daytrend

08/11/2016

Filed under: Market Stats — daytrend @ 11:52 am

Market Stats at 12:51 pm ET
by daytrend on 20160811. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 958.

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

COMPARED TO YESTERDAY’S RANGE (20160811 12:51 pm ET)
33.2% of stocks are above yesterday’s high.
66.3% are above yesterday’s midpoint. (33.7% are below.)
12.5% are below yesterday’s low.
54.3% are inside yesterday’s range.
56.4% of stocks with today’s high > yesterday’s high. (43.6% less than).
32.4% of stocks with today’s low < yesterday’s low. (67.6% greater than).

EVIDENCE OF INTRADAY TREND (20160811 12:51 pm ET)
60.8% of stocks are above today’s open. (37.4% are below).
58.4% of stocks are above today’s open and yesterday’s close.
23.5% are below both.
17.3% of stocks opened above yesterday’s high.
84.1% of stocks opened above yesterday’s close. (12.0% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160811 12:51 pm ET)
16.1% of stocks are in the top 10% of today’s range.
30.5% are in the top 20%.
61.9% are in the top half. 38.1% of stocks are in the bottom half of today’s range.
14.7% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN (20160811 12:51 pm ET)
74.2% of stocks are above yesterday’s close. (25.8% are below.)
3.8% are up 4.5% or more. 0.2% are down 4.5% or more.
5.6% are up 3.5% or more. 0.7% are down 3.5% or more.
56.8% are between +1% and -1%.

RSI on DAILY (20160811 12:51 pm ET)
2-day: >=95:9.8%…>=90:18.0%…>=80:32.5%…>=50:67.5%…<=20:11.8%…<=10:5.3%…<=5:2.4%…
9-day: >=95:0.1%…>=90:0.9%…>=80:5.5%…>=50:69.2%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.6%…>=50:70.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160811 12:51 pm ET)
33.2% above previous 1 highs, 12.5% below previous 1 lows
24.0% above previous 2 highs, 8.0% below previous 2 lows
18.8% above previous 3 highs, 7.2% below previous 3 lows
17.4% above previous 4 highs, 6.3% below previous 4 lows
16.8% above previous 5 highs, 4.7% below previous 5 lows
16.3% above previous 6 highs, 3.8% below previous 6 lows
15.0% above previous 7 highs, 3.7% below previous 7 lows
13.6% above previous 8 highs, 3.7% below previous 8 lows
12.5% above previous 9 highs, 3.2% below previous 9 lows
12.2% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160811 12:51 pm ET)
74.2% are above or equal to 8/10 close (1 days ago), 25.8% are below.
57.5% are above or equal to 8/9 close (2 days ago), 42.5% are below.
56.5% are above or equal to 8/8 close (3 days ago), 43.5% are below.
56.7% are above or equal to 8/5 close (4 days ago), 43.3% are below.
73.1% are above or equal to 8/4 close (5 days ago), 26.9% are below.
71.4% are above or equal to 8/3 close (6 days ago), 28.6% are below.
74.6% are above or equal to 8/2 close (7 days ago), 25.4% are below.
62.4% are above or equal to 8/1 close (8 days ago), 37.6% are below.
60.1% are above or equal to 7/29 close (9 days ago), 39.9% are below.
60.0% are above or equal to 7/28 close (10 days ago), 40.0% are below.
61.7% are above or equal to 7/27 close (11 days ago), 38.3% are below.
57.0% are above or equal to 7/26 close (12 days ago), 43.0% are below.
60.6% are above or equal to 7/25 close (13 days ago), 39.4% are below.
59.4% are above or equal to 7/22 close (14 days ago), 40.6% are below.
63.2% are above or equal to 7/21 close (15 days ago), 36.8% are below.
59.6% are above or equal to 7/20 close (16 days ago), 40.4% are below.
61.5% are above or equal to 7/19 close (17 days ago), 38.5% are below.
60.5% are above or equal to 7/18 close (18 days ago), 39.5% are below.
61.8% are above or equal to 7/15 close (19 days ago), 38.2% are below.
61.1% are above or equal to 7/14 close (20 days ago), 38.9% are below.
63.2% are above or equal to 7/13 close (21 days ago), 36.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160811 12:51 pm ET)
20d: 15.4% new highs, 4.1% new lows
21d: 15.1% new highs, 4.0% new lows
42d: 14.2% new highs, 1.1% new lows
63d: 13.0% new highs, 0.8% new lows
126d: 10.6% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160811 12:51 pm ET)
2-day: 72.9% above, 27.1% below
3-day: 66.3% above, 33.7% below
4-day: 61.3% above, 38.7% below
5-day: 60.1% above, 39.9% below
8-day: 70.1% above, 29.9% below
10-day: 66.5% above, 33.5% below
20-day: 63.8% above, 36.2% below
50-day: 75.1% above, 24.9% below
200-day: 75.4% above, 24.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160811 12:51 pm ET)
ENER(89): 2.69% Top=REN OAS SN WLL CWEI CPE WPX ECA ….. ATW MDU MPLX EEP HP AR PSXP MUSA=Bottom (Energy)
RETA(65): 2.20% Top=M KSS JCP JWN BABA DDS ASNA ETSY ….. EBAY ORLY COST CPRT WMT SFM DLTR KR=Bottom (Retail & Specialty Retail)
CONS(59): 1.24% Top=KATE FOSL RL UA SKX GIII PVH GT ….. KMB GPK BMS EL AVY CHD BERY ENR=Bottom (Consumer)
META(29): 1.11% Top=SSRI FMSA FSM SLW CCJ AG TCK TAHO ….. CMC HL NUE AEM STLD RGLD X CLF=Bottom (Metals & Mining)
LEIS(37): 1.05% Top=EAT WYNN PLAY FRGI YUM WING BYD SONC ….. GPRO MAR SBUX SIX BWLD WYN MTN SHAK=Bottom (Leisure)
CHEM(30): 1.01% Top=CC GPRE KRA PAH RYAM WLK HUN CF ….. RPM AXTA APD MON DD MOS SMG POT=Bottom (Chemicals/Fertilizers)
MANU(39): 0.94% Top=SEDG KMT ATI PNR CFX FLS MWA XYL ….. LECO BDC MKSI MHK GE DE ROK DDD=Bottom (Manufacturing)
TRAN(31): 0.84% Top=TK ALK BRS AAL CNI CP DAL LUV ….. WAB CHRW ODFL EXPD KNX TRN NAT AIRM=Bottom (Transportation)
COSW(106): 0.68% Top=TWLO FEYE CYBR YHOO SHOP TWTR ZEN SINA ….. EA MEET IAC JD MTCH MDRX CPSI BITA=Bottom (Computer Software/Internet)
FINA(95): 0.60% Top=BOFI HAWK LPLA DFS ESNT SCHW OMF COF ….. SIVB PSEC NDAQ NSAM CME NYCB YRD PACW=Bottom (Banks/Financials)
ELEC(53): 0.60% Top=HIMX CAVM AMKR MXL AMAT SPWR AMBA IPHI ….. IDTI SIMO OCLR TTMI FIT MRVL SCTY CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(32): 0.51% Top=USCR FAST CSTE NCS CVA PWR EXP KBH ….. VMC AWI MAS WY OC MLM SRCL DY=Bottom (Materials & Construction)
DISV(55): 0.49% Top=RCII MYGN WTW YY KBR ACM RHI TMH ….. CXW FISV AL RBA CAR RRD HMHC AHS=Bottom (Diversified Services)
COHW(44): 0.44% Top=GOGO ACIA STX WDC NTAP ANET BBRY MSI ….. FNSR UBNT TDS TMUS COMM INFN CDW S=Bottom (Computer Hardware/Telecom)
INSU(32): 0.33% Top=PRI LNC CNO WLTW L AIG PRU RDN ….. AWH ALL AFSI MHLD FAF AGO XL AXS=Bottom (Insurance)
HEAL(64): 0.31% Top=SPNC HWAY NVRO WCG IRWD ACHC BAX BEAT ….. AET LPNT CNC PODD ELGX THC CYH ZLTQ=Bottom (Health)
REAL(98): -1.10% Top=SC LGIH ALLY RLGY SLG CONE CSAL BAM ….. PEI BRX NRZ RPAI WPG ACC NRF GGP=Bottom (Real Estate)

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 12:51 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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