daytrend

06/30/2016

Filed under: Market Stats — daytrend @ 8:55 am

Market Stats at 9:54 am ET
by daytrend on 20160630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 992.

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

COMPARED TO YESTERDAY’S RANGE (20160630 9:54 am ET)
15.8% of stocks are above yesterday’s high.
63.7% are above yesterday’s midpoint. (36.3% are below.)
10.6% are below yesterday’s low.
73.6% are inside yesterday’s range.
52.0% of stocks with today’s high > yesterday’s high. (48.0% less than).
15.2% of stocks with today’s low < yesterday’s low. (84.8% greater than).

EVIDENCE OF INTRADAY TREND (20160630 9:54 am ET)
20.6% of stocks are above today’s open. (77.8% are below).
18.4% of stocks are above today’s open and yesterday’s close.
59.6% are below both.
27.2% of stocks opened above yesterday’s high.
71.1% of stocks opened above yesterday’s close. (23.4% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160630 9:54 am ET)
2.0% of stocks are in the top 10% of today’s range.
4.7% are in the top 20%.
23.2% are in the top half. 76.8% of stocks are in the bottom half of today’s range.
45.5% are in the bottom 20%.
27.5% are in the bottom 10%.

GAIN (20160630 9:54 am ET)
38.3% of stocks are above yesterday’s close. (61.7% are below.)
0.3% are up 4.5% or more. 0.6% are down 4.5% or more.
0.7% are up 3.5% or more. 2.4% are down 3.5% or more.
74.9% are between +1% and -1%.

