daytrend

07/26/2016

Filed under: Market Stats — daytrend @ 1:33 pm

Market Stats at 2:33 pm ET
by daytrend on 20160726. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 906.

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

COMPARED TO YESTERDAY’S RANGE (20160726 2:33 pm ET)
37.0% of stocks are above yesterday’s high.
63.5% are above yesterday’s midpoint. (36.5% are below.)
15.7% are below yesterday’s low.
47.4% are inside yesterday’s range.
62.5% of stocks with today’s high > yesterday’s high. (37.5% less than).
41.6% of stocks with today’s low < yesterday’s low. (58.4% greater than).

EVIDENCE OF INTRADAY TREND (20160726 2:33 pm ET)
66.1% of stocks are above today’s open. (32.9% are below).
61.3% of stocks are above today’s open and yesterday’s close.
29.6% are below both.
11.6% of stocks opened above yesterday’s high.
44.6% of stocks opened above yesterday’s close. (47.4% opened below yesterday’s close).
8.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160726 2:33 pm ET)
17.1% of stocks are in the top 10% of today’s range.
30.9% are in the top 20%.
63.0% are in the top half. 37.0% of stocks are in the bottom half of today’s range.
12.1% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20160726 2:33 pm ET)
66.0% of stocks are above yesterday’s close. (34.0% are below.)
3.2% are up 4.5% or more. 0.9% are down 4.5% or more.
6.0% are up 3.5% or more. 1.8% are down 3.5% or more.
59.9% are between +1% and -1%.

RSI on DAILY (20160726 2:33 pm ET)
2-day: >=95:12.7%…>=90:21.9%…>=80:35.4%…>=50:61.7%…<=20:14.6%…<=10:5.3%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.4%…>=80:5.5%…>=50:75.9%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:79.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160726 2:33 pm ET)
37.0% above previous 1 highs, 15.7% below previous 1 lows
29.7% above previous 2 highs, 9.3% below previous 2 lows
22.6% above previous 3 highs, 6.5% below previous 3 lows
21.2% above previous 4 highs, 5.3% below previous 4 lows
20.2% above previous 5 highs, 4.5% below previous 5 lows
19.3% above previous 6 highs, 4.0% below previous 6 lows
17.8% above previous 7 highs, 3.6% below previous 7 lows
16.6% above previous 8 highs, 3.6% below previous 8 lows
15.9% above previous 9 highs, 3.2% below previous 9 lows
15.8% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160726 2:33 pm ET)
66.0% are above or equal to 7/25 close (1 days ago), 34.0% are below.
54.6% are above or equal to 7/22 close (2 days ago), 45.4% are below.
67.7% are above or equal to 7/21 close (3 days ago), 32.3% are below.
55.4% are above or equal to 7/20 close (4 days ago), 44.6% are below.
63.6% are above or equal to 7/19 close (5 days ago), 36.4% are below.
61.1% are above or equal to 7/18 close (6 days ago), 38.9% are below.
63.6% are above or equal to 7/15 close (7 days ago), 36.4% are below.
60.9% are above or equal to 7/14 close (8 days ago), 39.1% are below.
64.2% are above or equal to 7/13 close (9 days ago), 35.8% are below.
65.6% are above or equal to 7/12 close (10 days ago), 34.4% are below.
69.9% are above or equal to 7/11 close (11 days ago), 30.1% are below.
74.2% are above or equal to 7/8 close (12 days ago), 25.8% are below.
83.7% are above or equal to 7/7 close (13 days ago), 16.3% are below.
81.1% are above or equal to 7/6 close (14 days ago), 18.9% are below.
81.8% are above or equal to 7/5 close (15 days ago), 18.2% are below.
78.8% are above or equal to 7/1 close (16 days ago), 21.2% are below.
79.7% are above or equal to 6/30 close (17 days ago), 20.3% are below.
84.5% are above or equal to 6/29 close (18 days ago), 15.5% are below.
89.2% are above or equal to 6/28 close (19 days ago), 10.8% are below.
93.5% are above or equal to 6/27 close (20 days ago), 6.5% are below.
86.9% are above or equal to 6/24 close (21 days ago), 13.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160726 2:33 pm ET)
20d: 27.5% new highs, 2.2% new lows
21d: 26.9% new highs, 2.1% new lows
42d: 19.5% new highs, 1.9% new lows
63d: 16.2% new highs, 1.0% new lows
126d: 14.1% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160726 2:33 pm ET)
2-day: 64.8% above, 35.2% below
3-day: 59.7% above, 40.3% below
4-day: 63.0% above, 37.0% below
5-day: 60.8% above, 39.2% below
8-day: 62.4% above, 37.6% below
10-day: 63.0% above, 37.0% below
20-day: 77.4% above, 22.6% below
50-day: 79.1% above, 20.9% below
200-day: 73.1% above, 26.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160726 2:33 pm ET)
META(31): 3.49% Top=CLF AKS X AG CDE SWC BVN TCK ….. CCJ NUE TAHO GG SLW SCCO FNV AA=Bottom (Metals & Mining)
ELEC(48): 2.27% Top=LLTC TXN MCHP ON ADI MU NXPI MSCC ….. CAVM HIMX SCTY LEDS QRVO JBL SNPS FLEX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(39): 1.83% Top=ATI AOS KMT CAT CFX RYI AGCO CMI ….. GGG HON IR MHK DHR JOY SNA GE=Bottom (Manufacturing)
TRAN(30): 1.46% Top=JBLU XPO WAB TRN SAVE HA LUV SWFT ….. BRS NAT DAL UNP UPS CNI KSU CP=Bottom (Transportation)
ENER(84): 1.22% Top=CWEI SGY WNR ATW LPI VLO SN PBF ….. PAA SPN SEMG OKS ETP SWN DO EEP=Bottom (Energy)
RETA(62): 0.72% Top=NFLX JWN W GPS ANF KSS SFM URBN ….. CPRT PAG AMZN WFM TSCO WSM STMP RH=Bottom (Retail & Specialty Retail)
CHEM(24): 0.70% Top=CC POT GPRE MOS CF FMC HUN OLN ….. PPG RPM FOE AXTA SHW ALB EMN CE=Bottom (Chemicals/Fertilizers)
CONS(53): 0.68% Top=WWW AVY GPK OI GT BC HAR KS ….. COH HAS ENR HBI NKE CHD UA GIII=Bottom (Consumer)
DISV(51): 0.67% Top=EEFT ATHN DV URI LDOS ACM ZG SSTK ….. SERV SCI TRU INFO SBAC V XRS CXW=Bottom (Diversified Services)
COHW(41): 0.63% Top=S BBRY SMCI SYNA STX WDC SSYS UBNT ….. COMM TMUS AAPL CTL CCI OLED T VZ=Bottom (Computer Hardware/Telecom)
COSW(96): 0.52% Top=CVLT BITA VIPS CYBR ATHM JD VNET MDSO ….. TTWO NUAN MEET TDOC TWTR ATVI CHKP CDNS=Bottom (Computer Software/Internet)
MATE(30): 0.47% Top=MAS AWI CAA TOL NCS DAR FLR MLM ….. OC CBPX WM LEN RSG DY VMC USG=Bottom (Materials & Construction)
HEAL(50): 0.38% Top=BAX CYH CPHD ALGN A NVRO PODD ZLTQ ….. ABMD ZBH NUVA LH AET ANTM MOH CNC=Bottom (Health)
FINA(99): 0.36% Top=YRD EVER KKR RF CFG HAWK SCHW BOFI ….. ICE NSAM FNFG KEY CIT WDR TROW WETF=Bottom (Banks/Financials)
INSU(31): -0.01% Top=MTG LNC RDN UNM AON MET AFL CNO ….. TMK CINF HIG AWH FAF PGR FNF CLGX=Bottom (Insurance)
REAL(102): -0.50% Top=LGIH SC KRC ALLY STWD NLY ACC SRC ….. RLJ DRH OHI LPT SHO LHO TREE PEB=Bottom (Real Estate)
LEIS(35): -1.01% Top=WYNN LVS MGM BYD SBUX MAR RCL WYN ….. DRI PLAY EAT WEN MCD CAKE PNRA 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 2:33 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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