daytrend

08/12/2016

Filed under: Market Stats — daytrend @ 10:28 am

Market Stats at 11:27 am ET
by daytrend on 20160812. 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 (20160812 11:27 am ET)
34.2% of stocks are above yesterday’s high.
57.5% are above yesterday’s midpoint. (42.5% are below.)
19.0% are below yesterday’s low.
46.8% are inside yesterday’s range.
49.9% of stocks with today’s high > yesterday’s high. (50.1% less than).
42.9% of stocks with today’s low < yesterday’s low. (57.1% greater than).

EVIDENCE OF INTRADAY TREND (20160812 11:27 am ET)
60.9% of stocks are above today’s open. (37.9% are below).
47.3% of stocks are above today’s open and yesterday’s close.
26.7% are below both.
23.2% of stocks opened above yesterday’s high.
54.5% of stocks opened above yesterday’s close. (44.1% opened below yesterday’s close).
20.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160812 11:27 am ET)
14.6% of stocks are in the top 10% of today’s range.
31.3% are in the top 20%.
65.8% are in the top half. 34.2% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN (20160812 11:27 am ET)
59.4% of stocks are above yesterday’s close. (40.6% are below.)
2.8% are up 4.5% or more. 0.3% are down 4.5% or more.
4.7% are up 3.5% or more. 0.6% are down 3.5% or more.
61.8% are between +1% and -1%.

