daytrend

08/19/2016

Filed under: Market Stats — daytrend @ 12:19 pm

Market Stats at 1:18 pm ET
by daytrend on 20160819. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 914.

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

COMPARED TO YESTERDAY’S RANGE (20160819 1:18 pm ET)
19.4% of stocks are above yesterday’s high.
47.2% are above yesterday’s midpoint. (52.8% are below.)
24.4% are below yesterday’s low.
56.2% are inside yesterday’s range.
37.6% of stocks with today’s high > yesterday’s high. (62.4% less than).
51.6% of stocks with today’s low < yesterday’s low. (48.4% greater than).

EVIDENCE OF INTRADAY TREND (20160819 1:18 pm ET)
51.6% of stocks are above today’s open. (47.0% are below).
33.7% of stocks are above today’s open and yesterday’s close.
46.0% are below both.
3.5% of stocks opened above yesterday’s high.
11.5% of stocks opened above yesterday’s close. (83.2% opened below yesterday’s close).
13.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160819 1:18 pm ET)
8.1% of stocks are in the top 10% of today’s range.
20.1% are in the top 20%.
52.2% are in the top half. 47.8% of stocks are in the bottom half of today’s range.
18.7% are in the bottom 20%.
8.5% are in the bottom 10%.

GAIN (20160819 1:18 pm ET)
36.8% of stocks are above yesterday’s close. (63.2% are below.)
1.2% are up 4.5% or more. 1.1% are down 4.5% or more.
1.9% are up 3.5% or more. 1.5% are down 3.5% or more.
69.0% are between +1% and -1%.

