daytrend

07/11/2016

Filed under: Market Stats — daytrend @ 2:48 pm

Market Stats at 3:48 pm 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 3:48 pm ET)
57.3% of stocks are above yesterday’s high.
87.8% are above yesterday’s midpoint. (12.2% are below.)
3.5% are below yesterday’s low.
39.2% are inside yesterday’s range.
88.7% of stocks with today’s high > yesterday’s high. (11.3% less than).
8.2% of stocks with today’s low < yesterday’s low. (91.8% greater than).

EVIDENCE OF INTRADAY TREND (20160711 3:48 pm ET)
64.6% of stocks are above today’s open. (34.0% are below).
62.8% of stocks are above today’s open and yesterday’s close.
19.2% 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 3:48 pm ET)
10.4% of stocks are in the top 10% of today’s range.
24.7% are in the top 20%.
58.3% are in the top half. 41.7% of stocks are in the bottom half of today’s range.
16.7% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN (20160711 3:48 pm ET)
79.2% of stocks are above yesterday’s close. (20.8% are below.)
2.0% are up 4.5% or more. 0.6% are down 4.5% or more.
4.3% are up 3.5% or more. 1.2% are down 3.5% or more.
56.5% are between +1% and -1%.

RSI on DAILY (20160711 3:48 pm ET)
2-day: >=95:23.8%…>=90:51.4%…>=80:72.1%…>=50:91.5%…<=20:1.5%…<=10:0.6%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.5%…>=50:84.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:77.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160711 3:48 pm ET)
57.3% above previous 1 highs, 3.5% below previous 1 lows
54.2% above previous 2 highs, 1.4% below previous 2 lows
53.0% above previous 3 highs, 1.2% below previous 3 lows
51.1% above previous 4 highs, 1.1% below previous 4 lows
46.3% above previous 5 highs, 0.9% below previous 5 lows
45.4% above previous 6 highs, 0.8% below previous 6 lows
44.9% above previous 7 highs, 0.8% below previous 7 lows
44.7% above previous 8 highs, 0.5% below previous 8 lows
44.1% above previous 9 highs, 0.4% below previous 9 lows
38.7% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160711 3:48 pm ET)
79.2% are above or equal to 7/8 close (1 days ago), 20.8% are below.
94.6% are above or equal to 7/7 close (2 days ago), 5.4% are below.
89.5% are above or equal to 7/6 close (3 days ago), 10.5% are below.
90.0% are above or equal to 7/5 close (4 days ago), 10.0% are below.
80.9% are above or equal to 7/1 close (5 days ago), 19.1% are below.
81.3% are above or equal to 6/30 close (6 days ago), 18.8% are below.
87.6% are above or equal to 6/29 close (7 days ago), 12.4% are below.
93.2% are above or equal to 6/28 close (8 days ago), 6.8% are below.
96.7% are above or equal to 6/27 close (9 days ago), 3.3% are below.
87.0% are above or equal to 6/24 close (10 days ago), 13.0% are below.
52.4% are above or equal to 6/23 close (11 days ago), 47.6% are below.
65.6% are above or equal to 6/22 close (12 days ago), 34.4% are below.
63.9% are above or equal to 6/21 close (13 days ago), 36.1% are below.
64.9% are above or equal to 6/20 close (14 days ago), 35.1% are below.
71.4% are above or equal to 6/17 close (15 days ago), 28.6% are below.
