daytrend

07/01/2016

Filed under: Market Stats — daytrend @ 9:10 am

Market Stats at 10:10 am ET
by daytrend on 20160701. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1000.

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

COMPARED TO YESTERDAY’S RANGE (20160701 10:10 am ET)
59.2% of stocks are above yesterday’s high.
92.7% are above yesterday’s midpoint. (7.3% are below.)
1.3% are below yesterday’s low.
39.5% are inside yesterday’s range.
76.9% of stocks with today’s high > yesterday’s high. (23.1% less than).
4.2% of stocks with today’s low < yesterday’s low. (95.8% greater than).

EVIDENCE OF INTRADAY TREND (20160701 10:10 am ET)
77.4% of stocks are above today’s open. (20.6% are below).
67.8% of stocks are above today’s open and yesterday’s close.
16.2% are below both.
24.1% of stocks opened above yesterday’s high.
42.4% of stocks opened above yesterday’s close. (49.6% opened below yesterday’s close).
0.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160701 10:10 am ET)
18.8% of stocks are in the top 10% of today’s range.
36.6% are in the top 20%.
72.8% are in the top half. 27.2% of stocks are in the bottom half of today’s range.
9.8% are in the bottom 20%.
5.8% are in the bottom 10%.

GAIN (20160701 10:10 am ET)
74.4% of stocks are above yesterday’s close. (25.6% are below.)
1.3% are up 4.5% or more. 0.2% are down 4.5% or more.
3.3% are up 3.5% or more. 0.3% are down 3.5% or more.
65.3% are between +1% and -1%.

