daytrend

07/05/2016

Filed under: Market Stats — daytrend @ 2:10 pm

Market Stats at 3:09 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 3:09 pm ET)
7.1% of stocks are above yesterday’s high.
17.8% are above yesterday’s midpoint. (82.2% are below.)
63.1% are below yesterday’s low.
29.8% are inside yesterday’s range.
14.9% of stocks with today’s high > yesterday’s high. (85.1% less than).
80.9% of stocks with today’s low < yesterday’s low. (19.1% greater than).

EVIDENCE OF INTRADAY TREND (20160705 3:09 pm ET)
23.0% of stocks are above today’s open. (75.9% are below).
13.9% of stocks are above today’s open and yesterday’s close.
74.4% 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 3:09 pm ET)
4.1% of stocks are in the top 10% of today’s range.
9.4% are in the top 20%.
29.0% are in the top half. 71.0% of stocks are in the bottom half of today’s range.
32.3% are in the bottom 20%.
10.8% are in the bottom 10%.

GAIN (20160705 3:09 pm ET)
16.4% of stocks are above yesterday’s close. (83.6% are below.)
0.2% are up 4.5% or more. 9.2% are down 4.5% or more.
0.2% are up 3.5% or more. 17.4% are down 3.5% or more.
29.8% are between +1% and -1%.

RSI on DAILY (20160705 3:09 pm ET)
2-day: >=95:5.8%…>=90:8.8%…>=80:13.7%…>=50:30.9%…<=20:17.3%…<=10:2.4%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.6%…>=80:4.2%…>=50:42.8%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:43.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160705 3:09 pm ET)
7.1% above previous 1 highs, 63.1% below previous 1 lows
7.1% above previous 2 highs, 30.5% below previous 2 lows
6.9% above previous 3 highs, 17.6% below previous 3 lows
6.9% above previous 4 highs, 6.7% below previous 4 lows
6.9% above previous 5 highs, 3.2% below previous 5 lows
6.8% above previous 6 highs, 3.0% below previous 6 lows
6.4% above previous 7 highs, 3.0% below previous 7 lows
6.4% above previous 8 highs, 3.0% below previous 8 lows
6.4% above previous 9 highs, 3.0% below previous 9 lows
6.3% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160705 3:09 pm ET)
16.4% are above or equal to 7/1 close (1 days ago), 83.6% are below.
24.1% are above or equal to 6/30 close (2 days ago), 75.9% are below.
52.2% are above or equal to 6/29 close (3 days ago), 47.8% are below.
80.6% are above or equal to 6/28 close (4 days ago), 19.4% are below.
92.7% are above or equal to 6/27 close (5 days ago), 7.3% are below.
58.5% are above or equal to 6/24 close (6 days ago), 41.5% are below.
25.9% are above or equal to 6/23 close (7 days ago), 74.1% are below.
37.8% are above or equal to 6/22 close (8 days ago), 62.2% are below.
35.3% are above or equal to 6/21 close (9 days ago), 64.7% are below.
37.0% are above or equal to 6/20 close (10 days ago), 63.0% are below.
43.0% are above or equal to 6/17 close (11 days ago), 57.0% are below.
45.3% are above or equal to 6/16 close (12 days ago), 54.7% are below.
44.7% are above or equal to 6/15 close (13 days ago), 55.3% are below.
45.8% are above or equal to 6/14 close (14 days ago), 54.2% are below.
44.2% are above or equal to 6/13 close (15 days ago), 55.8% are below.
37.2% are above or equal to 6/10 close (16 days ago), 62.8% are below.
29.7% are above or equal to 6/9 close (17 days ago), 70.3% are below.
28.6% are above or equal to 6/8 close (18 days ago), 71.4% are below.
30.8% are above or equal to 6/7 close (19 days ago), 69.2% are below.
33.1% are above or equal to 6/6 close (20 days ago), 66.9% are below.
36.5% are above or equal to 6/3 close (21 days ago), 63.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160705 3:09 pm ET)
20d: 9.3% new highs, 4.6% new lows
21d: 9.3% new highs, 4.6% new lows
42d: 8.3% new highs, 3.1% new lows
63d: 7.7% new highs, 2.4% new lows
126d: 7.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160705 3:09 pm ET)
2-day: 15.2% above, 84.8% below
3-day: 19.6% above, 80.4% below
4-day: 29.5% above, 70.5% below
5-day: 47.2% above, 52.8% below
8-day: 51.1% above, 48.9% below
10-day: 45.9% above, 54.1% below
20-day: 39.9% above, 60.1% below
50-day: 45.4% above, 54.6% below
200-day: 57.5% above, 42.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160705 3:09 pm ET)
REAL(113): -0.15% Top=EXR O CUBE CLI COR PSA DDR MAC ….. PEB RLGY JLL NRF ALLY NRZ CBG SC=Bottom (Real Estate)
HEAL(60): -1.06% Top=ELGX EW SYK BDX PEN WCG UNH NUVA ….. THC EVHC CYH AMSG MOH CPHD ACHC BKD=Bottom (Health)
COSW(107): -1.11% Top=ROVI NEWR TEAM CYBR WB NTES WUBA ADP ….. NUAN ADSK BITA SQ DBD FEYE MTCH RAX=Bottom (Computer Software/Internet)
MATE(31): -1.34% Top=WCN WM RSG BLD VMC MTZ OC DHI ….. TPH TOL FAST USG SUM EXP AWI CSTE=Bottom (Materials & Construction)
LEIS(37): -1.36% Top=CMG CAKE DPZ MCD EAT SEAS JACK TXRH ….. BLMN WYN CCL RCL WYNN GPRO SHAK LQ=Bottom (Leisure)
DISV(55): -1.51% Top=VNTV XRS PAYX VRSK SSTK CTAS FISV V ….. GATX RHI DV WTW PRAA CAR URI AL=Bottom (Diversified Services)
COHW(44): -1.72% Top=ARRS CCI VZ T TMUS BCE WIN ANET ….. VIAV BBRY HPQ NTAP STX WDC SYNA NSR=Bottom (Computer Hardware/Telecom)
RETA(68): -1.72% Top=W KR DLTR NFLX CASY WMT PLCE DKS ….. TLRD GES SIG SPLS KMX AN PAG ASNA=Bottom (Retail & Specialty Retail)
INSU(34): -1.95% Top=CLGX CINF TRV ALL FNF ORI VR AFSI ….. AIG CNO PRU MBI UNM MET LNC RDN=Bottom (Insurance)
META(27): -1.96% Top=AGI GG PAAS CDE SSRI ABX AG NEM ….. X CMC SCCO CNX SLCA FCX TCK FMSA=Bottom (Metals & Mining)
ELEC(52): -2.11% Top=HIMX NVDA SCTY WAT SIMO INTC SNPS AMAT ….. IDTI MTSI ON MU QRVO SWKS CRUS SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(61): -2.18% Top=CLX PG CHD KMB CL COTY MAT FL ….. GT HAR MFRM WRK KATE OI FOSL KS=Bottom (Consumer)
TRAN(32): -2.22% Top=CP CNI UPS UNP CHRW ALK HA EXPD ….. GBX WAB XPO UAL SAVE DAL BRS TK=Bottom (Transportation)
CHEM(30): -2.64% Top=SHW GPRE IFF MON KRA AXTA DOW POT ….. CF FOE EMN MOS WLK HUN PAH CC=Bottom (Chemicals/Fertilizers)
FINA(107): -2.82% Top=CBOE CME ICE TD PSEC MKTX EFX ACAS ….. FITB TCBI NAVI BX PB SF ZION OMF=Bottom (Banks/Financials)
MANU(47): -2.88% Top=MWA LII XYL GE WOR AOS ITW SWK ….. SEDG ITT ZBRA TEX MRC ATI FLOW DHR=Bottom (Manufacturing)
ENER(96): -4.10% Top=MDU ETE BPL MMP SEP SU EPD ETP ….. ATW SM FET MUR SN SWN WLL 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 3:09 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

Blog at WordPress.com.

%d bloggers like this: