daytrend

06/24/2016

Filed under: Market Stats — daytrend @ 10:53 am

Market Stats at 11:52 am ET
by daytrend on 20160624. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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

COMPARED TO YESTERDAY’S RANGE (20160624 11:52 am ET)
6.6% of stocks are above yesterday’s high.
12.1% are above yesterday’s midpoint. (87.9% are below.)
76.9% are below yesterday’s low.
16.5% are inside yesterday’s range.
9.6% of stocks with today’s high > yesterday’s high. (90.4% less than).
96.7% of stocks with today’s low < yesterday’s low. (3.3% greater than).

EVIDENCE OF INTRADAY TREND (20160624 11:52 am ET)
66.6% of stocks are above today’s open. (31.9% are below).
8.4% of stocks are above today’s open and yesterday’s close.
30.4% 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 11:52 am ET)
11.8% of stocks are in the top 10% of today’s range.
22.7% are in the top 20%.
53.1% are in the top half. 46.9% of stocks are in the bottom half of today’s range.
24.1% are in the bottom 20%.
16.5% are in the bottom 10%.

GAIN (20160624 11:52 am ET)
10.8% of stocks are above yesterday’s close. (89.2% are below.)
0.9% are up 4.5% or more. 31.5% are down 4.5% or more.
1.3% are up 3.5% or more. 47.2% are down 3.5% or more.
13.4% are between +1% and -1%.

RSI on DAILY (20160624 11:52 am ET)
2-day: >=95:2.9%…>=90:4.7%…>=80:8.4%…>=50:14.9%…<=20:34.7%…<=10:6.7%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:29.7%…<=20:0.9%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:36.1%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160624 11:52 am ET)
6.6% above previous 1 highs, 76.9% below previous 1 lows
6.5% above previous 2 highs, 64.5% below previous 2 lows
6.1% above previous 3 highs, 56.2% below previous 3 lows
5.2% above previous 4 highs, 53.5% below previous 4 lows
4.6% above previous 5 highs, 37.8% below previous 5 lows
4.1% above previous 6 highs, 26.4% below previous 6 lows
4.1% above previous 7 highs, 26.2% below previous 7 lows
4.1% above previous 8 highs, 23.9% below previous 8 lows
4.0% above previous 9 highs, 23.7% below previous 9 lows
3.9% above previous 10 highs, 23.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160624 11:52 am ET)
10.8% are above or equal to 6/23 close (1 days ago), 89.2% are below.
23.8% are above or equal to 6/22 close (2 days ago), 76.2% are below.
23.0% are above or equal to 6/21 close (3 days ago), 77.0% are below.
26.1% are above or equal to 6/20 close (4 days ago), 73.9% are below.
38.4% are above or equal to 6/17 close (5 days ago), 61.6% are below.
42.9% are above or equal to 6/16 close (6 days ago), 57.1% are below.
39.5% are above or equal to 6/15 close (7 days ago), 60.5% are below.
44.1% are above or equal to 6/14 close (8 days ago), 55.9% are below.
41.6% are above or equal to 6/13 close (9 days ago), 58.4% are below.
32.8% are above or equal to 6/10 close (10 days ago), 67.2% are below.
21.3% are above or equal to 6/9 close (11 days ago), 78.7% are below.
20.9% are above or equal to 6/8 close (12 days ago), 79.1% are below.
24.0% are above or equal to 6/7 close (13 days ago), 76.0% are below.
28.3% are above or equal to 6/6 close (14 days ago), 71.7% are below.
33.7% are above or equal to 6/3 close (15 days ago), 66.3% are below.
32.5% are above or equal to 6/2 close (16 days ago), 67.5% are below.
36.0% are above or equal to 6/1 close (17 days ago), 64.0% are below.
36.9% are above or equal to 5/31 close (18 days ago), 63.1% are below.
37.4% are above or equal to 5/27 close (19 days ago), 62.6% are below.
40.3% are above or equal to 5/26 close (20 days ago), 59.7% are below.
40.9% are above or equal to 5/25 close (21 days ago), 59.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160624 11:52 am ET)
20d: 5.3% new highs, 35.6% new lows
21d: 5.2% new highs, 35.1% new lows
42d: 4.4% new highs, 19.7% new lows
63d: 4.3% new highs, 12.4% new lows
126d: 4.3% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160624 11:52 am ET)
2-day: 9.9% above, 90.1% below
3-day: 14.4% above, 85.6% below
4-day: 16.0% above, 84.0% below
5-day: 19.0% above, 81.0% below
8-day: 27.9% above, 72.1% below
10-day: 31.1% above, 68.9% below
20-day: 28.5% above, 71.5% below
50-day: 44.2% above, 55.8% below
200-day: 57.5% above, 42.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160624 11:52 am ET)
REAL(94): -0.45% Top=HTA STOR O NNN DOC HCP RPAI SRC ….. PEB LHO ALLY DRH HST SC CBG JLL=Bottom (Real Estate)
META(27): -0.60% Top=AGI SSRI ABX TAHO FNV CDE NEM BVN ….. TCK STLD AA SCCO CNX X FCX GSM=Bottom (Metals & Mining)
RETA(67): -1.55% Top=FINL KR CASY DKS FIVE ORLY BURL PLCE ….. W KORS TIF BLDR ANF BID EBAY PAG=Bottom (Retail & Specialty Retail)
HEAL(55): -2.55% Top=HYH GMED SYK DXCM UNH UHS CNC DVA ….. BKD STE ADPT A RMD CPHD CYH ACHC=Bottom (Health)
MATE(29): -2.84% Top=VMC WCN MLM WM RSG DY OC KBH ….. SUM EXP TPH TPC DAR AWI MTZ FLR=Bottom (Materials & Construction)
LEIS(35): -3.17% Top=PLNT BWLD DRI EAT JACK BLMN SIX CMG ….. GPRO WYN SEAS CCL WYNN EXPE RCL SONC=Bottom (Leisure)
CONS(54): -3.42% Top=CLX SCS ENR RDEN CHD KMB FL PG ….. KATE FOSL WHR PVH HAR OI BC TUP=Bottom (Consumer)
COSW(94): -3.59% Top=NTES JCOM WUBA WB FB EQIX DOX MSCI ….. CTSH RAX TRIP FEYE FTNT DATA SPLK N=Bottom (Computer Software/Internet)
COHW(42): -3.62% Top=CCI VZ T LITE GIMO BCE ZAYO CTL ….. BRCD OLED SSYS FNSR CMTL INFN SYNA ANET=Bottom (Computer Hardware/Telecom)
ENER(96): -3.66% Top=EMES WPZ MDU SE OKS EEP MMP ENLK ….. MTDR SN SGY CRZO WPX OAS SM WLL=Bottom (Energy)
TRAN(30): -3.74% Top=NAT CHRW HA WERN UPS LUV KNX EXPD ….. WAB KEX DAL UAL TK AAL BRS XPO=Bottom (Transportation)
DISV(49): -3.82% Top=XRS ULTA CXW VNTV WOOF SERV BAH FISV ….. WTW KFY FDC KBR ACM CAR PCLN MAN=Bottom (Diversified Services)
INSU(31): -4.13% Top=FAF ORI FNF CINF PGR ALL TRV AXS ….. AIG MBI CNO WLTW PRU UNM MET LNC=Bottom (Insurance)
ELEC(48): -4.29% Top=QLGC SCTY AMBA LRCX SNPS MTSC LLTC MCHP ….. NXPI MU ON IDTI SWKS SPWR IPHI CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -4.72% Top=SHW MOS IFF POT AGU DOW APD DD ….. AXTA POL PAH OLN FMC MEOH HUN CF=Bottom (Chemicals/Fertilizers)
MANU(38): -5.19% Top=DHR ROP BWXT AOS HON DE GE XYL ….. MRC TKR FLS KMT TEX CFX JOY ATI=Bottom (Manufacturing)
FINA(94): -5.63% Top=CBOE CME NDAQ ACAS ARCC NSAM ICE WU ….. RJF SIVB SF SCHW 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 11:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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