daytrend

09/07/2016

Filed under: Market Stats — daytrend @ 11:28 am

Market Stats at 12:28 pm ET
by daytrend on 20160907. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 861.

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

COMPARED TO YESTERDAY’S RANGE (20160907 12:28 pm ET)
18.4% of stocks are above yesterday’s high.
47.6% are above yesterday’s midpoint. (52.4% are below.)
20.0% are below yesterday’s low.
61.7% are inside yesterday’s range.
46.5% of stocks with today’s high > yesterday’s high. (53.5% less than).
35.0% of stocks with today’s low < yesterday’s low. (65.0% greater than).

EVIDENCE OF INTRADAY TREND (20160907 12:28 pm ET)
43.7% of stocks are above today’s open. (54.8% are below).
35.4% of stocks are above today’s open and yesterday’s close.
49.7% 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 12:28 pm ET)
2.7% of stocks are in the top 10% of today’s range.
8.2% are in the top 20%.
35.5% are in the top half. 64.5% of stocks are in the bottom half of today’s range.
37.0% are in the bottom 20%.
27.5% are in the bottom 10%.

GAIN (20160907 12:28 pm ET)
41.7% of stocks are above yesterday’s close. (58.3% are below.)
0.8% are up 4.5% or more. 1.0% are down 4.5% or more.
1.6% are up 3.5% or more. 1.9% are down 3.5% or more.
69.6% are between +1% and -1%.

