daytrend

08/02/2016

Filed under: Market Stats — daytrend @ 10:07 am

Market Stats at 11:06 am ET
by daytrend on 20160802. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 937.

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

COMPARED TO YESTERDAY’S RANGE (20160802 11:06 am ET)
3.9% of stocks are above yesterday’s high.
11.8% are above yesterday’s midpoint. (88.2% are below.)
62.8% are below yesterday’s low.
33.3% are inside yesterday’s range.
19.4% of stocks with today’s high > yesterday’s high. (80.6% less than).
72.5% of stocks with today’s low < yesterday’s low. (27.5% greater than).

EVIDENCE OF INTRADAY TREND (20160802 11:06 am ET)
9.5% of stocks are above today’s open. (89.6% are below).
6.3% of stocks are above today’s open and yesterday’s close.
85.4% 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 11:06 am ET)
0.5% of stocks are in the top 10% of today’s range.
2.0% are in the top 20%.
8.9% are in the top half. 91.1% of stocks are in the bottom half of today’s range.
66.9% are in the bottom 20%.
39.9% are in the bottom 10%.

GAIN (20160802 11:06 am ET)
11.2% of stocks are above yesterday’s close. (88.8% are below.)
0.2% are up 4.5% or more. 3.0% are down 4.5% or more.
0.7% are up 3.5% or more. 6.5% are down 3.5% or more.
36.8% are between +1% and -1%.

