daytrend

07/22/2016

Filed under: Market Stats — daytrend @ 1:13 pm

Market Stats at 2:12 pm ET
by daytrend on 20160722. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160722 2:12 pm ET)
29.7% of stocks are above yesterday’s high.
59.3% are above yesterday’s midpoint. (40.7% are below.)
11.3% are below yesterday’s low.
59.0% are inside yesterday’s range.
39.4% of stocks with today’s high > yesterday’s high. (60.6% less than).
47.0% of stocks with today’s low < yesterday’s low. (53.0% greater than).

EVIDENCE OF INTRADAY TREND (20160722 2:12 pm ET)
69.6% of stocks are above today’s open. (28.2% are below).
65.2% of stocks are above today’s open and yesterday’s close.
20.5% are below both.
4.5% of stocks opened above yesterday’s high.
54.6% of stocks opened above yesterday’s close. (39.3% opened below yesterday’s close).
7.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160722 2:12 pm ET)
25.0% of stocks are in the top 10% of today’s range.
47.0% are in the top 20%.
82.9% are in the top half. 17.1% of stocks are in the bottom half of today’s range.
4.8% are in the bottom 20%.
1.8% are in the bottom 10%.

GAIN (20160722 2:12 pm ET)
74.8% of stocks are above yesterday’s close. (25.2% are below.)
1.9% are up 4.5% or more. 1.1% are down 4.5% or more.
2.9% are up 3.5% or more. 1.4% are down 3.5% or more.
60.8% are between +1% and -1%.

RSI on DAILY (20160722 2:12 pm ET)
2-day: >=95:11.0%…>=90:20.2%…>=80:31.9%…>=50:66.8%…<=20:12.0%…<=10:6.6%…<=5:4.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.4%…>=50:79.9%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:81.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160722 2:12 pm ET)
29.7% above previous 1 highs, 11.3% below previous 1 lows
23.2% above previous 2 highs, 6.8% below previous 2 lows
21.5% above previous 3 highs, 6.3% below previous 3 lows
20.0% above previous 4 highs, 5.6% below previous 4 lows
18.9% above previous 5 highs, 5.3% below previous 5 lows
16.9% above previous 6 highs, 5.0% below previous 6 lows
16.0% above previous 7 highs, 4.3% below previous 7 lows
15.2% above previous 8 highs, 4.2% below previous 8 lows
14.6% above previous 9 highs, 3.4% below previous 9 lows
14.6% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160722 2:12 pm ET)
74.8% are above or equal to 7/21 close (1 days ago), 25.2% are below.
53.4% are above or equal to 7/20 close (2 days ago), 46.6% are below.
66.3% are above or equal to 7/19 close (3 days ago), 33.7% are below.
58.0% are above or equal to 7/18 close (4 days ago), 42.0% are below.
62.9% are above or equal to 7/15 close (5 days ago), 37.1% are below.
60.3% are above or equal to 7/14 close (6 days ago), 39.7% are below.
64.7% are above or equal to 7/13 close (7 days ago), 35.3% are below.
63.3% are above or equal to 7/12 close (8 days ago), 36.7% are below.
72.4% are above or equal to 7/11 close (9 days ago), 27.6% are below.
77.0% are above or equal to 7/8 close (10 days ago), 23.0% are below.
86.7% are above or equal to 7/7 close (11 days ago), 13.3% are below.
84.3% are above or equal to 7/6 close (12 days ago), 15.7% are below.
86.2% are above or equal to 7/5 close (13 days ago), 13.8% are below.
82.1% are above or equal to 7/1 close (14 days ago), 17.9% are below.
82.5% are above or equal to 6/30 close (15 days ago), 17.5% are below.
86.4% are above or equal to 6/29 close (16 days ago), 13.6% are below.
91.5% are above or equal to 6/28 close (17 days ago), 8.5% are below.
94.6% are above or equal to 6/27 close (18 days ago), 5.4% are below.
89.0% are above or equal to 6/24 close (19 days ago), 11.0% are below.
66.4% are above or equal to 6/23 close (20 days ago), 33.6% are below.
76.9% are above or equal to 6/22 close (21 days ago), 23.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160722 2:12 pm ET)
20d: 17.5% new highs, 1.4% new lows
21d: 17.4% new highs, 1.4% new lows
42d: 13.8% new highs, 1.0% new lows
63d: 11.9% new highs, 0.8% new lows
126d: 10.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160722 2:12 pm ET)
2-day: 73.2% above, 26.8% below
3-day: 62.2% above, 37.8% below
4-day: 65.8% above, 34.2% below
5-day: 62.9% above, 37.1% below
8-day: 64.1% above, 35.9% below
10-day: 66.3% above, 33.7% below
20-day: 84.7% above, 15.3% below
50-day: 79.4% above, 20.6% below
200-day: 73.2% above, 26.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160722 2:12 pm ET)
TRAN(30): 2.10% Top=SWFT HA KNX WERN TRN AAL ODFL SAVE ….. CSX UPS CNI CP KSU NAT ALK NSC=Bottom (Transportation)
LEIS(34): 1.25% Top=CMG BWLD TXRH SHAK CAKE JACK YUM WEN ….. EXPE ARMK MYCC MGM SIX VAC BYD GPRO=Bottom (Leisure)
COHW(40): 1.12% Top=GIMO SYNA PANW TDS LITE JNPR TMUS QCOM ….. VIAV CSCO COMM SSYS CDW BCE ARRS AAPL=Bottom (Computer Hardware/Telecom)
COSW(97): 1.03% Top=PFPT SINA DATA N SQ CYBR CSOD FTNT ….. JD NTES VIPS LXFT TWTR CVT BITA MEET=Bottom (Computer Software/Internet)
REAL(101): 1.03% Top=LHO DLR RLJ DFT PEB TREE SHO SBRA ….. LGIH MGP BXMT DDR ALLY WPG NRF SC=Bottom (Real Estate)
INSU(30): 0.77% Top=HIG MTG FNF FAF CNO PGR AWH AON ….. TRV PRU TMK PRI MET LNC AFL RDN=Bottom (Insurance)
FINA(99): 0.74% Top=HAWK TCB ASB SLM BXS ETFC WETF MTB ….. OMF WDR SYF BMO SIVB COF STI PYPL=Bottom (Banks/Financials)
RETA(62): 0.55% Top=STMP KAR FIVE SIG CST TSCO SFM WFM ….. PAG M GME JWN ANF RH ASNA LL=Bottom (Retail & Specialty Retail)
DISV(51): 0.48% Top=CAR URI R HCSG KFY LDOS EEFT ULTA ….. JEC SERV PCLN KBR AL MYGN ACM INFO=Bottom (Diversified Services)
HEAL(53): 0.45% Top=DXCM CNC IRWD BKD ANTM AET ALGN AMSG ….. INCR NUVA CYH ACHC ZBH BDX ADPT SYK=Bottom (Health)
MATE(32): 0.45% Top=MAS PHM TTS EXP MLM BECN CBPX VMC ….. TPH KBH LEN PWR MTZ WCN DHI FLR=Bottom (Materials & Construction)
ELEC(46): 0.19% Top=LEDS MRVL NVDA NXPI TSL KEYS QRVO TXN ….. TRMB FSLR BRKR MLNX FLEX SPWR SIMO SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(39): 0.17% Top=RYI SWK ZBRA SNA KMT TKR DCI PNR ….. ITT CFX CAT DOV AGCO GE HON DE=Bottom (Manufacturing)
META(31): 0.02% Top=FMSA X NEM SWC SLCA STLD CDE ABX ….. CENX TCK AG CCJ SSRI TAHO FCX AGI=Bottom (Metals & Mining)
CONS(52): -0.14% Top=WHR SCSS TPX KATE BMS FL NWL ENR ….. KS LULU HAS VFC COTY HAR WWW SKX=Bottom (Consumer)
ENER(87): -0.18% Top=SWN REN CWEI HLX ETP RICE WNR SLB ….. OAS WLL ATW FTI OII RDC RIG GEL=Bottom (Energy)
CHEM(25): -1.42% Top=GPRE ALB DOW DD AXTA SHW FMC APD ….. POT MEOH MOS PAH WLK CF CC OLN=Bottom (Chemicals/Fertilizers)

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 2:12 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: