daytrend

08/28/2016

Filed under: Market Stats — daytrend @ 1:45 pm

Market Stats at End of Day
by daytrend on 20160826. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 859.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160826 EOD)
21.7% of stocks are above yesterday’s high.
46.2% are above yesterday’s midpoint. (53.8% are below.)
27.0% are below yesterday’s low.
51.3% are inside yesterday’s range.
71.8% of stocks with today’s high > yesterday’s high. (28.2% less than).
49.9% of stocks with today’s low < yesterday’s low. (50.1% greater than).

EVIDENCE OF INTRADAY TREND (20160826 EOD)
32.2% of stocks are above today’s open. (66.2% are below).
30.2% of stocks are above today’s open and yesterday’s close.
56.1% are below both.
18.5% of stocks opened above yesterday’s high.
75.2% of stocks opened above yesterday’s close. (20.1% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160826 EOD)
2.6% of stocks are in the top 10% of today’s range.
6.5% are in the top 20%.
26.5% are in the top half. 73.5% of stocks are in the bottom half of today’s range.
18.0% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN (20160826 EOD)
41.9% of stocks are above yesterday’s close. (58.1% are below.)
0.9% are up 4.5% or more. 0.8% are down 4.5% or more.
1.9% are up 3.5% or more. 1.7% are down 3.5% or more.
69.4% are between +1% and -1%.

