daytrend

06/29/2016

Filed under: Market Stats — daytrend @ 8:43 am

Market Stats at 9:42 am ET
by daytrend on 20160629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 990.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160629 9:42 am ET)
60.9% of stocks are above yesterday’s high.
90.6% are above yesterday’s midpoint. (9.4% are below.)
1.0% are below yesterday’s low.
38.1% are inside yesterday’s range.
83.9% of stocks with today’s high > yesterday’s high. (16.1% less than).
1.5% of stocks with today’s low < yesterday’s low. (98.5% greater than).

EVIDENCE OF INTRADAY TREND (20160629 9:42 am ET)
43.0% of stocks are above today’s open. (54.5% are below).
42.6% of stocks are above today’s open and yesterday’s close.
7.0% are below both.
67.8% of stocks opened above yesterday’s high.
97.7% of stocks opened above yesterday’s close. (1.6% opened below yesterday’s close).
0.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160629 9:42 am ET)
7.2% of stocks are in the top 10% of today’s range.
13.5% are in the top 20%.
34.0% are in the top half. 66.0% of stocks are in the bottom half of today’s range.
42.4% are in the bottom 20%.
29.3% are in the bottom 10%.

GAIN (20160629 9:42 am ET)
92.6% of stocks are above yesterday’s close. (7.4% are below.)
0.6% are up 4.5% or more. 0.0% are down 4.5% or more.
0.7% are up 3.5% or more. 0.1% are down 3.5% or more.
55.5% are between +1% and -1%.

RSI on DAILY (20160629 9:42 am ET)
2-day: >=95:4.7%…>=90:7.6%…>=80:13.5%…>=50:70.0%…<=20:2.9%…<=10:1.0%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:31.8%…<=20:0.7%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:33.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160629 9:42 am ET)
60.9% above previous 1 highs, 1.0% below previous 1 lows
44.2% above previous 2 highs, 0.2% below previous 2 lows
14.7% above previous 3 highs, 0.2% below previous 3 lows
10.1% above previous 4 highs, 0.2% below previous 4 lows
9.8% above previous 5 highs, 0.2% below previous 5 lows
9.5% above previous 6 highs, 0.2% below previous 6 lows
9.1% above previous 7 highs, 0.2% below previous 7 lows
9.1% above previous 8 highs, 0.2% below previous 8 lows
9.1% above previous 9 highs, 0.2% below previous 9 lows
8.9% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160629 9:42 am ET)
92.6% are above or equal to 6/28 close (1 days ago), 7.4% are below.
96.4% are above or equal to 6/27 close (2 days ago), 3.6% are below.
44.5% are above or equal to 6/24 close (3 days ago), 55.5% are below.
16.5% are above or equal to 6/23 close (4 days ago), 83.5% are below.
24.8% are above or equal to 6/22 close (5 days ago), 75.2% are below.
23.1% are above or equal to 6/21 close (6 days ago), 76.9% are below.
25.7% are above or equal to 6/20 close (7 days ago), 74.3% are below.
32.4% are above or equal to 6/17 close (8 days ago), 67.6% are below.
33.7% are above or equal to 6/16 close (9 days ago), 66.3% are below.
33.6% are above or equal to 6/15 close (10 days ago), 66.4% are below.
35.6% are above or equal to 6/14 close (11 days ago), 64.4% are below.
34.8% are above or equal to 6/13 close (12 days ago), 65.2% are below.
28.5% are above or equal to 6/10 close (13 days ago), 71.5% are below.
21.0% are above or equal to 6/9 close (14 days ago), 79.0% are below.
20.8% are above or equal to 6/8 close (15 days ago), 79.2% are below.
22.7% are above or equal to 6/7 close (16 days ago), 77.3% are below.
24.7% are above or equal to 6/6 close (17 days ago), 75.3% are below.
28.5% are above or equal to 6/3 close (18 days ago), 71.5% are below.
28.1% are above or equal to 6/2 close (19 days ago), 71.9% are below.
29.9% are above or equal to 6/1 close (20 days ago), 70.1% are below.
32.5% are above or equal to 5/31 close (21 days ago), 67.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160629 9:42 am ET)
20d: 7.9% new highs, 0.4% new lows
21d: 7.6% new highs, 0.4% new lows
42d: 6.3% new highs, 0.4% new lows
63d: 5.8% new highs, 0.4% new lows
126d: 5.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160629 9:42 am ET)
2-day: 91.8% above, 8.2% below
3-day: 96.7% above, 3.3% below
4-day: 80.2% above, 19.8% below
5-day: 43.5% above, 56.5% below
8-day: 29.5% above, 70.5% below
10-day: 29.9% above, 70.1% below
20-day: 26.6% above, 73.4% below
50-day: 38.7% above, 61.3% below
200-day: 53.3% above, 46.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160629 9:42 am ET)
LEIS(39): 1.90% Top=DRII WYN SBUX CMG QSR HLT TVPT MGM ….. SHAK LVS RCL YUM JACK CAKE GPRO CCL=Bottom (Leisure)
META(28): 1.66% Top=SLW TCK PAAS SWC TAHO CDE CNX SSRI ….. FCX STLD AGI GSM SCCO X AA FMSA=Bottom (Metals & Mining)
MATE(31): 1.18% Top=DAR WY VMC DY BLD CSTE OC USG ….. LEN FLR MTZ RSG TPC PWR FAST CAA=Bottom (Materials & Construction)
TRAN(32): 1.14% Top=SWFT XPO DAL LUV AAL GBX ODFL WERN ….. UPS NSC EXPD CHRW FDX NAT TRN BRS=Bottom (Transportation)
ENER(97): 1.11% Top=PTEN SGY OIS FTI NFX TSO MPC WNR ….. HFC CVI CWEI OII PBF WMB UNT PAGP=Bottom (Energy)
DISV(53): 1.06% Top=MYGN IILG MAN YY XRS HRB VNTV AHS ….. ACM MCO SCOR JEC DV ABCO PRAA CXW=Bottom (Diversified Services)
RETA(69): 1.02% Top=CASY RH JCP BIG GME DKS AEO BURL ….. TGT BBBY PAG OLLI WFM AN LOW HD=Bottom (Retail & Specialty Retail)
CHEM(28): 0.98% Top=MON AXTA FMC OLN PAH FOE PX POL ….. ALB POT CF DD WLK APD CC EMN=Bottom (Chemicals/Fertilizers)
CONS(59): 0.90% Top=UA KATE BERY COH TUP PVH NWL FL ….. BLL GT NKE WRK PAY SCS HAR KS=Bottom (Consumer)
REAL(107): 0.86% Top=TREE CPT SC AIV MAA UDR BXP SLG ….. HTS AGNC MFA SNH DOC OHI HTA HR=Bottom (Real Estate)
FINA(106): 0.85% Top=PVTB MBFI BAC PACW C PB OZRK EFX ….. LAZ ZION NSAM EVR RJF SF WETF VOYA=Bottom (Banks/Financials)
MANU(48): 0.84% Top=WOR JOY GE DDD FLOW AGCO AOS DHR ….. DE PH DCI CFX EMR HON TEX ZBRA=Bottom (Manufacturing)
HEAL(60): 0.83% Top=CNC DXCM ACHC ADPT WCG BSX DGX BAX ….. PEN CPHD VWR IRWD HTWR BKD PODD OPK=Bottom (Health)
COSW(106): 0.83% Top=INOV SHOP N NTES TWOU ATVI TYL TRIP ….. MENT DATA BOX LXFT AKAM WBMD RAX VNET=Bottom (Computer Software/Internet)
COHW(42): 0.74% Top=WIN PANW STX UBNT NTAP LVLT BRCD ANET ….. VRSN GOGO SYNA FNSR CDW CIEN OLED TDC=Bottom (Computer Hardware/Telecom)
INSU(33): 0.72% Top=FNF ORI VR AGO AXS AIG AON XL ….. AFL TMK RDN AFSI ALL PRU LNC UNM=Bottom (Insurance)
ELEC(52): 0.53% Top=NXPI TER SPWR FSLR AMAT SANM QRVO LRCX ….. AMBA MTSI BW BRKR MU ON MXL FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 9:42 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: