daytrend

06/29/2016

Filed under: Market Stats — daytrend @ 9:22 am

Market Stats at 10:22 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 10:22 am ET)
70.0% of stocks are above yesterday’s high.
93.8% are above yesterday’s midpoint. (6.2% are below.)
0.6% are below yesterday’s low.
29.4% are inside yesterday’s range.
88.4% of stocks with today’s high > yesterday’s high. (11.6% less than).
1.9% of stocks with today’s low < yesterday’s low. (98.1% greater than).

EVIDENCE OF INTRADAY TREND (20160629 10:22 am ET)
64.6% of stocks are above today’s open. (33.4% are below).
64.3% of stocks are above today’s open and yesterday’s close.
6.1% are below both.
67.6% of stocks opened above yesterday’s high.
97.6% 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 10:22 am ET)
17.3% of stocks are in the top 10% of today’s range.
30.7% are in the top 20%.
62.9% are in the top half. 37.1% of stocks are in the bottom half of today’s range.
14.5% are in the bottom 20%.
8.3% are in the bottom 10%.

GAIN (20160629 10:22 am ET)
93.6% of stocks are above yesterday’s close. (6.4% are below.)
1.5% are up 4.5% or more. 0.1% are down 4.5% or more.
4.2% are up 3.5% or more. 0.1% are down 3.5% or more.
34.3% are between +1% and -1%.

