daytrend

07/07/2016

Filed under: Market Stats — daytrend @ 2:23 pm

Market Stats at 3:23 pm ET
by daytrend on 20160707. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 993.

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

COMPARED TO YESTERDAY’S RANGE (20160707 3:23 pm ET)
38.5% of stocks are above yesterday’s high.
70.9% are above yesterday’s midpoint. (29.1% are below.)
13.4% are below yesterday’s low.
48.1% are inside yesterday’s range.
79.6% of stocks with today’s high > yesterday’s high. (20.4% less than).
22.0% of stocks with today’s low < yesterday’s low. (78.0% greater than).

EVIDENCE OF INTRADAY TREND (20160707 3:23 pm ET)
45.4% of stocks are above today’s open. (53.3% are below).
42.7% of stocks are above today’s open and yesterday’s close.
44.8% are below both.
30.5% of stocks opened above yesterday’s high.
62.9% of stocks opened above yesterday’s close. (33.0% opened below yesterday’s close).
1.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160707 3:23 pm ET)
4.8% of stocks are in the top 10% of today’s range.
9.3% are in the top 20%.
31.3% are in the top half. 68.7% of stocks are in the bottom half of today’s range.
24.5% are in the bottom 20%.
8.1% are in the bottom 10%.

GAIN (20160707 3:23 pm ET)
52.0% of stocks are above yesterday’s close. (48.0% are below.)
0.7% are up 4.5% or more. 1.0% are down 4.5% or more.
2.3% are up 3.5% or more. 2.2% are down 3.5% or more.
58.2% are between +1% and -1%.

RSI on DAILY (20160707 3:23 pm ET)
2-day: >=95:4.3%…>=90:8.7%…>=80:17.5%…>=50:55.7%…<=20:13.6%…<=10:3.6%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:52.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:50.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160707 3:23 pm ET)
38.5% above previous 1 highs, 13.4% below previous 1 lows
22.1% above previous 2 highs, 9.8% below previous 2 lows
10.6% above previous 3 highs, 8.3% below previous 3 lows
10.5% above previous 4 highs, 4.8% below previous 4 lows
10.4% above previous 5 highs, 3.6% below previous 5 lows
10.3% above previous 6 highs, 1.8% below previous 6 lows
9.9% above previous 7 highs, 1.3% below previous 7 lows
9.0% above previous 8 highs, 1.3% below previous 8 lows
6.3% above previous 9 highs, 1.3% below previous 9 lows
6.2% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160707 3:23 pm ET)
52.0% are above or equal to 7/6 close (1 days ago), 48.0% are below.
65.3% are above or equal to 7/5 close (2 days ago), 34.7% are below.
34.1% are above or equal to 7/1 close (3 days ago), 65.9% are below.
40.4% are above or equal to 6/30 close (4 days ago), 59.6% are below.
65.2% are above or equal to 6/29 close (5 days ago), 34.8% are below.
84.4% are above or equal to 6/28 close (6 days ago), 15.6% are below.
94.0% are above or equal to 6/27 close (7 days ago), 6.0% are below.
68.1% are above or equal to 6/24 close (8 days ago), 31.9% are below.
32.9% are above or equal to 6/23 close (9 days ago), 67.1% are below.
45.0% are above or equal to 6/22 close (10 days ago), 55.0% are below.
42.8% are above or equal to 6/21 close (11 days ago), 57.2% are below.
42.9% are above or equal to 6/20 close (12 days ago), 57.1% are below.
51.1% are above or equal to 6/17 close (13 days ago), 48.9% are below.
53.2% are above or equal to 6/16 close (14 days ago), 46.8% are below.
51.6% are above or equal to 6/15 close (15 days ago), 48.4% are below.
52.9% are above or equal to 6/14 close (16 days ago), 47.1% are below.
50.8% are above or equal to 6/13 close (17 days ago), 49.2% are below.
42.9% are above or equal to 6/10 close (18 days ago), 57.1% are below.
34.5% are above or equal to 6/9 close (19 days ago), 65.5% are below.
32.0% are above or equal to 6/8 close (20 days ago), 68.0% are below.
35.0% are above or equal to 6/7 close (21 days ago), 65.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160707 3:23 pm ET)
20d: 10.5% new highs, 1.8% new lows
21d: 10.3% new highs, 1.8% new lows
42d: 8.5% new highs, 1.4% new lows
63d: 7.4% new highs, 1.2% new lows
126d: 6.9% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160707 3:23 pm ET)
2-day: 51.1% above, 48.9% below
3-day: 60.6% above, 39.4% below
4-day: 48.5% above, 51.5% below
5-day: 45.7% above, 54.3% below
8-day: 72.8% above, 27.2% below
10-day: 62.2% above, 37.8% below
20-day: 50.1% above, 49.9% below
50-day: 50.5% above, 49.5% below
200-day: 59.4% above, 40.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160707 3:23 pm ET)
ELEC(52): 1.01% Top=SIMO MU FIT CRUS MRVL QRVO SWKS ON ….. QLGC SNPS WAT KEYS CAVM CSIQ SPWR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(106): 0.81% Top=LPLA OMF NAVI SIVB LAZ EVR SYF EWBC ….. PVTB WU TROW ICE MKTX BMO EV WDR=Bottom (Banks/Financials)
COHW(44): 0.63% Top=WDC GIMO PSTG LITE ARRS ANET OLED PANW ….. TMUS TDS CTL IQNT INFN WIN VZ T=Bottom (Computer Hardware/Telecom)
COSW(104): 0.63% Top=WB BITA VEEV SINA ATHM RAX VIPS NEWR ….. INXN RHT WUBA EQIX SSNC TEAM MTCH LXFT=Bottom (Computer Software/Internet)
CHEM(30): 0.54% Top=CC HUN EMN AXTA FMC MON WLK ASH ….. PX PPG CF POT MOS KRA MEOH GPRE=Bottom (Chemicals/Fertilizers)
MATE(31): 0.51% Top=MTZ EME DY TPH SUM PHM CAA BECN ….. WCN WY CVA USG CSTE RSG SRCL DAR=Bottom (Materials & Construction)
DISV(55): 0.43% Top=SCOR DV PRAA TMH ZG AHS AL MMS ….. ULTA XRS AAN MRKT MYGN HMHC GEO CXW=Bottom (Diversified Services)
HEAL(62): 0.40% Top=ZLTQ ELGX CYH HLS BKD HOLX ACHC NVRO ….. XRAY RMD NXTM DXCM WCG UNH ANTM AET=Bottom (Health)
TRAN(31): 0.33% Top=GBX AAL HA SAVE TRN DAL LUV UAL ….. CNI KSU GWR NSC CHRW XPO NAT TK=Bottom (Transportation)
MANU(44): 0.25% Top=DDD DOV ATI FLOW DCI SEDG EMR CFX ….. TKR MWA HON MRC WOR RS TEX KMT=Bottom (Manufacturing)
CONS(60): 0.24% Top=WWW KATE BC KS VSTO TUP RL UA ….. GPK WRK FL UFS BMS KMB MFRM ENR=Bottom (Consumer)
RETA(68): 0.08% Top=COST AN LL DSW SFM JWN BLDR GNC ….. GME DKS WBA AEO CST SPLS LB RH=Bottom (Retail & Specialty Retail)
LEIS(36): -0.02% Top=PLNT ARMK CCL EAT GPRO EXPE HLT LQ ….. BLMN DPZ WYNN WEN SEAS QSR SHAK CMG=Bottom (Leisure)
INSU(34): -0.12% Top=RDN MBI CLGX AIG FAF PRI AON AFSI ….. TMK FNF ORI SLF ALL TRV AFL AIZ=Bottom (Insurance)
REAL(113): -1.03% Top=SC ALLY CBL PEI HT WPG PEB HST ….. NLY HCP BDN HCN STAG DLR O ARE=Bottom (Real Estate)
ENER(97): -1.44% Top=EMES SGY MPLX SWN SPN ETE OKS ETP ….. CLR PBF CWEI CVI ATW WLL OAS SM=Bottom (Energy)
META(26): -1.76% Top=RGLD AA STLD SLCA CMC NUE X SCCO ….. FNV SLW BVN ABX TAHO CNX SSRI PAAS=Bottom (Metals & Mining)

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 3:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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