daytrend

06/28/2016

Filed under: Market Stats — daytrend @ 10:07 am

Market Stats at 11:07 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 11:07 am ET)
20.7% of stocks are above yesterday’s high.
60.6% are above yesterday’s midpoint. (39.4% are below.)
1.8% are below yesterday’s low.
77.5% are inside yesterday’s range.
41.6% of stocks with today’s high > yesterday’s high. (58.4% less than).
5.2% of stocks with today’s low < yesterday’s low. (94.8% greater than).

EVIDENCE OF INTRADAY TREND (20160628 11:07 am ET)
54.1% of stocks are above today’s open. (44.4% are below).
52.2% of stocks are above today’s open and yesterday’s close.
7.9% 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 11:07 am ET)
3.5% of stocks are in the top 10% of today’s range.
9.7% are in the top 20%.
41.0% are in the top half. 59.0% of stocks are in the bottom half of today’s range.
30.8% are in the bottom 20%.
15.8% are in the bottom 10%.

GAIN (20160628 11:07 am ET)
90.3% of stocks are above yesterday’s close. (9.7% are below.)
4.0% are up 4.5% or more. 0.1% are down 4.5% or more.
8.7% are up 3.5% or more. 0.1% are down 3.5% or more.
37.9% are between +1% and -1%.

