daytrend

08/09/2016

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

Market Stats at 11:07 am ET
by daytrend on 20160809. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 984.

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

COMPARED TO YESTERDAY’S RANGE (20160809 11:07 am ET)
19.0% of stocks are above yesterday’s high.
51.2% are above yesterday’s midpoint. (48.8% are below.)
15.2% are below yesterday’s low.
65.8% are inside yesterday’s range.
36.7% of stocks with today’s high > yesterday’s high. (63.3% less than).
40.7% of stocks with today’s low < yesterday’s low. (59.3% greater than).

EVIDENCE OF INTRADAY TREND (20160809 11:07 am ET)
55.7% of stocks are above today’s open. (42.8% are below).
50.1% of stocks are above today’s open and yesterday’s close.
34.1% are below both.
6.6% of stocks opened above yesterday’s high.
54.1% of stocks opened above yesterday’s close. (39.2% opened below yesterday’s close).
7.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160809 11:07 am ET)
16.5% of stocks are in the top 10% of today’s range.
28.2% are in the top 20%.
61.5% are in the top half. 38.5% of stocks are in the bottom half of today’s range.
13.9% are in the bottom 20%.
5.7% are in the bottom 10%.

GAIN (20160809 11:07 am ET)
60.9% of stocks are above yesterday’s close. (39.1% are below.)
1.3% are up 4.5% or more. 0.6% are down 4.5% or more.
2.1% are up 3.5% or more. 1.2% are down 3.5% or more.
73.8% are between +1% and -1%.

