daytrend

07/21/2016

Filed under: Market Stats — daytrend @ 10:53 am

Market Stats at 11:53 am ET
by daytrend on 20160721. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 929.

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

COMPARED TO YESTERDAY’S RANGE (20160721 11:53 am ET)
16.1% of stocks are above yesterday’s high.
48.3% are above yesterday’s midpoint. (51.7% are below.)
22.0% are below yesterday’s low.
61.9% are inside yesterday’s range.
52.1% of stocks with today’s high > yesterday’s high. (47.9% less than).
35.3% of stocks with today’s low < yesterday’s low. (64.7% greater than).

EVIDENCE OF INTRADAY TREND (20160721 11:53 am ET)
38.9% of stocks are above today’s open. (59.7% are below).
28.2% of stocks are above today’s open and yesterday’s close.
55.1% are below both.
7.2% of stocks opened above yesterday’s high.
39.3% of stocks opened above yesterday’s close. (52.1% opened below yesterday’s close).
7.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160721 11:53 am ET)
2.9% of stocks are in the top 10% of today’s range.
6.9% are in the top 20%.
29.1% are in the top half. 70.9% of stocks are in the bottom half of today’s range.
46.9% are in the bottom 20%.
35.3% are in the bottom 10%.

GAIN (20160721 11:53 am ET)
34.0% of stocks are above yesterday’s close. (66.0% are below.)
1.6% are up 4.5% or more. 0.8% are down 4.5% or more.
2.5% are up 3.5% or more. 1.6% are down 3.5% or more.
69.1% are between +1% and -1%.

