daytrend

07/19/2016

Filed under: Market Stats — daytrend @ 2:04 pm

Market Stats at 3:03 pm ET
by daytrend on 20160719. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 946.

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

COMPARED TO YESTERDAY’S RANGE (20160719 3:03 pm ET)
14.3% of stocks are above yesterday’s high.
42.5% are above yesterday’s midpoint. (57.5% are below.)
26.7% are below yesterday’s low.
59.0% are inside yesterday’s range.
39.0% of stocks with today’s high > yesterday’s high. (61.0% less than).
51.4% of stocks with today’s low < yesterday’s low. (48.6% greater than).

EVIDENCE OF INTRADAY TREND (20160719 3:03 pm ET)
46.2% of stocks are above today’s open. (52.3% are below).
29.4% of stocks are above today’s open and yesterday’s close.
50.0% are below both.
5.1% of stocks opened above yesterday’s high.
20.8% of stocks opened above yesterday’s close. (73.5% opened below yesterday’s close).
16.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160719 3:03 pm ET)
6.6% of stocks are in the top 10% of today’s range.
16.2% are in the top 20%.
42.6% are in the top half. 57.4% of stocks are in the bottom half of today’s range.
20.9% are in the bottom 20%.
10.0% are in the bottom 10%.

GAIN (20160719 3:03 pm ET)
32.8% of stocks are above yesterday’s close. (67.2% are below.)
0.4% are up 4.5% or more. 0.8% are down 4.5% or more.
1.0% are up 3.5% or more. 2.5% are down 3.5% or more.
69.3% are between +1% and -1%.

