daytrend

06/28/2016

Filed under: Market Stats — daytrend @ 9:30 am

Market Stats at 10:28 am ET
by daytrend on 20160628. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 986.

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

COMPARED TO YESTERDAY’S RANGE (20160628 10:28 am ET)
22.8% of stocks are above yesterday’s high.
67.8% are above yesterday’s midpoint. (32.2% are below.)
0.8% are below yesterday’s low.
76.4% are inside yesterday’s range.
39.9% of stocks with today’s high > yesterday’s high. (60.1% less than).
3.4% of stocks with today’s low < yesterday’s low. (96.6% greater than).

EVIDENCE OF INTRADAY TREND (20160628 10:28 am ET)
61.5% of stocks are above today’s open. (36.2% are below).
59.6% of stocks are above today’s open and yesterday’s close.
4.5% are below both.
13.0% of stocks opened above yesterday’s high.
94.5% of stocks opened above yesterday’s close. (5.1% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160628 10:28 am ET)
6.6% of stocks are in the top 10% of today’s range.
17.1% are in the top 20%.
51.2% are in the top half. 48.8% of stocks are in the bottom half of today’s range.
23.1% are in the bottom 20%.
15.3% are in the bottom 10%.

GAIN (20160628 10:28 am ET)
93.8% of stocks are above yesterday’s close. (6.2% are below.)
4.7% are up 4.5% or more. 0.1% are down 4.5% or more.
11.3% are up 3.5% or more. 0.1% are down 3.5% or more.
32.2% are between +1% and -1%.

RSI on DAILY (20160628 10:28 am ET)
2-day: >=95:2.5%…>=90:4.0%…>=80:6.4%…>=50:24.7%…<=20:12.3%…<=10:3.0%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:18.2%…<=20:1.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:21.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160628 10:28 am ET)
22.8% above previous 1 highs, 0.8% below previous 1 lows
6.8% above previous 2 highs, 0.7% below previous 2 lows
4.7% above previous 3 highs, 0.7% below previous 3 lows
4.5% above previous 4 highs, 0.7% below previous 4 lows
4.3% above previous 5 highs, 0.7% below previous 5 lows
3.7% above previous 6 highs, 0.7% below previous 6 lows
3.5% above previous 7 highs, 0.7% below previous 7 lows
3.5% above previous 8 highs, 0.7% below previous 8 lows
3.4% above previous 9 highs, 0.7% below previous 9 lows
3.4% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160628 10:28 am ET)
93.8% are above or equal to 6/27 close (1 days ago), 6.2% are below.
19.2% are above or equal to 6/24 close (2 days ago), 80.8% are below.
9.7% are above or equal to 6/23 close (3 days ago), 90.3% are below.
14.1% are above or equal to 6/22 close (4 days ago), 85.9% are below.
14.0% are above or equal to 6/21 close (5 days ago), 86.0% are below.
15.0% are above or equal to 6/20 close (6 days ago), 85.0% are below.
19.5% are above or equal to 6/17 close (7 days ago), 80.5% are below.
21.7% are above or equal to 6/16 close (8 days ago), 78.3% are below.
22.1% are above or equal to 6/15 close (9 days ago), 77.9% are below.
25.3% are above or equal to 6/14 close (10 days ago), 74.7% are below.
23.6% are above or equal to 6/13 close (11 days ago), 76.4% are below.
18.5% are above or equal to 6/10 close (12 days ago), 81.5% are below.
13.5% are above or equal to 6/9 close (13 days ago), 86.5% are below.
13.9% are above or equal to 6/8 close (14 days ago), 86.1% are below.
15.7% are above or equal to 6/7 close (15 days ago), 84.3% are below.
17.6% are above or equal to 6/6 close (16 days ago), 82.4% are below.
20.8% are above or equal to 6/3 close (17 days ago), 79.2% are below.
20.7% are above or equal to 6/2 close (18 days ago), 79.3% are below.
23.9% are above or equal to 6/1 close (19 days ago), 76.1% are below.
24.6% are above or equal to 5/31 close (20 days ago), 75.4% are below.
24.8% are above or equal to 5/27 close (21 days ago), 75.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160628 10:28 am ET)
20d: 4.4% new highs, 2.1% new lows
21d: 4.4% new highs, 2.1% new lows
42d: 3.2% new highs, 1.2% new lows
63d: 3.1% new highs, 0.9% new lows
126d: 3.0% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160628 10:28 am ET)
2-day: 93.7% above, 6.3% below
3-day: 44.6% above, 55.4% below
4-day: 15.9% above, 84.1% below
5-day: 15.2% above, 84.8% below
8-day: 14.1% above, 85.9% below
10-day: 15.3% above, 84.7% below
20-day: 16.7% above, 83.3% below
50-day: 28.6% above, 71.4% below
200-day: 48.7% above, 51.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160628 10:28 am ET)
ENER(97): 2.97% Top=SGY SN SM ATW WLL RICE WPX UNT ….. BPL OKS PSX PSXP SHLX TSO VLO MDU=Bottom (Energy)
FINA(105): 1.97% Top=SIVB LAZ SBNY NAVI TCBI OMF FHN WAL ….. SF JNS DFS NYCB CME CBOE AXP VOYA=Bottom (Banks/Financials)
COSW(106): 1.95% Top=EPAM VNET IMPV YELP BITA HUBS TWTR FEYE ….. VRNT SABR EA CHKP TYL VEEV ROVI SQI=Bottom (Computer Software/Internet)
TRAN(32): 1.93% Top=TK BRS GBX XPO GWR TRN AAL KEX ….. ALK WERN EXPD LUV HA CHRW SAVE JBHT=Bottom (Transportation)
ELEC(52): 1.80% Top=IPHI MTSI IDTI SPWR MU ON QRVO SWKS ….. DLB APH JBL SNPS FEIC WAT TRMB BW=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(43): 1.79% Top=STX PSTG WDC SYNA WIN LITE BRCD BBRY ….. CCI BCE GIMO NSR CIEN MSI T VZ=Bottom (Computer Hardware/Telecom)
DISV(53): 1.61% Top=WTW YY FDC CAR EEFT ZG R V ….. CXW AAN DV WOOF JEC ULTA SERV XRS=Bottom (Diversified Services)
INSU(33): 1.59% Top=RDN CLGX FNF LNC HIG TRV VR AJG ….. AFL AIZ L MET ORI PGR AIG AXS=Bottom (Insurance)
RETA(68): 1.46% Top=FRAN BLDR NFLX SPLS TLRD LL GPS WSM ….. W GNC LB WMT DLTR ROST KR CASY=Bottom (Retail & Specialty Retail)
MATE(32): 1.43% Top=DY PHM KBH WY USG TPH EXP LEN ….. SUM PWR CSTE SRCL MTZ FAST WM RSG=Bottom (Materials & Construction)
CONS(59): 1.42% Top=UA TPX PVH WHR TUP BC HAR OI ….. AVY IP SEE UFS BLL CHD MFRM CLX=Bottom (Consumer)
LEIS(38): 1.39% Top=GPRO CCL EXPE RCL SEAS SHAK DRII PLAY ….. JACK BLMN BOBE TXRH MTN CAKE DRI SONC=Bottom (Leisure)
MANU(48): 1.33% Top=SEDG DDD JOY ITT MHK ATI MIDD ETN ….. FLS DE TEX TILE ATU LII FLOW DHR=Bottom (Manufacturing)
HEAL(60): 1.24% Top=IRWD ACHC NXTM OPK THC BKD NVRO PRAH ….. PKI DGX CPHD A VWR HTWR HYH WCG=Bottom (Health)
REAL(105): 1.10% Top=NRF SC NRZ PEB SHO CONE HST RLGY ….. WPC SRC CSAL LXP CBL CIM TWO NLY=Bottom (Real Estate)
META(28): 0.93% Top=FMSA CNX FCX SLCA X CMC TCK AA ….. AG AGI NEM FNV TAHO ABX CCJ CDE=Bottom (Metals & Mining)
CHEM(27): 0.83% Top=PAH OLN MEOH CF ALB SHW MOS FMC ….. CC EMN AGU ASH AXTA GRA DD DOW=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 10:28 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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