty Retail)
HEAL(55): -2.68% Top=HYH PEN UNH CNC STJ AET BSX NUVA ….. BAX BKD CPHD CYH A STE THC ACHC=Bottom (Health)
LEIS(35): -2.79% Top=PLNT BWLD DPZ PLAY MCD JACK SIX DRI ….. WYN LVS EXPE GPRO BYD RCL CCL SONC=Bottom (Leisure)
CONS(54): -3.18% Top=SCS ENR RDEN CLX CHD PG KMB LULU ….. TUP KATE WHR OI HAR PVH FOSL BC=Bottom (Consumer)
MATE(29): -3.25% Top=MLM VMC WM RSG WCN DY SRCL OC ….. USG PHM MDC TOL KBH MTZ TPC TPH=Bottom (Materials & Construction)
COHW(42): -3.34% Top=VZ CCI T WIN BCE ZAYO AAPL CTL ….. CIEN SYNA INFN LVLT TDC CMTL FNSR NSR=Bottom (Computer Hardware/Telecom)
COSW(94): -3.39% Top=JCOM EQIX WUBA BIDU EA VIPS FB INXN ….. PFPT GWRE IMPV FEYE CYBR SPLK N RAX=Bottom (Computer Software/Internet)
CHEM(26): -3.39% Top=SHW IFF GRA MOS MON FMC RPM APD ….. CC AXTA OLN POL MEOH HUN CF PAH=Bottom (Chemicals/Fertilizers)
ENER(96): -3.45% Top=EMES BPL XOM BWP MMP SHLX SEP OKS ….. SGY ATW WPX ECA WLL SN OAS SM=Bottom (Energy)
ELEC(48): -3.61% Top=QLGC LLTC AMBA LRCX INTC SNPS FIT TXN ….. CY NXPI TEL SCTY CSIQ IDTI SPWR IPHI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(30): -3.63% Top=CHRW NAT UPS LUV EXPD JBHT JBLU WERN ….. SWFT DAL KEX TK UAL XPO BRS AAL=Bottom (Transportation)
DISV(49): -3.63% Top=XRS ULTA WOOF CXW AHS SBAC SERV PAYX ….. URI KBR AL WTW FDC PCLN CAR MAN=Bottom (Diversified Services)
MANU(38): -3.90% Top=DHR DE BWXT HON RS ROP AOS GE ….. TKR SEDG AGCO KMT TEX JOY ATI CFX=Bottom (Manufacturing)
INSU(30): -3.95% Top=AXS TRV ALL CINF FAF ORI PGR AFL ….. AIG RDN CNO UNM WLTW PRU LNC MET=Bottom (Insurance)
FINA(94): -5.06% Top=CBOE CME ACAS NDAQ ARCC EFX SYF WU ….. WETF SF C ETFC LPLA SIVB MS IVZ=Bottom (Banks/Financials)

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 9:50 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: