daytrend

07/15/2016

Filed under: Market Stats — daytrend @ 9:51 am

Market Stats at 10:51 am ET
by daytrend on 20160715. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 956.

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

COMPARED TO YESTERDAY’S RANGE (20160715 10:51 am ET)
13.8% of stocks are above yesterday’s high.
48.3% are above yesterday’s midpoint. (51.7% are below.)
14.7% are below yesterday’s low.
71.4% are inside yesterday’s range.
33.1% of stocks with today’s high > yesterday’s high. (66.9% less than).
43.2% of stocks with today’s low < yesterday’s low. (56.8% greater than).

EVIDENCE OF INTRADAY TREND (20160715 10:51 am ET)
38.5% of stocks are above today’s open. (59.3% are below).
34.5% of stocks are above today’s open and yesterday’s close.
35.5% are below both.
13.0% of stocks opened above yesterday’s high.
80.6% 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 10:51 am ET)
12.9% of stocks are in the top 10% of today’s range.
24.4% are in the top 20%.
56.5% are in the top half. 43.5% of stocks are in the bottom half of today’s range.
13.8% are in the bottom 20%.
6.5% are in the bottom 10%.

GAIN (20160715 10:51 am ET)
60.6% of stocks are above yesterday’s close. (39.4% are below.)
0.4% are up 4.5% or more. 0.5% are down 4.5% or more.
0.6% are up 3.5% or more. 1.2% are down 3.5% or more.
80.6% are between +1% and -1%.

RSI on DAILY (20160715 10:51 am ET)
2-day: >=95:20.4%…>=90:28.9%…>=80:41.8%…>=50:72.5%…<=20:7.5%…<=10:2.6%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:88.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:88.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160715 10:51 am ET)
13.8% above previous 1 highs, 14.7% below previous 1 lows
11.2% above previous 2 highs, 7.4% below previous 2 lows
10.0% above previous 3 highs, 5.9% below previous 3 lows
9.8% above previous 4 highs, 4.1% below previous 4 lows
9.8% above previous 5 highs, 2.3% below previous 5 lows
9.7% above previous 6 highs, 1.0% below previous 6 lows
9.7% above previous 7 highs, 0.9% below previous 7 lows
9.6% above previous 8 highs, 0.7% below previous 8 lows
9.5% above previous 9 highs, 0.6% below previous 9 lows
9.4% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160715 10:51 am ET)
60.6% are above or equal to 7/14 close (1 days ago), 39.4% are below.
67.9% are above or equal to 7/13 close (2 days ago), 32.1% are below.
58.9% are above or equal to 7/12 close (3 days ago), 41.1% are below.
72.9% are above or equal to 7/11 close (4 days ago), 27.1% are below.
80.3% are above or equal to 7/8 close (5 days ago), 19.7% are below.
92.1% are above or equal to 7/7 close (6 days ago), 7.9% are below.
87.4% are above or equal to 7/6 close (7 days ago), 12.6% are below.
88.4% are above or equal to 7/5 close (8 days ago), 11.6% are below.
84.8% are above or equal to 7/1 close (9 days ago), 15.2% are below.
85.7% are above or equal to 6/30 close (10 days ago), 14.3% are below.
90.4% are above or equal to 6/29 close (11 days ago), 9.6% are below.
94.1% are above or equal to 6/28 close (12 days ago), 5.9% are below.
97.3% are above or equal to 6/27 close (13 days ago), 2.7% are below.
92.6% are above or equal to 6/24 close (14 days ago), 7.4% are below.
66.9% are above or equal to 6/23 close (15 days ago), 33.1% are below.
79.1% are above or equal to 6/22 close (16 days ago), 20.9% are below.
76.7% are above or equal to 6/21 close (17 days ago), 23.3% are below.
77.6% are above or equal to 6/20 close (18 days ago), 22.4% are below.
82.0% are above or equal to 6/17 close (19 days ago), 18.0% are below.
82.5% are above or equal to 6/16 close (20 days ago), 17.5% are below.
81.7% are above or equal to 6/15 close (21 days ago), 18.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160715 10:51 am ET)
20d: 14.4% new highs, 0.5% new lows
21d: 14.1% new highs, 0.5% new lows
42d: 9.7% new highs, 0.2% new lows
63d: 7.4% new highs, 0.2% new lows
126d: 6.3% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160715 10:51 am ET)
2-day: 58.3% above, 41.7% below
3-day: 65.7% above, 34.3% below
4-day: 61.7% above, 38.3% below
5-day: 68.5% above, 31.5% below
8-day: 83.1% above, 16.9% below
10-day: 85.7% above, 14.3% below
20-day: 90.4% above, 9.6% below
50-day: 79.8% above, 20.2% below
200-day: 72.2% above, 27.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160715 10:51 am ET)
CONS(58): 0.74% Top=WRK KS IP PKG BC SEE SKX TPX ….. SCS GT PBI HBI VFC EPC BLL FOSL=Bottom (Consumer)
CHEM(27): 0.46% Top=MEOH CE MOS ALB CC RPM PPG FMC ….. POT EMN PAH AXTA WLK GPRE CF MON=Bottom (Chemicals/Fertilizers)
FINA(102): 0.44% Top=KKR USB FRC SIVB WAL IVZ BKU RJF ….. MKTX NSAM BOFI SYF COF HAWK PYPL WFC=Bottom (Banks/Financials)
MANU(42): 0.44% Top=KMT CFX ZBRA ATU ATI AME PNR TEX ….. SWK CMI MKSI JOY RS DE BWXT DDD=Bottom (Manufacturing)
HEAL(56): 0.33% Top=IRWD CPHD HCA ANTM OPK HLS WCG AET ….. PRXL ALGN MD BCR EW EVHC NXTM ZLTQ=Bottom (Health)
MATE(30): 0.30% Top=SUM TPH DAR KBH FAST MDC PWR OC ….. RSG LEN CAA USG SRCL WM DHI WCN=Bottom (Materials & Construction)
COHW(44): 0.30% Top=CIEN INFN LITE SYNA LVLT ZAYO FNSR TMUS ….. QCOM STX BCE MITL PSTG VRSN BBRY SSYS=Bottom (Computer Hardware/Telecom)
ENER(90): 0.16% Top=SM QEP MTDR WPZ RSPP RRC CWEI WMB ….. HES DK WLL SPN FET HFC GPOR SGY=Bottom (Energy)
DISV(56): 0.13% Top=HRB URI SCOR SBAC HCSG WTW MAN ACM ….. LDOS FDC INFO ZG PCLN G SSTK RRD=Bottom (Diversified Services)
RETA(66): 0.04% Top=AEO TLRD DDS ANF CHS LL FINL AN ….. SIG BBY SFM TIF WSM RH KR STMP=Bottom (Retail & Specialty Retail)
REAL(107): -0.03% Top=CBL SHO LGIH OHI WPG PEB HPT VTR ….. CLI PPS EQR TREE LPT UDR EXR AVB=Bottom (Real Estate)
INSU(33): -0.05% Top=MET PRU PRI AGO CLGX TMK LNC CNO ….. RDN AFL MMC UNM PGR AFSI CINF WLTW=Bottom (Insurance)
LEIS(33): -0.05% Top=SEAS WYNN MGM LVS JACK SIX HLT DNKN ….. DRI GPRO PLNT SONC CCL CMG RCL BWLD=Bottom (Leisure)
TRAN(30): -0.11% Top=HA SWFT GWR LUV KEX NAT ALK JBLU ….. XPO CHRW UPS TRN GBX CSX SAVE DAL=Bottom (Transportation)
ELEC(47): -0.12% Top=JBL CY KEYS MTSI APH NXPI TEL AMBA ….. CRUS FSLR NVDA FIT SPWR CSIQ LEDS TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(103): -0.19% Top=MEET NEWR MTCH NOW FTNT LOCK VEEV TTWO ….. SINA INTU ACN BITA SQ CTSH VNET ATHM=Bottom (Computer Software/Internet)
META(32): -0.66% Top=CNX X FCX AA CLF CENX HL CMC ….. RGLD SWC FNV GG TAHO FSM SLCA FMSA=Bottom (Metals & Mining)

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 10:51 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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