daytrend

07/20/2016

Filed under: Market Stats — daytrend @ 9:14 am

Market Stats at 10:14 am ET
by daytrend on 20160720. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 935.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160720 10:14 am ET)
24.0% of stocks are above yesterday’s high.
60.6% are above yesterday’s midpoint. (39.4% are below.)
15.6% are below yesterday’s low.
60.4% are inside yesterday’s range.
45.9% of stocks with today’s high > yesterday’s high. (54.1% less than).
31.4% of stocks with today’s low < yesterday’s low. (68.6% greater than).

EVIDENCE OF INTRADAY TREND (20160720 10:14 am ET)
42.0% of stocks are above today’s open. (56.1% are below).
37.6% of stocks are above today’s open and yesterday’s close.
38.0% are below both.
22.2% of stocks opened above yesterday’s high.
69.7% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
9.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160720 10:14 am ET)
13.7% of stocks are in the top 10% of today’s range.
28.6% are in the top 20%.
58.4% are in the top half. 41.6% of stocks are in the bottom half of today’s range.
12.7% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN (20160720 10:14 am ET)
57.5% of stocks are above yesterday’s close. (42.5% are below.)
0.5% are up 4.5% or more. 1.6% are down 4.5% or more.
1.1% are up 3.5% or more. 2.7% are down 3.5% or more.
72.2% are between +1% and -1%.

