daytrend

08/31/2016

Filed under: Market Stats — daytrend @ 11:09 am

Market Stats at 12:09 pm 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 12:09 pm ET)
5.2% of stocks are above yesterday’s high.
22.1% are above yesterday’s midpoint. (77.9% are below.)
46.3% are below yesterday’s low.
48.5% are inside yesterday’s range.
29.2% of stocks with today’s high > yesterday’s high. (70.8% less than).
65.8% of stocks with today’s low < yesterday’s low. (34.2% greater than).

EVIDENCE OF INTRADAY TREND (20160831 12:09 pm ET)
23.3% of stocks are above today’s open. (74.9% are below).
14.7% of stocks are above today’s open and yesterday’s close.
72.9% 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 12:09 pm ET)
2.2% of stocks are in the top 10% of today’s range.
6.8% are in the top 20%.
25.3% are in the top half. 74.7% of stocks are in the bottom half of today’s range.
42.4% are in the bottom 20%.
23.3% are in the bottom 10%.

GAIN (20160831 12:09 pm ET)
17.8% of stocks are above yesterday’s close. (82.2% are below.)
0.5% are up 4.5% or more. 1.3% are down 4.5% or more.
0.5% are up 3.5% or more. 2.8% are down 3.5% or more.
60.1% are between +1% and -1%.

