daytrend

06/24/2016

Filed under: Market Stats — daytrend @ 9:53 am

Market Stats at 10:53 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 10:53 am ET)
6.6% of stocks are above yesterday’s high.
12.1% are above yesterday’s midpoint. (87.9% are below.)
74.4% are below yesterday’s low.
18.9% are inside yesterday’s range.
8.6% of stocks with today’s high > yesterday’s high. (91.4% less than).
96.7% of stocks with today’s low < yesterday’s low. (3.3% greater than).

EVIDENCE OF INTRADAY TREND (20160624 10:53 am ET)
79.0% of stocks are above today’s open. (20.0% are below).
7.9% of stocks are above today’s open and yesterday’s close.
18.5% 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 10:53 am ET)
20.7% of stocks are in the top 10% of today’s range.
36.6% are in the top 20%.
71.9% are in the top half. 28.1% of stocks are in the bottom half of today’s range.
12.3% are in the bottom 20%.
8.0% are in the bottom 10%.

GAIN (20160624 10:53 am ET)
10.1% of stocks are above yesterday’s close. (89.9% are below.)
0.8% are up 4.5% or more. 23.5% are down 4.5% or more.
1.3% are up 3.5% or more. 38.9% are down 3.5% or more.
15.1% are between +1% and -1%.

