daytrend

06/30/2016

Filed under: Market Stats — daytrend @ 9:35 am

Market Stats at 10:35 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 10:35 am ET)
25.0% of stocks are above yesterday’s high.
69.7% are above yesterday’s midpoint. (30.3% are below.)
9.7% are below yesterday’s low.
65.3% are inside yesterday’s range.
55.8% of stocks with today’s high > yesterday’s high. (44.2% less than).
19.0% of stocks with today’s low < yesterday’s low. (81.0% greater than).

EVIDENCE OF INTRADAY TREND (20160630 10:35 am ET)
35.2% of stocks are above today’s open. (62.2% are below).
32.5% of stocks are above today’s open and yesterday’s close.
47.3% 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 10:35 am ET)
12.1% of stocks are in the top 10% of today’s range.
20.7% are in the top 20%.
48.1% are in the top half. 51.9% of stocks are in the bottom half of today’s range.
18.8% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN (20160630 10:35 am ET)
50.3% of stocks are above yesterday’s close. (49.7% are below.)
0.4% are up 4.5% or more. 0.9% are down 4.5% or more.
0.6% are up 3.5% or more. 2.0% are down 3.5% or more.
71.9% are between +1% and -1%.

RSI on DAILY (20160630 10:35 am ET)
2-day: >=95:3.8%…>=90:7.3%…>=80:20.6%…>=50:77.0%…<=20:2.4%…<=10:0.6%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.3%…>=50:42.3%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:41.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160630 10:35 am ET)
25.0% above previous 1 highs, 9.7% below previous 1 lows
24.5% above previous 2 highs, 2.9% below previous 2 lows
21.9% above previous 3 highs, 0.9% below previous 3 lows
10.4% above previous 4 highs, 0.8% below previous 4 lows
4.7% above previous 5 highs, 0.8% below previous 5 lows
4.7% above previous 6 highs, 0.8% below previous 6 lows
4.5% above previous 7 highs, 0.7% below previous 7 lows
4.2% above previous 8 highs, 0.7% below previous 8 lows
4.2% above previous 9 highs, 0.7% below previous 9 lows
4.2% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160630 10:35 am ET)
50.3% are above or equal to 6/29 close (1 days ago), 49.7% are below.
90.0% are above or equal to 6/28 close (2 days ago), 10.0% are below.
95.3% are above or equal to 6/27 close (3 days ago), 4.7% are below.
61.5% are above or equal to 6/24 close (4 days ago), 38.5% are below.
20.4% are above or equal to 6/23 close (5 days ago), 79.6% are below.
33.1% are above or equal to 6/22 close (6 days ago), 66.9% are below.
31.1% are above or equal to 6/21 close (7 days ago), 68.9% are below.
33.8% are above or equal to 6/20 close (8 days ago), 66.2% are below.
42.9% are above or equal to 6/17 close (9 days ago), 57.1% are below.
44.1% are above or equal to 6/16 close (10 days ago), 55.9% are below.
43.5% are above or equal to 6/15 close (11 days ago), 56.5% are below.
44.6% are above or equal to 6/14 close (12 days ago), 55.4% are below.
42.0% are above or equal to 6/13 close (13 days ago), 58.0% are below.
34.9% are above or equal to 6/10 close (14 days ago), 65.1% are below.
25.2% are above or equal to 6/9 close (15 days ago), 74.8% are below.
24.6% are above or equal to 6/8 close (16 days ago), 75.4% are below.