RSI on DAILY (20160819 1:18 pm ET)
2-day: >=95:6.1%…>=90:11.3%…>=80:19.6%…>=50:44.1%…<=20:23.3%…<=10:11.8%…<=5:6.6%…
9-day: >=95:0.0%…>=90:0.4%…>=80:4.4%…>=50:60.4%…<=20:1.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:1.5%…>=50:64.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160819 1:18 pm ET)
19.4% above previous 1 highs, 24.4% below previous 1 lows
16.7% above previous 2 highs, 11.8% below previous 2 lows
12.8% above previous 3 highs, 10.8% below previous 3 lows
10.6% above previous 4 highs, 10.2% below previous 4 lows
10.2% above previous 5 highs, 9.1% below previous 5 lows
9.6% above previous 6 highs, 8.4% below previous 6 lows
9.4% above previous 7 highs, 7.8% below previous 7 lows
8.9% above previous 8 highs, 7.3% below previous 8 lows
8.3% above previous 9 highs, 7.0% below previous 9 lows
8.1% above previous 10 highs, 6.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160819 1:18 pm ET)
36.8% are above or equal to 8/18 close (1 days ago), 63.2% are below.
56.3% are above or equal to 8/17 close (2 days ago), 43.7% are below.
51.6% are above or equal to 8/16 close (3 days ago), 48.4% are below.
36.2% are above or equal to 8/15 close (4 days ago), 63.8% are below.
52.1% are above or equal to 8/12 close (5 days ago), 47.9% are below.
51.0% are above or equal to 8/11 close (6 days ago), 49.0% are below.
56.8% are above or equal to 8/10 close (7 days ago), 43.2% are below.
52.7% are above or equal to 8/9 close (8 days ago), 47.3% are below.
53.0% are above or equal to 8/8 close (9 days ago), 47.0% are below.
52.7% are above or equal to 8/5 close (10 days ago), 47.3% are below.
63.7% are above or equal to 8/4 close (11 days ago), 36.3% are below.
64.6% are above or equal to 8/3 close (12 days ago), 35.4% are below.
68.3% are above or equal to 8/2 close (13 days ago), 31.7% are below.
59.2% are above or equal to 8/1 close (14 days ago), 40.8% are below.
58.0% are above or equal to 7/29 close (15 days ago), 42.0% are below.
58.0% are above or equal to 7/28 close (16 days ago), 42.0% are below.
60.8% are above or equal to 7/27 close (17 days ago), 39.2% are below.
58.3% are above or equal to 7/26 close (18 days ago), 41.7% are below.
60.4% are above or equal to 7/25 close (19 days ago), 39.6% are below.
59.2% are above or equal to 7/22 close (20 days ago), 40.8% are below.
62.8% are above or equal to 7/21 close (21 days ago), 37.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160819 1:18 pm ET)
20d: 11.3% new highs, 6.1% new lows
21d: 10.9% new highs, 6.0% new lows
42d: 9.2% new highs, 2.0% new lows
63d: 7.3% new highs, 1.3% new lows
126d: 5.4% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160819 1:18 pm ET)
2-day: 34.8% above, 65.2% below
3-day: 46.4% above, 53.6% below
4-day: 48.6% above, 51.4% below
5-day: 43.8% above, 56.2% below
8-day: 50.2% above, 49.8% below
10-day: 50.2% above, 49.8% below
20-day: 58.1% above, 41.9% below
50-day: 70.6% above, 29.4% below
200-day: 76.3% above, 23.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160819 1:18 pm ET)
ELEC(54): 0.71% Top=AMD AMAT MRVL CAVM MU LRCX AMBA KEYS ….. MXL SCTY FIT GRMN MLNX SIMO FTV CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(31): 0.44% Top=GRA KRA OLN EMN WLK UNVR ALB SMG ….. POT HUN CC AGU SHW AXTA PAH FTK=Bottom (Chemicals/Fertilizers)
MANU(39): 0.37% Top=DE AGCO MKSI ZBRA TEX AME GNRC ITT ….. DDD SEDG ROK PNR MRC ATI RS EMR=Bottom (Manufacturing)
COSW(96): 0.30% Top=MENT MTCH WUBA FEYE SHOP GRUB SYMC YELP ….. LOCK CERN TRIP PAYC MDRX CMCM WB TEAM=Bottom (Computer Software/Internet)
DISV(50): 0.30% Top=GEO CXW ZG AHS RHI AL MYGN ULTA ….. WTW IILG FDC CAR ADS SBAC URI YY=Bottom (Diversified Services)
CONS(57): 0.29% Top=FL WWW NKE HBI UA PAY KATE COH ….. VSTO EPC WHR SCSS HAR MAT OI EL=Bottom (Consumer)
RETA(66): 0.15% Top=RH ROST GPS URBN AEO SBH DSW KORS ….. HSNI AN SPLS FIVE WMT BBY BIG LL=Bottom (Retail & Specialty Retail)
TRAN(30): -0.12% Top=WERN XPO KNX JBHT WAB CHRW TRN EXPD ….. UAL ALK LUV AAL JBLU NAT TK BRS=Bottom (Transportation)
FINA(85): -0.17% Top=LAZ EV ETFC BOFI SCHW BEN CFG AMTD ….. WAL VOYA BKU OMF HAWK NAVI NSAM YRD=Bottom (Banks/Financials)
COHW(43): -0.19% Top=BRCD OLED NTAP WDC VRSN INFN LITE UBNT ….. CTL T BCE VG ACIA CCI BBRY TMUS=Bottom (Computer Hardware/Telecom)
INSU(32): -0.32% Top=UNM AFL PRI LNC MET TMK HIG AFSI ….. PRU L AON RDN PGR ACGL FAF FNF=Bottom (Insurance)
MATE(29): -0.48% Top=TOL WCN PHM BECN KBH DY MAS OC ….. LEN MLM DAR PATK VMC USCR EXP MTZ=Bottom (Materials & Construction)
HEAL(58): -0.64% Top=EW A XRAY RMD BSX PKI CYH VAR ….. PODD NXTM AMSG SPNC EVHC VWR GKOS DVA=Bottom (Health)
LEIS(34): -0.78% Top=BLMN WYN MAR MTN LVS BYD HLT QSR ….. TXRH YUM SONC MCD CMG GPRO BWLD WYNN=Bottom (Leisure)
REAL(94): -0.84% Top=DRH PEB NLY LHO MFA CIM HST STWD ….. RLGY O GGP CLNY LGIH VNO SLG BDN=Bottom (Real Estate)
ENER(87): -1.11% Top=CWEI FTI PSX OII PXD PDCE WPX CLR ….. CRZO NBR WLL SWN SN CRC ATW RDC=Bottom (Energy)
META(29): -2.66% Top=SLCA FMSA CCJ NEM RGLD SCCO FNV AA ….. STLD CDE SLW TCK CNX HL X 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 1:18 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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