daytrend

08/02/2016

Filed under: Market Stats — daytrend @ 12:07 pm

Market Stats at 1:07 pm ET
by daytrend on 20160802. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 936.

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

COMPARED TO YESTERDAY’S RANGE (20160802 1:07 pm ET)
2.8% of stocks are above yesterday’s high.
9.4% are above yesterday’s midpoint. (90.6% are below.)
70.9% are below yesterday’s low.
26.3% are inside yesterday’s range.
20.4% of stocks with today’s high > yesterday’s high. (79.6% less than).
78.6% of stocks with today’s low < yesterday’s low. (21.4% greater than).

EVIDENCE OF INTRADAY TREND (20160802 1:07 pm ET)
7.4% of stocks are above today’s open. (92.1% are below).
4.1% of stocks are above today’s open and yesterday’s close.
89.2% are below both.
6.7% of stocks opened above yesterday’s high.
36.3% of stocks opened above yesterday’s close. (59.0% opened below yesterday’s close).
10.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160802 1:07 pm ET)
0.3% of stocks are in the top 10% of today’s range.
1.3% are in the top 20%.
7.2% are in the top half. 92.8% of stocks are in the bottom half of today’s range.
75.3% are in the bottom 20%.
58.3% are in the bottom 10%.

GAIN (20160802 1:07 pm ET)
7.2% of stocks are above yesterday’s close. (92.8% are below.)
0.2% are up 4.5% or more. 5.2% are down 4.5% or more.
0.7% are up 3.5% or more. 11.1% are down 3.5% or more.
26.1% are between +1% and -1%.