RSI on DAILY (20160831 12:09 pm ET)
2-day: >=95:1.9%…>=90:4.4%…>=80:9.1%…>=50:26.5%…<=20:37.8%…<=10:19.4%…<=5:9.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:48.4%…<=20:1.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:54.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160831 12:09 pm ET)
5.2% above previous 1 highs, 46.3% below previous 1 lows
4.2% above previous 2 highs, 33.8% below previous 2 lows
3.9% above previous 3 highs, 26.4% below previous 3 lows
3.5% above previous 4 highs, 22.3% below previous 4 lows
2.9% above previous 5 highs, 21.6% below previous 5 lows
2.6% above previous 6 highs, 20.8% below previous 6 lows
2.5% above previous 7 highs, 18.3% below previous 7 lows
2.2% above previous 8 highs, 17.2% below previous 8 lows
1.9% above previous 9 highs, 16.5% below previous 9 lows
1.9% above previous 10 highs, 14.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160831 12:09 pm ET)
17.8% are above or equal to 8/30 close (1 days ago), 82.2% are below.
29.6% are above or equal to 8/29 close (2 days ago), 70.4% are below.
48.2% are above or equal to 8/26 close (3 days ago), 51.8% are below.
43.8% are above or equal to 8/25 close (4 days ago), 56.2% are below.
47.7% are above or equal to 8/24 close (5 days ago), 52.3% are below.
37.3% are above or equal to 8/23 close (6 days ago), 62.7% are below.
46.2% are above or equal to 8/22 close (7 days ago), 53.8% are below.
47.3% are above or equal to 8/19 close (8 days ago), 52.7% are below.
47.8% are above or equal to 8/18 close (9 days ago), 52.2% are below.
53.4% are above or equal to 8/17 close (10 days ago), 46.6% are below.
51.7% are above or equal to 8/16 close (11 days ago), 48.3% are below.
43.2% are above or equal to 8/15 close (12 days ago), 56.8% are below.
49.1% are above or equal to 8/12 close (13 days ago), 50.9% are below.
49.8% are above or equal to 8/11 close (14 days ago), 50.2% are below.
55.6% are above or equal to 8/10 close (15 days ago), 44.4% are below.
52.2% are above or equal to 8/9 close (16 days ago), 47.8% are below.
51.7% are above or equal to 8/8 close (17 days ago), 48.3% are below.
53.6% are above or equal to 8/5 close (18 days ago), 46.4% are below.
62.0% are above or equal to 8/4 close (19 days ago), 38.0% are below.
63.3% are above or equal to 8/3 close (20 days ago), 36.7% are below.
65.8% are above or equal to 8/2 close (21 days ago), 34.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160831 12:09 pm ET)
20d: 12.0% new highs, 10.5% new lows
21d: 11.9% new highs, 9.8% new lows
42d: 10.2% new highs, 6.0% new lows
63d: 7.5% new highs, 2.2% new lows
126d: 6.2% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160831 12:09 pm ET)
2-day: 16.5% above, 83.5% below
3-day: 20.3% above, 79.7% below
4-day: 32.5% above, 67.5% below
5-day: 35.6% above, 64.4% below
8-day: 39.2% above, 60.8% below
10-day: 42.2% above, 57.8% below
20-day: 48.6% above, 51.4% below
50-day: 63.4% above, 36.6% below
200-day: 75.7% above, 24.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160831 12:09 pm ET)
REAL(89): -0.01% Top=KRC SLG CONE NRF PSA AIV CUBE CLNY ….. ALLY TWO AGNC SNH OUT PEI LGIH RLGY=Bottom (Real Estate)
LEIS(33): -0.38% Top=BLMN RCL DRI QSR SONC MCD CCL PLAY ….. BYD CAKE FRGI ZOES WYNN LVS GPRO SIX=Bottom (Leisure)
INSU(28): -0.51% Top=CLGX XL BRO WLTW TRV AFSI AON FAF ….. ALL PRU CNO MET RDN UNM LNC MTG=Bottom (Insurance)
RETA(66): -0.51% Top=CHS ASNA DSW SIG SBH EBAY BABA GNC ….. JWN DDS GPS GES BID BLDR ANF M=Bottom (Retail & Specialty Retail)
COSW(89): -0.58% Top=VEEV TWTR GRUB VNET EPAY MENT EQIX YHOO ….. WUBA FFIV TEAM IMPV BIDU CYBR WB VIPS=Bottom (Computer Software/Internet)
DISV(50): -0.70% Top=YY SCOR FDC GEO ADS CXW SERV LDOS ….. JEC INFO URI AHS DV RBA ACM HRB=Bottom (Diversified Services)
ELEC(49): -0.76% Top=HIMX TTMI FIT SWKS MCHP SNPS TXN MRVL ….. FSLR SPWR OCLR NPTN CSIQ MU CAVM AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(80): -0.85% Top=NSAM WETF CME COF PACW SYF WDR PNC ….. PFG VOYA CMA LPLA BAC BKU BOFI YRD=Bottom (Banks/Financials)
HEAL(49): -0.91% Top=VWR XRAY EW RMD SYK A AET HOLX ….. ABT ACHC INCR THC OPK MOH HWAY CYH=Bottom (Health)
CONS(52): -0.93% Top=LULU CLX GT PAY BLL EPC CHD FL ….. IP WRK SKX PKG OI KS UA GIII=Bottom (Consumer)
META(26): -1.05% Top=SWC FNV AEM SCCO NUE GG AA NEM ….. CCJ AG TAHO FMSA SSRI FCX TCK CENX=Bottom (Metals & Mining)
CHEM(27): -1.21% Top=POT FTK AGU GPRE UNVR AXTA APD OLN ….. CHMT FMC MEOH MOS ALB KRA CC HUN=Bottom (Chemicals/Fertilizers)
MANU(32): -1.24% Top=DHR ITT RS HON GE XYL SWK IR ….. AME CFX KMT ZBRA FLS ATI SEDG DDD=Bottom (Manufacturing)
TRAN(27): -1.28% Top=CHRW KSU CSX UNP UPS NSC WERN FDX ….. CP XPO LUV SWFT NAT DAL UAL AAL=Bottom (Transportation)
MATE(26): -1.40% Top=SRCL OC WY MAS WM RSG DHI LEN ….. FLR AWI SUM MLM DY EXP MTZ USG=Bottom (Materials & Construction)
COHW(41): -1.60% Top=PSTG LITE CCI AAPL VRSN VZ QCOM T ….. BRCD BBRY SYNA OLED NMBL GIMO SSYS PANW=Bottom (Computer Hardware/Telecom)
ENER(85): -1.76% Top=NBR EEP FTI PSXP OIS HFC MDU WPZ ….. REN SEMG RDC APC MUR WLL CRC CWEI=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 12:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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