daytrend

07/11/2016

Filed under: Market Stats — daytrend @ 1:25 pm

Market Stats at 2:25 pm ET
by daytrend on 20160711. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 990.

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

COMPARED TO YESTERDAY’S RANGE (20160711 2:25 pm ET)
57.2% of stocks are above yesterday’s high.
88.7% are above yesterday’s midpoint. (11.3% are below.)
2.5% are below yesterday’s low.
40.3% are inside yesterday’s range.
87.5% of stocks with today’s high > yesterday’s high. (12.5% less than).
7.4% of stocks with today’s low < yesterday’s low. (92.6% greater than).

EVIDENCE OF INTRADAY TREND (20160711 2:25 pm ET)
64.7% of stocks are above today’s open. (33.8% are below).
62.8% of stocks are above today’s open and yesterday’s close.
16.7% are below both.
39.9% of stocks opened above yesterday’s high.
86.5% of stocks opened above yesterday’s close. (10.2% opened below yesterday’s close).
0.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160711 2:25 pm ET)
13.0% of stocks are in the top 10% of today’s range.
25.9% are in the top 20%.
60.1% are in the top half. 39.9% of stocks are in the bottom half of today’s range.
14.7% are in the bottom 20%.
5.6% are in the bottom 10%.

GAIN (20160711 2:25 pm ET)
81.4% of stocks are above yesterday’s close. (18.6% are below.)
2.2% are up 4.5% or more. 0.4% are down 4.5% or more.
3.9% are up 3.5% or more. 0.9% are down 3.5% or more.
57.3% are between +1% and -1%.

