daytrend

08/30/2016

Filed under: Market Stats — daytrend @ 2:09 pm

Market Stats at 3:09 pm ET
by daytrend on 20160830. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 856.

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

COMPARED TO YESTERDAY’S RANGE (20160830 3:09 pm ET)
20.2% of stocks are above yesterday’s high.
49.9% are above yesterday’s midpoint. (50.1% are below.)
26.4% are below yesterday’s low.
53.4% are inside yesterday’s range.
51.2% of stocks with today’s high > yesterday’s high. (48.8% less than).
44.7% of stocks with today’s low < yesterday’s low. (55.3% greater than).

EVIDENCE OF INTRADAY TREND (20160830 3:09 pm ET)
38.3% of stocks are above today’s open. (60.2% are below).
34.9% of stocks are above today’s open and yesterday’s close.
53.5% 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 3:09 pm ET)
10.9% of stocks are in the top 10% of today’s range.
17.1% are in the top 20%.
39.1% are in the top half. 60.9% of stocks are in the bottom half of today’s range.
29.7% are in the bottom 20%.
11.0% are in the bottom 10%.

GAIN (20160830 3:09 pm ET)
43.2% of stocks are above yesterday’s close. (56.8% are below.)
1.2% are up 4.5% or more. 2.1% are down 4.5% or more.
1.4% are up 3.5% or more. 3.4% are down 3.5% or more.
67.8% are between +1% and -1%.

