daytrend

06/29/2016

Filed under: Market Stats — daytrend @ 9:05 am

Market Stats at 10:05 am ET
by daytrend on 20160629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 989.

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

COMPARED TO YESTERDAY’S RANGE (20160629 10:05 am ET)
72.4% of stocks are above yesterday’s high.
94.5% are above yesterday’s midpoint. (5.5% are below.)
0.4% are below yesterday’s low.
27.2% are inside yesterday’s range.
87.8% of stocks with today’s high > yesterday’s high. (12.2% less than).
1.9% of stocks with today’s low < yesterday’s low. (98.1% greater than).

EVIDENCE OF INTRADAY TREND (20160629 10:05 am ET)
63.0% of stocks are above today’s open. (36.0% are below).
62.7% of stocks are above today’s open and yesterday’s close.
5.0% are below both.
67.7% of stocks opened above yesterday’s high.
97.7% of stocks opened above yesterday’s close. (1.7% opened below yesterday’s close).
0.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160629 10:05 am ET)
16.9% of stocks are in the top 10% of today’s range.
29.7% are in the top 20%.
62.1% are in the top half. 37.9% of stocks are in the bottom half of today’s range.
13.0% are in the bottom 20%.
7.6% are in the bottom 10%.

GAIN (20160629 10:05 am ET)
94.7% of stocks are above yesterday’s close. (5.3% are below.)
1.8% are up 4.5% or more. 0.1% are down 4.5% or more.
4.7% are up 3.5% or more. 0.1% are down 3.5% or more.
38.1% are between +1% and -1%.

