daytrend

07/05/2016

Filed under: Market Stats — daytrend @ 11:36 am

Market Stats at 12:36 pm ET
by daytrend on 20160705. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1001.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160705 12:36 pm ET)
6.1% of stocks are above yesterday’s high.
17.3% are above yesterday’s midpoint. (82.7% are below.)
62.3% are below yesterday’s low.
31.6% are inside yesterday’s range.
13.5% of stocks with today’s high > yesterday’s high. (86.5% less than).
79.8% of stocks with today’s low < yesterday’s low. (20.2% greater than).

EVIDENCE OF INTRADAY TREND (20160705 12:36 pm ET)
23.4% of stocks are above today’s open. (75.7% are below).
14.3% of stocks are above today’s open and yesterday’s close.
74.3% 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 12:36 pm ET)
4.6% of stocks are in the top 10% of today’s range.
9.6% are in the top 20%.
28.4% are in the top half. 71.6% of stocks are in the bottom half of today’s range.
30.6% are in the bottom 20%.
9.2% are in the bottom 10%.

GAIN (20160705 12:36 pm ET)
16.7% of stocks are above yesterday’s close. (83.3% are below.)
0.1% are up 4.5% or more. 8.0% are down 4.5% or more.
0.2% are up 3.5% or more. 15.7% are down 3.5% or more.
32.8% are between +1% and -1%.

RSI on DAILY (20160705 12:36 pm ET)
2-day: >=95:5.9%…>=90:8.8%…>=80:13.3%…>=50:31.4%…<=20:15.4%…<=10:2.1%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.1%…>=50:42.8%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:42.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160705 12:36 pm ET)
6.1% above previous 1 highs, 62.3% below previous 1 lows
6.0% above previous 2 highs, 27.9% below previous 2 lows
6.0% above previous 3 highs, 15.7% below previous 3 lows
6.0% above previous 4 highs, 6.0% below previous 4 lows
5.9% above previous 5 highs, 2.9% below previous 5 lows
5.8% above previous 6 highs, 2.8% below previous 6 lows
5.2% above previous 7 highs, 2.8% below previous 7 lows
5.2% above previous 8 highs, 2.8% below previous 8 lows
5.2% above previous 9 highs, 2.8% below previous 9 lows
5.1% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160705 12:36 pm ET)
16.7% are above or equal to 7/1 close (1 days ago), 83.3% are below.
25.3% are above or equal to 6/30 close (2 days ago), 74.7% are below.
54.2% are above or equal to 6/29 close (3 days ago), 45.8% are below.
81.7% are above or equal to 6/28 close (4 days ago), 18.3% are below.
93.1% are above or equal to 6/27 close (5 days ago), 6.9% are below.
59.3% are above or equal to 6/24 close (6 days ago), 40.7% are below.
26.0% are above or equal to 6/23 close (7 days ago), 74.0% are below.
38.0% are above or equal to 6/22 close (8 days ago), 62.0% are below.
36.0% are above or equal to 6/21 close (9 days ago), 64.0% are below.
37.0% are above or equal to 6/20 close (10 days ago), 63.0% are below.
43.8% are above or equal to 6/17 close (11 days ago), 56.2% are below.
46.0% are above or equal to 6/16 close (12 days ago), 54.0% are below.
45.4% are above or equal to 6/15 close (13 days ago), 54.6% are below.
46.5% are above or equal to 6/14 close (14 days ago), 53.5% are below.
44.5% are above or equal to 6/13 close (15 days ago), 55.5% are below.
37.0% are above or equal to 6/10 close (16 days ago), 63.0% are below.
29.0% are above or equal to 6/9 close (17 days ago), 71.0% are below.
28.2% are above or equal to 6/8 close (18 days ago), 71.8% are below.
30.9% are above or equal to 6/7 close (19 days ago), 69.1% are below.
32.7% are above or equal to 6/6 close (20 days ago), 67.3% are below.
36.9% are above or equal to 6/3 close (21 days ago), 63.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160705 12:36 pm ET)
20d: 8.2% new highs, 4.2% new lows
21d: 8.2% new highs, 4.2% new lows
42d: 7.2% new highs, 2.7% new lows
63d: 6.6% new highs, 1.9% new lows
126d: 6.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160705 12:36 pm ET)
2-day: 15.8% above, 84.2% below
3-day: 19.0% above, 81.0% below
4-day: 30.6% above, 69.4% below
5-day: 48.0% above, 52.0% below
8-day: 52.2% above, 47.8% below
10-day: 46.1% above, 53.9% below
20-day: 40.1% above, 59.9% below
50-day: 45.8% above, 54.2% below
200-day: 57.5% above, 42.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160705 12:36 pm ET)
REAL(113): -0.20% Top=CUBE EXR O ACC PSA MAC SSS DDR ….. MPW RLGY NRF JLL NRZ CBG ALLY SC=Bottom (Real Estate)
COSW(107): -0.99% Top=ROVI CYBR WB TEAM WIX LXFT NTES NEWR ….. ADSK INXN BOX JD FEYE BITA MTCH RAX=Bottom (Computer Software/Internet)
HEAL(60): -1.13% Top=ELGX EW BDX SYK RMD PEN BAX HTWR ….. THC CNC MOH EVHC CPHD AMSG ACHC BKD=Bottom (Health)
LEIS(37): -1.38% Top=EAT CAKE SEAS DPZ MCD CMG TXRH YUM ….. SONC WYN RCL HLT WYNN LQ SHAK GPRO=Bottom (Leisure)
COHW(44): -1.45% Top=ARRS VZ CCI BCE T TMUS WIN ZAYO ….. CCOI SSYS HPQ NTAP STX WDC SYNA NSR=Bottom (Computer Hardware/Telecom)
MATE(31): -1.45% Top=WCN WM RSG BLD VMC BECN OC WY ….. CVA USG EXP TOL TPH SUM AWI CSTE=Bottom (Materials & Construction)
DISV(55): -1.50% Top=VNTV XRS PAYX FISV MYGN V VRSK GPN ….. GATX DV WTW KBR CAR URI AL PRAA=Bottom (Diversified Services)
RETA(68): -1.79% Top=NFLX KR WMT WBA PLCE CASY W DKS ….. JCP SPLS KMX RH TLRD SIG PAG ASNA=Bottom (Retail & Specialty Retail)
INSU(34): -1.84% Top=AFSI CINF TRV ALL FNF CLGX MMC ORI ….. AIG CNO PRU MET UNM MBI RDN LNC=Bottom (Insurance)
META(27): -1.88% Top=GG PAAS ABX SWC AG CDE AGI SSRI ….. SCCO CMC X SLCA CNX TCK FCX FMSA=Bottom (Metals & Mining)
ELEC(52): -1.96% Top=HIMX NVDA SIMO SCTY WAT INTC SNPS BW ….. JBL CAVM ON MU SPWR SWKS QRVO CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(61): -1.99% Top=CLX CHD KMB PG CL EL NKE COTY ….. PAY HAR MFRM WRK OI KATE FOSL KS=Bottom (Consumer)
TRAN(32): -2.19% Top=CP CNI UNP CHRW UPS ALK HA EXPD ….. GBX UAL SAVE XPO DAL KEX TK BRS=Bottom (Transportation)
CHEM(30): -2.37% Top=GPRE SHW KRA MON IFF DOW POT AXTA ….. EMN CF FOE MOS WLK HUN PAH CC=Bottom (Chemicals/Fertilizers)
FINA(107): -2.55% Top=CME CBOE ICE EFX TD PSEC NDAQ MKTX ….. SIVB NAVI BX PFG PB SF ZION OMF=Bottom (Banks/Financials)
MANU(47): -2.80% Top=GE MWA LII XYL WOR AOS ITW IR ….. ITT JOY ZBRA TEX ATI MRC FLOW DHR=Bottom (Manufacturing)
ENER(96): -4.13% Top=MDU SEP BPL ETE CVX MMP EPD SE ….. NBR ATW SN SM SGY WLL SWN UNT=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 12:36 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: