daytrend

09/06/2016

Filed under: Market Stats — daytrend @ 1:33 pm

Market Stats at 2:33 pm 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 2:33 pm ET)
23.5% of stocks are above yesterday’s high.
51.6% are above yesterday’s midpoint. (48.4% are below.)
22.8% are below yesterday’s low.
53.6% are inside yesterday’s range.
52.3% of stocks with today’s high > yesterday’s high. (47.7% less than).
47.3% of stocks with today’s low < yesterday’s low. (52.7% greater than).

EVIDENCE OF INTRADAY TREND (20160906 2:33 pm ET)
40.2% of stocks are above today’s open. (59.3% are below).
37.8% of stocks are above today’s open and yesterday’s close.
50.2% 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 2:33 pm ET)
13.0% of stocks are in the top 10% of today’s range.
22.1% are in the top 20%.
49.6% are in the top half. 50.4% of stocks are in the bottom half of today’s range.
19.3% are in the bottom 20%.
9.7% are in the bottom 10%.

GAIN (20160906 2:33 pm ET)
47.4% of stocks are above yesterday’s close. (52.6% are below.)
2.7% are up 4.5% or more. 0.6% are down 4.5% or more.
4.4% are up 3.5% or more. 1.3% are down 3.5% or more.
57.0% are between +1% and -1%.

