daytrend

08/09/2016

Filed under: Market Stats — daytrend @ 11:22 am

Market Stats at 12:21 pm 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 12:21 pm ET)
20.0% of stocks are above yesterday’s high.
49.5% are above yesterday’s midpoint. (50.5% are below.)
17.5% are below yesterday’s low.
62.5% are inside yesterday’s range.
38.8% of stocks with today’s high > yesterday’s high. (61.2% less than).
42.8% of stocks with today’s low < yesterday’s low. (57.2% greater than).

EVIDENCE OF INTRADAY TREND (20160809 12:21 pm ET)
54.1% of stocks are above today’s open. (43.5% are below).
48.1% of stocks are above today’s open and yesterday’s close.
37.1% 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 12:21 pm ET)
11.9% of stocks are in the top 10% of today’s range.
24.4% are in the top 20%.
56.4% are in the top half. 43.6% of stocks are in the bottom half of today’s range.
18.8% are in the bottom 20%.
8.2% are in the bottom 10%.

GAIN (20160809 12:21 pm ET)
56.7% of stocks are above yesterday’s close. (43.3% are below.)
1.5% are up 4.5% or more. 0.7% are down 4.5% or more.
2.4% are up 3.5% or more. 1.7% are down 3.5% or more.
73.0% are between +1% and -1%.

