daytrend

06/24/2016

Filed under: Market Stats — daytrend @ 9:19 am

Market Stats at 10:19 am ET
by daytrend on 20160624. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 908.

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

COMPARED TO YESTERDAY’S RANGE (20160624 10:19 am ET)
4.5% of stocks are above yesterday’s high.
10.2% are above yesterday’s midpoint. (89.8% are below.)
76.5% are below yesterday’s low.
18.9% are inside yesterday’s range.
6.5% of stocks with today’s high > yesterday’s high. (93.5% less than).
96.6% of stocks with today’s low < yesterday’s low. (3.4% greater than).

EVIDENCE OF INTRADAY TREND (20160624 10:19 am ET)
83.4% of stocks are above today’s open. (15.4% are below).
5.0% of stocks are above today’s open and yesterday’s close.
13.9% 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 10:19 am ET)
14.4% of stocks are in the top 10% of today’s range.
37.4% are in the top 20%.
79.0% are in the top half. 21.0% of stocks are in the bottom half of today’s range.
7.5% are in the bottom 20%.
4.6% are in the bottom 10%.

GAIN (20160624 10:19 am ET)
7.3% of stocks are above yesterday’s close. (92.7% are below.)
0.8% are up 4.5% or more. 19.5% are down 4.5% or more.
1.3% are up 3.5% or more. 35.4% are down 3.5% or more.
13.9% are between +1% and -1%.

