daytrend

06/27/2016

Filed under: Market Stats — daytrend @ 12:58 pm

Market Stats at 1:58 pm 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 1:58 pm ET)
2.7% of stocks are above yesterday’s high.
10.1% are above yesterday’s midpoint. (89.9% are below.)
80.9% are below yesterday’s low.
16.5% are inside yesterday’s range.
6.1% of stocks with today’s high > yesterday’s high. (93.9% less than).
86.8% of stocks with today’s low < yesterday’s low. (13.2% greater than).

EVIDENCE OF INTRADAY TREND (20160627 1:58 pm ET)
10.2% of stocks are above today’s open. (89.5% are below).
7.1% of stocks are above today’s open and yesterday’s close.
89.1% 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 1:58 pm ET)
1.9% of stocks are in the top 10% of today’s range.
5.1% are in the top 20%.
17.3% are in the top half. 82.7% of stocks are in the bottom half of today’s range.
50.3% are in the bottom 20%.
30.9% are in the bottom 10%.

GAIN (20160627 1:58 pm ET)
7.7% of stocks are above yesterday’s close. (92.3% are below.)
0.0% are up 4.5% or more. 32.2% are down 4.5% or more.
0.3% are up 3.5% or more. 48.9% are down 3.5% or more.
11.3% are between +1% and -1%.

