daytrend

08/02/2016

Filed under: Market Stats — daytrend @ 9:20 am

Market Stats at 10:20 am ET
by daytrend on 20160802. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 937.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160802 10:20 am ET)
4.8% of stocks are above yesterday’s high.
16.6% are above yesterday’s midpoint. (83.4% are below.)
51.5% are below yesterday’s low.
43.6% are inside yesterday’s range.
18.9% of stocks with today’s high > yesterday’s high. (81.1% less than).
60.4% of stocks with today’s low < yesterday’s low. (39.6% greater than).

EVIDENCE OF INTRADAY TREND (20160802 10:20 am ET)
13.8% of stocks are above today’s open. (85.1% are below).
10.4% of stocks are above today’s open and yesterday’s close.
78.0% are below both.
6.7% of stocks opened above yesterday’s high.
36.3% of stocks opened above yesterday’s close. (58.9% opened below yesterday’s close).
10.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160802 10:20 am ET)
0.7% of stocks are in the top 10% of today’s range.
2.9% are in the top 20%.
11.8% are in the top half. 88.2% of stocks are in the bottom half of today’s range.
69.2% are in the bottom 20%.
52.7% are in the bottom 10%.

GAIN (20160802 10:20 am ET)
18.0% of stocks are above yesterday’s close. (82.0% are below.)
0.4% are up 4.5% or more. 1.7% are down 4.5% or more.
1.4% are up 3.5% or more. 3.6% are down 3.5% or more.
52.0% are between +1% and -1%.

RSI on DAILY (20160802 10:20 am ET)
2-day: >=95:2.8%…>=90:3.9%…>=80:5.9%…>=50:18.1%…<=20:45.5%…<=10:23.2%…<=5:11.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:51.4%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:60.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160802 10:20 am ET)
4.8% above previous 1 highs, 51.5% below previous 1 lows
3.9% above previous 2 highs, 34.2% below previous 2 lows
3.1% above previous 3 highs, 24.4% below previous 3 lows
3.1% above previous 4 highs, 22.5% below previous 4 lows
3.0% above previous 5 highs, 19.4% below previous 5 lows
2.9% above previous 6 highs, 17.5% below previous 6 lows
2.9% above previous 7 highs, 15.0% below previous 7 lows
2.9% above previous 8 highs, 13.9% below previous 8 lows
2.9% above previous 9 highs, 12.9% below previous 9 lows
2.7% above previous 10 highs, 11.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160802 10:20 am ET)
18.0% are above or equal to 8/1 close (1 days ago), 82.0% are below.
18.7% are above or equal to 7/29 close (2 days ago), 81.3% are below.
28.3% are above or equal to 7/28 close (3 days ago), 71.7% are below.
35.4% are above or equal to 7/27 close (4 days ago), 64.6% are below.
34.2% are above or equal to 7/26 close (5 days ago), 65.8% are below.
41.7% are above or equal to 7/25 close (6 days ago), 58.3% are below.
39.6% are above or equal to 7/22 close (7 days ago), 60.4% are below.
48.7% are above or equal to 7/21 close (8 days ago), 51.3% are below.
43.9% are above or equal to 7/20 close (9 days ago), 56.1% are below.
49.8% are above or equal to 7/19 close (10 days ago), 50.2% are below.
47.5% are above or equal to 7/18 close (11 days ago), 52.5% are below.
50.3% are above or equal to 7/15 close (12 days ago), 49.7% are below.
49.2% are above or equal to 7/14 close (13 days ago), 50.8% are below.
52.6% are above or equal to 7/13 close (14 days ago), 47.4% are below.
51.9% are above or equal to 7/12 close (15 days ago), 48.1% are below.
61.7% are above or equal to 7/11 close (16 days ago), 38.3% are below.
65.0% are above or equal to 7/8 close (17 days ago), 35.0% are below.
74.4% are above or equal to 7/7 close (18 days ago), 25.6% are below.
73.5% are above or equal to 7/6 close (19 days ago), 26.5% are below.
76.3% are above or equal to 7/5 close (20 days ago), 23.7% are below.
71.1% are above or equal to 7/1 close (21 days ago), 28.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160802 10:20 am ET)
20d: 6.6% new highs, 5.4% new lows
21d: 6.5% new highs, 5.4% new lows
42d: 5.7% new highs, 2.2% new lows
63d: 5.7% new highs, 1.6% new lows
126d: 4.9% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160802 10:20 am ET)
2-day: 17.5% above, 82.5% below
3-day: 14.7% above, 85.3% below
4-day: 17.3% above, 82.7% below
5-day: 23.5% above, 76.5% below
8-day: 30.5% above, 69.5% below
10-day: 35.0% above, 65.0% below
20-day: 53.6% above, 46.4% below
50-day: 65.4% above, 34.6% below
200-day: 69.5% above, 30.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160802 10:20 am ET)
META(32): 0.90% Top=AGI AG SLW FMSA CCJ SLCA SSRI ABX ….. AA STLD CMC NUE CNX CENX X AKS=Bottom (Metals & Mining)
ENER(85): 0.55% Top=WMB WNR ATW WPZ LPI ETE OIS HFC ….. SWN MDU CWEI WPX DO RIG HES RDC=Bottom (Energy)
CHEM(28): -0.00% Top=MOS GPRE POT CF AGU MEOH SHW MON ….. CE FTK KRA CC WLK OLN EMN GRA=Bottom (Chemicals/Fertilizers)
INSU(32): -0.31% Top=AFSI AON ORI AXS TRV MET AWH BRO ….. FNF RDN FAF L CLGX MTG PRI CNO=Bottom (Insurance)
HEAL(56): -0.63% Top=AET MOH GMED HOLX AMSG EVHC INCR ANTM ….. NUVA BKD CNC TMO PKI ZLTQ CPHD BEAT=Bottom (Health)
MATE(29): -0.68% Top=NCS VMC EME CVA PWR MLM WY CAA ….. TOL FLR LEN FAST DHI SUM SRCL MTH=Bottom (Materials & Construction)
FINA(99): -0.75% Top=FNB FRC EVER BMO PVTB CFG HAWK WBS ….. BEN JNS SF BX LAZ LPLA AMG YRD=Bottom (Banks/Financials)
MANU(41): -0.96% Top=ETN KMT DE GTLS AGCO RS AOS IR ….. DOV CMI DDD PNR BDC RYI EMR XYL=Bottom (Manufacturing)
COSW(98): -0.99% Top=ROVI UIS FEYE DATA ATHM SINA SYMC TTWO ….. SPLK RAX MTCH NOW GDDY VIPS ELLI SABR=Bottom (Computer Software/Internet)
DISV(54): -1.00% Top=SSTK CATM YY PCLN XRS TMH V MA ….. LDOS ATHN HRB MYGN R ADS CAR WTW=Bottom (Diversified Services)
REAL(103): -1.14% Top=JLL SBRA NRZ PPS TREE SC EDR CBG ….. HST EPR COR HR PEB VNO ARE CONE=Bottom (Real Estate)
COHW(45): -1.18% Top=TDC HRS S OLED COMM CSCO VZ CUDA ….. HPQ ANET NSR LITE SSYS SYNA STX ACIA=Bottom (Computer Hardware/Telecom)
TRAN(31): -1.29% Top=EXPD WAB KEX UPS CNI FDX XPO CHRW ….. KNX HA UAL LUV AAL SAVE JBLU DAL=Bottom (Transportation)
CONS(56): -1.38% Top=ECL UFS COTY KS AVY PG BERY IP ….. HBI PVH COH EPC FOSL KATE PBI SHOO=Bottom (Consumer)
ELEC(51): -1.58% Top=TER AVGO FIT SIMO SPWR DLB GLW QLGC ….. CRUS MTSI TEL QRVO IPHI SCTY AMD IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(62): -1.64% Top=CVS W ETSY WBA BLDR OLLI AEO LL ….. PAG SPLS ASNA AN JWN RH M KSS=Bottom (Retail & Specialty Retail)
LEIS(35): -2.11% Top=GPRO BLMN MCD SIX WYN DNKN WYNN MAR ….. CMG SONC BWLD EAT CAKE PLAY RCL 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 10:20 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: