daytrend

07/21/2016

Filed under: Market Stats — daytrend @ 9:48 am

Market Stats at 10:47 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 10:47 am ET)
25.6% of stocks are above yesterday’s high.
64.7% are above yesterday’s midpoint. (35.3% are below.)
11.6% are below yesterday’s low.
62.7% are inside yesterday’s range.
48.7% of stocks with today’s high > yesterday’s high. (51.3% less than).
28.8% of stocks with today’s low < yesterday’s low. (71.2% greater than).

EVIDENCE OF INTRADAY TREND (20160721 10:47 am ET)
58.3% of stocks are above today’s open. (39.7% are below).
47.8% of stocks are above today’s open and yesterday’s close.
34.2% 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 10:47 am ET)
14.3% of stocks are in the top 10% of today’s range.
26.5% are in the top 20%.
58.7% are in the top half. 41.3% of stocks are in the bottom half of today’s range.
14.7% are in the bottom 20%.
6.1% are in the bottom 10%.

GAIN (20160721 10:47 am ET)
56.0% of stocks are above yesterday’s close. (44.0% are below.)
1.3% are up 4.5% or more. 0.9% are down 4.5% or more.
2.8% are up 3.5% or more. 1.1% are down 3.5% or more.
74.6% are between +1% and -1%.