RSI on DAILY (20160826 EOD)
2-day: >=95:6.4%…>=90:10.4%…>=80:17.9%…>=50:40.2%…<=20:31.4%…<=10:14.1%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.3%…>=80:2.8%…>=50:54.1%…<=20:1.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:58.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160826 EOD)
21.7% above previous 1 highs, 27.0% below previous 1 lows
12.5% above previous 2 highs, 22.8% below previous 2 lows
10.9% above previous 3 highs, 21.1% below previous 3 lows
10.2% above previous 4 highs, 15.7% below previous 4 lows
9.3% above previous 5 highs, 13.0% below previous 5 lows
9.2% above previous 6 highs, 11.8% below previous 6 lows
9.0% above previous 7 highs, 10.5% below previous 7 lows
8.3% above previous 8 highs, 10.2% below previous 8 lows
7.6% above previous 9 highs, 9.9% below previous 9 lows
7.6% above previous 10 highs, 9.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160826 EOD)
41.9% are above or equal to 8/25 close (1 days ago), 58.1% are below.
50.3% are above or equal to 8/24 close (2 days ago), 49.7% are below.
30.5% are above or equal to 8/23 close (3 days ago), 69.5% are below.
43.8% are above or equal to 8/22 close (4 days ago), 56.2% are below.
43.5% are above or equal to 8/19 close (5 days ago), 56.5% are below.
43.8% are above or equal to 8/18 close (6 days ago), 56.2% are below.
53.3% are above or equal to 8/17 close (7 days ago), 46.7% are below.
51.0% are above or equal to 8/16 close (8 days ago), 49.0% are below.
41.7% are above or equal to 8/15 close (9 days ago), 58.3% are below.
52.0% are above or equal to 8/12 close (10 days ago), 48.0% are below.
50.6% are above or equal to 8/11 close (11 days ago), 49.4% are below.
56.7% are above or equal to 8/10 close (12 days ago), 43.3% are below.
52.9% are above or equal to 8/9 close (13 days ago), 47.1% are below.
52.9% are above or equal to 8/8 close (14 days ago), 47.1% are below.
53.7% are above or equal to 8/5 close (15 days ago), 46.3% are below.
63.4% are above or equal to 8/4 close (16 days ago), 36.6% are below.
63.2% are above or equal to 8/3 close (17 days ago), 36.8% are below.
65.8% are above or equal to 8/2 close (18 days ago), 34.2% are below.
58.2% are above or equal to 8/1 close (19 days ago), 41.8% are below.
56.3% are above or equal to 7/29 close (20 days ago), 43.7% are below.
55.4% are above or equal to 7/28 close (21 days ago), 44.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160826 EOD)
20d: 17.6% new highs, 9.5% new lows
21d: 17.3% new highs, 9.0% new lows
42d: 14.1% new highs, 3.4% new lows
63d: 11.3% new highs, 2.0% new lows
126d: 9.8% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160826 EOD)
2-day: 40.5% above, 59.5% below
3-day: 45.1% above, 54.9% below
4-day: 36.3% above, 63.7% below
5-day: 37.6% above, 62.4% below
8-day: 41.9% above, 58.1% below
10-day: 42.3% above, 57.7% below
20-day: 54.8% above, 45.2% below
50-day: 65.1% above, 34.9% below
200-day: 76.0% above, 24.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160826 EOD)
ELEC(51): 0.62% Top=HIMX SIMO AMD MXL MU ISIL BRKR FSLR ….. TXN CRUS QRVO GRMN FIT MSCC SCTY TTMI=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(77): 0.57% Top=YRD BOFI ETFC CFG AMTD CMA BAC WAL ….. BMO LAZ SYF PACW NAVI KKR TD BX=Bottom (Banks/Financials)
HEAL(51): 0.34% Top=GKOS NVRO HWAY HYH PRAH HRC CPHD ZBH ….. BKD DVA HCA MOH THC MD CYH ANTM=Bottom (Health)
COSW(89): 0.24% Top=EPAY ADSK WB TWLO NTES SINA SHOP YELP ….. ROVI CSC QTWO SQ FEYE WDAY MTCH SPLK=Bottom (Computer Software/Internet)
ENER(88): 0.17% Top=WNR WLL CRZO REN CVI BBG GPOR DK ….. RRC MDU SPN FTI NOV NBR CWEI SGY=Bottom (Energy)
MANU(34): -0.14% Top=FLS DHR SWK TEX ZBRA ROP ITT BWXT ….. TTC DE CMI EMR ATI GNRC AGCO ENS=Bottom (Manufacturing)
DISV(50): -0.16% Top=YY RBA SCOR TMH INFO URI MA IILG ….. ADS HRB ACM DV XRS CXW GEO ULTA=Bottom (Diversified Services)
INSU(28): -0.17% Top=MET CLGX MTG WLTW UNM PRU LNC AJG ….. TMK MMC XL L CINF AFSI ORI CNO=Bottom (Insurance)
CONS(54): -0.31% Top=KS WRK PAY PBI IP MAT PKG ENR ….. BLL LEG KATE SEE LZB FOSL COH LULU=Bottom (Consumer)
COHW(41): -0.47% Top=ACIA STX TDC WDC ARRS QCOM VIAV ANET ….. VZ CCI CDW CTL NMBL ZAYO PSTG BRCD=Bottom (Computer Hardware/Telecom)
LEIS(34): -0.58% Top=FRGI CMG BWLD ARMK MGM SBUX BYD CCL ….. SHAK BLMN EAT SONC PLAY SEAS DRI ZOES=Bottom (Leisure)
TRAN(27): -0.64% Top=SWFT CP CSX XPO CNI NSC KSU UNP ….. SAVE AAL UAL JBHT WERN ALK KEX NAT=Bottom (Transportation)
CHEM(27): -0.68% Top=UNVR KRA FTK MON OLN AXTA SHW GRA ….. CF CE FMC CC AGU MEOH POT MOS=Bottom (Chemicals/Fertilizers)
REAL(89): -0.79% Top=SC CBG DFT CBL PEB DLR SHO RLJ ….. ACC HR SNH VTR HCP CLI GPT DOC=Bottom (Real Estate)
RETA(66): -0.82% Top=W AMZN URBN BABA BURL BID FINL KMX ….. AAP SBH DDS SIG WSM BIG RH GME=Bottom (Retail & Specialty Retail)
META(26): -0.90% Top=CDE CNX STLD SLCA SCCO RGLD AEM FNV ….. X SSRI FCX FMSA AG TCK SWC CENX=Bottom (Metals & Mining)
MATE(27): -1.10% Top=FLR FAST MAS USG EXP SUM AWI OC ….. CAA PHM LEN KBH WM DHI DAR USCR=Bottom (Materials & Construction)

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 End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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