daytrend

07/25/2016

Filed under: Market Stats — daytrend @ 1:55 pm

Market Stats at 2:55 pm 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 2:55 pm ET)
21.6% of stocks are above yesterday’s high.
57.6% are above yesterday’s midpoint. (42.4% are below.)
19.9% are below yesterday’s low.
58.5% are inside yesterday’s range.
48.3% of stocks with today’s high > yesterday’s high. (51.7% less than).
34.2% of stocks with today’s low < yesterday’s low. (65.8% greater than).

EVIDENCE OF INTRADAY TREND (20160725 2:55 pm ET)
44.2% of stocks are above today’s open. (54.6% are below).
34.1% of stocks are above today’s open and yesterday’s close.
49.9% 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 2:55 pm ET)
12.8% of stocks are in the top 10% of today’s range.
21.3% are in the top 20%.
47.7% are in the top half. 52.3% of stocks are in the bottom half of today’s range.
16.9% are in the bottom 20%.
7.9% are in the bottom 10%.

GAIN (20160725 2:55 pm ET)
39.8% of stocks are above yesterday’s close. (60.2% are below.)
0.7% are up 4.5% or more. 3.0% are down 4.5% or more.
1.3% are up 3.5% or more. 4.6% are down 3.5% or more.
65.6% are between +1% and -1%.

