daytrend

09/01/2016

Filed under: Market Stats — daytrend @ 11:18 am

Market Stats at 12:18 pm ET
by daytrend on 20160901. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 854.

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

COMPARED TO YESTERDAY’S RANGE (20160901 12:18 pm ET)
14.3% of stocks are above yesterday’s high.
40.0% are above yesterday’s midpoint. (60.0% are below.)
25.9% are below yesterday’s low.
59.8% are inside yesterday’s range.
43.2% of stocks with today’s high > yesterday’s high. (56.8% less than).
55.4% of stocks with today’s low < yesterday’s low. (44.6% greater than).

EVIDENCE OF INTRADAY TREND (20160901 12:18 pm ET)
33.5% of stocks are above today’s open. (64.8% are below).
27.6% of stocks are above today’s open and yesterday’s close.
57.8% are below both.
9.5% of stocks opened above yesterday’s high.
53.4% of stocks opened above yesterday’s close. (41.6% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160901 12:18 pm ET)
7.7% of stocks are in the top 10% of today’s range.
13.8% are in the top 20%.
42.7% are in the top half. 57.3% of stocks are in the bottom half of today’s range.
16.7% are in the bottom 20%.
3.4% are in the bottom 10%.

GAIN (20160901 12:18 pm ET)
36.2% of stocks are above yesterday’s close. (63.8% are below.)
0.7% are up 4.5% or more. 0.8% are down 4.5% or more.
1.2% are up 3.5% or more. 1.6% are down 3.5% or more.
63.6% are between +1% and -1%.

