daytrend

07/25/2016

Filed under: Market Stats — daytrend @ 10:49 am

Market Stats at 11:48 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 11:48 am ET)
17.9% of stocks are above yesterday’s high.
52.9% are above yesterday’s midpoint. (47.1% are below.)
20.6% are below yesterday’s low.
61.5% are inside yesterday’s range.
44.3% of stocks with today’s high > yesterday’s high. (55.7% less than).
31.9% of stocks with today’s low < yesterday’s low. (68.1% greater than).

EVIDENCE OF INTRADAY TREND (20160725 11:48 am ET)
36.5% of stocks are above today’s open. (61.9% are below).
28.6% of stocks are above today’s open and yesterday’s close.
58.6% 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 11:48 am ET)
6.9% of stocks are in the top 10% of today’s range.
14.1% are in the top 20%.
37.5% are in the top half. 62.5% of stocks are in the bottom half of today’s range.
26.8% are in the bottom 20%.
14.9% are in the bottom 10%.

GAIN (20160725 11:48 am ET)
33.6% of stocks are above yesterday’s close. (66.4% are below.)
0.6% are up 4.5% or more. 2.4% are down 4.5% or more.
0.8% are up 3.5% or more. 4.8% are down 3.5% or more.
67.9% are between +1% and -1%.

