daytrend

06/29/2016

Filed under: Market Stats — daytrend @ 1:07 pm

Market Stats at 2:07 pm ET
by daytrend on 20160629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 990.

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

COMPARED TO YESTERDAY’S RANGE (20160629 2:07 pm ET)
81.4% of stocks are above yesterday’s high.
95.6% are above yesterday’s midpoint. (4.4% are below.)
0.7% are below yesterday’s low.
17.9% are inside yesterday’s range.
92.6% of stocks with today’s high > yesterday’s high. (7.4% less than).
3.4% of stocks with today’s low < yesterday’s low. (96.6% greater than).

EVIDENCE OF INTRADAY TREND (20160629 2:07 pm ET)
79.7% of stocks are above today’s open. (19.3% are below).
79.3% of stocks are above today’s open and yesterday’s close.
5.2% are below both.
67.8% 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 2:07 pm ET)
31.3% of stocks are in the top 10% of today’s range.
50.0% are in the top 20%.
79.8% are in the top half. 20.2% of stocks are in the bottom half of today’s range.
6.0% are in the bottom 20%.
2.4% are in the bottom 10%.

GAIN (20160629 2:07 pm ET)
94.4% of stocks are above yesterday’s close. (5.6% are below.)
7.9% are up 4.5% or more. 0.1% are down 4.5% or more.
16.6% are up 3.5% or more. 0.2% are down 3.5% or more.
20.2% are between +1% and -1%.

