daytrend

07/11/2016

Filed under: Market Stats — daytrend @ 9:45 am

Market Stats at 10:45 am ET
by daytrend on 20160711. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 992.

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

COMPARED TO YESTERDAY’S RANGE (20160711 10:45 am ET)
48.2% of stocks are above yesterday’s high.
89.5% are above yesterday’s midpoint. (10.5% are below.)
2.2% are below yesterday’s low.
49.6% are inside yesterday’s range.
82.2% of stocks with today’s high > yesterday’s high. (17.8% less than).
6.0% of stocks with today’s low < yesterday’s low. (94.0% greater than).

EVIDENCE OF INTRADAY TREND (20160711 10:45 am ET)
55.6% of stocks are above today’s open. (42.0% are below).
52.9% of stocks are above today’s open and yesterday’s close.
20.2% are below both.
39.8% of stocks opened above yesterday’s high.
86.3% of stocks opened above yesterday’s close. (10.4% opened below yesterday’s close).
0.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160711 10:45 am ET)
9.0% of stocks are in the top 10% of today’s range.
17.8% are in the top 20%.
48.0% are in the top half. 52.0% of stocks are in the bottom half of today’s range.
16.5% are in the bottom 20%.
6.4% are in the bottom 10%.

GAIN (20160711 10:45 am ET)
77.2% of stocks are above yesterday’s close. (22.8% are below.)
1.4% are up 4.5% or more. 0.5% are down 4.5% or more.
2.4% are up 3.5% or more. 0.6% are down 3.5% or more.
68.9% are between +1% and -1%.

