daytrend

08/16/2016

Filed under: Market Stats — daytrend @ 12:23 pm

Market Stats at 1:22 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 1:22 pm ET)
10.4% of stocks are above yesterday’s high.
36.0% are above yesterday’s midpoint. (64.0% are below.)
36.0% are below yesterday’s low.
53.5% are inside yesterday’s range.
28.1% of stocks with today’s high > yesterday’s high. (71.9% less than).
57.3% of stocks with today’s low < yesterday’s low. (42.7% greater than).

EVIDENCE OF INTRADAY TREND (20160816 1:22 pm ET)
33.0% of stocks are above today’s open. (65.4% are below).
20.9% of stocks are above today’s open and yesterday’s close.
62.6% 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 1:22 pm ET)
4.4% of stocks are in the top 10% of today’s range.
12.9% are in the top 20%.
41.2% are in the top half. 58.8% of stocks are in the bottom half of today’s range.
29.7% are in the bottom 20%.
18.2% are in the bottom 10%.

GAIN (20160816 1:22 pm ET)
25.1% of stocks are above yesterday’s close. (74.9% are below.)
0.7% are up 4.5% or more. 0.8% are down 4.5% or more.
0.8% are up 3.5% or more. 1.8% are down 3.5% or more.
63.1% are between +1% and -1%.

