daytrend

07/20/2016

Filed under: Market Stats — daytrend @ 1:00 pm

Market Stats at 1:59 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 1:59 pm ET)
44.3% of stocks are above yesterday’s high.
75.9% are above yesterday’s midpoint. (24.1% are below.)
7.7% are below yesterday’s low.
48.0% are inside yesterday’s range.
65.8% of stocks with today’s high > yesterday’s high. (34.2% less than).
32.9% of stocks with today’s low < yesterday’s low. (67.1% greater than).

EVIDENCE OF INTRADAY TREND (20160720 1:59 pm ET)
66.8% of stocks are above today’s open. (31.8% are below).
62.9% of stocks are above today’s open and yesterday’s close.
21.2% 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 1:59 pm ET)
23.2% of stocks are in the top 10% of today’s range.
44.5% are in the top 20%.
75.7% are in the top half. 24.3% of stocks are in the bottom half of today’s range.
7.5% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN (20160720 1:59 pm ET)
75.2% of stocks are above yesterday’s close. (24.8% are below.)
1.1% are up 4.5% or more. 1.4% are down 4.5% or more.
2.8% are up 3.5% or more. 2.0% are down 3.5% or more.
58.7% are between +1% and -1%.

RSI on DAILY (20160720 1:59 pm ET)
2-day: >=95:11.7%…>=90:20.5%…>=80:39.9%…>=50:71.8%…<=20:11.6%…<=10:5.6%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:86.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:86.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160720 1:59 pm ET)
44.3% above previous 1 highs, 7.7% below previous 1 lows
34.4% above previous 2 highs, 6.2% below previous 2 lows
27.7% above previous 3 highs, 5.9% below previous 3 lows
23.4% above previous 4 highs, 5.5% below previous 4 lows
21.5% above previous 5 highs, 4.5% below previous 5 lows
20.5% above previous 6 highs, 4.0% below previous 6 lows
20.1% above previous 7 highs, 3.0% below previous 7 lows
20.0% above previous 8 highs, 2.1% below previous 8 lows
19.9% above previous 9 highs, 1.3% below previous 9 lows
19.8% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160720 1:59 pm ET)
75.2% are above or equal to 7/19 close (1 days ago), 24.8% are below.
62.8% are above or equal to 7/18 close (2 days ago), 37.2% are below.
67.8% are above or equal to 7/15 close (3 days ago), 32.2% are below.
64.0% are above or equal to 7/14 close (4 days ago), 36.0% are below.
68.3% are above or equal to 7/13 close (5 days ago), 31.7% are below.
64.7% are above or equal to 7/12 close (6 days ago), 35.3% are below.
76.1% are above or equal to 7/11 close (7 days ago), 23.9% are below.
80.6% are above or equal to 7/8 close (8 days ago), 19.4% are below.
89.8% are above or equal to 7/7 close (9 days ago), 10.2% are below.
86.4% are above or equal to 7/6 close (10 days ago), 13.6% are below.
87.9% are above or equal to 7/5 close (11 days ago), 12.1% are below.
83.0% are above or equal to 7/1 close (12 days ago), 17.0% are below.
84.8% are above or equal to 6/30 close (13 days ago), 15.2% are below.
89.1% are above or equal to 6/29 close (14 days ago), 10.9% are below.
93.6% are above or equal to 6/28 close (15 days ago), 6.4% are below.
96.6% are above or equal to 6/27 close (16 days ago), 3.4% are below.
91.9% are above or equal to 6/24 close (17 days ago), 8.1% are below.
69.1% are above or equal to 6/23 close (18 days ago), 30.9% are below.
80.1% are above or equal to 6/22 close (19 days ago), 19.9% are below.
78.4% are above or equal to 6/21 close (20 days ago), 21.6% are below.
79.4% are above or equal to 6/20 close (21 days ago), 20.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160720 1:59 pm ET)
20d: 23.4% new highs, 1.4% new lows
21d: 22.9% new highs, 1.4% new lows
42d: 18.2% new highs, 0.9% new lows
63d: 13.9% new highs, 0.5% new lows
126d: 12.2% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160720 1:59 pm ET)
2-day: 74.4% above, 25.6% below
3-day: 69.2% above, 30.8% below
4-day: 68.7% above, 31.3% below
5-day: 67.4% above, 32.6% below
8-day: 70.3% above, 29.7% below
10-day: 77.9% above, 22.1% below
20-day: 87.9% above, 12.1% below
50-day: 81.6% above, 18.4% below
200-day: 73.8% above, 26.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160720 1:59 pm ET)
ELEC(48): 2.00% Top=MRVL LEDS SPWR NXPI TEL CSIQ CAVM MU ….. SIMO AMBA SNPS CY XLNX FIT CRUS GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(55): 1.30% Top=ZLTQ HRC BKD INCR ANTM IRWD BSX ELGX ….. HLS BCR DVA A ESRX CYH UHS NVRO=Bottom (Health)
COSW(100): 1.24% Top=DATA MSFT NOW SINA VIPS BITA LXFT PFPT ….. ATVI SHOP FFIV WB CYBR MANH MTCH MEET=Bottom (Computer Software/Internet)
DISV(55): 1.14% Top=CTAS FDC URI YY XRS SCOR PRAA HMHC ….. GATX SSTK ADS ULTA CXW PAYX SBAC INFO=Bottom (Diversified Services)
COHW(44): 1.11% Top=UBNT TDC PANW LITE NSR INFN FNSR MITL ….. AAPL TMUS VZ SYNA T BCE GIMO CCI=Bottom (Computer Hardware/Telecom)
LEIS(34): 1.10% Top=SEAS SHAK SONC RCL DNKN CCL QSR MYCC ….. YUM MAR BLMN GPRO MCD BWLD PLNT WYNN=Bottom (Leisure)
MATE(32): 1.04% Top=USG EXP KBH MAS BECN CBPX SUM DAR ….. PHM MTZ BCC SRCL WM EME RSG TTS=Bottom (Materials & Construction)
CONS(54): 0.94% Top=TUP HAR KATE BC OI GPK WHR GIII ….. COH CL CLX COTY KMB CHD PG EPC=Bottom (Consumer)
RETA(63): 0.93% Top=RH BID JCP NFLX KMX FIVE GME CHS ….. OLLI SBH BURL SFM LOW COST SIG CST=Bottom (Retail & Specialty Retail)
CHEM(26): 0.81% Top=HUN WLK PAH AXTA MOS PPG DOW CE ….. MEOH MON PX DD APD FMC FOE GPRE=Bottom (Chemicals/Fertilizers)
INSU(30): 0.75% Top=AWH XL MTG FAF CLGX CNO ORI AFSI ….. BRO PGR L WLTW TMK HIG CINF RDN=Bottom (Insurance)
MANU(39): 0.55% Top=ITW ATI MKSI ROP FLS CFX CMI JOY ….. AME GE PNR DE WOR DDD ITT CRS=Bottom (Manufacturing)
TRAN(30): 0.51% Top=CP XPO UAL CNI AAL TRN KSU JBHT ….. CHRW EXPD ODFL JBLU WERN LUV SAVE KEX=Bottom (Transportation)
ENER(87): 0.45% Top=WPZ SXL CPE ECA FET SM SHLX SN ….. COG HFC HAL DK PAGP RRC RICE SGY=Bottom (Energy)
FINA(102): 0.19% Top=HAWK NAVI WETF KKR OMF BX PYPL BOFI ….. PSEC VLY DFS OZRK MTB SBNY IBKR BKU=Bottom (Banks/Financials)
REAL(105): -0.18% Top=RLGY CLI SBRA ARE NRZ BXMT AGNC SC ….. SRC EQC DLR EQR HPT SNH GOV TREE=Bottom (Real Estate)
META(31): -2.43% Top=SLCA CNX FMSA CLF CCJ SWC CMP SCCO ….. SSRI TAHO AEM AGI ABX FSM 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 1:59 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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