daytrend

08/29/2016

Filed under: Market Stats — daytrend @ 9:37 am

Market Stats at 10:37 am ET
by daytrend on 20160829. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 859.

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

COMPARED TO YESTERDAY’S RANGE (20160829 10:37 am ET)
14.1% of stocks are above yesterday’s high.
58.3% are above yesterday’s midpoint. (41.7% are below.)
2.8% are below yesterday’s low.
83.1% are inside yesterday’s range.
28.1% of stocks with today’s high > yesterday’s high. (71.9% less than).
14.4% of stocks with today’s low < yesterday’s low. (85.6% greater than).

EVIDENCE OF INTRADAY TREND (20160829 10:37 am ET)
74.4% of stocks are above today’s open. (23.4% are below).
68.8% of stocks are above today’s open and yesterday’s close.
16.9% are below both.
3.5% of stocks opened above yesterday’s high.
55.6% of stocks opened above yesterday’s close. (37.0% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160829 10:37 am ET)
8.3% of stocks are in the top 10% of today’s range.
20.8% are in the top 20%.
61.6% are in the top half. 38.4% of stocks are in the bottom half of today’s range.
13.2% are in the bottom 20%.
6.8% are in the bottom 10%.

GAIN (20160829 10:37 am ET)
77.5% of stocks are above yesterday’s close. (22.5% are below.)
0.6% are up 4.5% or more. 0.0% are down 4.5% or more.
0.9% are up 3.5% or more. 0.0% are down 3.5% or more.
76.5% are between +1% and -1%.

