daytrend

09/07/2016

Filed under: Market Stats — daytrend @ 1:41 pm

Market Stats at 2:41 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 2:41 pm ET)
28.9% of stocks are above yesterday’s high.
58.7% are above yesterday’s midpoint. (41.3% are below.)
15.2% are below yesterday’s low.
55.9% are inside yesterday’s range.
50.2% of stocks with today’s high > yesterday’s high. (49.8% less than).
37.4% of stocks with today’s low < yesterday’s low. (62.6% greater than).

EVIDENCE OF INTRADAY TREND (20160907 2:41 pm ET)
59.6% of stocks are above today’s open. (39.1% are below).
51.0% 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 2:41 pm ET)
15.7% of stocks are in the top 10% of today’s range.
30.7% are in the top 20%.
58.7% are in the top half. 41.3% of stocks are in the bottom half of today’s range.
15.1% are in the bottom 20%.
6.5% are in the bottom 10%.

GAIN (20160907 2:41 pm ET)
56.1% of stocks are above yesterday’s close. (43.9% are below.)
1.2% are up 4.5% or more. 0.7% are down 4.5% or more.
1.9% are up 3.5% or more. 1.5% are down 3.5% or more.
63.2% are between +1% and -1%.

RSI on DAILY (20160907 2:41 pm ET)
2-day: >=95:13.1%…>=90:23.1%…>=80:34.2%…>=50:59.0%…<=20:13.3%…<=10:5.6%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.7%…>=50:68.6%…<=20:1.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:70.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160907 2:41 pm ET)
28.9% above previous 1 highs, 15.2% below previous 1 lows
23.5% above previous 2 highs, 10.1% below previous 2 lows
22.2% above previous 3 highs, 5.7% below previous 3 lows
20.9% above previous 4 highs, 5.3% below previous 4 lows
18.6% above previous 5 highs, 4.9% below previous 5 lows
17.7% above previous 6 highs, 4.3% below previous 6 lows
16.2% above previous 7 highs, 4.2% below previous 7 lows
15.5% above previous 8 highs, 4.1% below previous 8 lows
14.2% above previous 9 highs, 3.9% below previous 9 lows
13.7% above previous 10 highs, 3.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160907 2:41 pm ET)
56.1% are above or equal to 9/6 close (1 days ago), 43.9% are below.
53.9% are above or equal to 9/2 close (2 days ago), 46.1% are below.
69.1% are above or equal to 9/1 close (3 days ago), 30.9% are below.
68.9% are above or equal to 8/31 close (4 days ago), 31.1% are below.
61.1% are above or equal to 8/30 close (5 days ago), 38.9% are below.
63.2% are above or equal to 8/29 close (6 days ago), 36.8% are below.
70.8% are above or equal to 8/26 close (7 days ago), 29.2% are below.
67.3% are above or equal to 8/25 close (8 days ago), 32.7% are below.
69.4% are above or equal to 8/24 close (9 days ago), 30.6% are below.
58.5% are above or equal to 8/23 close (10 days ago), 41.5% are below.
65.5% are above or equal to 8/22 close (11 days ago), 34.5% are below.
65.0% are above or equal to 8/19 close (12 days ago), 35.0% are below.
64.3% are above or equal to 8/18 close (13 days ago), 35.7% are below.
68.9% are above or equal to 8/17 close (14 days ago), 31.1% are below.
66.6% are above or equal to 8/16 close (15 days ago), 33.4% are below.
58.7% are above or equal to 8/15 close (16 days ago), 41.3% are below.
