daytrend

07/18/2016

Filed under: Market Stats — daytrend @ 9:48 am

Market Stats at 10:47 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 10:47 am ET)
23.0% of stocks are above yesterday’s high.
55.2% are above yesterday’s midpoint. (44.8% are below.)
13.0% are below yesterday’s low.
64.0% are inside yesterday’s range.
36.5% of stocks with today’s high > yesterday’s high. (63.5% less than).
41.0% of stocks with today’s low < yesterday’s low. (59.0% greater than).

EVIDENCE OF INTRADAY TREND (20160718 10:47 am ET)
62.2% of stocks are above today’s open. (35.3% are below).
53.5% of stocks are above today’s open and yesterday’s close.
27.7% 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 10:47 am ET)
12.7% of stocks are in the top 10% of today’s range.
31.1% are in the top 20%.
69.7% are in the top half. 30.3% of stocks are in the bottom half of today’s range.
9.6% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20160718 10:47 am ET)
62.8% of stocks are above yesterday’s close. (37.2% are below.)
0.3% are up 4.5% or more. 0.4% are down 4.5% or more.
1.0% are up 3.5% or more. 0.4% are down 3.5% or more.
77.5% are between +1% and -1%.

RSI on DAILY (20160718 10:47 am ET)
2-day: >=95:13.7%…>=90:21.5%…>=80:34.0%…>=50:66.6%…<=20:8.8%…<=10:3.7%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:85.7%…<=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 (20160718 10:47 am ET)
23.0% above previous 1 highs, 13.0% below previous 1 lows
13.7% above previous 2 highs, 10.4% below previous 2 lows
12.7% above previous 3 highs, 5.8% below previous 3 lows
11.1% above previous 4 highs, 4.7% below previous 4 lows
10.9% above previous 5 highs, 2.8% below previous 5 lows
10.9% above previous 6 highs, 2.1% below previous 6 lows
10.9% above previous 7 highs, 1.7% below previous 7 lows
10.9% above previous 8 highs, 0.9% below previous 8 lows
10.8% above previous 9 highs, 0.9% below previous 9 lows
10.6% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160718 10:47 am ET)
62.8% are above or equal to 7/15 close (1 days ago), 37.2% are below.
56.2% are above or equal to 7/14 close (2 days ago), 43.8% are below.
63.1% are above or equal to 7/13 close (3 days ago), 36.9% are below.
60.2% are above or equal to 7/12 close (4 days ago), 39.8% are below.
75.1% are above or equal to 7/11 close (5 days ago), 24.9% are below.
79.8% are above or equal to 7/8 close (6 days ago), 20.2% are below.
91.2% are above or equal to 7/7 close (7 days ago), 8.8% are below.
86.5% are above or equal to 7/6 close (8 days ago), 13.5% are below.
87.6% are above or equal to 7/5 close (9 days ago), 12.4% are below.
83.0% are above or equal to 7/1 close (10 days ago), 17.0% are below.
84.0% are above or equal to 6/30 close (11 days ago), 16.0% are below.
88.6% are above or equal to 6/29 close (12 days ago), 11.4% are below.
93.6% are above or equal to 6/28 close (13 days ago), 6.4% are below.
97.2% are above or equal to 6/27 close (14 days ago), 2.8% are below.
91.6% are above or equal to 6/24 close (15 days ago), 8.4% are below.
64.3% are above or equal to 6/23 close (16 days ago), 35.7% are below.
77.3% are above or equal to 6/22 close (17 days ago), 22.7% are below.
76.3% are above or equal to 6/21 close (18 days ago), 23.7% are below.
77.8% are above or equal to 6/20 close (19 days ago), 22.2% are below.
82.4% are above or equal to 6/17 close (20 days ago), 17.6% are below.
83.3% are above or equal to 6/16 close (21 days ago), 16.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160718 10:47 am ET)
20d: 11.7% new highs, 0.4% new lows
21d: 11.7% new highs, 0.4% new lows
42d: 8.0% new highs, 0.4% new lows
63d: 5.9% new highs, 0.3% new lows
126d: 5.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160718 10:47 am ET)
2-day: 61.5% above, 38.5% below
3-day: 58.3% above, 41.7% below
4-day: 61.0% above, 39.0% below
5-day: 62.9% above, 37.1% below
8-day: 77.4% above, 22.6% below
10-day: 83.4% above, 16.6% below
20-day: 88.4% above, 11.6% below
50-day: 79.7% above, 20.3% below
200-day: 72.5% above, 27.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160718 10:47 am ET)
RETA(66): 1.40% Top=RH BID BURL FIVE W GME ANF OLLI ….. CVS STMP SFM KR PLCE AAP AMZN ETSY=Bottom (Retail & Specialty Retail)
ELEC(47): 0.76% Top=SIMO LEDS QRVO AMBA SCTY NXPI CREE CAVM ….. JBL INTC TSL BRKR FSLR SPWR CY CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(34): 0.55% Top=QSR WYNN MYCC CCL LVS EXPE PLAY MGM ….. SBUX MCD EAT YUM DPZ GPRO ARMK TXRH=Bottom (Leisure)
COSW(102): 0.52% Top=NTES JD BITA MTCH VNET CSRA LXFT VRNT ….. N SHOP WUBA WDAY IMPV INXN NOW ATHM=Bottom (Computer Software/Internet)
COHW(44): 0.45% Top=SYNA GIMO STX CUDA FNSR ANET INFN QCOM ….. T ADTN ZAYO BCE PSTG TDS CTL SSYS=Bottom (Computer Hardware/Telecom)
REAL(106): 0.28% Top=DRH JLL SHO PEI LGIH RLJ CBG BXMT ….. BAM NLY CUBE DLR RLGY VNO KRC AIV=Bottom (Real Estate)
HEAL(56): 0.28% Top=INCR ACHC ADPT ZLTQ PODD VWR IRWD MOH ….. UNH NXTM HRC BAX PKI DXCM ELGX PRXL=Bottom (Health)
DISV(56): 0.18% Top=FDC WOOF CAR PCLN AAN ACM RRD MAN ….. HCSG ADS INFO BAH XRS WTW URI G=Bottom (Diversified Services)
MATE(30): 0.17% Top=SUM USG AWI MLM DAR WCN PWR BCC ….. FLR LEN MDC TOL SRCL FAST CAA KBH=Bottom (Materials & Construction)
FINA(103): 0.14% Top=LAZ BAC KKR APAM WETF LM ARCC FHN ….. LPLA DFS AMTD HAWK PYPL ZION PACW OZRK=Bottom (Banks/Financials)
TRAN(30): 0.06% Top=GBX NAT DAL AAL UAL SAVE HA WAB ….. GWR ALK WERN KNX KSU TRN SWFT JBHT=Bottom (Transportation)
CHEM(27): 0.04% Top=CC AXTA MOS POT EMN DD SHW DOW ….. GPRE ALB GRA PX CE FMC WLK MEOH=Bottom (Chemicals/Fertilizers)
INSU(32): 0.02% Top=MET LNC HIG ORI CLGX PRU CNO AIG ….. AJG FNF WLTW PGR BRO MTG RDN AFSI=Bottom (Insurance)
CONS(58): -0.12% Top=COH FL KATE PAY DECK COTY RL FOSL ….. MAT NWL PKG OI TUP SHOO BC HAS=Bottom (Consumer)
MANU(41): -0.49% Top=MKSI ZBRA AOS AGCO KMT WOR ITT XYL ….. TEX SNA RS JOY IR CAT ATI DDD=Bottom (Manufacturing)
META(32): -0.58% Top=SLW FNV SSRI CDE ABX RGLD CLF TAHO ….. FSM SWC AGI CMC SLCA TCK FCX CENX=Bottom (Metals & Mining)
ENER(90): -0.88% Top=DK CWEI SEP AR TSO WNR PAA NBL ….. MUR PAGP MRO OAS NOV REN DO 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 10:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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