daytrend

07/11/2016

Filed under: Market Stats — daytrend @ 8:52 am

Market Stats at 9:51 am ET
by daytrend on 20160711. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 991.

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

COMPARED TO YESTERDAY’S RANGE (20160711 9:51 am ET)
49.7% of stocks are above yesterday’s high.
91.9% are above yesterday’s midpoint. (8.1% are below.)
1.6% are below yesterday’s low.
48.6% are inside yesterday’s range.
78.8% of stocks with today’s high > yesterday’s high. (21.2% less than).
4.4% of stocks with today’s low < yesterday’s low. (95.6% greater than).

EVIDENCE OF INTRADAY TREND (20160711 9:51 am ET)
61.5% of stocks are above today’s open. (35.5% are below).
58.5% of stocks are above today’s open and yesterday’s close.
14.9% are below both.
39.9% of stocks opened above yesterday’s high.
86.4% of stocks opened above yesterday’s close. (10.3% opened below yesterday’s close).
0.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160711 9:51 am ET)
6.4% of stocks are in the top 10% of today’s range.
14.0% are in the top 20%.
49.5% are in the top half. 50.5% of stocks are in the bottom half of today’s range.
18.7% are in the bottom 20%.
10.0% are in the bottom 10%.

GAIN (20160711 9:51 am ET)
82.1% of stocks are above yesterday’s close. (17.9% are below.)
1.1% are up 4.5% or more. 0.1% are down 4.5% or more.
1.9% are up 3.5% or more. 0.5% are down 3.5% or more.
68.3% are between +1% and -1%.

