daytrend

08/23/2016

Filed under: Market Stats — daytrend @ 12:21 pm

Market Stats at 1:20 pm ET
by daytrend on 20160823. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 907.

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

COMPARED TO YESTERDAY’S RANGE (20160823 1:20 pm ET)
55.1% of stocks are above yesterday’s high.
84.8% are above yesterday’s midpoint. (15.2% are below.)
3.0% are below yesterday’s low.
41.9% are inside yesterday’s range.
80.5% of stocks with today’s high > yesterday’s high. (19.5% less than).
9.7% of stocks with today’s low < yesterday’s low. (90.3% greater than).

EVIDENCE OF INTRADAY TREND (20160823 1:20 pm ET)
64.8% of stocks are above today’s open. (33.5% are below).
63.4% of stocks are above today’s open and yesterday’s close.
14.9% are below both.
45.5% of stocks opened above yesterday’s high.
85.3% of stocks opened above yesterday’s close. (11.9% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160823 1:20 pm ET)
15.8% of stocks are in the top 10% of today’s range.
27.7% are in the top 20%.
60.2% are in the top half. 39.8% of stocks are in the bottom half of today’s range.
9.8% are in the bottom 20%.
2.6% are in the bottom 10%.

GAIN (20160823 1:20 pm ET)
83.6% of stocks are above yesterday’s close. (16.4% are below.)
1.5% are up 4.5% or more. 0.3% are down 4.5% or more.
3.2% are up 3.5% or more. 0.4% are down 3.5% or more.
60.5% are between +1% and -1%.

