daytrend

08/10/2016

Filed under: Market Stats — daytrend @ 10:17 am

Market Stats at 11:17 am ET
by daytrend on 20160810. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 979.

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

COMPARED TO YESTERDAY’S RANGE (20160810 11:17 am ET)
12.5% of stocks are above yesterday’s high.
36.4% are above yesterday’s midpoint. (63.6% are below.)
28.2% are below yesterday’s low.
59.3% are inside yesterday’s range.
35.3% of stocks with today’s high > yesterday’s high. (64.7% less than).
43.5% of stocks with today’s low < yesterday’s low. (56.5% greater than).

EVIDENCE OF INTRADAY TREND (20160810 11:17 am ET)
29.4% of stocks are above today’s open. (69.1% are below).
25.2% of stocks are above today’s open and yesterday’s close.
58.8% are below both.
12.5% of stocks opened above yesterday’s high.
61.4% of stocks opened above yesterday’s close. (31.9% opened below yesterday’s close).
4.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160810 11:17 am ET)
1.8% of stocks are in the top 10% of today’s range.
5.1% are in the top 20%.
27.7% are in the top half. 72.3% of stocks are in the bottom half of today’s range.
44.0% are in the bottom 20%.
32.7% are in the bottom 10%.

GAIN (20160810 11:17 am ET)
37.3% of stocks are above yesterday’s close. (62.7% are below.)
0.7% are up 4.5% or more. 1.2% are down 4.5% or more.
1.2% are up 3.5% or more. 2.3% are down 3.5% or more.
72.6% are between +1% and -1%.

RSI on DAILY (20160810 11:17 am ET)
2-day: >=95:5.9%…>=90:10.2%…>=80:18.4%…>=50:46.9%…<=20:15.6%…<=10:5.7%…<=5:3.0%…
9-day: >=95:0.1%…>=90:0.6%…>=80:4.1%…>=50:64.2%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.0%…>=50:69.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160810 11:17 am ET)
12.5% above previous 1 highs, 28.2% below previous 1 lows
9.4% above previous 2 highs, 23.5% below previous 2 lows
7.5% above previous 3 highs, 11.7% below previous 3 lows
6.4% above previous 4 highs, 6.9% below previous 4 lows
6.1% above previous 5 highs, 4.0% below previous 5 lows
5.3% above previous 6 highs, 3.8% below previous 6 lows
4.9% above previous 7 highs, 3.7% below previous 7 lows
4.7% above previous 8 highs, 3.4% below previous 8 lows
4.7% above previous 9 highs, 3.3% below previous 9 lows
4.5% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160810 11:17 am ET)
37.3% are above or equal to 8/9 close (1 days ago), 62.7% are below.
40.7% are above or equal to 8/8 close (2 days ago), 59.3% are below.
45.6% are above or equal to 8/5 close (3 days ago), 54.4% are below.
69.9% are above or equal to 8/4 close (4 days ago), 30.1% are below.
69.7% are above or equal to 8/3 close (5 days ago), 30.3% are below.
73.2% are above or equal to 8/2 close (6 days ago), 26.8% are below.
56.4% are above or equal to 8/1 close (7 days ago), 43.6% are below.
55.2% are above or equal to 7/29 close (8 days ago), 44.8% are below.
57.0% are above or equal to 7/28 close (9 days ago), 43.0% are below.
59.1% are above or equal to 7/27 close (10 days ago), 40.9% are below.
54.7% are above or equal to 7/26 close (11 days ago), 45.3% are below.
58.7% are above or equal to 7/25 close (12 days ago), 41.3% are below.
57.2% are above or equal to 7/22 close (13 days ago), 42.8% are below.
60.6% are above or equal to 7/21 close (14 days ago), 39.4% are below.
57.0% are above or equal to 7/20 close (15 days ago), 43.0% are below.
59.3% are above or equal to 7/19 close (16 days ago), 40.7% are below.
58.8% are above or equal to 7/18 close (17 days ago), 41.2% are below.
60.0% are above or equal to 7/15 close (18 days ago), 40.0% are below.
59.6% are above or equal to 7/14 close (19 days ago), 40.4% are below.
61.3% are above or equal to 7/13 close (20 days ago), 38.7% are below.
60.1% are above or equal to 7/12 close (21 days ago), 39.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160810 11:17 am ET)
20d: 10.2% new highs, 3.8% new lows
21d: 10.2% new highs, 3.7% new lows
42d: 9.6% new highs, 2.2% new lows
63d: 8.8% new highs, 1.8% new lows
126d: 7.9% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160810 11:17 am ET)
2-day: 35.3% above, 64.7% below
3-day: 37.2% above, 62.8% below
4-day: 41.1% above, 58.9% below
5-day: 53.9% above, 46.1% below
8-day: 63.4% above, 36.6% below
10-day: 60.6% above, 39.4% below
20-day: 60.7% above, 39.3% below
50-day: 72.2% above, 27.8% below
200-day: 73.9% above, 26.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160810 11:17 am ET)
CONS(59): 0.58% Top=RL FOSL HBI BERY PVH IP KS SHOO ….. EL GT FBHS WHR HAR ELY COH PAY=Bottom (Consumer)
RETA(65): 0.41% Top=DDS KSS JWN M BID BABA URBN BURL ….. LOW GNC NFLX WSM LL RH ETSY W=Bottom (Retail & Specialty Retail)
REAL(102): 0.07% Top=HCP CBL SRC DOC VTR LGIH OHI HCN ….. ARE RLGY RLJ SHO MAC LHO NRZ PEB=Bottom (Real Estate)
COSW(109): -0.03% Top=YELP JD BITA AKAM TWTR GRUB BR SHOP ….. RAX RUBI IMPV TEAM FEYE CSC ZEN CYBR=Bottom (Computer Software/Internet)
META(31): -0.14% Top=TAHO GG SWC SLW CENX SSRI RGLD HL ….. NUE STLD CCJ FMSA CNX SLCA X CLF=Bottom (Metals & Mining)
INSU(32): -0.21% Top=CNO PRI FNF WLTW AJG AXS MMC FAF ….. L AFSI UNM PRU LNC RDN MTG MET=Bottom (Insurance)
MANU(42): -0.28% Top=ZBRA KMT DDD ITT ETN MWA MRC LECO ….. RS DE ITW FLS BDC MKSI EMR SEDG=Bottom (Manufacturing)
MATE(34): -0.31% Top=VMC WY WCN RSG TREX USCR WM MTZ ….. TPH EME CAA KBH DY DAR NCS CSTE=Bottom (Materials & Construction)
HEAL(65): -0.34% Top=HWAY GKOS BAX ALGN HCA IRWD MASI HRC ….. NXTM ELGX BEAT CPHD DVA INCR ZBH VWR=Bottom (Health)
LEIS(37): -0.39% Top=ARMK RCL MTN BYD WYN PLAY CCL MAR ….. JACK SIX FRGI SGMS GPRO BWLD SHAK WEN=Bottom (Leisure)
FINA(98): -0.50% Top=YRD SLM LM WDR ARCC WETF BMO NYCB ….. HBAN BAC TCBI BBT OMF ESNT BOFI NAVI=Bottom (Banks/Financials)
COHW(45): -0.52% Top=ACIA BBRY CCOI COMM BRCD BCE CCI SSYS ….. SYNA STX INFN GIMO WDC LITE FNSR PANW=Bottom (Computer Hardware/Telecom)
ENER(91): -0.61% Top=VLO HFC MPC CVI SM DK WNR WPX ….. XOM CRC WMB RDC SGY RIG RSPP ATW=Bottom (Energy)
TRAN(31): -0.69% Top=JBLU TRN WAB SAVE NAT EXPD TK CHRW ….. WERN KEX AAL UAL LUV XPO DAL BRS=Bottom (Transportation)
CHEM(30): -0.71% Top=CC PPG ASH POT DD HUN SHW SMG ….. RPM IFF GRA RYAM CF FTK PAH GPRE=Bottom (Chemicals/Fertilizers)
DISV(55): -0.81% Top=XRS KBR BAH HMSY MAN AL WOOF HRB ….. JEC TMH YY RCII WTW RBA AHS MYGN=Bottom (Diversified Services)
ELEC(53): -1.78% Top=MXL GRMN CGNX KEYS SNPS FLEX TEL CREE ….. MU FIT OCLR LRCX IPHI FSLR CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 11:17 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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