daytrend

09/01/2016

Filed under: Market Stats — daytrend @ 12:29 pm

Market Stats at 1:29 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 1:29 pm ET)
19.6% of stocks are above yesterday’s high.
47.2% are above yesterday’s midpoint. (52.8% are below.)
21.9% are below yesterday’s low.
58.5% are inside yesterday’s range.
47.1% of stocks with today’s high > yesterday’s high. (52.9% less than).
55.6% of stocks with today’s low < yesterday’s low. (44.4% greater than).

EVIDENCE OF INTRADAY TREND (20160901 1:29 pm ET)
43.0% of stocks are above today’s open. (55.9% are below).
37.6% of stocks are above today’s open and yesterday’s close.
49.6% 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 1:29 pm ET)
11.0% of stocks are in the top 10% of today’s range.
20.7% are in the top 20%.
54.3% are in the top half. 45.7% of stocks are in the bottom half of today’s range.
10.8% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN (20160901 1:29 pm ET)
44.4% of stocks are above yesterday’s close. (55.6% are below.)
0.9% are up 4.5% or more. 0.7% are down 4.5% or more.
1.9% are up 3.5% or more. 1.6% are down 3.5% or more.
66.9% are between +1% and -1%.

RSI on DAILY (20160901 1:29 pm ET)
2-day: >=95:5.4%…>=90:8.4%…>=80:16.0%…>=50:40.3%…<=20:28.7%…<=10:17.4%…<=5:9.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:52.1%…<=20:1.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:57.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160901 1:29 pm ET)
19.6% above previous 1 highs, 21.9% below previous 1 lows
11.6% above previous 2 highs, 18.5% below previous 2 lows
9.4% above previous 3 highs, 14.4% below previous 3 lows
8.1% above previous 4 highs, 12.3% below previous 4 lows
7.4% above previous 5 highs, 11.1% below previous 5 lows
6.6% above previous 6 highs, 10.9% below previous 6 lows
6.1% above previous 7 highs, 10.7% below previous 7 lows
5.9% above previous 8 highs, 9.3% below previous 8 lows
5.6% above previous 9 highs, 8.8% below previous 9 lows
5.4% above previous 10 highs, 8.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160901 1:29 pm ET)
44.4% are above or equal to 8/31 close (1 days ago), 55.6% are below.
34.7% are above or equal to 8/30 close (2 days ago), 65.3% are below.
38.1% are above or equal to 8/29 close (3 days ago), 61.9% are below.
55.4% are above or equal to 8/26 close (4 days ago), 44.6% are below.
50.2% are above or equal to 8/25 close (5 days ago), 49.8% are below.
53.9% are above or equal to 8/24 close (6 days ago), 46.1% are below.
41.3% are above or equal to 8/23 close (7 days ago), 58.7% are below.
50.9% are above or equal to 8/22 close (8 days ago), 49.1% are below.
51.1% are above or equal to 8/19 close (9 days ago), 48.9% are below.
50.9% are above or equal to 8/18 close (10 days ago), 49.1% are below.
56.4% are above or equal to 8/17 close (11 days ago), 43.6% are below.
54.1% are above or equal to 8/16 close (12 days ago), 45.9% are below.
45.6% are above or equal to 8/15 close (13 days ago), 54.4% are below.
51.1% are above or equal to 8/12 close (14 days ago), 48.9% are below.
50.9% are above or equal to 8/11 close (15 days ago), 49.1% are below.
56.0% are above or equal to 8/10 close (16 days ago), 44.0% are below.
53.6% are above or equal to 8/9 close (17 days ago), 46.4% are below.
52.1% are above or equal to 8/8 close (18 days ago), 47.9% are below.
53.4% are above or equal to 8/5 close (19 days ago), 46.6% are below.
61.9% are above or equal to 8/4 close (20 days ago), 38.1% are below.
61.1% are above or equal to 8/3 close (21 days ago), 38.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160901 1:29 pm ET)
20d: 13.0% new highs, 10.9% new lows
21d: 13.0% new highs, 9.0% new lows
42d: 10.7% new highs, 4.6% new lows
63d: 8.4% new highs, 2.5% new lows
126d: 6.6% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160901 1:29 pm ET)
2-day: 43.7% above, 56.3% below
3-day: 37.7% above, 62.3% below
4-day: 36.2% above, 63.8% below
5-day: 43.9% above, 56.1% below
8-day: 45.7% above, 54.3% below
10-day: 47.0% above, 53.0% below
20-day: 49.4% above, 50.6% below
50-day: 62.9% above, 37.1% below
200-day: 75.6% above, 24.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160901 1:29 pm ET)
META(25): 1.76% Top=ABX PAAS SSRI SLW RGLD AEM TAHO NEM ….. STLD CENX SCCO FCX CNX X CCJ AG=Bottom (Metals & Mining)
COHW(40): 0.57% Top=CIEN PANW FNSR INFN ACIA JNPR SYNA ARRS ….. CDW OLED CCOI SSYS TDC GIMO WDC LITE=Bottom (Computer Hardware/Telecom)
COSW(88): 0.55% Top=FEYE TWLO BIDU WDAY WB CSC SINA CYBR ….. HPE DBD ROVI VEEV MTCH SQ SHOP CRM=Bottom (Computer Software/Internet)
LEIS(34): 0.37% Top=LVS WYNN MGM EXPE QSR RCL FRGI CCL ….. BWLD EAT CAKE WEN GPRO PLAY SONC BOBE=Bottom (Leisure)
ELEC(47): 0.24% Top=OCLR SIMO NVDA MRVL CRUS ON AMKR LRCX ….. GRMN AMBA TEL QRVO AMD HIMX FIT SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(53): -0.00% Top=GIII GPK KS NKE KATE PAY PG UFS ….. GT OI EPC LEG VFC WWW FOSL COTY=Bottom (Consumer)
CHEM(27): -0.05% Top=CC MEOH ALB AXTA OLN PX DOW UNVR ….. FMC GRA HUN CE CF POT FTK MOS=Bottom (Chemicals/Fertilizers)
DISV(49): -0.10% Top=BLOX FLT XRS ADS G MA HMSY GPN ….. INFO KBR AHS ACM URI GEO CXW PRAA=Bottom (Diversified Services)
RETA(68): -0.11% Top=OLLI ETSY STMP W BURL WMT KORS AN ….. WSM LL LB AEO ASNA BLDR GES COST=Bottom (Retail & Specialty Retail)
TRAN(27): -0.12% Top=CHRW SWFT JBHT EXPD HA CP UAL UPS ….. KSU NAT CSX JBLU WAB KEX TRN SAVE=Bottom (Transportation)
INSU(28): -0.37% Top=WLTW BRO MMC CLGX CINF RDN XL AON ….. MET AIG HIG FNF UNM CNO LNC L=Bottom (Insurance)
REAL(92): -0.37% Top=CUBE PSA EXR MAA PPS ACC CPT COR ….. ALLY SLG SC GPT CBL LHO DRH APLE=Bottom (Real Estate)
MATE(27): -0.39% Top=DY WCN MLM NCS MAS OC RSG WY ….. VMC SRCL LEN DHI TPH KBH TOL USCR=Bottom (Materials & Construction)
MANU(31): -0.41% Top=ROP RS GNRC BWXT ITW ATI ETN ENS ….. CAT ZBRA TEX FLS CFX AGCO PNR DDD=Bottom (Manufacturing)
HEAL(48): -0.42% Top=NVRO BSX OPK GKOS ALGN XRAY DXCM INCR ….. UHS HLS HWAY BKD ACHC THC MD CYH=Bottom (Health)
ENER(85): -0.95% Top=REN CWEI WPX EGN XEC RRC DVN QEP ….. RIG OII ATW SPN HFC CVI PBF DO=Bottom (Energy)
FINA(85): -1.03% Top=TD BOFI ICE EFX BMO PVTB NDAQ CME ….. VOYA HBHC PSEC BX WDR LPLA BKU 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 1:29 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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