daytrend

07/15/2016

Filed under: Market Stats — daytrend @ 9:04 am

Market Stats at 10:03 am ET
by daytrend on 20160715. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 956.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160715 10:03 am ET)
8.1% of stocks are above yesterday’s high.
41.4% are above yesterday’s midpoint. (58.6% are below.)
17.9% are below yesterday’s low.
74.1% are inside yesterday’s range.
28.6% of stocks with today’s high > yesterday’s high. (71.4% less than).
39.6% of stocks with today’s low < yesterday’s low. (60.4% greater than).

EVIDENCE OF INTRADAY TREND (20160715 10:03 am ET)
27.0% of stocks are above today’s open. (70.8% are below).
22.7% of stocks are above today’s open and yesterday’s close.
43.7% are below both.
13.0% of stocks opened above yesterday’s high.
80.5% of stocks opened above yesterday’s close. (16.8% opened below yesterday’s close).
4.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160715 10:03 am ET)
4.3% of stocks are in the top 10% of today’s range.
12.1% are in the top 20%.
43.8% are in the top half. 56.2% of stocks are in the bottom half of today’s range.
21.4% are in the bottom 20%.
9.4% are in the bottom 10%.

GAIN (20160715 10:03 am ET)
51.8% of stocks are above yesterday’s close. (48.2% are below.)
0.4% are up 4.5% or more. 0.7% are down 4.5% or more.
0.5% are up 3.5% or more. 0.8% are down 3.5% or more.
84.6% are between +1% and -1%.