RSI on DAILY (20160629 10:05 am ET)
2-day: >=95:4.7%…>=90:8.3%…>=80:16.0%…>=50:77.2%…<=20:1.1%…<=10:0.3%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.6%…>=50:36.1%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:37.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160629 10:05 am ET)
72.4% above previous 1 highs, 0.4% below previous 1 lows
54.1% above previous 2 highs, 0.1% below previous 2 lows
19.6% above previous 3 highs, 0.1% below previous 3 lows
11.0% above previous 4 highs, 0.1% below previous 4 lows
10.7% above previous 5 highs, 0.1% below previous 5 lows
10.1% above previous 6 highs, 0.1% below previous 6 lows
9.8% above previous 7 highs, 0.1% below previous 7 lows
9.7% above previous 8 highs, 0.1% below previous 8 lows
9.6% above previous 9 highs, 0.1% below previous 9 lows
9.6% above previous 10 highs, 0.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160629 10:05 am ET)
94.7% are above or equal to 6/28 close (1 days ago), 5.3% are below.
97.6% are above or equal to 6/27 close (2 days ago), 2.4% are below.
52.2% are above or equal to 6/24 close (3 days ago), 47.8% are below.
17.9% are above or equal to 6/23 close (4 days ago), 82.1% are below.
27.7% are above or equal to 6/22 close (5 days ago), 72.3% are below.
26.0% are above or equal to 6/21 close (6 days ago), 74.0% are below.
28.5% are above or equal to 6/20 close (7 days ago), 71.5% are below.
36.6% are above or equal to 6/17 close (8 days ago), 63.4% are below.
37.8% are above or equal to 6/16 close (9 days ago), 62.2% are below.
36.7% are above or equal to 6/15 close (10 days ago), 63.3% are below.
38.2% are above or equal to 6/14 close (11 days ago), 61.8% are below.
37.2% are above or equal to 6/13 close (12 days ago), 62.8% are below.
29.9% are above or equal to 6/10 close (13 days ago), 70.1% are below.
23.0% are above or equal to 6/9 close (14 days ago), 77.0% are below.
22.2% are above or equal to 6/8 close (15 days ago), 77.8% are below.
24.2% are above or equal to 6/7 close (16 days ago), 75.8% are below.
26.2% are above or equal to 6/6 close (17 days ago), 73.8% are below.
30.4% are above or equal to 6/3 close (18 days ago), 69.6% are below.
29.4% are above or equal to 6/2 close (19 days ago), 70.6% are below.
32.3% are above or equal to 6/1 close (20 days ago), 67.7% are below.
33.2% are above or equal to 5/31 close (21 days ago), 66.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160629 10:05 am ET)
20d: 9.3% new highs, 0.4% new lows
21d: 9.0% new highs, 0.4% new lows
42d: 7.1% new highs, 0.4% new lows
63d: 6.5% new highs, 0.4% new lows
126d: 6.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160629 10:05 am ET)
2-day: 94.4% above, 5.6% below
3-day: 97.6% above, 2.4% below
4-day: 85.9% above, 14.1% below
5-day: 51.9% above, 48.1% below
8-day: 35.1% above, 64.9% below
10-day: 35.4% above, 64.6% below
20-day: 29.8% above, 70.2% below
50-day: 39.9% above, 60.1% below
200-day: 54.2% above, 45.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160629 10:05 am ET)
META(28): 2.69% Top=SWC TCK PAAS CDE CNX SLW SLCA AG ….. NEM SCCO NUE FNV CMC STLD AGI AA=Bottom (Metals & Mining)
TRAN(32): 2.08% Top=TK XPO SWFT WERN SAVE LUV DAL KNX ….. ALK JBHT FDX UPS EXPD NAT CHRW BRS=Bottom (Transportation)
LEIS(38): 1.99% Top=WYN HLT LQ PLNT H TVPT CMG MAR ….. TXRH DPZ MCD YUM DRI GPRO CAKE JACK=Bottom (Leisure)
RETA(69): 1.97% Top=RH JCP DKS ASNA URBN CASY FRAN TLRD ….. CST COST CVS WMT CORE LOW HD WFM=Bottom (Retail & Specialty Retail)
ENER(97): 1.83% Top=EMES SGY WNR MPC PTEN MUR DPM NFX ….. WMB GPOR PE RRC PAGP AR MDU SWN=Bottom (Energy)
MATE(31): 1.64% Top=DAR CSTE WY USG DY SUM BLD OC ….. TPC DHI WM PWR FAST MTZ CAA RSG=Bottom (Materials & Construction)
CONS(59): 1.64% Top=FOSL UA KATE PVH TUP COH NKE SKX ….. PAY HAR FBHS BLL CHD SCS CLX CCK=Bottom (Consumer)
DISV(53): 1.53% Top=MYGN IILG MAN YY ZG SCOR SERV AAN ….. MCO BAH ACM FLT GPN FISV CXW G=Bottom (Diversified Services)
CHEM(28): 1.49% Top=PAH FMC OLN FOE MEOH POL HUN IFF ….. GRA WLK CC DD MON EMN APD SHW=Bottom (Chemicals/Fertilizers)
COSW(106): 1.27% Top=SHOP NTES FEYE N MTCH BIDU PFPT WIX ….. TEAM NATI CSOD SQI HUBS RAX VNET WBMD=Bottom (Computer Software/Internet)
COHW(42): 1.27% Top=STX WIN PANW NTAP PSTG INFN BRCD WDC ….. VZ LITE FNSR VRSN CIEN CDW TDC OLED=Bottom (Computer Hardware/Telecom)
HEAL(60): 1.19% Top=CNC DXCM THC CYH ADPT ACHC ESRX BSX ….. WST IRWD PKI AMSG TMO HTWR VWR OPK=Bottom (Health)
MANU(48): 1.15% Top=WOR JOY FLOW MRC DDD ATI RXN LECO ….. SNA MIDD TILE CFX PH DE PRLB HON=Bottom (Manufacturing)
ELEC(52): 1.10% Top=NXPI FSLR SPWR TER AMAT CSIQ QRVO LRCX ….. ON FEIC BW QLGC BRKR APH AMBA FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(107): 1.09% Top=RLJ WPG DRH CSAL CONE PEB LXP KW ….. OFC DFT SNH AGNC OHI DOC HTA HR=Bottom (Real Estate)
FINA(106): 1.05% Top=PVTB MBFI PB HBHC BEN WDR KKR BAC ….. FNFG KEY VOYA SF RJF HBAN LPLA LAZ=Bottom (Banks/Financials)
INSU(33): 0.63% Top=FNF ORI AGO AWH CLGX MET AON CNO ….. PRI MBI AIZ PRU ALL LNC AFSI UNM=Bottom (Insurance)

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 10:05 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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