daytrend

08/10/2016

Filed under: Market Stats — daytrend @ 12:54 pm

Market Stats at 1:53 pm 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 1:53 pm ET)
13.4% of stocks are above yesterday’s high.
39.2% are above yesterday’s midpoint. (60.8% are below.)
29.9% are below yesterday’s low.
56.7% are inside yesterday’s range.
37.5% of stocks with today’s high > yesterday’s high. (62.5% less than).
52.1% of stocks with today’s low < yesterday’s low. (47.9% greater than).

EVIDENCE OF INTRADAY TREND (20160810 1:53 pm ET)
30.1% of stocks are above today’s open. (68.2% are below).
26.9% of stocks are above today’s open and yesterday’s close.
57.1% 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 1:53 pm ET)
4.6% of stocks are in the top 10% of today’s range.
11.6% are in the top 20%.
35.3% are in the top half. 64.7% of stocks are in the bottom half of today’s range.
28.0% are in the bottom 20%.
13.3% are in the bottom 10%.

GAIN (20160810 1:53 pm ET)
39.3% of stocks are above yesterday’s close. (60.7% are below.)
0.8% are up 4.5% or more. 1.5% are down 4.5% or more.
1.2% are up 3.5% or more. 2.5% are down 3.5% or more.
68.4% are between +1% and -1%.

RSI on DAILY (20160810 1:53 pm ET)
2-day: >=95:6.6%…>=90:12.3%…>=80:20.6%…>=50:47.5%…<=20:17.2%…<=10:5.8%…<=5:2.9%…
9-day: >=95:0.1%…>=90:0.5%…>=80:4.4%…>=50:64.7%…<=20:1.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.3%…>=50:69.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160810 1:53 pm ET)
13.4% above previous 1 highs, 29.9% below previous 1 lows
10.6% above previous 2 highs, 23.5% below previous 2 lows
8.5% above previous 3 highs, 12.3% below previous 3 lows
7.7% above previous 4 highs, 7.4% below previous 4 lows
7.2% above previous 5 highs, 4.1% below previous 5 lows
6.0% above previous 6 highs, 3.8% below previous 6 lows
5.7% above previous 7 highs, 3.6% below previous 7 lows
5.7% above previous 8 highs, 3.3% below previous 8 lows
5.5% above previous 9 highs, 3.2% below previous 9 lows
5.4% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160810 1:53 pm ET)
39.3% are above or equal to 8/9 close (1 days ago), 60.7% are below.
40.7% are above or equal to 8/8 close (2 days ago), 59.3% are below.
46.1% are above or equal to 8/5 close (3 days ago), 53.9% are below.
70.1% are above or equal to 8/4 close (4 days ago), 29.9% are below.
69.4% are above or equal to 8/3 close (5 days ago), 30.6% are below.
73.3% are above or equal to 8/2 close (6 days ago), 26.7% are below.
56.9% are above or equal to 8/1 close (7 days ago), 43.1% are below.
54.0% are above or equal to 7/29 close (8 days ago), 46.0% are below.
56.0% are above or equal to 7/28 close (9 days ago), 44.0% are below.
58.9% are above or equal to 7/27 close (10 days ago), 41.1% are below.
54.6% are above or equal to 7/26 close (11 days ago), 45.4% are below.
58.2% are above or equal to 7/25 close (12 days ago), 41.8% are below.
56.4% are above or equal to 7/22 close (13 days ago), 43.6% are below.
59.8% are above or equal to 7/21 close (14 days ago), 40.2% are below.
56.5% are above or equal to 7/20 close (15 days ago), 43.5% are below.
59.1% are above or equal to 7/19 close (16 days ago), 40.9% are below.
58.1% are above or equal to 7/18 close (17 days ago), 41.9% are below.
59.6% are above or equal to 7/15 close (18 days ago), 40.4% are below.
59.7% are above or equal to 7/14 close (19 days ago), 40.3% are below.
60.7% are above or equal to 7/13 close (20 days ago), 39.3% are below.
59.9% are above or equal to 7/12 close (21 days ago), 40.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160810 1:53 pm ET)
20d: 10.8% new highs, 4.3% new lows
21d: 10.8% new highs, 4.1% new lows
42d: 10.2% new highs, 2.2% new lows
63d: 9.4% new highs, 1.8% new lows
126d: 8.5% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160810 1:53 pm ET)
2-day: 37.5% above, 62.5% below
3-day: 39.8% above, 60.2% below
4-day: 41.9% above, 58.1% below
5-day: 53.0% above, 47.0% below
8-day: 62.3% above, 37.7% below
10-day: 59.3% above, 40.7% below
20-day: 58.2% above, 41.8% below
50-day: 72.2% above, 27.8% below
200-day: 73.6% above, 26.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160810 1:53 pm ET)
CONS(59): 0.44% Top=RL BERY HBI KS IP SHOO PVH FN ….. EL KATE NKE ELY COH WHR HAR PAY=Bottom (Consumer)
META(31): 0.38% Top=TAHO GG SSRI SWC RGLD SLW HL PAAS ….. STLD CCJ AG SLCA FMSA CNX X CLF=Bottom (Metals & Mining)
RETA(65): 0.22% Top=KSS JWN DLTR BID DDS BABA WBA URBN ….. WFM GNC ETSY STMP KORS WSM RH W=Bottom (Retail & Specialty Retail)
COSW(109): 0.08% Top=YELP JD MEET AKAM TDOC BITA ATHM TWTR ….. RUBI RAX CSC TEAM WUBA FEYE ZEN CYBR=Bottom (Computer Software/Internet)
REAL(102): -0.06% Top=CBL HCP NRF VTR LGIH LPT OHI TREE ….. UDR AVB LHO ARE WPG NRZ PEB EQR=Bottom (Real Estate)
LEIS(37): -0.16% Top=ARMK MTN PLAY SEAS RCL EXPE SBUX MCD ….. WYNN WEN DRI SHAK FRGI BWLD GPRO SGMS=Bottom (Leisure)
COHW(45): -0.26% Top=ACIA SSYS BBRY BRCD CCOI ZAYO GOGO CTL ….. TMUS LITE GIMO STX INFN FNSR WDC PANW=Bottom (Computer Hardware/Telecom)
MANU(42): -0.27% Top=ZBRA KMT DDD ITT ETN CFX MRC LECO ….. MHK DE BDC TEX AGCO EMR MKSI SEDG=Bottom (Manufacturing)
MATE(34): -0.30% Top=TREX VMC WY HW RSG WM WCN FAST ….. SUM AWI KBH CAA DAR NCS DY CSTE=Bottom (Materials & Construction)
INSU(32): -0.37% Top=CNO FNF CLGX WLTW FAF AXS PRI MMC ….. L AFSI PRU UNM LNC MTG RDN MET=Bottom (Insurance)
HEAL(65): -0.44% Top=HWAY BAX MASI ZLTQ EW XRAY IRWD GKOS ….. ADPT BEAT DVA ELGX CPHD ZBH VWR BKD=Bottom (Health)
CHEM(30): -0.50% Top=CC PPG ASH POT DD ALB AXTA SHW ….. MOS OLN GRA FTK CF PAH RYAM GPRE=Bottom (Chemicals/Fertilizers)
ENER(91): -0.56% Top=REN SM GPOR PDCE WPX PE CPE VLO ….. SN WPZ RSPP SGY RDC ATW RIG CRC=Bottom (Energy)
TRAN(31): -0.63% Top=NAT TK JBLU EXPD FDX CHRW WAB UPS ….. SWFT KEX LUV AAL XPO UAL DAL BRS=Bottom (Transportation)
FINA(98): -0.66% Top=YRD SLM LAZ WDR ARCC BX LM FII ….. TCB BBT OMF BAC ECPG BOFI ESNT NAVI=Bottom (Banks/Financials)
DISV(55): -0.95% Top=HMSY XRS WOOF BAH BCO R FDC CTAS ….. ADS JEC RBA CXW TMH RCII AHS MYGN=Bottom (Diversified Services)
ELEC(53): -1.46% Top=MXL CGNX GRMN TEL FLEX SNPS KEYS AVGO ….. TTMI IPHI OCLR FIT LRCX 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 1:53 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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