daytrend

07/18/2016

Filed under: Market Stats — daytrend @ 1:35 pm

Market Stats at 2:35 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 2:35 pm ET)
26.2% of stocks are above yesterday’s high.
56.2% are above yesterday’s midpoint. (43.8% are below.)
15.0% are below yesterday’s low.
58.8% are inside yesterday’s range.
44.9% of stocks with today’s high > yesterday’s high. (55.1% less than).
47.7% of stocks with today’s low < yesterday’s low. (52.3% greater than).

EVIDENCE OF INTRADAY TREND (20160718 2:35 pm ET)
62.1% of stocks are above today’s open. (36.4% are below).
53.7% of stocks are above today’s open and yesterday’s close.
29.4% 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 2:35 pm ET)
19.4% of stocks are in the top 10% of today’s range.
32.3% are in the top 20%.
65.8% are in the top half. 34.2% of stocks are in the bottom half of today’s range.
9.9% are in the bottom 20%.
3.1% are in the bottom 10%.

GAIN (20160718 2:35 pm ET)
62.6% of stocks are above yesterday’s close. (37.4% are below.)
1.5% are up 4.5% or more. 0.4% are down 4.5% or more.
3.0% are up 3.5% or more. 0.6% are down 3.5% or more.
72.5% are between +1% and -1%.

