daytrend

08/19/2016

Filed under: Market Stats — daytrend @ 1:16 pm

Market Stats at 2:16 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 2:16 pm ET)
23.5% of stocks are above yesterday’s high.
51.3% are above yesterday’s midpoint. (48.7% are below.)
21.8% are below yesterday’s low.
54.7% are inside yesterday’s range.
39.5% of stocks with today’s high > yesterday’s high. (60.5% less than).
52.2% of stocks with today’s low < yesterday’s low. (47.8% greater than).

EVIDENCE OF INTRADAY TREND (20160819 2:16 pm ET)
57.9% of stocks are above today’s open. (40.9% are below).
40.7% of stocks are above today’s open and yesterday’s close.
39.7% 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 2:16 pm ET)
16.2% of stocks are in the top 10% of today’s range.
30.4% are in the top 20%.
60.5% are in the top half. 39.5% of stocks are in the bottom half of today’s range.
12.4% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN (20160819 2:16 pm ET)
42.9% of stocks are above yesterday’s close. (57.1% are below.)
1.6% are up 4.5% or more. 1.0% are down 4.5% or more.
2.1% are up 3.5% or more. 1.9% are down 3.5% or more.
68.8% are between +1% and -1%.

RSI on DAILY (20160819 2:16 pm ET)
2-day: >=95:6.7%…>=90:12.6%…>=80:23.3%…>=50:48.9%…<=20:20.2%…<=10:10.4%…<=5:5.9%…
9-day: >=95:0.1%…>=90:0.4%…>=80:4.6%…>=50:61.7%…<=20:1.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:1.4%…>=50:66.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160819 2:16 pm ET)
23.5% above previous 1 highs, 21.8% below previous 1 lows
20.0% above previous 2 highs, 10.4% below previous 2 lows
15.6% above previous 3 highs, 8.9% below previous 3 lows
13.1% above previous 4 highs, 8.6% below previous 4 lows
12.6% above previous 5 highs, 7.8% below previous 5 lows
11.7% above previous 6 highs, 7.3% below previous 6 lows
11.4% above previous 7 highs, 6.7% below previous 7 lows
10.8% above previous 8 highs, 6.2% below previous 8 lows
10.3% above previous 9 highs, 6.0% below previous 9 lows
10.0% above previous 10 highs, 5.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160819 2:16 pm ET)
42.9% are above or equal to 8/18 close (1 days ago), 57.1% are below.
60.9% are above or equal to 8/17 close (2 days ago), 39.1% are below.
53.6% are above or equal to 8/16 close (3 days ago), 46.4% are below.
38.6% are above or equal to 8/15 close (4 days ago), 61.4% are below.
53.5% are above or equal to 8/12 close (5 days ago), 46.5% are below.
52.6% are above or equal to 8/11 close (6 days ago), 47.4% are below.
58.0% are above or equal to 8/10 close (7 days ago), 42.0% are below.
53.6% are above or equal to 8/9 close (8 days ago), 46.4% are below.
54.0% are above or equal to 8/8 close (9 days ago), 46.0% are below.
54.6% are above or equal to 8/5 close (10 days ago), 45.4% are below.
64.4% are above or equal to 8/4 close (11 days ago), 35.6% are below.
65.1% are above or equal to 8/3 close (12 days ago), 34.9% are below.
68.7% are above or equal to 8/2 close (13 days ago), 31.3% are below.
60.0% are above or equal to 8/1 close (14 days ago), 40.0% are below.
59.0% are above or equal to 7/29 close (15 days ago), 41.0% are below.
