daytrend

07/06/2016

Filed under: Market Stats — daytrend @ 10:18 am

Market Stats at 11:17 am ET
by daytrend on 20160706. 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 (20160706 11:17 am ET)
16.8% of stocks are above yesterday’s high.
50.8% are above yesterday’s midpoint. (49.2% are below.)
11.5% are below yesterday’s low.
71.6% are inside yesterday’s range.
28.6% of stocks with today’s high > yesterday’s high. (71.4% less than).
58.9% of stocks with today’s low < yesterday’s low. (41.1% greater than).

EVIDENCE OF INTRADAY TREND (20160706 11:17 am ET)
74.6% of stocks are above today’s open. (24.3% are below).
55.2% of stocks are above today’s open and yesterday’s close.
22.9% are below both.
1.8% of stocks opened above yesterday’s high.
8.7% of stocks opened above yesterday’s close. (88.8% opened below yesterday’s close).
21.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160706 11:17 am ET)
38.9% of stocks are in the top 10% of today’s range.
56.6% are in the top 20%.
82.8% are in the top half. 17.2% of stocks are in the bottom half of today’s range.
4.3% are in the bottom 20%.
2.6% are in the bottom 10%.

GAIN (20160706 11:17 am ET)
58.1% of stocks are above yesterday’s close. (41.9% are below.)
0.8% are up 4.5% or more. 0.4% are down 4.5% or more.
1.4% are up 3.5% or more. 1.1% are down 3.5% or more.
68.5% are between +1% and -1%.

RSI on DAILY (20160706 11:17 am ET)
2-day: >=95:4.0%…>=90:8.3%…>=80:15.8%…>=50:43.8%…<=20:12.8%…<=10:2.5%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.4%…>=50:46.8%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:46.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160706 11:17 am ET)
16.8% above previous 1 highs, 11.5% below previous 1 lows
8.9% above previous 2 highs, 10.5% below previous 2 lows
8.4% above previous 3 highs, 6.5% below previous 3 lows
7.9% above previous 4 highs, 4.7% below previous 4 lows
7.7% above previous 5 highs, 2.3% below previous 5 lows
7.5% above previous 6 highs, 1.6% below previous 6 lows
6.7% above previous 7 highs, 1.5% below previous 7 lows
5.4% above previous 8 highs, 1.5% below previous 8 lows
5.4% above previous 9 highs, 1.5% below previous 9 lows
5.3% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160706 11:17 am ET)
58.1% are above or equal to 7/5 close (1 days ago), 41.9% are below.
27.7% are above or equal to 7/1 close (2 days ago), 72.3% are below.
33.7% are above or equal to 6/30 close (3 days ago), 66.3% are below.
59.3% are above or equal to 6/29 close (4 days ago), 40.7% are below.
83.6% are above or equal to 6/28 close (5 days ago), 16.4% are below.
93.8% are above or equal to 6/27 close (6 days ago), 6.2% are below.
63.1% are above or equal to 6/24 close (7 days ago), 36.9% are below.
29.0% are above or equal to 6/23 close (8 days ago), 71.0% are below.
41.4% are above or equal to 6/22 close (9 days ago), 58.6% are below.
39.0% are above or equal to 6/21 close (10 days ago), 61.0% are below.
40.1% are above or equal to 6/20 close (11 days ago), 59.9% are below.
46.0% are above or equal to 6/17 close (12 days ago), 54.0% are below.
49.0% are above or equal to 6/16 close (13 days ago), 51.0% are below.
47.4% are above or equal to 6/15 close (14 days ago), 52.6% are below.
49.3% are above or equal to 6/14 close (15 days ago), 50.7% are below.
46.5% are above or equal to 6/13 close (16 days ago), 53.5% are below.
39.6% are above or equal to 6/10 close (17 days ago), 60.4% are below.
31.6% are above or equal to 6/9 close (18 days ago), 68.4% are below.
30.5% are above or equal to 6/8 close (19 days ago), 69.5% are below.
33.1% are above or equal to 6/7 close (20 days ago), 66.9% are below.
35.8% are above or equal to 6/6 close (21 days ago), 64.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160706 11:17 am ET)
20d: 8.7% new highs, 6.5% new lows
21d: 8.5% new highs, 6.4% new lows
42d: 8.0% new highs, 5.2% new lows
63d: 7.0% new highs, 4.2% new lows
126d: 6.9% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160706 11:17 am ET)
2-day: 56.5% above, 43.5% below
3-day: 32.4% above, 67.6% below
4-day: 32.0% above, 68.0% below
5-day: 40.3% above, 59.7% below
8-day: 67.1% above, 32.9% below
10-day: 52.8% above, 47.2% below
20-day: 44.7% above, 55.3% below
50-day: 46.9% above, 53.1% below
200-day: 57.6% above, 42.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160706 11:17 am ET)
META(27): 1.92% Top=SSRI RGLD CDE CNX AGI TAHO ABX PAAS ….. CMC SWC CCJ AA FMSA SLCA SCCO TCK=Bottom (Metals & Mining)
MATE(31): 0.89% Top=USG CAA TOL MLM DHI PWR EXP OC ….. MAS CSTE WCN CVA SRCL WM DAR FAST=Bottom (Materials & Construction)
HEAL(61): 0.85% Top=ADPT EW EVHC ABT ZLTQ INCR CYH AMSG ….. PRXL HCA WST DGX DXCM CNC SYK CPHD=Bottom (Health)
RETA(68): 0.65% Top=KMX BLDR AN TLRD BBBY RH ANF LL ….. GME BID AEO KORS ETSY JCP NFLX WBA=Bottom (Retail & Specialty Retail)
ELEC(52): 0.64% Top=CAVM SPWR HIMX AMBA SCTY MLNX IPHI MTSI ….. KEYS BW TEL MCHP MEI TRMB MU CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(36): 0.44% Top=CAKE SONC SIX EAT YUM SHAK PLNT JACK ….. WYNN MCD ARMK WYN SBUX RCL TVPT GPRO=Bottom (Leisure)
COSW(106): 0.38% Top=IMPV GRUB MANH CSRA TWOU MDRX ATHM FEYE ….. EQIX JD SINA BITA WUBA LXFT GDDY VNET=Bottom (Computer Software/Internet)
DISV(55): 0.32% Top=PRAA SCOR AAN DV MYGN JEC ULTA KBR ….. FLT WOOF MAN XRS MA GATX FDC CAR=Bottom (Diversified Services)
FINA(106): 0.25% Top=MKTX NSAM SLM ZION TCBI STI CMA UMPQ ….. ARCC AMG WETF STT KKR OZRK TD BX=Bottom (Banks/Financials)
CONS(60): 0.25% Top=HBI SHOO GIII PVH VFC FOSL WWW VSTO ….. CLX NWL HAR TUP PBI KMB MFRM CHD=Bottom (Consumer)
MANU(47): 0.07% Top=FLOW SEDG LII WOR RS CFX PRLB RBC ….. LECO DCI DDD AME ROK JOY ZBRA KMT=Bottom (Manufacturing)
COHW(44): 0.06% Top=ARRS PANW GIMO ANET TDC HPQ CRAY CSCO ….. IQNT PSTG CCI SYNA VRSN VZ T JNPR=Bottom (Computer Hardware/Telecom)
INSU(34): -0.26% Top=RDN XL FNF AFL WLTW MBI BRO ALL ….. MMC UNM AIG HIG LNC AGO CLGX SLF=Bottom (Insurance)
REAL(114): -0.26% Top=TREE SC NRF KW DLR SNH MPW AGNC ….. SPG HCP CSAL EXR JLL NRZ AMT EQR=Bottom (Real Estate)
CHEM(30): -0.34% Top=POL SHW AGU FOE IFF GPRE AXTA APD ….. PAH WLK MEOH FMC DD DOW OLN CC=Bottom (Chemicals/Fertilizers)
ENER(96): -0.46% Top=SGY ETE WPX UNT EGN CWEI OAS WLL ….. CVI ATW PSX VLO DK PBF TSO MPC=Bottom (Energy)
TRAN(31): -1.02% Top=TK NSC WAB KSU SWFT KNX KEX CSX ….. TRN ALK XPO SAVE DAL UAL AAL GBX=Bottom (Transportation)

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 11:17 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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