daytrend

09/07/2016

Filed under: Market Stats — daytrend @ 9:12 am

Market Stats at 10:11 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 10:11 am ET)
23.0% of stocks are above yesterday’s high.
63.3% are above yesterday’s midpoint. (36.7% are below.)
8.5% are below yesterday’s low.
68.6% are inside yesterday’s range.
37.6% of stocks with today’s high > yesterday’s high. (62.4% less than).
26.1% of stocks with today’s low < yesterday’s low. (73.9% greater than).

EVIDENCE OF INTRADAY TREND (20160907 10:11 am ET)
61.9% of stocks are above today’s open. (35.6% are below).
50.2% of stocks are above today’s open and yesterday’s close.
30.9% 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 10:11 am ET)
24.0% of stocks are in the top 10% of today’s range.
36.8% are in the top 20%.
63.6% are in the top half. 36.4% of stocks are in the bottom half of today’s range.
12.9% are in the bottom 20%.
5.6% are in the bottom 10%.

GAIN (20160907 10:11 am ET)
57.0% of stocks are above yesterday’s close. (43.0% are below.)
1.0% are up 4.5% or more. 0.5% are down 4.5% or more.
1.3% are up 3.5% or more. 0.8% are down 3.5% or more.
78.0% are between +1% and -1%.

RSI on DAILY (20160907 10:11 am ET)
2-day: >=95:11.5%…>=90:20.8%…>=80:32.8%…>=50:65.3%…<=20:11.8%…<=10:5.2%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.4%…>=50:70.8%…<=20:1.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:70.4%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160907 10:11 am ET)
23.0% above previous 1 highs, 8.5% below previous 1 lows
18.3% above previous 2 highs, 6.6% below previous 2 lows
17.2% above previous 3 highs, 3.5% below previous 3 lows
15.7% above previous 4 highs, 3.0% below previous 4 lows
14.2% above previous 5 highs, 2.8% below previous 5 lows
13.5% above previous 6 highs, 2.6% below previous 6 lows
11.8% above previous 7 highs, 2.4% below previous 7 lows
11.5% above previous 8 highs, 2.3% below previous 8 lows
10.3% above previous 9 highs, 2.2% below previous 9 lows
10.1% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160907 10:11 am ET)
57.0% are above or equal to 9/6 close (1 days ago), 43.0% are below.
56.7% are above or equal to 9/2 close (2 days ago), 43.3% are below.
70.6% are above or equal to 9/1 close (3 days ago), 29.4% are below.
68.6% are above or equal to 8/31 close (4 days ago), 31.4% are below.
62.2% are above or equal to 8/30 close (5 days ago), 37.8% are below.
63.0% are above or equal to 8/29 close (6 days ago), 37.0% are below.
71.2% are above or equal to 8/26 close (7 days ago), 28.8% are below.
68.0% are above or equal to 8/25 close (8 days ago), 32.0% are below.
70.1% are above or equal to 8/24 close (9 days ago), 29.9% are below.
60.2% are above or equal to 8/23 close (10 days ago), 39.8% are below.
65.8% are above or equal to 8/22 close (11 days ago), 34.2% are below.
64.6% are above or equal to 8/19 close (12 days ago), 35.4% are below.
62.9% are above or equal to 8/18 close (13 days ago), 37.1% are below.
68.9% are above or equal to 8/17 close (14 days ago), 31.1% are below.
66.1% are above or equal to 8/16 close (15 days ago), 33.9% are below.
57.2% are above or equal to 8/15 close (16 days ago), 42.8% are below.
62.5% are above or equal to 8/12 close (17 days ago), 37.5% are below.
62.1% are above or equal to 8/11 close (18 days ago), 37.9% are below.
64.6% are above or equal to 8/10 close (19 days ago), 35.4% are below.
63.0% are above or equal to 8/9 close (20 days ago), 37.0% are below.
63.3% are above or equal to 8/8 close (21 days ago), 36.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160907 10:11 am ET)
20d: 12.1% new highs, 3.5% new lows
21d: 11.6% new highs, 3.5% new lows
42d: 9.2% new highs, 1.4% new lows
63d: 8.4% new highs, 1.0% new lows
126d: 7.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160907 10:11 am ET)
2-day: 55.2% above, 44.8% below
3-day: 57.5% above, 42.5% below
4-day: 66.9% above, 33.1% below
5-day: 67.3% above, 32.7% below
8-day: 67.5% above, 32.5% below
10-day: 69.5% above, 30.5% below
20-day: 67.4% above, 32.6% below
50-day: 69.1% above, 30.9% below
200-day: 77.1% above, 22.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160907 10:11 am ET)
TRAN(27): 1.69% Top=DAL UAL AAL LUV JBLU HA SAVE NAT ….. JBHT XPO WERN FDX EXPD UPS CHRW CNI=Bottom (Transportation)
HEAL(48): 0.88% Top=HCA MOH THC CYH UHS INCR CNC LPNT ….. MTD UNH HRC ABT EW BDX SYK GKOS=Bottom (Health)
COHW(39): 0.80% Top=WDC STX OLED FNSR GIMO LITE PANW PSTG ….. LVLT CCI CIEN BCE CDW SSYS ACIA TMUS=Bottom (Computer Hardware/Telecom)
MATE(27): 0.49% Top=KBH NCS CAA DHI TPH LEN USG PHM ….. USCR SRCL PWR RSG WM WCN WY FAST=Bottom (Materials & Construction)
ENER(87): 0.44% Top=APA CRC SGY ECA WLL PXD PDCE WNR ….. RIG ATW DK EGN WPZ REN OII DO=Bottom (Energy)
DISV(47): 0.41% Top=FDC CAR AL TMH SCOR HRI URI YY ….. SERV BAH FISV CTAS GPN ZG ALLE ULTA=Bottom (Diversified Services)
FINA(86): 0.39% Top=WDR WETF NSAM FRC PYPL LPLA CIT YRD ….. WU TD DFS BOFI ICE CME PSEC NDAQ=Bottom (Banks/Financials)
LEIS(33): 0.15% Top=CMG WYNN SIX MGM SBUX BOBE SHAK WEN ….. BLMN GPRO YUM RCL FRGI EAT SONC PLAY=Bottom (Leisure)
INSU(28): 0.13% Top=MTG AGO WLTW RDN HIG ORI CLGX CNO ….. XL CINF BRO PGR FNF TRV FAF AFSI=Bottom (Insurance)
MANU(33): 0.05% Top=CAT CFX CMI TEX PH EMR DCI BWXT ….. ITW ROP DE HON GNRC ITT DDD ATI=Bottom (Manufacturing)
REAL(92): -0.00% Top=LGIH BXMT CLI NRF CUBE ESRT SRC ALLY ….. PPS RLGY AVB EDR DLR SHO HST WPG=Bottom (Real Estate)
CONS(54): -0.01% Top=TPX KATE FN UA HAR PVH WHR CRI ….. FL EL ENR CL COTY CHD KMB CLX=Bottom (Consumer)
COSW(93): -0.04% Top=FEYE TWTR FB IMPV VMW TRIP TEAM BIDU ….. FFIV RP MEET VNET GDDY CMCM SINA WB=Bottom (Computer Software/Internet)
ELEC(48): -0.27% Top=CREE SIMO OCLR BRKR CRUS MU APH AMAT ….. NVDA IPHI ISIL MRVL AMBA MCHP PI AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -0.27% Top=CF AGU CC FMC AXTA MON MOS CHMT ….. DOW KRA GRA MEOH UNVR GPRE EMN OLN=Bottom (Chemicals/Fertilizers)
RETA(67): -0.33% Top=BLDR RH ANF JCP KORS GNC KMX TLRD ….. BIG COST GME OLLI KR BZUN WFM SFM=Bottom (Retail & Specialty Retail)
META(27): -0.70% Top=CMC CNX NUE FNV CCJ AG FCX AA ….. HL GG RGLD FSM ABX TAHO TCK FMSA=Bottom (Metals & Mining)

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 10:11 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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