RSI on DAILY (20160829 10:37 am ET)
2-day: >=95:9.0%…>=90:15.9%…>=80:29.7%…>=50:65.3%…<=20:10.5%…<=10:5.1%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.8%…>=50:61.6%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:64.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160829 10:37 am ET)
14.1% above previous 1 highs, 2.8% below previous 1 lows
13.0% above previous 2 highs, 1.9% below previous 2 lows
10.6% above previous 3 highs, 1.6% below previous 3 lows
9.2% above previous 4 highs, 1.6% below previous 4 lows
9.0% above previous 5 highs, 1.5% below previous 5 lows
8.5% above previous 6 highs, 1.4% below previous 6 lows
8.3% above previous 7 highs, 1.4% below previous 7 lows
8.1% above previous 8 highs, 1.3% below previous 8 lows
8.0% above previous 9 highs, 1.3% below previous 9 lows
7.6% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160829 10:37 am ET)
77.5% are above or equal to 8/26 close (1 days ago), 22.5% are below.
60.1% are above or equal to 8/25 close (2 days ago), 39.9% are below.
63.4% are above or equal to 8/24 close (3 days ago), 36.6% are below.
43.4% are above or equal to 8/23 close (4 days ago), 56.6% are below.
55.1% are above or equal to 8/22 close (5 days ago), 44.9% are below.
54.4% are above or equal to 8/19 close (6 days ago), 45.6% are below.
53.7% are above or equal to 8/18 close (7 days ago), 46.3% are below.
61.1% are above or equal to 8/17 close (8 days ago), 38.9% are below.
57.9% are above or equal to 8/16 close (9 days ago), 42.1% are below.
48.1% are above or equal to 8/15 close (10 days ago), 51.9% are below.
56.2% are above or equal to 8/12 close (11 days ago), 43.8% are below.
56.8% are above or equal to 8/11 close (12 days ago), 43.2% are below.
61.6% are above or equal to 8/10 close (13 days ago), 38.4% are below.
58.7% are above or equal to 8/9 close (14 days ago), 41.3% are below.
58.6% are above or equal to 8/8 close (15 days ago), 41.4% are below.
58.7% are above or equal to 8/5 close (16 days ago), 41.3% are below.
67.2% are above or equal to 8/4 close (17 days ago), 32.8% are below.
66.8% are above or equal to 8/3 close (18 days ago), 33.2% are below.
68.9% are above or equal to 8/2 close (19 days ago), 31.1% are below.
61.0% are above or equal to 8/1 close (20 days ago), 39.0% are below.
59.7% are above or equal to 7/29 close (21 days ago), 40.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160829 10:37 am ET)
20d: 11.8% new highs, 1.9% new lows
21d: 11.5% new highs, 1.9% new lows
42d: 9.8% new highs, 0.8% new lows
63d: 7.5% new highs, 0.3% new lows
126d: 6.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160829 10:37 am ET)
2-day: 76.1% above, 23.9% below
3-day: 70.3% above, 29.7% below
4-day: 66.7% above, 33.3% below
5-day: 55.8% above, 44.2% below
8-day: 55.1% above, 44.9% below
10-day: 56.7% above, 43.3% below
20-day: 60.3% above, 39.7% below
50-day: 67.3% above, 32.7% below
200-day: 77.3% above, 22.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160829 10:37 am ET)
REAL(89): 1.04% Top=CBL DOC WPG RLGY VNO CSAL LPT MPW ….. DFT CLNY PSA CUBE BAM NLY EDR AGNC=Bottom (Real Estate)
MATE(27): 1.02% Top=USG DAR SRCL KBH USCR SUM TOL WY ….. FLR DY DHI PWR FAST TPH MTZ WCN=Bottom (Materials & Construction)
INSU(28): 0.88% Top=MET LNC PRU UNM XL MMC CNO FNF ….. AIG ALL HIG AFSI AJG RDN CLGX MTG=Bottom (Insurance)
FINA(77): 0.81% Top=YRD CFG WFC ETFC RF ZION EWBC HBAN ….. PVTB FNB BMO BX WDR WU PYPL BOFI=Bottom (Banks/Financials)
CHEM(27): 0.80% Top=CF CC HUN KRA MOS PPG OLN CHMT ….. CE AGU MEOH WLK GRA SHW UNVR GPRE=Bottom (Chemicals/Fertilizers)
META(26): 0.73% Top=TCK CENX X AA SWC PAAS GG CMC ….. FNV SSRI FMSA SCCO CCJ FCX AG TAHO=Bottom (Metals & Mining)
MANU(34): 0.62% Top=ATI TEX MRC PNR SEDG IR TTC KMT ….. ITT ZBRA HON DOV GNRC ENS DE DDD=Bottom (Manufacturing)
LEIS(34): 0.56% Top=PLAY WYNN BWLD WYN WEN DPZ DNKN JACK ….. ARMK RCL SEAS BYD SHAK SBUX EXPE FRGI=Bottom (Leisure)
HEAL(51): 0.52% Top=THC PINC CYH HWAY EVHC AMSG DGX BKD ….. ZLTQ HOLX ANTM DXCM VWR MOH CPHD RMD=Bottom (Health)
COHW(41): 0.46% Top=ARRS TMUS ZAYO LITE FNSR S HRS VZ ….. NMBL BBRY VIAV SSYS PANW QCOM PSTG INFN=Bottom (Computer Hardware/Telecom)
RETA(66): 0.45% Top=BLDR RH ANF BIG KSS KMX JWN TSCO ….. JCP DSW FIVE BABA BBY BURL KR W=Bottom (Retail & Specialty Retail)
CONS(54): 0.42% Top=KS ENR PVH EPC KATE CRI COH SKX ….. LZB SEE WWW FL SCSS NKE PAY GPK=Bottom (Consumer)
TRAN(27): 0.40% Top=NSC HA SAVE KNX DAL CSX WAB WERN ….. FDX ALK KSU EXPD TRN AAL NAT KEX=Bottom (Transportation)
DISV(50): 0.40% Top=CXW GEO FDC RBA CAR WOOF MCO ACM ….. VNTV ADS FLT TMH GK HRI SCOR XRS=Bottom (Diversified Services)
ELEC(51): 0.33% Top=OCLR SPWR FTV KEYS AMBA CREE AMKR LRCX ….. CSIQ SIMO HIMX CY CRUS TTMI SCTY ISIL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(89): 0.25% Top=WB TTWO IMS SINA GRUB MTCH VNET CSC ….. VIPS ADSK IMPV NTES CMCM AKAM JD CHKP=Bottom (Computer Software/Internet)
ENER(88): -0.18% Top=CVI DK MPC SPN FTI WNR CRZO RSPP ….. RES SU HES PAGP SEMG WLL SXL REN=Bottom (Energy)

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 10:37 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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