daytrend

07/05/2016

Filed under: Market Stats — daytrend @ 8:50 am

Market Stats at 9:49 am ET
by daytrend on 20160705. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1001.

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

COMPARED TO YESTERDAY’S RANGE (20160705 9:49 am ET)
3.4% of stocks are above yesterday’s high.
15.3% are above yesterday’s midpoint. (84.7% are below.)
55.6% are below yesterday’s low.
41.0% are inside yesterday’s range.
8.9% of stocks with today’s high > yesterday’s high. (91.1% less than).
67.1% of stocks with today’s low < yesterday’s low. (32.9% greater than).

EVIDENCE OF INTRADAY TREND (20160705 9:49 am ET)
21.6% of stocks are above today’s open. (77.6% are below).
9.7% of stocks are above today’s open and yesterday’s close.
75.5% are below both.
1.9% of stocks opened above yesterday’s high.
10.1% of stocks opened above yesterday’s close. (87.3% opened below yesterday’s close).
31.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160705 9:49 am ET)
2.9% of stocks are in the top 10% of today’s range.
5.1% are in the top 20%.
18.0% are in the top half. 82.0% of stocks are in the bottom half of today’s range.
52.5% are in the bottom 20%.
28.9% are in the bottom 10%.

GAIN (20160705 9:49 am ET)
12.4% of stocks are above yesterday’s close. (87.6% are below.)
0.1% are up 4.5% or more. 2.4% are down 4.5% or more.
0.1% are up 3.5% or more. 6.6% are down 3.5% or more.
37.3% are between +1% and -1%.

RSI on DAILY (20160705 9:49 am ET)
2-day: >=95:4.2%…>=90:6.2%…>=80:11.4%…>=50:34.3%…<=20:9.4%…<=10:1.8%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.3%…>=50:46.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:46.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160705 9:49 am ET)
3.4% above previous 1 highs, 55.6% below previous 1 lows
3.3% above previous 2 highs, 20.0% below previous 2 lows
3.2% above previous 3 highs, 9.7% below previous 3 lows
3.2% above previous 4 highs, 3.5% below previous 4 lows
3.1% above previous 5 highs, 1.8% below previous 5 lows
2.9% above previous 6 highs, 1.7% below previous 6 lows
2.6% above previous 7 highs, 1.7% below previous 7 lows
2.6% above previous 8 highs, 1.7% below previous 8 lows
2.6% above previous 9 highs, 1.7% below previous 9 lows
2.6% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160705 9:49 am ET)
12.4% are above or equal to 7/1 close (1 days ago), 87.6% are below.
26.5% are above or equal to 6/30 close (2 days ago), 73.5% are below.
61.4% are above or equal to 6/29 close (3 days ago), 38.6% are below.
85.8% are above or equal to 6/28 close (4 days ago), 14.2% are below.
95.4% are above or equal to 6/27 close (5 days ago), 4.6% are below.
64.4% are above or equal to 6/24 close (6 days ago), 35.6% are below.
27.5% are above or equal to 6/23 close (7 days ago), 72.5% are below.
40.4% are above or equal to 6/22 close (8 days ago), 59.6% are below.
37.2% are above or equal to 6/21 close (9 days ago), 62.8% are below.
39.7% are above or equal to 6/20 close (10 days ago), 60.3% are below.
46.4% are above or equal to 6/17 close (11 days ago), 53.6% are below.
48.9% are above or equal to 6/16 close (12 days ago), 51.1% are below.
46.8% are above or equal to 6/15 close (13 days ago), 53.2% are below.
48.7% are above or equal to 6/14 close (14 days ago), 51.3% are below.
46.2% are above or equal to 6/13 close (15 days ago), 53.8% are below.
38.6% are above or equal to 6/10 close (16 days ago), 61.4% are below.
30.1% are above or equal to 6/9 close (17 days ago), 69.9% are below.
29.1% are above or equal to 6/8 close (18 days ago), 70.9% are below.
31.7% are above or equal to 6/7 close (19 days ago), 68.3% are below.
34.0% are above or equal to 6/6 close (20 days ago), 66.0% are below.
38.8% are above or equal to 6/3 close (21 days ago), 61.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160705 9:49 am ET)
20d: 5.3% new highs, 2.1% new lows
21d: 5.3% new highs, 2.1% new lows
42d: 4.5% new highs, 1.3% new lows
63d: 4.1% new highs, 1.0% new lows
126d: 4.1% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160705 9:49 am ET)
2-day: 11.5% above, 88.5% below
3-day: 16.5% above, 83.5% below
4-day: 33.0% above, 67.0% below
5-day: 55.8% above, 44.2% below
8-day: 60.0% above, 40.0% below
10-day: 51.7% above, 48.3% below
20-day: 43.0% above, 57.0% below
50-day: 47.6% above, 52.4% below
200-day: 58.8% above, 41.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160705 9:49 am ET)
REAL(113): -0.32% Top=O EQR SRC MAC VER MAA BAM CSAL ….. WPG KW JLL NRF ALLY SC CBG NRZ=Bottom (Real Estate)
META(27): -0.80% Top=PAAS GG AG SLW CDE ABX SSRI AGI ….. SCCO FMSA X AA FCX SLCA TCK CNX=Bottom (Metals & Mining)
HEAL(60): -0.83% Top=BDX GMED EW RMD SYK PEN AET NUVA ….. A ACHC AMSG EVHC CYH CPHD THC BKD=Bottom (Health)
COSW(107): -0.96% Top=ROVI WB CYBR NTES TEAM EQIX VNET IMS ….. INOV MTCH SQ VRNT DBD FEYE RAX BITA=Bottom (Computer Software/Internet)
LEIS(37): -1.03% Top=PLAY MCD TXRH CAKE EAT YUM SBUX SEAS ….. BYD SHAK LVS WYNN RCL SONC LQ GPRO=Bottom (Leisure)
CONS(61): -1.31% Top=ENR CLX CHD KMB NKE PG CL LULU ….. GT MFRM WRK OI KATE KS FOSL HAR=Bottom (Consumer)
DISV(55): -1.31% Top=XRS AHS VNTV PAYX VRSK FISV MRKT SBAC ….. FDC GATX R URI CAR PRAA TMH AL=Bottom (Diversified Services)
RETA(68): -1.33% Top=BIG CASY KR WMT CORE DLTR HD WBA ….. KMX NFLX BLDR SIG BID TLRD PAG ASNA=Bottom (Retail & Specialty Retail)
COHW(44): -1.36% Top=ARRS VZ T CCI WIN BCE ZAYO TMUS ….. CIEN INFN FNSR STX HPQ WDC PSTG SYNA=Bottom (Computer Hardware/Telecom)
MATE(31): -1.37% Top=WCN WM RSG WY BECN BLD VMC SRCL ….. TPH CVA USG DAR FLR CSTE SUM MTZ=Bottom (Materials & Construction)
INSU(34): -1.46% Top=CINF ALL FAF CLGX BRO PGR TRV ORI ….. MBI AIG CNO PRU UNM RDN MET LNC=Bottom (Insurance)
CHEM(30): -1.54% Top=GPRE SHW IFF MON APD DOW PX POT ….. EMN MOS CE FOE WLK PAH HUN CC=Bottom (Chemicals/Fertilizers)
ELEC(52): -1.76% Top=HIMX BW SCTY SIMO SNPS INTC QLGC XLNX ….. CAVM ON IDTI CSIQ SPWR SWKS QRVO CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(107): -1.93% Top=CBOE TD EFX CME SYF PVTB ICE MKTX ….. LAZ SIVB BX PB SF OMF ZION LPLA=Bottom (Banks/Financials)
TRAN(32): -2.03% Top=CNI CP CHRW UNP EXPD UPS NSC KNX ….. SWFT AAL SAVE UAL DAL XPO BRS TK=Bottom (Transportation)
MANU(47): -2.16% Top=WOR MWA LII XYL MIDD ITW RS HON ….. TEX CFX ZBRA ATI MRC ITT FLOW DHR=Bottom (Manufacturing)
ENER(96): -2.88% Top=ETE MDU OXY PXD SU TEP XOM MMP ….. SN LPI NBR CWEI UNT SWN SM WLL=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 9:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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