daytrend

07/18/2016

Filed under: Market Stats — daytrend @ 8:57 am

Market Stats at 9:56 am ET
by daytrend on 20160718. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 954.

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

COMPARED TO YESTERDAY’S RANGE (20160718 9:56 am ET)
10.2% of stocks are above yesterday’s high.
44.2% are above yesterday’s midpoint. (55.8% are below.)
17.2% are below yesterday’s low.
72.6% are inside yesterday’s range.
21.6% of stocks with today’s high > yesterday’s high. (78.4% less than).
37.5% of stocks with today’s low < yesterday’s low. (62.5% greater than).

EVIDENCE OF INTRADAY TREND (20160718 9:56 am ET)
45.0% of stocks are above today’s open. (52.4% are below).
35.7% of stocks are above today’s open and yesterday’s close.
41.1% are below both.
7.7% of stocks opened above yesterday’s high.
48.7% of stocks opened above yesterday’s close. (45.5% opened below yesterday’s close).
8.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160718 9:56 am ET)
14.3% of stocks are in the top 10% of today’s range.
24.9% are in the top 20%.
54.5% are in the top half. 45.5% of stocks are in the bottom half of today’s range.
17.0% are in the bottom 20%.
8.9% are in the bottom 10%.

GAIN (20160718 9:56 am ET)
50.0% of stocks are above yesterday’s close. (50.0% are below.)
0.1% are up 4.5% or more. 0.4% are down 4.5% or more.
0.4% are up 3.5% or more. 0.7% are down 3.5% or more.
83.6% are between +1% and -1%.

