daytrend

08/18/2016

Filed under: Market Stats — daytrend @ 1:05 pm

Market Stats at 2:05 pm ET
by daytrend on 20160818. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 925.

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

COMPARED TO YESTERDAY’S RANGE (20160818 2:05 pm ET)
35.0% of stocks are above yesterday’s high.
70.4% are above yesterday’s midpoint. (29.6% are below.)
6.3% are below yesterday’s low.
58.7% are inside yesterday’s range.
60.0% of stocks with today’s high > yesterday’s high. (40.0% less than).
21.4% of stocks with today’s low < yesterday’s low. (78.6% greater than).

EVIDENCE OF INTRADAY TREND (20160818 2:05 pm ET)
65.6% of stocks are above today’s open. (32.5% are below).
60.1% of stocks are above today’s open and yesterday’s close.
26.3% are below both.
13.8% of stocks opened above yesterday’s high.
54.8% of stocks opened above yesterday’s close. (39.6% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160818 2:05 pm ET)
15.0% of stocks are in the top 10% of today’s range.
28.0% are in the top 20%.
63.1% are in the top half. 36.9% of stocks are in the bottom half of today’s range.
10.3% are in the bottom 20%.
3.8% are in the bottom 10%.

GAIN (20160818 2:05 pm ET)
68.2% of stocks are above yesterday’s close. (31.8% are below.)
2.8% are up 4.5% or more. 0.6% are down 4.5% or more.
4.6% are up 3.5% or more. 0.9% are down 3.5% or more.
66.9% are between +1% and -1%.

