daytrend

08/09/2016

Filed under: Market Stats — daytrend @ 1:33 pm

Market Stats at 2:32 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 2:32 pm ET)
16.0% of stocks are above yesterday’s high.
39.1% are above yesterday’s midpoint. (60.9% are below.)
28.0% are below yesterday’s low.
56.0% are inside yesterday’s range.
39.9% of stocks with today’s high > yesterday’s high. (60.1% less than).
48.9% of stocks with today’s low < yesterday’s low. (51.1% greater than).

EVIDENCE OF INTRADAY TREND (20160809 2:32 pm ET)
41.1% of stocks are above today’s open. (56.9% are below).
36.1% of stocks are above today’s open and yesterday’s close.
49.3% 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 2:32 pm ET)
5.6% of stocks are in the top 10% of today’s range.
11.9% are in the top 20%.
35.4% are in the top half. 64.6% of stocks are in the bottom half of today’s range.
33.7% are in the bottom 20%.
21.7% are in the bottom 10%.

GAIN (20160809 2:32 pm ET)
45.5% of stocks are above yesterday’s close. (54.5% are below.)
1.7% are up 4.5% or more. 1.6% are down 4.5% or more.
2.4% are up 3.5% or more. 2.7% are down 3.5% or more.
69.2% are between +1% and -1%.

