daytrend

07/18/2016

Filed under: Market Stats — daytrend @ 11:19 am

Market Stats at 12:19 pm 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 12:19 pm ET)
22.2% of stocks are above yesterday’s high.
50.8% are above yesterday’s midpoint. (49.2% are below.)
17.9% are below yesterday’s low.
59.9% are inside yesterday’s range.
42.8% of stocks with today’s high > yesterday’s high. (57.2% less than).
44.7% of stocks with today’s low < yesterday’s low. (55.3% greater than).

EVIDENCE OF INTRADAY TREND (20160718 12:19 pm ET)
54.0% of stocks are above today’s open. (44.2% are below).
46.8% of stocks are above today’s open and yesterday’s close.
36.5% 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 12:19 pm ET)
10.9% of stocks are in the top 10% of today’s range.
24.6% are in the top 20%.
56.6% are in the top half. 43.4% of stocks are in the bottom half of today’s range.
17.7% are in the bottom 20%.
9.9% are in the bottom 10%.

GAIN (20160718 12:19 pm ET)
56.2% of stocks are above yesterday’s close. (43.8% are below.)
1.0% are up 4.5% or more. 0.4% are down 4.5% or more.
2.2% are up 3.5% or more. 0.4% are down 3.5% or more.
75.6% are between +1% and -1%.