RSI on DAILY (20160809 11:07 am ET)
2-day: >=95:12.6%…>=90:21.7%…>=80:37.6%…>=50:69.8%…<=20:8.3%…<=10:4.2%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.5%…>=80:6.0%…>=50:70.0%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:72.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160809 11:07 am ET)
19.0% above previous 1 highs, 15.2% below previous 1 lows
15.3% above previous 2 highs, 7.0% below previous 2 lows
13.8% above previous 3 highs, 4.4% below previous 3 lows
13.0% above previous 4 highs, 2.7% below previous 4 lows
11.7% above previous 5 highs, 2.7% below previous 5 lows
10.3% above previous 6 highs, 2.7% below previous 6 lows
9.3% above previous 7 highs, 2.4% below previous 7 lows
8.5% above previous 8 highs, 2.0% below previous 8 lows
7.6% above previous 9 highs, 1.8% below previous 9 lows
7.2% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160809 11:07 am ET)
60.9% are above or equal to 8/8 close (1 days ago), 39.1% are below.
58.9% are above or equal to 8/5 close (2 days ago), 41.1% are below.
78.2% are above or equal to 8/4 close (3 days ago), 21.8% are below.
75.3% are above or equal to 8/3 close (4 days ago), 24.7% are below.
78.2% are above or equal to 8/2 close (5 days ago), 21.8% are below.
61.2% are above or equal to 8/1 close (6 days ago), 38.8% are below.
59.7% are above or equal to 7/29 close (7 days ago), 40.3% are below.
61.7% are above or equal to 7/28 close (8 days ago), 38.3% are below.
63.3% are above or equal to 7/27 close (9 days ago), 36.7% are below.
58.3% are above or equal to 7/26 close (10 days ago), 41.7% are below.
61.9% are above or equal to 7/25 close (11 days ago), 38.1% are below.
60.2% are above or equal to 7/22 close (12 days ago), 39.8% are below.
63.8% are above or equal to 7/21 close (13 days ago), 36.2% are below.
58.5% are above or equal to 7/20 close (14 days ago), 41.5% are below.
61.8% are above or equal to 7/19 close (15 days ago), 38.2% are below.
60.1% are above or equal to 7/18 close (16 days ago), 39.9% are below.
61.0% are above or equal to 7/15 close (17 days ago), 39.0% are below.
60.5% are above or equal to 7/14 close (18 days ago), 39.5% are below.
62.7% are above or equal to 7/13 close (19 days ago), 37.3% are below.
62.5% are above or equal to 7/12 close (20 days ago), 37.5% are below.
66.8% are above or equal to 7/11 close (21 days ago), 33.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160809 11:07 am ET)
20d: 12.9% new highs, 3.4% new lows
21d: 12.9% new highs, 3.2% new lows
42d: 11.3% new highs, 1.5% new lows
63d: 10.7% new highs, 1.2% new lows
126d: 9.3% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160809 11:07 am ET)
2-day: 58.5% above, 41.5% below
3-day: 59.5% above, 40.5% below
4-day: 70.5% above, 29.5% below
5-day: 73.9% above, 26.1% below
8-day: 69.0% above, 31.0% below
10-day: 67.3% above, 32.7% below
20-day: 63.1% above, 36.9% below
50-day: 74.9% above, 25.1% below
200-day: 74.7% above, 25.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160809 11:07 am ET)
HEAL(64): 0.87% Top=ZLTQ BKD NXTM MASI ABMD STE HYH AMED ….. ELGX AMSG GKOS MD THC SPNC CYH DVA=Bottom (Health)
ELEC(55): 0.65% Top=IPHI MCHP AMBA OCLR ON SIMO AVGO IDTI ….. QLGC INTC GRMN JBL CSIQ SPWR FSLR MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 0.63% Top=CC HUN CE EMN OLN MEOH AGU POT ….. SHW SMG MON WLK FMC CF RYAM PAH=Bottom (Chemicals/Fertilizers)
LEIS(36): 0.60% Top=SHAK GPRO WEN BLMN JACK SONC QSR BWLD ….. SEAS PLAY MAR WYN SIX MTN CCL RCL=Bottom (Leisure)
COSW(107): 0.56% Top=SINA WB ATHM RAX MEET MTCH VIPS IMPV ….. NTCT NTES SNCR DATA GDDY TWOU FEYE NUAN=Bottom (Computer Software/Internet)
META(32): 0.47% Top=HL CDE GG AG FNV AEM TAHO AGI ….. CENX STLD FMSA NUE CLF CNX FSM X=Bottom (Metals & Mining)
COHW(47): 0.33% Top=GIMO GOGO LITE QCOM HRS ACIA CIEN ANET ….. S CTL CCOI TDC KN OLED SSYS CRAY=Bottom (Computer Hardware/Telecom)
MANU(45): 0.31% Top=ZBRA SEDG CFX GNRC SNA MRC MKSI AME ….. RXN FLS DDD RS ATI GTLS AGCO RYI=Bottom (Manufacturing)
FINA(98): 0.21% Top=YRD BX SIVB APO OZRK WETF MS BMO ….. TROW AMG NYCB IBKR BEN BOFI ECPG OMF=Bottom (Banks/Financials)
INSU(32): 0.11% Top=PRI AGO AJG MHLD WLTW TMK CLGX ALL ….. HIG FAF XL FNF MTG CNO AFSI RDN=Bottom (Insurance)
REAL(104): 0.09% Top=LGIH NRZ SNH OHI CONE VTR HCP BAM ….. DRH NYRT CUBE COR TREE RLJ PEB SC=Bottom (Real Estate)
MATE(35): -0.03% Top=MTZ PWR WCN FLR WM KBH VMC RSG ….. BECN OC CAA TREX SRCL CSTE CVA USCR=Bottom (Materials & Construction)
DISV(56): -0.03% Top=YY JEC AHS WTW GPN RCII RHI TRU ….. IILG GATX XRS ZG MYGN CXW CAR RBA=Bottom (Diversified Services)
CONS(59): -0.10% Top=FN UFS ENR PKG WRK HBI CHD ECL ….. VFC GIII EPC PVH SCSS COH KS BERY=Bottom (Consumer)
TRAN(31): -0.35% Top=CNI AAL UPS SAVE FDX CP EXPD NSC ….. AIRM ODFL NAT TRN WERN KEX BRS TK=Bottom (Transportation)
ENER(90): -0.38% Top=CWEI CPE PDCE OAS FTI EEP MUSA MTDR ….. DO SWN HFC WNR ATW WLL RDC SGY=Bottom (Energy)
RETA(64): -0.72% Top=STMP BID TSCO KMX KR AMZN WFM WBA ….. ANF MELI AEO TGT KSS ASNA GPS W=Bottom (Retail & Specialty Retail)

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 11:07 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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