RSI on DAILY (20160809 2:32 pm ET)
2-day: >=95:9.6%…>=90:16.0%…>=80:25.7%…>=50:57.3%…<=20:11.5%…<=10:5.3%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.4%…>=80:5.4%…>=50:66.0%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:69.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160809 2:32 pm ET)
16.0% above previous 1 highs, 28.0% below previous 1 lows
12.6% above previous 2 highs, 12.3% below previous 2 lows
11.5% above previous 3 highs, 7.4% below previous 3 lows
10.9% above previous 4 highs, 3.7% below previous 4 lows
9.9% above previous 5 highs, 3.5% below previous 5 lows
9.1% above previous 6 highs, 3.5% below previous 6 lows
8.5% above previous 7 highs, 3.2% below previous 7 lows
7.7% above previous 8 highs, 2.8% below previous 8 lows
7.3% above previous 9 highs, 2.5% below previous 9 lows
7.1% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160809 2:32 pm ET)
45.5% are above or equal to 8/8 close (1 days ago), 54.5% are below.
47.4% are above or equal to 8/5 close (2 days ago), 52.6% are below.
72.5% are above or equal to 8/4 close (3 days ago), 27.5% are below.
71.2% are above or equal to 8/3 close (4 days ago), 28.8% are below.
74.7% are above or equal to 8/2 close (5 days ago), 25.3% are below.
57.9% are above or equal to 8/1 close (6 days ago), 42.1% are below.
55.7% are above or equal to 7/29 close (7 days ago), 44.3% are below.
57.1% are above or equal to 7/28 close (8 days ago), 42.9% are below.
60.3% are above or equal to 7/27 close (9 days ago), 39.7% are below.
55.6% are above or equal to 7/26 close (10 days ago), 44.4% are below.
59.6% are above or equal to 7/25 close (11 days ago), 40.4% are below.
57.4% are above or equal to 7/22 close (12 days ago), 42.6% are below.
61.5% are above or equal to 7/21 close (13 days ago), 38.5% are below.
56.5% are above or equal to 7/20 close (14 days ago), 43.5% are below.
58.9% are above or equal to 7/19 close (15 days ago), 41.1% are below.
57.9% are above or equal to 7/18 close (16 days ago), 42.1% are below.
60.0% are above or equal to 7/15 close (17 days ago), 40.0% are below.
59.7% are above or equal to 7/14 close (18 days ago), 40.3% are below.
60.9% are above or equal to 7/13 close (19 days ago), 39.1% are below.
60.2% are above or equal to 7/12 close (20 days ago), 39.8% are below.
65.2% are above or equal to 7/11 close (21 days ago), 34.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160809 2:32 pm ET)
20d: 14.2% new highs, 3.8% new lows
21d: 14.2% new highs, 3.5% new lows
42d: 12.2% new highs, 1.6% new lows
63d: 11.4% new highs, 1.3% new lows
126d: 10.0% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160809 2:32 pm ET)
2-day: 43.5% above, 56.5% below
3-day: 45.0% above, 55.0% below
4-day: 60.5% above, 39.5% below
5-day: 64.9% above, 35.1% below
8-day: 62.9% above, 37.1% below
10-day: 61.9% above, 38.1% below
20-day: 60.2% above, 39.8% below
50-day: 72.1% above, 27.9% below
200-day: 74.3% above, 25.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160809 2:32 pm ET)
HEAL(64): 0.51% Top=ZLTQ NXTM BKD ABMD MASI WCG ALGN HYH ….. MD GKOS ACHC EVHC AMSG THC CYH DVA=Bottom (Health)
COSW(107): 0.49% Top=SINA WB RAX ATHM MEET IMPV WIX PFPT ….. INOV SSNC BIDU DBD FEYE TRIP TWOU NUAN=Bottom (Computer Software/Internet)
COHW(47): 0.49% Top=GOGO ACIA GIMO ANET LITE CDW FNSR CIEN ….. TDS CTL S SMCI CCOI TDC SSYS OLED=Bottom (Computer Hardware/Telecom)
ELEC(55): 0.25% Top=IPHI MCHP AMBA SIMO OCLR AVGO MRVL SWKS ….. CY TER GRMN CSIQ AMD SPWR FSLR MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(104): 0.23% Top=LGIH NRZ SNH HTA OHI VTR CONE STOR ….. CLI CUBE HST AMH RLJ LHO SC PEB=Bottom (Real Estate)
LEIS(36): 0.08% Top=BYD SGMS JACK WEN QSR EAT LVS BLMN ….. HLT MAR SEAS SIX CMG MTN CCL RCL=Bottom (Leisure)
MANU(45): -0.00% Top=ZBRA SEDG MRC GNRC CFX SNA XYL AME ….. TKR TEX RXN FLS ATI AGCO GTLS RYI=Bottom (Manufacturing)
CHEM(29): -0.02% Top=CC CE KRA AGU POT OLN GPRE AXTA ….. WLK GRA DD MON RYAM FMC CF PAH=Bottom (Chemicals/Fertilizers)
INSU(32): -0.05% Top=PRI WLTW AGO MHLD AJG AWH AXS ALL ….. BRO FNF MET FAF CLGX HIG XL RDN=Bottom (Insurance)
FINA(98): -0.07% Top=YRD SIVB OZRK APO BX UMPQ WAL ESNT ….. BLK SF NYCB WDR IBKR TROW BEN OMF=Bottom (Banks/Financials)
META(32): -0.13% Top=HL GG AEM FNV SLW CDE AG SSRI ….. NUE SWC FCX CCJ CNX FSM CLF X=Bottom (Metals & Mining)
DISV(56): -0.24% Top=YY JEC RCII AHS GPN TRU SBAC WTW ….. CXW CAR ACM AL GATX ZG XRS RBA=Bottom (Diversified Services)
MATE(35): -0.43% Top=MTZ WCN DAR NCS PWR FLR WM KBH ….. USG CVA OC DY TREX SRCL CSTE USCR=Bottom (Materials & Construction)
CONS(59): -0.57% Top=FN UFS PKG ENR SON SEE CHD CL ….. SCSS WWW PVH VFC GIII BERY COH KS=Bottom (Consumer)
TRAN(31): -0.80% Top=AAL CNI UPS CP FDX LUV JBHT NSC ….. AIRM ODFL SWFT KEX BRS WERN TRN TK=Bottom (Transportation)
ENER(90): -1.21% Top=PDCE CWEI CPE CRC NBL MUSA FTI MTDR ….. PTEN RSPP LPI ATW WLL RDC WNR SGY=Bottom (Energy)
RETA(64): -1.32% Top=BID STMP ETSY TSCO WMT CPRT BABA AMZN ….. ANF GNC CHS 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 2:32 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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