daytrend

07/15/2016

Filed under: Market Stats — daytrend @ 10:51 am

Market Stats at 11:51 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 11:51 am ET)
7.5% of stocks are above yesterday’s high.
33.9% are above yesterday’s midpoint. (66.1% are below.)
26.4% are below yesterday’s low.
66.1% are inside yesterday’s range.
34.3% of stocks with today’s high > yesterday’s high. (65.7% less than).
48.7% of stocks with today’s low < yesterday’s low. (51.3% greater than).

EVIDENCE OF INTRADAY TREND (20160715 11:51 am ET)
23.3% of stocks are above today’s open. (75.1% are below).
20.1% of stocks are above today’s open and yesterday’s close.
52.4% 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 11:51 am ET)
2.0% of stocks are in the top 10% of today’s range.
7.8% are in the top 20%.
32.8% are in the top half. 67.2% of stocks are in the bottom half of today’s range.
35.3% are in the bottom 20%.
20.8% are in the bottom 10%.

GAIN (20160715 11:51 am ET)
44.5% of stocks are above yesterday’s close. (55.5% are below.)
0.4% are up 4.5% or more. 0.5% are down 4.5% or more.
0.7% are up 3.5% or more. 1.0% are down 3.5% or more.
80.4% are between +1% and -1%.

RSI on DAILY (20160715 11:51 am ET)
2-day: >=95:14.3%…>=90:20.9%…>=80:31.5%…>=50:60.4%…<=20:11.5%…<=10:3.7%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:86.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:86.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160715 11:51 am ET)
7.5% above previous 1 highs, 26.4% below previous 1 lows
5.6% above previous 2 highs, 14.7% below previous 2 lows
5.1% above previous 3 highs, 11.0% below previous 3 lows
4.9% above previous 4 highs, 7.6% below previous 4 lows
4.9% above previous 5 highs, 3.8% below previous 5 lows
4.9% above previous 6 highs, 2.4% below previous 6 lows
4.9% above previous 7 highs, 2.2% below previous 7 lows
4.9% above previous 8 highs, 2.0% below previous 8 lows
4.9% above previous 9 highs, 2.0% below previous 9 lows
4.9% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160715 11:51 am ET)
44.5% are above or equal to 7/14 close (1 days ago), 55.5% are below.
58.2% are above or equal to 7/13 close (2 days ago), 41.8% are below.
51.3% are above or equal to 7/12 close (3 days ago), 48.7% are below.
69.7% are above or equal to 7/11 close (4 days ago), 30.3% are below.
76.9% are above or equal to 7/8 close (5 days ago), 23.1% are below.
90.6% are above or equal to 7/7 close (6 days ago), 9.4% are below.
85.9% are above or equal to 7/6 close (7 days ago), 14.1% are below.
87.1% are above or equal to 7/5 close (8 days ago), 12.9% are below.
82.4% are above or equal to 7/1 close (9 days ago), 17.6% are below.
84.9% are above or equal to 6/30 close (10 days ago), 15.1% are below.
88.8% are above or equal to 6/29 close (11 days ago), 11.2% are below.
93.3% are above or equal to 6/28 close (12 days ago), 6.7% are below.
96.8% are above or equal to 6/27 close (13 days ago), 3.2% are below.
92.1% are above or equal to 6/24 close (14 days ago), 7.9% are below.
63.6% are above or equal to 6/23 close (15 days ago), 36.4% are below.
77.1% are above or equal to 6/22 close (16 days ago), 22.9% are below.
74.4% are above or equal to 6/21 close (17 days ago), 25.6% are below.
75.9% are above or equal to 6/20 close (18 days ago), 24.1% are below.
81.2% are above or equal to 6/17 close (19 days ago), 18.8% are below.
81.5% are above or equal to 6/16 close (20 days ago), 18.5% are below.
80.3% are above or equal to 6/15 close (21 days ago), 19.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160715 11:51 am ET)
20d: 15.6% new highs, 0.5% new lows
21d: 15.3% new highs, 0.5% new lows
42d: 10.5% new highs, 0.2% new lows
63d: 7.6% new highs, 0.2% new lows
126d: 6.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160715 11:51 am ET)
2-day: 41.7% above, 58.3% below
3-day: 53.6% above, 46.4% below
4-day: 52.5% above, 47.5% below
5-day: 60.3% above, 39.7% below
8-day: 79.2% above, 20.8% below
10-day: 82.3% above, 17.7% below
20-day: 88.4% above, 11.6% below
50-day: 78.2% above, 21.8% below
200-day: 72.0% above, 28.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160715 11:51 am ET)
CONS(58): 0.45% Top=WRK KS PKG IP SEE BC SKX UFS ….. DECK PBI SCS GT VFC EPC BLL FOSL=Bottom (Consumer)
MANU(42): 0.19% Top=KMT CFX ATI AME ZBRA GE CAT TEX ….. ROP CMI SWK RS MKSI BWXT JOY DE=Bottom (Manufacturing)
COHW(44): 0.16% Top=LITE CIEN INFN SYNA PSTG UBNT CTL ADTN ….. TDC COMM MITL BCE VRSN BBRY SSYS STX=Bottom (Computer Hardware/Telecom)
FINA(102): 0.08% Top=KKR WETF IBKR LM OMF SF FRC USB ….. C LPLA SYF HAWK COF PYPL BOFI WFC=Bottom (Banks/Financials)
MATE(30): 0.08% Top=SUM BLD OC FAST TPH DAR BECN KBH ….. EME SRCL RSG LEN WCN WM CAA DHI=Bottom (Materials & Construction)
CHEM(27): 0.07% Top=MEOH CE CC MOS GRA PPG OLN PX ….. ASH PAH APD AXTA POT EMN MON CF=Bottom (Chemicals/Fertilizers)
HEAL(56): -0.01% Top=IRWD CPHD CYH ADPT ANTM WCG OPK NVRO ….. BAX RMD BCR ALGN ABMD EW NXTM ZLTQ=Bottom (Health)
DISV(56): -0.12% Top=HRB URI MAN KFY SCOR WTW ACM HCSG ….. ZG FDC LDOS G PCLN INFO SSTK RRD=Bottom (Diversified Services)
ELEC(47): -0.24% Top=JBL CY APH KEYS TEL MTSI AMBA SCTY ….. CRUS NVDA MU SPWR FIT CSIQ TSL LEDS=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(33): -0.24% Top=MET TMK AWH ALL PRU AGO CLGX FNF ….. AXS MTG WLTW L PGR XL CINF RDN=Bottom (Insurance)
ENER(90): -0.29% Top=QEP SM DO NBR EGN OAS MTDR RRC ….. DPM FET SXL ATW DK WLL GPOR SGY=Bottom (Energy)
RETA(66): -0.32% Top=AEO TLRD DDS CHS HD BURL FINL BID ….. KR SFM SIG ETSY TIF WSM RH STMP=Bottom (Retail & Specialty Retail)
COSW(103): -0.34% Top=MEET MTCH TEAM NEWR FTNT NOW CSOD TWOU ….. EQIX ACN WB SQ BITA CTSH VNET ATHM=Bottom (Computer Software/Internet)
REAL(107): -0.37% Top=SHO CBL OHI PEB HST STAG VTR HPT ….. GOV EQR RLGY UDR EXR AVB CLI LPT=Bottom (Real Estate)
TRAN(30): -0.39% Top=SWFT GWR NAT KEX ALK HA WERN KNX ….. UAL UNP TRN GBX SAVE CSX XPO DAL=Bottom (Transportation)
LEIS(33): -0.48% Top=SEAS MGM WYNN LVS JACK SIX HLT CAKE ….. QSR WEN GPRO SONC CCL RCL CMG BWLD=Bottom (Leisure)
META(32): -1.33% Top=X CNX AA FCX CMC CENX STLD CDE ….. AGI FNV TCK RGLD FSM TAHO 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 11:51 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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