daytrend

08/10/2016

Filed under: Market Stats — daytrend @ 2:38 pm

Market Stats at 3:37 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 3:37 pm ET)
14.7% of stocks are above yesterday’s high.
39.0% are above yesterday’s midpoint. (61.0% are below.)
32.7% are below yesterday’s low.
52.6% are inside yesterday’s range.
38.8% of stocks with today’s high > yesterday’s high. (61.2% less than).
55.9% of stocks with today’s low < yesterday’s low. (44.1% greater than).

EVIDENCE OF INTRADAY TREND (20160810 3:37 pm ET)
30.4% of stocks are above today’s open. (68.4% are below).
27.5% of stocks are above today’s open and yesterday’s close.
58.1% 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 3:37 pm ET)
6.2% of stocks are in the top 10% of today’s range.
13.3% are in the top 20%.
35.1% are in the top half. 64.9% of stocks are in the bottom half of today’s range.
28.6% are in the bottom 20%.
12.5% are in the bottom 10%.

GAIN (20160810 3:37 pm ET)
39.1% of stocks are above yesterday’s close. (60.9% are below.)
0.9% are up 4.5% or more. 1.5% are down 4.5% or more.
1.3% are up 3.5% or more. 3.0% are down 3.5% or more.
63.3% are between +1% and -1%.