64.3% are above or equal to 8/12 close (17 days ago), 35.7% are below.
63.3% are above or equal to 8/11 close (18 days ago), 36.7% are below.
65.1% are above or equal to 8/10 close (19 days ago), 34.9% are below.
63.5% are above or equal to 8/9 close (20 days ago), 36.5% are below.
63.0% are above or equal to 8/8 close (21 days ago), 37.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160907 2:41 pm ET)
20d: 18.1% new highs, 6.1% new lows
21d: 17.5% new highs, 6.0% new lows
42d: 12.6% new highs, 2.8% new lows
63d: 11.7% new highs, 1.7% new lows
126d: 9.9% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160907 2:41 pm ET)
2-day: 55.2% above, 44.8% below
3-day: 53.9% above, 46.1% below
4-day: 61.3% above, 38.7% below
5-day: 64.2% above, 35.8% below
8-day: 65.1% above, 34.9% below
10-day: 67.4% above, 32.6% below
20-day: 67.6% above, 32.4% below
50-day: 69.1% above, 30.9% below
200-day: 77.5% above, 22.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160907 2:41 pm ET)
TRAN(27): 1.55% Top=DAL AAL UAL LUV ALK JBLU SAVE HA ….. FDX UPS XPO CHRW EXPD JBHT CNI NSC=Bottom (Transportation)
COHW(39): 0.64% Top=WDC STX S FNSR LITE PSTG GIMO OLED ….. HRS BCE QCOM CIEN TMUS INFN ACIA SSYS=Bottom (Computer Hardware/Telecom)
HEAL(48): 0.54% Top=MOH CYH LPNT HCA CNC ACHC UHS THC ….. XRAY TMO HRC ABT UNH EW GKOS SYK=Bottom (Health)
REAL(92): 0.54% Top=LGIH SRC CLI NRF CUZ CUBE RPAI ARE ….. RLGY EQC APLE MAA SHO PPS EDR WPG=Bottom (Real Estate)
ENER(87): 0.48% Top=APA CRC TSO SGY WMB SEMG PAGP SWN ….. OXY HES OII EGN CWEI SM REN ATW=Bottom (Energy)
DISV(47): 0.41% Top=CAR FDC TMH HRI AL LDOS URI HRB ….. RBA GPN CTAS SCI ULTA MYGN XRS ALLE=Bottom (Diversified Services)
FINA(86): 0.33% Top=PYPL NAVI SLM BKU WDR VLY KKR LAZ ….. WFC CME BMO PSEC NDAQ TD BOFI YRD=Bottom (Banks/Financials)
CONS(54): 0.20% Top=KATE FN CRI BC RL WHR PVH COH ….. ENR EL KMB UFS CLX CHD CL COTY=Bottom (Consumer)
INSU(28): 0.16% Top=MTG HIG AGO WLTW AJG XL RDN FNF ….. UNM L FAF TMK LNC TRV AFSI CNO=Bottom (Insurance)
LEIS(33): 0.16% Top=CMG SIX WYNN SHAK MGM WEN BYD MAR ….. YUM ZOES FRGI SONC CCL PLAY RCL GPRO=Bottom (Leisure)
RETA(67): 0.14% Top=JCP DSW SBH RH BLDR FINL M KORS ….. COST MELI CORE BZUN KR OLLI WFM SFM=Bottom (Retail & Specialty Retail)
MATE(27): 0.08% Top=NCS KBH CAA DHI LEN TPH PHM DY ….. WM SUM SRCL WY WCN FAST MTZ USCR=Bottom (Materials & Construction)
MANU(33): -0.13% Top=CMI TEX CAT PH ENS AGCO CFX IR ….. DOV ZBRA PNR KMT ITT HON GNRC DDD=Bottom (Manufacturing)
COSW(93): -0.44% Top=BOX MDRX CSRA WBMD IMS ADSK AZPN TRIP ….. CMCM GDDY SINA FFIV TWLO WB ATHM MEET=Bottom (Computer Software/Internet)
CHEM(26): -0.56% Top=CHMT SHW MON AGU CC AXTA PX FMC ….. PPG KRA CF UNVR WLK HUN EMN OLN=Bottom (Chemicals/Fertilizers)
ELEC(48): -0.62% Top=SIMO HIMX CREE BRKR JBL MU CRUS TEL ….. ADI SPWR CAVM MCHP SCTY MRVL AMBA AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(27): -1.28% Top=CMC SLCA NUE SLW STLD AEM NEM FNV ….. CDE SCCO SSRI ABX FSM CNX FMSA TCK=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 2:41 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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