RSI on DAILY (20160711 2:25 pm ET)
2-day: >=95:23.4%…>=90:50.8%…>=80:72.6%…>=50:93.0%…<=20:1.4%…<=10:0.5%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.3%…>=80:2.7%…>=50:84.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:76.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160711 2:25 pm ET)
57.2% above previous 1 highs, 2.5% below previous 1 lows
53.6% above previous 2 highs, 1.4% below previous 2 lows
52.3% above previous 3 highs, 1.2% below previous 3 lows
50.3% above previous 4 highs, 1.1% below previous 4 lows
44.8% above previous 5 highs, 0.9% below previous 5 lows
44.1% above previous 6 highs, 0.8% below previous 6 lows
43.8% above previous 7 highs, 0.7% below previous 7 lows
43.7% above previous 8 highs, 0.5% below previous 8 lows
43.2% above previous 9 highs, 0.3% below previous 9 lows
37.4% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160711 2:25 pm ET)
81.4% are above or equal to 7/8 close (1 days ago), 18.6% are below.
95.6% are above or equal to 7/7 close (2 days ago), 4.4% are below.
90.5% are above or equal to 7/6 close (3 days ago), 9.5% are below.
90.2% are above or equal to 7/5 close (4 days ago), 9.8% are below.
81.2% are above or equal to 7/1 close (5 days ago), 18.8% are below.
81.8% are above or equal to 6/30 close (6 days ago), 18.2% are below.
88.3% are above or equal to 6/29 close (7 days ago), 11.7% are below.
93.5% are above or equal to 6/28 close (8 days ago), 6.5% are below.
96.9% are above or equal to 6/27 close (9 days ago), 3.1% are below.
86.7% are above or equal to 6/24 close (10 days ago), 13.3% are below.
52.8% are above or equal to 6/23 close (11 days ago), 47.2% are below.
65.9% are above or equal to 6/22 close (12 days ago), 34.1% are below.
64.0% are above or equal to 6/21 close (13 days ago), 36.0% are below.
66.0% are above or equal to 6/20 close (14 days ago), 34.0% are below.
71.4% are above or equal to 6/17 close (15 days ago), 28.6% are below.
73.0% are above or equal to 6/16 close (16 days ago), 27.0% are below.
71.8% are above or equal to 6/15 close (17 days ago), 28.2% are below.
72.2% are above or equal to 6/14 close (18 days ago), 27.8% are below.
68.2% are above or equal to 6/13 close (19 days ago), 31.8% are below.
61.3% are above or equal to 6/10 close (20 days ago), 38.7% are below.
50.5% are above or equal to 6/9 close (21 days ago), 49.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160711 2:25 pm ET)
20d: 33.9% new highs, 0.6% new lows
21d: 31.7% new highs, 0.6% new lows
42d: 24.7% new highs, 0.5% new lows
63d: 21.7% new highs, 0.3% new lows
126d: 19.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160711 2:25 pm ET)
2-day: 80.4% above, 19.6% below
3-day: 93.5% above, 6.5% below
4-day: 93.0% above, 7.0% below
5-day: 92.5% above, 7.5% below
8-day: 90.7% above, 9.3% below
10-day: 93.4% above, 6.6% below
20-day: 81.7% above, 18.3% below
50-day: 68.9% above, 31.1% below
200-day: 68.0% above, 32.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160711 2:25 pm ET)
LEIS(36): 1.77% Top=GPRO WYNN LVS PLAY PLNT TXRH DNKN SEAS ….. SIX MCD SONC QSR MAR BYD ARMK SBUX=Bottom (Leisure)
ELEC(51): 1.56% Top=TSL HIMX CSIQ MXL SWKS SCTY CAVM ON ….. TXN MU ISIL BW WAT KEYS CY CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(30): 1.30% Top=CLF X FCX CENX SWC AA AG TCK ….. GG BVN CMP NEM FNV AEM AGI ABX=Bottom (Metals & Mining)
FINA(106): 1.22% Top=WETF OZRK NSAM NAVI HOMB BOFI LPLA ESNT ….. EFX BX TROW WU BMO PVTB BEN MKTX=Bottom (Banks/Financials)
MANU(44): 1.22% Top=ATI TEX JOY ITT MWA TKR CFX KMT ….. WOR ROP LECO DE BWXT HON DHR DDD=Bottom (Manufacturing)
TRAN(31): 1.21% Top=TK NAT XPO AAL GBX TRN UAL HA ….. SWFT CP KSU JBHT CNI EXPD WERN CHRW=Bottom (Transportation)
COSW(103): 0.92% Top=IMPV NTES JD VNET BIDU VIPS LXFT ELLI ….. GDDY CHKP SQ CVT YELP TWTR GRUB ATHM=Bottom (Computer Software/Internet)
DISV(54): 0.92% Top=ADS KBR AL GATX DV YY KFY GEO ….. PAYX XRS G HRB FDC SBAC CTAS LDOS=Bottom (Diversified Services)
RETA(68): 0.89% Top=GME DSW PAG BLDR ASNA LL CHS SIG ….. ORLY CASY KR ROST BURL SFM NFLX STMP=Bottom (Retail & Specialty Retail)
MATE(32): 0.81% Top=CSTE AWI WY SUM MAS BECN PWR CAA ….. RSG WM MTZ KBH SRCL PHM LEN TOL=Bottom (Materials & Construction)
REAL(109): 0.72% Top=NRF CBL WPG HT DDR LXP ROIC CLNY ….. CSAL SC CONE AGNC PSA LGIH RLGY COR=Bottom (Real Estate)
CHEM(30): 0.72% Top=HUN PAH KRA CC FOE GPRE POL MEOH ….. RPM IFF APD CE AXTA CF PX GRA=Bottom (Chemicals/Fertilizers)
INSU(35): 0.63% Top=MBI RDN AGO CNO MET PRU MTG LNC ….. HIG TRV AWH L PGR XL FAF BRO=Bottom (Insurance)
CONS(59): 0.58% Top=FOSL GIII RL UFS FBHS TUP SKX PBI ….. NWL LULU BERY KATE PKG EPC CLX SHOO=Bottom (Consumer)
COHW(45): 0.55% Top=CUDA ANET GIMO PANW VIAV LITE CDW FNSR ….. NTAP ARRS OLED COMM SYNA CCI SSYS MITL=Bottom (Computer Hardware/Telecom)
HEAL(61): 0.40% Top=THC BKD ZLTQ NVRO INCR EVHC AMSG CYH ….. HOLX HRC PINC HYH BCR NXTM ELGX ADPT=Bottom (Health)
ENER(96): 0.02% Top=SGY AR PAGP LPI TSO SEMG VLO DPM ….. ATW CWEI MUR RIG WLL SM NBR SN=Bottom (Energy)

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 2:25 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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