RSI on DAILY (20160725 11:48 am ET)
2-day: >=95:6.7%…>=90:11.6%…>=80:21.7%…>=50:47.0%…<=20:21.7%…<=10:11.2%…<=5:6.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.3%…>=50:74.5%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:77.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160725 11:48 am ET)
17.9% above previous 1 highs, 20.6% below previous 1 lows
12.1% above previous 2 highs, 16.1% below previous 2 lows
11.1% above previous 3 highs, 13.3% below previous 3 lows
10.7% above previous 4 highs, 12.2% below previous 4 lows
10.1% above previous 5 highs, 11.7% below previous 5 lows
9.7% above previous 6 highs, 11.3% below previous 6 lows
9.1% above previous 7 highs, 10.5% below previous 7 lows
8.9% above previous 8 highs, 9.9% below previous 8 lows
8.4% above previous 9 highs, 9.1% below previous 9 lows
8.1% above previous 10 highs, 8.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160725 11:48 am ET)
33.6% are above or equal to 7/22 close (1 days ago), 66.4% are below.
60.1% are above or equal to 7/21 close (2 days ago), 39.9% are below.
44.8% are above or equal to 7/20 close (3 days ago), 55.2% are below.
57.5% are above or equal to 7/19 close (4 days ago), 42.5% are below.
52.8% are above or equal to 7/18 close (5 days ago), 47.2% are below.
57.6% are above or equal to 7/15 close (6 days ago), 42.4% are below.
55.0% are above or equal to 7/14 close (7 days ago), 45.0% are below.
58.4% are above or equal to 7/13 close (8 days ago), 41.6% are below.
59.3% are above or equal to 7/12 close (9 days ago), 40.7% are below.
67.7% are above or equal to 7/11 close (10 days ago), 32.3% are below.
71.9% are above or equal to 7/8 close (11 days ago), 28.1% are below.
82.3% are above or equal to 7/7 close (12 days ago), 17.7% are below.
79.8% are above or equal to 7/6 close (13 days ago), 20.2% are below.
81.7% are above or equal to 7/5 close (14 days ago), 18.3% are below.
79.0% are above or equal to 7/1 close (15 days ago), 21.0% are below.
79.2% are above or equal to 6/30 close (16 days ago), 20.8% are below.
83.4% are above or equal to 6/29 close (17 days ago), 16.6% are below.
87.9% are above or equal to 6/28 close (18 days ago), 12.1% are below.
92.0% are above or equal to 6/27 close (19 days ago), 8.0% are below.
85.5% are above or equal to 6/24 close (20 days ago), 14.5% are below.
64.7% are above or equal to 6/23 close (21 days ago), 35.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160725 11:48 am ET)
20d: 17.4% new highs, 3.0% new lows
21d: 15.7% new highs, 2.8% new lows
42d: 12.8% new highs, 2.3% new lows
63d: 10.3% new highs, 1.7% new lows
126d: 8.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160725 11:48 am ET)
2-day: 31.9% above, 68.1% below
3-day: 48.1% above, 51.9% below
4-day: 47.7% above, 52.3% below
5-day: 51.3% above, 48.7% below
8-day: 53.6% above, 46.4% below
10-day: 56.2% above, 43.8% below
20-day: 79.1% above, 20.9% below
50-day: 77.1% above, 22.9% below
200-day: 72.2% above, 27.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160725 11:48 am ET)
ELEC(47): 0.72% Top=AMD MU LEDS SCTY IDTI MXL AMBA NVDA ….. GRMN MRVL HIMX SPWR FSLR BRKR SIMO KEYS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(62): 0.71% Top=JWN GPS URBN JCP M LB CHS DSW ….. BBBY KMX AMZN CST KR BABA CVS LL=Bottom (Retail & Specialty Retail)
LEIS(34): 0.49% Top=VAC WYNN GPRO LVS SHAK BLMN SONC EAT ….. BYD ARMK CMG SIX EXPE MCD QSR HLT=Bottom (Leisure)
COHW(40): 0.46% Top=LITE SMCI UBNT PANW GIMO BBRY SYNA INFN ….. T BCE OLED LVLT ZAYO CCI QCOM HRS=Bottom (Computer Hardware/Telecom)
MATE(32): 0.08% Top=NCS TTS EXP AWI MAS LEN TOL OC ….. FAST WCN BECN RSG FLR DAR VMC SRCL=Bottom (Materials & Construction)
COSW(97): 0.05% Top=MEET CYBR ATHM LXFT FTNT ATVI VMW SQ ….. N CVT JD MANH YHOO DATA WB BITA=Bottom (Computer Software/Internet)
INSU(30): -0.05% Top=MTG RDN AGO AWH AJG CNO BRO PRI ….. L CLGX LNC ORI MET PRU HIG AFSI=Bottom (Insurance)
CONS(52): -0.20% Top=LULU FOSL PAY SCSS COH BERY WHR RL ….. BMS KS WRK CLX TPX SKX UFS KMB=Bottom (Consumer)
DISV(51): -0.23% Top=YY AAN IILG CAR EEFT CXW SSTK FDC ….. V ATHN ALLE RRD ZG PCLN GATX SERV=Bottom (Diversified Services)
FINA(99): -0.38% Top=BX HAWK PYPL WETF ARCC FRC CFG BOFI ….. KKR SBNY SEIC NAVI TCBI OZRK YRD ETFC=Bottom (Banks/Financials)
REAL(101): -0.47% Top=RLGY DRH LGIH CBL LHO PEI TREE ESRT ….. AMT PSA DFT SSS CUBE EXR SBRA SC=Bottom (Real Estate)
CHEM(25): -0.60% Top=OLN ALB SHW AXTA MOS MON EMN HUN ….. POT RPM PPG CE AGU CC PAH MEOH=Bottom (Chemicals/Fertilizers)
MANU(39): -0.68% Top=TEX ZBRA LECO BDC GGG ATI HON DCI ….. CAT RS KMT GE RYI AGCO DE ROP=Bottom (Manufacturing)
HEAL(53): -0.91% Top=ZLTQ ADPT NUVA STJ DVA HLS OPK ABT ….. CPHD CYH ANTM AET IRWD PODD EVHC AMSG=Bottom (Health)
TRAN(31): -1.29% Top=ALK CNI UPS CSX EXPD DAL NSC CHRW ….. NAT LUV WERN GBX BRS TRN KEX WAB=Bottom (Transportation)
ENER(86): -2.55% Top=CWEI ETP MMP SXL OKS SE BPL PAA ….. CRZO SM REN OAS SPN WLL EGN FET=Bottom (Energy)
META(30): -2.62% Top=STLD CNX X SCCO CLF NUE AA CCJ ….. SSRI AEM SLCA CDE AG PAAS 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 11:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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