RSI on DAILY (20160802 11:06 am ET)
2-day: >=95:2.0%…>=90:3.6%…>=80:4.2%…>=50:12.9%…<=20:52.9%…<=10:29.9%…<=5:16.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:46.1%…<=20:1.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:55.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160802 11:06 am ET)
3.9% above previous 1 highs, 62.8% below previous 1 lows
3.3% above previous 2 highs, 46.0% below previous 2 lows
3.1% above previous 3 highs, 36.2% below previous 3 lows
2.9% above previous 4 highs, 33.4% below previous 4 lows
2.8% above previous 5 highs, 28.9% below previous 5 lows
2.8% above previous 6 highs, 27.2% below previous 6 lows
2.6% above previous 7 highs, 23.4% below previous 7 lows
2.6% above previous 8 highs, 21.9% below previous 8 lows
2.5% above previous 9 highs, 20.3% below previous 9 lows
2.3% above previous 10 highs, 18.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160802 11:06 am ET)
11.2% are above or equal to 8/1 close (1 days ago), 88.8% are below.
15.3% are above or equal to 7/29 close (2 days ago), 84.7% are below.
24.1% are above or equal to 7/28 close (3 days ago), 75.9% are below.
31.7% are above or equal to 7/27 close (4 days ago), 68.3% are below.
30.7% are above or equal to 7/26 close (5 days ago), 69.3% are below.
38.2% are above or equal to 7/25 close (6 days ago), 61.8% are below.
35.3% are above or equal to 7/22 close (7 days ago), 64.7% are below.
45.7% are above or equal to 7/21 close (8 days ago), 54.3% are below.
39.7% are above or equal to 7/20 close (9 days ago), 60.3% are below.
46.9% are above or equal to 7/19 close (10 days ago), 53.1% are below.
45.0% are above or equal to 7/18 close (11 days ago), 55.0% are below.
46.5% are above or equal to 7/15 close (12 days ago), 53.5% are below.
46.7% are above or equal to 7/14 close (13 days ago), 53.3% are below.
49.4% are above or equal to 7/13 close (14 days ago), 50.6% are below.
49.5% are above or equal to 7/12 close (15 days ago), 50.5% are below.
59.0% are above or equal to 7/11 close (16 days ago), 41.0% are below.
63.2% are above or equal to 7/8 close (17 days ago), 36.8% are below.
73.4% are above or equal to 7/7 close (18 days ago), 26.6% are below.
71.9% are above or equal to 7/6 close (19 days ago), 28.1% are below.
74.7% are above or equal to 7/5 close (20 days ago), 25.3% are below.
69.3% are above or equal to 7/1 close (21 days ago), 30.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160802 11:06 am ET)
20d: 6.7% new highs, 8.3% new lows
21d: 6.6% new highs, 8.2% new lows
42d: 5.8% new highs, 3.4% new lows
63d: 5.8% new highs, 2.6% new lows
126d: 5.0% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160802 11:06 am ET)
2-day: 10.5% above, 89.5% below
3-day: 10.0% above, 90.0% below
4-day: 13.4% above, 86.6% below
5-day: 19.9% above, 80.1% below
8-day: 25.9% above, 74.1% below
10-day: 29.9% above, 70.1% below
20-day: 49.8% above, 50.2% below
50-day: 62.9% above, 37.1% below
200-day: 68.3% above, 31.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160802 11:06 am ET)
META(32): 0.58% Top=AG AGI NEM SLW ABX CCJ CDE SCCO ….. CMC NUE AA SWC CNX AKS CENX X=Bottom (Metals & Mining)
ENER(85): -0.51% Top=WMB WNR HFC PSX OIS CVE ECA ETE ….. GEL CWEI MPLX RIG PAA MTDR OAS RDC=Bottom (Energy)
INSU(32): -0.52% Top=AFSI AON TRV ORI AWH PGR MMC BRO ….. PRU AGO LNC PRI RDN CNO CLGX MTG=Bottom (Insurance)
CHEM(28): -0.64% Top=POT MOS GPRE SHW AGU OLN ALB PX ….. POL FMC HUN KRA FTK WLK GRA CC=Bottom (Chemicals/Fertilizers)
HEAL(56): -1.05% Top=MOH WCG AET GMED HOLX ALGN INCR XRAY ….. ADPT UHS ZLTQ BKD ACHC THC HWAY CYH=Bottom (Health)
MANU(41): -1.11% Top=KMT ETN DE GTLS IR AOS TEX RS ….. PNR DOV DDD ATI BDC XYL EMR RYI=Bottom (Manufacturing)
MATE(29): -1.16% Top=EME NCS VMC OC CVA WM MLM MAS ….. SRCL TPH TOL PHM DHI LEN SUM MTH=Bottom (Materials & Construction)
REAL(103): -1.24% Top=JLL SBRA NRZ TREE CUBE AGNC CBL EDR ….. ARE VNO SUI RLGY CSAL WPG COR CONE=Bottom (Real Estate)
FINA(99): -1.29% Top=FNB FRC EVER PSEC FNFG WBS CME ACAS ….. IVZ BEN OMF SF LAZ LPLA WETF YRD=Bottom (Banks/Financials)
DISV(54): -1.41% Top=SSTK XRS RRD CATM V MA PAYX KBR ….. LDOS ADS ATHN AL MYGN R WTW CAR=Bottom (Diversified Services)
COSW(98): -1.54% Top=FEYE ROVI UIS GRUB LOGM SYMC WIX GOOG ….. WDAY VIPS RAX NOW ELLI SPLK MEET SABR=Bottom (Computer Software/Internet)
CONS(56): -1.76% Top=ECL PG BERY UFS KMB COTY AVY EL ….. GT COH FOSL DECK EPC PBI KATE SHOO=Bottom (Consumer)
COHW(45): -1.77% Top=TDC HRS CSCO GIMO T CDW VZ CCI ….. ANET KN BBRY LITE SSYS SYNA STX ACIA=Bottom (Computer Hardware/Telecom)
ELEC(51): -1.77% Top=FSLR SIMO SPWR AVGO TER GLW QLGC DLB ….. TEL MTSI MU QRVO IPHI SCTY AMD IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(31): -1.94% Top=EXPD WAB UPS GBX KEX CHRW TRN CNI ….. AIRM LUV XPO UAL AAL SAVE JBLU DAL=Bottom (Transportation)
RETA(62): -2.22% Top=CVS W ETSY AEO CPRT WBA BLDR WFM ….. KMX JWN GPS M SPLS KSS RH ASNA=Bottom (Retail & Specialty Retail)
LEIS(35): -2.41% Top=BLMN MCD GPRO LVS DNKN MGM ARMK WYN ….. CMG CCL SHAK EXPE EAT 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 11:06 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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