daytrend

07/26/2016

Filed under: Market Stats — daytrend @ 9:09 am

Market Stats at 10:08 am ET
by daytrend on 20160726. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 904.

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

COMPARED TO YESTERDAY’S RANGE (20160726 10:08 am ET)
33.5% of stocks are above yesterday’s high.
65.5% are above yesterday’s midpoint. (34.5% are below.)
8.1% are below yesterday’s low.
58.4% are inside yesterday’s range.
53.1% of stocks with today’s high > yesterday’s high. (46.9% less than).
27.1% of stocks with today’s low < yesterday’s low. (72.9% greater than).

EVIDENCE OF INTRADAY TREND (20160726 10:08 am ET)
71.5% of stocks are above today’s open. (26.7% are below).
63.7% of stocks are above today’s open and yesterday’s close.
18.9% are below both.
11.6% of stocks opened above yesterday’s high.
44.6% of stocks opened above yesterday’s close. (47.3% opened below yesterday’s close).
8.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160726 10:08 am ET)
9.7% of stocks are in the top 10% of today’s range.
25.0% are in the top 20%.
65.3% are in the top half. 34.7% of stocks are in the bottom half of today’s range.
13.4% are in the bottom 20%.
8.0% are in the bottom 10%.

GAIN (20160726 10:08 am ET)
73.2% of stocks are above yesterday’s close. (26.8% are below.)
1.5% are up 4.5% or more. 0.8% are down 4.5% or more.
2.4% are up 3.5% or more. 1.3% are down 3.5% or more.
71.5% are between +1% and -1%.

