daytrend

08/17/2016

Filed under: Market Stats — daytrend @ 10:41 am

Market Stats at 11:41 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 11:41 am ET)
4.0% of stocks are above yesterday’s high.
18.4% are above yesterday’s midpoint. (81.6% are below.)
56.1% are below yesterday’s low.
39.9% are inside yesterday’s range.
16.9% of stocks with today’s high > yesterday’s high. (83.1% less than).
69.7% of stocks with today’s low < yesterday’s low. (30.3% greater than).

EVIDENCE OF INTRADAY TREND (20160817 11:41 am ET)
18.1% of stocks are above today’s open. (80.6% are below).
13.4% of stocks are above today’s open and yesterday’s close.
76.7% 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 11:41 am ET)
0.4% of stocks are in the top 10% of today’s range.
3.1% are in the top 20%.
17.5% are in the top half. 82.5% of stocks are in the bottom half of today’s range.
52.9% are in the bottom 20%.
39.3% are in the bottom 10%.

GAIN (20160817 11:41 am ET)
18.4% of stocks are above yesterday’s close. (81.6% are below.)
0.3% are up 4.5% or more. 1.8% are down 4.5% or more.
0.3% are up 3.5% or more. 4.1% are down 3.5% or more.
60.2% are between +1% and -1%.

RSI on DAILY (20160817 11:41 am ET)
2-day: >=95:1.4%…>=90:3.6%…>=80:8.2%…>=50:23.6%…<=20:45.8%…<=10:25.4%…<=5:13.5%…
9-day: >=95:0.0%…>=90:0.3%…>=80:2.2%…>=50:51.1%…<=20:2.9%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:1.4%…>=50:59.4%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160817 11:41 am ET)
4.0% above previous 1 highs, 56.1% below previous 1 lows
3.0% above previous 2 highs, 48.0% below previous 2 lows
2.8% above previous 3 highs, 37.6% below previous 3 lows
2.6% above previous 4 highs, 32.7% below previous 4 lows
2.0% above previous 5 highs, 29.2% below previous 5 lows
1.6% above previous 6 highs, 27.7% below previous 6 lows
1.3% above previous 7 highs, 26.2% below previous 7 lows
1.3% above previous 8 highs, 23.4% below previous 8 lows
1.3% above previous 9 highs, 19.9% below previous 9 lows
1.2% above previous 10 highs, 16.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160817 11:41 am ET)
18.4% are above or equal to 8/16 close (1 days ago), 81.6% are below.
15.8% are above or equal to 8/15 close (2 days ago), 84.2% are below.
37.5% are above or equal to 8/12 close (3 days ago), 62.5% are below.
36.7% are above or equal to 8/11 close (4 days ago), 63.3% are below.
47.5% are above or equal to 8/10 close (5 days ago), 52.5% are below.
41.5% are above or equal to 8/9 close (6 days ago), 58.5% are below.
42.3% are above or equal to 8/8 close (7 days ago), 57.7% are below.
43.8% are above or equal to 8/5 close (8 days ago), 56.2% are below.
58.2% are above or equal to 8/4 close (9 days ago), 41.8% are below.
59.1% are above or equal to 8/3 close (10 days ago), 40.9% are below.
63.5% are above or equal to 8/2 close (11 days ago), 36.5% are below.
52.8% are above or equal to 8/1 close (12 days ago), 47.2% are below.
50.7% are above or equal to 7/29 close (13 days ago), 49.3% are below.
52.6% are above or equal to 7/28 close (14 days ago), 47.4% are below.
57.0% are above or equal to 7/27 close (15 days ago), 43.0% are below.
53.3% are above or equal to 7/26 close (16 days ago), 46.7% are below.
54.9% are above or equal to 7/25 close (17 days ago), 45.1% are below.
53.5% are above or equal to 7/22 close (18 days ago), 46.5% are below.
58.1% are above or equal to 7/21 close (19 days ago), 41.9% are below.
54.9% are above or equal to 7/20 close (20 days ago), 45.1% are below.
57.8% are above or equal to 7/19 close (21 days ago), 42.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160817 11:41 am ET)
20d: 5.0% new highs, 12.5% new lows
21d: 4.8% new highs, 12.3% new lows
42d: 4.1% new highs, 4.3% new lows
63d: 3.0% new highs, 3.1% new lows
126d: 2.5% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160817 11:41 am ET)
2-day: 16.9% above, 83.1% below
3-day: 15.5% above, 84.5% below
4-day: 23.7% above, 76.3% below
5-day: 28.3% above, 71.7% below
8-day: 37.3% above, 62.7% below
10-day: 42.6% above, 57.4% below
20-day: 51.6% above, 48.4% below
50-day: 67.5% above, 32.5% below
200-day: 73.7% above, 26.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160817 11:41 am ET)
FINA(93): 0.16% Top=YRD CIT ISBC NAVI HBHC EV CFR HBAN ….. PYPL HAWK SLM KKR APO VOYA OMF WETF=Bottom (Banks/Financials)
INSU(32): -0.41% Top=FAF CLGX FNF WLTW AFL PRU AON BRO ….. AGO UNM AWH RDN AFSI PGR ACGL MTG=Bottom (Insurance)
TRAN(30): -0.53% Top=UNP DAL ALK LUV CNI HA NSC KEX ….. XPO SAVE JBLU SWFT AAL BRS AIRM NAT=Bottom (Transportation)
LEIS(36): -0.56% Top=BWLD SBUX CCL WEN SEAS WYN SIX EXPE ….. ARMK GPRO MCD BYD CMG WING DNKN SHAK=Bottom (Leisure)
MANU(40): -0.61% Top=BWXT EMR ITT ITW GE RBC PH MWA ….. MKSI HON AGCO KMT MHK MIDD ZBRA SEDG=Bottom (Manufacturing)
CONS(58): -0.68% Top=FN BMS KS UFS WRK IP HAR PG ….. FOSL UA VSTO ENR PAY LULU CRI COTY=Bottom (Consumer)
COSW(99): -0.94% Top=SHOP BITA ATVI JD CVG EA CVT ANSS ….. TWTR IMPV MTCH JCOM SINA GDDY PAYC ATHM=Bottom (Computer Software/Internet)
REAL(95): -0.97% Top=SRC CUBE DLR ROIC KIM GPT SPG LPT ….. RLGY WPG HST DFT LHO SHO PEB SC=Bottom (Real Estate)
ENER(86): -1.01% Top=PAGP WPX RES PBF MMP HAL VLO OIS ….. MTDR RDC DO CRC CRZO REN WLL ATW=Bottom (Energy)
CHEM(32): -1.04% Top=GPRE UNVR CC APD DD DOW IFF RPM ….. GRA HUN FMC WLK POT MOS FTK PAH=Bottom (Chemicals/Fertilizers)
COHW(42): -1.11% Top=SSYS ACIA BBRY VIAV SGI HPQ QCOM MSI ….. SYNA CTL CSCO ARRS WDC STX INFN CIEN=Bottom (Computer Hardware/Telecom)
RETA(65): -1.18% Top=URBN LL BURL PLCE TJX NFLX ROST ASNA ….. BBY WSM AEO JCP RH SPLS TGT LOW=Bottom (Retail & Specialty Retail)
ELEC(53): -1.19% Top=AMKR MU XLNX TEL AMBA IPHI IDTI LRCX ….. INVN NPTN MXL SPWR FIT OCLR CSIQ CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(29): -1.20% Top=DY RSG WCN WY WM FLR BECN FAST ….. CAA SUM KBH USG MLM PHM USCR AWI=Bottom (Materials & Construction)
HEAL(60): -1.33% Top=HWAY AET A ANTM BSX PKI UNH NVRO ….. MOH PODD MD INCR THC EVHC AMSG CYH=Bottom (Health)
DISV(54): -1.42% Top=CTAS AL GPN INFO VNTV GK XRS PCLN ….. MYGN ACM RBA WTW YY TMH ADS LDOS=Bottom (Diversified Services)
META(30): -2.36% Top=SLCA AA CMC NUE HCLP CNX FMSA SCCO ….. GG ABX SLW CDE TAHO AG SWC SSRI=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 11:41 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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