RSI on DAILY (20160907 12:28 pm ET)
2-day: >=95:8.8%…>=90:16.0%…>=80:25.6%…>=50:49.5%…<=20:18.5%…<=10:7.9%…<=5:3.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.8%…>=50:63.6%…<=20:1.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:66.9%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160907 12:28 pm ET)
18.4% above previous 1 highs, 20.0% below previous 1 lows
14.5% above previous 2 highs, 13.1% below previous 2 lows
14.2% above previous 3 highs, 7.7% below previous 3 lows
12.8% above previous 4 highs, 6.9% below previous 4 lows
10.9% above previous 5 highs, 6.2% below previous 5 lows
10.6% above previous 6 highs, 5.7% below previous 6 lows
9.6% above previous 7 highs, 5.1% below previous 7 lows
9.3% above previous 8 highs, 5.0% below previous 8 lows
8.1% above previous 9 highs, 4.8% below previous 9 lows
7.7% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160907 12:28 pm ET)
41.7% are above or equal to 9/6 close (1 days ago), 58.3% are below.
46.8% are above or equal to 9/2 close (2 days ago), 53.2% are below.
63.5% are above or equal to 9/1 close (3 days ago), 36.5% are below.
62.7% are above or equal to 8/31 close (4 days ago), 37.3% are below.
55.7% are above or equal to 8/30 close (5 days ago), 44.3% are below.
57.1% are above or equal to 8/29 close (6 days ago), 42.9% are below.
66.9% are above or equal to 8/26 close (7 days ago), 33.1% are below.
63.6% are above or equal to 8/25 close (8 days ago), 36.4% are below.
65.9% are above or equal to 8/24 close (9 days ago), 34.1% are below.
55.2% are above or equal to 8/23 close (10 days ago), 44.8% are below.
62.5% are above or equal to 8/22 close (11 days ago), 37.5% are below.
61.4% are above or equal to 8/19 close (12 days ago), 38.6% are below.
59.7% are above or equal to 8/18 close (13 days ago), 40.3% are below.
65.6% are above or equal to 8/17 close (14 days ago), 34.4% are below.
64.2% are above or equal to 8/16 close (15 days ago), 35.8% are below.
56.1% are above or equal to 8/15 close (16 days ago), 43.9% are below.
60.4% are above or equal to 8/12 close (17 days ago), 39.6% are below.
60.0% are above or equal to 8/11 close (18 days ago), 40.0% are below.
62.7% are above or equal to 8/10 close (19 days ago), 37.3% are below.
61.0% are above or equal to 8/9 close (20 days ago), 39.0% are below.
60.6% are above or equal to 8/8 close (21 days ago), 39.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160907 12:28 pm ET)
20d: 15.4% new highs, 5.7% new lows
21d: 15.0% new highs, 5.5% new lows
42d: 11.0% new highs, 2.4% new lows
63d: 10.1% new highs, 1.6% new lows
126d: 8.4% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160907 12:28 pm ET)
2-day: 41.0% above, 59.0% below
3-day: 43.0% above, 57.0% below
4-day: 51.9% above, 48.1% below
5-day: 55.3% above, 44.7% below
8-day: 58.0% above, 42.0% below
10-day: 60.6% above, 39.4% below
20-day: 63.0% above, 37.0% below
50-day: 66.6% above, 33.4% below
200-day: 76.5% above, 23.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160907 12:28 pm ET)
TRAN(27): 1.30% Top=AAL UAL DAL LUV ALK JBLU HA SAVE ….. FDX UPS XPO CHRW EXPD JBHT NSC CNI=Bottom (Transportation)
HEAL(48): 0.35% Top=MOH HCA LPNT THC UHS CYH ACHC CNC ….. ZLTQ HRC HWAY ABT UNH EW GKOS SYK=Bottom (Health)
ENER(87): 0.34% Top=APA CRC ECA EEP WNR SWN SEMG TSO ….. OXY WPZ ATW OII SM EGN HES REN=Bottom (Energy)
COHW(39): 0.30% Top=WDC STX FNSR LITE OLED GIMO ARRS PSTG ….. BBRY QCOM BCE CIEN TMUS INFN ACIA SSYS=Bottom (Computer Hardware/Telecom)
DISV(47): 0.13% Top=CAR FDC HRI TMH SCOR AL VNTV LDOS ….. ZG FISV CTAS MYGN SERV ULTA XRS ALLE=Bottom (Diversified Services)
REAL(92): 0.06% Top=SRC LGIH CUBE CLI NRF CUZ RPAI ALLY ….. APLE DLR MAA SHO PPS EDR RLGY WPG=Bottom (Real Estate)
FINA(86): 0.03% Top=PYPL NSAM WDR SLM NAVI FRC VLY CIT ….. BX BMO TD BOFI NDAQ CME PSEC YRD=Bottom (Banks/Financials)
INSU(28): -0.17% Top=MTG AGO HIG WLTW AJG BRO FNF ORI ….. MET PGR UNM CINF LNC AFSI TRV CNO=Bottom (Insurance)
LEIS(33): -0.26% Top=CMG WYNN SIX MGM BYD ZOES DRI WEN ….. QSR YUM CCL SONC FRGI GPRO RCL PLAY=Bottom (Leisure)
MANU(33): -0.31% Top=CMI TEX CAT CFX PH ENS AGCO ETN ….. ITT FLS PNR DOV ZBRA GNRC HON DDD=Bottom (Manufacturing)
MATE(27): -0.36% Top=NCS KBH DHI CAA TPH LEN FLR PHM ….. SRCL EXP SUM MTZ WCN WY USCR FAST=Bottom (Materials & Construction)
CONS(54): -0.38% Top=KATE FN CRI FOSL WHR TPX NLS RL ….. KS ENR KMB NWL CL CHD CLX COTY=Bottom (Consumer)
RETA(67): -0.49% Top=JCP RH DSW KORS BLDR FINL ANF KMX ….. COST DLTR BZUN CORE OLLI KR WFM SFM=Bottom (Retail & Specialty Retail)
COSW(92): -0.63% Top=WBMD CSRA TRIP IMS AZPN MDRX TEAM ROVI ….. FFIV AKAM YELP GDDY SINA TWLO ATHM WB=Bottom (Computer Software/Internet)
ELEC(48): -0.76% Top=SIMO CREE BRKR CRUS OCLR TEL MU PI ….. SPWR NVDA CSIQ MRVL CAVM MCHP AMBA AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -1.05% Top=CHMT MON AGU SHW PX AXTA APD MOS ….. CF KRA HUN UNVR WLK EMN MEOH OLN=Bottom (Chemicals/Fertilizers)
META(27): -2.01% Top=CMC NUE SLCA FNV STLD CNX CCJ SWC ….. CDE TAHO ABX SSRI HL FSM 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 12:28 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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