58.9% are above or equal to 7/28 close (16 days ago), 41.1% are below.
61.6% are above or equal to 7/27 close (17 days ago), 38.4% are below.
58.9% are above or equal to 7/26 close (18 days ago), 41.1% are below.
60.8% are above or equal to 7/25 close (19 days ago), 39.2% are below.
59.5% are above or equal to 7/22 close (20 days ago), 40.5% are below.
62.5% are above or equal to 7/21 close (21 days ago), 37.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160819 2:16 pm ET)
20d: 11.5% new highs, 6.5% new lows
21d: 11.2% new highs, 6.3% new lows
42d: 9.4% new highs, 2.2% new lows
63d: 7.8% new highs, 1.5% new lows
126d: 5.6% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160819 2:16 pm ET)
2-day: 41.9% above, 58.1% below
3-day: 51.5% above, 48.5% below
4-day: 52.3% above, 47.7% below
5-day: 47.3% above, 52.7% below
8-day: 52.6% above, 47.4% below
10-day: 53.0% above, 47.0% below
20-day: 58.8% above, 41.2% below
50-day: 71.4% above, 28.6% below
200-day: 76.6% above, 23.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160819 2:16 pm ET)
ELEC(54): 0.95% Top=AMD AMAT MRVL CAVM MU KEYS AMBA IPHI ….. CY SCTY MLNX FIT GRMN SIMO FTV CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(96): 0.53% Top=MTCH MENT FEYE WUBA SHOP GRUB SYMC IAC ….. TRI IBM CERN PAYC TEAM MDRX CMCM WB=Bottom (Computer Software/Internet)
CHEM(31): 0.49% Top=GRA KRA OLN EMN WLK POL UNVR ALB ….. HUN MOS AXTA POT AGU SHW PAH FTK=Bottom (Chemicals/Fertilizers)
DISV(50): 0.48% Top=GEO CXW AHS ZG RHI MYGN AL ULTA ….. KBR IILG FDC SBAC URI CAR ADS YY=Bottom (Diversified Services)
MANU(39): 0.44% Top=DE AGCO MKSI ZBRA AME TEX GNRC ROP ….. MWA ROK SEDG PNR MRC ATI RS EMR=Bottom (Manufacturing)
CONS(57): 0.36% Top=FL WWW NKE UA HBI KATE PAY COH ….. VSTO SCSS CHD WHR HAR OI MAT EL=Bottom (Consumer)
RETA(66): 0.28% Top=RH GPS ROST URBN SBH DSW AEO GME ….. AN HSNI FIVE SPLS WMT BIG BBY LL=Bottom (Retail & Specialty Retail)
TRAN(30): 0.06% Top=XPO KNX WERN JBHT SWFT WAB TRN FDX ….. ALK DAL AAL LUV NAT JBLU TK BRS=Bottom (Transportation)
COHW(43): 0.03% Top=BRCD NTAP OLED WDC INFN VRSN LITE STX ….. PANW VZ T BCE CCI TMUS BBRY ACIA=Bottom (Computer Hardware/Telecom)
FINA(85): -0.07% Top=LAZ BOFI EV ETFC SCHW AMTD WBS CFG ….. BKU OMF WAL HAWK APO NSAM NAVI YRD=Bottom (Banks/Financials)
INSU(32): -0.24% Top=UNM AFL LNC TMK AFSI AJG PRI MET ….. ORI RDN L FAF AON ACGL PGR FNF=Bottom (Insurance)
MATE(29): -0.35% Top=DY TOL PHM BECN OC SUM KBH TPH ….. WY PATK VMC MLM DAR USCR EXP MTZ=Bottom (Materials & Construction)
HEAL(58): -0.47% Top=EW A XRAY BSX PKI RMD VAR CYH ….. SPNC NXTM PODD EVHC HWAY VWR GKOS DVA=Bottom (Health)
LEIS(34): -0.74% Top=MAR WYN BLMN LVS MTN BYD PLAY HLT ….. SIX FRGI TXRH CMG SONC MCD BWLD WYNN=Bottom (Leisure)
REAL(94): -0.75% Top=DRH PEB NLY MFA LHO CIM APLE HST ….. PSA SKT O CLNY VNO GGP SLG BDN=Bottom (Real Estate)
ENER(87): -0.89% Top=CWEI REN FTI OII PXD DK HAL PDCE ….. MTDR CRZO WLL SWN ATW RDC SN CRC=Bottom (Energy)
META(29): -2.66% Top=SLCA NEM CCJ FMSA RGLD FNV SCCO GG ….. HCLP SLW STLD HL TCK CNX 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 2:16 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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