RSI on DAILY (20160718 2:35 pm ET)
2-day: >=95:14.7%…>=90:22.2%…>=80:36.2%…>=50:65.1%…<=20:10.4%…<=10:4.0%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:88.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:87.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160718 2:35 pm ET)
26.2% above previous 1 highs, 15.0% below previous 1 lows
16.5% above previous 2 highs, 11.2% below previous 2 lows
15.1% above previous 3 highs, 6.8% below previous 3 lows
13.5% above previous 4 highs, 5.8% below previous 4 lows
13.1% above previous 5 highs, 4.4% below previous 5 lows
13.0% above previous 6 highs, 2.7% below previous 6 lows
12.9% above previous 7 highs, 1.8% below previous 7 lows
12.8% above previous 8 highs, 1.2% below previous 8 lows
12.7% above previous 9 highs, 1.2% below previous 9 lows
12.3% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160718 2:35 pm ET)
62.6% are above or equal to 7/15 close (1 days ago), 37.4% are below.
55.9% are above or equal to 7/14 close (2 days ago), 44.1% are below.
64.5% are above or equal to 7/13 close (3 days ago), 35.5% are below.
59.9% are above or equal to 7/12 close (4 days ago), 40.1% are below.
74.8% are above or equal to 7/11 close (5 days ago), 25.2% are below.
79.6% are above or equal to 7/8 close (6 days ago), 20.4% are below.
90.8% are above or equal to 7/7 close (7 days ago), 9.2% are below.
87.2% are above or equal to 7/6 close (8 days ago), 12.8% are below.
88.4% are above or equal to 7/5 close (9 days ago), 11.6% are below.
83.4% are above or equal to 7/1 close (10 days ago), 16.6% are below.
85.5% are above or equal to 6/30 close (11 days ago), 14.5% are below.
89.6% are above or equal to 6/29 close (12 days ago), 10.4% are below.
94.4% are above or equal to 6/28 close (13 days ago), 5.6% are below.
97.3% are above or equal to 6/27 close (14 days ago), 2.7% are below.
92.7% are above or equal to 6/24 close (15 days ago), 7.3% are below.
65.8% are above or equal to 6/23 close (16 days ago), 34.2% are below.
78.2% are above or equal to 6/22 close (17 days ago), 21.8% are below.
76.5% are above or equal to 6/21 close (18 days ago), 23.5% are below.
78.3% are above or equal to 6/20 close (19 days ago), 21.7% are below.
83.5% are above or equal to 6/17 close (20 days ago), 16.5% are below.
83.9% are above or equal to 6/16 close (21 days ago), 16.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160718 2:35 pm ET)
20d: 15.9% new highs, 0.6% new lows
21d: 15.8% new highs, 0.6% new lows
42d: 11.0% new highs, 0.4% new lows
63d: 8.0% new highs, 0.3% new lows
126d: 6.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160718 2:35 pm ET)
2-day: 61.0% above, 39.0% below
3-day: 57.7% above, 42.3% below
4-day: 60.5% above, 39.5% below
5-day: 60.3% above, 39.7% below
8-day: 78.2% above, 21.8% below
10-day: 84.7% above, 15.3% below
20-day: 90.4% above, 9.6% below
50-day: 80.7% above, 19.3% below
200-day: 72.7% above, 27.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160718 2:35 pm ET)
RETA(66): 1.71% Top=GME BURL RH BID FIVE LL W ASNA ….. BBBY CASY CVS SFM AAP CPRT ETSY KR=Bottom (Retail & Specialty Retail)
ELEC(47): 1.18% Top=SCTY AMBA TSL SPWR SIMO HIMX LEDS NXPI ….. LLTC JBL APH INTC SNPS TEL BRKR CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(30): 0.57% Top=XPO GBX SWFT KEX CP NAT TRN KSU ….. CSX EXPD ODFL KNX JBLU CHRW ALK JBHT=Bottom (Transportation)
COHW(44): 0.56% Top=STX GIMO SYNA INFN CUDA ANET BBRY VG ….. ADTN CCI NSR VRSN ZAYO CTL TDS SSYS=Bottom (Computer Hardware/Telecom)
COSW(102): 0.55% Top=MEET JD TWTR GRUB RAX BITA VNET CSRA ….. TEAM INXN SHOP WUBA IT ACN NOW ATHM=Bottom (Computer Software/Internet)
CHEM(27): 0.51% Top=CC MOS DD POT CF DOW EMN HUN ….. APD MEOH FMC ALB PX ASH WLK GRA=Bottom (Chemicals/Fertilizers)
LEIS(34): 0.44% Top=WYNN QSR LVS RCL MYCC HLT SHAK EXPE ….. DRI BWLD BLMN TXRH SBUX ARMK WEN EAT=Bottom (Leisure)
REAL(106): 0.41% Top=DRH NRF JLL CBG SHO PEB CLNY DFT ….. AKR SSS SPG DLR KRC EXR AIV CUZ=Bottom (Real Estate)
MATE(30): 0.35% Top=SUM BCC DAR USG MLM MTZ AWI PWR ….. EME CAA WM RSG MAS BECN KBH FAST=Bottom (Materials & Construction)
ENER(90): 0.21% Top=CWEI DK WNR WMB CRZO ATW WLL EEP ….. EOG NOV RES APA OIS DO CPE SGY=Bottom (Energy)
HEAL(56): 0.21% Top=ADPT ACHC CYH INCR THC BKD RMD ZLTQ ….. WST UNH SYK COO NVRO ELGX NXTM PRXL=Bottom (Health)
FINA(103): 0.20% Top=BAC LAZ OMF NSAM APAM LM ARCC LPLA ….. FNB CFR FRC SBNY VLY HAWK OZRK PACW=Bottom (Banks/Financials)
DISV(56): 0.14% Top=FDC WOOF PRAA KFY CAR MYGN RHI YY ….. EEFT LDOS HRB URI BAH HCSG XRS G=Bottom (Diversified Services)
INSU(32): -0.08% Top=LNC MET CNO PRU AIG ORI AGO HIG ….. WLTW TRV FAF FNF CINF PGR AJG AFSI=Bottom (Insurance)
CONS(58): -0.08% Top=COH KS FOSL FL WRK WHR SKX PVH ….. MAT KMB CHD GPK SHOO TUP BC HAS=Bottom (Consumer)
META(32): -0.30% Top=CLF SLW FNV CDE RGLD ABX SWC X ….. TCK AGI CNX SLCA FSM CMC FMSA CENX=Bottom (Metals & Mining)
MANU(41): -0.35% Top=JOY ZBRA AGCO FLOW MKSI WOR KMT ITT ….. SNA ROP PNR IR CRS CAT ATI DDD=Bottom (Manufacturing)

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 2:35 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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