RSI on DAILY (20160830 3:09 pm ET)
2-day: >=95:11.1%…>=90:18.6%…>=80:28.3%…>=50:51.4%…<=20:18.1%…<=10:8.9%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.9%…>=50:58.6%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:62.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160830 3:09 pm ET)
20.2% above previous 1 highs, 26.4% below previous 1 lows
15.5% above previous 2 highs, 14.8% below previous 2 lows
14.7% above previous 3 highs, 12.5% below previous 3 lows
13.0% above previous 4 highs, 11.8% below previous 4 lows
12.5% above previous 5 highs, 11.4% below previous 5 lows
12.3% above previous 6 highs, 10.5% below previous 6 lows
11.9% above previous 7 highs, 9.5% below previous 7 lows
11.7% above previous 8 highs, 8.5% below previous 8 lows
11.2% above previous 9 highs, 7.7% below previous 9 lows
10.4% above previous 10 highs, 7.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160830 3:09 pm ET)
43.2% are above or equal to 8/29 close (1 days ago), 56.8% are below.
63.3% are above or equal to 8/26 close (2 days ago), 36.7% are below.
55.8% are above or equal to 8/25 close (3 days ago), 44.2% are below.
56.8% are above or equal to 8/24 close (4 days ago), 43.2% are below.
44.2% are above or equal to 8/23 close (5 days ago), 55.8% are below.
53.5% are above or equal to 8/22 close (6 days ago), 46.5% are below.
53.4% are above or equal to 8/19 close (7 days ago), 46.6% are below.
53.3% are above or equal to 8/18 close (8 days ago), 46.7% are below.
60.0% are above or equal to 8/17 close (9 days ago), 40.0% are below.
57.2% are above or equal to 8/16 close (10 days ago), 42.8% are below.
47.5% are above or equal to 8/15 close (11 days ago), 52.5% are below.
55.6% are above or equal to 8/12 close (12 days ago), 44.4% are below.
56.7% are above or equal to 8/11 close (13 days ago), 43.3% are below.
61.7% are above or equal to 8/10 close (14 days ago), 38.3% are below.
58.2% are above or equal to 8/9 close (15 days ago), 41.8% are below.
57.4% are above or equal to 8/8 close (16 days ago), 42.6% are below.
58.6% are above or equal to 8/5 close (17 days ago), 41.4% are below.
66.7% are above or equal to 8/4 close (18 days ago), 33.3% are below.
67.1% are above or equal to 8/3 close (19 days ago), 32.9% are below.
69.2% are above or equal to 8/2 close (20 days ago), 30.8% are below.
61.2% are above or equal to 8/1 close (21 days ago), 38.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160830 3:09 pm ET)
20d: 17.3% new highs, 6.5% new lows
21d: 16.8% new highs, 6.4% new lows
42d: 14.3% new highs, 3.2% new lows
63d: 11.2% new highs, 1.4% new lows
126d: 8.8% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160830 3:09 pm ET)
2-day: 42.2% above, 57.8% below
3-day: 54.8% above, 45.2% below
4-day: 54.4% above, 45.6% below
5-day: 54.4% above, 45.6% below
8-day: 52.5% above, 47.5% below
10-day: 54.6% above, 45.4% below
20-day: 57.7% above, 42.3% below
50-day: 67.3% above, 32.7% below
200-day: 76.3% above, 23.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160830 3:09 pm ET)
CHEM(27): 1.16% Top=POT MOS AGU CF WLK HUN MEOH CHMT ….. MON DD PPG GRA FTK ALB OLN CE=Bottom (Chemicals/Fertilizers)
TRAN(27): 0.87% Top=UAL NAT AAL JBLU LUV DAL HA WAB ….. EXPD NSC TRN JBHT UNP SWFT CNI KSU=Bottom (Transportation)
FINA(80): 0.75% Top=BAC WFC MS VOYA LPLA BKU FITB NYCB ….. PVTB BMO AXP BX PYPL MTB YRD BOFI=Bottom (Banks/Financials)
INSU(28): 0.52% Top=MET LNC AFSI UNM HIG PRU CNO MTG ….. BRO FAF CINF L AJG AON MMC FNF=Bottom (Insurance)
DISV(50): 0.04% Top=RBA FDC AHS AL R YY MCO VNTV ….. ALLE CAR HRB HMSY JEC ULTA CXW GEO=Bottom (Diversified Services)
ELEC(51): 0.01% Top=CY CAVM OCLR FIT IPHI SPWR AMBA FLEX ….. BRKR GRMN ISIL LRCX MU SWKS AMD SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): 0.00% Top=GIMO SYNA ACIA ZAYO PANW INFN FNSR LVLT ….. CRAY BBRY BCE SSYS CCOI BRCD TMUS S=Bottom (Computer Hardware/Telecom)
REAL(88): -0.15% Top=LGIH SNH NRF SC CUZ CBL CLNY PEI ….. LHO PSA AMH CONE MAC COR O DLR=Bottom (Real Estate)
HEAL(51): -0.16% Top=CNC HCA MD ANTM STJ DXCM LPNT INCR ….. A RMD DGX BAX PKI NVRO CPHD HWAY=Bottom (Health)
COSW(88): -0.17% Top=CMCM TEAM ATHM FTNT VNET WDAY MTCH XRX ….. LOCK HPE NTES SPLK FEYE IMPV VEEV WB=Bottom (Computer Software/Internet)
MATE(26): -0.19% Top=TOL KBH DHI PHM LEN TPH CAA SUM ….. VMC DAR PWR FAST MTZ FLR EXP USG=Bottom (Materials & Construction)
ENER(86): -0.31% Top=CWEI CVI WNR TSO CRC WPZ WPX PE ….. MTDR SEMG PTEN WLL MUR RDC SGY MRO=Bottom (Energy)
LEIS(34): -0.40% Top=FRGI ARMK PLAY WEN CCL SHAK MGM EAT ….. WYNN MAR HLT SIX BWLD BYD CMG ZOES=Bottom (Leisure)
MANU(32): -0.50% Top=SEDG ENS SWK KMT AGCO CMI ROP GE ….. ETN ZBRA DDD ROK PNR RS DE ATI=Bottom (Manufacturing)
CONS(53): -0.99% Top=KS VSTO PAY BMS PBI HAS PKG BERY ….. LULU RL CRI KATE VFC FOSL WWW GIII=Bottom (Consumer)
RETA(67): -1.35% Top=BLDR PAG BBBY EBAY BABA STMP CORE HIBB ….. BIG CHS DDS GPS GES ASNA DSW ANF=Bottom (Retail & Specialty Retail)
META(26): -3.59% Top=CCJ CNX SLCA AA SCCO STLD FMSA NUE ….. TAHO SLW GG ABX NEM SSRI AG CDE=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 3:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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