RSI on DAILY (20160715 10:03 am ET)
2-day: >=95:16.8%…>=90:24.6%…>=80:36.9%…>=50:68.9%…<=20:9.3%…<=10:3.7%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:87.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:88.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160715 10:03 am ET)
8.1% above previous 1 highs, 17.9% below previous 1 lows
6.5% above previous 2 highs, 10.4% below previous 2 lows
5.6% above previous 3 highs, 7.2% below previous 3 lows
5.5% above previous 4 highs, 5.9% below previous 4 lows
5.5% above previous 5 highs, 2.6% below previous 5 lows
5.5% above previous 6 highs, 1.7% below previous 6 lows
5.4% above previous 7 highs, 1.4% below previous 7 lows
5.3% above previous 8 highs, 1.2% below previous 8 lows
5.3% above previous 9 highs, 0.8% below previous 9 lows
5.3% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160715 10:03 am ET)
51.8% are above or equal to 7/14 close (1 days ago), 48.2% are below.
65.3% are above or equal to 7/13 close (2 days ago), 34.7% are below.
55.1% are above or equal to 7/12 close (3 days ago), 44.9% are below.
72.0% are above or equal to 7/11 close (4 days ago), 28.0% are below.
79.1% are above or equal to 7/8 close (5 days ago), 20.9% are below.
92.2% are above or equal to 7/7 close (6 days ago), 7.8% are below.
87.1% are above or equal to 7/6 close (7 days ago), 12.9% are below.
88.3% are above or equal to 7/5 close (8 days ago), 11.7% are below.
84.5% are above or equal to 7/1 close (9 days ago), 15.5% are below.
86.3% are above or equal to 6/30 close (10 days ago), 13.7% are below.
90.8% are above or equal to 6/29 close (11 days ago), 9.2% are below.
94.5% are above or equal to 6/28 close (12 days ago), 5.5% are below.
97.4% are above or equal to 6/27 close (13 days ago), 2.6% are below.
92.8% are above or equal to 6/24 close (14 days ago), 7.2% are below.
66.1% are above or equal to 6/23 close (15 days ago), 33.9% are below.
77.7% are above or equal to 6/22 close (16 days ago), 22.3% are below.
76.4% are above or equal to 6/21 close (17 days ago), 23.6% are below.
76.8% are above or equal to 6/20 close (18 days ago), 23.2% are below.
81.5% are above or equal to 6/17 close (19 days ago), 18.5% are below.
81.8% are above or equal to 6/16 close (20 days ago), 18.2% are below.
80.9% are above or equal to 6/15 close (21 days ago), 19.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160715 10:03 am ET)
20d: 12.1% new highs, 0.2% new lows
21d: 11.8% new highs, 0.2% new lows
42d: 7.8% new highs, 0.1% new lows
63d: 6.3% new highs, 0.1% new lows
126d: 5.5% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160715 10:03 am ET)
2-day: 48.6% above, 51.4% below
3-day: 61.4% above, 38.6% below
4-day: 57.4% above, 42.6% below
5-day: 65.3% above, 34.7% below
8-day: 82.4% above, 17.6% below
10-day: 84.8% above, 15.2% below
20-day: 89.7% above, 10.3% below
50-day: 78.8% above, 21.2% below
200-day: 72.3% above, 27.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160715 10:03 am ET)
CONS(58): 0.50% Top=WRK IP KS PKG BC SEE UFS UA ….. DECK PBI GT VFC BLL POOL EPC FOSL=Bottom (Consumer)
ENER(90): 0.45% Top=CWEI MTDR SM WPZ QEP ECA WPX RRC ….. SU EEP SEP OII FET PAGP SGY GPOR=Bottom (Energy)
MANU(42): 0.31% Top=KMT ATI CFX ITT FLOW AME CAT GE ….. WOR SWK BWXT CRS RS JOY CMI DDD=Bottom (Manufacturing)
CHEM(27): 0.25% Top=MOS CC ALB RPM GRA CE AGU FMC ….. ASH SHW MON AXTA EMN OLN WLK HUN=Bottom (Chemicals/Fertilizers)
HEAL(56): 0.18% Top=IRWD UNH ANTM OPK THC CPHD NVRO HCA ….. RMD TMO NXTM BKD AMSG DXCM ZLTQ EVHC=Bottom (Health)
FINA(102): 0.14% Top=KKR USB FRC SIVB ISBC WAL RJF SF ….. SYF PYPL MKTX HAWK COF APAM WFC BOFI=Bottom (Banks/Financials)
MATE(30): -0.03% Top=SUM OC DAR BECN PWR FAST VMC MTZ ….. TOL WM WCN PHM CAA LEN USG DHI=Bottom (Materials & Construction)
RETA(66): -0.04% Top=ANF DSW AEO FINL CHS ASNA M GPS ….. BIG KR BBY TIF GME RH SFM STMP=Bottom (Retail & Specialty Retail)
COHW(44): -0.11% Top=INFN TMUS SYNA CCI T CTL LITE OLED ….. VRSN CUDA BBRY QCOM STX GIMO SSYS TDC=Bottom (Computer Hardware/Telecom)
DISV(56): -0.12% Top=HRB SBAC SCOR KFY HCSG XRS RHI MAN ….. FDC G ZG IILG PCLN LDOS SSTK RRD=Bottom (Diversified Services)
INSU(33): -0.15% Top=TMK PRU MET ALL PRI AWH CLGX FAF ….. MMC AFSI LNC RDN PGR CINF UNM WLTW=Bottom (Insurance)
REAL(107): -0.16% Top=CBL SHO PEB OHI CSAL WPG LGIH PMT ….. AIV EQR CLI EXR LPT BDN AVB UDR=Bottom (Real Estate)
ELEC(47): -0.30% Top=JBL CY NXPI APH LRCX TRMB HIMX GRMN ….. FSLR CRUS FIT SPWR NVDA LEDS CSIQ TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(32): -0.33% Top=X AA CNX FCX AGI BVN CENX CDE ….. NEM CMP SWC SLW GG FSM SLCA FMSA=Bottom (Metals & Mining)
TRAN(30): -0.34% Top=GWR NAT CNI KEX HA XPO SWFT FDX ….. AAL KSU NSC GBX UAL CSX SAVE DAL=Bottom (Transportation)
COSW(103): -0.35% Top=MEET NOW NTES WB TWOU FTNT TEAM GWRE ….. FEYE CSRA ACN SQ BITA CTSH VNET ATHM=Bottom (Computer Software/Internet)
LEIS(33): -0.38% Top=WYNN LVS DNKN MGM JACK SHAK YUM SEAS ….. EXPE DRI WEN SONC CCL CMG RCL BWLD=Bottom (Leisure)

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 10:03 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: