daytrend

07/25/2016

Filed under: Market Stats — daytrend @ 9:16 am

Market Stats at 10:16 am ET
by daytrend on 20160725. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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

COMPARED TO YESTERDAY’S RANGE (20160725 10:16 am ET)
13.1% of stocks are above yesterday’s high.
53.1% are above yesterday’s midpoint. (46.9% are below.)
17.8% are below yesterday’s low.
69.1% are inside yesterday’s range.
40.5% of stocks with today’s high > yesterday’s high. (59.5% less than).
25.6% of stocks with today’s low < yesterday’s low. (74.4% greater than).

EVIDENCE OF INTRADAY TREND (20160725 10:16 am ET)
33.1% of stocks are above today’s open. (65.1% are below).
23.2% of stocks are above today’s open and yesterday’s close.
59.4% are below both.
7.4% of stocks opened above yesterday’s high.
31.7% of stocks opened above yesterday’s close. (61.7% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160725 10:16 am ET)
2.4% of stocks are in the top 10% of today’s range.
6.1% are in the top 20%.
29.0% are in the top half. 71.0% of stocks are in the bottom half of today’s range.
43.8% are in the bottom 20%.
29.2% are in the bottom 10%.

GAIN (20160725 10:16 am ET)
30.0% of stocks are above yesterday’s close. (70.0% are below.)
0.6% are up 4.5% or more. 1.0% are down 4.5% or more.
0.6% are up 3.5% or more. 2.6% are down 3.5% or more.
73.4% are between +1% and -1%.

