daytrend

06/24/2016

Filed under: Market Stats — daytrend @ 10:17 am

Market Stats at 11:17 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 11:17 am ET)
5.5% of stocks are above yesterday’s high.
11.0% are above yesterday’s midpoint. (89.0% are below.)
77.0% are below yesterday’s low.
17.5% are inside yesterday’s range.
8.9% of stocks with today’s high > yesterday’s high. (91.1% less than).
96.7% of stocks with today’s low < yesterday’s low. (3.3% greater than).

EVIDENCE OF INTRADAY TREND (20160624 11:17 am ET)
72.0% of stocks are above today’s open. (26.4% are below).
6.8% of stocks are above today’s open and yesterday’s close.
25.0% 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 11:17 am ET)
10.5% of stocks are in the top 10% of today’s range.
24.9% are in the top 20%.
57.2% are in the top half. 42.8% of stocks are in the bottom half of today’s range.
19.9% are in the bottom 20%.
11.2% are in the bottom 10%.

GAIN (20160624 11:17 am ET)
9.3% of stocks are above yesterday’s close. (90.7% are below.)
0.3% are up 4.5% or more. 27.5% are down 4.5% or more.
1.0% are up 3.5% or more. 44.6% are down 3.5% or more.
13.3% are between +1% and -1%.

RSI on DAILY (20160624 11:17 am ET)
2-day: >=95:2.3%…>=90:4.0%…>=80:6.4%…>=50:13.7%…<=20:32.9%…<=10:6.5%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:30.0%…<=20:0.8%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:36.2%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160624 11:17 am ET)
5.5% above previous 1 highs, 77.0% below previous 1 lows
5.5% above previous 2 highs, 63.4% below previous 2 lows
5.1% above previous 3 highs, 54.8% below previous 3 lows
4.0% above previous 4 highs, 51.9% below previous 4 lows
3.6% above previous 5 highs, 35.6% below previous 5 lows
3.0% above previous 6 highs, 23.9% below previous 6 lows
3.0% above previous 7 highs, 23.6% below previous 7 lows
2.9% above previous 8 highs, 21.8% below previous 8 lows
2.9% above previous 9 highs, 21.6% below previous 9 lows
2.9% above previous 10 highs, 21.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160624 11:17 am ET)
9.3% are above or equal to 6/23 close (1 days ago), 90.7% are below.
24.1% are above or equal to 6/22 close (2 days ago), 75.9% are below.
23.5% are above or equal to 6/21 close (3 days ago), 76.5% are below.
27.1% are above or equal to 6/20 close (4 days ago), 72.9% are below.
40.2% are above or equal to 6/17 close (5 days ago), 59.8% are below.
43.5% are above or equal to 6/16 close (6 days ago), 56.5% are below.
41.1% are above or equal to 6/15 close (7 days ago), 58.9% are below.
44.7% are above or equal to 6/14 close (8 days ago), 55.3% are below.
41.3% are above or equal to 6/13 close (9 days ago), 58.7% are below.
32.6% are above or equal to 6/10 close (10 days ago), 67.4% are below.
21.1% are above or equal to 6/9 close (11 days ago), 78.9% are below.
21.3% are above or equal to 6/8 close (12 days ago), 78.7% are below.
24.2% are above or equal to 6/7 close (13 days ago), 75.8% are below.
29.2% are above or equal to 6/6 close (14 days ago), 70.8% are below.
34.4% are above or equal to 6/3 close (15 days ago), 65.6% are below.
32.9% are above or equal to 6/2 close (16 days ago), 67.1% are below.
36.3% are above or equal to 6/1 close (17 days ago), 63.7% are below.
37.2% are above or equal to 5/31 close (18 days ago), 62.8% are below.
38.2% are above or equal to 5/27 close (19 days ago), 61.8% are below.
41.1% are above or equal to 5/26 close (20 days ago), 58.9% are below.
40.7% are above or equal to 5/25 close (21 days ago), 59.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160624 11:17 am ET)
20d: 4.7% new highs, 34.7% new lows
21d: 4.6% new highs, 34.0% new lows
42d: 4.0% new highs, 18.9% new lows
63d: 3.9% new highs, 11.9% new lows
126d: 3.9% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160624 11:17 am ET)
2-day: 8.3% above, 91.7% below
3-day: 13.2% above, 86.8% below
4-day: 15.4% above, 84.6% below
5-day: 18.7% above, 81.3% below
8-day: 28.6% above, 71.4% below
10-day: 32.0% above, 68.0% below
20-day: 29.5% above, 70.5% below
50-day: 44.4% above, 55.6% below
200-day: 57.5% above, 42.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160624 11:17 am ET)
REAL(94): -0.45% Top=HTA O STOR NNN RPAI SRC DOC VTR ….. CSAL LHO ALLY HST DRH SC CBG JLL=Bottom (Real Estate)
META(27): -0.77% Top=AG AGI TAHO FNV SSRI ABX NEM GG ….. TCK STLD AA CNX SCCO X FCX GSM=Bottom (Metals & Mining)
RETA(67): -1.93% Top=FINL KR DKS FIVE BURL CASY WMT ORLY ….. BLDR GNC KORS TIF BID ANF EBAY PAG=Bottom (Retail & Specialty Retail)
HEAL(55): -2.33% Top=HYH GMED CNC UHS SYK UNH DXCM DVA ….. BAX ADPT A CPHD CYH STE RMD ACHC=Bottom (Health)
MATE(29): -2.80% Top=MLM VMC WCN WM RSG DY OC KBH ….. PWR SUM TPH DAR AWI TPC FLR MTZ=Bottom (Materials & Construction)
LEIS(35): -2.85% Top=PLNT EAT BWLD CMG DRI JACK CAKE MCD ….. WYNN SEAS WYN GPRO RCL CCL EXPE SONC=Bottom (Leisure)
CONS(54): -3.25% Top=CLX ENR SCS RDEN CHD KMB PG FBHS ….. TPX FOSL PVH WHR HAR BC TUP OI=Bottom (Consumer)
COSW(94): -3.40% Top=JCOM NTES WUBA WB BIDU FB EQIX GDDY ….. CTSH FTNT NCR DATA FEYE N SPLK RAX=Bottom (Computer Software/Internet)
COHW(42): -3.48% Top=CCI VZ T LITE ZAYO BCE CTL WIN ….. ARRS SSYS CMTL OLED INFN SYNA FNSR ANET=Bottom (Computer Hardware/Telecom)
TRAN(30): -3.54% Top=NAT CHRW HA LUV UPS KNX ALK WERN ….. DAL SWFT TK UAL KEX AAL BRS XPO=Bottom (Transportation)
ENER(95): -3.57% Top=EMES WPZ MDU MMP SXL ENLK SEP EEP ….. FTI SWN CRZO OAS WPX WLL SGY SM=Bottom (Energy)
DISV(49): -3.63% Top=XRS CXW ULTA VNTV WOOF SERV ZG BAH ….. WTW KFY KBR FDC ACM CAR PCLN MAN=Bottom (Diversified Services)
INSU(31): -3.96% Top=FAF FNF ORI CINF PGR ALL TRV AXS ….. MTG AIG CNO PRU WLTW UNM MET LNC=Bottom (Insurance)
ELEC(48): -4.19% Top=QLGC LRCX SCTY SNPS MTSC AMBA LLTC INTC ….. IDTI MU SWKS NXPI ON SPWR IPHI CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -4.33% Top=SHW MOS IFF AGU POT DOW GRA APD ….. POL PPG MEOH FMC OLN PAH HUN CF=Bottom (Chemicals/Fertilizers)
MANU(38): -4.79% Top=DHR DE AOS BWXT HON ROP LECO GE ….. RXN TKR FLS KMT CFX TEX JOY ATI=Bottom (Manufacturing)
FINA(94): -5.42% Top=CBOE CME NDAQ ACAS ARCC NSAM ICE SLM ….. SIVB LAZ RJF SF 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 11:17 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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