RSI on DAILY (20160818 2:05 pm ET)
2-day: >=95:7.7%…>=90:12.4%…>=80:25.5%…>=50:57.6%…<=20:16.0%…<=10:8.8%…<=5:4.9%…
9-day: >=95:0.0%…>=90:0.5%…>=80:3.1%…>=50:64.0%…<=20:1.8%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:67.9%…<=20:0.3%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160818 2:05 pm ET)
35.0% above previous 1 highs, 6.3% below previous 1 lows
21.8% above previous 2 highs, 5.6% below previous 2 lows
16.3% above previous 3 highs, 4.4% below previous 3 lows
15.8% above previous 4 highs, 3.4% below previous 4 lows
14.8% above previous 5 highs, 3.2% below previous 5 lows
14.3% above previous 6 highs, 3.1% below previous 6 lows
12.8% above previous 7 highs, 3.1% below previous 7 lows
12.1% above previous 8 highs, 3.0% below previous 8 lows
12.0% above previous 9 highs, 2.7% below previous 9 lows
11.9% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160818 2:05 pm ET)
68.2% are above or equal to 8/17 close (1 days ago), 31.8% are below.
58.4% are above or equal to 8/16 close (2 days ago), 41.6% are below.
37.6% are above or equal to 8/15 close (3 days ago), 62.4% are below.
55.2% are above or equal to 8/12 close (4 days ago), 44.8% are below.
53.1% are above or equal to 8/11 close (5 days ago), 46.9% are below.
59.8% are above or equal to 8/10 close (6 days ago), 40.2% are below.
55.1% are above or equal to 8/9 close (7 days ago), 44.9% are below.
55.6% are above or equal to 8/8 close (8 days ago), 44.4% are below.
55.0% are above or equal to 8/5 close (9 days ago), 45.0% are below.
66.2% are above or equal to 8/4 close (10 days ago), 33.8% are below.
66.3% are above or equal to 8/3 close (11 days ago), 33.7% are below.
69.5% are above or equal to 8/2 close (12 days ago), 30.5% are below.
61.0% are above or equal to 8/1 close (13 days ago), 39.0% are below.
59.2% are above or equal to 7/29 close (14 days ago), 40.8% are below.
59.1% are above or equal to 7/28 close (15 days ago), 40.9% are below.
62.4% are above or equal to 7/27 close (16 days ago), 37.6% are below.
59.2% are above or equal to 7/26 close (17 days ago), 40.8% are below.
61.6% are above or equal to 7/25 close (18 days ago), 38.4% are below.
60.4% are above or equal to 7/22 close (19 days ago), 39.6% are below.
64.1% are above or equal to 7/21 close (20 days ago), 35.9% are below.
60.8% are above or equal to 7/20 close (21 days ago), 39.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160818 2:05 pm ET)
20d: 13.4% new highs, 4.9% new lows
21d: 13.2% new highs, 4.8% new lows
42d: 10.4% new highs, 1.7% new lows
63d: 8.6% new highs, 1.2% new lows
126d: 7.1% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160818 2:05 pm ET)
2-day: 66.8% above, 33.2% below
3-day: 61.2% above, 38.8% below
4-day: 50.2% above, 49.8% below
5-day: 52.5% above, 47.5% below
8-day: 54.6% above, 45.4% below
10-day: 54.3% above, 45.7% below
20-day: 61.0% above, 39.0% below
50-day: 73.0% above, 27.0% below
200-day: 75.2% above, 24.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160818 2:05 pm ET)
ENER(87): 2.31% Top=BBG CRC WMB LPI ECA MRO PTEN SN ….. TSO EPD VLO HFC CVI WNR PBF CWEI=Bottom (Energy)
COHW(44): 1.14% Top=NTAP VG LITE ACIA OLED BRCD FNSR SSYS ….. BBRY CTL CCOI VRSN VZ CSCO INFN T=Bottom (Computer Hardware/Telecom)
META(30): 1.10% Top=BVN PAAS CNX FSM SSRI HCLP CDE TCK ….. AEM CMC SCCO CLF FNV CCJ TAHO AG=Bottom (Metals & Mining)
ELEC(53): 0.96% Top=CSIQ AMD SNPS OCLR NPTN IDTI CAVM BRKR ….. NXPI ON HIMX FIT AMKR INVN KEYS AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(58): 0.65% Top=EVHC AMSG HWAY SPNC ZLTQ INCR RMD ALGN ….. GKOS ANTM STJ THC ABT CPHD TMO A=Bottom (Health)
RETA(66): 0.65% Top=LB CHS URBN DSW FINL BURL OLLI W ….. M PLCE CVS DDS TGT HD SPLS JCP=Bottom (Retail & Specialty Retail)
TRAN(30): 0.51% Top=KEX NSC BRS CP TRN CSX AIRM UNP ….. AAL JBHT LUV JBLU EXPD DAL CHRW UAL=Bottom (Transportation)
CONS(57): 0.49% Top=COTY KATE GT FL GIII EL LULU WHR ….. HAS PBI SEE ELY KS HBI MAT OI=Bottom (Consumer)
CHEM(32): 0.44% Top=UNVR FTK WLK IFF HUN MEOH CE POL ….. GPRE PPG MON CC POT RYAM AGU CF=Bottom (Chemicals/Fertilizers)
MATE(28): 0.44% Top=PWR DY MTZ EXP TPH FLR AWI VMC ….. WCN SRCL MAS RSG USCR WY WM SUM=Bottom (Materials & Construction)
COSW(96): 0.35% Top=WB SHOP CYBR SQ YELP SINA VMW NCR ….. NTES MTCH VIPS VNET TWLO LXFT TWTR WUBA=Bottom (Computer Software/Internet)
FINA(88): 0.32% Top=YRD KKR EV BOFI JNS BX SLM LAZ ….. LPLA PNC WFC WETF VOYA SF PFG SYF=Bottom (Banks/Financials)
MANU(40): 0.19% Top=SEDG MIDD MRC DDD ITT BWXT AME MKSI ….. CMI ATI TEX EMR ZBRA DE DHR CAT=Bottom (Manufacturing)
INSU(32): 0.10% Top=FAF MTG RDN FNF ORI AWH CINF HIG ….. ACGL AIG UNM PRI PRU AFL AFSI LNC=Bottom (Insurance)
REAL(96): -0.08% Top=LGIH SC DRH LHO BDN STOR CLNY WPG ….. CONE BAM EXR ACC MAA PPS CUBE DFT=Bottom (Real Estate)
LEIS(34): -0.13% Top=BWLD PLAY MTN YUM DNKN CAKE EAT TXRH ….. CCL SONC SIX CMG WYNN RCL SEAS GPRO=Bottom (Leisure)
DISV(54): -0.94% Top=URI YY LDOS ULTA MYGN CAR IILG TMH ….. RBA V ADS CTAS HRB HMSY CXW GEO=Bottom (Diversified Services)

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 2:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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