RSI on DAILY (20160906 2:33 pm ET)
2-day: >=95:11.7%…>=90:22.1%…>=80:34.4%…>=50:57.7%…<=20:14.4%…<=10:6.4%…<=5:3.7%…
9-day: >=95:0.0%…>=90:0.4%…>=80:3.6%…>=50:66.4%…<=20:1.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:67.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160906 2:33 pm ET)
23.5% above previous 1 highs, 22.8% below previous 1 lows
21.8% above previous 2 highs, 9.7% below previous 2 lows
19.7% above previous 3 highs, 8.5% below previous 3 lows
16.6% above previous 4 highs, 7.8% below previous 4 lows
15.9% above previous 5 highs, 7.1% below previous 5 lows
15.1% above previous 6 highs, 5.4% below previous 6 lows
15.1% above previous 7 highs, 5.0% below previous 7 lows
13.8% above previous 8 highs, 4.9% below previous 8 lows
12.6% above previous 9 highs, 4.9% below previous 9 lows
12.4% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160906 2:33 pm ET)
47.4% are above or equal to 9/2 close (1 days ago), 52.6% are below.
67.3% are above or equal to 9/1 close (2 days ago), 32.7% are below.
64.8% are above or equal to 8/31 close (3 days ago), 35.2% are below.
55.4% are above or equal to 8/30 close (4 days ago), 44.6% are below.
58.2% are above or equal to 8/29 close (5 days ago), 41.8% are below.
68.5% are above or equal to 8/26 close (6 days ago), 31.5% are below.
65.7% are above or equal to 8/25 close (7 days ago), 34.3% are below.
65.7% are above or equal to 8/24 close (8 days ago), 34.3% are below.
56.6% are above or equal to 8/23 close (9 days ago), 43.4% are below.
63.0% are above or equal to 8/22 close (10 days ago), 37.0% are below.
61.7% are above or equal to 8/19 close (11 days ago), 38.3% are below.
59.3% are above or equal to 8/18 close (12 days ago), 40.7% are below.
66.0% are above or equal to 8/17 close (13 days ago), 34.0% are below.
63.9% are above or equal to 8/16 close (14 days ago), 36.1% are below.
54.1% are above or equal to 8/15 close (15 days ago), 45.9% are below.
58.7% are above or equal to 8/12 close (16 days ago), 41.3% are below.
59.7% are above or equal to 8/11 close (17 days ago), 40.3% are below.
62.5% are above or equal to 8/10 close (18 days ago), 37.5% are below.
60.2% are above or equal to 8/9 close (19 days ago), 39.8% are below.
60.9% are above or equal to 8/8 close (20 days ago), 39.1% are below.
62.4% are above or equal to 8/5 close (21 days ago), 37.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160906 2:33 pm ET)
20d: 17.9% new highs, 6.0% new lows
21d: 17.8% new highs, 5.6% new lows
42d: 14.4% new highs, 3.3% new lows
63d: 13.3% new highs, 1.4% new lows
126d: 10.8% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160906 2:33 pm ET)
2-day: 46.5% above, 53.5% below
3-day: 59.7% above, 40.3% below
4-day: 61.1% above, 38.9% below
5-day: 60.1% above, 39.9% below
8-day: 61.1% above, 38.9% below
10-day: 62.2% above, 37.8% below
20-day: 64.2% above, 35.8% below
50-day: 67.9% above, 32.1% below
200-day: 76.7% above, 23.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160906 2:33 pm ET)
META(25): 3.68% Top=CDE AG SSRI HL TAHO TCK RGLD GG ….. FNV X CCJ STLD AA NUE SCCO CMC=Bottom (Metals & Mining)
ENER(85): 1.44% Top=SE WLL EOG CWEI PTEN HP WPX NBR ….. NFX CVE BBG PDCE EGN DK PE HES=Bottom (Energy)
HEAL(49): 0.71% Top=CPHD NVRO DXCM GKOS HWAY EW SYK OPK ….. XRAY DVA EVHC PINC AMSG PRAH VWR CNC=Bottom (Health)
COHW(39): 0.57% Top=ACIA SSYS LITE PSTG CCI FNSR VZ ZAYO ….. TMUS QCOM S COMM ARRS SYNA TDC VRSN=Bottom (Computer Hardware/Telecom)
COSW(90): 0.52% Top=MEET WUBA BIDU JD WB CYBR NTES YHOO ….. CSRA DBD MSCI HPE WBMD CSC LOCK VNET=Bottom (Computer Software/Internet)
REAL(91): 0.40% Top=CBL OHI HCP DLR DFT SNH DOC SRC ….. LHO OUT SHO RLJ HST PSA PEB DRH=Bottom (Real Estate)
TRAN(27): 0.29% Top=KEX NAT JBLU KNX CP NSC AAL WERN ….. UPS KSU CSX FDX LUV XPO DAL CHRW=Bottom (Transportation)
LEIS(33): -0.00% Top=SHAK GPRO CMG EXPE LVS MCD TXRH DRI ….. PLAY MAR CCL SEAS WYN BOBE RCL SONC=Bottom (Leisure)
DISV(47): -0.13% Top=XRS GEO DV ADS SBAC BLOX MA TMH ….. FDC FISV VNTV JEC HRB MAN YY SCOR=Bottom (Diversified Services)
CONS(54): -0.25% Top=GT KS CCK TPX UA PKG NWL LEG ….. CRI LULU KATE FBHS SEE MAT BC GIII=Bottom (Consumer)
INSU(28): -0.34% Top=FNF XL AFSI WLTW TRV ALL AON CNO ….. ORI FAF MTG UNM RDN AIG PRU LNC=Bottom (Insurance)
RETA(66): -0.35% Top=BABA W NFLX ETSY MIK DSW AMZN GNC ….. OLLI ASNA GPS FINL TSCO URBN JWN TLRD=Bottom (Retail & Specialty Retail)
ELEC(49): -0.53% Top=CSIQ PI AMBA FSLR SPWR FIT MU OCLR ….. MRVL CRUS CAVM SWKS AMD HIMX QRVO IPHI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(31): -0.56% Top=DDD ATI RS AGCO TEX DE CAT PNR ….. GNRC ETN ITW ITT ENS DHR IR CMI=Bottom (Manufacturing)
CHEM(26): -0.65% Top=MEOH GPRE ALB PPG WLK APD AXTA GRA ….. UNVR PX KRA POT AGU FMC MOS OLN=Bottom (Chemicals/Fertilizers)
MATE(27): -0.82% Top=WY TOL WM MTZ PWR WCN TPH RSG ….. FLR VMC USG MLM EXP NCS USCR SUM=Bottom (Materials & Construction)
FINA(87): -0.90% Top=YRD NSAM TD AXP WU PYPL EFX PVTB ….. SNV PACW VOYA FRC FHN OZRK EWBC 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 2:33 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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