RSI on DAILY (20160726 10:08 am ET)
2-day: >=95:10.8%…>=90:21.5%…>=80:34.0%…>=50:65.7%…<=20:11.7%…<=10:5.1%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.3%…>=80:5.0%…>=50:77.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:80.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160726 10:08 am ET)
33.5% above previous 1 highs, 8.1% below previous 1 lows
26.9% above previous 2 highs, 5.3% below previous 2 lows
20.5% above previous 3 highs, 3.7% below previous 3 lows
18.5% above previous 4 highs, 3.3% below previous 4 lows
17.7% above previous 5 highs, 2.8% below previous 5 lows
16.5% above previous 6 highs, 2.7% below previous 6 lows
15.7% above previous 7 highs, 2.4% below previous 7 lows
14.8% above previous 8 highs, 2.4% below previous 8 lows
14.6% above previous 9 highs, 2.0% below previous 9 lows
14.4% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160726 10:08 am ET)
73.2% are above or equal to 7/25 close (1 days ago), 26.8% are below.
55.1% are above or equal to 7/22 close (2 days ago), 44.9% are below.
69.4% are above or equal to 7/21 close (3 days ago), 30.6% are below.
57.5% are above or equal to 7/20 close (4 days ago), 42.5% are below.
65.5% are above or equal to 7/19 close (5 days ago), 34.5% are below.
62.1% are above or equal to 7/18 close (6 days ago), 37.9% are below.
64.5% are above or equal to 7/15 close (7 days ago), 35.5% are below.
61.9% are above or equal to 7/14 close (8 days ago), 38.1% are below.
65.2% are above or equal to 7/13 close (9 days ago), 34.8% are below.
66.5% are above or equal to 7/12 close (10 days ago), 33.5% are below.
70.8% are above or equal to 7/11 close (11 days ago), 29.2% are below.
75.7% are above or equal to 7/8 close (12 days ago), 24.3% are below.
84.2% are above or equal to 7/7 close (13 days ago), 15.8% are below.
81.4% are above or equal to 7/6 close (14 days ago), 18.6% are below.
83.2% are above or equal to 7/5 close (15 days ago), 16.8% are below.
80.1% are above or equal to 7/1 close (16 days ago), 19.9% are below.
80.2% are above or equal to 6/30 close (17 days ago), 19.8% are below.
84.2% are above or equal to 6/29 close (18 days ago), 15.8% are below.
88.4% are above or equal to 6/28 close (19 days ago), 11.6% are below.
92.6% are above or equal to 6/27 close (20 days ago), 7.4% are below.
87.1% are above or equal to 6/24 close (21 days ago), 12.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160726 10:08 am ET)
20d: 22.5% new highs, 1.9% new lows
21d: 21.8% new highs, 1.9% new lows
42d: 16.2% new highs, 1.7% new lows
63d: 13.4% new highs, 0.9% new lows
126d: 11.7% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160726 10:08 am ET)
2-day: 70.9% above, 29.1% below
3-day: 61.1% above, 38.9% below
4-day: 65.6% above, 34.4% below
5-day: 64.2% above, 35.8% below
8-day: 64.2% above, 35.8% below
10-day: 65.3% above, 34.7% below
20-day: 78.5% above, 21.5% below
50-day: 78.3% above, 21.7% below
200-day: 73.8% above, 26.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160726 10:08 am ET)
META(30): 1.59% Top=CLF CENX AG X CDE CNX FMSA CMC ….. SCCO TCK AA CMP CCJ TAHO SLW FCX=Bottom (Metals & Mining)
ELEC(48): 1.39% Top=TXN ON AMD CY MU NXPI CRUS MSCC ….. TEL SWKS LRCX HIMX SCTY SNPS MLNX FLEX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(39): 1.20% Top=ATI AOS KMT AGCO CFX DE RYI TKR ….. ITT SNA DDD DHR HON MHK JOY GE=Bottom (Manufacturing)
RETA(62): 1.09% Top=KSS JWN NFLX ASNA JCP W SFM LL ….. BIG OUTR AMZN WSM SIG PAG WFM RH=Bottom (Retail & Specialty Retail)
CONS(53): 0.74% Top=WWW AVY GPK BC SCSS OI PAY PVH ….. MAT CHD VFC ECL WHR HAS UA GIII=Bottom (Consumer)
COHW(40): 0.71% Top=SMCI FNSR LITE WDC SYNA CUDA CIEN BBRY ….. CDW CTL LVLT ZAYO TDS TMUS T VZ=Bottom (Computer Hardware/Telecom)
TRAN(30): 0.64% Top=TRN WAB NAT GBX LUV HA JBLU UAL ….. ALK NSC UPS ODFL DAL UNP CP KSU=Bottom (Transportation)
ENER(84): 0.62% Top=SGY CWEI VLO WNR TSO SN MPC HLX ….. XOM SLB RRC DO WLL SWN ETP EEP=Bottom (Energy)
DISV(51): 0.54% Top=EEFT ATHN AAN YY JEC ACM CAR DV ….. V BAH FLT SERV WOOF MYGN CXW XRS=Bottom (Diversified Services)
INSU(31): 0.36% Top=MTG CNO AFL AWH FNF RDN LNC MET ….. FAF AIG AJG AFSI ALL CINF PGR PRI=Bottom (Insurance)
COSW(96): 0.35% Top=CVLT FIS VIPS MTCH WB BIDU JD PFPT ….. TTWO TWTR ATVI SHOP TEAM MEET CDNS CHKP=Bottom (Computer Software/Internet)
CHEM(24): 0.31% Top=CC APD POT OLN FMC MOS FOE AXTA ….. HUN PPG RPM SHW ALB MEOH EMN CE=Bottom (Chemicals/Fertilizers)
FINA(99): 0.24% Top=YRD EVER NAVI KKR HAWK BK SYF ETFC ….. BEN PBCT CFR JNS WETF FNFG KEY TROW=Bottom (Banks/Financials)
MATE(30): 0.19% Top=MAS AWI FLR SUM NCS EME PWR CBPX ….. WCN TTS WM LEN EXP VMC DY USG=Bottom (Materials & Construction)
HEAL(50): 0.03% Top=BAX INCR IRWD PKI TMO CPHD A ALGN ….. ACHC AMSG WCG AET MOH ANTM EVHC CNC=Bottom (Health)
REAL(102): -0.24% Top=KRC ALLY LGIH BRX ACC DDR SC PEI ….. LPT OHI RLJ AVB SHO HST LHO PEB=Bottom (Real Estate)
LEIS(35): -0.65% Top=LVS WYNN MGM BYD SEAS SBUX EXPE MYCC ….. PNRA DRI EAT SONC CAKE MCD PLAY TXRH=Bottom (Leisure)

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 10:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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