daytrend

06/29/2016

Filed under: Market Stats — daytrend @ 11:20 am

Market Stats at 12:20 pm 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 12:20 pm ET)
80.4% of stocks are above yesterday’s high.
96.1% are above yesterday’s midpoint. (3.9% are below.)
0.7% are below yesterday’s low.
18.9% are inside yesterday’s range.
91.9% of stocks with today’s high > yesterday’s high. (8.1% less than).
2.9% of stocks with today’s low < yesterday’s low. (97.1% greater than).

EVIDENCE OF INTRADAY TREND (20160629 12:20 pm ET)
79.9% of stocks are above today’s open. (19.0% are below).
79.5% of stocks are above today’s open and yesterday’s close.
5.1% 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 12:20 pm ET)
27.7% of stocks are in the top 10% of today’s range.
48.5% are in the top 20%.
81.6% are in the top half. 18.4% of stocks are in the bottom half of today’s range.
6.1% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN (20160629 12:20 pm ET)
94.5% of stocks are above yesterday’s close. (5.5% are below.)
5.7% are up 4.5% or more. 0.1% are down 4.5% or more.
13.4% are up 3.5% or more. 0.1% are down 3.5% or more.
20.1% are between +1% and -1%.

RSI on DAILY (20160629 12:20 pm ET)
2-day: >=95:4.3%…>=90:8.1%…>=80:19.7%…>=50:86.3%…<=20:0.9%…<=10:0.2%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.4%…>=50:41.6%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:40.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160629 12:20 pm ET)
80.4% above previous 1 highs, 0.7% below previous 1 lows
63.3% above previous 2 highs, 0.0% below previous 2 lows
25.1% above previous 3 highs, 0.0% below previous 3 lows
12.0% above previous 4 highs, 0.0% below previous 4 lows
11.6% above previous 5 highs, 0.0% below previous 5 lows
11.1% 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
10.4% above previous 9 highs, 0.0% below previous 9 lows
10.3% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160629 12:20 pm ET)
94.5% are above or equal to 6/28 close (1 days ago), 5.5% are below.
98.2% are above or equal to 6/27 close (2 days ago), 1.8% are below.
60.7% are above or equal to 6/24 close (3 days ago), 39.3% are below.
19.9% are above or equal to 6/23 close (4 days ago), 80.1% are below.
32.0% are above or equal to 6/22 close (5 days ago), 68.0% are below.
29.9% are above or equal to 6/21 close (6 days ago), 70.1% are below.
32.1% are above or equal to 6/20 close (7 days ago), 67.9% are below.
40.8% are above or equal to 6/17 close (8 days ago), 59.2% are below.
42.2% are above or equal to 6/16 close (9 days ago), 57.8% are below.
40.6% are above or equal to 6/15 close (10 days ago), 59.4% are below.
42.3% are above or equal to 6/14 close (11 days ago), 57.7% are below.
41.8% are above or equal to 6/13 close (12 days ago), 58.2% are below.
34.6% are above or equal to 6/10 close (13 days ago), 65.4% are below.
24.8% are above or equal to 6/9 close (14 days ago), 75.2% are below.
24.5% are above or equal to 6/8 close (15 days ago), 75.5% are below.
26.0% are above or equal to 6/7 close (16 days ago), 74.0% are below.
29.0% are above or equal to 6/6 close (17 days ago), 71.0% are below.
33.9% are above or equal to 6/3 close (18 days ago), 66.1% are below.
32.6% are above or equal to 6/2 close (19 days ago), 67.4% are below.
34.6% are above or equal to 6/1 close (20 days ago), 65.4% are below.
36.1% are above or equal to 5/31 close (21 days ago), 63.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160629 12:20 pm ET)
20d: 10.6% new highs, 0.7% new lows
21d: 10.3% new highs, 0.7% new lows
42d: 8.1% new highs, 0.6% new lows
63d: 7.4% new highs, 0.6% new lows
126d: 7.1% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160629 12:20 pm ET)
2-day: 93.9% above, 6.1% below
3-day: 98.3% above, 1.7% below
4-day: 92.0% above, 8.0% below
5-day: 63.5% above, 36.5% below
8-day: 43.1% above, 56.9% below
10-day: 43.0% above, 57.0% below
20-day: 34.1% above, 65.9% below
50-day: 42.6% above, 57.4% below
200-day: 55.9% above, 44.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160629 12:20 pm ET)
META(28): 2.91% Top=PAAS SWC CNX TCK CDE AG SLCA SLW ….. SCCO NUE BVN NEM GSM STLD CMC AA=Bottom (Metals & Mining)
TRAN(32): 2.70% Top=TK XPO SAVE KEX SWFT GWR DAL LUV ….. UPS EXPD ALK FDX CHRW NAT HA BRS=Bottom (Transportation)
LEIS(38): 2.54% Top=HLT WYN H LQ MAR CMG WYNN RCL ….. YUM BYD JACK WEN CAKE BWLD MCD DRI=Bottom (Leisure)
ENER(97): 2.51% Top=OAS MUR RIG SGY MTDR PTEN WPX SN ….. WMB RICE RRC MDU CWEI COG AR SWN=Bottom (Energy)
DISV(53): 2.32% Top=CAR IILG MYGN MAN URI YY ZG AAN ….. KFY G PAYX ACM DV EEFT CXW SCOR=Bottom (Diversified Services)
RETA(69): 2.31% Top=RH TLRD ETSY ASNA DKS WBA NFLX URBN ….. CVS ORLY COST CORE WFM W HD LOW=Bottom (Retail & Specialty Retail)
FINA(106): 2.21% Top=PVTB BOFI VOYA PB MBFI TCBI CFR PACW ….. PSEC ACAS WU ISBC FMER KEY MKTX FNFG=Bottom (Banks/Financials)
MATE(31): 2.16% Top=DAR SUM WY CSTE DY EXP FLR VMC ….. PWR FAST CAA SRCL LEN MTZ RSG WM=Bottom (Materials & Construction)
COSW(106): 2.05% Top=SHOP NTES TRIP FEYE YELP PFPT LOCK CERN ….. WUBA CVLT EPAM SQI CVG IMPV RAX VNET=Bottom (Computer Software/Internet)
CONS(59): 2.01% Top=FOSL UA SKX KATE FL GIII WWW MAT ….. HAS KMB BMS POOL CCK KS CHD CLX=Bottom (Consumer)
COHW(42): 1.96% Top=STX PANW NTAP WDC WIN INFN PSTG COMM ….. MSI CCI VZ TDC VIAV SYNA OLED CDW=Bottom (Computer Hardware/Telecom)
HEAL(60): 1.95% Top=THC ACHC ELGX ADPT CYH NVRO CNC NXTM ….. IRWD XRAY EVHC WST AMSG HTWR VWR OPK=Bottom (Health)
INSU(33): 1.63% Top=AGO MBI MET CNO AIG WLTW FNF ORI ….. PRU AFL PRI AIZ FAF UNM ALL AFSI=Bottom (Insurance)
MANU(48): 1.53% Top=JOY FLOW SEDG RXN DDD MRC CMI PNR ….. DCI LII TKR HON DE ITT PRLB ZBRA=Bottom (Manufacturing)
CHEM(28): 1.52% Top=PAH FMC OLN CE ASH IFF DOW POL ….. APD MON AGU CC SHW CF POT MOS=Bottom (Chemicals/Fertilizers)
REAL(107): 1.20% Top=SC RLJ HST PEB DRH TREE LHO SHO ….. EXR JLL COR OHI SSS HTA DOC HR=Bottom (Real Estate)
ELEC(52): 1.14% Top=QRVO FSLR SCTY SPWR CSIQ AVGO SWKS AMAT ….. SANM FEIC QLGC MLNX KEYS AMBA MXL BW=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 12:20 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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