RSI on DAILY (20160629 2:07 pm ET)
2-day: >=95:4.4%…>=90:8.1%…>=80:20.2%…>=50:88.3%…<=20:0.7%…<=10:0.2%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.5%…>=50:42.1%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:41.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160629 2:07 pm ET)
81.4% above previous 1 highs, 0.7% below previous 1 lows
64.6% above previous 2 highs, 0.2% below previous 2 lows
25.4% above previous 3 highs, 0.1% below previous 3 lows
12.5% above previous 4 highs, 0.1% below previous 4 lows
11.8% above previous 5 highs, 0.1% below previous 5 lows
11.2% above previous 6 highs, 0.1% below previous 6 lows
10.8% above previous 7 highs, 0.1% below previous 7 lows
10.7% above previous 8 highs, 0.1% below previous 8 lows
10.5% above previous 9 highs, 0.1% below previous 9 lows
10.4% above previous 10 highs, 0.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160629 2:07 pm ET)
94.4% are above or equal to 6/28 close (1 days ago), 5.6% are below.
98.4% are above or equal to 6/27 close (2 days ago), 1.6% are below.
62.0% are above or equal to 6/24 close (3 days ago), 38.0% are below.
20.0% are above or equal to 6/23 close (4 days ago), 80.0% are below.
32.0% are above or equal to 6/22 close (5 days ago), 68.0% are below.
30.8% are above or equal to 6/21 close (6 days ago), 69.2% are below.
32.0% are above or equal to 6/20 close (7 days ago), 68.0% are below.
42.3% are above or equal to 6/17 close (8 days ago), 57.7% are below.
42.6% are above or equal to 6/16 close (9 days ago), 57.4% are below.
41.2% are above or equal to 6/15 close (10 days ago), 58.8% are below.
43.1% are above or equal to 6/14 close (11 days ago), 56.9% are below.
42.0% are above or equal to 6/13 close (12 days ago), 58.0% are below.
34.1% are above or equal to 6/10 close (13 days ago), 65.9% are below.
24.9% are above or equal to 6/9 close (14 days ago), 75.1% are below.
24.8% are above or equal to 6/8 close (15 days ago), 75.2% are below.
26.3% are above or equal to 6/7 close (16 days ago), 73.7% are below.
29.1% are above or equal to 6/6 close (17 days ago), 70.9% are below.
33.7% are above or equal to 6/3 close (18 days ago), 66.3% are below.
33.0% are above or equal to 6/2 close (19 days ago), 67.0% are below.
35.1% are above or equal to 6/1 close (20 days ago), 64.9% are below.
37.3% are above or equal to 5/31 close (21 days ago), 62.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160629 2:07 pm ET)
20d: 11.1% new highs, 0.8% new lows
21d: 10.8% new highs, 0.8% new lows
42d: 8.4% new highs, 0.7% new lows
63d: 7.7% new highs, 0.7% new lows
126d: 7.4% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160629 2:07 pm ET)
2-day: 94.3% above, 5.7% below
3-day: 97.9% above, 2.1% below
4-day: 92.1% above, 7.9% below
5-day: 66.1% above, 33.9% below
8-day: 43.7% above, 56.3% below
10-day: 43.2% above, 56.8% below
20-day: 34.1% above, 65.9% below
50-day: 42.8% above, 57.2% below
200-day: 56.3% above, 43.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160629 2:07 pm ET)
META(28): 3.16% Top=TCK SLCA PAAS SWC CDE CNX AG SLW ….. X GSM NEM SCCO NUE STLD CMC AA=Bottom (Metals & Mining)
TRAN(32): 2.85% Top=TK XPO SAVE UAL SWFT DAL AAL KEX ….. UPS CNI FDX EXPD CHRW NAT HA BRS=Bottom (Transportation)
ENER(97): 2.71% Top=OAS MUR SGY WLL EMES WPX ECA RIG ….. GPOR RRC RICE MDU CWEI COG AR SWN=Bottom (Energy)
FINA(107): 2.50% Top=PVTB BOFI SLM VOYA PB MBFI TCBI CFR ….. BMO NYCB KEY WU FNFG FMER ACAS MKTX=Bottom (Banks/Financials)
MATE(31): 2.50% Top=DAR CSTE WY SUM DY KBH TPC AWI ….. OC MTZ BLD PWR WCN FAST RSG WM=Bottom (Materials & Construction)
LEIS(38): 2.38% Top=HLT LQ CMG H SHAK MAR PLNT WYNN ….. JACK SONC CAKE BWLD BYD MCD WEN DRI=Bottom (Leisure)
DISV(53): 2.37% Top=CAR IILG MAN MYGN AL URI AAN PCLN ….. JEC LDOS GPN PAYX ACM EEFT CXW SCOR=Bottom (Diversified Services)
RETA(69): 2.26% Top=RH TLRD ETSY FRAN ASNA DKS LL NFLX ….. ORLY TGT ROST CORE CVS WFM HD LOW=Bottom (Retail & Specialty Retail)
COHW(42): 2.20% Top=STX SSYS INFN NTAP WIN PANW WDC COMM ….. AAPL CIEN FNSR VZ SYNA TDC CDW VIAV=Bottom (Computer Hardware/Telecom)
COSW(106): 2.18% Top=SHOP WIX GRUB FEYE NTES YELP TRIP PFPT ….. EPAM WUBA SQI CVLT CVG IMPV RAX VNET=Bottom (Computer Software/Internet)
CONS(59): 2.08% Top=UA FOSL SKX FL GIII KATE WWW MAT ….. GT ENR KMB HAS CCK BMS CHD CLX=Bottom (Consumer)
CHEM(28): 1.88% Top=PAH HUN OLN FMC WLK POL MEOH MON ….. GRA EMN MOS CF AGU POT CC SHW=Bottom (Chemicals/Fertilizers)
HEAL(60): 1.85% Top=THC ELGX NXTM NVRO ADPT ANTM PEN BSX ….. NUVA IRWD EVHC AMSG WST HTWR VWR OPK=Bottom (Health)
INSU(33): 1.76% Top=AGO MBI MET CNO AWH AIG LNC TMK ….. AFL VR AXS UNM AIZ FAF ALL AFSI=Bottom (Insurance)
MANU(48): 1.57% Top=JOY DDD FLOW RXN MRC SEDG CMI PNR ….. ROP DE LII HON RBC PRLB ITT ZBRA=Bottom (Manufacturing)
REAL(107): 1.36% Top=SC HST RLJ TREE PEB DRH LHO ALLY ….. BRX JLL EXR DOC HTA HR SSS COR=Bottom (Real Estate)
ELEC(52): 1.34% Top=FSLR SPWR QRVO AVGO SWKS SCTY NXPI AMAT ….. FEIC LRCX KEYS FLEX IDTI AMBA BW MXL=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 2:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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