daytrend

07/08/2016

Filed under: Market Stats — daytrend @ 1:33 pm

Market Stats at 2:32 pm ET
by daytrend on 20160708. 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 (20160708 2:32 pm ET)
75.3% of stocks are above yesterday’s high.
93.6% are above yesterday’s midpoint. (6.4% are below.)
0.6% are below yesterday’s low.
24.1% are inside yesterday’s range.
81.5% of stocks with today’s high > yesterday’s high. (18.5% less than).
7.4% of stocks with today’s low < yesterday’s low. (92.6% greater than).

EVIDENCE OF INTRADAY TREND (20160708 2:32 pm ET)
89.3% of stocks are above today’s open. (10.4% are below).
88.8% of stocks are above today’s open and yesterday’s close.
1.9% are below both.
42.2% of stocks opened above yesterday’s high.
96.4% of stocks opened above yesterday’s close. (2.8% opened below yesterday’s close).
0.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160708 2:32 pm ET)
42.5% of stocks are in the top 10% of today’s range.
62.9% are in the top 20%.
89.9% are in the top half. 10.1% of stocks are in the bottom half of today’s range.
1.8% are in the bottom 20%.
0.6% are in the bottom 10%.

GAIN (20160708 2:32 pm ET)
97.6% of stocks are above yesterday’s close. (2.4% are below.)
6.2% are up 4.5% or more. 0.1% are down 4.5% or more.
16.5% are up 3.5% or more. 0.1% are down 3.5% or more.
13.4% are between +1% and -1%.

RSI on DAILY (20160708 2:32 pm ET)
2-day: >=95:15.3%…>=90:38.3%…>=80:69.8%…>=50:94.2%…<=20:1.4%…<=10:0.4%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.3%…>=50:80.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:73.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160708 2:32 pm ET)
75.3% above previous 1 highs, 0.6% below previous 1 lows
71.2% above previous 2 highs, 0.2% below previous 2 lows
65.1% above previous 3 highs, 0.2% below previous 3 lows
47.8% above previous 4 highs, 0.2% below previous 4 lows
46.8% above previous 5 highs, 0.2% below previous 5 lows
46.2% above previous 6 highs, 0.2% below previous 6 lows
46.2% above previous 7 highs, 0.1% below previous 7 lows
45.3% above previous 8 highs, 0.0% below previous 8 lows
38.7% above previous 9 highs, 0.0% below previous 9 lows
26.6% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160708 2:32 pm ET)
97.6% are above or equal to 7/7 close (1 days ago), 2.4% are below.
88.6% are above or equal to 7/6 close (2 days ago), 11.4% are below.
88.6% are above or equal to 7/5 close (3 days ago), 11.4% are below.
76.7% are above or equal to 7/1 close (4 days ago), 23.3% are below.
76.1% are above or equal to 6/30 close (5 days ago), 23.9% are below.
86.3% are above or equal to 6/29 close (6 days ago), 13.7% are below.
93.5% are above or equal to 6/28 close (7 days ago), 6.5% are below.
96.7% are above or equal to 6/27 close (8 days ago), 3.3% are below.
84.6% are above or equal to 6/24 close (9 days ago), 15.4% are below.
48.1% are above or equal to 6/23 close (10 days ago), 51.9% are below.
61.0% are above or equal to 6/22 close (11 days ago), 39.0% are below.
59.2% are above or equal to 6/21 close (12 days ago), 40.8% are below.
61.6% are above or equal to 6/20 close (13 days ago), 38.4% are below.
67.5% are above or equal to 6/17 close (14 days ago), 32.5% are below.
68.4% are above or equal to 6/16 close (15 days ago), 31.6% are below.
67.1% are above or equal to 6/15 close (16 days ago), 32.9% are below.
67.2% are above or equal to 6/14 close (17 days ago), 32.8% are below.
63.5% are above or equal to 6/13 close (18 days ago), 36.5% are below.
57.3% are above or equal to 6/10 close (19 days ago), 42.7% are below.
47.4% are above or equal to 6/9 close (20 days ago), 52.6% are below.
43.9% are above or equal to 6/8 close (21 days ago), 56.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160708 2:32 pm ET)
20d: 24.4% new highs, 1.1% new lows
21d: 22.5% new highs, 1.1% new lows
42d: 19.0% new highs, 0.8% new lows
63d: 16.4% new highs, 0.5% new lows
126d: 15.5% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160708 2:32 pm ET)
2-day: 97.3% above, 2.7% below
3-day: 94.1% above, 5.9% below
4-day: 92.1% above, 7.9% below
5-day: 90.3% above, 9.7% below
8-day: 90.8% above, 9.2% below
10-day: 93.1% above, 6.9% below
20-day: 76.5% above, 23.5% below
50-day: 65.5% above, 34.5% below
200-day: 66.4% above, 33.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160708 2:32 pm ET)
CHEM(30): 3.45% Top=CC HUN CF POL WLK PAH FMC KRA ….. MOS MEOH AXTA GRA SHW IFF AGU POT=Bottom (Chemicals/Fertilizers)
META(28): 3.36% Top=AG HL CDE AA FCX X PAAS TAHO ….. SWC CNX CCJ SCCO GG AEM ABX NEM=Bottom (Metals & Mining)
TRAN(31): 2.98% Top=SWFT HA TK GBX GWR XPO UAL WERN ….. AAL CNI LUV UPS EXPD CHRW ALK KEX=Bottom (Transportation)
MANU(44): 2.72% Top=ATI KMT JOY DDD CFX TEX RXN MRC ….. DCI MIDD XYL MWA GE AME BWXT DHR=Bottom (Manufacturing)
DISV(54): 2.57% Top=CAR PRAA KFY WTW URI AL R RRD ….. IILG CTAS HRB MA YY GEO CXW XRS=Bottom (Diversified Services)
RETA(68): 2.50% Top=ASNA GPS ETSY BLDR FINL ANF AN KMX ….. COST JCP BURL DLTR WMT W BABA STMP=Bottom (Retail & Specialty Retail)
ELEC(54): 2.37% Top=MXL FLEX MTSI IPHI FIT NVDA AYI MSCC ….. TRMB MLNX QLGC SNPS HIMX FEIC SCTY LEDS=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(106): 2.36% Top=SYF CATY OMF COF NSAM NAVI WETF SLM ….. FNFG CME NYCB PSEC TD ACAS PVTB ARCC=Bottom (Banks/Financials)
COHW(44): 2.30% Top=INFN OLED SSYS UBNT CIEN COMM PANW CRAY ….. STX VZ GIMO AAPL T CCI PSTG BCE=Bottom (Computer Hardware/Telecom)
ENER(97): 2.24% Top=CWEI SGY MTDR WNR SWN CVE SEMG NBR ….. MMP TEP SHLX OAS PDCE SEP NBL PAGP=Bottom (Energy)
CONS(59): 2.23% Top=FOSL GT WWW SHOO KATE FL TPX HAR ….. MAT SON BMS CHD CRI CLX UA UFS=Bottom (Consumer)
MATE(31): 2.19% Top=KBH CAA TOL TPH DHI MAS CSTE LEN ….. BECN MLM RSG FAST WM CVA WCN OC=Bottom (Materials & Construction)
COSW(103): 2.14% Top=NOW EPAM NTCT PFPT TWTR VIPS NCR LXFT ….. CSRA YHOO JD TYL ELLI NTES WB BIDU=Bottom (Computer Software/Internet)
HEAL(62): 2.01% Top=CPHD BKD CYH NXTM PODD ELGX THC MD ….. BAX PEN STJ ACHC BCR UNH HTWR DXCM=Bottom (Health)
REAL(111): 1.84% Top=JLL SC CBG NRF ALLY CLNY WPG LGIH ….. CYS NNN MFA SKT HTS NLY MAA AGNC=Bottom (Real Estate)
LEIS(36): 1.82% Top=SONC PLAY SEAS CMG BWLD LQ PLNT GPRO ….. MCD DNKN MTN QSR TXRH MGM JACK SBUX=Bottom (Leisure)
INSU(35): 1.78% Top=MTG LNC CNO RDN MBI PRU UNM MET ….. ALL FNF ORI WLTW AON TRV MMC AXS=Bottom (Insurance)

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 2:32 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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