RSI on DAILY (20160721 11:53 am ET)
2-day: >=95:6.8%…>=90:11.5%…>=80:20.8%…>=50:49.2%…<=20:16.9%…<=10:9.6%…<=5:4.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:80.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:82.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160721 11:53 am ET)
16.1% above previous 1 highs, 22.0% below previous 1 lows
12.8% above previous 2 highs, 11.7% below previous 2 lows
11.2% above previous 3 highs, 10.4% below previous 3 lows
10.1% above previous 4 highs, 9.8% below previous 4 lows
9.0% above previous 5 highs, 9.4% below previous 5 lows
8.4% above previous 6 highs, 7.6% below previous 6 lows
8.2% above previous 7 highs, 6.7% below previous 7 lows
8.1% above previous 8 highs, 5.1% below previous 8 lows
8.1% above previous 9 highs, 3.3% below previous 9 lows
8.1% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160721 11:53 am ET)
34.0% are above or equal to 7/20 close (1 days ago), 66.0% are below.
57.9% are above or equal to 7/19 close (2 days ago), 42.1% are below.
50.4% are above or equal to 7/18 close (3 days ago), 49.6% are below.
58.3% are above or equal to 7/15 close (4 days ago), 41.7% are below.
53.8% are above or equal to 7/14 close (5 days ago), 46.2% are below.
58.3% are above or equal to 7/13 close (6 days ago), 41.7% are below.
57.3% are above or equal to 7/12 close (7 days ago), 42.7% are below.
69.8% are above or equal to 7/11 close (8 days ago), 30.2% are below.
75.3% are above or equal to 7/8 close (9 days ago), 24.7% are below.
86.7% are above or equal to 7/7 close (10 days ago), 13.3% are below.
83.3% are above or equal to 7/6 close (11 days ago), 16.7% are below.
86.2% are above or equal to 7/5 close (12 days ago), 13.8% are below.
81.7% are above or equal to 7/1 close (13 days ago), 18.3% are below.
83.4% are above or equal to 6/30 close (14 days ago), 16.6% are below.
87.7% are above or equal to 6/29 close (15 days ago), 12.3% are below.
92.7% are above or equal to 6/28 close (16 days ago), 7.3% are below.
95.5% are above or equal to 6/27 close (17 days ago), 4.5% are below.
90.3% are above or equal to 6/24 close (18 days ago), 9.7% are below.
65.9% are above or equal to 6/23 close (19 days ago), 34.1% are below.
77.4% are above or equal to 6/22 close (20 days ago), 22.6% are below.
75.0% are above or equal to 6/21 close (21 days ago), 25.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160721 11:53 am ET)
20d: 20.2% new highs, 0.8% new lows
21d: 19.9% new highs, 0.8% new lows
42d: 14.4% new highs, 0.4% new lows
63d: 11.4% new highs, 0.3% new lows
126d: 9.9% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160721 11:53 am ET)
2-day: 32.5% above, 67.5% below
3-day: 48.2% above, 51.8% below
4-day: 48.2% above, 51.8% below
5-day: 51.6% above, 48.4% below
8-day: 55.7% above, 44.3% below
10-day: 63.7% above, 36.3% below
20-day: 84.7% above, 15.3% below
50-day: 79.8% above, 20.2% below
200-day: 72.9% above, 27.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160721 11:53 am ET)
META(31): 2.21% Top=AG HL CDE SWC AGI BVN TCK FMSA ….. CENX CMP CCJ CNX STLD SLCA CMC NUE=Bottom (Metals & Mining)
DISV(51): 0.14% Top=URI ADS MAN DV RHI INFO IILG AL ….. SCOR SBAC R CXW LDOS PCLN FLT FDC=Bottom (Diversified Services)
REAL(103): 0.05% Top=LGIH LHO HST RLGY SHO PEB CBG JLL ….. STAG CONE CLI GOV BDN DFT SC DLR=Bottom (Real Estate)
MANU(39): 0.04% Top=JOY TEX ATI AGCO CAT CMI KMT CFX ….. HON XYL RYI ITT TKR SWK SNA RS=Bottom (Manufacturing)
LEIS(34): 0.01% Top=DPZ GPRO MYCC WYN HLT RCL MAR SEAS ….. WEN DNKN CCL BYD DRI SONC SIX SHAK=Bottom (Leisure)
ENER(88): -0.01% Top=ECA SM RICE WPX COG NOV EGN ATW ….. COP RES CPE HLX ETE WLL GEL SGY=Bottom (Energy)
RETA(63): -0.03% Top=EBAY KMX BBY PAG AN JCP FIVE GME ….. LOW OLLI MIK NFLX SIG W STMP TSCO=Bottom (Retail & Specialty Retail)
COHW(44): -0.03% Top=QCOM STX PSTG BBRY VIAV MITL CUDA TDS ….. ANET ARRS FNSR CIEN PANW UBNT ADTN GIMO=Bottom (Computer Hardware/Telecom)
HEAL(55): -0.07% Top=CYH ANTM THC AET DGX UHS ABT NXTM ….. XRAY WST ESRX BAX WCG INCR BSX ADPT=Bottom (Health)
CONS(54): -0.24% Top=CCK GT UFS BLL SON HAR UA TUP ….. LEG NKE SEE FBHS GIII LULU SHOO SCSS=Bottom (Consumer)
INSU(30): -0.37% Top=FNF RDN ORI UNM MTG AGO WLTW AWH ….. MMC PRI TRV HIG FAF CINF AFSI CLGX=Bottom (Insurance)
FINA(101): -0.46% Top=HBHC BX CFG WDR RF ARCC CATY KKR ….. AXP SLM GWB OZRK BK EWBC UMPQ FNB=Bottom (Banks/Financials)
MATE(33): -0.56% Top=PHM NCS MDC DY TPH WY AWI DHI ….. FAST CBPX OC SUM MAS MTZ USG TTS=Bottom (Materials & Construction)
CHEM(26): -0.73% Top=PAH WLK MEOH AXTA POT CC DD CF ….. HUN FOE FMC PPG CE RPM ALB SHW=Bottom (Chemicals/Fertilizers)
COSW(99): -0.75% Top=PTC SQ MEET WUBA VIPS VMW ATHM GRUB ….. DATA IMPV CSOD MDSO PAYC PFPT ZEN TDOC=Bottom (Computer Software/Internet)
ELEC(48): -0.92% Top=LEDS SWKS FSLR TRMB NXPI KEYS CSIQ TEL ….. IDTI NVDA SCTY TER MU HIMX INTC MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(30): -1.24% Top=ALK KNX CHRW ODFL XPO WERN KEX JBHT ….. AAL GBX JBLU UAL SAVE UNP 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 11:53 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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