RSI on DAILY (20160721 10:47 am ET)
2-day: >=95:10.6%…>=90:19.2%…>=80:34.9%…>=50:66.8%…<=20:10.7%…<=10:6.0%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:84.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:85.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160721 10:47 am ET)
25.6% above previous 1 highs, 11.6% below previous 1 lows
20.3% above previous 2 highs, 6.8% below previous 2 lows
17.8% above previous 3 highs, 5.6% below previous 3 lows
15.4% above previous 4 highs, 5.1% below previous 4 lows
13.6% above previous 5 highs, 4.8% below previous 5 lows
12.4% above previous 6 highs, 4.0% below previous 6 lows
12.0% above previous 7 highs, 3.6% below previous 7 lows
11.9% above previous 8 highs, 2.9% below previous 8 lows
11.9% above previous 9 highs, 2.6% below previous 9 lows
11.9% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160721 10:47 am ET)
56.0% are above or equal to 7/20 close (1 days ago), 44.0% are below.
72.4% are above or equal to 7/19 close (2 days ago), 27.6% are below.
62.7% are above or equal to 7/18 close (3 days ago), 37.3% are below.
65.3% are above or equal to 7/15 close (4 days ago), 34.7% are below.
62.0% are above or equal to 7/14 close (5 days ago), 38.0% are below.
64.7% are above or equal to 7/13 close (6 days ago), 35.3% are below.
62.9% are above or equal to 7/12 close (7 days ago), 37.1% are below.
74.1% are above or equal to 7/11 close (8 days ago), 25.9% are below.
79.1% are above or equal to 7/8 close (9 days ago), 20.9% are below.
88.9% are above or equal to 7/7 close (10 days ago), 11.1% are below.
85.9% are above or equal to 7/6 close (11 days ago), 14.1% are below.
87.5% are above or equal to 7/5 close (12 days ago), 12.5% are below.
84.1% are above or equal to 7/1 close (13 days ago), 15.9% are below.
84.3% are above or equal to 6/30 close (14 days ago), 15.7% are below.
88.8% are above or equal to 6/29 close (15 days ago), 11.2% are below.
93.0% are above or equal to 6/28 close (16 days ago), 7.0% are below.
95.8% are above or equal to 6/27 close (17 days ago), 4.2% are below.
91.6% are above or equal to 6/24 close (18 days ago), 8.4% are below.
69.2% are above or equal to 6/23 close (19 days ago), 30.8% are below.
79.7% are above or equal to 6/22 close (20 days ago), 20.3% 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 10:47 am ET)
20d: 18.5% new highs, 0.6% new lows
21d: 18.2% new highs, 0.6% new lows
42d: 13.0% new highs, 0.4% new lows
63d: 10.3% new highs, 0.3% new lows
126d: 8.8% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160721 10:47 am ET)
2-day: 53.6% above, 46.4% below
3-day: 66.4% above, 33.6% below
4-day: 66.1% above, 33.9% below
5-day: 66.6% above, 33.4% below
8-day: 64.9% above, 35.1% below
10-day: 70.8% above, 29.2% below
20-day: 87.0% above, 13.0% below
50-day: 81.8% above, 18.2% below
200-day: 73.5% above, 26.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160721 10:47 am ET)
META(30): 1.92% Top=FMSA SWC TCK CDE FCX AGI AG NEM ….. CMP CNX FNV STLD CMC CCJ SLCA NUE=Bottom (Metals & Mining)
ENER(88): 0.99% Top=ECA SM WPX MTDR RIG ATW SWN EGN ….. RES VLO COP SE WMB GEL ETE SGY=Bottom (Energy)
MANU(39): 0.89% Top=JOY TEX ATI RYI KMT AGCO CAT CRS ….. XYL HON DOV ROP SWK TKR SNA RS=Bottom (Manufacturing)
DISV(51): 0.55% Top=URI ADS DV MAN AL CAR IILG PRAA ….. FISV SBAC FDC HRB CXW V FLT PCLN=Bottom (Diversified Services)
COHW(44): 0.46% Top=QCOM STX PSTG BBRY VIAV MITL CUDA SMCI ….. VRSN CSCO NSR CIEN GIMO HPQ ADTN PANW=Bottom (Computer Hardware/Telecom)
RETA(63): 0.41% Top=EBAY KMX FIVE AN BBY PAG GME ANF ….. BLDR LOW HD SIG MIK NFLX OLLI TSCO=Bottom (Retail & Specialty Retail)
CONS(54): 0.27% Top=CCK PKG FOSL MAT UA GT SON OI ….. WHR NKE FBHS LULU ECL SHOO LEG SCSS=Bottom (Consumer)
FINA(101): 0.17% Top=HBHC BX CFG WDR RF NTRS COF BBT ….. MBFI AXP IBKR OZRK BK UMPQ EWBC FNB=Bottom (Banks/Financials)
HEAL(55): 0.12% Top=CYH ANTM NXTM AET ABT THC IRWD HCA ….. PKI BDX TMO BAX XRAY INCR BSX ADPT=Bottom (Health)
LEIS(34): 0.08% Top=DPZ GPRO MYCC WYN RCL SEAS PLAY WYNN ….. SHAK DRI CMG SONC BLMN EAT BYD SIX=Bottom (Leisure)
REAL(103): 0.07% Top=LGIH LHO JLL SHO RLGY CBG HST WPG ….. SSS PSA BRX CLI TREE DFT BDN DLR=Bottom (Real Estate)
INSU(30): -0.09% Top=MTG UNM FNF AWH LNC CNO ORI WLTW ….. MMC PGR FAF CLGX CINF PRI TRV AFSI=Bottom (Insurance)
CHEM(26): -0.16% Top=WLK PAH MEOH CF CC POT MOS AXTA ….. AGU FMC IFF CE PPG RPM ALB SHW=Bottom (Chemicals/Fertilizers)
COSW(99): -0.17% Top=MEET ATHM PTC WUBA VMW SQ VIPS WB ….. EA CSOD PAYC CYBR DATA MDSO IMPV PFPT=Bottom (Computer Software/Internet)
MATE(33): -0.21% Top=PHM NCS DY FLR MTZ PWR BCC DAR ….. KBH BECN WM CBPX TOL MAS USG TTS=Bottom (Materials & Construction)
ELEC(48): -0.28% Top=LEDS SWKS CSIQ TSL SPWR FSLR CREE MTSI ….. MRVL QRVO SIMO HIMX MU TER INTC MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(30): -0.75% Top=ALK XPO KNX WERN GWR SWFT CHRW ODFL ….. HA AAL SAVE JBLU UNP UAL DAL 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 10:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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