daytrend

07/01/2016

Filed under: Market Stats — daytrend @ 10:32 am

Market Stats at 11:31 am ET
by daytrend on 20160701. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 999.

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

COMPARED TO YESTERDAY’S RANGE (20160701 11:31 am ET)
47.0% of stocks are above yesterday’s high.
85.8% are above yesterday’s midpoint. (14.2% are below.)
2.0% are below yesterday’s low.
51.0% are inside yesterday’s range.
81.1% of stocks with today’s high > yesterday’s high. (18.9% less than).
5.3% of stocks with today’s low < yesterday’s low. (94.7% greater than).

EVIDENCE OF INTRADAY TREND (20160701 11:31 am ET)
63.0% of stocks are above today’s open. (34.0% are below).
54.4% of stocks are above today’s open and yesterday’s close.
28.8% 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).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160701 11:31 am ET)
4.8% of stocks are in the top 10% of today’s range.
9.7% are in the top 20%.
45.9% are in the top half. 54.1% of stocks are in the bottom half of today’s range.
22.4% are in the bottom 20%.
13.9% are in the bottom 10%.

GAIN (20160701 11:31 am ET)
62.4% of stocks are above yesterday’s close. (37.6% are below.)
1.5% are up 4.5% or more. 0.4% are down 4.5% or more.
2.9% are up 3.5% or more. 0.6% are down 3.5% or more.
64.1% are between +1% and -1%.

RSI on DAILY (20160701 11:31 am ET)
2-day: >=95:8.5%…>=90:19.3%…>=80:51.4%…>=50:87.1%…<=20:1.2%…<=10:0.5%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.0%…>=50:63.8%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:58.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160701 11:31 am ET)
47.0% above previous 1 highs, 2.0% below previous 1 lows
44.3% above previous 2 highs, 0.9% below previous 2 lows
44.0% above previous 3 highs, 0.5% below previous 3 lows
42.5% above previous 4 highs, 0.3% below previous 4 lows
29.1% above previous 5 highs, 0.3% below previous 5 lows
17.3% above previous 6 highs, 0.3% below previous 6 lows
17.2% above previous 7 highs, 0.3% below previous 7 lows
16.7% above previous 8 highs, 0.3% below previous 8 lows
15.9% above previous 9 highs, 0.3% below previous 9 lows
15.9% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160701 11:31 am ET)
62.4% are above or equal to 6/30 close (1 days ago), 37.6% are below.
83.7% are above or equal to 6/29 close (2 days ago), 16.3% are below.
94.9% are above or equal to 6/28 close (3 days ago), 5.1% are below.
97.5% are above or equal to 6/27 close (4 days ago), 2.5% are below.
80.8% are above or equal to 6/24 close (5 days ago), 19.2% are below.
34.4% are above or equal to 6/23 close (6 days ago), 65.6% are below.
50.1% are above or equal to 6/22 close (7 days ago), 49.9% are below.
47.9% are above or equal to 6/21 close (8 days ago), 52.1% are below.
48.6% are above or equal to 6/20 close (9 days ago), 51.4% are below.
56.2% are above or equal to 6/17 close (10 days ago), 43.8% are below.
59.5% are above or equal to 6/16 close (11 days ago), 40.5% are below.
58.4% are above or equal to 6/15 close (12 days ago), 41.6% are below.
58.8% are above or equal to 6/14 close (13 days ago), 41.2% are below.
55.8% are above or equal to 6/13 close (14 days ago), 44.2% are below.
47.4% are above or equal to 6/10 close (15 days ago), 52.6% are below.
34.8% are above or equal to 6/9 close (16 days ago), 65.2% are below.
32.6% are above or equal to 6/8 close (17 days ago), 67.4% are below.
35.2% are above or equal to 6/7 close (18 days ago), 64.8% are below.
38.5% are above or equal to 6/6 close (19 days ago), 61.5% are below.
43.7% are above or equal to 6/3 close (20 days ago), 56.3% are below.
42.2% are above or equal to 6/2 close (21 days ago), 57.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160701 11:31 am ET)
20d: 20.5% new highs, 0.3% new lows
21d: 20.3% new highs, 0.3% new lows
42d: 17.5% new highs, 0.3% new lows
63d: 15.3% new highs, 0.3% new lows
126d: 14.4% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160701 11:31 am ET)
2-day: 59.3% above, 40.7% below
3-day: 78.9% above, 21.1% below
4-day: 91.1% above, 8.9% below
5-day: 95.5% above, 4.5% below
8-day: 78.3% above, 21.7% below
10-day: 69.1% above, 30.9% below
20-day: 53.9% above, 46.1% below
50-day: 54.4% above, 45.6% below
200-day: 61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160701 11:31 am ET)
META(27): 2.81% Top=TCK AG X SLW CDE PAAS SSRI AGI ….. CMC NUE FCX CNX SLCA CCJ FMSA SCCO=Bottom (Metals & Mining)
ENER(96): 1.39% Top=SGY RDC ATW SN LPI RIG OAS CWEI ….. PAA XOM NFG PSXP CVX NFX ETE WMB=Bottom (Energy)
TRAN(32): 1.10% Top=BRS AAL SWFT TRN TK KNX NAT GBX ….. ALK WERN CNI UNP NSC HA WAB KSU=Bottom (Transportation)
RETA(68): 0.95% Top=NFLX RH LL BLDR BBY AN ASNA SPLS ….. WMT BID KSS COST STMP CVS W MIK=Bottom (Retail & Specialty Retail)
MATE(31): 0.86% Top=USG BECN TPH OC KBH SUM LEN TOL ….. SRCL EME BLD WCN VMC DY DAR MLM=Bottom (Materials & Construction)
LEIS(37): 0.53% Top=LQ RCL CCL TVPT WYNN GPRO EAT HLT ….. SIX SEAS TXRH CAKE ARMK PLAY PLNT CMG=Bottom (Leisure)
CHEM(29): 0.53% Top=FOE CC GRA ALB POT WLK CE PX ….. POL APD DD CF OLN PAH MEOH MON=Bottom (Chemicals/Fertilizers)
DISV(55): 0.49% Top=DV AAN IILG YY XRS KFY MRKT EEFT ….. BAH SERV ALLE ZG WOOF URI CXW MAN=Bottom (Diversified Services)
MANU(46): 0.46% Top=ATI JOY WOR RS TEX PH DHR SWK ….. AOS LECO ROP PRLB ZBRA DE BWXT DDD=Bottom (Manufacturing)
CONS(61): 0.31% Top=FOSL HAR BC KATE EPC SCS GT VFC ….. CCK CLX BMS PKG TPX FN BLL AVY=Bottom (Consumer)
COSW(107): 0.28% Top=ATHM CSOD WUBA MDRX N INXN ZEN DBD ….. GRUB EPAM VRNT CYBR XRX NTES LXFT VNET=Bottom (Computer Software/Internet)
REAL(112): 0.26% Top=CBL TREE HT SNH WRI OHI PEB GPT ….. MPW NLY COR ACC JLL EXR SLG KW=Bottom (Real Estate)
HEAL(60): 0.25% Top=CPHD OPK GMED COO NVRO ALGN NXTM BKD ….. CNC MOH AET ADPT EVHC ACHC AMSG WCG=Bottom (Health)
COHW(44): -0.14% Top=ARRS NSR VIAV LVLT HPQ OLED TDC BRCD ….. UBNT QCOM HRS WDC STX ANET WIN SYNA=Bottom (Computer Hardware/Telecom)
INSU(35): -0.17% Top=AIZ MTG MBI AGO FAF AWH AON AFL ….. CNO WRB XL MET WLTW BRO UNM AXS=Bottom (Insurance)
ELEC(52): -0.73% Top=FIT WAT AYI BRKR JBL TRMB MRVL APH ….. MXL SCTY IPHI CRUS CAVM QRVO HIMX MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(107): -0.74% Top=NAVI JNS ESNT OMF NSAM EV WU AXP ….. HBHC UCBI WBS PB CFR CFG TCBI OZRK=Bottom (Banks/Financials)

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 11:31 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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