daytrend

06/29/2016

Filed under: Market Stats — daytrend @ 9:43 am

Market Stats at 10:42 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 10:42 am ET)
68.9% of stocks are above yesterday’s high.
93.2% are above yesterday’s midpoint. (6.8% are below.)
0.7% are below yesterday’s low.
30.4% are inside yesterday’s range.
89.1% of stocks with today’s high > yesterday’s high. (10.9% less than).
2.2% of stocks with today’s low < yesterday’s low. (97.8% greater than).

EVIDENCE OF INTRADAY TREND (20160629 10:42 am ET)
61.5% of stocks are above today’s open. (37.4% are below).
61.1% of stocks are above today’s open and yesterday’s close.
8.2% 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 10:42 am ET)
10.4% of stocks are in the top 10% of today’s range.
24.0% are in the top 20%.
58.0% are in the top half. 42.0% of stocks are in the bottom half of today’s range.
18.0% are in the bottom 20%.
8.8% are in the bottom 10%.

GAIN (20160629 10:42 am ET)
91.4% of stocks are above yesterday’s close. (8.6% are below.)
1.7% are up 4.5% or more. 0.1% are down 4.5% or more.
5.0% are up 3.5% or more. 0.2% are down 3.5% or more.
35.9% are between +1% and -1%.

RSI on DAILY (20160629 10:42 am ET)
2-day: >=95:4.9%…>=90:8.2%…>=80:15.9%…>=50:76.9%…<=20:2.1%…<=10:0.5%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:36.4%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:37.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160629 10:42 am ET)
68.9% above previous 1 highs, 0.7% below previous 1 lows
52.2% above previous 2 highs, 0.1% below previous 2 lows
20.0% above previous 3 highs, 0.1% below previous 3 lows
11.2% above previous 4 highs, 0.1% below previous 4 lows
10.8% above previous 5 highs, 0.1% below previous 5 lows
10.4% above previous 6 highs, 0.1% below previous 6 lows
10.1% above previous 7 highs, 0.1% below previous 7 lows
10.0% above previous 8 highs, 0.1% below previous 8 lows
10.0% above previous 9 highs, 0.1% below previous 9 lows
9.9% above previous 10 highs, 0.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160629 10:42 am ET)
91.4% are above or equal to 6/28 close (1 days ago), 8.6% are below.
97.5% are above or equal to 6/27 close (2 days ago), 2.5% are below.
51.0% are above or equal to 6/24 close (3 days ago), 49.0% are below.
17.5% are above or equal to 6/23 close (4 days ago), 82.5% are below.
28.0% are above or equal to 6/22 close (5 days ago), 72.0% are below.
26.5% are above or equal to 6/21 close (6 days ago), 73.5% are below.
28.6% are above or equal to 6/20 close (7 days ago), 71.4% are below.
36.2% are above or equal to 6/17 close (8 days ago), 63.8% are below.
37.9% are above or equal to 6/16 close (9 days ago), 62.1% are below.
37.1% are above or equal to 6/15 close (10 days ago), 62.9% are below.
39.0% are above or equal to 6/14 close (11 days ago), 61.0% are below.
38.2% are above or equal to 6/13 close (12 days ago), 61.8% are below.
30.2% are above or equal to 6/10 close (13 days ago), 69.8% are below.
22.6% are above or equal to 6/9 close (14 days ago), 77.4% are below.
22.8% are above or equal to 6/8 close (15 days ago), 77.2% are below.
24.5% are above or equal to 6/7 close (16 days ago), 75.5% are below.
26.8% are above or equal to 6/6 close (17 days ago), 73.2% are below.
30.3% are above or equal to 6/3 close (18 days ago), 69.7% are below.
29.1% are above or equal to 6/2 close (19 days ago), 70.9% are below.
32.3% are above or equal to 6/1 close (20 days ago), 67.7% are below.
34.1% are above or equal to 5/31 close (21 days ago), 65.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160629 10:42 am ET)
20d: 10.0% new highs, 0.4% new lows
21d: 9.7% new highs, 0.4% new lows
42d: 7.6% new highs, 0.4% new lows
63d: 7.0% new highs, 0.4% new lows
126d: 6.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160629 10:42 am ET)
2-day: 91.1% above, 8.9% below
3-day: 97.0% above, 3.0% below
4-day: 84.9% above, 15.1% below
5-day: 53.0% above, 47.0% below
8-day: 36.6% above, 63.4% below
10-day: 35.5% above, 64.5% below
20-day: 30.0% above, 70.0% below
50-day: 40.5% above, 59.5% below
200-day: 54.5% above, 45.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160629 10:42 am ET)
META(28): 2.70% Top=PAAS SWC TCK CDE SLCA CNX AG TAHO ….. CCJ AGI NUE NEM CMC STLD GSM AA=Bottom (Metals & Mining)
TRAN(32): 2.05% Top=TK SAVE DAL LUV GWR JBLU WERN XPO ….. JBHT EXPD FDX CHRW GBX HA NAT BRS=Bottom (Transportation)
ENER(97): 1.91% Top=EMES SGY PTEN MUR CPG RIG OAS PAA ….. VLO HFC RRC RICE MDU AR COG SWN=Bottom (Energy)
LEIS(38): 1.80% Top=WYN TVPT CMG WYNN HLT PLNT LQ SBUX ….. WEN SHAK CAKE MCD JACK DRI BYD BWLD=Bottom (Leisure)
RETA(69): 1.77% Top=RH DKS TLRD ASNA URBN LB WBA CASY ….. COST STMP CST CORE LOW BBBY HD WFM=Bottom (Retail & Specialty Retail)
MATE(31): 1.57% Top=DAR CSTE WY SUM EXP VMC CVA WCN ….. RSG FAST FLR LEN DHI CAA TOL MTZ=Bottom (Materials & Construction)
DISV(53): 1.55% Top=MYGN IILG ZG MAN YY SBAC URI CAR ….. SCOR G PAYX ACM DV JEC CXW EEFT=Bottom (Diversified Services)
CONS(59): 1.45% Top=UA KATE FOSL SKX FL TUP GIII BERY ….. BLL POOL HAR CHD CCK KS CLX PAY=Bottom (Consumer)
HEAL(60): 1.36% Top=THC ACHC CYH DXCM CNC DGX BSX RMD ….. TMO PKI EVHC IRWD AMSG HTWR OPK VWR=Bottom (Health)
CHEM(28): 1.29% Top=PAH FMC AXTA FOE IFF DOW MEOH CE ….. AGU APD CF EMN CC POT MOS SHW=Bottom (Chemicals/Fertilizers)
FINA(106): 1.26% Top=PVTB MBFI PB LM BOFI BEN VOYA WDR ….. LAZ RJF LPLA CFG SF SBNY FNFG KEY=Bottom (Banks/Financials)
COSW(106): 1.11% Top=SHOP NTES FEYE BIDU GRUB TRIP CERN SQ ….. NATI HUBS ROVI WBMD IMPV NEWR VNET RAX=Bottom (Computer Software/Internet)
COHW(42): 1.06% Top=STX PANW WIN PSTG NTAP INFN HPQ COMM ….. SSYS CDW SYNA VIAV LITE CIEN TDC OLED=Bottom (Computer Hardware/Telecom)
INSU(33): 1.04% Top=WLTW ORI AGO MET CLGX AON CNO FNF ….. PRI PRU MBI ALL LNC AFSI UNM RDN=Bottom (Insurance)
REAL(107): 1.04% Top=SC RLJ CONE WPG TREE DRH KW HST ….. SSS AGNC JLL CIM OHI DOC HTA HR=Bottom (Real Estate)
MANU(48): 0.98% Top=FLOW JOY MRC WOR AME RXN GE DHR ….. TILE HON TKR TEX PRLB ITT DE ZBRA=Bottom (Manufacturing)
ELEC(52): 0.60% Top=FSLR NXPI SPWR AMAT QRVO MU TER LRCX ….. BW FIT FLEX AMBA CY MXL CRUS ON=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 10:42 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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