RSI on DAILY (20160719 3:03 pm ET)
2-day: >=95:5.5%…>=90:9.6%…>=80:18.9%…>=50:45.0%…<=20:20.1%…<=10:7.4%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:83.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:82.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160719 3:03 pm ET)
14.3% above previous 1 highs, 26.7% below previous 1 lows
11.0% above previous 2 highs, 20.4% below previous 2 lows
7.9% above previous 3 highs, 17.5% below previous 3 lows
7.4% above previous 4 highs, 10.9% below previous 4 lows
6.8% above previous 5 highs, 8.9% below previous 5 lows
6.7% above previous 6 highs, 6.0% below previous 6 lows
6.6% above previous 7 highs, 3.1% below previous 7 lows
6.4% above previous 8 highs, 1.8% below previous 8 lows
6.3% above previous 9 highs, 1.1% below previous 9 lows
6.1% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160719 3:03 pm ET)
32.8% are above or equal to 7/18 close (1 days ago), 67.2% are below.
46.7% are above or equal to 7/15 close (2 days ago), 53.3% are below.
45.9% are above or equal to 7/14 close (3 days ago), 54.1% are below.
54.1% are above or equal to 7/13 close (4 days ago), 45.9% are below.
53.4% are above or equal to 7/12 close (5 days ago), 46.6% are below.
70.0% are above or equal to 7/11 close (6 days ago), 30.0% are below.
76.0% are above or equal to 7/8 close (7 days ago), 24.0% are below.
89.5% are above or equal to 7/7 close (8 days ago), 10.5% are below.
85.1% are above or equal to 7/6 close (9 days ago), 14.9% are below.
87.2% are above or equal to 7/5 close (10 days ago), 12.8% are below.
81.9% are above or equal to 7/1 close (11 days ago), 18.1% are below.
83.9% are above or equal to 6/30 close (12 days ago), 16.1% are below.
88.8% are above or equal to 6/29 close (13 days ago), 11.2% are below.
92.9% are above or equal to 6/28 close (14 days ago), 7.1% are below.
96.6% are above or equal to 6/27 close (15 days ago), 3.4% are below.
90.9% are above or equal to 6/24 close (16 days ago), 9.1% are below.
62.9% are above or equal to 6/23 close (17 days ago), 37.1% are below.
75.9% are above or equal to 6/22 close (18 days ago), 24.1% are below.
72.9% are above or equal to 6/21 close (19 days ago), 27.1% are below.
73.7% are above or equal to 6/20 close (20 days ago), 26.3% are below.
79.5% are above or equal to 6/17 close (21 days ago), 20.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160719 3:03 pm ET)
20d: 13.1% new highs, 0.4% new lows
21d: 12.9% new highs, 0.3% new lows
42d: 9.9% new highs, 0.3% new lows
63d: 7.3% new highs, 0.2% new lows
126d: 6.7% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160719 3:03 pm ET)
2-day: 31.9% above, 68.1% below
3-day: 39.5% above, 60.5% below
4-day: 42.1% above, 57.9% below
5-day: 46.8% above, 53.2% below
8-day: 60.7% above, 39.3% below
10-day: 73.2% above, 26.8% below
20-day: 87.3% above, 12.7% below
50-day: 78.3% above, 21.7% below
200-day: 72.3% above, 27.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160719 3:03 pm ET)
INSU(29): 0.33% Top=MTG BRO RDN CLGX XL ORI AGO FAF ….. MET PRU FNF AWH CINF UNM AON AFSI=Bottom (Insurance)
REAL(106): 0.28% Top=HCP CLI CONE PMT OHI EQC BXMT SHO ….. NRF RLGY JLL TREE BAM CBG LGIH GOV=Bottom (Real Estate)
ELEC(48): -0.07% Top=LEDS CY SIMO CREE NVDA SNPS FLEX HIMX ….. APH AVGO MU SPWR CSIQ MRVL FIT TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(104): -0.19% Top=AMTD CMA HBHC SNV SCHW PYPL BAC ARCC ….. LM GS JNS OMF WDR WETF LAZ RF=Bottom (Banks/Financials)
COSW(101): -0.26% Top=VMW FFIV MTCH VIPS SHOP WB TEAM JD ….. VEEV CSOD VNET MANH SINA ZEN EA BIDU=Bottom (Computer Software/Internet)
LEIS(34): -0.32% Top=WEN MCD CMG BLMN SEAS BWLD EAT EXPE ….. CCL WYNN RCL LVS BYD SONC MYCC GPRO=Bottom (Leisure)
DISV(56): -0.38% Top=INFO XRS ADS ALLE G EEFT FDC BAH ….. CAR MAN IILG KFY GEO URI YY WTW=Bottom (Diversified Services)
HEAL(55): -0.38% Top=DXCM NXTM PODD UNH HRC BSX HLS BCR ….. EVHC IRWD ELGX ACHC ANTM AET CYH ADPT=Bottom (Health)
CONS(55): -0.46% Top=HAS FOSL CHD HBI WHR UA KS CRI ….. UFS AVY EPC SKX IP COTY GIII OI=Bottom (Consumer)
COHW(43): -0.57% Top=JNPR HPQ PANW CDW ZAYO ADTN ARRS PSTG ….. BBRY BRCD CUDA CTL SYNA WDC INFN SSYS=Bottom (Computer Hardware/Telecom)
MATE(31): -0.60% Top=WM SRCL DHI RSG USG TOL FLR CAA ….. BECN MTZ WY FAST SUM EME BCC DY=Bottom (Materials & Construction)
TRAN(30): -0.80% Top=KSU DAL XPO UAL CHRW CNI ODFL EXPD ….. LUV JBLU HA WERN GWR NAT SWFT SAVE=Bottom (Transportation)
MANU(41): -0.90% Top=MKSI AME LECO BWXT XYL HON ITW GE ….. AGCO FLS WOR RS CFX FLOW JOY ATI=Bottom (Manufacturing)
ENER(90): -0.96% Top=PAGP EEP WNR SN PBF SHLX WMB MPC ….. MUR MTDR WPX NBR SEMG DO UNT LPI=Bottom (Energy)
RETA(65): -0.96% Top=OLLI BID BURL CST SBH CASY HD AMZN ….. DSW W JCP SFM FINL MIK STMP NFLX=Bottom (Retail & Specialty Retail)
CHEM(26): -1.11% Top=GPRE SHW OLN IFF MON APD ALB FOE ….. HUN POT MOS AGU CC MEOH PAH CF=Bottom (Chemicals/Fertilizers)
META(32): -2.21% Top=SLCA FNV ABX SLW NEM CMP AEM RGLD ….. X CMC FMSA STLD FCX CLF TCK 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 3:03 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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