daytrend

09/07/2016

Filed under: Market Stats — daytrend @ 8:57 am

Market Stats at 9:57 am ET
by daytrend on 20160907. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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

COMPARED TO YESTERDAY’S RANGE (20160907 9:57 am ET)
18.0% of stocks are above yesterday’s high.
56.8% are above yesterday’s midpoint. (43.2% are below.)
9.7% are below yesterday’s low.
72.3% are inside yesterday’s range.
34.5% of stocks with today’s high > yesterday’s high. (65.5% less than).
24.7% of stocks with today’s low < yesterday’s low. (75.3% greater than).

EVIDENCE OF INTRADAY TREND (20160907 9:57 am ET)
55.7% of stocks are above today’s open. (42.1% are below).
40.0% of stocks are above today’s open and yesterday’s close.
34.7% are below both.
9.5% of stocks opened above yesterday’s high.
38.6% of stocks opened above yesterday’s close. (55.6% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160907 9:57 am ET)
14.2% of stocks are in the top 10% of today’s range.
25.3% are in the top 20%.
54.1% are in the top half. 45.9% of stocks are in the bottom half of today’s range.
19.4% are in the bottom 20%.
10.4% are in the bottom 10%.

GAIN (20160907 9:57 am ET)
48.4% of stocks are above yesterday’s close. (51.6% are below.)
0.8% are up 4.5% or more. 0.5% are down 4.5% or more.
1.3% are up 3.5% or more. 0.9% are down 3.5% or more.
81.9% are between +1% and -1%.