RSI on DAILY (20160725 10:16 am ET)
2-day: >=95:6.6%…>=90:12.0%…>=80:20.5%…>=50:46.1%…<=20:21.0%…<=10:11.6%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.6%…>=50:75.1%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:77.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160725 10:16 am ET)
13.1% above previous 1 highs, 17.8% below previous 1 lows
9.1% above previous 2 highs, 14.4% below previous 2 lows
7.8% above previous 3 highs, 11.1% below previous 3 lows
7.6% above previous 4 highs, 9.8% below previous 4 lows
7.2% above previous 5 highs, 9.1% below previous 5 lows
6.7% above previous 6 highs, 9.0% below previous 6 lows
5.6% above previous 7 highs, 8.6% below previous 7 lows
5.4% above previous 8 highs, 7.9% below previous 8 lows
5.3% above previous 9 highs, 7.6% below previous 9 lows
5.3% above previous 10 highs, 6.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160725 10:16 am ET)
30.0% are above or equal to 7/22 close (1 days ago), 70.0% are below.
60.6% are above or equal to 7/21 close (2 days ago), 39.4% are below.
44.9% are above or equal to 7/20 close (3 days ago), 55.1% are below.
57.3% are above or equal to 7/19 close (4 days ago), 42.7% are below.
52.4% are above or equal to 7/18 close (5 days ago), 47.6% are below.
57.3% are above or equal to 7/15 close (6 days ago), 42.7% are below.
55.4% are above or equal to 7/14 close (7 days ago), 44.6% are below.
59.8% are above or equal to 7/13 close (8 days ago), 40.2% are below.
59.8% are above or equal to 7/12 close (9 days ago), 40.2% are below.
68.0% are above or equal to 7/11 close (10 days ago), 32.0% are below.
72.9% are above or equal to 7/8 close (11 days ago), 27.1% are below.
82.7% are above or equal to 7/7 close (12 days ago), 17.3% are below.
80.6% are above or equal to 7/6 close (13 days ago), 19.4% are below.
82.2% are above or equal to 7/5 close (14 days ago), 17.8% are below.
78.8% are above or equal to 7/1 close (15 days ago), 21.2% are below.
80.0% are above or equal to 6/30 close (16 days ago), 20.0% are below.
84.6% are above or equal to 6/29 close (17 days ago), 15.4% are below.
88.1% are above or equal to 6/28 close (18 days ago), 11.9% are below.
93.2% are above or equal to 6/27 close (19 days ago), 6.8% are below.
85.5% are above or equal to 6/24 close (20 days ago), 14.5% are below.
64.9% are above or equal to 6/23 close (21 days ago), 35.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160725 10:16 am ET)
20d: 15.3% new highs, 2.0% new lows
21d: 13.9% new highs, 1.9% new lows
42d: 11.4% new highs, 1.8% new lows
63d: 9.6% new highs, 1.3% new lows
126d: 8.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160725 10:16 am ET)
2-day: 28.7% above, 71.3% below
3-day: 48.8% above, 51.2% below
4-day: 45.7% above, 54.3% below
5-day: 50.5% above, 49.5% below
8-day: 53.5% above, 46.5% below
10-day: 55.8% above, 44.2% below
20-day: 79.6% above, 20.4% below
50-day: 76.8% above, 23.2% below
200-day: 72.5% above, 27.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160725 10:16 am ET)
RETA(62): 0.37% Top=LB GPS URBN JCP CHS JWN WFM RH ….. KR SIG GNC GME CST BABA CVS LL=Bottom (Retail & Specialty Retail)
ELEC(47): 0.33% Top=MU AMD SCTY LEDS FIT MLNX IDTI CY ….. MRVL CRUS CSIQ SIMO SPWR FSLR BRKR KEYS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(40): 0.26% Top=LITE SYNA INFN UBNT BBRY SMCI CIEN ANET ….. NTAP AAPL COMM OLED LVLT CCI HRS QCOM=Bottom (Computer Hardware/Telecom)
LEIS(34): 0.16% Top=GPRO WYNN VAC LVS CCL SONC BWLD DRI ….. SEAS ARMK SIX MCD EXPE QSR HLT CMG=Bottom (Leisure)
MATE(32): -0.01% Top=EXP PHM TTS KBH NCS EME LEN MAS ….. FAST CAA WCN RSG MTZ FLR DY PWR=Bottom (Materials & Construction)
INSU(30): -0.17% Top=MTG RDN PRI AGO XL AJG BRO AWH ….. TMK FAF CLGX LNC AFSI PRU MET HIG=Bottom (Insurance)
DISV(51): -0.19% Top=YY XRS SSTK URI CXW IILG FDC EEFT ….. DV ZG ALLE ATHN INFO AHS PCLN SERV=Bottom (Diversified Services)
REAL(101): -0.20% Top=RLGY PEB LHO TREE SHO COR LGIH ROIC ….. VER BAM DFT SSS EXR CUBE SBRA SC=Bottom (Real Estate)
COSW(97): -0.25% Top=MEET CYBR LXFT ATVI SSNC HPE VMW ATHM ….. GRUB BIDU CVT MANH YHOO DATA BITA WB=Bottom (Computer Software/Internet)
CONS(52): -0.30% Top=FOSL ENR LULU COTY GT PAY KATE BERY ….. VFC WRK EPC BMS MAT UA TPX KMB=Bottom (Consumer)
FINA(99): -0.39% Top=BX PYPL HAWK COF WETF BOFI RJF ARCC ….. TCBI KEY KKR STT TCB OZRK YRD ETFC=Bottom (Banks/Financials)
CHEM(25): -0.74% Top=AXTA SHW ALB PX MON FMC APD CC ….. PPG WLK GPRE POT CE PAH CF MEOH=Bottom (Chemicals/Fertilizers)
HEAL(53): -0.79% Top=ZLTQ HOLX NUVA ADPT STJ EW GMED ABT ….. UHS MOH ESRX AET EVHC AMSG ANTM PODD=Bottom (Health)
MANU(39): -0.84% Top=DCI SWK BDC HON ATI JOY ZBRA RS ….. RXN FLS DOV GE KMT DE AGCO ROP=Bottom (Manufacturing)
TRAN(31): -1.40% Top=ALK UPS FDX CHRW EXPD CNI CSX UNP ….. KNX LUV AAL WERN BRS TRN WAB KEX=Bottom (Transportation)
ENER(86): -1.80% Top=CWEI SWN HFC SLB GEL SE BPL ETP ….. CRZO SPN OII OAS FET MTDR REN WLL=Bottom (Energy)
META(30): -2.43% Top=STLD NUE X CNX CCJ CMC AA SCCO ….. AEM ABX SSRI CDE PAAS AG TAHO FMSA=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 10:16 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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