daytrend

06/30/2016

Filed under: Market Stats — daytrend @ 2:32 pm

Market Stats at 3:32 pm 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 3:32 pm ET)
64.8% of stocks are above yesterday’s high.
87.7% are above yesterday’s midpoint. (12.3% are below.)
4.5% are below yesterday’s low.
30.6% are inside yesterday’s range.
77.9% of stocks with today’s high > yesterday’s high. (22.1% less than).
21.7% of stocks with today’s low < yesterday’s low. (78.3% greater than).

EVIDENCE OF INTRADAY TREND (20160630 3:32 pm ET)
77.8% of stocks are above today’s open. (21.2% are below).
76.3% of stocks are above today’s open and yesterday’s close.
16.3% are below both.
27.4% of stocks opened above yesterday’s high.
71.7% of stocks opened above yesterday’s close. (23.5% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160630 3:32 pm ET)
40.6% of stocks are in the top 10% of today’s range.
64.0% are in the top 20%.
88.0% are in the top half. 12.0% of stocks are in the bottom half of today’s range.
2.7% are in the bottom 20%.
1.2% are in the bottom 10%.

GAIN (20160630 3:32 pm ET)
82.3% of stocks are above yesterday’s close. (17.7% are below.)
1.9% are up 4.5% or more. 0.4% are down 4.5% or more.
4.7% are up 3.5% or more. 1.5% are down 3.5% or more.
36.5% are between +1% and -1%.