RSI on DAILY (20160624 10:19 am ET)
2-day: >=95:1.9%…>=90:2.8%…>=80:4.8%…>=50:12.8%…<=20:27.0%…<=10:5.9%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:31.6%…<=20:0.7%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:38.8%…<=20:0.3%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160624 10:19 am ET)
4.5% above previous 1 highs, 76.5% below previous 1 lows
4.5% above previous 2 highs, 60.5% below previous 2 lows
4.4% above previous 3 highs, 50.2% below previous 3 lows
3.7% above previous 4 highs, 47.1% below previous 4 lows
3.4% above previous 5 highs, 29.6% below previous 5 lows
2.8% above previous 6 highs, 16.2% below previous 6 lows
2.8% above previous 7 highs, 16.0% below previous 7 lows
2.8% above previous 8 highs, 14.9% below previous 8 lows
2.8% above previous 9 highs, 14.6% below previous 9 lows
2.8% above previous 10 highs, 14.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160624 10:19 am ET)
7.3% are above or equal to 6/23 close (1 days ago), 92.7% are below.
24.7% are above or equal to 6/22 close (2 days ago), 75.3% are below.
22.4% are above or equal to 6/21 close (3 days ago), 77.6% are below.
28.5% are above or equal to 6/20 close (4 days ago), 71.5% are below.
44.3% are above or equal to 6/17 close (5 days ago), 55.7% are below.
47.9% are above or equal to 6/16 close (6 days ago), 52.1% are below.
44.4% are above or equal to 6/15 close (7 days ago), 55.6% are below.
49.2% are above or equal to 6/14 close (8 days ago), 50.8% are below.
44.4% are above or equal to 6/13 close (9 days ago), 55.6% are below.
34.4% are above or equal to 6/10 close (10 days ago), 65.6% are below.
22.8% are above or equal to 6/9 close (11 days ago), 77.2% are below.
22.2% are above or equal to 6/8 close (12 days ago), 77.8% are below.
25.9% are above or equal to 6/7 close (13 days ago), 74.1% are below.
30.5% are above or equal to 6/6 close (14 days ago), 69.5% are below.
36.5% are above or equal to 6/3 close (15 days ago), 63.5% are below.
34.4% are above or equal to 6/2 close (16 days ago), 65.6% are below.
38.1% are above or equal to 6/1 close (17 days ago), 61.9% are below.
40.1% are above or equal to 5/31 close (18 days ago), 59.9% are below.
41.0% are above or equal to 5/27 close (19 days ago), 59.0% are below.
45.2% are above or equal to 5/26 close (20 days ago), 54.8% are below.
44.5% are above or equal to 5/25 close (21 days ago), 55.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160624 10:19 am ET)
20d: 3.6% new highs, 33.7% new lows
21d: 3.5% new highs, 32.9% new lows
42d: 2.9% new highs, 18.4% new lows
63d: 2.8% new highs, 11.8% new lows
126d: 2.8% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160624 10:19 am ET)
2-day: 6.5% above, 93.5% below
3-day: 12.2% above, 87.8% below
4-day: 13.5% above, 86.5% below
5-day: 17.2% above, 82.8% below
8-day: 28.5% above, 71.5% below
10-day: 33.3% above, 66.7% below
20-day: 31.2% above, 68.8% below
50-day: 46.0% above, 54.0% below
200-day: 59.0% above, 41.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160624 10:19 am ET)
META(27): -0.17% Top=AGI NEM SSRI ABX TAHO GG FNV CDE ….. SLCA SCCO TCK AA CNX X GSM FCX=Bottom (Metals & Mining)
REAL(94): -0.74% Top=O STOR DOC HTA NNN SRC NLY TWO ….. CUZ ALLY HST LHO DRH SC CBG JLL=Bottom (Real Estate)
RETA(67): -2.18% Top=FINL KR WMT DLTR CASY COST CVS DKS ….. KORS TIF ASNA BLDR ANF EBAY BID PAG=Bottom (Retail & Specialty Retail)
LEIS(35): -2.36% Top=PLNT BWLD MCD SIX EAT CMG JACK DRI ….. BYD WYN LQ SEAS EXPE RCL CCL SONC=Bottom (Leisure)
HEAL(55): -2.42% Top=HYH BSX UNH GMED PEN UHS CNC SYK ….. CYH BAX CPHD BKD A RMD STE ACHC=Bottom (Health)
MATE(29): -2.58% Top=MLM VMC WCN DY WM RSG BECN OC ….. MAS PWR TPH MTZ AWI DAR FLR TPC=Bottom (Materials & Construction)
CONS(54): -2.85% Top=CLX SCS ENR RDEN CHD PG KMB FBHS ….. WHR TPX BC HAR FOSL TUP PVH OI=Bottom (Consumer)
COSW(94): -3.05% Top=NTES JCOM WUBA TWTR BIDU EQIX FB BR ….. NCR DATA FEYE IMPV SPLK N RAX VNET=Bottom (Computer Software/Internet)
ENER(96): -3.15% Top=EMES BPL GEL OKS MPLX BWP MMP EPD ….. FTI SGY ATW SN WPX WLL SM OAS=Bottom (Energy)
TRAN(30): -3.15% Top=CHRW NAT HA LUV JBHT UPS EXPD WERN ….. NSC DAL KEX UAL TK XPO AAL BRS=Bottom (Transportation)
COHW(42): -3.21% Top=VZ CCI T ZAYO CTL BCE PANW VRSN ….. SSYS TDC CIEN OLED CMTL FNSR ANET INFN=Bottom (Computer Hardware/Telecom)
DISV(49): -3.22% Top=XRS ULTA CXW WOOF VNTV SERV CTAS SBAC ….. AL URI ACM FDC KBR CAR PCLN MAN=Bottom (Diversified Services)
INSU(30): -3.35% Top=FAF FNF AXS CINF ORI TRV ALL PGR ….. RDN MBI WLTW CNO PRU UNM MET LNC=Bottom (Insurance)
ELEC(48): -3.51% Top=QLGC AMBA LRCX SNPS LLTC FIT MCHP TXN ….. ON SWKS TEL CRUS SPWR IDTI CSIQ IPHI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -3.58% Top=SHW MOS POT IFF AGU PX CC GRA ….. PPG AXTA OLN POL MEOH PAH CF HUN=Bottom (Chemicals/Fertilizers)
MANU(38): -3.79% Top=DHR DE HON AOS BWXT SEDG RS LECO ….. FLS KMT MRC RXN CFX TEX ATI JOY=Bottom (Manufacturing)
FINA(94): -4.73% Top=CBOE CME ARCC NDAQ ACAS NSAM ICE WU ….. C SIVB SCHW LPLA RJF MS ETFC 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 10:19 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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