RSI on DAILY (20160816 1:22 pm ET)
2-day: >=95:6.1%…>=90:11.1%…>=80:19.6%…>=50:46.4%…<=20:23.9%…<=10:12.0%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.4%…>=80:4.4%…>=50:62.5%…<=20:2.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.4%…>=50:67.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160816 1:22 pm ET)
10.4% above previous 1 highs, 36.0% below previous 1 lows
9.5% above previous 2 highs, 24.8% below previous 2 lows
8.7% above previous 3 highs, 21.0% below previous 3 lows
7.7% above previous 4 highs, 17.7% below previous 4 lows
6.4% above previous 5 highs, 15.2% below previous 5 lows
6.1% above previous 6 highs, 14.0% below previous 6 lows
6.0% above previous 7 highs, 12.5% below previous 7 lows
5.9% above previous 8 highs, 10.6% below previous 8 lows
5.9% above previous 9 highs, 8.7% below previous 9 lows
5.7% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160816 1:22 pm ET)
25.1% are above or equal to 8/15 close (1 days ago), 74.9% are below.
57.0% are above or equal to 8/12 close (2 days ago), 43.0% are below.
53.8% are above or equal to 8/11 close (3 days ago), 46.2% are below.
61.1% are above or equal to 8/10 close (4 days ago), 38.9% are below.
53.6% are above or equal to 8/9 close (5 days ago), 46.4% are below.
53.8% are above or equal to 8/8 close (6 days ago), 46.2% are below.
54.2% are above or equal to 8/5 close (7 days ago), 45.8% are below.
67.5% are above or equal to 8/4 close (8 days ago), 32.5% are below.
66.3% are above or equal to 8/3 close (9 days ago), 33.7% are below.
71.0% are above or equal to 8/2 close (10 days ago), 29.0% are below.
61.4% are above or equal to 8/1 close (11 days ago), 38.6% are below.
58.9% are above or equal to 7/29 close (12 days ago), 41.1% are below.
59.1% are above or equal to 7/28 close (13 days ago), 40.9% are below.
61.0% are above or equal to 7/27 close (14 days ago), 39.0% are below.
57.4% are above or equal to 7/26 close (15 days ago), 42.6% are below.
60.2% are above or equal to 7/25 close (16 days ago), 39.8% are below.
57.7% are above or equal to 7/22 close (17 days ago), 42.3% are below.
62.9% are above or equal to 7/21 close (18 days ago), 37.1% are below.
59.6% are above or equal to 7/20 close (19 days ago), 40.4% are below.
62.0% are above or equal to 7/19 close (20 days ago), 38.0% are below.
60.8% are above or equal to 7/18 close (21 days ago), 39.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160816 1:22 pm ET)
20d: 9.5% new highs, 6.4% new lows
21d: 9.5% new highs, 6.1% new lows
42d: 8.2% new highs, 1.8% new lows
63d: 6.6% new highs, 1.5% new lows
126d: 5.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160816 1:22 pm ET)
2-day: 23.6% above, 76.4% below
3-day: 45.6% above, 54.4% below
4-day: 50.5% above, 49.5% below
5-day: 55.6% above, 44.4% below
8-day: 54.8% above, 45.2% below
10-day: 59.5% above, 40.5% below
20-day: 61.3% above, 38.7% below
50-day: 73.2% above, 26.8% below
200-day: 75.2% above, 24.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160816 1:22 pm ET)
ENER(87): 0.10% Top=REN CWEI LPI RICE NBR MPC MRO SEMG ….. WPX DO SGY PE CXO RIG ATW CRC=Bottom (Energy)
META(30): -0.07% Top=HCLP FSM PAAS SLCA TCK FNV SSRI SLW ….. NUE STLD TAHO AA CMC X AG CLF=Bottom (Metals & Mining)
FINA(95): -0.17% Top=YRD VOYA MS BXS LAZ NAVI HBHC NYCB ….. SYF HAWK EV JNS APO AMG WDR WETF=Bottom (Banks/Financials)
INSU(32): -0.18% Top=CNO MTG MET AFSI LNC XL AIG PRI ….. L CLGX BRO CINF TRV FAF AJG ORI=Bottom (Insurance)
TRAN(30): -0.21% Top=AAL WERN TRN CHRW DAL WAB CNI UAL ….. ODFL KSU SWFT HA JBLU XPO BRS NAT=Bottom (Transportation)
MANU(40): -0.39% Top=ZBRA PH ROK AME CMI CFX EMR LECO ….. MHK DDD IR SWK AOS MIDD ATI MWA=Bottom (Manufacturing)
COHW(43): -0.44% Top=PANW CIEN ACIA BBRY STX GOGO VIAV FNSR ….. CCI LVLT CTL T JNPR GIMO CCOI VRSN=Bottom (Computer Hardware/Telecom)
RETA(65): -0.45% Top=DKS CST GNC ASNA FINL M KSS SPLS ….. ROST WSM W HSNI AEO FIVE AAP TJX=Bottom (Retail & Specialty Retail)
CHEM(31): -0.47% Top=PX APD RYAM MON PAH CF EMN PPG ….. POL GPRE POT GRA MOS ALB AXTA FTK=Bottom (Chemicals/Fertilizers)
LEIS(37): -0.58% Top=FRGI CMG CCL CAKE HLT SBUX BLMN YUM ….. GPRO WEN SHAK MTN PLAY WYNN BWLD SGMS=Bottom (Leisure)
DISV(54): -0.61% Top=CTAS LDOS HMSY MYGN CATM RHI HRI HRB ….. CXW VNTV ADS AHS ZG ACM SERV YY=Bottom (Diversified Services)
MATE(31): -0.64% Top=BECN AWI PHM TOL MTZ KBH WCN PWR ….. NCS VMC USCR MAS RSG DY WM DAR=Bottom (Materials & Construction)
CONS(59): -0.64% Top=KS WRK PKG IP UFS WWW BMS UA ….. ELY GT SCSS ENR VSTO BC COTY FN=Bottom (Consumer)
ELEC(53): -0.71% Top=OCLR NPTN TRMB MXL INTC FLEX CY QLGC ….. BRKR AVGO SANM IPHI INVN FSLR AMKR AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(100): -0.73% Top=FTNT TWLO BITA CYBR SQ YELP NTES SHOP ….. CSRA DBD ATHM CPSI ATVI HUBS WB RUBI=Bottom (Computer Software/Internet)
HEAL(63): -0.91% Top=PODD PKI MOH CPHD BEAT A ZLTQ PINC ….. RMD NVRO AMSG LPNT CNC UHS ACHC GKOS=Bottom (Health)
REAL(99): -1.13% Top=SC ALLY BAM NRF PEB CLNY APLE COR ….. CPT PEI GPT MAA EDR CBL QTS 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 1:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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