daytrend

08/30/2016

Filed under: Market Stats — daytrend @ 12:06 pm

Market Stats at 1:01 pm ET
by daytrend on 20160830. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 856.

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 (20160830 1:01 pm ET)
19.9% of stocks are above yesterday’s high.
49.3% are above yesterday’s midpoint. (50.7% are below.)
23.0% are below yesterday’s low.
57.1% are inside yesterday’s range.
49.6% of stocks with today’s high > yesterday’s high. (50.4% less than).
37.4% of stocks with today’s low < yesterday’s low. (62.6% greater than).

EVIDENCE OF INTRADAY TREND (20160830 1:01 pm ET)
38.2% of stocks are above today’s open. (61.0% are below).
34.7% of stocks are above today’s open and yesterday’s close.
53.0% are below both.
11.3% of stocks opened above yesterday’s high.
56.8% of stocks opened above yesterday’s close. (37.9% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160830 1:01 pm ET)
4.2% of stocks are in the top 10% of today’s range.
12.6% are in the top 20%.
35.6% are in the top half. 64.4% of stocks are in the bottom half of today’s range.
35.5% are in the bottom 20%.
23.5% are in the bottom 10%.

GAIN (20160830 1:01 pm ET)
43.7% of stocks are above yesterday’s close. (56.3% are below.)
0.8% are up 4.5% or more. 0.8% are down 4.5% or more.
1.1% are up 3.5% or more. 1.8% are down 3.5% or more.
73.2% are between +1% and -1%.