RSI on DAILY (20160823 1:20 pm ET)
2-day: >=95:10.7%…>=90:21.5%…>=80:41.9%…>=50:78.6%…<=20:5.6%…<=10:2.4%…<=5:1.3%…
9-day: >=95:0.1%…>=90:0.4%…>=80:4.5%…>=50:72.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:74.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160823 1:20 pm ET)
55.1% above previous 1 highs, 3.0% below previous 1 lows
43.0% above previous 2 highs, 1.9% below previous 2 lows
35.2% above previous 3 highs, 1.3% below previous 3 lows
31.9% above previous 4 highs, 1.2% below previous 4 lows
25.7% above previous 5 highs, 1.2% below previous 5 lows
20.7% above previous 6 highs, 1.1% below previous 6 lows
20.2% above previous 7 highs, 1.1% below previous 7 lows
19.3% above previous 8 highs, 0.9% below previous 8 lows
18.3% above previous 9 highs, 0.9% below previous 9 lows
16.6% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160823 1:20 pm ET)
83.6% are above or equal to 8/22 close (1 days ago), 16.4% are below.
72.0% are above or equal to 8/19 close (2 days ago), 28.0% are below.
67.4% are above or equal to 8/18 close (3 days ago), 32.6% are below.
75.7% are above or equal to 8/17 close (4 days ago), 24.3% are below.
70.8% are above or equal to 8/16 close (5 days ago), 29.2% are below.
56.7% are above or equal to 8/15 close (6 days ago), 43.3% are below.
65.0% are above or equal to 8/12 close (7 days ago), 35.0% are below.
64.2% are above or equal to 8/11 close (8 days ago), 35.8% are below.
69.1% are above or equal to 8/10 close (9 days ago), 30.9% are below.
63.9% are above or equal to 8/9 close (10 days ago), 36.1% are below.
63.0% are above or equal to 8/8 close (11 days ago), 37.0% are below.
63.9% are above or equal to 8/5 close (12 days ago), 36.1% are below.
72.0% are above or equal to 8/4 close (13 days ago), 28.0% are below.
71.2% are above or equal to 8/3 close (14 days ago), 28.8% are below.
73.3% are above or equal to 8/2 close (15 days ago), 26.7% are below.
65.9% are above or equal to 8/1 close (16 days ago), 34.1% are below.
64.3% are above or equal to 7/29 close (17 days ago), 35.7% are below.
65.0% are above or equal to 7/28 close (18 days ago), 35.0% are below.
67.0% are above or equal to 7/27 close (19 days ago), 33.0% are below.
62.4% are above or equal to 7/26 close (20 days ago), 37.6% are below.
65.6% are above or equal to 7/25 close (21 days ago), 34.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160823 1:20 pm ET)
20d: 19.0% new highs, 0.8% new lows
21d: 18.9% new highs, 0.7% new lows
42d: 16.0% new highs, 0.6% new lows
63d: 14.0% new highs, 0.4% new lows
126d: 11.2% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160823 1:20 pm ET)
2-day: 82.6% above, 17.4% below
3-day: 77.9% above, 22.1% below
4-day: 74.4% above, 25.6% below
5-day: 76.7% above, 23.3% below
8-day: 72.0% above, 28.0% below
10-day: 70.8% above, 29.2% below
20-day: 71.3% above, 28.7% below
50-day: 76.6% above, 23.4% below
200-day: 77.2% above, 22.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160823 1:20 pm ET)
MATE(29): 1.69% Top=TOL KBH LEN CAA DHI TPH PHM USG ….. SUM MLM RSG FAST WCN WM PATK SRCL=Bottom (Materials & Construction)
CHEM(32): 1.65% Top=GPRE CF MEOH MOS MON FTK POT HUN ….. AXTA CHMT DOW DD APD PX SMG GRA=Bottom (Chemicals/Fertilizers)
RETA(66): 1.35% Top=BBY STMP RH BLDR BIG PAG FIVE WSM ….. TJX WBA WMT CVS LB TSCO KR WFM=Bottom (Retail & Specialty Retail)
TRAN(30): 1.23% Top=BRS SWFT TK TRN KNX XPO WERN UAL ….. HA KSU JBHT CNI CP CHRW UPS JBLU=Bottom (Transportation)
ENER(88): 1.19% Top=MRO SWN RRC SM WLL CLR WMB APC ….. CWEI PSXP OKS EPD PAA XOM SGY REN=Bottom (Energy)
COSW(94): 1.13% Top=DATA SQ VNET WB MDRX EPAM LXFT CSRA ….. TEAM CMCM SINA MTCH IMS ATHM YELP SHOP=Bottom (Computer Software/Internet)
CONS(57): 0.86% Top=KATE GIII KS HAS TUP SKX PVH SHOO ….. BERY FN SCSS BLL CLX ENR EPC COTY=Bottom (Consumer)
ELEC(52): 0.84% Top=FIT AMBA AMAT MLNX ON TTMI MXL OCLR ….. FLEX QLGC CRUS FSLR CREE SPWR MRVL NPTN=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(35): 0.83% Top=BYD GPRO RCL SONC PLAY CCL SEAS SIX ….. FRGI EXPE LVS MCD TXRH BWLD QSR WING=Bottom (Leisure)
MANU(37): 0.80% Top=TEX EMR TKR MIDD MHK MRC KMT CFX ….. ITW ETN PNR XYL DOV DHR GE DDD=Bottom (Manufacturing)
FINA(86): 0.66% Top=BOFI OMF BMO LAZ NSAM WDR LPLA LM ….. FITB APO WU WFC SNV KKR PYPL YRD=Bottom (Banks/Financials)
DISV(51): 0.63% Top=URI KBR AL AHS YY HRI ULTA WTW ….. RHI SBAC VRSK LDOS DV IILG GEO CXW=Bottom (Diversified Services)
COHW(44): 0.60% Top=PANW SYNA HPQ COMM PSTG CRAY ARRS GOGO ….. FNSR T LITE OLED SSYS CDW VG ACIA=Bottom (Computer Hardware/Telecom)
REAL(92): 0.45% Top=RLGY LGIH VER CLNY CBG SNH SC CIM ….. EQY APLE KIM ESRT CONE UDR RLJ DLR=Bottom (Real Estate)
META(27): 0.41% Top=SSRI CNX FCX STLD CLF AA FMSA TCK ….. AEM SLW FNV GG ABX HL SWC PAAS=Bottom (Metals & Mining)
INSU(31): 0.34% Top=MTG CNO RDN CLGX MET AGO LNC PRI ….. MMC ACGL FAF HIG ALL AJG AWH PGR=Bottom (Insurance)
HEAL(56): 0.09% Top=CYH HWAY HLS INCR THC PKI ZBH CPHD ….. PODD HYH CNC NVRO ALGN RMD OPK PINC=Bottom (Health)

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 1:20 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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