daytrend

08/04/2016

Filed under: Market Stats — daytrend @ 9:46 am

Market Stats at 10:45 am ET
by daytrend on 20160804. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 960.

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

COMPARED TO YESTERDAY’S RANGE (20160804 10:45 am ET)
31.3% of stocks are above yesterday’s high.
73.9% are above yesterday’s midpoint. (26.1% are below.)
7.2% are below yesterday’s low.
61.6% are inside yesterday’s range.
64.5% of stocks with today’s high > yesterday’s high. (35.5% less than).
16.6% of stocks with today’s low < yesterday’s low. (83.4% greater than).

EVIDENCE OF INTRADAY TREND (20160804 10:45 am ET)
54.3% of stocks are above today’s open. (43.6% are below).
46.4% of stocks are above today’s open and yesterday’s close.
35.1% are below both.
13.8% of stocks opened above yesterday’s high.
49.5% of stocks opened above yesterday’s close. (44.8% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160804 10:45 am ET)
9.8% of stocks are in the top 10% of today’s range.
18.4% are in the top 20%.
47.9% are in the top half. 52.1% of stocks are in the bottom half of today’s range.
16.4% are in the bottom 20%.
9.1% are in the bottom 10%.

GAIN (20160804 10:45 am ET)
57.1% of stocks are above yesterday’s close. (42.9% are below.)
1.9% are up 4.5% or more. 1.5% are down 4.5% or more.
2.9% are up 3.5% or more. 2.3% are down 3.5% or more.
70.5% are between +1% and -1%.

