daytrend

09/30/2015

Filed under: Market Stats — daytrend @ 12:13 pm

Market Stats at 1:13 pm ET
by daytrend on 20150930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 935.

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

COMPARED TO YESTERDAY’S RANGE (20150930 1:13 pm ET)
30.6% of stocks are above yesterday’s high.
63.9% are above yesterday’s midpoint. (36.1% are below.)
7.0% are below yesterday’s low.
62.5% are inside yesterday’s range.
70.1% of stocks with today’s high > yesterday’s high. (29.9% less than).
14.5% of stocks with today’s low < yesterday’s low. (85.5% greater than).

EVIDENCE OF INTRADAY TREND (20150930 1:13 pm ET)
32.9% of stocks are above today’s open. (65.8% are below).
31.8% of stocks are above today’s open and yesterday’s close.
27.3% are below both.
44.0% of stocks opened above yesterday’s high.
96.4% of stocks opened above yesterday’s close. (3.0% opened below yesterday’s close).
1.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20150930 1:13 pm ET)
3.9% of stocks are in the top 10% of today’s range.
6.6% are in the top 20%.
24.1% are in the top half. 75.9% of stocks are in the bottom half of today’s range.
39.9% are in the bottom 20%.
16.7% are in the bottom 10%.

GAIN (20150930 1:13 pm ET)
71.7% of stocks are above yesterday’s close. (28.3% are below.)
3.7% are up 4.5% or more. 0.9% are down 4.5% or more.
5.7% are up 3.5% or more. 1.3% are down 3.5% or more.
56.6% are between +1% and -1%.

RSI on DAILY (20150930 1:13 pm ET)
2-day: >=95:0.9%…>=90:1.7%…>=80:7.0%…>=50:44.8%…<=20:23.9%…<=10:16.1%…<=5:10.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:16.8%…<=20:6.8%…<=10:0.4%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:14.7%…<=20:1.1%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20150930 1:13 pm ET)
30.6% above previous 1 highs, 7.0% below previous 1 lows
12.7% above previous 2 highs, 6.4% below previous 2 lows
4.6% above previous 3 highs, 6.3% below previous 3 lows
4.4% above previous 4 highs, 5.7% below previous 4 lows
3.7% above previous 5 highs, 5.6% below previous 5 lows
3.2% above previous 6 highs, 5.5% below previous 6 lows
2.1% above previous 7 highs, 5.5% below previous 7 lows
2.0% above previous 8 highs, 5.5% below previous 8 lows
1.8% above previous 9 highs, 5.3% below previous 9 lows
1.8% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20150930 1:13 pm ET)
71.7% are above or equal to 9/29 close (1 days ago), 28.3% are below.
62.7% are above or equal to 9/28 close (2 days ago), 37.3% are below.
16.6% are above or equal to 9/25 close (3 days ago), 83.4% are below.
22.4% are above or equal to 9/24 close (4 days ago), 77.6% are below.
21.8% are above or equal to 9/23 close (5 days ago), 78.2% are below.
21.3% are above or equal to 9/22 close (6 days ago), 78.7% are below.
11.9% are above or equal to 9/21 close (7 days ago), 88.1% are below.
17.8% are above or equal to 9/18 close (8 days ago), 82.2% are below.
11.3% are above or equal to 9/17 close (9 days ago), 88.7% are below.
12.2% are above or equal to 9/16 close (10 days ago), 87.8% are below.
16.8% are above or equal to 9/15 close (11 days ago), 83.2% are below.
21.8% are above or equal to 9/14 close (12 days ago), 78.2% are below.
18.8% are above or equal to 9/11 close (13 days ago), 81.2% are below.
21.9% are above or equal to 9/10 close (14 days ago), 78.1% are below.
24.3% are above or equal to 9/9 close (15 days ago), 75.7% are below.
18.9% are above or equal to 9/8 close (16 days ago), 81.1% are below.
32.7% are above or equal to 9/4 close (17 days ago), 67.3% are below.
26.4% are above or equal to 9/3 close (18 days ago), 73.6% are below.
28.3% are above or equal to 9/2 close (19 days ago), 71.7% are below.
38.6% are above or equal to 9/1 close (20 days ago), 61.4% are below.
22.5% are above or equal to 8/31 close (21 days ago), 77.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20150930 1:13 pm ET)
20d: 3.5% new highs, 9.3% new lows
21d: 3.4% new highs, 9.3% new lows
42d: 1.1% new highs, 6.2% new lows
63d: 0.4% new highs, 5.8% new lows
126d: 0.4% new highs, 5.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20150930 1:13 pm ET)
2-day: 70.6% above, 29.4% below
3-day: 66.2% above, 33.8% below
4-day: 40.4% above, 59.6% below
5-day: 31.6% above, 68.4% below
8-day: 21.7% above, 78.3% below
10-day: 17.6% above, 82.4% below
20-day: 19.0% above, 81.0% below
50-day: 11.9% above, 88.1% below
200-day: 18.8% above, 81.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20150930 1:13 pm ET)
ELEC(53): 1.83% Top=TSL NXPI CAVM HIMX MU ADI TER FSL ….. CRUS SNPS TRMB CREE WAT MRVL IPGP MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): 1.11% Top=BYD ZOES QUNR YUM QSR MAR HLT GPRO ….. TXRH SONC KKD WYNN LVS BLMN JACK PLAY=Bottom (Leisure)
ENER(94): 1.06% Top=EPD SXL PAA ETP BPL MMP CPE GEL ….. HOS DO FET OIS UNT SPN PTEN RES=Bottom (Energy)
COHW(45): 1.03% Top=SYNA WDC SNDK STX EMC UBNT LVLT HPQ ….. VZ ANET RCI ARRS TMUS BRCD TDC CUDA=Bottom (Computer Hardware/Telecom)
CHEM(30): 1.01% Top=DOW GPRE OLN HUN CE ALB FMC WLK ….. ASH RPM AGU POT CF MOS FTK AXLL=Bottom (Chemicals/Fertilizers)
COSW(87): 0.98% Top=ATHM SINA VIPS JD SFUN WUBA BITA HQY ….. FTNT CYBR SNCR NOW TWOU LC ADSK WDAY=Bottom (Computer Software/Internet)
HEAL(54): 0.86% Top=IRWD HCA ACHC CYH HTWR UHS NUVA MOH ….. XRAY ESRX HRC BCR ZBH MD OPK ADPT=Bottom (Health)
CONS(59): 0.78% Top=RL COTY PVH COH HAR GT BERY PAY ….. EPC UFS WWW MAT FOSL WHR HAS CROX=Bottom (Consumer)
FINA(97): 0.75% Top=HCBK ARCC SCHW BMO IBKR OZRK TD ETFC ….. STT BX LEAF EV ZION CTLT SLM TRCO=Bottom (Banks/Financials)
RETA(68): 0.64% Top=AAP MELI BURL NFLX KORS W TSCO BBY ….. CPRT ANF SFM CORE PIR TFM SHLD GPS=Bottom (Retail & Specialty Retail)
MANU(45): 0.63% Top=JKS GNRC ZBRA DDD MHK GE DCI FLS ….. SEDG MRC CMI PH PNR IR JOY ATI=Bottom (Manufacturing)
DISV(51): 0.43% Top=G MAN YY CAR PAYX ADS SERV HRB ….. JEC TMH BAH CXW ADT ENV ZG FLT=Bottom (Diversified Services)
INSU(37): 0.35% Top=PRI FNF FAF ORI SLF L AIG MET ….. TRV AXS XL BRO AON AEL TMK ALL=Bottom (Insurance)
TRAN(35): 0.30% Top=CP CSX XPO STNG GWR KSU GBX WAB ….. TK JBHT CHRW TDW TRN KNX AAL SWFT=Bottom (Transportation)
MATE(33): 0.29% Top=CSTE OC VMC WCN APOG DY TREX RSG ….. RYN FAST TOL EXP PHM KBH SPF RYL=Bottom (Materials & Construction)
META(19): 0.28% Top=FCX SLCA CCJ STLD AA SCCO SWC SLW ….. FNV GG RGLD PAAS AEM NEM ABX X=Bottom (Metals & Mining)
REAL(91): -0.06% Top=BAM NRF GLPI DLR CONE BEE HST STWD ….. SLG BDN IVR OHI OFC CBL HR CLI=Bottom (Real Estate)

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 1:13 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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