RSI on DAILY (20160718 12:19 pm ET)
2-day: >=95:12.3%…>=90:19.6%…>=80:33.3%…>=50:61.7%…<=20:11.9%…<=10:4.4%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:87.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:86.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160718 12:19 pm ET)
22.2% above previous 1 highs, 17.9% below previous 1 lows
14.9% above previous 2 highs, 13.4% below previous 2 lows
12.7% above previous 3 highs, 8.1% below previous 3 lows
11.2% above previous 4 highs, 6.5% below previous 4 lows
11.2% above previous 5 highs, 4.3% below previous 5 lows
11.1% above previous 6 highs, 3.0% below previous 6 lows
11.1% above previous 7 highs, 1.7% below previous 7 lows
11.0% above previous 8 highs, 1.0% below previous 8 lows
10.8% above previous 9 highs, 0.9% below previous 9 lows
10.4% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160718 12:19 pm ET)
56.2% are above or equal to 7/15 close (1 days ago), 43.8% are below.
52.3% are above or equal to 7/14 close (2 days ago), 47.7% are below.
62.3% are above or equal to 7/13 close (3 days ago), 37.7% are below.
57.0% are above or equal to 7/12 close (4 days ago), 43.0% are below.
73.6% are above or equal to 7/11 close (5 days ago), 26.4% are below.
78.7% are above or equal to 7/8 close (6 days ago), 21.3% are below.
90.9% are above or equal to 7/7 close (7 days ago), 9.1% are below.
86.8% are above or equal to 7/6 close (8 days ago), 13.2% are below.
88.2% are above or equal to 7/5 close (9 days ago), 11.8% are below.
82.7% are above or equal to 7/1 close (10 days ago), 17.3% are below.
84.8% are above or equal to 6/30 close (11 days ago), 15.2% are below.
88.7% are above or equal to 6/29 close (12 days ago), 11.3% are below.
94.2% are above or equal to 6/28 close (13 days ago), 5.8% are below.
97.4% are above or equal to 6/27 close (14 days ago), 2.6% are below.
91.5% are above or equal to 6/24 close (15 days ago), 8.5% are below.
65.2% are above or equal to 6/23 close (16 days ago), 34.8% are below.
77.7% are above or equal to 6/22 close (17 days ago), 22.3% are below.
75.4% are above or equal to 6/21 close (18 days ago), 24.6% are below.
77.7% are above or equal to 6/20 close (19 days ago), 22.3% are below.
82.9% are above or equal to 6/17 close (20 days ago), 17.1% are below.
83.1% are above or equal to 6/16 close (21 days ago), 16.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160718 12:19 pm ET)
20d: 14.4% new highs, 0.5% new lows
21d: 14.3% new highs, 0.5% new lows
42d: 9.9% new highs, 0.4% new lows
63d: 7.1% new highs, 0.3% new lows
126d: 6.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160718 12:19 pm ET)
2-day: 54.7% above, 45.3% below
3-day: 52.1% above, 47.9% below
4-day: 56.6% above, 43.4% below
5-day: 58.8% above, 41.2% below
8-day: 76.3% above, 23.7% below
10-day: 83.1% above, 16.9% below
20-day: 89.1% above, 10.9% below
50-day: 79.9% above, 20.1% below
200-day: 72.2% above, 27.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160718 12:19 pm ET)
RETA(66): 1.65% Top=GME RH BURL W BID FIVE ANF OLLI ….. CASY KAR EBAY AAP CVS KR CPRT ETSY=Bottom (Retail & Specialty Retail)
ELEC(47): 1.04% Top=AMBA SCTY LEDS SIMO HIMX QRVO MXL NXPI ….. TEL GLW APH JBL INTC SNPS BRKR CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(102): 0.37% Top=JD BITA VNET MEET NTES CSRA MTCH VIPS ….. SINA INXN AZPN EPAM WUBA IMPV NOW ATHM=Bottom (Computer Software/Internet)
COHW(44): 0.35% Top=GIMO SYNA STX CUDA INFN ANET FNSR QCOM ….. CCI T BCE VRSN ZAYO TDS CTL SSYS=Bottom (Computer Hardware/Telecom)
LEIS(34): 0.35% Top=WYNN QSR LVS MYCC CMG HLT EXPE SHAK ….. SBUX DPZ SONC ARMK GPRO TXRH EAT WEN=Bottom (Leisure)
REAL(106): 0.30% Top=NRF DRH JLL CLNY CBG SHO BXMT PEB ….. SPG SSS DLR WPG CUZ BAM KRC AIV=Bottom (Real Estate)
CHEM(27): 0.29% Top=CC MOS POT CF GPRE DD EMN DOW ….. CE PAH ASH MEOH PX ALB GRA WLK=Bottom (Chemicals/Fertilizers)
TRAN(30): 0.18% Top=GBX XPO NAT KEX SWFT DAL CNI CP ….. WERN TRN ODFL FDX KNX CHRW ALK JBHT=Bottom (Transportation)
FINA(103): 0.12% Top=BAC LAZ NSAM OMF LM APAM ARCC AMG ….. PBCT VLY CFR WBS SBNY HAWK OZRK PACW=Bottom (Banks/Financials)
ENER(90): 0.03% Top=CWEI DK WNR TSO MPC WLL CRZO VLO ….. MRO PTEN PAGP XEC NOV CPE DO SGY=Bottom (Energy)
MATE(30): 0.02% Top=SUM DAR USG AWI PWR BCC MLM EXP ….. RSG LEN DY FAST MAS EME CAA KBH=Bottom (Materials & Construction)
DISV(56): -0.00% Top=FDC WOOF PCLN AL MAN KFY RHI MYGN ….. XRS ADS HRB EEFT BAH HCSG URI G=Bottom (Diversified Services)
HEAL(56): -0.02% Top=ACHC INCR BKD ADPT ZLTQ VWR RMD OPK ….. WCG HRC NXTM UNH COO NVRO ELGX PRXL=Bottom (Health)
INSU(32): -0.06% Top=LNC MET PRU AIG HIG AGO CNO ORI ….. BRO FNF AJG RDN MTG WLTW CINF AFSI=Bottom (Insurance)
CONS(58): -0.24% Top=COH FOSL FL PAY COTY WRK KS PVH ….. GPK PKG UFS MAT SHOO TUP BC HAS=Bottom (Consumer)
MANU(41): -0.55% Top=JOY AGCO MKSI ATU KMT ZBRA AOS FLOW ….. PNR CFX SNA CRS CAT IR ATI DDD=Bottom (Manufacturing)
META(32): -0.68% Top=CLF SLW CMP X STLD NUE AA FMSA ….. FCX PAAS HL TCK AGI AG FSM CENX=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 12:19 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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