RSI on DAILY (20160711 10:45 am ET)
2-day: >=95:21.1%…>=90:48.3%…>=80:69.8%…>=50:91.0%…<=20:1.3%…<=10:0.7%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.6%…>=50:83.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:75.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160711 10:45 am ET)
48.2% above previous 1 highs, 2.2% below previous 1 lows
45.5% above previous 2 highs, 1.3% below previous 2 lows
44.9% above previous 3 highs, 1.1% below previous 3 lows
42.9% above previous 4 highs, 1.1% below previous 4 lows
37.6% above previous 5 highs, 1.0% below previous 5 lows
36.7% above previous 6 highs, 0.8% below previous 6 lows
36.2% above previous 7 highs, 0.6% below previous 7 lows
36.1% above previous 8 highs, 0.4% below previous 8 lows
35.9% above previous 9 highs, 0.2% below previous 9 lows
30.4% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160711 10:45 am ET)
77.2% are above or equal to 7/8 close (1 days ago), 22.8% are below.
96.2% are above or equal to 7/7 close (2 days ago), 3.8% are below.
89.2% are above or equal to 7/6 close (3 days ago), 10.8% are below.
88.4% are above or equal to 7/5 close (4 days ago), 11.6% are below.
79.4% are above or equal to 7/1 close (5 days ago), 20.6% are below.
78.9% are above or equal to 6/30 close (6 days ago), 21.1% are below.
87.3% are above or equal to 6/29 close (7 days ago), 12.7% are below.
93.9% are above or equal to 6/28 close (8 days ago), 6.1% are below.
96.8% are above or equal to 6/27 close (9 days ago), 3.2% are below.
85.9% are above or equal to 6/24 close (10 days ago), 14.1% are below.
51.3% are above or equal to 6/23 close (11 days ago), 48.7% are below.
65.1% are above or equal to 6/22 close (12 days ago), 34.9% are below.
63.3% are above or equal to 6/21 close (13 days ago), 36.7% are below.
64.7% are above or equal to 6/20 close (14 days ago), 35.3% are below.
70.7% are above or equal to 6/17 close (15 days ago), 29.3% are below.
71.6% are above or equal to 6/16 close (16 days ago), 28.4% are below.
70.8% are above or equal to 6/15 close (17 days ago), 29.2% are below.
71.1% are above or equal to 6/14 close (18 days ago), 28.9% are below.
67.1% are above or equal to 6/13 close (19 days ago), 32.9% are below.
59.3% are above or equal to 6/10 close (20 days ago), 40.7% are below.
50.7% are above or equal to 6/9 close (21 days ago), 49.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160711 10:45 am ET)
20d: 29.1% new highs, 0.3% new lows
21d: 27.1% new highs, 0.3% new lows
42d: 20.1% new highs, 0.2% new lows
63d: 17.5% new highs, 0.1% new lows
126d: 16.2% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160711 10:45 am ET)
2-day: 75.6% above, 24.4% below
3-day: 94.5% above, 5.5% below
4-day: 92.0% above, 8.0% below
5-day: 91.2% above, 8.8% below
8-day: 89.4% above, 10.6% below
10-day: 93.0% above, 7.0% below
20-day: 81.0% above, 19.0% below
50-day: 67.8% above, 32.2% below
200-day: 68.0% above, 32.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160711 10:45 am ET)
META(31): 1.62% Top=CLF CENX FCX AG TCK X SWC SLCA ….. AGI GG RGLD FNV NEM AEM CMP ABX=Bottom (Metals & Mining)
ELEC(52): 1.12% Top=HIMX TSL CAVM SCTY SWKS CSIQ MXL QRVO ….. ISIL KEYS BW FLEX CY CREE WAT LEDS=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(36): 1.03% Top=GPRO WYNN LVS PLAY SEAS PLNT CCL MTN ….. CAKE BLMN MAR EAT ARMK DPZ SONC SBUX=Bottom (Leisure)
FINA(106): 1.00% Top=OZRK WETF BOFI TCBI NSAM NAVI PACW SIVB ….. KKR BMO WU ETFC ICE EFX TROW BEN=Bottom (Banks/Financials)
TRAN(31): 0.93% Top=XPO TK NAT GBX AAL TRN SAVE HA ….. UPS WERN JBLU EXPD JBHT KSU CNI CHRW=Bottom (Transportation)
MANU(44): 0.92% Top=CFX ATI JOY MWA TEX ITT RXN FLOW ….. AME ROP LECO AGCO DE HON DHR DDD=Bottom (Manufacturing)
DISV(54): 0.85% Top=ADS KBR AL GATX PCLN SSTK GPN KFY ….. FDC FLT EEFT XRS HRB SBAC CTAS LDOS=Bottom (Diversified Services)
COSW(103): 0.75% Top=IMPV NTES VNET VIPS ELLI BIDU JD MDRX ….. CTXS TWOU EQIX AKAM CHKP GRUB ATHM TWTR=Bottom (Computer Software/Internet)
MATE(32): 0.75% Top=BECN SUM CSTE AWI CAA PWR FLR BLD ….. VMC MDC RSG WM PHM SRCL LEN TOL=Bottom (Materials & Construction)
RETA(68): 0.70% Top=GME LL DSW PAG CHS BLDR JCP ASNA ….. DKS TJX ROST NFLX CASY ORLY BURL STMP=Bottom (Retail & Specialty Retail)
CHEM(30): 0.68% Top=HUN KRA PAH MOS CC DOW DD OLN ….. IFF APD GRA PX CE MON MEOH AXTA=Bottom (Chemicals/Fertilizers)
INSU(35): 0.49% Top=MBI RDN MTG AGO CNO MET PRU SLF ….. FNF TRV AWH L FAF PGR XL BRO=Bottom (Insurance)
COHW(45): 0.47% Top=CUDA ANET OLED PANW LITE INFN CDW GIMO ….. CCOI WIN HRS SSYS T VZ MITL CCI=Bottom (Computer Hardware/Telecom)
CONS(59): 0.34% Top=GIII RL SKX FOSL PBI FBHS TPX DECK ….. KMB PKG AVY CHD CLX BERY KATE EPC=Bottom (Consumer)
ENER(96): 0.25% Top=SGY DPM PE FANG WPX APA PAGP FTI ….. ATW GEL OII SXL RIG PTEN SN NBR=Bottom (Energy)
HEAL(61): 0.18% Top=BKD ABMD THC NUVA INCR EVHC NVRO AMSG ….. PINC NXTM ESRX ANTM HYH ELGX IRWD ADPT=Bottom (Health)
REAL(109): 0.08% Top=NRF CBL TREE CBG HST CLNY DDR LXP ….. VTR DLR CONE LGIH DFT ESRT RLGY 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 10:45 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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