daytrend

07/20/2016

Filed under: Market Stats — daytrend @ 12:12 pm

Market Stats at 1:11 pm 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 1:11 pm ET)
42.5% of stocks are above yesterday’s high.
74.9% are above yesterday’s midpoint. (25.1% are below.)
7.4% are below yesterday’s low.
50.2% are inside yesterday’s range.
64.3% of stocks with today’s high > yesterday’s high. (35.7% less than).
32.4% of stocks with today’s low < yesterday’s low. (67.6% greater than).

EVIDENCE OF INTRADAY TREND (20160720 1:11 pm ET)
65.8% of stocks are above today’s open. (32.4% are below).
62.1% of stocks are above today’s open and yesterday’s close.
21.6% 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 1:11 pm ET)
25.6% of stocks are in the top 10% of today’s range.
42.0% are in the top 20%.
72.8% are in the top half. 27.2% of stocks are in the bottom half of today’s range.
10.5% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN (20160720 1:11 pm ET)
74.7% of stocks are above yesterday’s close. (25.3% are below.)
1.1% are up 4.5% or more. 1.2% are down 4.5% or more.
2.2% are up 3.5% or more. 1.6% are down 3.5% or more.
59.9% are between +1% and -1%.

RSI on DAILY (20160720 1:11 pm ET)
2-day: >=95:11.0%…>=90:20.0%…>=80:36.9%…>=50:70.5%…<=20:11.1%…<=10:5.1%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:86.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:86.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160720 1:11 pm ET)
42.5% above previous 1 highs, 7.4% below previous 1 lows
29.9% above previous 2 highs, 6.0% below previous 2 lows
24.4% above previous 3 highs, 5.6% below previous 3 lows
20.5% above previous 4 highs, 4.9% below previous 4 lows
19.0% above previous 5 highs, 4.1% below previous 5 lows
18.2% above previous 6 highs, 3.4% below previous 6 lows
18.0% above previous 7 highs, 2.6% below previous 7 lows
18.0% above previous 8 highs, 1.8% below previous 8 lows
17.9% above previous 9 highs, 1.1% below previous 9 lows
17.8% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160720 1:11 pm ET)
74.7% are above or equal to 7/19 close (1 days ago), 25.3% are below.
62.2% are above or equal to 7/18 close (2 days ago), 37.8% are below.
66.2% are above or equal to 7/15 close (3 days ago), 33.8% are below.
62.7% are above or equal to 7/14 close (4 days ago), 37.3% are below.
65.8% are above or equal to 7/13 close (5 days ago), 34.2% are below.
63.5% are above or equal to 7/12 close (6 days ago), 36.5% are below.
75.8% are above or equal to 7/11 close (7 days ago), 24.2% are below.
80.5% are above or equal to 7/8 close (8 days ago), 19.5% are below.
90.3% are above or equal to 7/7 close (9 days ago), 9.7% are below.
86.3% are above or equal to 7/6 close (10 days ago), 13.7% are below.
88.0% are above or equal to 7/5 close (11 days ago), 12.0% are below.
82.9% are above or equal to 7/1 close (12 days ago), 17.1% are below.
84.7% are above or equal to 6/30 close (13 days ago), 15.3% are below.
89.8% are above or equal to 6/29 close (14 days ago), 10.2% are below.
93.7% are above or equal to 6/28 close (15 days ago), 6.3% are below.
96.6% are above or equal to 6/27 close (16 days ago), 3.4% are below.
92.0% are above or equal to 6/24 close (17 days ago), 8.0% are below.
68.8% are above or equal to 6/23 close (18 days ago), 31.2% are below.
79.9% are above or equal to 6/22 close (19 days ago), 20.1% are below.
78.2% are above or equal to 6/21 close (20 days ago), 21.8% are below.
78.7% are above or equal to 6/20 close (21 days ago), 21.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160720 1:11 pm ET)
20d: 22.1% new highs, 1.4% new lows
21d: 21.9% new highs, 1.4% new lows
42d: 17.3% new highs, 0.9% new lows
63d: 13.0% new highs, 0.5% new lows
126d: 11.6% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160720 1:11 pm ET)
2-day: 72.9% above, 27.1% below
3-day: 68.0% above, 32.0% below
4-day: 68.3% above, 31.7% below
5-day: 66.6% above, 33.4% below
8-day: 69.6% above, 30.4% below
10-day: 76.8% above, 23.2% below
20-day: 88.2% above, 11.8% below
50-day: 81.1% above, 18.9% below
200-day: 73.9% above, 26.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160720 1:11 pm ET)
ELEC(48): 1.85% Top=MRVL TEL LEDS SPWR CAVM CSIQ NXPI MTSI ….. CREE FIT SNPS CRUS AMBA XLNX GRMN SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(32): 1.14% Top=USG EXP KBH MAS CBPX DAR BECN SUM ….. WCN FAST BCC PHM SRCL EME WM RSG=Bottom (Materials & Construction)
HEAL(55): 1.10% Top=ZLTQ HRC ELGX INCR BKD BSX ABT NUVA ….. DVA DGX A AMSG UHS OPK CYH NVRO=Bottom (Health)
COSW(100): 1.08% Top=DATA MSFT VIPS BITA CSOD SINA ATHM NOW ….. ATVI SYMC SHOP FEYE CYBR MANH MTCH MEET=Bottom (Computer Software/Internet)
DISV(55): 1.05% Top=CTAS FDC YY PCLN HMHC URI RHI PRAA ….. VRSK GATX CXW ULTA PAYX SBAC ADS INFO=Bottom (Diversified Services)
COHW(44): 1.02% Top=UBNT LITE TDC NSR PANW INFN SMCI FNSR ….. TDS BCE T PSTG GIMO TMUS CCI SYNA=Bottom (Computer Hardware/Telecom)
LEIS(34): 0.99% Top=SHAK SONC SEAS QSR RCL DNKN CCL JACK ….. EAT BLMN MAR BWLD GPRO MCD WYNN PLNT=Bottom (Leisure)
CHEM(26): 0.92% Top=HUN WLK MOS PAH AXTA POT DOW PPG ….. SHW MON DD PX FMC APD FOE GPRE=Bottom (Chemicals/Fertilizers)
CONS(54): 0.92% Top=TUP HAR KATE OI BC WHR HBI PVH ….. CL COH COTY CLX KMB PG CHD EPC=Bottom (Consumer)
RETA(63): 0.88% Top=W RH BID JCP KMX NFLX FIVE CHS ….. OLLI ROST DLTR LOW BURL SIG COST SFM=Bottom (Retail & Specialty Retail)
ENER(87): 0.69% Top=FET SM OAS SXL WPZ LPI SN ECA ….. HFC SEMG COG DK RRC PAGP RICE SGY=Bottom (Energy)
INSU(30): 0.65% Top=AWH XL CLGX FAF CNO MTG ORI AGO ….. BRO FNF L TMK HIG PRI CINF RDN=Bottom (Insurance)
TRAN(30): 0.55% Top=CP XPO UAL AAL CNI GBX TRN KSU ….. UNP EXPD JBLU LUV ODFL SAVE WERN KEX=Bottom (Transportation)
MANU(39): 0.54% Top=ITW ATI ROP MKSI CMI JOY CFX FLS ….. WOR CAT GE ITT DE AME PNR CRS=Bottom (Manufacturing)
FINA(102): 0.08% Top=HAWK NAVI KKR WETF PYPL BX BOFI LPLA ….. NTRS DFS VLY OZRK MTB SBNY IBKR BKU=Bottom (Banks/Financials)
REAL(105): -0.18% Top=RLGY CLI BXMT SBRA AGNC NRZ ARE SC ….. EQR DFT DLR LGIH HPT SNH GOV TREE=Bottom (Real Estate)
META(31): -2.11% Top=SLCA CNX FMSA CLF SWC CCJ CMP SCCO ….. SSRI AGI 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 1:11 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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