RSI on DAILY (20160701 10:10 am ET)
2-day: >=95:7.9%…>=90:25.0%…>=80:61.4%…>=50:93.9%…<=20:0.8%…<=10:0.3%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.6%…>=50:68.2%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:61.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160701 10:10 am ET)
59.2% above previous 1 highs, 1.3% below previous 1 lows
55.0% above previous 2 highs, 0.9% below previous 2 lows
54.5% above previous 3 highs, 0.5% below previous 3 lows
52.5% above previous 4 highs, 0.3% below previous 4 lows
35.6% above previous 5 highs, 0.3% below previous 5 lows
20.8% above previous 6 highs, 0.3% below previous 6 lows
20.5% above previous 7 highs, 0.3% below previous 7 lows
19.7% above previous 8 highs, 0.3% below previous 8 lows
18.5% above previous 9 highs, 0.3% below previous 9 lows
18.5% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160701 10:10 am ET)
74.4% are above or equal to 6/30 close (1 days ago), 25.6% are below.
89.1% are above or equal to 6/29 close (2 days ago), 10.9% are below.
95.8% are above or equal to 6/28 close (3 days ago), 4.2% are below.
98.2% are above or equal to 6/27 close (4 days ago), 1.8% are below.
84.5% are above or equal to 6/24 close (5 days ago), 15.5% are below.
37.3% are above or equal to 6/23 close (6 days ago), 62.7% are below.
53.0% are above or equal to 6/22 close (7 days ago), 47.0% are below.
50.5% are above or equal to 6/21 close (8 days ago), 49.5% are below.
51.5% are above or equal to 6/20 close (9 days ago), 48.5% are below.
58.2% are above or equal to 6/17 close (10 days ago), 41.8% are below.
61.3% are above or equal to 6/16 close (11 days ago), 38.7% are below.
59.9% are above or equal to 6/15 close (12 days ago), 40.1% are below.
60.3% are above or equal to 6/14 close (13 days ago), 39.7% are below.
56.8% are above or equal to 6/13 close (14 days ago), 43.2% are below.
48.9% are above or equal to 6/10 close (15 days ago), 51.1% are below.
37.2% are above or equal to 6/9 close (16 days ago), 62.8% are below.
34.1% are above or equal to 6/8 close (17 days ago), 65.9% are below.
36.3% are above or equal to 6/7 close (18 days ago), 63.7% are below.
40.1% are above or equal to 6/6 close (19 days ago), 59.9% are below.
45.5% are above or equal to 6/3 close (20 days ago), 54.5% are below.
43.9% are above or equal to 6/2 close (21 days ago), 56.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160701 10:10 am ET)
20d: 19.3% new highs, 0.3% new lows
21d: 19.3% new highs, 0.3% new lows
42d: 16.6% new highs, 0.3% new lows
63d: 14.7% new highs, 0.3% new lows
126d: 14.0% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160701 10:10 am ET)
2-day: 72.3% above, 27.7% below
3-day: 88.5% above, 11.5% below
4-day: 95.3% above, 4.7% below
5-day: 96.8% above, 3.2% below
8-day: 82.7% above, 17.3% below
10-day: 73.2% above, 26.8% below
20-day: 56.9% above, 43.1% below
50-day: 55.9% above, 44.1% below
200-day: 62.3% above, 37.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160701 10:10 am ET)
META(27): 2.80% Top=AG TCK X CDE TAHO PAAS SLW SWC ….. CMC BVN CNX SLCA NUE FMSA CCJ SCCO=Bottom (Metals & Mining)
ENER(96): 1.83% Top=SGY CWEI LPI SN RDC ATW SM OAS ….. MDU ENLK NFX EEP CVX PAA XOM ETE=Bottom (Energy)
MATE(31): 1.35% Top=BECN SUM USG EXP OC MTZ KBH TPH ….. SRCL VMC EME RSG WM WCN MLM DAR=Bottom (Materials & Construction)
TRAN(32): 1.02% Top=TK BRS TRN GBX SWFT KEX AAL GWR ….. NSC ALK JBHT UNP UPS CHRW HA KSU=Bottom (Transportation)
RETA(68): 1.01% Top=NFLX BLDR LL ASNA GME ANF CHS SIG ….. OLLI STMP CVS MIK COST WMT CASY W=Bottom (Retail & Specialty Retail)
CHEM(29): 0.97% Top=ALB POT GRA MOS FOE EMN WLK PAH ….. CF PX KRA SHW APD DD MON MEOH=Bottom (Chemicals/Fertilizers)
MANU(46): 0.96% Top=ATI JOY WOR TEX MRC RS ATU DHR ….. GE PRLB FLOW CMI BWXT EMR DE DDD=Bottom (Manufacturing)
LEIS(37): 0.78% Top=LQ WYNN MGM CCL TVPT GPRO LVS EXPE ….. SIX ARMK JACK TXRH DRI SEAS PLNT PLAY=Bottom (Leisure)
COSW(107): 0.65% Top=CSOD RAX TWTR MTCH ATHM SQ WUBA MDRX ….. DOX TEAM VRNT EPAM XRX NTES LXFT VNET=Bottom (Computer Software/Internet)
DISV(55): 0.57% Top=AAN DV XRS AL PCLN YY SBAC WTW ….. ZG RHI SERV WOOF GEO PAYX MAN CXW=Bottom (Diversified Services)
REAL(112): 0.52% Top=CBL TREE HT PEB DRH RLJ SNH OHI ….. ALLY KW AGNC CONE EXR NLY JLL SLG=Bottom (Real Estate)
CONS(61): 0.45% Top=FOSL HAR GT RL COTY EPC NWL EL ….. BMS TPX FN CCK PKG CLX BLL AVY=Bottom (Consumer)
HEAL(60): 0.44% Top=CPHD OPK NVRO CYH THC COO GMED BKD ….. AMSG MOH EW ZLTQ PEN AET ADPT WCG=Bottom (Health)
COHW(45): 0.37% Top=ARRS SSYS OLED GIMO PSTG NSR VIAV BBRY ….. ZAYO ANET VG LITE QCOM WIN STX WDC=Bottom (Computer Hardware/Telecom)
INSU(35): 0.11% Top=MBI MTG AIZ RDN PRI AGO AWH AFL ….. VR XL PGR UNM BRO MET WRB AXS=Bottom (Insurance)
FINA(107): -0.27% Top=NAVI OMF JNS BOFI WU EV LM AMP ….. MTB FRC TCBI CFR NYCB HBAN RF BXS=Bottom (Banks/Financials)
ELEC(52): -0.28% Top=AYI JBL CSIQ TRMB BRKR WAT CY BW ….. TXN SWKS CAVM SCTY CRUS QRVO HIMX MU=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 10:10 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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