daytrend

07/01/2016

Filed under: Market Stats — daytrend @ 11:59 am

Market Stats at 12:59 pm ET
by daytrend on 20160701. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 998.

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

COMPARED TO YESTERDAY’S RANGE (20160701 12:59 pm ET)
47.6% of stocks are above yesterday’s high.
83.9% are above yesterday’s midpoint. (16.1% are below.)
2.8% are below yesterday’s low.
49.6% are inside yesterday’s range.
81.6% of stocks with today’s high > yesterday’s high. (18.4% less than).
6.6% of stocks with today’s low < yesterday’s low. (93.4% greater than).

EVIDENCE OF INTRADAY TREND (20160701 12:59 pm ET)
61.0% of stocks are above today’s open. (36.7% are below).
53.7% of stocks are above today’s open and yesterday’s close.
30.9% are below both.
24.1% of stocks opened above yesterday’s high.
42.5% of stocks opened above yesterday’s close. (49.7% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160701 12:59 pm ET)
7.7% of stocks are in the top 10% of today’s range.
13.4% are in the top 20%.
44.9% are in the top half. 55.1% of stocks are in the bottom half of today’s range.
22.8% are in the bottom 20%.
8.3% are in the bottom 10%.

GAIN (20160701 12:59 pm ET)
62.1% of stocks are above yesterday’s close. (37.9% are below.)
1.9% are up 4.5% or more. 0.4% are down 4.5% or more.
3.1% are up 3.5% or more. 0.6% are down 3.5% or more.
61.8% are between +1% and -1%.