RSI on DAILY (20160711 9:51 am ET)
2-day: >=95:21.8%…>=90:50.2%…>=80:72.6%…>=50:92.8%…<=20:0.8%…<=10:0.4%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.1%…>=50:84.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:76.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160711 9:51 am ET)
49.7% above previous 1 highs, 1.6% below previous 1 lows
46.8% above previous 2 highs, 1.0% below previous 2 lows
45.8% above previous 3 highs, 0.9% below previous 3 lows
43.7% above previous 4 highs, 0.8% below previous 4 lows
37.2% above previous 5 highs, 0.6% below previous 5 lows
36.4% above previous 6 highs, 0.5% below previous 6 lows
35.7% above previous 7 highs, 0.5% below previous 7 lows
35.4% above previous 8 highs, 0.3% below previous 8 lows
35.0% above previous 9 highs, 0.1% below previous 9 lows
29.2% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160711 9:51 am ET)
82.1% are above or equal to 7/8 close (1 days ago), 17.9% are below.
97.0% are above or equal to 7/7 close (2 days ago), 3.0% are below.
89.5% are above or equal to 7/6 close (3 days ago), 10.5% are below.
88.3% are above or equal to 7/5 close (4 days ago), 11.7% are below.
81.2% are above or equal to 7/1 close (5 days ago), 18.8% are below.
80.8% are above or equal to 6/30 close (6 days ago), 19.2% are below.
88.7% are above or equal to 6/29 close (7 days ago), 11.3% are below.
94.1% are above or equal to 6/28 close (8 days ago), 5.9% are below.
96.7% are above or equal to 6/27 close (9 days ago), 3.3% are below.
86.6% are above or equal to 6/24 close (10 days ago), 13.4% are below.
52.2% are above or equal to 6/23 close (11 days ago), 47.8% are below.
65.8% are above or equal to 6/22 close (12 days ago), 34.2% are below.
63.7% are above or equal to 6/21 close (13 days ago), 36.3% are below.
65.1% are above or equal to 6/20 close (14 days ago), 34.9% are below.
71.4% are above or equal to 6/17 close (15 days ago), 28.6% are below.
71.9% are above or equal to 6/16 close (16 days ago), 28.1% are below.
70.4% are above or equal to 6/15 close (17 days ago), 29.6% are below.
71.4% are above or equal to 6/14 close (18 days ago), 28.6% are below.
67.5% are above or equal to 6/13 close (19 days ago), 32.5% are below.
60.3% are above or equal to 6/10 close (20 days ago), 39.7% are below.
50.3% are above or equal to 6/9 close (21 days ago), 49.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160711 9:51 am ET)
20d: 26.8% new highs, 0.1% new lows
21d: 24.9% new highs, 0.1% new lows
42d: 18.4% new highs, 0.0% new lows
63d: 15.8% new highs, 0.0% new lows
126d: 14.7% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160711 9:51 am ET)
2-day: 81.0% above, 19.0% below
3-day: 95.5% above, 4.5% below
4-day: 92.9% above, 7.1% below
5-day: 91.1% above, 8.9% below
8-day: 90.8% above, 9.2% below
10-day: 94.2% above, 5.8% below
20-day: 81.8% above, 18.2% below
50-day: 67.7% above, 32.3% below
200-day: 67.6% above, 32.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160711 9:51 am ET)
ELEC(52): 1.12% Top=QRVO CAVM LEDS SWKS CSIQ NVDA MXL TSL ….. XLNX CREE ISIL KEYS FSLR MTSI WAT CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(106): 1.08% Top=OZRK WETF EVR OMF NAVI EV AMG LAZ ….. MBFI BMO EFX ACAS CME ICE CBOE PSEC=Bottom (Banks/Financials)
TRAN(31): 0.97% Top=XPO TK NAT TRN WAB AAL DAL LUV ….. CP JBHT UNP CNI JBLU UPS EXPD CHRW=Bottom (Transportation)
MANU(44): 0.96% Top=JOY CFX ATI SEDG TKR ITT KMT MRC ….. GE PH AGCO LECO HON DE DHR DDD=Bottom (Manufacturing)
DISV(54): 0.91% Top=ADS AL KBR PCLN WTW YY GATX URI ….. HRB XRS VNTV FDC VRSK SBAC CTAS LDOS=Bottom (Diversified Services)
META(30): 0.91% Top=CLF FCX CENX TCK X SLCA CMC AA ….. AG CDE NEM GG ABX AEM FNV AGI=Bottom (Metals & Mining)
LEIS(36): 0.87% Top=GPRO WYNN CMG LVS CCL PLNT EXPE PLAY ….. WEN DRI BLMN CAKE SONC ARMK DPZ SIX=Bottom (Leisure)
ENER(96): 0.82% Top=SGY FET FTI DPM LPI EMES CVI RES ….. RRC MUR NFG SN PBF MDU DK SWN=Bottom (Energy)
RETA(68): 0.80% Top=GME PAG LL DSW CHS SIG ASNA FINL ….. SFM TJX ROST ORLY CASY BURL NFLX STMP=Bottom (Retail & Specialty Retail)
COSW(103): 0.76% Top=IMPV VNET NTES VIPS LXFT BITA RAX JD ….. CTXS CSRA YHOO TWOU CHKP ATHM GRUB TWTR=Bottom (Computer Software/Internet)
CHEM(30): 0.72% Top=HUN PAH MOS EMN WLK OLN POT DOW ….. APD MON SHW FOE ALB GRA AXTA MEOH=Bottom (Chemicals/Fertilizers)
MATE(32): 0.72% Top=CAA EXP SUM BECN CSTE PWR FLR WY ….. KBH LEN MDC CVA OC RSG TOL SRCL=Bottom (Materials & Construction)
COHW(45): 0.59% Top=CUDA ANET OLED INFN CSCO BRCD PANW PSTG ….. IQNT TDS SYNA VZ T SSYS CCI MITL=Bottom (Computer Hardware/Telecom)
INSU(35): 0.53% Top=MBI MTG AGO CNO PRU MET LNC SLF ….. AXS ALL TRV WLTW PRI AWH PGR XL=Bottom (Insurance)
CONS(59): 0.53% Top=GIII FOSL RL SKX DECK GT PBI HAR ….. COTY BERY PG CL CHD KMB CLX EPC=Bottom (Consumer)
HEAL(61): 0.10% Top=BKD CPHD THC ACHC AMSG EVHC OPK NUVA ….. UNH WCG IRWD HYH NXTM ANTM ELGX ADPT=Bottom (Health)
REAL(109): 0.05% Top=ALLY SC DDR CBG HST NRF OUT CBL ….. ESRT LGIH AGNC DLR RLGY DOC VTR COR=Bottom (Real Estate)

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 9:51 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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