daytrend

07/20/2016

Filed under: Market Stats — daytrend @ 10:33 am

Market Stats at 11:33 am ET
by daytrend on 20160720. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 935.

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

COMPARED TO YESTERDAY’S RANGE (20160720 11:33 am ET)
41.6% of stocks are above yesterday’s high.
73.6% are above yesterday’s midpoint. (26.4% are below.)
7.4% are below yesterday’s low.
51.0% are inside yesterday’s range.
60.3% of stocks with today’s high > yesterday’s high. (39.7% less than).
31.7% of stocks with today’s low < yesterday’s low. (68.3% greater than).

EVIDENCE OF INTRADAY TREND (20160720 11:33 am ET)
66.4% of stocks are above today’s open. (32.1% are below).
61.2% of stocks are above today’s open and yesterday’s close.
20.2% 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 11:33 am ET)
26.1% of stocks are in the top 10% of today’s range.
48.9% are in the top 20%.
79.5% are in the top half. 20.5% of stocks are in the bottom half of today’s range.
5.8% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN (20160720 11:33 am ET)
74.5% of stocks are above yesterday’s close. (25.5% are below.)
1.3% are up 4.5% or more. 0.7% are down 4.5% or more.
2.1% are up 3.5% or more. 1.4% are down 3.5% or more.
65.6% are between +1% and -1%.

RSI on DAILY (20160720 11:33 am ET)
2-day: >=95:11.0%…>=90:20.0%…>=80:36.3%…>=50:70.8%…<=20:10.8%…<=10:5.6%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:85.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:85.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160720 11:33 am ET)
41.6% above previous 1 highs, 7.4% below previous 1 lows
29.1% above previous 2 highs, 6.0% below previous 2 lows
23.4% above previous 3 highs, 5.7% below previous 3 lows
19.7% above previous 4 highs, 4.8% below previous 4 lows
18.9% above previous 5 highs, 4.0% below previous 5 lows
17.9% above previous 6 highs, 3.4% below previous 6 lows
17.9% above previous 7 highs, 2.7% below previous 7 lows
17.9% above previous 8 highs, 1.6% below previous 8 lows
17.8% above previous 9 highs, 1.1% below previous 9 lows
17.5% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160720 11:33 am ET)
74.5% are above or equal to 7/19 close (1 days ago), 25.5% are below.
61.4% are above or equal to 7/18 close (2 days ago), 38.6% are below.
66.2% are above or equal to 7/15 close (3 days ago), 33.8% are below.
61.6% are above or equal to 7/14 close (4 days ago), 38.4% are below.
65.8% are above or equal to 7/13 close (5 days ago), 34.2% are below.
63.4% are above or equal to 7/12 close (6 days ago), 36.6% are below.
75.1% are above or equal to 7/11 close (7 days ago), 24.9% are below.
79.5% are above or equal to 7/8 close (8 days ago), 20.5% are below.
90.2% are above or equal to 7/7 close (9 days ago), 9.8% are below.
86.1% are above or equal to 7/6 close (10 days ago), 13.9% are below.
87.6% are above or equal to 7/5 close (11 days ago), 12.4% are below.
82.5% are above or equal to 7/1 close (12 days ago), 17.5% are below.
83.9% are above or equal to 6/30 close (13 days ago), 16.1% are below.
89.0% are above or equal to 6/29 close (14 days ago), 11.0% are below.
93.2% are above or equal to 6/28 close (15 days ago), 6.8% are below.
96.8% are above or equal to 6/27 close (16 days ago), 3.2% are below.
91.6% are above or equal to 6/24 close (17 days ago), 8.4% are below.
68.8% are above or equal to 6/23 close (18 days ago), 31.2% are below.
78.9% are above or equal to 6/22 close (19 days ago), 21.1% are below.
77.6% are above or equal to 6/21 close (20 days ago), 22.4% are below.
78.6% are above or equal to 6/20 close (21 days ago), 21.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160720 11:33 am ET)
20d: 19.5% new highs, 1.4% new lows
21d: 19.4% new highs, 1.4% new lows
42d: 15.4% new highs, 0.9% new lows
63d: 11.3% new highs, 0.5% new lows
126d: 10.1% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160720 11:33 am ET)
2-day: 72.7% above, 27.3% below
3-day: 67.2% above, 32.8% below
4-day: 67.9% above, 32.1% below
5-day: 66.0% above, 34.0% below
8-day: 69.1% above, 30.9% below
10-day: 76.3% above, 23.7% below
20-day: 86.5% above, 13.5% below
50-day: 80.6% above, 19.4% below
200-day: 73.7% above, 26.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160720 11:33 am ET)
ELEC(48): 1.77% Top=MRVL LEDS SPWR TEL CSIQ APH MTSI CAVM ….. JBL XLNX CREE GRMN SNPS SIMO CRUS FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(100): 1.12% Top=MSFT DATA VIPS EPAM BITA CSOD SINA ROVI ….. WB BIDU SYMC MANH FEYE VNET MTCH TDOC=Bottom (Computer Software/Internet)
MATE(32): 1.06% Top=USG EXP CBPX SUM DAR DY KBH MAS ….. PHM EME PWR BCC RSG WM SRCL TTS=Bottom (Materials & Construction)
DISV(55): 1.06% Top=CTAS YY XRS HMHC SCOR URI FDC CAR ….. CXW SSTK GATX ULTA PAYX SBAC ADS INFO=Bottom (Diversified Services)
HEAL(55): 1.03% Top=HRC ELGX IRWD PRXL BSX ABT INCR ACHC ….. CYH HLS DVA NVRO UHS AMSG ADPT NXTM=Bottom (Health)
CONS(54): 0.95% Top=TUP HAR OI KATE WHR BC KS PVH ….. CL CLX KMB COH UA PG CHD EPC=Bottom (Consumer)
LEIS(34): 0.91% Top=SHAK SEAS SONC QSR DNKN JACK ARMK RCL ….. HLT BLMN BYD MAR MCD WYNN GPRO PLNT=Bottom (Leisure)
CHEM(26): 0.90% Top=HUN MOS WLK PAH POT AXTA AGU CF ….. PX SHW CC APD FMC MON FOE GPRE=Bottom (Chemicals/Fertilizers)
COHW(44): 0.81% Top=LITE TDC NSR PANW CSCO CUDA FNSR INFN ….. GIMO CCI TDS T VZ PSTG TMUS SYNA=Bottom (Computer Hardware/Telecom)
RETA(63): 0.78% Top=RH BID NFLX KMX GME ETSY GNC FIVE ….. OLLI TSCO STMP COST CST LOW SIG SFM=Bottom (Retail & Specialty Retail)
INSU(30): 0.77% Top=AWH XL CLGX CNO MTG ORI FAF UNM ….. HIG AFSI ALL CINF BRO WLTW PRI RDN=Bottom (Insurance)
TRAN(30): 0.69% Top=XPO CP UAL KSU CNI AAL TRN HA ….. JBLU UNP WERN NAT EXPD SAVE LUV KEX=Bottom (Transportation)
MANU(39): 0.48% Top=ITW ROP ATI MKSI ETN CMI PH SNA ….. KMT AOS AME DE CAT PNR DDD CRS=Bottom (Manufacturing)
FINA(102): 0.18% Top=HAWK NAVI MS WETF ETFC KKR LPLA CMA ….. MTB NTRS PSEC VLY OZRK SBNY IBKR BKU=Bottom (Banks/Financials)
REAL(105): -0.12% Top=RLGY CLI NRZ SBRA RLJ LHO AGNC DRH ….. AVB SLG KRC EQR HPT DLR SNH GOV=Bottom (Real Estate)
ENER(87): -0.12% Top=FET SXL CWEI APC TSO SPN CVI SLB ….. HAL HP RICE SEMG EEP PAGP SGY MTDR=Bottom (Energy)
META(31): -2.26% Top=SLCA CNX SWC CCJ SCCO CLF AA CMP ….. SSRI PAAS AEM TAHO FSM ABX CDE AG=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 11:33 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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