RSI on DAILY (20160725 2:55 pm ET)
2-day: >=95:9.8%…>=90:16.1%…>=80:26.6%…>=50:52.1%…<=20:20.0%…<=10:10.8%…<=5:6.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.4%…>=50:75.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:77.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160725 2:55 pm ET)
21.6% above previous 1 highs, 19.9% below previous 1 lows
14.9% above previous 2 highs, 16.4% below previous 2 lows
13.3% above previous 3 highs, 12.9% below previous 3 lows
12.8% above previous 4 highs, 11.9% below previous 4 lows
11.9% above previous 5 highs, 11.1% below previous 5 lows
11.0% above previous 6 highs, 10.9% below previous 6 lows
10.9% above previous 7 highs, 10.7% below previous 7 lows
10.5% above previous 8 highs, 10.0% below previous 8 lows
10.2% above previous 9 highs, 9.5% below previous 9 lows
10.1% above previous 10 highs, 8.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160725 2:55 pm ET)
39.8% are above or equal to 7/22 close (1 days ago), 60.2% are below.
63.4% are above or equal to 7/21 close (2 days ago), 36.6% are below.
48.0% are above or equal to 7/20 close (3 days ago), 52.0% are below.
60.0% are above or equal to 7/19 close (4 days ago), 40.0% are below.
54.8% are above or equal to 7/18 close (5 days ago), 45.2% are below.
59.3% are above or equal to 7/15 close (6 days ago), 40.7% are below.
58.0% are above or equal to 7/14 close (7 days ago), 42.0% are below.
59.8% are above or equal to 7/13 close (8 days ago), 40.2% are below.
60.7% are above or equal to 7/12 close (9 days ago), 39.3% are below.
69.2% are above or equal to 7/11 close (10 days ago), 30.8% are below.
73.0% are above or equal to 7/8 close (11 days ago), 27.0% are below.
83.1% are above or equal to 7/7 close (12 days ago), 16.9% are below.
79.9% are above or equal to 7/6 close (13 days ago), 20.1% are below.
82.2% are above or equal to 7/5 close (14 days ago), 17.8% are below.
79.2% are above or equal to 7/1 close (15 days ago), 20.8% are below.
79.6% are above or equal to 6/30 close (16 days ago), 20.4% are below.
83.6% are above or equal to 6/29 close (17 days ago), 16.4% are below.
88.1% are above or equal to 6/28 close (18 days ago), 11.9% are below.
92.3% are above or equal to 6/27 close (19 days ago), 7.7% are below.
85.7% are above or equal to 6/24 close (20 days ago), 14.3% are below.
65.7% are above or equal to 6/23 close (21 days ago), 34.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160725 2:55 pm ET)
20d: 19.1% new highs, 3.3% new lows
21d: 17.6% new highs, 3.1% new lows
42d: 14.3% new highs, 2.5% new lows
63d: 11.6% new highs, 1.8% new lows
126d: 9.8% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160725 2:55 pm ET)
2-day: 38.8% above, 61.2% below
3-day: 54.7% above, 45.3% below
4-day: 50.5% above, 49.5% below
5-day: 54.9% above, 45.1% below
8-day: 55.8% above, 44.2% below
10-day: 58.9% above, 41.1% below
20-day: 79.4% above, 20.6% below
50-day: 76.2% above, 23.8% below
200-day: 72.6% above, 27.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160725 2:55 pm ET)
ELEC(47): 0.92% Top=AMD MU SCTY MXL AMBA IDTI NVDA LEDS ….. HIMX APH FSLR NXPI MRVL GRMN BRKR KEYS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(62): 0.83% Top=JWN DSW LB GPS STMP M URBN JCP ….. BBBY W KR AMZN CST BABA LL CVS=Bottom (Retail & Specialty Retail)
LEIS(34): 0.66% Top=BWLD VAC GPRO BLMN WYNN SONC EAT LVS ….. DPZ SIX WYN CMG QSR MCD BYD HLT=Bottom (Leisure)
COHW(40): 0.52% Top=LITE UBNT INFN SYNA SMCI BBRY PANW CUDA ….. TMUS QCOM HRS LVLT ZAYO AAPL SSYS CCI=Bottom (Computer Hardware/Telecom)
MATE(32): 0.34% Top=NCS EXP TTS AWI MAS LEN OC TOL ….. MTZ BECN RSG FAST WCN DHI SRCL VMC=Bottom (Materials & Construction)
COSW(97): 0.27% Top=LXFT MEET ATHM NTES CHKP CYBR YELP SSNC ….. N PTC ADBE YHOO BITA DATA MANH WB=Bottom (Computer Software/Internet)
CONS(52): 0.14% Top=FOSL UA LULU BERY OI WHR RL COH ….. BMS KS AVY GT CLX UFS KMB SKX=Bottom (Consumer)
DISV(51): -0.07% Top=YY AAN XRS MYGN IILG SSTK CXW AHS ….. DV RRD MA ATHN V SERV INFO GATX=Bottom (Diversified Services)
INSU(30): -0.16% Top=MTG RDN AJG AGO BRO CNO TRV FNF ….. TMK FAF LNC PRI CLGX HIG ORI AFSI=Bottom (Insurance)
REAL(101): -0.19% Top=PEI LGIH CBL RLGY LHO ESRT ALLY LPT ….. MGP BAM CUZ SSS EXR DFT SBRA SC=Bottom (Real Estate)
CHEM(25): -0.24% Top=AXTA ALB OLN CF MOS SHW DD HUN ….. AGU FOE FMC RPM PPG PAH CC MEOH=Bottom (Chemicals/Fertilizers)
FINA(99): -0.38% Top=FRC CFG ARCC PYPL BOFI BX SIVB NDAQ ….. SEIC SBNY EWBC SYF BEN OZRK YRD ETFC=Bottom (Banks/Financials)
MANU(39): -0.60% Top=LECO TEX BWXT ZBRA SWK GGG BDC DCI ….. PNR DDD KMT GE DE AGCO ROP RYI=Bottom (Manufacturing)
HEAL(53): -0.68% Top=ZLTQ NUVA ADPT HLS ABT STJ EW HOLX ….. ABMD ESRX STE AET ANTM PODD EVHC AMSG=Bottom (Health)
TRAN(31): -1.57% Top=ALK NSC CNI DAL ODFL UPS FDX CSX ….. HA BRS GBX KNX WERN TRN WAB KEX=Bottom (Transportation)
ENER(86): -2.66% Top=CWEI WNR DK VLO SWN HFC BPL RRC ….. EGN WLL OII SPN FET OAS REN HLX=Bottom (Energy)
META(30): -2.91% Top=CNX STLD X SCCO NUE AA CLF CCJ ….. BVN PAAS AG AEM SSRI TAHO FMSA SLCA=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 2:55 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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