RSI on DAILY (20160802 1:07 pm ET)
2-day: >=95:1.2%…>=90:2.6%…>=80:3.6%…>=50:10.9%…<=20:58.1%…<=10:35.3%…<=5:20.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:42.6%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:50.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160802 1:07 pm ET)
2.8% above previous 1 highs, 70.9% below previous 1 lows
2.2% above previous 2 highs, 55.0% below previous 2 lows
2.2% above previous 3 highs, 45.3% below previous 3 lows
2.1% above previous 4 highs, 42.5% below previous 4 lows
2.1% above previous 5 highs, 38.2% below previous 5 lows
2.1% above previous 6 highs, 34.9% below previous 6 lows
2.1% above previous 7 highs, 30.9% below previous 7 lows
2.0% above previous 8 highs, 29.0% below previous 8 lows
1.8% above previous 9 highs, 27.5% below previous 9 lows
1.8% above previous 10 highs, 26.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160802 1:07 pm ET)
7.2% are above or equal to 8/1 close (1 days ago), 92.8% are below.
12.5% are above or equal to 7/29 close (2 days ago), 87.5% are below.
21.2% are above or equal to 7/28 close (3 days ago), 78.8% are below.
28.7% are above or equal to 7/27 close (4 days ago), 71.3% are below.
28.3% are above or equal to 7/26 close (5 days ago), 71.7% are below.
33.8% are above or equal to 7/25 close (6 days ago), 66.2% are below.
32.7% are above or equal to 7/22 close (7 days ago), 67.3% are below.
41.2% are above or equal to 7/21 close (8 days ago), 58.8% are below.
36.3% are above or equal to 7/20 close (9 days ago), 63.7% are below.
44.6% are above or equal to 7/19 close (10 days ago), 55.4% are below.
42.4% are above or equal to 7/18 close (11 days ago), 57.6% are below.
44.1% are above or equal to 7/15 close (12 days ago), 55.9% are below.
43.6% are above or equal to 7/14 close (13 days ago), 56.4% are below.
47.3% are above or equal to 7/13 close (14 days ago), 52.7% are below.
47.0% are above or equal to 7/12 close (15 days ago), 53.0% are below.
55.8% are above or equal to 7/11 close (16 days ago), 44.2% are below.
61.2% are above or equal to 7/8 close (17 days ago), 38.8% are below.
71.0% are above or equal to 7/7 close (18 days ago), 29.0% are below.
70.0% are above or equal to 7/6 close (19 days ago), 30.0% are below.
72.4% are above or equal to 7/5 close (20 days ago), 27.6% are below.
67.0% are above or equal to 7/1 close (21 days ago), 33.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160802 1:07 pm ET)
20d: 6.9% new highs, 11.4% new lows
21d: 6.8% new highs, 11.3% new lows
42d: 5.9% new highs, 5.0% new lows
63d: 5.9% new highs, 3.6% new lows
126d: 5.1% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160802 1:07 pm ET)
2-day: 6.9% above, 93.1% below
3-day: 7.6% above, 92.4% below
4-day: 11.9% above, 88.1% below
5-day: 16.7% above, 83.3% below
8-day: 23.2% above, 76.8% below
10-day: 26.8% above, 73.2% below
20-day: 46.5% above, 53.5% below
50-day: 59.7% above, 40.3% below
200-day: 67.2% above, 32.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160802 1:07 pm ET)
META(32): -0.54% Top=NEM AGI CCJ ABX SLW FMSA SCCO FNV ….. CLF FCX AA CNX SWC AKS X CENX=Bottom (Metals & Mining)
INSU(32): -0.90% Top=AFSI AWH TRV PGR MMC AXS CINF AIG ….. PRI FAF RDN MTG PRU CNO LNC CLGX=Bottom (Insurance)
REAL(103): -1.30% Top=SBRA JLL NRZ ALLY OFC SNH EDR BRX ….. OUT ARE LGIH CSAL COR SC CONE RLGY=Bottom (Real Estate)
ENER(85): -1.33% Top=WPZ WNR WMB PSX HFC OIS ECA VLO ….. RIG MRO SWN MTDR ATW OAS MUR RDC=Bottom (Energy)
HEAL(56): -1.34% Top=WCG AET MOH INCR XRAY HOLX GMED ALGN ….. UHS CPHD MD LPNT ADPT BKD THC CYH=Bottom (Health)
MATE(29): -1.46% Top=CVA NCS OC EME MLM MAS BECN WM ….. USG TOL TPH LEN DAR EXP SUM MTH=Bottom (Materials & Construction)
MANU(41): -1.55% Top=KMT ETN DE GE BWXT IR HON PH ….. PRLB PNR ATI XYL BDC DDD EMR RYI=Bottom (Manufacturing)
CHEM(28): -1.58% Top=POT MOS SHW ALB AGU CF MON PX ….. POL HUN WLK GRA KRA FTK GPRE CC=Bottom (Chemicals/Fertilizers)
FINA(99): -1.74% Top=PSEC EVER FNB FRC FNFG ACAS CME PVTB ….. EVR BOFI BEN SF LAZ WETF LPLA YRD=Bottom (Banks/Financials)
DISV(54): -1.76% Top=KBR SSTK MA V XRS RRD PAYX CATM ….. MYGN URI AL LDOS ATHN R WTW CAR=Bottom (Diversified Services)
COSW(98): -1.92% Top=FEYE TDOC GRUB SYMC ROVI LOGM N MSFT ….. SPLK NOW RAX VIPS ELLI BSFT MEET SABR=Bottom (Computer Software/Internet)
CONS(56): -1.98% Top=ECL BERY KMB PG UFS CLX COTY BMS ….. SKX PBI GT DECK KATE FN EPC SHOO=Bottom (Consumer)
COHW(44): -2.13% Top=TDC HRS T INFN CDW CSCO CCI VZ ….. CUDA NSR LITE SSYS KN ACIA STX SYNA=Bottom (Computer Hardware/Telecom)
ELEC(51): -2.35% Top=FSLR QLGC AVGO SPWR GLW SANM SIMO SNPS ….. TEL IPHI MU QRVO CY MTSI AMD IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(62): -2.53% Top=CVS W AEO LOW ORLY CPRT ETSY WBA ….. GPS AN ASNA M SPLS RH JWN KSS=Bottom (Retail & Specialty Retail)
LEIS(35): -2.63% Top=BLMN MCD LVS QSR MGM YUM ARMK DPZ ….. WEN CCL SEAS EXPE EAT PLAY RCL TXRH=Bottom (Leisure)
TRAN(31): -2.71% Top=EXPD WAB UPS CHRW TRN ODFL JBHT CNI ….. SAVE AIRM XPO NAT AAL JBLU UAL DAL=Bottom (Transportation)

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 1:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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