RSI on DAILY (20160720 10:14 am ET)
2-day: >=95:7.5%…>=90:13.7%…>=80:25.6%…>=50:57.1%…<=20:17.9%…<=10:10.7%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:82.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:82.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160720 10:14 am ET)
24.0% above previous 1 highs, 15.6% below previous 1 lows
15.5% above previous 2 highs, 12.3% below previous 2 lows
12.3% above previous 3 highs, 11.4% below previous 3 lows
10.2% above previous 4 highs, 10.9% below previous 4 lows
9.2% above previous 5 highs, 9.6% below previous 5 lows
8.9% above previous 6 highs, 9.1% below previous 6 lows
8.7% above previous 7 highs, 6.3% below previous 7 lows
8.6% above previous 8 highs, 4.6% below previous 8 lows
8.4% above previous 9 highs, 2.9% below previous 9 lows
8.3% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160720 10:14 am ET)
57.5% are above or equal to 7/19 close (1 days ago), 42.5% are below.
48.3% are above or equal to 7/18 close (2 days ago), 51.7% are below.
55.2% are above or equal to 7/15 close (3 days ago), 44.8% are below.
53.0% are above or equal to 7/14 close (4 days ago), 47.0% are below.
58.6% are above or equal to 7/13 close (5 days ago), 41.4% are below.
58.6% are above or equal to 7/12 close (6 days ago), 41.4% are below.
70.4% are above or equal to 7/11 close (7 days ago), 29.6% are below.
75.8% are above or equal to 7/8 close (8 days ago), 24.2% are below.
87.7% are above or equal to 7/7 close (9 days ago), 12.3% are below.
83.6% are above or equal to 7/6 close (10 days ago), 16.4% are below.
85.1% are above or equal to 7/5 close (11 days ago), 14.9% are below.
80.2% are above or equal to 7/1 close (12 days ago), 19.8% are below.
82.2% are above or equal to 6/30 close (13 days ago), 17.8% are below.
87.1% are above or equal to 6/29 close (14 days ago), 12.9% are below.
91.7% are above or equal to 6/28 close (15 days ago), 8.3% are below.
96.0% are above or equal to 6/27 close (16 days ago), 4.0% are below.
89.7% are above or equal to 6/24 close (17 days ago), 10.3% are below.
65.2% are above or equal to 6/23 close (18 days ago), 34.8% are below.
76.5% are above or equal to 6/22 close (19 days ago), 23.5% are below.
74.5% are above or equal to 6/21 close (20 days ago), 25.5% are below.
74.7% are above or equal to 6/20 close (21 days ago), 25.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160720 10:14 am ET)
20d: 12.9% new highs, 1.4% new lows
21d: 12.9% new highs, 1.4% new lows
42d: 10.3% new highs, 0.9% new lows
63d: 7.2% new highs, 0.5% new lows
126d: 6.1% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160720 10:14 am ET)
2-day: 56.7% above, 43.3% below
3-day: 52.7% above, 47.3% below
4-day: 54.5% above, 45.5% below
5-day: 55.6% above, 44.4% below
8-day: 61.0% above, 39.0% below
10-day: 70.1% above, 29.9% below
20-day: 84.7% above, 15.3% below
50-day: 78.1% above, 21.9% below
200-day: 73.0% above, 27.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160720 10:14 am ET)
ELEC(48): 1.13% Top=MRVL LEDS SCTY TEL CSIQ MTSI TSL FSLR ….. INTC KEYS SNPS AMBA GRMN CRUS FIT SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(55): 0.90% Top=HRC IRWD BSX ELGX ABT ZLTQ PRXL ABMD ….. CYH MD SYK ESRX A DVA UHS NXTM=Bottom (Health)
COSW(100): 0.66% Top=MSFT DATA SINA VIPS EPAM BITA RAX GDDY ….. NTES FFIV YELP SYMC VNET FEYE MTCH MANH=Bottom (Computer Software/Internet)
INSU(30): 0.51% Top=AWH MTG CLGX XL ORI FAF AFSI AFL ….. UNM HIG PRU CINF BRO LNC RDN PRI=Bottom (Insurance)
CONS(54): 0.48% Top=TUP HAR BC OI PVH GPK PAY GIII ….. ENR COTY UA TPX COH PG CHD EPC=Bottom (Consumer)
LEIS(34): 0.47% Top=SHAK MYCC CCL RCL QSR SEAS PLAY DPZ ….. CAKE MAR BWLD BLMN MCD BYD WYNN PLNT=Bottom (Leisure)
DISV(55): 0.47% Top=CTAS AHS YY CAR SCOR HMHC RHI SERV ….. SSTK TRU ULTA FDC SBAC ADS GATX INFO=Bottom (Diversified Services)
COHW(44): 0.40% Top=LITE FNSR CSCO TDC NSR UBNT SSYS CUDA ….. T BBRY VZ TDS TMUS PSTG ANET SYNA=Bottom (Computer Hardware/Telecom)
MATE(32): 0.40% Top=USG DAR DY EXP KBH SUM MAS FAST ….. RSG MLM FLR EME BCC TTS MTZ PWR=Bottom (Materials & Construction)
TRAN(30): 0.39% Top=UAL XPO KSU HA AAL CNI JBHT CHRW ….. JBLU LUV NSC SAVE TRN GWR UNP KEX=Bottom (Transportation)
RETA(63): 0.37% Top=RH BID ETSY W KMX NFLX GME BABA ….. KORS SIG FINL BURL COST LOW LL SFM=Bottom (Retail & Specialty Retail)
CHEM(26): 0.27% Top=MOS HUN CF POT IFF AGU PPG WLK ….. DOW EMN CC APD OLN MEOH FOE GPRE=Bottom (Chemicals/Fertilizers)
MANU(39): -0.06% Top=ITW ROP MKSI CMI SNA DHR ZBRA AGCO ….. KMT RS CFX PNR ATI JOY WOR CRS=Bottom (Manufacturing)
REAL(105): -0.16% Top=CLI COR GPT BXMT RLJ HR NRZ DOC ….. OFC ALLY HST SLG KRC HPT SNH GOV=Bottom (Real Estate)
FINA(102): -0.39% Top=HAWK NAVI MS BX WETF PYPL IVZ SLM ….. AMTD PSEC DFS OZRK NTRS SBNY IBKR BKU=Bottom (Banks/Financials)
ENER(87): -1.72% Top=SXL SHLX BPL OXY TSO MMP MDU SE ….. ECA ATW WLL OAS MTDR SN SWN SGY=Bottom (Energy)
META(31): -3.33% Top=CNX SLCA CCJ CMP SCCO AA FNV STLD ….. SSRI X ABX FCX PAAS FSM AG CDE=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 10:14 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: