daytrend

07/21/2016

Filed under: Market Stats — daytrend @ 8:43 am

Market Stats at 9:42 am ET
by daytrend on 20160721. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 928.

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

COMPARED TO YESTERDAY’S RANGE (20160721 9:42 am ET)
25.9% of stocks are above yesterday’s high.
67.8% are above yesterday’s midpoint. (32.2% are below.)
12.0% are below yesterday’s low.
62.2% are inside yesterday’s range.
37.4% of stocks with today’s high > yesterday’s high. (62.6% less than).
23.4% of stocks with today’s low < yesterday’s low. (76.6% greater than).

EVIDENCE OF INTRADAY TREND (20160721 9:42 am ET)
64.0% of stocks are above today’s open. (33.2% are below).
50.9% of stocks are above today’s open and yesterday’s close.
27.2% are below both.
7.2% of stocks opened above yesterday’s high.
39.2% of stocks opened above yesterday’s close. (52.2% opened below yesterday’s close).
7.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160721 9:42 am ET)
26.0% of stocks are in the top 10% of today’s range.
41.4% are in the top 20%.
67.7% are in the top half. 32.3% of stocks are in the bottom half of today’s range.
11.6% are in the bottom 20%.
6.1% are in the bottom 10%.

GAIN (20160721 9:42 am ET)
58.8% of stocks are above yesterday’s close. (41.2% are below.)
1.1% are up 4.5% or more. 0.9% are down 4.5% or more.
1.5% are up 3.5% or more. 1.4% are down 3.5% or more.
77.2% are between +1% and -1%.

RSI on DAILY (20160721 9:42 am ET)
2-day: >=95:11.5%…>=90:20.9%…>=80:37.3%…>=50:68.3%…<=20:12.7%…<=10:7.5%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.9%…>=50:84.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:85.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160721 9:42 am ET)
25.9% above previous 1 highs, 12.0% below previous 1 lows
20.6% above previous 2 highs, 6.7% below previous 2 lows
18.3% above previous 3 highs, 6.3% below previous 3 lows
15.7% above previous 4 highs, 5.8% below previous 4 lows
14.1% above previous 5 highs, 5.8% below previous 5 lows
13.3% above previous 6 highs, 4.4% below previous 6 lows
12.9% above previous 7 highs, 4.0% below previous 7 lows
12.8% above previous 8 highs, 2.8% below previous 8 lows
12.7% above previous 9 highs, 2.0% below previous 9 lows
12.7% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160721 9:42 am ET)
58.8% are above or equal to 7/20 close (1 days ago), 41.2% are below.
72.8% are above or equal to 7/19 close (2 days ago), 27.2% are below.
63.1% are above or equal to 7/18 close (3 days ago), 36.9% are below.
66.9% are above or equal to 7/15 close (4 days ago), 33.1% are below.
62.3% are above or equal to 7/14 close (5 days ago), 37.7% are below.
65.7% are above or equal to 7/13 close (6 days ago), 34.3% are below.
63.5% are above or equal to 7/12 close (7 days ago), 36.5% are below.
75.0% are above or equal to 7/11 close (8 days ago), 25.0% are below.
79.3% are above or equal to 7/8 close (9 days ago), 20.7% are below.
89.0% are above or equal to 7/7 close (10 days ago), 11.0% are below.
85.6% are above or equal to 7/6 close (11 days ago), 14.4% are below.
87.1% are above or equal to 7/5 close (12 days ago), 12.9% are below.
83.1% are above or equal to 7/1 close (13 days ago), 16.9% are below.
83.8% are above or equal to 6/30 close (14 days ago), 16.2% are below.
87.9% are above or equal to 6/29 close (15 days ago), 12.1% are below.
93.3% are above or equal to 6/28 close (16 days ago), 6.7% are below.
95.9% are above or equal to 6/27 close (17 days ago), 4.1% are below.
91.4% are above or equal to 6/24 close (18 days ago), 8.6% are below.
70.0% are above or equal to 6/23 close (19 days ago), 30.0% are below.
79.6% are above or equal to 6/22 close (20 days ago), 20.4% are below.
77.6% are above or equal to 6/21 close (21 days ago), 22.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160721 9:42 am ET)
20d: 13.7% new highs, 0.5% new lows
21d: 13.4% new highs, 0.5% new lows
42d: 9.5% new highs, 0.4% new lows
63d: 7.5% new highs, 0.3% new lows
126d: 6.5% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160721 9:42 am ET)
2-day: 57.3% above, 42.7% below
3-day: 69.5% above, 30.5% below
4-day: 67.9% above, 32.1% below
5-day: 66.7% above, 33.3% below
8-day: 66.8% above, 33.2% below
10-day: 71.9% above, 28.1% below
20-day: 87.0% above, 13.0% below
50-day: 81.4% above, 18.6% below
200-day: 73.4% above, 26.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160721 9:42 am ET)
META(30): 1.31% Top=FMSA CDE TCK FCX AGI CLF SWC NEM ….. SSRI AA AEM CMC FNV CCJ STLD NUE=Bottom (Metals & Mining)
MANU(39): 0.83% Top=JOY TEX RYI KMT AGCO CMI ATI CAT ….. ITT BWXT IR SWK DOV TKR SNA RS=Bottom (Manufacturing)
ENER(88): 0.74% Top=ECA HLX WPX SWN SM MTDR SPN ATW ….. TSO GEL SHLX DK ETE VLO WNR SGY=Bottom (Energy)
COHW(44): 0.50% Top=QCOM SSYS BBRY STX MITL SYNA CUDA PSTG ….. VZ PANW WDC INFN ZAYO ADTN T CCI=Bottom (Computer Hardware/Telecom)
DISV(51): 0.49% Top=URI ADS INFO KBR MYGN AL IILG CAR ….. GPN HCSG EEFT VNTV PCLN SSTK SBAC MAN=Bottom (Diversified Services)
RETA(63): 0.46% Top=EBAY KMX JCP ETSY GME FIVE SPLS ASNA ….. WMT DLTR KR CASY HD LOW SIG TSCO=Bottom (Retail & Specialty Retail)
CONS(54): 0.39% Top=CCK FOSL MAT PKG KS SON HAR PAY ….. COTY PG CL ECL LULU CLX TPX SCSS=Bottom (Consumer)
HEAL(55): 0.20% Top=CYH THC OPK DGX ABT BKD NVRO UHS ….. BAX WCG STE CNC ESRX MOH INCR ADPT=Bottom (Health)
COSW(99): 0.18% Top=PTC ATHM WB WUBA TDOC FEYE VEEV FFIV ….. DATA MANH ELLI MENT PFPT PAYC CSOD MDSO=Bottom (Computer Software/Internet)
CHEM(26): 0.17% Top=CC AXTA CF WLK POT GPRE MEOH MOS ….. FMC DOW PPG ALB IFF CE RPM SHW=Bottom (Chemicals/Fertilizers)
MATE(33): 0.13% Top=DY PHM MTZ FLR EXP MDC PWR TPH ….. SRCL RSG BECN MAS WM USG WCN TTS=Bottom (Materials & Construction)
FINA(101): 0.03% Top=HBHC BX CFG LAZ SLM WDR APAM ARCC ….. IBKR OZRK EWBC MBFI BXS BK AXP FNB=Bottom (Banks/Financials)
INSU(30): 0.03% Top=MTG FNF LNC UNM RDN CNO MET PRI ….. MMC XL AFSI PGR CINF AGO FAF TRV=Bottom (Insurance)
LEIS(34): 0.02% Top=DPZ GPRO WYN WYNN SEAS RCL MYCC LVS ….. BLMN SONC EAT BWLD SBUX SIX PLNT DNKN=Bottom (Leisure)
ELEC(48): 0.00% Top=SWKS CSIQ LEDS SPWR FSLR CY TSL CAVM ….. SNPS LLTC MU SCTY HIMX TER INTC MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(103): -0.19% Top=LGIH JLL WPG RLGY CBG SLG ALLY WPC ….. SPG KIM GPT BRX BDN PEB O DLR=Bottom (Real Estate)
TRAN(30): -1.19% Top=XPO CP NAT FDX WAB WERN CHRW GBX ….. HA UNP JBLU AAL DAL UAL SAVE LUV=Bottom (Transportation)

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 9:42 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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