RSI on DAILY (20160630 3:32 pm ET)
2-day: >=95:6.9%…>=90:14.4%…>=80:47.1%…>=50:90.0%…<=20:1.5%…<=10:0.5%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.4%…>=50:56.6%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:52.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160630 3:32 pm ET)
64.8% above previous 1 highs, 4.5% below previous 1 lows
64.1% above previous 2 highs, 1.9% below previous 2 lows
59.9% above previous 3 highs, 0.7% below previous 3 lows
33.8% above previous 4 highs, 0.7% below previous 4 lows
18.4% above previous 5 highs, 0.7% below previous 5 lows
17.7% above previous 6 highs, 0.7% below previous 6 lows
17.0% above previous 7 highs, 0.7% below previous 7 lows
16.2% above previous 8 highs, 0.7% below previous 8 lows
16.0% above previous 9 highs, 0.7% below previous 9 lows
15.8% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160630 3:32 pm ET)
82.3% are above or equal to 6/29 close (1 days ago), 17.7% are below.
94.1% are above or equal to 6/28 close (2 days ago), 5.9% are below.
97.6% are above or equal to 6/27 close (3 days ago), 2.4% are below.
76.8% are above or equal to 6/24 close (4 days ago), 23.2% are below.
29.9% are above or equal to 6/23 close (5 days ago), 70.1% are below.
44.7% are above or equal to 6/22 close (6 days ago), 55.3% are below.
41.7% are above or equal to 6/21 close (7 days ago), 58.3% are below.
44.5% are above or equal to 6/20 close (8 days ago), 55.5% are below.
51.6% are above or equal to 6/17 close (9 days ago), 48.4% are below.
54.4% are above or equal to 6/16 close (10 days ago), 45.6% are below.
53.3% are above or equal to 6/15 close (11 days ago), 46.7% are below.
54.0% are above or equal to 6/14 close (12 days ago), 46.0% are below.
50.5% are above or equal to 6/13 close (13 days ago), 49.5% are below.
41.5% are above or equal to 6/10 close (14 days ago), 58.5% are below.
32.1% are above or equal to 6/9 close (15 days ago), 67.9% are below.
31.1% are above or equal to 6/8 close (16 days ago), 68.9% are below.
33.3% are above or equal to 6/7 close (17 days ago), 66.7% are below.
35.7% are above or equal to 6/6 close (18 days ago), 64.3% are below.
41.0% are above or equal to 6/3 close (19 days ago), 59.0% are below.
39.6% are above or equal to 6/2 close (20 days ago), 60.4% are below.
42.4% are above or equal to 6/1 close (21 days ago), 57.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160630 3:32 pm ET)
20d: 15.5% new highs, 1.9% new lows
21d: 15.3% new highs, 1.9% new lows
42d: 13.0% new highs, 1.2% new lows
63d: 11.6% new highs, 1.2% new lows
126d: 11.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160630 3:32 pm ET)
2-day: 81.7% above, 18.3% below
3-day: 90.9% above, 9.1% below
4-day: 95.2% above, 4.8% below
5-day: 93.4% above, 6.6% below
8-day: 67.1% above, 32.9% below
10-day: 60.8% above, 39.2% below
20-day: 46.8% above, 53.2% below
50-day: 50.4% above, 49.6% below
200-day: 60.3% above, 39.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160630 3:32 pm ET)
META(28): 2.50% Top=SWC X CMC TCK NEM SSRI SLW STLD ….. RGLD AA GSM CNX AEM TAHO SLCA FMSA=Bottom (Metals & Mining)
MANU(48): 2.17% Top=WOR DDD ATI RS MRC PH TKR GE ….. PNR ZBRA DHR MHK ITT DE MIDD SEDG=Bottom (Manufacturing)
INSU(34): 2.12% Top=RDN AXS WRB CNO XL AFL L AON ….. TRV AFSI PRU CLGX MET PRI AWH MBI=Bottom (Insurance)
ELEC(52): 1.80% Top=IPHI CY WAT MSCC MU JBL GLW MEI ….. QLGC CAVM AVGO KEYS NXPI FLEX SCTY HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): 1.63% Top=SUM MLM PWR OC PHM MTZ EXP AWI ….. CVA TPH DAR KBH LEN DY WCN BLD=Bottom (Materials & Construction)
DISV(54): 1.44% Top=PAYX KFY CAR RHI ZG DV BAH ACM ….. FLT MYGN YY AAN FDC TMH V MA=Bottom (Diversified Services)
FINA(107): 1.38% Top=EVR HBAN BXS MTB WETF FMER CIT EV ….. BMO PSEC BGCP PVTB ACAS BX KKR ARCC=Bottom (Banks/Financials)
COHW(42): 1.35% Top=SSYS WDC INFN HPQ CCOI SYNA VRSN MSI ….. CIEN TDC NTAP LITE TMUS QCOM WIN PANW=Bottom (Computer Hardware/Telecom)
COSW(107): 1.30% Top=NTES ATVI YELP JD VNET CYBR WB MTCH ….. GDDY ATHM BITA SPLK HUBS LXFT SQ EPAM=Bottom (Computer Software/Internet)
CONS(59): 1.12% Top=EPC PAY OI BERY CHD LULU IP BMS ….. SHOO KATE FL SKX SCS TPX MFRM HBI=Bottom (Consumer)
TRAN(32): 0.89% Top=XPO GWR GBX WERN KNX CP SWFT AAL ….. ALK CHRW WAB DAL NAT BRS KEX TK=Bottom (Transportation)
CHEM(28): 0.76% Top=OLN RPM FOE MOS APD WLK FMC POT ….. GRA AXTA MON HUN CF PAH CC MEOH=Bottom (Chemicals/Fertilizers)
RETA(68): 0.75% Top=CORE DKS GES ANF MIK TLRD KMX PLCE ….. W TGT BIG BID ORLY AN PAG TSCO=Bottom (Retail & Specialty Retail)
REAL(109): 0.73% Top=ALLY TREE SLG NRZ HR GPT GOV PGRE ….. CLNY RPAI ROIC BRX SNH SC MPW JLL=Bottom (Real Estate)
HEAL(60): 0.65% Top=PRXL CPHD EW HRC NVRO VAR WST STE ….. GMED PRAH ADPT THC WCG INCR MOH CYH=Bottom (Health)
LEIS(37): 0.11% Top=DPZ TVPT MAR EXPE H WYN ARMK QSR ….. PLNT RCL SHAK EAT CMG DNKN BWLD DRI=Bottom (Leisure)
ENER(97): 0.07% Top=SGY FET WMB HES NFG NBR MDU PDCE ….. QEP UNT CPE ECA WLL MTDR OAS SN=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 3:32 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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