RSI on DAILY (20160718 9:56 am ET)
2-day: >=95:7.9%…>=90:13.6%…>=80:24.0%…>=50:58.8%…<=20:11.2%…<=10:3.5%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:85.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:85.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160718 9:56 am ET)
10.2% above previous 1 highs, 17.2% below previous 1 lows
6.5% above previous 2 highs, 12.4% below previous 2 lows
5.2% above previous 3 highs, 6.5% below previous 3 lows
4.7% above previous 4 highs, 5.2% below previous 4 lows
4.6% above previous 5 highs, 3.0% below previous 5 lows
4.4% above previous 6 highs, 1.9% below previous 6 lows
4.3% above previous 7 highs, 1.5% below previous 7 lows
4.3% above previous 8 highs, 0.6% below previous 8 lows
4.3% above previous 9 highs, 0.6% below previous 9 lows
4.2% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160718 9:56 am ET)
50.0% are above or equal to 7/15 close (1 days ago), 50.0% are below.
46.8% are above or equal to 7/14 close (2 days ago), 53.2% are below.
58.2% are above or equal to 7/13 close (3 days ago), 41.8% are below.
54.8% are above or equal to 7/12 close (4 days ago), 45.2% are below.
72.0% are above or equal to 7/11 close (5 days ago), 28.0% are below.
78.0% are above or equal to 7/8 close (6 days ago), 22.0% are below.
90.8% are above or equal to 7/7 close (7 days ago), 9.2% are below.
85.8% are above or equal to 7/6 close (8 days ago), 14.2% are below.
87.3% are above or equal to 7/5 close (9 days ago), 12.7% are below.
82.9% are above or equal to 7/1 close (10 days ago), 17.1% are below.
84.0% are above or equal to 6/30 close (11 days ago), 16.0% are below.
88.3% are above or equal to 6/29 close (12 days ago), 11.7% are below.
93.6% are above or equal to 6/28 close (13 days ago), 6.4% are below.
97.1% are above or equal to 6/27 close (14 days ago), 2.9% are below.
90.9% are above or equal to 6/24 close (15 days ago), 9.1% are below.
62.4% are above or equal to 6/23 close (16 days ago), 37.6% are below.
75.8% are above or equal to 6/22 close (17 days ago), 24.2% are below.
73.5% are above or equal to 6/21 close (18 days ago), 26.5% are below.
75.6% are above or equal to 6/20 close (19 days ago), 24.4% are below.
80.9% are above or equal to 6/17 close (20 days ago), 19.1% are below.
81.8% are above or equal to 6/16 close (21 days ago), 18.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160718 9:56 am ET)
20d: 6.3% new highs, 0.4% new lows
21d: 6.3% new highs, 0.4% new lows
42d: 4.2% new highs, 0.4% new lows
63d: 3.1% new highs, 0.3% new lows
126d: 2.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160718 9:56 am ET)
2-day: 47.5% above, 52.5% below
3-day: 45.1% above, 54.9% below
4-day: 52.3% above, 47.7% below
5-day: 54.0% above, 46.0% below
8-day: 75.7% above, 24.3% below
10-day: 83.4% above, 16.6% below
20-day: 88.3% above, 11.7% below
50-day: 78.5% above, 21.5% below
200-day: 72.1% above, 27.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160718 9:56 am ET)
RETA(66): 0.86% Top=RH BURL BID FIVE W BLDR ROST M ….. EBAY KR NFLX GNC AMZN SFM STMP ETSY=Bottom (Retail & Specialty Retail)
ELEC(47): 0.26% Top=SIMO NXPI CRUS QRVO FIT SWKS LEDS AVGO ….. SCTY JBL BRKR TSL FSLR SPWR CSIQ CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(56): 0.22% Top=INCR ACHC CYH IRWD RMD ADPT ABMD HCA ….. PKI BAX NUVA ABT DXCM NXTM ELGX PRXL=Bottom (Health)
LEIS(34): 0.14% Top=QSR MYCC WYNN CCL BLMN WYN HLT EXPE ….. WEN SONC ARMK SBUX EAT BYD TXRH GPRO=Bottom (Leisure)
COSW(102): 0.12% Top=NTES CSRA CDK FEYE JD VEEV YELP VMW ….. INXN ROVI EPAM BIDU WB SHOP NOW ATHM=Bottom (Computer Software/Internet)
REAL(106): 0.06% Top=LGIH BXMT STOR NNN PEI CBL NRF PMT ….. VNO AIV CLI STAG CUZ KRC WPG RLGY=Bottom (Real Estate)
DISV(56): -0.03% Top=CAR MAN AAN PCLN FDC SSTK RHI PRAA ….. GPN HRB URI HMHC XRS WTW ADS G=Bottom (Diversified Services)
MATE(30): -0.05% Top=SUM WCN USG RSG WM MLM OC AWI ….. LEN EME FLR FAST MDC CAA MTZ KBH=Bottom (Materials & Construction)
COHW(44): -0.09% Top=SYNA GIMO STX ANET VG QCOM PANW CDW ….. ADTN BCE LVLT ZAYO TDS PSTG CTL SSYS=Bottom (Computer Hardware/Telecom)
TRAN(30): -0.14% Top=GBX NAT DAL SAVE AAL LUV WAB HA ….. CHRW GWR KSU KNX WERN SWFT XPO JBHT=Bottom (Transportation)
FINA(103): -0.17% Top=LAZ BAC APAM KKR OMF IVZ LM C ….. CFR FITB HAWK WAL TCBI CFG OZRK PACW=Bottom (Banks/Financials)
INSU(32): -0.22% Top=CLGX MET FAF ORI ALL MMC TRV AFL ….. AIZ UNM AGO PRU RDN CINF MTG AFSI=Bottom (Insurance)
CONS(58): -0.23% Top=COH FL PAY POOL KATE DECK SKX AVY ….. TUP KS BLL PKG OI SHOO BC HAS=Bottom (Consumer)
CHEM(27): -0.41% Top=AXTA POT GPRE SHW CC DD EMN GRA ….. PPG MOS PAH HUN WLK FMC MEOH CF=Bottom (Chemicals/Fertilizers)
META(32): -0.53% Top=FMSA SLW CDE RGLD ABX SSRI TAHO FNV ….. BVN STLD SLCA SCCO X TCK FCX CENX=Bottom (Metals & Mining)
MANU(41): -0.80% Top=ZBRA MKSI AGCO MHK AOS AME XYL ATU ….. FLOW RS TEX DE IR CAT ATI DDD=Bottom (Manufacturing)
ENER(90): -0.85% Top=DK SEP FET WMB NBL TSO VLO COG ….. ATW ECA MUR RDC DO NOV REN SGY=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 9:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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