RSI on DAILY (20160630 9:54 am ET)
2-day: >=95:1.8%…>=90:4.3%…>=80:13.6%…>=50:73.0%…<=20:2.4%…<=10:0.5%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:39.9%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:39.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160630 9:54 am ET)
15.8% above previous 1 highs, 10.6% below previous 1 lows
15.7% above previous 2 highs, 2.4% below previous 2 lows
14.4% above previous 3 highs, 0.5% below previous 3 lows
7.2% above previous 4 highs, 0.5% below previous 4 lows
2.9% above previous 5 highs, 0.5% below previous 5 lows
2.9% above previous 6 highs, 0.5% below previous 6 lows
2.8% above previous 7 highs, 0.5% below previous 7 lows
2.5% above previous 8 highs, 0.5% below previous 8 lows
2.5% above previous 9 highs, 0.5% below previous 9 lows
2.5% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160630 9:54 am ET)
38.3% are above or equal to 6/29 close (1 days ago), 61.7% are below.
88.1% are above or equal to 6/28 close (2 days ago), 11.9% are below.
95.7% are above or equal to 6/27 close (3 days ago), 4.3% are below.
59.0% are above or equal to 6/24 close (4 days ago), 41.0% are below.
18.9% are above or equal to 6/23 close (5 days ago), 81.1% are below.
31.5% are above or equal to 6/22 close (6 days ago), 68.5% are below.
28.9% are above or equal to 6/21 close (7 days ago), 71.1% are below.
31.0% are above or equal to 6/20 close (8 days ago), 69.0% are below.
41.2% are above or equal to 6/17 close (9 days ago), 58.8% are below.
42.1% are above or equal to 6/16 close (10 days ago), 57.9% are below.
41.4% are above or equal to 6/15 close (11 days ago), 58.6% are below.
42.1% are above or equal to 6/14 close (12 days ago), 57.9% are below.
39.8% are above or equal to 6/13 close (13 days ago), 60.2% are below.
33.2% are above or equal to 6/10 close (14 days ago), 66.8% are below.
24.5% are above or equal to 6/9 close (15 days ago), 75.5% are below.
24.6% are above or equal to 6/8 close (16 days ago), 75.4% are below.
26.1% are above or equal to 6/7 close (17 days ago), 73.9% are below.
28.1% are above or equal to 6/6 close (18 days ago), 71.9% are below.
32.6% are above or equal to 6/3 close (19 days ago), 67.4% are below.
31.6% are above or equal to 6/2 close (20 days ago), 68.4% are below.
34.3% are above or equal to 6/1 close (21 days ago), 65.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160630 9:54 am ET)
20d: 5.6% new highs, 0.6% new lows
21d: 5.6% new highs, 0.6% new lows
42d: 5.0% new highs, 0.2% new lows
63d: 4.5% new highs, 0.2% new lows
126d: 4.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160630 9:54 am ET)
2-day: 36.1% above, 63.9% below
3-day: 77.3% above, 22.7% below
4-day: 91.2% above, 8.8% below
5-day: 85.4% above, 14.6% below
8-day: 44.9% above, 55.1% below
10-day: 41.5% above, 58.5% below
20-day: 33.9% above, 66.1% below
50-day: 42.5% above, 57.5% below
200-day: 56.1% above, 43.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160630 9:54 am ET)
META(28): 0.41% Top=AGI STLD NEM CMC ABX SSRI AG NUE ….. AA TAHO CCJ SLCA CNX FCX GSM FMSA=Bottom (Metals & Mining)
INSU(34): 0.35% Top=RDN AXS AGO VR AON ALL AIZ CNO ….. UNM TMK HIG AFSI PRU MET PRI LNC=Bottom (Insurance)
ELEC(52): 0.32% Top=IPHI CY MTSI MSCC IDTI MXL BRKR SNPS ….. GRMN QRVO MRVL NXPI SCTY FLEX BW FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(48): 0.06% Top=WOR RS DDD ATI GE ROK LII AOS ….. RXN MHK TEX TILE ZBRA FLOW JOY SEDG=Bottom (Manufacturing)
COSW(107): -0.07% Top=NTES GRUB ZEN TTWO ATVI WB TSS CYBR ….. NOW BOX SPLK SQ TEAM FEYE BITA VNET=Bottom (Computer Software/Internet)
FINA(107): -0.08% Top=BXS HBAN FMER CFG STT MTB BK CMA ….. SCHW NAVI AXP WETF WDR BGCP LPLA OMF=Bottom (Banks/Financials)
DISV(54): -0.20% Top=PAYX PCLN VNTV LDOS DV KFY G FISV ….. ADS KBR TMH R CAR FDC AAN PRAA=Bottom (Diversified Services)
HEAL(60): -0.29% Top=CPHD PRXL COO ABMD NXTM EW WST VWR ….. PODD OPK ADPT ELGX BKD INCR THC CYH=Bottom (Health)
COHW(42): -0.33% Top=SSYS PANW VIAV MSI CCOI VG BBRY UBNT ….. INFN WDC CDW NTAP QCOM PSTG WIN STX=Bottom (Computer Hardware/Telecom)
MATE(30): -0.37% Top=WY WM FAST OC RSG MLM PWR VMC ….. MAS CSTE DY CAA BLD LEN TPH KBH=Bottom (Materials & Construction)
REAL(109): -0.51% Top=ALLY TREE CONE GOV MAC SRC OUT AGNC ….. RPAI NRF CBL WPG CBG JLL BRX SC=Bottom (Real Estate)
CONS(59): -0.52% Top=BERY LULU BMS FN CHD EPC MLHR FBHS ….. SCS FOSL SKX UFS DECK TPX MFRM HBI=Bottom (Consumer)
RETA(68): -0.53% Top=BABA PLCE WFM CORE GES BURL TLRD SFM ….. SBH BBBY GPS OLLI PAG LL GNC TSCO=Bottom (Retail & Specialty Retail)
TRAN(32): -0.70% Top=WAB JBLU EXPD WERN HA GBX CP KNX ….. DAL SWFT XPO ODFL NAT BRS KEX TK=Bottom (Transportation)
CHEM(28): -0.72% Top=FOE POL IFF RPM OLN ASH APD PX ….. FMC MOS PAH POT HUN CF CC MEOH=Bottom (Chemicals/Fertilizers)
LEIS(37): -1.03% Top=DPZ MTN TVPT MCD MAR SBUX QSR EXPE ….. MGM RCL EAT SHAK PLAY DNKN GPRO DRI=Bottom (Leisure)
ENER(97): -1.47% Top=SGY HES PAGP FTI SLB OIS HAL WMB ….. MTDR HFC OAS SM CVI WNR CWEI WLL=Bottom (Energy)

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 9:54 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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