27.4% are above or equal to 6/7 close (17 days ago), 72.6% are below.
29.2% are above or equal to 6/6 close (18 days ago), 70.8% are below.
34.3% are above or equal to 6/3 close (19 days ago), 65.7% are below.
32.6% are above or equal to 6/2 close (20 days ago), 67.4% are below.
35.5% are above or equal to 6/1 close (21 days ago), 64.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160630 10:35 am ET)
20d: 6.7% new highs, 1.5% new lows
21d: 6.7% new highs, 1.5% new lows
42d: 6.0% new highs, 0.6% new lows
63d: 5.2% new highs, 0.6% new lows
126d: 4.9% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160630 10:35 am ET)
2-day: 47.9% above, 52.1% below
3-day: 80.6% above, 19.4% below
4-day: 91.1% above, 8.9% below
5-day: 86.3% above, 13.7% below
8-day: 48.9% above, 51.1% below
10-day: 44.4% above, 55.6% below
20-day: 36.7% above, 63.3% below
50-day: 43.8% above, 56.3% below
200-day: 56.6% above, 43.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160630 10:35 am ET)
ELEC(52): 0.62% Top=IPHI CY WAT MSCC MXL MU IDTI BRKR ….. FSLR SANM QRVO FIT SCTY BW NXPI FLEX=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(34): 0.60% Top=RDN AXS AON CNO XL FAF FNF VR ….. CLGX AFSI WRB PRU PRI LNC MET MBI=Bottom (Insurance)
MANU(48): 0.40% Top=WOR DDD RS TKR GE LII SWK PH ….. DE PNR JOY SEDG ITT MHK FLOW ZBRA=Bottom (Manufacturing)
FINA(107): 0.17% Top=BXS HBAN FMER CFG MTB STT SEIC STI ….. KKR SCHW NSAM OMF IBKR NAVI BGCP LPLA=Bottom (Banks/Financials)
COSW(107): 0.08% Top=NTES ATVI GRUB TTWO CYBR VIPS TSS CSRA ….. NOW EPAM HUBS TEAM VNET LXFT SPLK BITA=Bottom (Computer Software/Internet)
DISV(54): 0.04% Top=PAYX KFY VNTV LDOS PCLN DV G SCI ….. MA FLT V ADS FDC AAN PRAA TMH=Bottom (Diversified Services)
MATE(30): -0.03% Top=MLM WY PWR WM SUM FAST VMC RSG ….. AWI CAA LEN TPH DY KBH BLD CSTE=Bottom (Materials & Construction)
META(28): -0.09% Top=AGI CMC STLD SWC NUE ABX SSRI NEM ….. FNV CNX RGLD FCX TAHO CDE GSM FMSA=Bottom (Metals & Mining)
COHW(42): -0.15% Top=SSYS VIAV VG VRSN MSI T CCOI HPQ ….. STX PSTG TDC CDW BRCD NTAP QCOM WIN=Bottom (Computer Hardware/Telecom)
REAL(109): -0.16% Top=ALLY TREE ACC EXR SRC CONE STOR CSAL ….. RLGY RLJ CBG NRF CLNY BRX JLL SC=Bottom (Real Estate)
HEAL(60): -0.27% Top=CPHD EW PEN COO RMD STE VWR ABT ….. ELGX EVHC PRAH AMSG BKD THC INCR CYH=Bottom (Health)
CONS(59): -0.39% Top=LULU PAY BERY EPC BMS CHD AVY MLHR ….. SCS KS SKX UFS SHOO TPX HBI MFRM=Bottom (Consumer)
RETA(68): -0.42% Top=CORE SFM BURL BABA PLCE CST LOW FINL ….. BID WSM M LL PAG AN GNC TSCO=Bottom (Retail & Specialty Retail)
TRAN(32): -0.44% Top=XPO WERN GBX KNX EXPD JBLU GWR NSC ….. CSX ODFL NAT DAL KSU TK KEX BRS=Bottom (Transportation)
CHEM(28): -0.58% Top=FOE OLN RPM IFF SHW ASH PX POL ….. MOS EMN CF POT HUN CC PAH MEOH=Bottom (Chemicals/Fertilizers)
ENER(97): -1.08% Top=SGY HES FTI OIS MDU OII COG EGN ….. SN MTDR UNT CWEI CVI SM OAS WLL=Bottom (Energy)
LEIS(37): -1.14% Top=DPZ MTN TVPT EXPE MAR MCD ARMK WYN ….. JACK LVS DNKN BWLD GPRO EAT SHAK DRI=Bottom (Leisure)

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 10:35 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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