RSI on DAILY (20160629 10:22 am ET)
2-day: >=95:5.1%…>=90:8.1%…>=80:16.6%…>=50:77.1%…<=20:1.3%…<=10:0.2%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:36.5%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:37.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160629 10:22 am ET)
70.0% above previous 1 highs, 0.6% below previous 1 lows
52.7% above previous 2 highs, 0.0% below previous 2 lows
21.3% above previous 3 highs, 0.0% below previous 3 lows
11.8% above previous 4 highs, 0.0% below previous 4 lows
11.6% above previous 5 highs, 0.0% below previous 5 lows
11.2% above previous 6 highs, 0.0% below previous 6 lows
10.6% above previous 7 highs, 0.0% below previous 7 lows
10.5% above previous 8 highs, 0.0% below previous 8 lows
10.3% above previous 9 highs, 0.0% below previous 9 lows
10.2% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160629 10:22 am ET)
93.6% are above or equal to 6/28 close (1 days ago), 6.4% are below.
97.2% are above or equal to 6/27 close (2 days ago), 2.8% are below.
52.2% are above or equal to 6/24 close (3 days ago), 47.8% are below.
18.0% are above or equal to 6/23 close (4 days ago), 82.0% are below.
28.2% are above or equal to 6/22 close (5 days ago), 71.8% are below.
27.0% are above or equal to 6/21 close (6 days ago), 73.0% are below.
29.6% are above or equal to 6/20 close (7 days ago), 70.4% are below.
36.6% are above or equal to 6/17 close (8 days ago), 63.4% are below.
37.9% are above or equal to 6/16 close (9 days ago), 62.1% are below.
37.9% are above or equal to 6/15 close (10 days ago), 62.1% are below.
38.9% are above or equal to 6/14 close (11 days ago), 61.1% are below.
38.3% are above or equal to 6/13 close (12 days ago), 61.7% are below.
30.5% are above or equal to 6/10 close (13 days ago), 69.5% are below.
23.6% are above or equal to 6/9 close (14 days ago), 76.4% are below.
23.1% are above or equal to 6/8 close (15 days ago), 76.9% are below.
24.6% are above or equal to 6/7 close (16 days ago), 75.4% are below.
26.6% are above or equal to 6/6 close (17 days ago), 73.4% are below.
31.1% are above or equal to 6/3 close (18 days ago), 68.9% are below.
29.5% are above or equal to 6/2 close (19 days ago), 70.5% are below.
32.2% are above or equal to 6/1 close (20 days ago), 67.8% are below.
33.8% are above or equal to 5/31 close (21 days ago), 66.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160629 10:22 am ET)
20d: 9.8% new highs, 0.4% new lows
21d: 9.5% new highs, 0.4% new lows
42d: 7.5% new highs, 0.4% new lows
63d: 6.9% new highs, 0.4% new lows
126d: 6.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160629 10:22 am ET)
2-day: 92.7% above, 7.3% below
3-day: 98.1% above, 1.9% below
4-day: 85.4% above, 14.6% below
5-day: 52.6% above, 47.4% below
8-day: 36.8% above, 63.2% below
10-day: 37.2% above, 62.8% below
20-day: 30.8% above, 69.2% below
50-day: 40.4% above, 59.6% below
200-day: 54.7% above, 45.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160629 10:22 am ET)
META(28): 2.22% Top=SWC TCK PAAS CNX SLCA CDE SLW TAHO ….. FMSA BVN STLD CMC AGI NEM GSM AA=Bottom (Metals & Mining)
TRAN(32): 2.14% Top=TK SAVE DAL WERN SWFT LUV XPO UAL ….. CNI TRN EXPD UPS CHRW FDX NAT BRS=Bottom (Transportation)
RETA(69): 2.02% Top=RH DKS URBN LB CASY TLRD ASNA WBA ….. WMT KR BBBY COST CORE LOW HD WFM=Bottom (Retail & Specialty Retail)
LEIS(38): 1.83% Top=WYN HLT TVPT LQ WYNN PLNT CMG SBUX ….. YUM WEN GPRO MCD CAKE JACK BWLD DRI=Bottom (Leisure)
MATE(31): 1.67% Top=DAR CSTE WY SUM DY OC VMC EXP ….. TOL DHI TPC LEN CAA FAST RSG MTZ=Bottom (Materials & Construction)
CHEM(28): 1.67% Top=PAH FMC FOE OLN HUN MEOH DOW IFF ….. CF WLK APD MOS EMN POT CC SHW=Bottom (Chemicals/Fertilizers)
CONS(59): 1.67% Top=UA KATE FOSL SKX FL TUP COH GIII ….. POOL KS HAR CHD CLX CCK PAY BLL=Bottom (Consumer)
DISV(53): 1.64% Top=MYGN IILG MAN YY ZG URI SCOR AAN ….. ACM G PRAA FLT JEC DV CXW EEFT=Bottom (Diversified Services)
ENER(97): 1.57% Top=EMES SGY WNR PTEN MPC MUR MTDR CPG ….. COG SM GPOR AR MDU PAGP WLL SWN=Bottom (Energy)
HEAL(60): 1.37% Top=CNC THC ACHC CYH DXCM BSX ADPT HRC ….. EVHC TMO CPHD AMSG HTWR IRWD OPK VWR=Bottom (Health)
COSW(106): 1.37% Top=SHOP NTES FEYE GRUB N BIDU WIX MTCH ….. IMPV LXFT SQI NATI WBMD NEWR VNET RAX=Bottom (Computer Software/Internet)
COHW(42): 1.18% Top=STX PANW WIN NTAP PSTG WDC HPQ INFN ….. SYNA CDW FNSR VIAV LITE CIEN TDC OLED=Bottom (Computer Hardware/Telecom)
REAL(107): 1.14% Top=TREE CONE SC RLJ LXP WPG KW PLD ….. CUBE CIM AGNC OHI JLL DOC HTA HR=Bottom (Real Estate)
FINA(106): 1.09% Top=PVTB MBFI PB BOFI BEN WDR EFX CIT ….. LAZ HBAN CMA CFG LPLA KEY FNFG SF=Bottom (Banks/Financials)
MANU(48): 1.06% Top=JOY FLOW WOR MRC SEDG AME AOS DHR ….. MIDD CFX TEX TKR ITT HON DE PRLB=Bottom (Manufacturing)
ELEC(52): 0.90% Top=NXPI FSLR SPWR AMAT QRVO CSIQ TER LRCX ….. MLNX FLEX CRUS APH BW FIT AMBA ON=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(33): 0.86% Top=AGO WLTW ORI CLGX AWH CNO FNF AON ….. PRI RDN MBI ALL PRU AFSI LNC 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 10:22 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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