RSI on DAILY (20160701 12:59 pm ET)
2-day: >=95:8.4%…>=90:19.4%…>=80:50.0%…>=50:85.7%…<=20:1.3%…<=10:0.4%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.1%…>=50:63.3%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:58.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160701 12:59 pm ET)
47.6% above previous 1 highs, 2.8% below previous 1 lows
44.2% above previous 2 highs, 1.1% below previous 2 lows
43.8% above previous 3 highs, 0.5% below previous 3 lows
42.7% above previous 4 highs, 0.3% below previous 4 lows
29.4% above previous 5 highs, 0.3% below previous 5 lows
18.0% above previous 6 highs, 0.3% below previous 6 lows
18.0% above previous 7 highs, 0.3% below previous 7 lows
17.8% above previous 8 highs, 0.3% below previous 8 lows
17.0% above previous 9 highs, 0.3% below previous 9 lows
16.9% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160701 12:59 pm ET)
62.1% are above or equal to 6/30 close (1 days ago), 37.9% are below.
83.3% are above or equal to 6/29 close (2 days ago), 16.7% are below.
95.1% are above or equal to 6/28 close (3 days ago), 4.9% are below.
98.0% are above or equal to 6/27 close (4 days ago), 2.0% are below.
79.9% are above or equal to 6/24 close (5 days ago), 20.1% are below.
34.5% are above or equal to 6/23 close (6 days ago), 65.5% are below.
50.1% are above or equal to 6/22 close (7 days ago), 49.9% are below.
48.1% are above or equal to 6/21 close (8 days ago), 51.9% are below.
48.2% are above or equal to 6/20 close (9 days ago), 51.8% are below.
56.0% are above or equal to 6/17 close (10 days ago), 44.0% are below.
59.5% are above or equal to 6/16 close (11 days ago), 40.5% are below.
57.1% are above or equal to 6/15 close (12 days ago), 42.9% are below.
58.3% are above or equal to 6/14 close (13 days ago), 41.7% are below.
55.3% are above or equal to 6/13 close (14 days ago), 44.7% are below.
47.5% are above or equal to 6/10 close (15 days ago), 52.5% are below.
36.1% are above or equal to 6/9 close (16 days ago), 63.9% are below.
33.7% are above or equal to 6/8 close (17 days ago), 66.3% are below.
35.6% are above or equal to 6/7 close (18 days ago), 64.4% are below.
39.2% are above or equal to 6/6 close (19 days ago), 60.8% are below.
43.7% are above or equal to 6/3 close (20 days ago), 56.3% are below.
42.0% are above or equal to 6/2 close (21 days ago), 58.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160701 12:59 pm ET)
20d: 20.7% new highs, 0.3% new lows
21d: 20.5% new highs, 0.3% new lows
42d: 17.7% new highs, 0.3% new lows
63d: 15.5% new highs, 0.3% new lows
126d: 14.5% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160701 12:59 pm ET)
2-day: 58.9% above, 41.1% below
3-day: 78.4% above, 21.6% below
4-day: 89.2% above, 10.8% below
5-day: 95.8% above, 4.2% below
8-day: 76.8% above, 23.2% below
10-day: 67.8% above, 32.2% below
20-day: 53.9% above, 46.1% below
50-day: 53.9% above, 46.1% below
200-day: 61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160701 12:59 pm ET)
META(27): 2.65% Top=TCK X AG SLW PAAS CDE TAHO SSRI ….. STLD FCX SLCA NUE CMC FMSA CCJ SCCO=Bottom (Metals & Mining)
ENER(96): 1.65% Top=SGY ATW RDC UNT LPI OAS RIG SEMG ….. CXO TLLP FANG CVX NFG NFX ETE WMB=Bottom (Energy)
TRAN(32): 1.15% Top=BRS AAL TRN GWR XPO SWFT SAVE NAT ….. LUV UPS CNI UNP HA NSC WAB KSU=Bottom (Transportation)
RETA(68): 0.94% Top=NFLX RH BBY LL SPLS GNC CHS SIG ….. STMP CVS CASY COST OLLI KSS MIK W=Bottom (Retail & Specialty Retail)
LEIS(37): 0.53% Top=LQ RCL GPRO CCL WYNN TVPT H EAT ….. TXRH DRI ARMK BLMN CAKE BYD PLAY CMG=Bottom (Leisure)
MATE(31): 0.44% Top=BECN OC TPH SUM USG FAST MTZ KBH ….. PHM FLR WCN VMC BLD DAR DY MLM=Bottom (Materials & Construction)
DISV(55): 0.43% Top=DV AAN IILG EEFT YY HMHC LDOS MRKT ….. GEO URI PRAA WOOF ALLE ZG CXW MAN=Bottom (Diversified Services)
REAL(112): 0.38% Top=TREE CBL HT DRH SC RLJ LHO PEB ….. SLG ACC OUT ALLY EXR CBG JLL KW=Bottom (Real Estate)
CONS(61): 0.34% Top=FOSL EPC BC HAR KS KATE VFC HBI ….. PKG CLX CCK TPX OI BLL FN AVY=Bottom (Consumer)
COSW(107): 0.30% Top=ATHM WUBA CSOD MDRX FEYE SSNC DBD WIX ….. NTCT TEAM VRNT EPAM XRX NTES LXFT VNET=Bottom (Computer Software/Internet)
HEAL(60): 0.30% Top=CPHD OPK COO GMED HYH BKD ALGN NVRO ….. CNC PRAH MOH EVHC AMSG ACHC AET WCG=Bottom (Health)
MANU(46): 0.29% Top=ATI TEX JOY RS WOR PH SWK RBC ….. FLOW ITT MHK PRLB ROP ZBRA BWXT DDD=Bottom (Manufacturing)
CHEM(29): 0.20% Top=GRA CC FOE ALB WLK POT MOS PX ….. OLN APD AXTA MEOH CF DD MON PAH=Bottom (Chemicals/Fertilizers)
COHW(44): -0.20% Top=NSR ARRS LVLT TDC BBRY HPQ OLED CTL ….. NTAP HRS STX LITE ANET WDC SYNA WIN=Bottom (Computer Hardware/Telecom)
INSU(34): -0.26% Top=AIZ MBI FAF AGO AON AFL AWH AJG ….. MET CNO CLGX PGR WRB WLTW BRO AXS=Bottom (Insurance)
ELEC(52): -0.75% Top=FIT CY AYI WAT JBL BRKR MEI TRMB ….. LRCX SCTY CRUS CAVM QRVO IPHI MU HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(107): -1.03% Top=NAVI EV WU SLM ACAS NDAQ NSAM OMF ….. CATY CFG TCB BOFI CFR FRC OZRK TCBI=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 12:59 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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