daytrend

06/27/2016

Filed under: Market Stats — daytrend @ 10:36 am

Market Stats at 11:35 am ET
by daytrend on 20160627. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 972.

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

COMPARED TO YESTERDAY’S RANGE (20160627 11:35 am ET)
0.6% of stocks are above yesterday’s high.
6.5% are above yesterday’s midpoint. (93.5% are below.)
82.3% are below yesterday’s low.
17.1% are inside yesterday’s range.
3.4% of stocks with today’s high > yesterday’s high. (96.6% less than).
86.3% of stocks with today’s low < yesterday’s low. (13.7% greater than).

EVIDENCE OF INTRADAY TREND (20160627 11:35 am ET)
6.9% of stocks are above today’s open. (93.0% are below).
3.0% of stocks are above today’s open and yesterday’s close.
92.7% are below both.
0.4% of stocks opened above yesterday’s high.
3.2% of stocks opened above yesterday’s close. (96.1% opened below yesterday’s close).
57.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160627 11:35 am ET)
1.5% of stocks are in the top 10% of today’s range.
2.6% are in the top 20%.
8.8% are in the top half. 91.2% of stocks are in the bottom half of today’s range.
40.5% are in the bottom 20%.
9.2% are in the bottom 10%.

GAIN (20160627 11:35 am ET)
3.3% of stocks are above yesterday’s close. (96.7% are below.)
0.0% are up 4.5% or more. 28.4% are down 4.5% or more.
0.0% are up 3.5% or more. 46.4% are down 3.5% or more.
9.5% are between +1% and -1%.

