daytrend

07/01/2016

Filed under: Market Stats — daytrend @ 1:44 pm

Market Stats at 2:43 pm 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 2:43 pm ET)
37.6% of stocks are above yesterday’s high.
80.6% are above yesterday’s midpoint. (19.4% are below.)
3.8% are below yesterday’s low.
58.6% are inside yesterday’s range.
81.8% of stocks with today’s high > yesterday’s high. (18.2% less than).
8.0% of stocks with today’s low < yesterday’s low. (92.0% greater than).

EVIDENCE OF INTRADAY TREND (20160701 2:43 pm ET)
52.0% of stocks are above today’s open. (44.8% are below).
43.6% of stocks are above today’s open and yesterday’s close.
39.5% 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 2:43 pm ET)
3.3% of stocks are in the top 10% of today’s range.
9.7% are in the top 20%.
34.4% are in the top half. 65.6% of stocks are in the bottom half of today’s range.
32.1% are in the bottom 20%.
19.2% are in the bottom 10%.

GAIN (20160701 2:43 pm ET)
52.1% of stocks are above yesterday’s close. (47.9% are below.)
1.8% are up 4.5% or more. 0.5% are down 4.5% or more.
2.9% are up 3.5% or more. 0.7% are down 3.5% or more.
63.5% are between +1% and -1%.

RSI on DAILY (20160701 2:43 pm ET)
2-day: >=95:6.4%…>=90:16.8%…>=80:43.0%…>=50:82.4%…<=20:1.4%…<=10:0.6%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.9%…>=50:60.6%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:57.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160701 2:43 pm ET)
37.6% above previous 1 highs, 3.8% below previous 1 lows
35.3% above previous 2 highs, 1.5% below previous 2 lows
34.9% above previous 3 highs, 0.8% below previous 3 lows
33.9% above previous 4 highs, 0.3% below previous 4 lows
23.5% above previous 5 highs, 0.3% below previous 5 lows
14.6% above previous 6 highs, 0.3% below previous 6 lows
14.5% above previous 7 highs, 0.3% below previous 7 lows
14.4% above previous 8 highs, 0.3% below previous 8 lows
13.4% above previous 9 highs, 0.3% below previous 9 lows
13.2% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160701 2:43 pm ET)
52.1% are above or equal to 6/30 close (1 days ago), 47.9% are below.
80.6% are above or equal to 6/29 close (2 days ago), 19.4% are below.
93.6% are above or equal to 6/28 close (3 days ago), 6.4% are below.
97.3% are above or equal to 6/27 close (4 days ago), 2.7% are below.
78.2% are above or equal to 6/24 close (5 days ago), 21.8% are below.
32.5% are above or equal to 6/23 close (6 days ago), 67.5% are below.
48.6% are above or equal to 6/22 close (7 days ago), 51.4% are below.
46.2% are above or equal to 6/21 close (8 days ago), 53.8% are below.
47.1% are above or equal to 6/20 close (9 days ago), 52.9% are below.
55.4% are above or equal to 6/17 close (10 days ago), 44.6% are below.
58.3% are above or equal to 6/16 close (11 days ago), 41.7% are below.
55.4% are above or equal to 6/15 close (12 days ago), 44.6% are below.
57.3% are above or equal to 6/14 close (13 days ago), 42.7% are below.
54.2% are above or equal to 6/13 close (14 days ago), 45.8% are below.
45.6% are above or equal to 6/10 close (15 days ago), 54.4% are below.
35.0% are above or equal to 6/9 close (16 days ago), 65.0% are below.
32.6% are above or equal to 6/8 close (17 days ago), 67.4% are below.
34.4% are above or equal to 6/7 close (18 days ago), 65.6% are below.
38.3% are above or equal to 6/6 close (19 days ago), 61.7% are below.
42.3% are above or equal to 6/3 close (20 days ago), 57.7% are below.
40.8% are above or equal to 6/2 close (21 days ago), 59.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160701 2:43 pm ET)
20d: 20.8% new highs, 0.3% new lows
21d: 20.6% new highs, 0.3% new lows
42d: 17.8% 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 2:43 pm ET)
2-day: 49.5% above, 50.5% below
3-day: 73.5% above, 26.5% below
4-day: 88.0% above, 12.0% below
5-day: 94.5% above, 5.5% below
8-day: 74.9% above, 25.1% below
10-day: 66.5% above, 33.5% below
20-day: 51.4% above, 48.6% below
50-day: 52.8% above, 47.2% below
200-day: 60.7% above, 39.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160701 2:43 pm ET)
META(27): 3.00% Top=TCK X AG SLW PAAS CDE BVN AGI ….. NEM SLCA FCX STLD NUE CMC CCJ SCCO=Bottom (Metals & Mining)
ENER(96): 1.42% Top=SGY ATW RIG RDC UNT NBR LPI SEMG ….. CXO PDCE NFG NFX FANG MPLX WMB ETE=Bottom (Energy)
TRAN(32): 1.02% Top=BRS AAL TRN SAVE SWFT GWR XPO KNX ….. CNI DAL LUV UNP JBLU WAB NSC KSU=Bottom (Transportation)
RETA(68): 0.46% Top=NFLX RH BBY CHS WFM GNC BLDR DKS ….. PLCE ROST SFM CVS OLLI CASY MIK W=Bottom (Retail & Specialty Retail)
MATE(31): 0.41% Top=OC TPH SUM KBH FAST CVA USG MTZ ….. CSTE VMC FLR WCN DY DAR BLD MLM=Bottom (Materials & Construction)
DISV(55): 0.26% Top=DV IILG EEFT AAN YY SBAC AL HMHC ….. GEO WOOF ACM BAH ALLE ZG MAN CXW=Bottom (Diversified Services)
LEIS(37): 0.24% Top=LQ RCL TVPT GPRO SHAK MAR HLT CCL ….. ARMK DRI SIX SEAS PLAY CAKE BYD CMG=Bottom (Leisure)
HEAL(60): 0.18% Top=CPHD OPK COO NXTM HYH NVRO GMED BKD ….. MOH ADPT PRAH EVHC ACHC AMSG AET WCG=Bottom (Health)
MANU(46): 0.10% Top=ATI TEX JOY RS DHR RBC SWK PH ….. DE SEDG AOS ITT PRLB FLOW BWXT DDD=Bottom (Manufacturing)
REAL(112): 0.09% Top=TREE HT CBL DRH RLJ PEB HPT SC ….. COR SLG ACC ALLY EXR JLL CBG KW=Bottom (Real Estate)
CONS(61): 0.05% Top=FOSL EPC BC WWW KS HAR ENR COTY ….. LEG CLX SKX TPX OI BLL FN AVY=Bottom (Consumer)
COSW(107): -0.01% Top=ATHM WUBA SQ IMS MTCH DBD TWTR CSOD ….. NEWR EPAM GRUB XRX VRNT LXFT NTES VNET=Bottom (Computer Software/Internet)
CHEM(29): -0.13% Top=ALB CC GRA FOE POT PX MOS CE ….. OLN FMC APD MEOH AXTA CF MON PAH=Bottom (Chemicals/Fertilizers)
INSU(35): -0.25% Top=AIZ MTG AGO MBI FAF AON RDN AWH ….. CNO PGR WRB CLGX FNF BRO MET AXS=Bottom (Insurance)
COHW(44): -0.47% Top=NSR HPQ ARRS CTL T VZ BCE BRCD ….. PANW INFN FNSR WDC ANET CIEN SYNA LITE=Bottom (Computer Hardware/Telecom)
ELEC(52): -0.89% Top=FIT WAT JBL CY AYI MEI CSIQ BRKR ….. TER IDTI IPHI QRVO CAVM CRUS MU HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(107): -1.02% Top=NAVI ESNT WU SLM ACAS BMO NDAQ EV ….. TCB SNV BXS WDR OZRK CATY BOFI 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 2:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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