RSI on DAILY (20160830 1:01 pm ET)
2-day: >=95:11.0%…>=90:17.8%…>=80:26.5%…>=50:51.6%…<=20:15.1%…<=10:7.6%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.7%…>=50:58.4%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:63.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160830 1:01 pm ET)
19.9% above previous 1 highs, 23.0% below previous 1 lows
14.3% above previous 2 highs, 11.7% below previous 2 lows
13.7% above previous 3 highs, 9.5% below previous 3 lows
12.0% above previous 4 highs, 8.9% below previous 4 lows
11.2% above previous 5 highs, 8.5% below previous 5 lows
10.5% above previous 6 highs, 7.8% below previous 6 lows
10.2% above previous 7 highs, 7.1% below previous 7 lows
9.9% above previous 8 highs, 6.3% below previous 8 lows
9.7% above previous 9 highs, 5.4% below previous 9 lows
8.8% above previous 10 highs, 5.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160830 1:01 pm ET)
43.7% are above or equal to 8/29 close (1 days ago), 56.3% are below.
65.2% are above or equal to 8/26 close (2 days ago), 34.8% are below.
57.7% are above or equal to 8/25 close (3 days ago), 42.3% are below.
58.6% are above or equal to 8/24 close (4 days ago), 41.4% are below.
44.4% are above or equal to 8/23 close (5 days ago), 55.6% are below.
54.7% are above or equal to 8/22 close (6 days ago), 45.3% are below.
54.1% are above or equal to 8/19 close (7 days ago), 45.9% are below.
53.4% are above or equal to 8/18 close (8 days ago), 46.6% are below.
59.5% are above or equal to 8/17 close (9 days ago), 40.5% are below.
57.1% are above or equal to 8/16 close (10 days ago), 42.9% are below.
47.3% are above or equal to 8/15 close (11 days ago), 52.7% are below.
55.4% are above or equal to 8/12 close (12 days ago), 44.6% are below.
56.7% are above or equal to 8/11 close (13 days ago), 43.3% are below.
61.0% are above or equal to 8/10 close (14 days ago), 39.0% are below.
57.7% are above or equal to 8/9 close (15 days ago), 42.3% are below.
57.7% are above or equal to 8/8 close (16 days ago), 42.3% are below.
59.0% are above or equal to 8/5 close (17 days ago), 41.0% are below.
66.8% are above or equal to 8/4 close (18 days ago), 33.2% are below.
67.1% are above or equal to 8/3 close (19 days ago), 32.9% are below.
69.0% are above or equal to 8/2 close (20 days ago), 31.0% are below.
61.7% are above or equal to 8/1 close (21 days ago), 38.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160830 1:01 pm ET)
20d: 17.1% new highs, 4.8% new lows
21d: 16.6% new highs, 4.7% new lows
42d: 13.9% new highs, 2.5% new lows
63d: 11.0% new highs, 0.9% new lows
126d: 8.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160830 1:01 pm ET)
2-day: 42.3% above, 57.7% below
3-day: 56.0% above, 44.0% below
4-day: 56.5% above, 43.5% below
5-day: 57.5% above, 42.5% below
8-day: 53.3% above, 46.7% below
10-day: 55.0% above, 45.0% below
20-day: 58.1% above, 41.9% below
50-day: 66.8% above, 33.2% below
200-day: 76.9% above, 23.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160830 1:01 pm ET)
CHEM(27): 1.34% Top=POT MOS AGU CF HUN WLK MEOH GPRE ….. SHW DD FTK GRA PPG OLN ALB CE=Bottom (Chemicals/Fertilizers)
TRAN(27): 1.03% Top=UAL NAT AAL JBLU HA LUV DAL ALK ….. WERN TRN XPO JBHT UNP CNI SWFT KSU=Bottom (Transportation)
FINA(80): 0.56% Top=NAVI BAC WFC MS VOYA NYCB EWBC LPLA ….. EFX PYPL CME WETF NDAQ MTB YRD BOFI=Bottom (Banks/Financials)
COHW(42): 0.24% Top=GIMO SYNA ACIA INFN PANW ZAYO FNSR VIAV ….. BCE SSYS CTL VZ AAPL S CCOI TMUS=Bottom (Computer Hardware/Telecom)
INSU(28): 0.22% Top=MET LNC UNM CNO PRU AFSI XL TMK ….. TRV AJG CINF BRO FAF AON MMC FNF=Bottom (Insurance)
ELEC(51): 0.15% Top=FIT OCLR CAVM IPHI SPWR NPTN AMBA CY ….. GRMN LRCX ISIL SWKS BRKR AMD MU SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(50): -0.04% Top=RBA FDC YY AL R MCO AHS VNTV ….. HMSY ALLE INFO HRB JEC ULTA CXW GEO=Bottom (Diversified Services)
COSW(88): -0.06% Top=CMCM MTCH ATHM FTNT VNET TEAM WDAY BIDU ….. LOCK SPLK NTES FEYE HPE VEEV WB IMPV=Bottom (Computer Software/Internet)
MATE(26): -0.19% Top=TOL KBH DAR DY DHI LEN PHM CAA ….. MLM OC RSG FAST WM VMC EXP USG=Bottom (Materials & Construction)
HEAL(51): -0.22% Top=STJ OPK MD PODD ANTM HCA LPNT HLS ….. VWR DGX BAX PRAH RMD HWAY NVRO CPHD=Bottom (Health)
ENER(86): -0.26% Top=CVI WNR SM TSO PE AR CRC CWEI ….. SWN DVN PTEN SEMG SGY SN RDC MRO=Bottom (Energy)
LEIS(34): -0.29% Top=FRGI WEN ARMK PLAY SONC CCL SHAK BLMN ….. SIX HLT TXRH BYD DNKN BWLD CMG ZOES=Bottom (Leisure)
MANU(32): -0.31% Top=SEDG AGCO ENS SWK TEX KMT CMI GE ….. AME DDD ETN DE PNR ROK RS ATI=Bottom (Manufacturing)
REAL(88): -0.31% Top=LGIH NRF CUZ CLNY RLGY CSAL PEI PEB ….. PPS COR DLR MAC MAA PSA AMH O=Bottom (Real Estate)
CONS(53): -0.71% Top=KS PAY VSTO GT PBI BERY BMS HAS ….. RL CRI KATE VFC LULU FOSL WWW GIII=Bottom (Consumer)
RETA(67): -1.23% Top=BLDR PAG BABA EBAY CORE STMP BBBY HIBB ….. JWN GPS CHS DDS GES ASNA DSW ANF=Bottom (Retail & Specialty Retail)
META(26): -2.33% Top=CNX CCJ SLCA STLD FMSA AA SCCO NUE ….. CDE FCX SWC ABX GG NEM SSRI 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 1:01 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: