daytrend

07/26/2016

Filed under: Market Stats — daytrend @ 9:52 am

Market Stats at 10:51 am ET
by daytrend on 20160726. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 903.

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

COMPARED TO YESTERDAY’S RANGE (20160726 10:51 am ET)
34.6% of stocks are above yesterday’s high.
65.2% are above yesterday’s midpoint. (34.8% are below.)
10.4% are below yesterday’s low.
55.0% are inside yesterday’s range.
58.3% of stocks with today’s high > yesterday’s high. (41.7% less than).
29.7% of stocks with today’s low < yesterday’s low. (70.3% greater than).

EVIDENCE OF INTRADAY TREND (20160726 10:51 am ET)
68.9% of stocks are above today’s open. (29.2% are below).
61.6% of stocks are above today’s open and yesterday’s close.
23.6% 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).
8.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160726 10:51 am ET)
11.8% of stocks are in the top 10% of today’s range.
25.1% are in the top 20%.
59.8% are in the top half. 40.2% of stocks are in the bottom half of today’s range.
16.3% are in the bottom 20%.
10.3% are in the bottom 10%.

GAIN (20160726 10:51 am ET)
68.8% of stocks are above yesterday’s close. (31.2% are below.)
1.8% are up 4.5% or more. 0.9% are down 4.5% or more.
2.9% are up 3.5% or more. 1.6% are down 3.5% or more.
67.3% are between +1% and -1%.

RSI on DAILY (20160726 10:51 am ET)
2-day: >=95:11.0%…>=90:20.2%…>=80:33.8%…>=50:64.9%…<=20:13.1%…<=10:5.9%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.7%…>=50:76.5%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:79.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160726 10:51 am ET)
34.6% above previous 1 highs, 10.4% below previous 1 lows
27.7% above previous 2 highs, 6.1% below previous 2 lows
19.8% above previous 3 highs, 4.4% below previous 3 lows
18.5% above previous 4 highs, 4.2% below previous 4 lows
17.7% above previous 5 highs, 3.5% below previous 5 lows
16.5% above previous 6 highs, 3.4% below previous 6 lows
14.8% above previous 7 highs, 3.2% below previous 7 lows
13.7% above previous 8 highs, 3.2% below previous 8 lows
13.3% above previous 9 highs, 2.8% below previous 9 lows
13.3% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160726 10:51 am ET)
68.8% are above or equal to 7/25 close (1 days ago), 31.2% are below.
54.2% are above or equal to 7/22 close (2 days ago), 45.8% are below.
69.4% are above or equal to 7/21 close (3 days ago), 30.6% are below.
57.6% are above or equal to 7/20 close (4 days ago), 42.4% are below.
63.7% are above or equal to 7/19 close (5 days ago), 36.3% are below.
61.0% are above or equal to 7/18 close (6 days ago), 39.0% are below.
63.6% are above or equal to 7/15 close (7 days ago), 36.4% are below.
61.4% are above or equal to 7/14 close (8 days ago), 38.6% are below.
64.3% are above or equal to 7/13 close (9 days ago), 35.7% are below.
66.0% are above or equal to 7/12 close (10 days ago), 34.0% are below.
70.2% are above or equal to 7/11 close (11 days ago), 29.8% are below.
74.8% are above or equal to 7/8 close (12 days ago), 25.2% are below.
84.5% are above or equal to 7/7 close (13 days ago), 15.5% are below.
80.4% are above or equal to 7/6 close (14 days ago), 19.6% are below.
82.7% are above or equal to 7/5 close (15 days ago), 17.3% are below.
79.3% are above or equal to 7/1 close (16 days ago), 20.7% are below.
79.8% are above or equal to 6/30 close (17 days ago), 20.2% are below.
84.5% are above or equal to 6/29 close (18 days ago), 15.5% are below.
88.6% are above or equal to 6/28 close (19 days ago), 11.4% are below.
93.1% are above or equal to 6/27 close (20 days ago), 6.9% are below.
87.0% are above or equal to 6/24 close (21 days ago), 13.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160726 10:51 am ET)
20d: 24.7% new highs, 1.9% new lows
21d: 24.3% new highs, 1.9% new lows
42d: 17.7% new highs, 1.7% new lows
63d: 14.6% new highs, 0.9% new lows
126d: 13.0% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160726 10:51 am ET)
2-day: 67.9% above, 32.1% below
3-day: 61.0% above, 39.0% below
4-day: 65.2% above, 34.8% below
5-day: 62.3% above, 37.7% below
8-day: 63.6% above, 36.4% below
10-day: 64.5% above, 35.5% below
20-day: 78.5% above, 21.5% below
50-day: 78.5% above, 21.5% below
200-day: 73.5% above, 26.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160726 10:51 am ET)
META(30): 2.15% Top=CLF X SWC AG CDE CNX ABX SSRI ….. CCJ FNV TCK AA SLW TAHO CMP FCX=Bottom (Metals & Mining)
MANU(39): 1.44% Top=ATI RYI KMT AOS CFX CAT AGCO TKR ….. DDD SNA DHR HON IR JOY MHK GE=Bottom (Manufacturing)
ELEC(48): 1.32% Top=TXN AMD ON MU CY NXPI MCHP MSCC ….. TEL QLGC JBL SNPS MLNX SCTY CAVM FLEX=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(30): 1.01% Top=JBLU WAB TRN SAVE HA LUV GBX UAL ….. NSC UPS UNP CP BRS DAL CNI KSU=Bottom (Transportation)
RETA(62): 0.94% Top=NFLX JWN KSS W GPS JCP ASNA ANF ….. PAG BABA CPRT WFM AMZN BIG WSM RH=Bottom (Retail & Specialty Retail)
COHW(40): 0.74% Top=SMCI FNSR WDC LITE SYNA STX UBNT INFN ….. CCI ZAYO CTL TMUS LVLT CDW T VZ=Bottom (Computer Hardware/Telecom)
CONS(53): 0.73% Top=WWW AVY OI HAR BC GPK SCSS BERY ….. CLX TUP PG VFC WHR CHD UA GIII=Bottom (Consumer)
DISV(51): 0.56% Top=EEFT ATHN ZG LDOS AAN DV ACM URI ….. GATX INFO SBAC MCO XRS WOOF CXW V=Bottom (Diversified Services)
ENER(83): 0.53% Top=SGY CWEI WNR MPC PBF DVN LPI HFC ….. WLL PAA OII SWN SLB DO EEP SPN=Bottom (Energy)
CHEM(24): 0.49% Top=CC POT MOS OLN HUN FMC CF AXTA ….. PPG MON RPM SHW MEOH ALB EMN CE=Bottom (Chemicals/Fertilizers)
FINA(99): 0.41% Top=YRD EVER RF KKR ZION BK HAWK PYPL ….. EFX NSAM EV KEY WDR BEN WETF TROW=Bottom (Banks/Financials)
COSW(96): 0.41% Top=CVLT FIS VIPS CYBR MTCH TWOU WB NTES ….. CVT MEET TTWO NUAN TDOC ATVI CHKP CDNS=Bottom (Computer Software/Internet)
HEAL(50): 0.27% Top=INCR BAX BKD IRWD CYH CPHD PODD THC ….. LH SYK AMSG NUVA AET EVHC ADPT CNC=Bottom (Health)
INSU(31): 0.18% Top=RDN MTG LNC CNO PRU AXS MET L ….. FAF CINF TMK XL AJG AFSI PGR CLGX=Bottom (Insurance)
MATE(30): 0.08% Top=MAS AWI SUM FLR PWR DAR TOL TTS ….. WM RSG PHM EXP VMC LEN DY USG=Bottom (Materials & Construction)
REAL(102): -0.34% Top=KRC ALLY SC CUZ NLY DDR STWD CLNY ….. TREE LPT SHO RLJ DRH HST LHO PEB=Bottom (Real Estate)
LEIS(35): -0.90% Top=WYNN LVS MGM BYD SBUX SEAS GPRO WYN ….. DNKN DRI PNRA SONC MCD CAKE 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 10:51 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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