RSI on DAILY (20160809 12:21 pm ET)
2-day: >=95:12.9%…>=90:21.5%…>=80:35.7%…>=50:67.1%…<=20:8.4%…<=10:4.4%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.5%…>=80:5.9%…>=50:69.5%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:71.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160809 12:21 pm ET)
20.0% above previous 1 highs, 17.5% below previous 1 lows
16.3% above previous 2 highs, 7.4% below previous 2 lows
15.0% above previous 3 highs, 4.4% below previous 3 lows
14.1% above previous 4 highs, 2.7% below previous 4 lows
12.8% above previous 5 highs, 2.4% below previous 5 lows
11.6% above previous 6 highs, 2.3% below previous 6 lows
11.1% above previous 7 highs, 2.2% below previous 7 lows
10.1% above previous 8 highs, 1.7% below previous 8 lows
9.1% above previous 9 highs, 1.6% below previous 9 lows
8.7% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160809 12:21 pm ET)
56.7% are above or equal to 8/8 close (1 days ago), 43.3% are below.
57.3% are above or equal to 8/5 close (2 days ago), 42.7% are below.
77.5% are above or equal to 8/4 close (3 days ago), 22.5% are below.
74.5% are above or equal to 8/3 close (4 days ago), 25.5% are below.
77.7% are above or equal to 8/2 close (5 days ago), 22.3% are below.
60.6% are above or equal to 8/1 close (6 days ago), 39.4% are below.
59.2% are above or equal to 7/29 close (7 days ago), 40.8% are below.
60.2% are above or equal to 7/28 close (8 days ago), 39.8% are below.
62.7% are above or equal to 7/27 close (9 days ago), 37.3% are below.
58.4% are above or equal to 7/26 close (10 days ago), 41.6% are below.
62.2% are above or equal to 7/25 close (11 days ago), 37.8% are below.
59.7% are above or equal to 7/22 close (12 days ago), 40.3% are below.
64.0% are above or equal to 7/21 close (13 days ago), 36.0% are below.
58.6% are above or equal to 7/20 close (14 days ago), 41.4% 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.
60.9% are above or equal to 7/15 close (17 days ago), 39.1% are below.
60.9% are above or equal to 7/14 close (18 days ago), 39.1% are below.
62.2% are above or equal to 7/13 close (19 days ago), 37.8% are below.
61.8% are above or equal to 7/12 close (20 days ago), 38.2% are below.
67.0% are above or equal to 7/11 close (21 days ago), 33.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160809 12:21 pm ET)
20d: 13.7% new highs, 3.5% new lows
21d: 13.7% new highs, 3.3% new lows
42d: 11.8% new highs, 1.5% new lows
63d: 11.1% new highs, 1.2% new lows
126d: 9.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160809 12:21 pm ET)
2-day: 55.0% above, 45.0% below
3-day: 57.5% above, 42.5% below
4-day: 69.5% above, 30.5% below
5-day: 72.3% above, 27.7% below
8-day: 69.3% above, 30.7% below
10-day: 67.1% above, 32.9% below
20-day: 63.0% above, 37.0% below
50-day: 74.6% above, 25.4% below
200-day: 74.7% above, 25.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160809 12:21 pm ET)
HEAL(64): 0.85% Top=ZLTQ NXTM BKD ABMD MASI IRWD HRC NUVA ….. PINC EVHC AMSG GKOS MD SPNC CYH DVA=Bottom (Health)
COSW(107): 0.68% Top=WB SINA ATHM MEET RAX MTCH VIPS IMPV ….. CPSI DBD SNCR GDDY NTCT TRIP TWOU NUAN=Bottom (Computer Software/Internet)
LEIS(36): 0.64% Top=SGMS SHAK BYD BLMN QSR JACK GPRO WEN ….. EXPE WYN MAR SEAS SIX MTN CCL RCL=Bottom (Leisure)
ELEC(55): 0.62% Top=IPHI MCHP AMBA SIMO ON OCLR AVGO HIMX ….. TER KEYS GRMN JBL CSIQ SPWR FSLR MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 0.51% Top=CC CE KRA HUN MEOH OLN AGU POT ….. DD SMG SHW FMC RYAM WLK CF PAH=Bottom (Chemicals/Fertilizers)
COHW(47): 0.44% Top=LITE GIMO ANET CIEN COMM ACIA CDW VIAV ….. TDS CTL CCOI CRAY S TDC SSYS OLED=Bottom (Computer Hardware/Telecom)
META(32): 0.43% Top=HL CDE FNV GG AEM AG AGI TAHO ….. CCJ SWC STLD NUE CNX CLF FSM X=Bottom (Metals & Mining)
MANU(45): 0.26% Top=ZBRA SEDG CFX GNRC SNA AME XYL PRLB ….. CMI TKR RXN TEX ATI AGCO GTLS RYI=Bottom (Manufacturing)
REAL(104): 0.12% Top=LGIH NRZ SNH OHI CONE HCP VTR BAM ….. PEI LHO DRH CUBE COR RLJ PEB SC=Bottom (Real Estate)
FINA(98): 0.09% Top=YRD SIVB BX APO OZRK MS UMPQ BMO ….. BOFI SF IVZ TROW ECPG NYCB BEN OMF=Bottom (Banks/Financials)
INSU(32): 0.08% Top=PRI AJG AGO WLTW ALL L AWH MHLD ….. AFL MTG CLGX FAF HIG MET XL FNF=Bottom (Insurance)
DISV(56): 0.08% Top=YY JEC AHS WTW RCII GPN TRU KBR ….. LDOS AL ZG IILG XRS GATX CXW RBA=Bottom (Diversified Services)
MATE(35): -0.04% Top=MTZ PWR WCN FLR WM KBH PHM DAR ….. CAA OC DY TREX CVA SRCL CSTE USCR=Bottom (Materials & Construction)
CONS(59): -0.16% Top=FN UFS PKG ENR HBI KATE ECL EL ….. WWW PVH EPC COH GIII SCSS KS BERY=Bottom (Consumer)
TRAN(31): -0.40% Top=CNI AAL UPS FDX CP SAVE EXPD JBHT ….. NAT UAL BRS ODFL KEX WERN TRN TK=Bottom (Transportation)
ENER(90): -0.51% Top=PDCE CPE CWEI CRC NBL ECA NBR FTI ….. HFC WNR RDC SWN RSPP SGY WLL LPI=Bottom (Energy)
RETA(64): -0.72% Top=BID STMP TSCO ETSY KR KMX WFM SFM ….. MELI CHS AEO KSS TGT 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 12:21 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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