daytrend

08/16/2016

Filed under: Market Stats — daytrend @ 11:06 am

Market Stats at 12:05 pm ET
by daytrend on 20160816. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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

COMPARED TO YESTERDAY’S RANGE (20160816 12:05 pm ET)
9.5% of stocks are above yesterday’s high.
37.9% are above yesterday’s midpoint. (62.1% are below.)
35.0% are below yesterday’s low.
55.5% are inside yesterday’s range.
26.6% of stocks with today’s high > yesterday’s high. (73.4% less than).
56.0% of stocks with today’s low < yesterday’s low. (44.0% greater than).

EVIDENCE OF INTRADAY TREND (20160816 12:05 pm ET)
35.7% of stocks are above today’s open. (62.9% are below).
21.3% of stocks are above today’s open and yesterday’s close.
59.9% are below both.
4.3% of stocks opened above yesterday’s high.
20.0% of stocks opened above yesterday’s close. (75.2% opened below yesterday’s close).
19.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160816 12:05 pm ET)
5.7% of stocks are in the top 10% of today’s range.
13.7% are in the top 20%.
42.8% are in the top half. 57.2% of stocks are in the bottom half of today’s range.
25.8% are in the bottom 20%.
13.7% are in the bottom 10%.

GAIN (20160816 12:05 pm ET)
25.9% of stocks are above yesterday’s close. (74.1% are below.)
0.5% are up 4.5% or more. 0.6% are down 4.5% or more.
0.6% are up 3.5% or more. 1.7% are down 3.5% or more.
67.3% are between +1% and -1%.