RSI on DAILY (20160907 9:57 am ET)
2-day: >=95:10.6%…>=90:19.1%…>=80:30.4%…>=50:59.2%…<=20:15.3%…<=10:6.0%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.6%…>=50:68.2%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:69.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160907 9:57 am ET)
18.0% above previous 1 highs, 9.7% below previous 1 lows
14.5% above previous 2 highs, 7.9% below previous 2 lows
14.2% above previous 3 highs, 4.6% below previous 3 lows
13.2% above previous 4 highs, 3.8% below previous 4 lows
11.6% above previous 5 highs, 3.5% below previous 5 lows
10.8% above previous 6 highs, 3.2% below previous 6 lows
10.0% above previous 7 highs, 2.9% below previous 7 lows
9.9% above previous 8 highs, 2.7% below previous 8 lows
9.0% above previous 9 highs, 2.6% below previous 9 lows
8.8% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160907 9:57 am ET)
48.4% are above or equal to 9/6 close (1 days ago), 51.6% are below.
51.4% are above or equal to 9/2 close (2 days ago), 48.6% are below.
67.2% are above or equal to 9/1 close (3 days ago), 32.8% are below.
66.2% are above or equal to 8/31 close (4 days ago), 33.8% are below.
58.8% are above or equal to 8/30 close (5 days ago), 41.2% are below.
60.8% are above or equal to 8/29 close (6 days ago), 39.2% are below.
69.5% are above or equal to 8/26 close (7 days ago), 30.5% are below.
66.6% are above or equal to 8/25 close (8 days ago), 33.4% are below.
68.7% are above or equal to 8/24 close (9 days ago), 31.3% are below.
59.2% are above or equal to 8/23 close (10 days ago), 40.8% are below.
63.9% are above or equal to 8/22 close (11 days ago), 36.1% are below.
63.1% are above or equal to 8/19 close (12 days ago), 36.9% are below.
61.0% are above or equal to 8/18 close (13 days ago), 39.0% are below.
67.7% are above or equal to 8/17 close (14 days ago), 32.3% are below.
65.1% are above or equal to 8/16 close (15 days ago), 34.9% are below.
56.6% are above or equal to 8/15 close (16 days ago), 43.4% are below.
60.4% are above or equal to 8/12 close (17 days ago), 39.6% are below.
61.0% are above or equal to 8/11 close (18 days ago), 39.0% are below.
63.5% are above or equal to 8/10 close (19 days ago), 36.5% are below.
62.2% are above or equal to 8/9 close (20 days ago), 37.8% are below.
61.9% are above or equal to 8/8 close (21 days ago), 38.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160907 9:57 am ET)
20d: 11.1% new highs, 3.2% new lows
21d: 10.7% new highs, 3.2% new lows
42d: 8.4% new highs, 1.3% new lows
63d: 7.5% new highs, 0.9% new lows
126d: 6.3% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160907 9:57 am ET)
2-day: 46.8% above, 53.2% below
3-day: 50.7% above, 49.3% below
4-day: 61.5% above, 38.5% below
5-day: 63.3% above, 36.7% below
8-day: 62.5% above, 37.5% below
10-day: 65.4% above, 34.6% below
20-day: 66.4% above, 33.6% below
50-day: 68.1% above, 31.9% below
200-day: 76.8% above, 23.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160907 9:57 am ET)
TRAN(27): 1.55% Top=DAL AAL UAL LUV JBLU HA SAVE ALK ….. TRN KNX EXPD XPO WERN CHRW UPS FDX=Bottom (Transportation)
COHW(39): 0.75% Top=WDC STX FNSR OLED ACIA LITE PSTG GIMO ….. HRS TDC T LVLT SSYS CIEN CDW TMUS=Bottom (Computer Hardware/Telecom)
HEAL(48): 0.69% Top=HCA MOH THC INCR CNC CYH UHS HWAY ….. UNH HOLX HRC CPHD ABT EW SYK BDX=Bottom (Health)
DISV(47): 0.25% Top=HRI TMH CAR SCOR FDC LDOS CXW ADS ….. MAN CTAS FISV SERV ALLE ULTA GPN ACM=Bottom (Diversified Services)
MATE(27): 0.25% Top=NCS KBH CAA TPH VMC DHI LEN MLM ….. MAS MTZ RSG PWR WM WCN WY FAST=Bottom (Materials & Construction)
ENER(87): 0.22% Top=APA CRC ECA SGY SE PDCE WLL SN ….. EGN SPN DK ATW OII DO RDC REN=Bottom (Energy)
FINA(86): 0.01% Top=YRD WDR NSAM PYPL LPLA FRC WETF IVZ ….. EWBC ICE BOFI SLM PSEC DFS CME NDAQ=Bottom (Banks/Financials)
REAL(92): -0.01% Top=LGIH SRC BXMT NNN CUBE NRF STWD O ….. BDN SHO OUT RLGY GPT AVB HST WPG=Bottom (Real Estate)
INSU(28): -0.01% Top=MTG WLTW AGO ORI CLGX HIG AFL PRU ….. UNM BRO PGR XL MET AFSI FAF TRV=Bottom (Insurance)
MANU(33): -0.02% Top=CAT CMI CFX TEX DCI PH AOS AGCO ….. KMT ROP DOV HON DE ATI DDD ITT=Bottom (Manufacturing)
LEIS(33): -0.11% Top=CMG WYNN SBUX LVS MGM SIX WEN MAR ….. FRGI BLMN GPRO YUM SONC RCL EAT PLAY=Bottom (Leisure)
COSW(93): -0.14% Top=FEYE TWTR IMPV FB TRIP BIDU CYBR CVG ….. VNET FFIV RP GDDY CMCM SINA WB ATHM=Bottom (Computer Software/Internet)
ELEC(48): -0.24% Top=CREE OCLR SIMO BRKR MU CRUS FIT AMAT ….. CAVM FTV ISIL AMBA MCHP MRVL PI AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -0.24% Top=CF CC MON POT MOS AGU FMC AXTA ….. GRA KRA CE UNVR MEOH EMN GPRE OLN=Bottom (Chemicals/Fertilizers)
CONS(54): -0.26% Top=TPX WHR FN KATE HAR EPC CRI PAY ….. ENR CHD EL CL HBI FL CLX KMB=Bottom (Consumer)
META(27): -0.27% Top=CNX CMC FNV CCJ SWC AEM NUE FCX ….. GG RGLD FSM X ABX TAHO TCK FMSA=Bottom (Metals & Mining)
RETA(67): -0.63% Top=BLDR ANF TLRD RH M KORS EBAY KMX ….. CORE GCO GME OLLI KR BZUN WFM SFM=Bottom (Retail & Specialty Retail)

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 9:57 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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