daytrend

08/15/2016

Filed under: Market Stats — daytrend @ 10:17 am

Market Stats at 11:17 am ET
by daytrend on 20160815. 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 (20160815 11:17 am ET)
50.2% of stocks are above yesterday’s high.
80.2% are above yesterday’s midpoint. (19.8% are below.)
3.4% are below yesterday’s low.
46.3% are inside yesterday’s range.
67.8% of stocks with today’s high > yesterday’s high. (32.2% less than).
12.0% of stocks with today’s low < yesterday’s low. (88.0% greater than).

EVIDENCE OF INTRADAY TREND (20160815 11:17 am ET)
74.9% of stocks are above today’s open. (23.9% are below).
73.1% of stocks are above today’s open and yesterday’s close.
15.4% 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 11:17 am ET)
24.5% of stocks are in the top 10% of today’s range.
39.0% are in the top 20%.
69.8% are in the top half. 30.2% of stocks are in the bottom half of today’s range.
12.1% are in the bottom 20%.
6.8% are in the bottom 10%.

GAIN (20160815 11:17 am ET)
82.8% of stocks are above yesterday’s close. (17.2% are below.)
2.6% are up 4.5% or more. 0.1% are down 4.5% or more.
4.7% are up 3.5% or more. 0.1% are down 3.5% or more.
55.9% are between +1% and -1%.

RSI on DAILY (20160815 11:17 am ET)
2-day: >=95:14.4%…>=90:25.3%…>=80:43.1%…>=50:80.2%…<=20:5.7%…<=10:2.6%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.9%…>=80:7.7%…>=50:75.2%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.3%…>=80:3.1%…>=50:76.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160815 11:17 am ET)
50.2% above previous 1 highs, 3.4% below previous 1 lows
37.0% above previous 2 highs, 2.2% below previous 2 lows
31.8% above previous 3 highs, 1.4% below previous 3 lows
26.5% above previous 4 highs, 1.0% below previous 4 lows
23.3% above previous 5 highs, 0.9% below previous 5 lows
22.2% above previous 6 highs, 0.8% below previous 6 lows
21.6% above previous 7 highs, 0.7% below previous 7 lows
21.0% above previous 8 highs, 0.6% below previous 8 lows
20.1% above previous 9 highs, 0.6% below previous 9 lows
18.8% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160815 11:17 am ET)
82.8% are above or equal to 8/12 close (1 days ago), 17.2% are below.
74.9% are above or equal to 8/11 close (2 days ago), 25.1% are below.
76.0% are above or equal to 8/10 close (3 days ago), 24.0% are below.
68.2% are above or equal to 8/9 close (4 days ago), 31.8% are below.
66.6% are above or equal to 8/8 close (5 days ago), 33.4% are below.
66.2% are above or equal to 8/5 close (6 days ago), 33.8% are below.
78.3% are above or equal to 8/4 close (7 days ago), 21.7% are below.
77.0% are above or equal to 8/3 close (8 days ago), 23.0% are below.
78.5% are above or equal to 8/2 close (9 days ago), 21.5% are below.
66.5% are above or equal to 8/1 close (10 days ago), 33.5% are below.
64.2% are above or equal to 7/29 close (11 days ago), 35.8% are below.
64.9% are above or equal to 7/28 close (12 days ago), 35.1% are below.
67.2% are above or equal to 7/27 close (13 days ago), 32.8% are below.
62.7% are above or equal to 7/26 close (14 days ago), 37.3% are below.
65.0% are above or equal to 7/25 close (15 days ago), 35.0% are below.
63.2% are above or equal to 7/22 close (16 days ago), 36.8% are below.
67.7% are above or equal to 7/21 close (17 days ago), 32.3% are below.
64.2% are above or equal to 7/20 close (18 days ago), 35.8% are below.
66.3% are above or equal to 7/19 close (19 days ago), 33.7% are below.
65.4% are above or equal to 7/18 close (20 days ago), 34.6% are below.
65.8% are above or equal to 7/15 close (21 days ago), 34.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160815 11:17 am ET)
20d: 18.5% new highs, 1.1% new lows
21d: 18.1% new highs, 1.1% new lows
42d: 16.4% new highs, 0.3% new lows
63d: 14.1% new highs, 0.2% new lows
126d: 11.8% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160815 11:17 am ET)
2-day: 81.4% above, 18.6% below
3-day: 80.6% above, 19.4% below
4-day: 80.1% above, 19.9% below
5-day: 77.9% above, 22.1% below
8-day: 75.8% above, 24.2% below
10-day: 77.7% above, 22.3% below
20-day: 69.9% above, 30.1% below
50-day: 76.9% above, 23.1% below
200-day: 76.6% above, 23.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160815 11:17 am ET)
META(30): 2.18% Top=X FMSA CLF CNX CMC FSM FCX AA ….. FNV GG AEM NEM SSRI ABX CCJ AG=Bottom (Metals & Mining)
ENER(89): 1.99% Top=CRC WLL BBG SM REN NBR RIG CRZO ….. AR SE PSXP ETP PBF MPC DK CVI=Bottom (Energy)
CHEM(31): 1.66% Top=CC FTK HUN KRA MOS CF POT OLN ….. RPM RYAM PPG SMG SHW MON GRA IFF=Bottom (Chemicals/Fertilizers)
ELEC(51): 1.62% Top=FIT MU TTMI AMKR QRVO OCLR IPHI CSIQ ….. APH SIMO CREE DLB BRKR NVDA FSLR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(45): 1.23% Top=ACIA WDC INFN JNPR VIAV CIEN GIMO GOGO ….. MSI LITE VZ CCOI T LVLT CRAY VRSN=Bottom (Computer Hardware/Telecom)
MATE(32): 1.16% Top=TOL CAA TPH KBH CSTE MLM DHI USG ….. MAS WCN NCS SRCL CVA WM RSG DAR=Bottom (Materials & Construction)
MANU(41): 1.10% Top=ATI XYL GNRC ZBRA MRC TEX CFX DDD ….. ROP BDC GE DHR MKSI SWK SEDG MIDD=Bottom (Manufacturing)
FINA(94): 1.05% Top=YRD CFR SIVB RF WETF LPLA VOYA PACW ….. NDAQ ARCC PYPL ISBC DFS EFX HAWK BOFI=Bottom (Banks/Financials)
RETA(65): 1.03% Top=ASNA JCP PAG JWN SIG BID FINL GME ….. TGT TJX STMP BBY WMT AMZN NFLX FIVE=Bottom (Retail & Specialty Retail)
TRAN(31): 0.96% Top=BRS TK AAL UAL SWFT CP TRN KSU ….. KNX KEX UPS JBHT EXPD WERN CHRW NAT=Bottom (Transportation)
CONS(60): 0.96% Top=SCSS FN CROX UA DECK OI SKX GIII ….. MFRM CHD ENR HAS FL CLX LEG VSTO=Bottom (Consumer)
LEIS(37): 0.85% Top=GPRO WYNN SGMS FRGI LVS SONC MGM WING ….. DPZ PNRA MCD SHAK BWLD PLAY SEAS SIX=Bottom (Leisure)
COSW(104): 0.75% Top=TWLO TWTR WB ATHM NTES BIDU VIPS CSOD ….. SHOP INOV SQ YELP TWOU CYBR CRM MEET=Bottom (Computer Software/Internet)
DISV(55): 0.61% Top=CAR YY XRS AL MAN IILG FLT ZG ….. SBAC TRU BCO VNTV HRB AHS G ADS=Bottom (Diversified Services)
INSU(32): 0.52% Top=PRU TMK LNC UNM CLGX PRI CNO MET ….. AXS AFSI ORI AON ALL PGR TRV AWH=Bottom (Insurance)
HEAL(63): 0.43% Top=PRAH HWAY PODD ACHC BKD ELGX INCR NUVA ….. UNH AMSG NVRO MOH DVA ANTM ZLTQ HAE=Bottom (Health)
REAL(98): 0.27% Top=CBL CPT WPG NRF EQC GPT SHO RLJ ….. O SPG NLY MAC EQY CUBE HR DOC=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 11:17 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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