RSI on DAILY (20160810 3:37 pm ET)
2-day: >=95:6.4%…>=90:11.5%…>=80:20.4%…>=50:46.4%…<=20:18.2%…<=10:6.0%…<=5:2.9%…
9-day: >=95:0.1%…>=90:0.7%…>=80:4.8%…>=50:64.2%…<=20:1.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.3%…>=50:68.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160810 3:37 pm ET)
14.7% above previous 1 highs, 32.7% below previous 1 lows
11.5% above previous 2 highs, 26.4% below previous 2 lows
9.6% above previous 3 highs, 14.6% below previous 3 lows
9.0% above previous 4 highs, 8.1% below previous 4 lows
8.4% above previous 5 highs, 5.0% below previous 5 lows
7.0% above previous 6 highs, 4.3% below previous 6 lows
6.5% above previous 7 highs, 4.0% below previous 7 lows
6.4% above previous 8 highs, 3.6% below previous 8 lows
6.3% above previous 9 highs, 3.6% below previous 9 lows
6.0% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160810 3:37 pm ET)
39.1% are above or equal to 8/9 close (1 days ago), 60.9% are below.
40.9% are above or equal to 8/8 close (2 days ago), 59.1% are below.
44.8% are above or equal to 8/5 close (3 days ago), 55.2% are below.
69.5% are above or equal to 8/4 close (4 days ago), 30.5% are below.
67.5% are above or equal to 8/3 close (5 days ago), 32.5% are below.
72.9% are above or equal to 8/2 close (6 days ago), 27.1% are below.
56.2% are above or equal to 8/1 close (7 days ago), 43.8% are below.
53.1% are above or equal to 7/29 close (8 days ago), 46.9% are below.
55.4% are above or equal to 7/28 close (9 days ago), 44.6% are below.
58.7% are above or equal to 7/27 close (10 days ago), 41.3% are below.
54.2% are above or equal to 7/26 close (11 days ago), 45.8% are below.
57.6% are above or equal to 7/25 close (12 days ago), 42.4% are below.
55.3% are above or equal to 7/22 close (13 days ago), 44.7% are below.
59.7% are above or equal to 7/21 close (14 days ago), 40.3% are below.
56.3% are above or equal to 7/20 close (15 days ago), 43.7% are below.
59.2% are above or equal to 7/19 close (16 days ago), 40.8% are below.
58.0% are above or equal to 7/18 close (17 days ago), 42.0% are below.
58.8% are above or equal to 7/15 close (18 days ago), 41.2% are below.
59.0% are above or equal to 7/14 close (19 days ago), 41.0% are below.
60.8% are above or equal to 7/13 close (20 days ago), 39.2% are below.
59.8% are above or equal to 7/12 close (21 days ago), 40.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160810 3:37 pm ET)
20d: 11.4% new highs, 4.9% new lows
21d: 11.4% new highs, 4.7% new lows
42d: 10.7% new highs, 2.2% new lows
63d: 9.9% new highs, 1.8% new lows
126d: 9.0% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160810 3:37 pm ET)
2-day: 37.9% above, 62.1% below
3-day: 39.9% above, 60.1% below
4-day: 40.9% above, 59.1% below
5-day: 51.6% above, 48.4% below
8-day: 62.5% above, 37.5% below
10-day: 59.6% above, 40.4% below
20-day: 57.7% above, 42.3% below
50-day: 71.4% above, 28.6% below
200-day: 73.6% above, 26.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160810 3:37 pm ET)
CONS(59): 0.47% Top=RL BERY HBI KS PVH GIII FN IP ….. TUP ELY NKE KATE HAR WHR COH PAY=Bottom (Consumer)
COSW(109): 0.23% Top=YELP JD TDOC AKAM MEET WB BITA CALD ….. SQ RAX TEAM WUBA ZEN RUBI FEYE CYBR=Bottom (Computer Software/Internet)
RETA(65): 0.07% Top=BABA DLTR BID DDS WBA JWN GME URBN ….. STMP JCP HSNI W GNC WSM KORS RH=Bottom (Retail & Specialty Retail)
META(31): 0.01% Top=TAHO GG HL CENX SLW PAAS ABX SWC ….. STLD CCJ AG SLCA CNX FMSA X CLF=Bottom (Metals & Mining)
REAL(102): -0.13% Top=CBL OHI NRF DOC HCP COR LPT VTR ….. UDR MAC ARE WPG LHO EQR NRZ PEB=Bottom (Real Estate)
MATE(34): -0.24% Top=TREX USCR VMC HW WY WCN WM RSG ….. USG CVA CAA KBH DAR DY NCS CSTE=Bottom (Materials & Construction)
LEIS(37): -0.24% Top=ARMK MTN RCL WING PLAY SEAS SBUX CCL ….. MGM DRI WEN SHAK BWLD FRGI GPRO SGMS=Bottom (Leisure)
INSU(32): -0.36% Top=CNO PRI FNF FAF CLGX WLTW AJG AXS ….. L AFSI PRU UNM RDN MTG LNC MET=Bottom (Insurance)
MANU(42): -0.36% Top=ZBRA KMT ETN ITT DDD MRC CFX ROK ….. RS BDC DE EMR TEX AGCO MKSI SEDG=Bottom (Manufacturing)
COHW(45): -0.38% Top=ACIA CCOI SSYS BRCD BBRY CIEN CTL BCE ….. TDS TDC GIMO INFN STX FNSR PANW WDC=Bottom (Computer Hardware/Telecom)
HEAL(65): -0.39% Top=HWAY BAX HAE MASI ZLTQ GKOS EW HCA ….. BEAT ELGX CPHD ADPT VWR DVA ZBH BKD=Bottom (Health)
CHEM(30): -0.58% Top=CC SHW DD PPG ASH ALB AXTA DOW ….. MEOH OLN GRA FTK PAH CF RYAM GPRE=Bottom (Chemicals/Fertilizers)
TRAN(31): -0.66% Top=JBLU NAT UPS FDX TK WAB EXPD CHRW ….. LUV UAL SWFT WERN KEX DAL XPO BRS=Bottom (Transportation)
FINA(98): -0.78% Top=YRD SLM LAZ FII NSAM TD LM BMO ….. BBT EWBC ECPG BAC OMF ESNT BOFI NAVI=Bottom (Banks/Financials)
DISV(55): -0.96% Top=HMSY WOOF XRS BCO FDC BAH IILG SERV ….. CXW JEC ZG RBA TMH RCII AHS MYGN=Bottom (Diversified Services)
ENER(91): -1.28% Top=REN SM GPOR PDCE VLO OKS SU CPE ….. SN DO WLL OAS RDC RIG ATW CRC=Bottom (Energy)
ELEC(53): -1.43% Top=GRMN KEYS MXL CGNX FLEX JBL TEL AVGO ….. MU OCLR IPHI 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 3:37 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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