daytrend

08/31/2016

Filed under: Market Stats — daytrend @ 9:35 am

Market Stats at 10:35 am ET
by daytrend on 20160831. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.

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

COMPARED TO YESTERDAY’S RANGE (20160831 10:35 am ET)
6.9% of stocks are above yesterday’s high.
31.0% are above yesterday’s midpoint. (69.0% are below.)
34.5% are below yesterday’s low.
58.5% are inside yesterday’s range.
27.4% of stocks with today’s high > yesterday’s high. (72.6% less than).
52.3% of stocks with today’s low < yesterday’s low. (47.7% greater than).

EVIDENCE OF INTRADAY TREND (20160831 10:35 am ET)
30.0% of stocks are above today’s open. (68.3% are below).
16.7% of stocks are above today’s open and yesterday’s close.
65.5% are below both.
6.2% of stocks opened above yesterday’s high.
29.1% of stocks opened above yesterday’s close. (65.6% opened below yesterday’s close).
14.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160831 10:35 am ET)
0.8% of stocks are in the top 10% of today’s range.
5.5% are in the top 20%.
27.7% are in the top half. 72.3% of stocks are in the bottom half of today’s range.
43.1% are in the bottom 20%.
28.6% are in the bottom 10%.

GAIN (20160831 10:35 am ET)
20.8% of stocks are above yesterday’s close. (79.2% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
0.5% are up 3.5% or more. 1.2% are down 3.5% or more.
73.4% are between +1% and -1%.

