daytrend

09/06/2016

Filed under: Market Stats — daytrend @ 9:20 am

Market Stats at 10:20 am ET
by daytrend on 20160906. 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 (20160906 10:20 am ET)
12.6% of stocks are above yesterday’s high.
38.5% are above yesterday’s midpoint. (61.5% are below.)
28.5% are below yesterday’s low.
58.9% are inside yesterday’s range.
45.2% of stocks with today’s high > yesterday’s high. (54.8% less than).
36.8% of stocks with today’s low < yesterday’s low. (63.2% greater than).

EVIDENCE OF INTRADAY TREND (20160906 10:20 am ET)
23.7% of stocks are above today’s open. (75.1% are below).
20.4% of stocks are above today’s open and yesterday’s close.
64.4% are below both.
16.6% of stocks opened above yesterday’s high.
67.7% of stocks opened above yesterday’s close. (26.3% opened below yesterday’s close).
2.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160906 10:20 am ET)
1.8% of stocks are in the top 10% of today’s range.
5.2% are in the top 20%.
20.1% are in the top half. 79.9% of stocks are in the bottom half of today’s range.
59.7% are in the bottom 20%.
47.9% are in the bottom 10%.

GAIN (20160906 10:20 am ET)
32.1% of stocks are above yesterday’s close. (67.9% are below.)
0.8% are up 4.5% or more. 0.5% are down 4.5% or more.
1.6% are up 3.5% or more. 0.9% are down 3.5% or more.
63.8% are between +1% and -1%.

RSI on DAILY (20160906 10:20 am ET)
2-day: >=95:7.5%…>=90:14.1%…>=80:24.5%…>=50:47.0%…<=20:17.2%…<=10:8.1%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.8%…>=50:60.8%…<=20:1.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:62.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160906 10:20 am ET)
12.6% above previous 1 highs, 28.5% below previous 1 lows
11.4% above previous 2 highs, 10.5% below previous 2 lows
10.5% above previous 3 highs, 9.0% below previous 3 lows
9.0% above previous 4 highs, 8.2% below previous 4 lows
8.4% above previous 5 highs, 7.8% below previous 5 lows
7.6% above previous 6 highs, 6.6% below previous 6 lows
7.5% above previous 7 highs, 6.1% below previous 7 lows
6.7% above previous 8 highs, 5.9% below previous 8 lows
6.0% above previous 9 highs, 5.7% below previous 9 lows
5.9% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160906 10:20 am ET)
32.1% are above or equal to 9/2 close (1 days ago), 67.9% are below.
61.1% are above or equal to 9/1 close (2 days ago), 38.9% are below.
60.1% are above or equal to 8/31 close (3 days ago), 39.9% are below.
49.3% are above or equal to 8/30 close (4 days ago), 50.7% are below.
52.1% are above or equal to 8/29 close (5 days ago), 47.9% are below.
64.4% are above or equal to 8/26 close (6 days ago), 35.6% are below.
62.2% are above or equal to 8/25 close (7 days ago), 37.8% are below.
62.4% are above or equal to 8/24 close (8 days ago), 37.6% are below.
52.5% are above or equal to 8/23 close (9 days ago), 47.5% are below.
58.9% are above or equal to 8/22 close (10 days ago), 41.1% are below.
58.0% are above or equal to 8/19 close (11 days ago), 42.0% are below.
56.9% are above or equal to 8/18 close (12 days ago), 43.1% are below.
61.7% are above or equal to 8/17 close (13 days ago), 38.3% are below.
60.7% are above or equal to 8/16 close (14 days ago), 39.3% are below.
51.5% are above or equal to 8/15 close (15 days ago), 48.5% are below.
55.5% are above or equal to 8/12 close (16 days ago), 44.5% are below.
57.0% are above or equal to 8/11 close (17 days ago), 43.0% are below.
60.4% are above or equal to 8/10 close (18 days ago), 39.6% are below.
58.1% are above or equal to 8/9 close (19 days ago), 41.9% are below.
58.0% are above or equal to 8/8 close (20 days ago), 42.0% are below.
58.8% are above or equal to 8/5 close (21 days ago), 41.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160906 10:20 am ET)
20d: 15.5% new highs, 4.0% new lows
21d: 15.1% new highs, 3.9% new lows
42d: 12.3% new highs, 2.0% new lows
63d: 11.5% new highs, 0.9% new lows
126d: 9.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160906 10:20 am ET)
2-day: 31.3% above, 68.7% below
3-day: 48.1% above, 51.9% below
4-day: 53.4% above, 46.6% below
5-day: 52.0% above, 48.0% below
8-day: 55.9% above, 44.1% below
10-day: 57.3% above, 42.7% below
20-day: 58.1% above, 41.9% below
50-day: 64.3% above, 35.7% below
200-day: 76.2% above, 23.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160906 10:20 am ET)
META(25): 1.44% Top=AG CDE SSRI ABX TCK TAHO HL AEM ….. CCJ CNX AA SCCO CMC NUE STLD X=Bottom (Metals & Mining)
HEAL(49): 0.41% Top=CPHD GKOS DXCM MOH ZLTQ NVRO MTD LH ….. BAX LPNT HCA UHS THC CYH VWR CNC=Bottom (Health)
COHW(39): 0.34% Top=SSYS LITE FNSR ACIA ARRS BCE CCI INFN ….. HRS LVLT TMUS BRCD SYNA S TDC VRSN=Bottom (Computer Hardware/Telecom)
COSW(90): 0.28% Top=BIDU VIPS WUBA JD SINA NTES WB CYBR ….. NCR DBD HPE TSS MDRX XRX CSC LOCK=Bottom (Computer Software/Internet)
ENER(85): 0.13% Top=SE EOG EEP SGY FTI WPX WLL HP ….. SN NFX PE CRC DK EGN PDCE HES=Bottom (Energy)
TRAN(27): -0.04% Top=WERN CP NSC UNP AAL KEX CNI JBLU ….. UAL XPO UPS FDX DAL CHRW NAT TRN=Bottom (Transportation)
REAL(91): -0.14% Top=AMT DOC STOR CBL GPT CONE SRC OHI ….. OUT WPG HST PSA CBG RLJ PEB DRH=Bottom (Real Estate)
DISV(47): -0.38% Top=XRS ADS RBA AHS BLOX ULTA INFO ZG ….. VNTV RHI JEC RRD MAN HRB YY SCOR=Bottom (Diversified Services)
LEIS(33): -0.43% Top=GPRO MCD EXPE SHAK LVS TXRH DRI YUM ….. WYN EAT CCL RCL HLT SEAS FRGI SONC=Bottom (Leisure)
ELEC(49): -0.43% Top=CSIQ AMBA FSLR MU SPWR FIT OCLR SCTY ….. CY AMKR CAVM SWKS AMD HIMX IPHI MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(31): -0.56% Top=DDD ATI PNR DE AGCO TEX RS CAT ….. KMT GE ETN ITW GNRC DHR IR CMI=Bottom (Manufacturing)
CONS(54): -0.66% Top=GT CCK PKG UA NLS WRK CHD LEG ….. TPX COTY WWW FOSL MAT CRI KATE GIII=Bottom (Consumer)
MATE(27): -0.72% Top=PWR WM WY TOL RSG OC FAST WCN ….. USG USCR KBH DAR FLR NCS MLM SUM=Bottom (Materials & Construction)
RETA(66): -0.76% Top=BABA W NFLX ETSY AAP AMZN MIK EBAY ….. URBN GPS DDS TSCO GCO ASNA TLRD JWN=Bottom (Retail & Specialty Retail)
CHEM(26): -0.81% Top=MEOH GPRE MON PPG ALB AGU APD SHW ….. KRA EMN CC WLK HUN FMC MOS OLN=Bottom (Chemicals/Fertilizers)
INSU(28): -0.86% Top=FNF WLTW TMK XL TRV ORI AON ALL ….. AIG MET UNM MTG RDN CNO PRU LNC=Bottom (Insurance)
FINA(87): -1.01% Top=YRD NSAM BMO PYPL TD PSEC KKR WDR ….. HBAN SCHW AMTD EWBC BKU ZION VOYA WAL=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 10:20 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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