RSI on DAILY (20160901 12:18 pm ET)
2-day: >=95:4.1%…>=90:6.9%…>=80:11.9%…>=50:33.6%…<=20:35.0%…<=10:20.6%…<=5:11.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:48.7%…<=20:1.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:54.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160901 12:18 pm ET)
14.3% above previous 1 highs, 25.9% below previous 1 lows
8.4% above previous 2 highs, 21.7% below previous 2 lows
6.7% above previous 3 highs, 17.8% below previous 3 lows
6.0% above previous 4 highs, 14.8% below previous 4 lows
5.4% above previous 5 highs, 13.1% below previous 5 lows
4.9% above previous 6 highs, 12.8% below previous 6 lows
4.6% above previous 7 highs, 12.6% below previous 7 lows
4.6% above previous 8 highs, 10.9% below previous 8 lows
4.3% above previous 9 highs, 10.2% below previous 9 lows
4.1% above previous 10 highs, 9.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160901 12:18 pm ET)
36.2% are above or equal to 8/31 close (1 days ago), 63.8% are below.
30.0% are above or equal to 8/30 close (2 days ago), 70.0% are below.
34.2% are above or equal to 8/29 close (3 days ago), 65.8% are below.
50.2% are above or equal to 8/26 close (4 days ago), 49.8% are below.
46.1% are above or equal to 8/25 close (5 days ago), 53.9% are below.
49.9% are above or equal to 8/24 close (6 days ago), 50.1% are below.
40.2% are above or equal to 8/23 close (7 days ago), 59.8% are below.
48.0% are above or equal to 8/22 close (8 days ago), 52.0% are below.
48.9% are above or equal to 8/19 close (9 days ago), 51.1% are below.
48.4% are above or equal to 8/18 close (10 days ago), 51.6% are below.
53.6% are above or equal to 8/17 close (11 days ago), 46.4% are below.
51.4% are above or equal to 8/16 close (12 days ago), 48.6% are below.
43.2% are above or equal to 8/15 close (13 days ago), 56.8% are below.
48.7% are above or equal to 8/12 close (14 days ago), 51.3% are below.
50.0% are above or equal to 8/11 close (15 days ago), 50.0% are below.
53.9% are above or equal to 8/10 close (16 days ago), 46.1% are below.
51.6% are above or equal to 8/9 close (17 days ago), 48.4% are below.
50.6% are above or equal to 8/8 close (18 days ago), 49.4% are below.
52.0% are above or equal to 8/5 close (19 days ago), 48.0% are below.
60.3% are above or equal to 8/4 close (20 days ago), 39.7% are below.
60.3% are above or equal to 8/3 close (21 days ago), 39.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160901 12:18 pm ET)
20d: 11.9% new highs, 10.9% new lows
21d: 11.9% new highs, 9.0% new lows
42d: 9.6% new highs, 4.6% new lows
63d: 7.5% new highs, 2.5% new lows
126d: 5.7% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160901 12:18 pm ET)
2-day: 33.8% above, 66.2% below
3-day: 30.7% above, 69.3% below
4-day: 29.3% above, 70.7% below
5-day: 35.8% above, 64.2% below
8-day: 40.7% above, 59.3% below
10-day: 43.1% above, 56.9% below
20-day: 46.6% above, 53.4% below
50-day: 61.1% above, 38.9% below
200-day: 75.2% above, 24.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160901 12:18 pm ET)
META(25): 1.40% Top=ABX SSRI SLW PAAS AEM RGLD FNV NEM ….. FCX SCCO STLD CMC X CNX CCJ AG=Bottom (Metals & Mining)
COSW(88): 0.36% Top=FEYE BIDU TWLO SINA WDAY WB CYBR FTNT ….. NTCT DBD HPE SQ VEEV MTCH SHOP CRM=Bottom (Computer Software/Internet)
LEIS(34): 0.34% Top=LVS WYNN MGM QSR EXPE FRGI CCL BYD ….. SIX BWLD WEN CAKE PLAY GPRO SONC BOBE=Bottom (Leisure)
COHW(40): 0.29% Top=CIEN FNSR PANW SYNA INFN NTAP JNPR ZAYO ….. TDC CDW CCOI CRAY GIMO OLED WDC LITE=Bottom (Computer Hardware/Telecom)
ELEC(47): 0.08% Top=OCLR SIMO NVDA CRUS MRVL SPWR CREE ON ….. TRMB IPHI TEL QRVO AMD FIT HIMX SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(53): -0.09% Top=GIII KS GPK PAY NKE UFS KATE WRK ….. EPC ECL OI LEG VFC WWW FOSL COTY=Bottom (Consumer)
RETA(68): -0.26% Top=OLLI ETSY BURL STMP W KORS AAP AN ….. AEO DDS LL FIVE ASNA BLDR GES COST=Bottom (Retail & Specialty Retail)
DISV(49): -0.27% Top=BLOX FLT XRS ADS MA BAH YY LDOS ….. INFO AHS KBR ACM URI GEO CXW PRAA=Bottom (Diversified Services)
CHEM(27): -0.35% Top=MEOH CC ALB AXTA OLN PX SHW APD ….. GPRE HUN GRA CE CF POT MOS FTK=Bottom (Chemicals/Fertilizers)
TRAN(27): -0.41% Top=CHRW EXPD JBHT CP UAL UPS SWFT HA ….. KSU JBLU NAT XPO WAB KEX TRN SAVE=Bottom (Transportation)
HEAL(48): -0.44% Top=NVRO OPK BSX GKOS INCR ALGN ABT RMD ….. BAX UHS HLS THC ACHC BKD MD CYH=Bottom (Health)
REAL(92): -0.47% Top=CUBE PSA EXR COR CPT MAA PPS ACC ….. WPG GPT SC ALLY CBL LHO DRH APLE=Bottom (Real Estate)
MANU(31): -0.70% Top=ROP DHR RS BWXT GNRC ENS ITW ROK ….. KMT CAT FLS CFX AGCO TEX PNR DDD=Bottom (Manufacturing)
INSU(28): -0.73% Top=WLTW BRO MMC XL AON CINF CLGX PGR ….. MET FNF AFSI LNC HIG L UNM CNO=Bottom (Insurance)
MATE(27): -0.81% Top=DY WCN RSG WM MAS NCS OC MLM ….. LEN DHI SRCL TOL TPH KBH VMC USCR=Bottom (Materials & Construction)
ENER(85): -1.08% Top=REN CWEI WPX XEC RRC NFX DVN QEP ….. TSO ATW WNR SPN HFC PBF CVI DO=Bottom (Energy)
FINA(85): -1.23% Top=ICE EFX TD PVTB BOFI CME NDAQ TLMR ….. BX SCHW VOYA HBHC WDR BKU LPLA YRD=Bottom (Banks/Financials)

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 12:18 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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