RSI on DAILY (20160816 12:05 pm ET)
2-day: >=95:5.9%…>=90:10.6%…>=80:21.0%…>=50:48.3%…<=20:22.2%…<=10:11.3%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.4%…>=80:4.6%…>=50:64.3%…<=20:1.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.1%…>=50:68.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160816 12:05 pm ET)
9.5% above previous 1 highs, 35.0% below previous 1 lows
9.3% above previous 2 highs, 23.7% below previous 2 lows
8.9% above previous 3 highs, 19.1% below previous 3 lows
7.4% above previous 4 highs, 16.3% below previous 4 lows
6.2% above previous 5 highs, 13.5% below previous 5 lows
5.7% above previous 6 highs, 12.4% below previous 6 lows
5.6% above previous 7 highs, 10.9% below previous 7 lows
5.4% above previous 8 highs, 9.3% below previous 8 lows
5.4% above previous 9 highs, 7.9% below previous 9 lows
5.2% above previous 10 highs, 7.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160816 12:05 pm ET)
25.9% are above or equal to 8/15 close (1 days ago), 74.1% are below.
58.2% are above or equal to 8/12 close (2 days ago), 41.8% are below.
54.7% are above or equal to 8/11 close (3 days ago), 45.3% are below.
62.2% are above or equal to 8/10 close (4 days ago), 37.8% are below.
54.5% are above or equal to 8/9 close (5 days ago), 45.5% are below.
54.1% are above or equal to 8/8 close (6 days ago), 45.9% are below.
55.0% are above or equal to 8/5 close (7 days ago), 45.0% are below.
68.0% are above or equal to 8/4 close (8 days ago), 32.0% are below.
67.1% are above or equal to 8/3 close (9 days ago), 32.9% are below.
71.7% are above or equal to 8/2 close (10 days ago), 28.3% are below.
61.6% are above or equal to 8/1 close (11 days ago), 38.4% are below.
59.4% are above or equal to 7/29 close (12 days ago), 40.6% are below.
59.4% are above or equal to 7/28 close (13 days ago), 40.6% are below.
61.5% are above or equal to 7/27 close (14 days ago), 38.5% are below.
58.7% are above or equal to 7/26 close (15 days ago), 41.3% are below.
60.2% are above or equal to 7/25 close (16 days ago), 39.8% are below.
58.4% are above or equal to 7/22 close (17 days ago), 41.6% are below.
63.2% are above or equal to 7/21 close (18 days ago), 36.8% are below.
59.4% are above or equal to 7/20 close (19 days ago), 40.6% are below.
62.5% are above or equal to 7/19 close (20 days ago), 37.5% are below.
61.4% are above or equal to 7/18 close (21 days ago), 38.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160816 12:05 pm ET)
20d: 8.7% new highs, 6.0% new lows
21d: 8.6% new highs, 5.6% new lows
42d: 7.5% new highs, 1.7% new lows
63d: 5.9% new highs, 1.5% new lows
126d: 4.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160816 12:05 pm ET)
2-day: 24.3% above, 75.7% below
3-day: 47.4% above, 52.6% below
4-day: 51.3% above, 48.7% below
5-day: 56.4% above, 43.6% below
8-day: 56.2% above, 43.8% below
10-day: 60.8% above, 39.2% below
20-day: 61.7% above, 38.3% below
50-day: 73.8% above, 26.2% below
200-day: 75.7% above, 24.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160816 12:05 pm ET)
INSU(32): -0.11% Top=MTG CNO LNC XL MET UNM PRU AON ….. FNF CINF TRV BRO AJG AFL FAF ORI=Bottom (Insurance)
FINA(95): -0.13% Top=YRD MS VOYA LAZ HBHC NAVI ESNT NYCB ….. HAWK CMA HBAN JNS APO WDR AMG WETF=Bottom (Banks/Financials)
ENER(87): -0.14% Top=REN ETE LPI NBR PTEN CWEI MPC DVN ….. WPX SM PE SGY CRC RIG CXO ATW=Bottom (Energy)
CHEM(31): -0.20% Top=PX APD MON RYAM PAH CF KRA PPG ….. MEOH POT SHW IFF ALB MOS GPRE FTK=Bottom (Chemicals/Fertilizers)
TRAN(30): -0.30% Top=AAL TRN CHRW WERN DAL CNI FDX WAB ….. HA KSU SAVE SWFT JBLU XPO NAT BRS=Bottom (Transportation)
RETA(65): -0.32% Top=DKS CST ASNA FINL KSS M SPLS BLDR ….. ROST W RH KR HSNI FIVE AAP TJX=Bottom (Retail & Specialty Retail)
MANU(40): -0.36% Top=ZBRA AME CMI LECO ROK EMR GE DE ….. TEX IR AOS SWK MIDD DDD ATI MWA=Bottom (Manufacturing)
COHW(43): -0.43% Top=CIEN PANW STX BBRY GOGO VIAV INFN FNSR ….. CCI LVLT CTL T OLED GIMO CCOI VRSN=Bottom (Computer Hardware/Telecom)
LEIS(37): -0.44% Top=FRGI SONC CAKE CMG CCL SBUX BLMN QSR ….. MTN MGM SHAK WEN GPRO PLAY SGMS BWLD=Bottom (Leisure)
CONS(59): -0.49% Top=KS WRK WWW IP PKG UA UFS FOSL ….. WHR SCSS SKX ENR VSTO BC COTY FN=Bottom (Consumer)
DISV(54): -0.62% Top=CTAS LDOS HMSY CATM HRI RHI MYGN HRB ….. VNTV GPN AHS CXW ADS ACM SERV YY=Bottom (Diversified Services)
META(30): -0.65% Top=HCLP SLCA TCK FNV FSM SLW PAAS GG ….. CCJ ABX NEM SWC TAHO CDE CLF AG=Bottom (Metals & Mining)
MATE(31): -0.65% Top=AWI PHM BECN USG TOL WCN KBH OC ….. MLM USCR VMC RSG WM SUM DY DAR=Bottom (Materials & Construction)
ELEC(53): -0.67% Top=OCLR NPTN MXL TRMB CY FLEX FTV SPWR ….. QRVO AMBA CSIQ FSLR IPHI AMKR INVN AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(100): -0.87% Top=FTNT TWLO BITA NTES SQ CVT AKAM YELP ….. SHOP MTCH ATHM HUBS ATVI CPSI RUBI WB=Bottom (Computer Software/Internet)
HEAL(63): -0.87% Top=BEAT PODD CPHD ZLTQ PKI HYH A PINC ….. RMD LPNT AMSG CNC UHS HWAY ACHC GKOS=Bottom (Health)
REAL(99): -1.06% Top=SC BAM NRF ALLY COR CLNY PEB APLE ….. MAA SRC EDR PEI GPT QTS CBL HPT=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 12:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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