daytrend

08/15/2016

Filed under: Market Stats — daytrend @ 9:39 am

Market Stats at 10:38 am ET
by daytrend on 20160815. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 957.

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

COMPARED TO YESTERDAY’S RANGE (20160815 10:38 am ET)
48.6% of stocks are above yesterday’s high.
79.7% are above yesterday’s midpoint. (20.3% are below.)
3.7% are below yesterday’s low.
47.8% are inside yesterday’s range.
65.7% of stocks with today’s high > yesterday’s high. (34.3% less than).
10.7% of stocks with today’s low < yesterday’s low. (89.3% greater than).

EVIDENCE OF INTRADAY TREND (20160815 10:38 am ET)
74.7% of stocks are above today’s open. (23.1% are below).
72.8% of stocks are above today’s open and yesterday’s close.
14.6% are below both.
20.9% of stocks opened above yesterday’s high.
76.1% of stocks opened above yesterday’s close. (18.3% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160815 10:38 am ET)
20.2% of stocks are in the top 10% of today’s range.
37.6% are in the top 20%.
69.5% are in the top half. 30.5% of stocks are in the bottom half of today’s range.
10.8% are in the bottom 20%.
5.6% are in the bottom 10%.

GAIN (20160815 10:38 am ET)
83.7% of stocks are above yesterday’s close. (16.3% are below.)
1.7% are up 4.5% or more. 0.1% are down 4.5% or more.
3.2% are up 3.5% or more. 0.2% are down 3.5% or more.
58.8% are between +1% and -1%.

RSI on DAILY (20160815 10:38 am ET)
2-day: >=95:14.2%…>=90:23.9%…>=80:40.4%…>=50:80.9%…<=20:5.0%…<=10:2.5%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.9%…>=80:7.2%…>=50:74.7%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.9%…>=50:76.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160815 10:38 am ET)
48.6% above previous 1 highs, 3.7% below previous 1 lows
33.9% above previous 2 highs, 2.5% below previous 2 lows
29.2% above previous 3 highs, 1.8% below previous 3 lows
24.7% above previous 4 highs, 1.4% below previous 4 lows
22.4% above previous 5 highs, 1.3% below previous 5 lows
21.3% above previous 6 highs, 1.0% below previous 6 lows
20.7% above previous 7 highs, 0.8% below previous 7 lows
19.9% above previous 8 highs, 0.8% below previous 8 lows
19.0% above previous 9 highs, 0.8% below previous 9 lows
17.9% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160815 10:38 am ET)
83.7% are above or equal to 8/12 close (1 days ago), 16.3% are below.
74.7% are above or equal to 8/11 close (2 days ago), 25.3% are below.
75.9% are above or equal to 8/10 close (3 days ago), 24.1% are below.
66.7% are above or equal to 8/9 close (4 days ago), 33.3% are below.
65.8% are above or equal to 8/8 close (5 days ago), 34.2% are below.
66.1% are above or equal to 8/5 close (6 days ago), 33.9% are below.
76.4% are above or equal to 8/4 close (7 days ago), 23.6% are below.
76.7% are above or equal to 8/3 close (8 days ago), 23.3% are below.
77.8% are above or equal to 8/2 close (9 days ago), 22.2% are below.
66.7% are above or equal to 8/1 close (10 days ago), 33.3% are below.
63.7% are above or equal to 7/29 close (11 days ago), 36.3% are below.
65.0% are above or equal to 7/28 close (12 days ago), 35.0% are below.
66.5% are above or equal to 7/27 close (13 days ago), 33.5% are below.
62.3% are above or equal to 7/26 close (14 days ago), 37.7% are below.
64.7% are above or equal to 7/25 close (15 days ago), 35.3% are below.
62.9% are above or equal to 7/22 close (16 days ago), 37.1% are below.
66.8% are above or equal to 7/21 close (17 days ago), 33.2% are below.
63.4% are above or equal to 7/20 close (18 days ago), 36.6% are below.
66.7% are above or equal to 7/19 close (19 days ago), 33.3% are below.
65.1% are above or equal to 7/18 close (20 days ago), 34.9% are below.
65.7% are above or equal to 7/15 close (21 days ago), 34.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160815 10:38 am ET)
20d: 17.6% new highs, 1.0% new lows
21d: 17.1% new highs, 1.0% new lows
42d: 15.5% new highs, 0.2% new lows
63d: 13.4% new highs, 0.1% new lows
126d: 11.1% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160815 10:38 am ET)
2-day: 82.0% above, 18.0% below
3-day: 81.2% above, 18.8% below
4-day: 79.1% above, 20.9% below
5-day: 76.5% above, 23.5% below
8-day: 75.0% above, 25.0% below
10-day: 77.3% above, 22.7% below
20-day: 70.0% above, 30.0% below
50-day: 76.8% above, 23.2% below
200-day: 76.8% above, 23.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160815 10:38 am ET)
META(30): 1.72% Top=X CLF FMSA CNX CMC SLCA FCX TCK ….. TAHO CDE GG NEM CCJ ABX SSRI AG=Bottom (Metals & Mining)
ENER(88): 1.66% Top=CRC SM WLL RIG FET CRZO NBR QEP ….. PBF SE PSX PSXP AR MPC DK CVI=Bottom (Energy)
ELEC(51): 1.40% Top=MU HIMX FIT CSIQ OCLR AMD SCTY AMKR ….. CAVM APH DLB SIMO QLGC NVDA FSLR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(31): 1.39% Top=CC HUN FTK CF MOS MEOH POT KRA ….. APD RPM SMG MON GRA PPG IFF RYAM=Bottom (Chemicals/Fertilizers)
COHW(45): 1.29% Top=ACIA GOGO VIAV WDC JNPR STX CIEN SYNA ….. SSYS T SGI LVLT MSI LITE CRAY VRSN=Bottom (Computer Hardware/Telecom)
MATE(32): 1.05% Top=CAA TOL TPH KBH CSTE DHI LEN MTZ ….. DY WCN SRCL NCS WM RSG CVA DAR=Bottom (Materials & Construction)
RETA(65): 1.05% Top=JCP ASNA JWN PAG SIG BID KSS AAP ….. TJX BBY WMT RH NFLX AMZN FIVE BABA=Bottom (Retail & Specialty Retail)
MANU(41): 1.05% Top=ATI XYL TEX ZBRA MRC GNRC DE RBC ….. AOS GE DHR SWK ROP MKSI SEDG MIDD=Bottom (Manufacturing)
CONS(60): 0.97% Top=SCSS FN CROX DECK OI GPK KATE KS ….. CHD ENR WHR HAS FL LEG CLX VSTO=Bottom (Consumer)
FINA(94): 0.96% Top=YRD SIVB CFR LPLA VOYA RF WETF OZRK ….. NDAQ PYPL DFS ISBC EV EFX HAWK BOFI=Bottom (Banks/Financials)
TRAN(31): 0.86% Top=TK BRS AAL UAL TRN CP NSC KSU ….. JBLU JBHT DAL KEX EXPD CHRW WERN NAT=Bottom (Transportation)
LEIS(37): 0.72% Top=GPRO WYNN FRGI SGMS SONC LVS MGM BYD ….. PNRA PLAY MCD SEAS CMG SHAK BWLD SIX=Bottom (Leisure)
DISV(55): 0.66% Top=YY CAR XRS AL IILG LDOS WTW ACM ….. CTAS PCLN BCO AHS G SSTK HRB ADS=Bottom (Diversified Services)
COSW(104): 0.62% Top=TWLO WB TWTR NTES BIDU ATHM JD VIPS ….. SQ SHOP MTCH YELP TWOU CYBR CRM MEET=Bottom (Computer Software/Internet)
INSU(32): 0.49% Top=LNC PRU UNM TMK PRI CLGX MET MTG ….. TRV MHLD BRO ALL AXS AON RDN AWH=Bottom (Insurance)
HEAL(63): 0.37% Top=HWAY PRAH ACHC BKD PODD ELGX HYH ESRX ….. AMSG AET EVHC DVA ANTM NVRO HAE ZLTQ=Bottom (Health)
REAL(98): 0.25% Top=CBL CPT GPT SHO WPG NRF RLJ EQC ….. DFT PSA MAC STWD AGNC DOC EQY HR=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 10:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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