72.8% are above or equal to 6/16 close (16 days ago), 27.2% are below.
71.3% are above or equal to 6/15 close (17 days ago), 28.7% are below.
72.0% are above or equal to 6/14 close (18 days ago), 28.0% are below.
68.4% are above or equal to 6/13 close (19 days ago), 31.6% are below.
61.9% are above or equal to 6/10 close (20 days ago), 38.1% 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 3:48 pm ET)
20d: 35.0% new highs, 0.6% new lows
21d: 32.8% new highs, 0.6% new lows
42d: 25.7% new highs, 0.5% new lows
63d: 22.4% new highs, 0.3% new lows
126d: 20.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160711 3:48 pm ET)
2-day: 78.4% above, 21.6% below
3-day: 92.0% above, 8.0% below
4-day: 92.8% above, 7.2% below
5-day: 92.1% above, 7.9% below
8-day: 89.2% above, 10.8% below
10-day: 93.1% above, 6.9% below
20-day: 81.6% above, 18.4% below
50-day: 68.9% above, 31.1% below
200-day: 67.9% above, 32.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160711 3:48 pm ET)
LEIS(36): 1.95% Top=GPRO WYNN LVS PLNT SEAS PLAY DNKN TXRH ….. MCD MGM MAR QSR ARMK BYD TVPT SBUX=Bottom (Leisure)
META(31): 1.70% Top=CLF X CENX FCX SWC AG AA FSM ….. HL AGI CCJ NEM FNV AEM CMP ABX=Bottom (Metals & Mining)
FINA(106): 1.35% Top=WETF OZRK NSAM NAVI BOFI HOMB ESNT WDR ….. EFX WU TROW SEIC BEN BMO PVTB MKTX=Bottom (Banks/Financials)
TRAN(31): 1.34% Top=XPO NAT TK AAL GBX TRN HA DAL ….. UPS KSU WERN JBHT CP EXPD CNI CHRW=Bottom (Transportation)
ELEC(52): 1.19% Top=TSL HIMX CSIQ MXL TER ON QRVO SWKS ….. MU MRVL BW WAT CY KEYS CREE LEDS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(44): 1.07% Top=ATI JOY TEX MWA ITT RXN TKR KMT ….. AGCO IR BWXT DE GE HON DHR DDD=Bottom (Manufacturing)
RETA(68): 1.04% Top=DSW CHS GME PAG SIG ASNA LL BABA ….. ROST BURL AAP KR ORLY SFM NFLX STMP=Bottom (Retail & Specialty Retail)
DISV(54): 0.97% Top=ADS GATX HMHC RRD KBR KFY DV AL ….. TRU G PAYX HRB FDC SBAC CTAS LDOS=Bottom (Diversified Services)
COSW(103): 0.90% Top=IMPV NTES JD BIDU VIPS VNET ELLI SHOP ….. CERN GDDY VEEV CVT YELP TWTR GRUB ATHM=Bottom (Computer Software/Internet)
REAL(109): 0.82% Top=CBL NRF WPG HT DDR LXP LHO PEB ….. DLR PSA DFT CONE LGIH CSAL RLGY COR=Bottom (Real Estate)
CHEM(30): 0.77% Top=CC HUN KRA PAH MEOH OLN POL GPRE ….. RPM IFF FMC AXTA CE GRA PX CF=Bottom (Chemicals/Fertilizers)
MATE(32): 0.73% Top=CSTE AWI SUM WY MAS CVA PWR BECN ….. FAST DHI WCN MLM SRCL PHM LEN TOL=Bottom (Materials & Construction)
INSU(35): 0.69% Top=MBI RDN AGO LNC MTG MET CNO PRU ….. TRV AWH MMC L XL PGR BRO FAF=Bottom (Insurance)
CONS(59): 0.64% Top=GIII FOSL RL UFS GPK DECK FBHS SKX ….. AVY KATE SHOO BERY PKG EPC CLX NWL=Bottom (Consumer)
COHW(45): 0.57% Top=CUDA GIMO ANET PANW VIAV CIEN TDS INFN ….. COMM T NTAP OLED CCI SYNA MITL SSYS=Bottom (Computer Hardware/Telecom)
HEAL(61): 0.22% Top=ZLTQ BKD NVRO INCR THC ABMD AMSG EVHC ….. WCG UNH HYH HOLX BCR PINC ELGX ADPT=Bottom (Health)
ENER(96): -0.48% Top=SGY AR PAGP TSO HFC TLLP VLO DPM ….. CLR CWEI RIG UNT NBR SM WLL 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 3:48 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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