daytrend

09/07/2016

Filed under: Market Stats — daytrend @ 1:15 pm

Market Stats at 2:15 pm 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 2:15 pm ET)
28.9% of stocks are above yesterday’s high.
61.3% are above yesterday’s midpoint. (38.7% are below.)
13.2% are below yesterday’s low.
57.9% are inside yesterday’s range.
49.8% of stocks with today’s high > yesterday’s high. (50.2% less than).
37.0% of stocks with today’s low < yesterday’s low. (63.0% greater than).

EVIDENCE OF INTRADAY TREND (20160907 2:15 pm ET)
62.1% of stocks are above today’s open. (37.0% are below).
52.7% of stocks are above today’s open and yesterday’s close.
33.2% 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 2:15 pm ET)
23.2% of stocks are in the top 10% of today’s range.
34.0% are in the top 20%.
62.1% are in the top half. 37.9% of stocks are in the bottom half of today’s range.
10.8% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN (20160907 2:15 pm ET)
58.4% of stocks are above yesterday’s close. (41.6% are below.)
1.4% are up 4.5% or more. 0.8% are down 4.5% or more.
1.9% are up 3.5% or more. 1.4% are down 3.5% or more.
64.5% are between +1% and -1%.

RSI on DAILY (20160907 2:15 pm ET)
2-day: >=95:12.9%…>=90:23.8%…>=80:35.4%…>=50:62.4%…<=20:12.2%…<=10:5.1%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.6%…>=50:69.8%…<=20:1.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:70.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160907 2:15 pm ET)
28.9% above previous 1 highs, 13.2% below previous 1 lows
23.0% above previous 2 highs, 8.5% below previous 2 lows
21.6% above previous 3 highs, 4.6% below previous 3 lows
20.4% above previous 4 highs, 4.3% below previous 4 lows
18.3% above previous 5 highs, 4.1% below previous 5 lows
17.5% above previous 6 highs, 3.8% below previous 6 lows
15.9% above previous 7 highs, 3.8% below previous 7 lows
15.5% above previous 8 highs, 3.7% below previous 8 lows
14.3% above previous 9 highs, 3.6% below previous 9 lows
13.9% above previous 10 highs, 3.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160907 2:15 pm ET)
58.4% are above or equal to 9/6 close (1 days ago), 41.6% are below.
55.7% are above or equal to 9/2 close (2 days ago), 44.3% are below.
71.1% are above or equal to 9/1 close (3 days ago), 28.9% are below.
69.8% are above or equal to 8/31 close (4 days ago), 30.2% are below.
61.8% are above or equal to 8/30 close (5 days ago), 38.2% are below.
63.5% are above or equal to 8/29 close (6 days ago), 36.5% are below.
71.1% are above or equal to 8/26 close (7 days ago), 28.9% are below.
67.7% are above or equal to 8/25 close (8 days ago), 32.3% are below.
69.7% are above or equal to 8/24 close (9 days ago), 30.3% are below.
59.5% are above or equal to 8/23 close (10 days ago), 40.5% are below.
65.7% are above or equal to 8/22 close (11 days ago), 34.3% are below.
65.4% are above or equal to 8/19 close (12 days ago), 34.6% are below.
65.1% are above or equal to 8/18 close (13 days ago), 34.9% are below.
68.2% are above or equal to 8/17 close (14 days ago), 31.8% are below.
66.9% are above or equal to 8/16 close (15 days ago), 33.1% are below.