RSI on DAILY (20160627 1:58 pm ET)
2-day: >=95:1.4%…>=90:2.4%…>=80:3.5%…>=50:7.5%…<=20:86.1%…<=10:54.7%…<=5:13.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:11.4%…<=20:6.6%…<=10:0.3%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:14.8%…<=20:1.2%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160627 1:58 pm ET)
2.7% above previous 1 highs, 80.9% below previous 1 lows
2.1% above previous 2 highs, 80.5% below previous 2 lows
1.9% above previous 3 highs, 80.1% below previous 3 lows
1.9% above previous 4 highs, 79.6% below previous 4 lows
1.6% above previous 5 highs, 78.8% below previous 5 lows
1.6% above previous 6 highs, 76.4% below previous 6 lows
1.5% above previous 7 highs, 70.8% below previous 7 lows
1.4% above previous 8 highs, 70.1% below previous 8 lows
1.4% above previous 9 highs, 67.8% below previous 9 lows
1.2% above previous 10 highs, 67.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160627 1:58 pm ET)
7.7% are above or equal to 6/24 close (1 days ago), 92.3% are below.
6.5% are above or equal to 6/23 close (2 days ago), 93.5% are below.
8.6% are above or equal to 6/22 close (3 days ago), 91.4% are below.
7.9% are above or equal to 6/21 close (4 days ago), 92.1% are below.
9.1% are above or equal to 6/20 close (5 days ago), 90.9% are below.
11.8% are above or equal to 6/17 close (6 days ago), 88.2% are below.
12.9% are above or equal to 6/16 close (7 days ago), 87.1% are below.
13.9% are above or equal to 6/15 close (8 days ago), 86.1% are below.
16.8% are above or equal to 6/14 close (9 days ago), 83.2% are below.
15.5% are above or equal to 6/13 close (10 days ago), 84.5% are below.
13.2% are above or equal to 6/10 close (11 days ago), 86.8% are below.
9.9% are above or equal to 6/9 close (12 days ago), 90.1% are below.
10.6% are above or equal to 6/8 close (13 days ago), 89.4% are below.
13.2% are above or equal to 6/7 close (14 days ago), 86.8% are below.
14.3% are above or equal to 6/6 close (15 days ago), 85.7% are below.
16.3% are above or equal to 6/3 close (16 days ago), 83.7% are below.
16.0% are above or equal to 6/2 close (17 days ago), 84.0% are below.
18.1% are above or equal to 6/1 close (18 days ago), 81.9% are below.
19.9% are above or equal to 5/31 close (19 days ago), 80.1% are below.
21.3% are above or equal to 5/27 close (20 days ago), 78.7% are below.
22.6% are above or equal to 5/26 close (21 days ago), 77.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160627 1:58 pm ET)
20d: 2.2% new highs, 67.2% new lows
21d: 2.2% new highs, 66.4% new lows
42d: 1.9% new highs, 41.7% new lows
63d: 1.9% new highs, 31.0% new lows
126d: 1.9% new highs, 6.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160627 1:58 pm ET)
2-day: 7.4% above, 92.6% below
3-day: 6.7% above, 93.3% below
4-day: 7.1% above, 92.9% below
5-day: 7.0% above, 93.0% below
8-day: 8.4% above, 91.6% below
10-day: 9.3% above, 90.7% below
20-day: 11.9% above, 88.1% below
50-day: 21.3% above, 78.7% below
200-day: 44.2% above, 55.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160627 1:58 pm ET)
REAL(102): -1.00% Top=PSA EXR BRX SNH CUBE WRI O MAA ….. SC PEB CBL HST ALLY CLNY NRF CBG=Bottom (Real Estate)
RETA(68): -2.58% Top=KR WFM GME TSCO DLTR ROST KSS CASY ….. BLDR DSW WSM SPLS ETSY LL TLRD RH=Bottom (Retail & Specialty Retail)
INSU(32): -2.79% Top=ALL TRV PGR MBI CINF FNF MMC XL ….. AGO AIG PRU UNM LNC RDN CNO MET=Bottom (Insurance)
HEAL(59): -2.95% Top=NXTM IRWD ABMD UNH NUVA STJ PRXL ZBH ….. HLS UHS ELGX OPK BKD THC CYH ACHC=Bottom (Health)
LEIS(38): -3.09% Top=SONC PLNT MTN DNKN JACK SBUX PLAY BOBE ….. LQ BLMN WYNN MGM GPRO SHAK RCL SEAS=Bottom (Leisure)
META(28): -3.12% Top=AGI TAHO SLW ABX NEM AEM SCCO RGLD ….. FCX X GSM PAAS CNX AG SLCA FMSA=Bottom (Metals & Mining)
CONS(60): -3.29% Top=CLX MFRM CHD KMB CL POOL COTY VSTO ….. VFC PAY WWW WRK HAR KS OI PVH=Bottom (Consumer)
MATE(31): -3.40% Top=WM RSG WCN PHM SRCL LEN BECN DHI ….. KBH MTZ AWI PWR EXP FLR CSTE SUM=Bottom (Materials & Construction)
DISV(52): -3.84% Top=SERV XRS LDOS CXW VNTV SCI MYGN FISV ….. KBR EEFT KFY CAR FDC MAN PRAA WTW=Bottom (Diversified Services)
TRAN(32): -4.01% Top=HA CHRW CNI UPS EXPD JBLU ALK JBHT ….. AAL TRN XPO GWR UAL TK BRS GBX=Bottom (Transportation)
COHW(44): -4.15% Top=T CCI VZ TMUS BCE CDW AAPL CSCO ….. INFN SSYS LITE CMTL NTAP ANET STX WDC=Bottom (Computer Hardware/Telecom)
ELEC(53): -4.18% Top=SCTY AMBA FEIC QLGC NVDA SNPS WAT CRUS ….. TRMB MU QRVO CSIQ CY ON MTSI IPHI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(46): -4.29% Top=DHR SNA GE HON ROP DE RS AME ….. AGCO CFX ATI ITT JOY ZBRA DDD FLOW=Bottom (Manufacturing)
COSW(104): -4.36% Top=TYL WIX DOX SABR GOOG ADP ADBE CHKP ….. ZEN NCR CYBR NEWR NOW VNET BOX SSNC=Bottom (Computer Software/Internet)
FINA(101): -4.63% Top=PSEC ACAS WFC ICE GS DFS CBOE ARCC ….. SCHW OMF PVTB VOYA IVZ WETF SIVB LAZ=Bottom (Banks/Financials)
CHEM(27): -5.21% Top=SHW IFF ASH GRA DOW PX AXTA DD ….. CE WLK POT PAH CF MOS CC HUN=Bottom (Chemicals/Fertilizers)
ENER(95): -5.27% Top=SGY SE XOM MDU SEP MMP CVX PSX ….. CRZO SN MRO UNT WLL CWEI SM EMES=Bottom (Energy)

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 1:58 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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