RSI on DAILY (20160831 10:35 am ET)
2-day: >=95:4.4%…>=90:7.7%…>=80:13.2%…>=50:34.2%…<=20:30.0%…<=10:15.0%…<=5:8.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:52.8%…<=20:1.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:57.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160831 10:35 am ET)
6.9% above previous 1 highs, 34.5% below previous 1 lows
5.5% above previous 2 highs, 25.0% below previous 2 lows
4.9% above previous 3 highs, 18.7% below previous 3 lows
4.4% above previous 4 highs, 15.9% below previous 4 lows
3.8% above previous 5 highs, 15.1% below previous 5 lows
3.5% above previous 6 highs, 14.5% below previous 6 lows
3.4% above previous 7 highs, 12.8% below previous 7 lows
3.2% above previous 8 highs, 12.1% below previous 8 lows
2.8% above previous 9 highs, 11.1% below previous 9 lows
2.8% above previous 10 highs, 9.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160831 10:35 am ET)
20.8% are above or equal to 8/30 close (1 days ago), 79.2% are below.
32.9% are above or equal to 8/29 close (2 days ago), 67.1% are below.
53.6% are above or equal to 8/26 close (3 days ago), 46.4% are below.
49.1% are above or equal to 8/25 close (4 days ago), 50.9% are below.
50.5% are above or equal to 8/24 close (5 days ago), 49.5% are below.
39.6% are above or equal to 8/23 close (6 days ago), 60.4% are below.
49.7% are above or equal to 8/22 close (7 days ago), 50.3% are below.
49.2% are above or equal to 8/19 close (8 days ago), 50.8% are below.
50.2% are above or equal to 8/18 close (9 days ago), 49.8% are below.
56.5% are above or equal to 8/17 close (10 days ago), 43.5% are below.
53.8% are above or equal to 8/16 close (11 days ago), 46.2% are below.
45.6% are above or equal to 8/15 close (12 days ago), 54.4% are below.
52.9% are above or equal to 8/12 close (13 days ago), 47.1% are below.
52.7% are above or equal to 8/11 close (14 days ago), 47.3% are below.
58.4% are above or equal to 8/10 close (15 days ago), 41.6% are below.
54.4% are above or equal to 8/9 close (16 days ago), 45.6% are below.
53.9% are above or equal to 8/8 close (17 days ago), 46.1% are below.
56.1% are above or equal to 8/5 close (18 days ago), 43.9% are below.
64.0% are above or equal to 8/4 close (19 days ago), 36.0% are below.
64.4% are above or equal to 8/3 close (20 days ago), 35.6% are below.
66.7% are above or equal to 8/2 close (21 days ago), 33.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160831 10:35 am ET)
20d: 11.8% new highs, 8.1% new lows
21d: 11.7% new highs, 7.7% new lows
42d: 10.0% new highs, 4.7% new lows
63d: 7.3% new highs, 1.6% new lows
126d: 6.0% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160831 10:35 am ET)
2-day: 19.6% above, 80.4% below
3-day: 26.7% above, 73.3% below
4-day: 37.7% above, 62.3% below
5-day: 40.9% above, 59.1% below
8-day: 43.7% above, 56.3% below
10-day: 46.3% above, 53.7% below
20-day: 52.8% above, 47.2% below
50-day: 64.5% above, 35.5% below
200-day: 76.0% above, 24.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160831 10:35 am ET)
RETA(66): 0.02% Top=CHS DSW ASNA SIG SBH BBBY GNC BABA ….. KMX M WFM MIK SFM ANF BID BLDR=Bottom (Retail & Specialty Retail)
LEIS(33): -0.10% Top=BLMN RCL DRI QSR ZOES MGM CMG EXPE ….. MAR BWLD CAKE WYNN FRGI BYD LVS SIX=Bottom (Leisure)
REAL(89): -0.18% Top=KRC SLG NRF CLNY PSA RLJ CONE EXR ….. NLY VTR RLGY AGNC OUT SNH LGIH PEI=Bottom (Real Estate)
FINA(80): -0.19% Top=WETF PACW NSAM WDR CME COF KEY EWBC ….. ARCC NAVI BAC LPLA PFG BKU BOFI YRD=Bottom (Banks/Financials)
INSU(28): -0.26% Top=CLGX XL AFL TRV AON WLTW PGR FAF ….. MET AGO LNC RDN CINF AJG ORI MTG=Bottom (Insurance)
COSW(89): -0.42% Top=VEEV TWTR GRUB VNET EPAY MTCH ANSS MENT ….. IMPV ATHM FFIV BIDU VIPS WB SINA TEAM=Bottom (Computer Software/Internet)
TRAN(27): -0.51% Top=SAVE ALK WERN HA JBLU UNP KEX CHRW ….. FDX KNX CP DAL CNI UAL AAL NAT=Bottom (Transportation)
CONS(52): -0.55% Top=GT LULU PAY MAT FL ENR KMB CLX ….. PKG IP GPK WRK KS OI UA GIII=Bottom (Consumer)
DISV(50): -0.56% Top=YY FDC GEO CXW SERV ADS LDOS SCOR ….. TMH KBR URI ACM AHS DV RBA HRB=Bottom (Diversified Services)
ELEC(49): -0.74% Top=FIT HIMX SCTY MRVL SNPS CREE MCHP SWKS ….. SPWR AMD FSLR MU NPTN CAVM AMBA OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(49): -0.76% Top=RMD PRAH XRAY BDX VWR ALGN AET A ….. ACHC DXCM CPHD DGX MOH THC OPK CYH=Bottom (Health)
MANU(32): -0.80% Top=DHR AGCO ROP HON TEX RS GE PNR ….. KMT DOV DE FLS ZBRA ATI SEDG DDD=Bottom (Manufacturing)
CHEM(27): -0.90% Top=FTK AXTA POT UNVR PX CE GPRE APD ….. KRA GRA CF ALB HUN FMC CC MOS=Bottom (Chemicals/Fertilizers)
COHW(41): -1.12% Top=PSTG S LITE VRSN AAPL CCI HPQ VZ ….. BBRY CTL NMBL SYNA OLED SSYS GIMO PANW=Bottom (Computer Hardware/Telecom)
ENER(85): -1.17% Top=WPX NBR FTI TSO CVI EEP OIS PTEN ….. SWN MUR RIG REN SGY APA CRC CWEI=Bottom (Energy)
MATE(26): -1.19% Top=OC SRCL PHM CAA MAS LEN DHI WCN ….. FLR AWI VMC MTZ SUM MLM EXP USG=Bottom (Materials & Construction)
META(26): -1.27% Top=SLCA SCCO NUE GG FNV PAAS AA CNX ….. TAHO NEM CCJ FCX X SSRI CENX ABX=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 10:35 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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