RSI on DAILY (20160812 11:27 am ET)
2-day: >=95:10.5%…>=90:20.3%…>=80:34.4%…>=50:63.2%…<=20:13.3%…<=10:5.2%…<=5:2.5%…
9-day: >=95:0.1%…>=90:0.6%…>=80:5.8%…>=50:70.9%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.4%…>=50:72.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160812 11:27 am ET)
34.2% above previous 1 highs, 19.0% below previous 1 lows
26.1% above previous 2 highs, 10.8% below previous 2 lows
21.2% above previous 3 highs, 9.2% below previous 3 lows
18.9% above previous 4 highs, 8.2% below previous 4 lows
17.1% above previous 5 highs, 5.0% below previous 5 lows
15.8% above previous 6 highs, 3.7% below previous 6 lows
14.8% above previous 7 highs, 2.5% below previous 7 lows
13.5% above previous 8 highs, 2.2% below previous 8 lows
12.3% above previous 9 highs, 2.2% below previous 9 lows
12.0% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160812 11:27 am ET)
59.4% are above or equal to 8/11 close (1 days ago), 40.6% are below.
67.3% are above or equal to 8/10 close (2 days ago), 32.7% are below.
57.5% are above or equal to 8/9 close (3 days ago), 42.5% are below.
56.9% are above or equal to 8/8 close (4 days ago), 43.1% are below.
57.5% are above or equal to 8/5 close (5 days ago), 42.5% are below.
75.5% are above or equal to 8/4 close (6 days ago), 24.5% are below.
73.2% are above or equal to 8/3 close (7 days ago), 26.8% are below.
76.5% are above or equal to 8/2 close (8 days ago), 23.5% are below.
63.6% are above or equal to 8/1 close (9 days ago), 36.4% are below.
59.4% are above or equal to 7/29 close (10 days ago), 40.6% are below.
61.3% are above or equal to 7/28 close (11 days ago), 38.7% are below.
63.2% are above or equal to 7/27 close (12 days ago), 36.8% are below.
59.1% are above or equal to 7/26 close (13 days ago), 40.9% are below.
60.8% are above or equal to 7/25 close (14 days ago), 39.2% are below.
60.3% are above or equal to 7/22 close (15 days ago), 39.7% are below.
64.3% are above or equal to 7/21 close (16 days ago), 35.7% are below.
60.8% are above or equal to 7/20 close (17 days ago), 39.2% are below.
63.0% are above or equal to 7/19 close (18 days ago), 37.0% are below.
61.5% are above or equal to 7/18 close (19 days ago), 38.5% are below.
62.1% are above or equal to 7/15 close (20 days ago), 37.9% are below.
61.6% are above or equal to 7/14 close (21 days ago), 38.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160812 11:27 am ET)
20d: 12.9% new highs, 3.3% new lows
21d: 12.8% new highs, 3.2% new lows
42d: 12.0% new highs, 0.5% new lows
63d: 11.4% new highs, 0.4% new lows
126d: 9.2% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160812 11:27 am ET)
2-day: 58.0% above, 42.0% below
3-day: 63.6% above, 36.4% below
4-day: 60.5% above, 39.5% below
5-day: 60.1% above, 39.9% below
8-day: 67.3% above, 32.7% below
10-day: 68.4% above, 31.6% below
20-day: 64.9% above, 35.1% below
50-day: 75.2% above, 24.8% below
200-day: 75.4% above, 24.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160812 11:27 am ET)
ENER(89): 1.98% Top=REN CRC DK CVI ECA OAS SEMG WPX ….. OIS HP RIG MUSA RICE ATW LPI SGY=Bottom (Energy)
RETA(65): 1.58% Top=JWN DDS JCP KSS ETSY ASNA GME TIF ….. PAG BLDR EBAY CPRT AN DLTR ORLY AAP=Bottom (Retail & Specialty Retail)
ELEC(53): 1.31% Top=HIMX OCLR NVDA AMKR MU SPWR AMBA AMD ….. MLNX CREE WAT GLW TTMI SCTY FSLR ISIL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): 1.11% Top=ACIA CRAY BBRY SSYS FNSR WDC SMCI GIMO ….. CTL BRCD VIAV LVLT VRSN COMM GOGO OLED=Bottom (Computer Hardware/Telecom)
REAL(98): 1.02% Top=COR CSAL DLR SRC CONE CUBE DOC SKT ….. HST WPG RPAI GPT KIM LGIH BAM CBG=Bottom (Real Estate)
CONS(59): 0.86% Top=KATE SKX FN DECK SHOO COTY GIII FL ….. SON GPK SEE BMS KMB OI ENR UFS=Bottom (Consumer)
LEIS(37): 0.56% Top=EAT BYD WING SGMS DRI WEN PLAY BLMN ….. JACK FRGI LVS WYN WYNN MGM CAKE MTN=Bottom (Leisure)
COSW(106): 0.37% Top=TWLO AZPN YELP VIPS SQ NTES TDOC JD ….. MDRX EA CVG FTNT TWOU CSRA MTCH CPSI=Bottom (Computer Software/Internet)
DISV(55): 0.35% Top=YY LDOS SSTK MYGN AHS SCI TMH HRB ….. HMHC RBA VNTV FISV MCO JEC ZG CAR=Bottom (Diversified Services)
HEAL(64): 0.22% Top=HWAY ZLTQ ACHC LPNT MD IRWD THC CYH ….. TMO RMD VAR BSX BDX BAX ABMD PODD=Bottom (Health)
MANU(39): 0.07% Top=SEDG ZBRA DDD MKSI ATI BDC ITW CMI ….. AME MRC ROK FLS MHK TKR RS CFX=Bottom (Manufacturing)
MATE(32): -0.09% Top=DAR USCR CVA USG CAA BECN SUM FAST ….. MTZ FLR CSTE VMC NCS MLM WY DY=Bottom (Materials & Construction)
TRAN(31): -0.18% Top=AAL NAT TRN CHRW JBHT UAL HA FDX ….. KSU CNI LUV SWFT WERN NSC KNX UNP=Bottom (Transportation)
CHEM(30): -0.22% Top=CF ALB WLK SMG HUN APD CE MOS ….. GPRE DD RPM RYAM DOW CC FTK KRA=Bottom (Chemicals/Fertilizers)
FINA(95): -0.40% Top=HAWK BOFI ECPG EV COF PYPL ESNT KKR ….. HBAN WBS AMTD SF FNB OMF ETFC YRD=Bottom (Banks/Financials)
INSU(32): -0.47% Top=RDN FNF MTG MMC PGR AGO TRV FAF ….. AXS CNO UNM AFL HIG PRU TMK MET=Bottom (Insurance)
META(29): -0.98% Top=BVN CCJ PAAS SSRI SLCA TAHO AEM FNV ….. HL RGLD FMSA AG SWC TCK CLF X=Bottom (Metals & Mining)

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 11:27 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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