RSI on DAILY (20160624 10:53 am ET)
2-day: >=95:2.4%…>=90:3.7%…>=80:6.9%…>=50:15.6%…<=20:27.4%…<=10:5.6%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:32.8%…<=20:0.7%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:39.2%…<=20:0.3%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160624 10:53 am ET)
6.6% above previous 1 highs, 74.4% below previous 1 lows
6.6% above previous 2 highs, 60.1% below previous 2 lows
5.9% above previous 3 highs, 51.5% below previous 3 lows
4.7% above previous 4 highs, 48.3% below previous 4 lows
4.3% above previous 5 highs, 32.5% below previous 5 lows
3.6% above previous 6 highs, 19.4% below previous 6 lows
3.4% above previous 7 highs, 19.2% below previous 7 lows
3.4% above previous 8 highs, 18.0% below previous 8 lows
3.3% above previous 9 highs, 17.8% below previous 9 lows
3.2% above previous 10 highs, 17.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160624 10:53 am ET)
10.1% are above or equal to 6/23 close (1 days ago), 89.9% are below.
27.4% are above or equal to 6/22 close (2 days ago), 72.6% are below.
24.9% are above or equal to 6/21 close (3 days ago), 75.1% are below.
29.5% are above or equal to 6/20 close (4 days ago), 70.5% are below.
43.9% are above or equal to 6/17 close (5 days ago), 56.1% are below.
47.1% are above or equal to 6/16 close (6 days ago), 52.9% are below.
44.7% are above or equal to 6/15 close (7 days ago), 55.3% are below.
48.3% are above or equal to 6/14 close (8 days ago), 51.7% are below.
45.3% are above or equal to 6/13 close (9 days ago), 54.7% are below.
35.1% are above or equal to 6/10 close (10 days ago), 64.9% are below.
23.7% are above or equal to 6/9 close (11 days ago), 76.3% are below.
22.6% are above or equal to 6/8 close (12 days ago), 77.4% are below.
26.4% are above or equal to 6/7 close (13 days ago), 73.6% are below.
30.3% are above or equal to 6/6 close (14 days ago), 69.7% are below.
36.0% are above or equal to 6/3 close (15 days ago), 64.0% are below.
34.1% are above or equal to 6/2 close (16 days ago), 65.9% are below.
37.6% are above or equal to 6/1 close (17 days ago), 62.4% are below.
39.2% are above or equal to 5/31 close (18 days ago), 60.8% are below.
40.7% are above or equal to 5/27 close (19 days ago), 59.3% are below.
43.9% are above or equal to 5/26 close (20 days ago), 56.1% are below.
43.7% are above or equal to 5/25 close (21 days ago), 56.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160624 10:53 am ET)
20d: 4.2% new highs, 34.3% new lows
21d: 4.1% new highs, 33.4% new lows
42d: 3.4% new highs, 18.6% new lows
63d: 3.3% new highs, 11.9% new lows
126d: 3.3% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160624 10:53 am ET)
2-day: 9.5% above, 90.5% below
3-day: 14.6% above, 85.4% below
4-day: 17.6% above, 82.4% below
5-day: 20.9% above, 79.1% below
8-day: 31.4% above, 68.6% below
10-day: 34.8% above, 65.2% below
20-day: 31.7% above, 68.3% below
50-day: 45.9% above, 54.1% below
200-day: 58.3% above, 41.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160624 10:53 am ET)
META(27): -0.39% Top=AGI AG TAHO NEM ABX SSRI FNV BVN ….. SLCA TCK AA SCCO X CNX FCX GSM=Bottom (Metals & Mining)
REAL(94): -0.39% Top=HTA O STOR NNN DOC SRC RPAI HR ….. BAM HST LHO ALLY DRH SC CBG JLL=Bottom (Real Estate)
RETA(67): -1.84% Top=FINL KR DKS WMT DLTR CASY FIVE BURL ….. KORS BLDR TIF GNC ANF EBAY BID PAG=Bottom (Retail & Specialty Retail)
HEAL(55): -2.03% Top=GMED HYH CNC UHS ABMD UNH SYK DXCM ….. BAX CYH ADPT A CPHD STE RMD ACHC=Bottom (Health)
LEIS(35): -2.29% Top=CMG BWLD EAT PLNT MCD JACK CAKE BLMN ….. WYN WYNN GPRO SEAS RCL CCL EXPE SONC=Bottom (Leisure)
MATE(29): -2.35% Top=MLM VMC WCN WM RSG OC KBH BECN ….. WY TPH PWR AWI DAR TPC FLR MTZ=Bottom (Materials & Construction)
CONS(54): -2.89% Top=CLX SCS ENR FBHS RDEN CHD KMB PG ….. TPX WHR FOSL HAR PVH OI BC TUP=Bottom (Consumer)
COSW(94): -3.14% Top=WUBA JCOM NTES WB BIDU TWTR GRUB EQIX ….. NCR CTSH TRIP FEYE DATA SPLK N RAX=Bottom (Computer Software/Internet)
COHW(42): -3.24% Top=CCI VZ T ZAYO LITE BCE WIN CTL ….. LVLT SSYS BRCD SYNA FNSR INFN CMTL ANET=Bottom (Computer Hardware/Telecom)
DISV(49): -3.36% Top=XRS ULTA CXW WOOF SERV VNTV TMH FISV ….. MCO WTW ACM FDC KBR CAR PCLN MAN=Bottom (Diversified Services)
ENER(95): -3.36% Top=EMES PSXP MMP ENLK BPL SHLX SE SXL ….. DVN SWN FTI SGY WPX WLL SM OAS=Bottom (Energy)
TRAN(30): -3.38% Top=NAT CHRW HA LUV UPS ALK EXPD KNX ….. SWFT TRN TK UAL KEX AAL BRS XPO=Bottom (Transportation)
INSU(31): -3.63% Top=FAF FNF ORI CINF PGR ALL TRV AXS ….. AIG MTG CNO WLTW PRU UNM MET LNC=Bottom (Insurance)
ELEC(48): -3.83% Top=QLGC LRCX AMBA SNPS LLTC SCTY FIT CAVM ….. MU IDTI NXPI SWKS ON SPWR IPHI CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -3.91% Top=SHW POT AGU IFF MOS DOW APD GRA ….. POL FMC PPG OLN MEOH PAH CF HUN=Bottom (Chemicals/Fertilizers)
MANU(38): -4.34% Top=DHR DE BWXT AOS HON ROP GE LECO ….. MRC FLS RXN CFX KMT TEX ATI JOY=Bottom (Manufacturing)
FINA(94): -5.10% Top=CBOE CME NDAQ ACAS ARCC NSAM ICE WU ….. SF SIVB SCHW RJF MS ETFC LPLA 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 10:53 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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