58.6% are above or equal to 8/15 close (16 days ago), 41.4% are below.
64.0% are above or equal to 8/12 close (17 days ago), 36.0% are below.
63.2% are above or equal to 8/11 close (18 days ago), 36.8% are below.
65.5% are above or equal to 8/10 close (19 days ago), 34.5% are below.
63.8% are above or equal to 8/9 close (20 days ago), 36.2% are below.
63.1% are above or equal to 8/8 close (21 days ago), 36.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160907 2:15 pm ET)
20d: 17.9% new highs, 6.0% new lows
21d: 17.3% new highs, 5.9% new lows
42d: 12.4% new highs, 2.7% new lows
63d: 11.5% new highs, 1.7% new lows
126d: 9.6% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160907 2:15 pm ET)
2-day: 56.7% above, 43.3% below
3-day: 56.6% above, 43.4% below
4-day: 63.6% above, 36.4% below
5-day: 66.5% above, 33.5% below
8-day: 67.2% above, 32.8% below
10-day: 68.8% above, 31.2% below
20-day: 67.5% above, 32.5% below
50-day: 68.9% above, 31.1% below
200-day: 77.4% above, 22.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160907 2:15 pm ET)
TRAN(27): 1.65% Top=DAL AAL UAL LUV ALK HA JBLU SAVE ….. FDX UPS XPO CHRW EXPD JBHT NSC CNI=Bottom (Transportation)
COHW(39): 0.65% Top=WDC STX FNSR S LITE OLED GIMO PSTG ….. HRS BCE QCOM TMUS CIEN INFN ACIA SSYS=Bottom (Computer Hardware/Telecom)
HEAL(48): 0.57% Top=MOH LPNT CYH HCA CNC UHS THC ACHC ….. BDX TMO HRC ABT UNH GKOS EW SYK=Bottom (Health)
ENER(87): 0.57% Top=APA CRC SGY TSO WMB PAGP SWN SEMG ….. ETP HES EGN OII CWEI SM ATW REN=Bottom (Energy)
DISV(47): 0.50% Top=CAR FDC TMH HRI LDOS HRB AL R ….. RBA CTAS SCI CXW ULTA MYGN XRS ALLE=Bottom (Diversified Services)
REAL(92): 0.48% Top=LGIH SRC NRF CUBE CUZ CLI RPAI ARE ….. OUT APLE EQC MAA SHO PPS EDR WPG=Bottom (Real Estate)
FINA(86): 0.47% Top=PYPL NAVI BKU SLM WDR KKR VLY LPLA ….. DFS PSEC CME BMO NDAQ BOFI TD YRD=Bottom (Banks/Financials)
LEIS(33): 0.34% Top=CMG SIX SHAK WYNN MGM WEN BYD DRI ….. ZOES YUM FRGI SONC CCL RCL PLAY GPRO=Bottom (Leisure)
CONS(54): 0.20% Top=KATE FN CRI BC RL NLS PVH TPX ….. ENR EL UFS KMB CLX CL CHD COTY=Bottom (Consumer)
INSU(28): 0.17% Top=MTG HIG AGO WLTW AJG RDN XL FNF ….. AFL CINF LNC L TRV AFSI FAF CNO=Bottom (Insurance)
RETA(67): 0.12% Top=JCP SBH DSW RH FINL BLDR KORS M ….. COST MELI CORE BZUN OLLI KR WFM SFM=Bottom (Retail & Specialty Retail)
MATE(27): 0.04% Top=KBH NCS CAA DHI LEN TPH PHM FLR ….. WM RSG SRCL WY FAST WCN MTZ USCR=Bottom (Materials & Construction)
MANU(33): -0.05% Top=CMI TEX CAT PH ENS CFX IR EMR ….. ATI DOV PNR ZBRA ITT HON GNRC DDD=Bottom (Manufacturing)
COSW(93): -0.33% Top=CSRA WBMD MDRX ADSK IMS TRIP FEYE AZPN ….. GDDY SINA CMCM FFIV TWLO WB ATHM MEET=Bottom (Computer Software/Internet)
CHEM(26): -0.40% Top=CHMT AGU MON CC SHW MOS AXTA PX ….. CF KRA PPG UNVR HUN WLK EMN OLN=Bottom (Chemicals/Fertilizers)
ELEC(48): -0.45% Top=SIMO HIMX CREE BRKR MU JBL CRUS TEL ….. NVDA ADI SPWR MCHP CAVM MRVL AMBA AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(27): -1.43% Top=CMC SLCA NUE SLW STLD AEM SWC NEM ….. CDE SSRI RGLD ABX FSM CNX 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 2:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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