RSI on DAILY (20160628 11:07 am ET)
2-day: >=95:2.5%…>=90:4.4%…>=80:7.1%…>=50:23.0%…<=20:18.9%…<=10:7.3%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:17.4%…<=20:1.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:21.0%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160628 11:07 am ET)
20.7% above previous 1 highs, 1.8% below previous 1 lows
6.6% above previous 2 highs, 1.5% below previous 2 lows
4.8% above previous 3 highs, 1.5% below previous 3 lows
4.6% above previous 4 highs, 1.5% below previous 4 lows
4.6% above previous 5 highs, 1.5% below previous 5 lows
4.0% above previous 6 highs, 1.5% below previous 6 lows
3.9% above previous 7 highs, 1.5% below previous 7 lows
3.9% above previous 8 highs, 1.5% below previous 8 lows
3.9% above previous 9 highs, 1.5% below previous 9 lows
3.9% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160628 11:07 am ET)
90.3% are above or equal to 6/27 close (1 days ago), 9.7% are below.
19.7% are above or equal to 6/24 close (2 days ago), 80.3% are below.
10.0% are above or equal to 6/23 close (3 days ago), 90.0% are below.
14.3% are above or equal to 6/22 close (4 days ago), 85.7% are below.
13.7% are above or equal to 6/21 close (5 days ago), 86.3% are below.
14.3% are above or equal to 6/20 close (6 days ago), 85.7% are below.
20.4% are above or equal to 6/17 close (7 days ago), 79.6% are below.
21.3% are above or equal to 6/16 close (8 days ago), 78.7% are below.
22.0% are above or equal to 6/15 close (9 days ago), 78.0% are below.
24.5% are above or equal to 6/14 close (10 days ago), 75.5% are below.
23.2% are above or equal to 6/13 close (11 days ago), 76.8% are below.
18.3% are above or equal to 6/10 close (12 days ago), 81.7% are below.
13.2% are above or equal to 6/9 close (13 days ago), 86.8% are below.
13.8% are above or equal to 6/8 close (14 days ago), 86.2% are below.
15.7% are above or equal to 6/7 close (15 days ago), 84.3% are below.
17.7% are above or equal to 6/6 close (16 days ago), 82.3% are below.
20.0% are above or equal to 6/3 close (17 days ago), 80.0% are below.
20.0% are above or equal to 6/2 close (18 days ago), 80.0% are below.
23.5% are above or equal to 6/1 close (19 days ago), 76.5% are below.
24.3% are above or equal to 5/31 close (20 days ago), 75.7% are below.
24.4% are above or equal to 5/27 close (21 days ago), 75.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160628 11:07 am ET)
20d: 4.5% new highs, 3.3% new lows
21d: 4.5% new highs, 3.3% new lows
42d: 3.3% new highs, 2.2% new lows
63d: 3.1% new highs, 1.5% new lows
126d: 3.0% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160628 11:07 am ET)
2-day: 89.6% above, 10.4% below
3-day: 39.2% above, 60.8% below
4-day: 15.4% above, 84.6% below
5-day: 14.5% above, 85.5% below
8-day: 14.1% above, 85.9% below
10-day: 15.0% above, 85.0% below
20-day: 16.1% above, 83.9% below
50-day: 28.3% above, 71.7% below
200-day: 48.2% above, 51.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160628 11:07 am ET)
ENER(97): 2.77% Top=SGY SN RICE ATW SWN WPX CPE CWEI ….. SXL MMP OKS SE MPLX CVI VLO MDU=Bottom (Energy)
TRAN(32): 1.77% Top=TK BRS GBX AAL XPO GWR KEX JBLU ….. HA EXPD LUV SAVE JBHT UPS ALK CHRW=Bottom (Transportation)
COSW(106): 1.61% Top=EPAM VNET BITA SQ YELP TWTR VIPS WIX ….. SQI CSOD CSRA MDRX CHKP NATI NTCT ROVI=Bottom (Computer Software/Internet)
FINA(105): 1.50% Top=SIVB LAZ SBNY NAVI FRC BOFI WAL ASB ….. BLK VOYA RJF NYCB AXP WDR JNS SF=Bottom (Banks/Financials)
COHW(43): 1.48% Top=STX PSTG WIN SYNA WDC CRAY BRCD CTL ….. HRS INFN MSI ARRS T VZ NSR CIEN=Bottom (Computer Hardware/Telecom)
RETA(68): 1.48% Top=FRAN LL SPLS BLDR TLRD NFLX DKS GPS ….. PAG WFM WMT LB DLTR KR CST CASY=Bottom (Retail & Specialty Retail)
INSU(33): 1.46% Top=RDN PRI WLTW FNF TRV XL CLGX AJG ….. AFL CNO PGR ORI TMK AXS L AIG=Bottom (Insurance)
HEAL(60): 1.41% Top=IRWD OPK NXTM ACHC PRAH THC ABMD EVHC ….. VWR CNC WCG A PKI EW HTWR HYH=Bottom (Health)
DISV(53): 1.39% Top=WTW YY EEFT FDC CAR ZG R GPN ….. AAN ULTA CXW JEC MAN XRS SERV DV=Bottom (Diversified Services)
ELEC(52): 1.35% Top=SPWR SCTY MTSI IPHI MU IDTI ON CRUS ….. DLB CREE WAT FEIC CY APH TRMB BW=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(59): 1.35% Top=PVH WHR KATE OI TUP TPX UA MAT ….. CHD UFS MFRM IP LULU PKG GPK CLX=Bottom (Consumer)
MATE(32): 1.20% Top=DY PHM USG BLD TPH KBH WY LEN ….. FAST WM CVA RSG PWR TPC SUM CSTE=Bottom (Materials & Construction)
META(28): 1.17% Top=FMSA CNX FCX SLCA CMC SSRI BVN GSM ….. AEM STLD TAHO FNV NEM CDE CCJ ABX=Bottom (Metals & Mining)
LEIS(38): 1.10% Top=GPRO SHAK DRII EXPE SEAS BYD MGM PLAY ….. SIX JACK CMG BLMN DRI CAKE MTN SONC=Bottom (Leisure)
MANU(48): 0.96% Top=SEDG ITT DDD MHK MIDD JOY CFX ETN ….. TILE RXN RS DE DHR AGCO FLOW TEX=Bottom (Manufacturing)
REAL(105): 0.94% Top=NRF NRZ CONE RLGY AMH SC PEB ROIC ….. WPC VER SRC LXP CBL NLY TWO CIM=Bottom (Real Estate)
CHEM(27): 0.58% Top=PAH OLN MEOH CF ALB FMC SHW MOS ….. POT AXTA AGU GRA ASH CC 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 11:07 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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