RSI on DAILY (20160627 11:35 am ET)
2-day: >=95:0.7%…>=90:1.2%…>=80:1.6%…>=50:4.5%…<=20:89.4%…<=10:54.1%…<=5:13.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:9.3%…<=20:6.2%…<=10:0.4%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:13.2%…<=20:1.3%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160627 11:35 am ET)
0.6% above previous 1 highs, 82.3% below previous 1 lows
0.4% above previous 2 highs, 81.5% below previous 2 lows
0.4% above previous 3 highs, 81.2% below previous 3 lows
0.4% above previous 4 highs, 79.9% below previous 4 lows
0.3% above previous 5 highs, 79.3% below previous 5 lows
0.3% above previous 6 highs, 75.8% below previous 6 lows
0.1% above previous 7 highs, 70.2% below previous 7 lows
0.1% above previous 8 highs, 69.5% below previous 8 lows
0.1% above previous 9 highs, 67.6% below previous 9 lows
0.1% above previous 10 highs, 67.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160627 11:35 am ET)
3.3% are above or equal to 6/24 close (1 days ago), 96.7% are below.
4.3% are above or equal to 6/23 close (2 days ago), 95.7% are below.
6.5% are above or equal to 6/22 close (3 days ago), 93.5% are below.
6.6% are above or equal to 6/21 close (4 days ago), 93.4% are below.
7.8% are above or equal to 6/20 close (5 days ago), 92.2% are below.
10.8% are above or equal to 6/17 close (6 days ago), 89.2% are below.
11.2% are above or equal to 6/16 close (7 days ago), 88.8% are below.
12.8% are above or equal to 6/15 close (8 days ago), 87.2% are below.
15.6% are above or equal to 6/14 close (9 days ago), 84.4% are below.
14.8% are above or equal to 6/13 close (10 days ago), 85.2% are below.
11.5% are above or equal to 6/10 close (11 days ago), 88.5% are below.
8.7% are above or equal to 6/9 close (12 days ago), 91.3% are below.
8.8% are above or equal to 6/8 close (13 days ago), 91.2% are below.
11.4% are above or equal to 6/7 close (14 days ago), 88.6% are below.
13.4% are above or equal to 6/6 close (15 days ago), 86.6% are below.
15.8% are above or equal to 6/3 close (16 days ago), 84.2% are below.
15.3% are above or equal to 6/2 close (17 days ago), 84.7% are below.
17.8% are above or equal to 6/1 close (18 days ago), 82.2% are below.
19.7% are above or equal to 5/31 close (19 days ago), 80.3% are below.
21.3% are above or equal to 5/27 close (20 days ago), 78.7% are below.
22.5% are above or equal to 5/26 close (21 days ago), 77.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160627 11:35 am ET)
20d: 0.9% new highs, 66.0% new lows
21d: 0.9% new highs, 65.3% new lows
42d: 0.7% new highs, 40.9% new lows
63d: 0.7% new highs, 30.6% new lows
126d: 0.7% new highs, 6.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160627 11:35 am ET)
2-day: 3.3% above, 96.7% below
3-day: 3.8% above, 96.2% below
4-day: 5.1% above, 94.9% below
5-day: 5.3% above, 94.7% below
8-day: 6.0% above, 94.0% below
10-day: 7.1% above, 92.9% below
20-day: 9.8% above, 90.2% below
50-day: 21.8% above, 78.2% below
200-day: 45.0% above, 55.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160627 11:35 am ET)
REAL(102): -1.66% Top=PSA EXR CUBE O MAC TREE BRX HTA ….. HST PEB CSAL ALLY CBL NRF CLNY CBG=Bottom (Real Estate)
INSU(32): -2.75% Top=MBI ALL TRV PGR CINF FAF FNF AXS ….. TMK AIG UNM PRU LNC RDN MET CNO=Bottom (Insurance)
HEAL(59): -2.89% Top=NXTM ABMD IRWD NUVA UNH DGX STJ WST ….. UHS ELGX PRAH BKD OPK THC CYH ACHC=Bottom (Health)
META(28): -2.98% Top=AGI TAHO SLW NEM AEM RGLD ABX FNV ….. TCK CNX BVN X GSM AG SLCA FMSA=Bottom (Metals & Mining)
RETA(68): -3.10% Top=KR GME ORLY TSCO AAP WFM CVS CASY ….. ANF ASNA SPLS WSM RH ETSY TLRD LL=Bottom (Retail & Specialty Retail)
LEIS(38): -3.22% Top=SONC MTN CMG PLAY PLNT SBUX DNKN JACK ….. BLMN RCL SHAK WYNN GPRO MGM LQ SEAS=Bottom (Leisure)
MATE(31): -3.38% Top=WM RSG WCN SRCL WY LEN FAST MAS ….. USG MTZ CSTE PWR AWI FLR SUM EXP=Bottom (Materials & Construction)
CONS(60): -3.41% Top=CLX CHD KMB CL ENR BMS PG FBHS ….. SCS KATE TPX WWW HAR PVH KS OI=Bottom (Consumer)
DISV(52): -3.67% Top=VNTV XRS LDOS SERV FISV PAYX V CXW ….. RHI KFY KBR FDC PRAA CAR WTW MAN=Bottom (Diversified Services)
TRAN(32): -3.72% Top=HA CHRW UPS EXPD CNI WERN KNX JBHT ….. TRN XPO AAL UAL TK GWR BRS GBX=Bottom (Transportation)
COHW(44): -3.77% Top=T VZ CCI TMUS BCE CDW CCOI AAPL ….. CIEN NTAP GIMO INFN ANET LITE STX WDC=Bottom (Computer Hardware/Telecom)
MANU(46): -3.87% Top=DHR GE SNA ROP DE HON RS CAT ….. JOY SEDG CFX ITT ATI ZBRA DDD FLOW=Bottom (Manufacturing)
ENER(95): -4.01% Top=ETE SE XOM SEP EOG COG NBL CVX ….. NBR ATW SN SM CWEI UNT WLL EMES=Bottom (Energy)
COSW(104): -4.13% Top=TYL DOX ADBE ADP CHKP ACN BIDU SABR ….. ADSK ZEN NOW NCR BOX SHOP NEWR SSNC=Bottom (Computer Software/Internet)
ELEC(53): -4.14% Top=AMBA FEIC QLGC SNPS NVDA INTC WAT SCTY ….. NXPI SWKS TRMB QRVO CY ON IPHI MTSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(101): -4.49% Top=PSEC ACAS GS ICE WFC ARCC WU DFS ….. OMF SF IVZ SCHW VOYA SIVB WETF LAZ=Bottom (Banks/Financials)
CHEM(27): -4.54% Top=MON SHW ASH DOW IFF APD PX PPG ….. CE WLK FMC CF CC PAH MOS HUN=Bottom (Chemicals/Fertilizers)

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 11:35 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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