RSI on DAILY (20160804 10:45 am ET)
2-day: >=95:3.4%…>=90:6.7%…>=80:15.1%…>=50:52.9%…<=20:14.9%…<=10:7.6%…<=5:4.1%…
9-day: >=95:0.0%…>=90:0.4%…>=80:2.6%…>=50:57.3%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:62.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160804 10:45 am ET)
31.3% above previous 1 highs, 7.2% below previous 1 lows
16.0% above previous 2 highs, 6.1% below previous 2 lows
10.3% above previous 3 highs, 5.9% below previous 3 lows
8.5% above previous 4 highs, 5.7% below previous 4 lows
7.4% above previous 5 highs, 5.1% below previous 5 lows
6.5% above previous 6 highs, 4.8% below previous 6 lows
6.0% above previous 7 highs, 4.8% below previous 7 lows
5.8% above previous 8 highs, 4.7% below previous 8 lows
5.4% above previous 9 highs, 4.7% below previous 9 lows
4.8% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160804 10:45 am ET)
57.1% are above or equal to 8/3 close (1 days ago), 42.9% are below.
69.8% are above or equal to 8/2 close (2 days ago), 30.2% are below.
39.7% are above or equal to 8/1 close (3 days ago), 60.3% are below.
34.1% are above or equal to 7/29 close (4 days ago), 65.9% are below.
39.5% are above or equal to 7/28 close (5 days ago), 60.5% are below.
45.5% are above or equal to 7/27 close (6 days ago), 54.5% are below.
41.5% are above or equal to 7/26 close (7 days ago), 58.5% are below.
48.2% are above or equal to 7/25 close (8 days ago), 51.8% are below.
47.2% are above or equal to 7/22 close (9 days ago), 52.8% are below.
53.9% are above or equal to 7/21 close (10 days ago), 46.1% are below.
48.6% are above or equal to 7/20 close (11 days ago), 51.4% are below.
53.3% are above or equal to 7/19 close (12 days ago), 46.7% are below.
51.9% are above or equal to 7/18 close (13 days ago), 48.1% are below.
53.9% are above or equal to 7/15 close (14 days ago), 46.1% are below.
53.0% are above or equal to 7/14 close (15 days ago), 47.0% are below.
54.4% are above or equal to 7/13 close (16 days ago), 45.6% are below.
53.6% are above or equal to 7/12 close (17 days ago), 46.4% are below.
60.9% are above or equal to 7/11 close (18 days ago), 39.1% are below.
65.6% are above or equal to 7/8 close (19 days ago), 34.4% are below.
74.6% are above or equal to 7/7 close (20 days ago), 25.4% are below.
73.1% are above or equal to 7/6 close (21 days ago), 26.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160804 10:45 am ET)
20d: 8.8% new highs, 4.2% new lows
21d: 8.8% new highs, 3.1% new lows
42d: 6.9% new highs, 1.6% new lows
63d: 6.1% new highs, 1.3% new lows
126d: 5.2% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160804 10:45 am ET)
2-day: 54.4% above, 45.6% below
3-day: 68.5% above, 31.5% below
4-day: 52.6% above, 47.4% below
5-day: 46.0% above, 54.0% below
8-day: 42.8% above, 57.2% below
10-day: 44.2% above, 55.8% below
20-day: 53.6% above, 46.4% below
50-day: 65.9% above, 34.1% below
200-day: 71.3% above, 28.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160804 10:45 am ET)
CONS(57): 1.29% Top=HAR BLL WRK CCK KATE CHD BERY KS ….. FN FBHS UA WHR HAS CRI TPX FL=Bottom (Consumer)
MANU(43): 0.64% Top=PH ITT GNRC PRLB TEX XYL KMT CFX ….. CAT DE MHK GTLS DDD AGCO AME ATI=Bottom (Manufacturing)
TRAN(31): 0.47% Top=XPO LUV UAL WAB JBLU HA GBX SAVE ….. AAL CSX WERN AIRM CNI EXPD NSC CP=Bottom (Transportation)
COSW(100): 0.46% Top=GDDY SQ RUBI CALD ANSS ELLI NEWR SINA ….. PFPT FEYE CDK NTCT SHOP UIS JD TRIP=Bottom (Computer Software/Internet)
HEAL(60): 0.42% Top=PODD ELGX HYH PRAH GKOS AMED INCR CNC ….. HRC BEAT ACHC XRAY THC EVHC AMSG BDX=Bottom (Health)
META(32): 0.31% Top=SLCA HL SSRI TAHO AGI TCK BVN FNV ….. FCX NUE CENX X CLF STLD CMC AKS=Bottom (Metals & Mining)
ELEC(54): 0.19% Top=MU AMD FIT SIMO CRUS CY TTMI NVDA ….. CREE SCTY CSIQ GRMN HIMX SPWR QRVO FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(35): 0.17% Top=JACK RCL SONC PLAY MGM FRGI CCL WEN ….. SBUX BWLD SIX SHAK CAKE CMG BYD SEAS=Bottom (Leisure)
ENER(87): 0.14% Top=PE MTDR CWEI SGY LPI RSPP RICE RIG ….. SM TSO ETP WPZ GEL GPOR ETE CVI=Bottom (Energy)
COHW(47): 0.08% Top=COMM GIMO STX CIEN INFN TDC ACIA PANW ….. WDC ZAYO S LVLT OLED HPQ CRAY CTL=Bottom (Computer Hardware/Telecom)
FINA(98): -0.03% Top=WU OMF WETF NAVI YRD PYPL KKR BOFI ….. AMG FII NYCB MS VOYA NSAM WDR LM=Bottom (Banks/Financials)
RETA(62): -0.06% Top=KORS ASNA GPS ANF PAG CHS STMP LB ….. LL LOW FIVE BLDR CST RH TSCO SBH=Bottom (Retail & Specialty Retail)
DISV(57): -0.22% Top=CAR VRSK VNTV HRB FISV XRS GPN ABCO ….. AL PCLN GEO ADS TMH AHS G CXW=Bottom (Diversified Services)
REAL(104): -0.35% Top=SRC TREE CBL GPT OHI DOC SC EPR ….. DRH HCP RLJ CUBE CIM SSS LGIH RLGY=Bottom (Real Estate)
INSU(32): -0.50% Top=AGO WLTW PGR CLGX ALL MMC MTG AFSI ….. AIG FNF PRI MHLD UNM LNC PRU MET=Bottom (Insurance)
MATE(33): -0.80% Top=WCN FAST CSTE RSG WM WY FLR TREX ….. DHI EXP BECN MTH USG MTZ SUM PWR=Bottom (Materials & Construction)
CHEM(28): -0.90% Top=GPRE RPM CE APD HUN FTK CC EMN ….. KRA MON MEOH AGU POT ALB MOS CF=Bottom (Chemicals/Fertilizers)

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 10:45 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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