daytrend

08/17/2016

Filed under: Market Stats — daytrend @ 9:20 am

Market Stats at 10:20 am ET
by daytrend on 20160817. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 934.

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

COMPARED TO YESTERDAY’S RANGE (20160817 10:20 am ET)
4.1% of stocks are above yesterday’s high.
24.4% are above yesterday’s midpoint. (75.6% are below.)
43.4% are below yesterday’s low.
52.6% are inside yesterday’s range.
14.2% of stocks with today’s high > yesterday’s high. (85.8% less than).
61.5% of stocks with today’s low < yesterday’s low. (38.5% greater than).

EVIDENCE OF INTRADAY TREND (20160817 10:20 am ET)
26.7% of stocks are above today’s open. (71.3% are below).
19.4% of stocks are above today’s open and yesterday’s close.
64.9% are below both.
2.2% of stocks opened above yesterday’s high.
40.1% of stocks opened above yesterday’s close. (52.7% opened below yesterday’s close).
16.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160817 10:20 am ET)
5.5% of stocks are in the top 10% of today’s range.
11.7% are in the top 20%.
31.7% are in the top half. 68.3% of stocks are in the bottom half of today’s range.
37.5% are in the bottom 20%.
23.4% are in the bottom 10%.

GAIN (20160817 10:20 am ET)
27.9% of stocks are above yesterday’s close. (72.1% are below.)
0.3% are up 4.5% or more. 1.5% are down 4.5% or more.
0.4% are up 3.5% or more. 2.4% are down 3.5% or more.
71.4% are between +1% and -1%.

RSI on DAILY (20160817 10:20 am ET)
2-day: >=95:2.4%…>=90:4.3%…>=80:9.2%…>=50:29.8%…<=20:35.8%…<=10:20.7%…<=5:10.3%…
9-day: >=95:0.0%…>=90:0.4%…>=80:2.9%…>=50:55.4%…<=20:2.5%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:1.7%…>=50:63.1%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160817 10:20 am ET)
4.1% above previous 1 highs, 43.4% below previous 1 lows
2.9% above previous 2 highs, 36.8% below previous 2 lows
2.9% above previous 3 highs, 27.0% below previous 3 lows
2.6% above previous 4 highs, 23.7% below previous 4 lows
1.8% above previous 5 highs, 21.1% below previous 5 lows
1.6% above previous 6 highs, 20.0% below previous 6 lows
1.2% above previous 7 highs, 19.4% below previous 7 lows
1.2% above previous 8 highs, 17.1% below previous 8 lows
1.2% above previous 9 highs, 15.1% below previous 9 lows
1.1% above previous 10 highs, 12.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160817 10:20 am ET)
27.9% are above or equal to 8/16 close (1 days ago), 72.1% are below.
18.3% are above or equal to 8/15 close (2 days ago), 81.7% are below.
42.6% are above or equal to 8/12 close (3 days ago), 57.4% are below.
41.8% are above or equal to 8/11 close (4 days ago), 58.2% are below.
53.3% are above or equal to 8/10 close (5 days ago), 46.7% are below.
47.0% are above or equal to 8/9 close (6 days ago), 53.0% are below.
47.0% are above or equal to 8/8 close (7 days ago), 53.0% are below.
47.2% are above or equal to 8/5 close (8 days ago), 52.8% are below.
62.0% are above or equal to 8/4 close (9 days ago), 38.0% are below.
61.8% are above or equal to 8/3 close (10 days ago), 38.2% are below.
65.4% are above or equal to 8/2 close (11 days ago), 34.6% are below.
56.2% are above or equal to 8/1 close (12 days ago), 43.8% are below.
54.5% are above or equal to 7/29 close (13 days ago), 45.5% are below.
54.9% are above or equal to 7/28 close (14 days ago), 45.1% are below.
57.9% are above or equal to 7/27 close (15 days ago), 42.1% are below.
54.8% are above or equal to 7/26 close (16 days ago), 45.2% are below.
56.9% are above or equal to 7/25 close (17 days ago), 43.1% are below.
54.9% are above or equal to 7/22 close (18 days ago), 45.1% are below.
60.0% are above or equal to 7/21 close (19 days ago), 40.0% are below.
56.2% are above or equal to 7/20 close (20 days ago), 43.8% are below.
58.8% are above or equal to 7/19 close (21 days ago), 41.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160817 10:20 am ET)
20d: 3.6% new highs, 10.9% new lows
21d: 3.6% new highs, 10.7% new lows
42d: 3.1% new highs, 4.1% new lows
63d: 2.1% new highs, 3.0% new lows
126d: 1.8% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160817 10:20 am ET)
2-day: 25.8% above, 74.2% below
3-day: 19.2% above, 80.8% below
4-day: 29.1% above, 70.9% below
5-day: 33.9% above, 66.1% below
8-day: 42.2% above, 57.8% below
10-day: 47.8% above, 52.2% below
20-day: 55.6% above, 44.4% below
50-day: 68.6% above, 31.4% below
200-day: 74.3% above, 25.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160817 10:20 am ET)
FINA(93): 0.37% Top=YRD CIT CFR EV HBHC ISBC NAVI FRC ….. ESNT BMO HAWK BX SLM VOYA WETF KKR=Bottom (Banks/Financials)
INSU(32): -0.18% Top=FAF CLGX FNF TMK AFL WLTW BRO PRU ….. MET AGO PRI XL AFSI RDN PGR MTG=Bottom (Insurance)
CONS(58): -0.27% Top=KS FN IP BMS WRK HAR EL PBI ….. DECK COH UA VSTO PAY FBHS ENR CRI=Bottom (Consumer)
TRAN(30): -0.30% Top=SAVE UNP HA CNI TRN CHRW EXPD LUV ….. JBHT SWFT XPO AAL JBLU BRS AIRM NAT=Bottom (Transportation)
MANU(40): -0.30% Top=BWXT PNR GNRC TEX EMR PH LECO ETN ….. MRC RS KMT HON MIDD ATI ZBRA SEDG=Bottom (Manufacturing)
LEIS(36): -0.35% Top=BWLD GPRO CCL SBUX WYN LVS DPZ SEAS ….. PLAY DNKN EAT BYD CMG SGMS SHAK WING=Bottom (Leisure)
COSW(99): -0.40% Top=BITA SHOP EA TWLO CYBR JD MANH ATVI ….. NUAN CRM GDDY JCOM SINA RAX PAYC ATHM=Bottom (Computer Software/Internet)
COHW(42): -0.48% Top=ACIA PANW SSYS QCOM HRS GOGO BBRY VIAV ….. CCOI CIEN ARRS FNSR VRSN CSCO STX WDC=Bottom (Computer Hardware/Telecom)
CHEM(32): -0.54% Top=CF KRA CC UNVR APD DD GPRE MON ….. PX SHW PAH POT MOS WLK FMC FTK=Bottom (Chemicals/Fertilizers)
MATE(29): -0.78% Top=RSG DY WM WY WCN FAST FLR BECN ….. DAR AWI EXP KBH USCR VMC SUM MLM=Bottom (Materials & Construction)
RETA(65): -0.79% Top=URBN LL NFLX TJX PLCE ROST DLTR CST ….. WSM JCP RH BBY AEO LOW TGT SPLS=Bottom (Retail & Specialty Retail)
ELEC(53): -0.79% Top=AMKR CAVM AMBA LRCX MU IDTI TEL SANM ….. ADI NPTN SPWR FIT INVN OCLR CSIQ CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(95): -0.81% Top=HCP LGIH LPT TWO HCN GGP ARE BRX ….. SHO LHO SC WPG DFT STAG CUZ PEB=Bottom (Real Estate)
HEAL(60): -0.85% Top=HWAY AET LH PRAH ZBH A GMED STJ ….. LPNT EVHC AMSG MD HCA INCR THC CYH=Bottom (Health)
DISV(54): -0.97% Top=CTAS VNTV GK AL GPN INFO FISV PAYX ….. SERV AHS RBA ACM ZG ADS YY LDOS=Bottom (Diversified Services)
ENER(86): -1.25% Top=PAGP NOV MPLX MMP PXD MDU PAA SXL ….. CRZO NBR MTDR WLL REN DO CRC ATW=Bottom (Energy)
META(30): -2.02% Top=AA CMC HCLP SCCO NUE SLCA STLD CCJ ….. TAHO GG BVN SLW SWC CDE SSRI AG=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 10:20 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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