daytrend

09/08/2016

Filed under: Market Stats — daytrend @ 10:07 am

Market Stats at 11:07 am ET
by daytrend on 20160908. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 868.

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

COMPARED TO YESTERDAY’S RANGE (20160908 11:07 am ET)
19.5% of stocks are above yesterday’s high.
52.4% are above yesterday’s midpoint. (47.6% are below.)
17.5% are below yesterday’s low.
63.0% are inside yesterday’s range.
35.3% of stocks with today’s high > yesterday’s high. (64.7% less than).
38.8% of stocks with today’s low < yesterday’s low. (61.2% greater than).

EVIDENCE OF INTRADAY TREND (20160908 11:07 am ET)
47.9% of stocks are above today’s open. (50.2% are below).
35.1% of stocks are above today’s open and yesterday’s close.
45.4% are below both.
7.9% of stocks opened above yesterday’s high.
29.0% of stocks opened above yesterday’s close. (67.5% opened below yesterday’s close).
9.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160908 11:07 am ET)
12.9% of stocks are in the top 10% of today’s range.
25.8% are in the top 20%.
58.3% are in the top half. 41.7% of stocks are in the bottom half of today’s range.
13.5% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN (20160908 11:07 am ET)
41.6% of stocks are above yesterday’s close. (58.4% are below.)
1.3% are up 4.5% or more. 0.2% are down 4.5% or more.
2.3% are up 3.5% or more. 0.6% are down 3.5% or more.
71.2% are between +1% and -1%.

RSI on DAILY (20160908 11:07 am ET)
2-day: >=95:10.3%…>=90:15.6%…>=80:23.4%…>=50:52.4%…<=20:19.5%…<=10:7.9%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.5%…>=80:2.6%…>=50:65.8%…<=20:1.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:68.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160908 11:07 am ET)
19.5% above previous 1 highs, 17.5% below previous 1 lows
15.0% above previous 2 highs, 12.0% below previous 2 lows
13.6% above previous 3 highs, 10.3% below previous 3 lows
12.7% above previous 4 highs, 5.5% below previous 4 lows
11.9% above previous 5 highs, 4.8% below previous 5 lows
11.2% above previous 6 highs, 4.7% below previous 6 lows
11.1% above previous 7 highs, 4.4% below previous 7 lows
10.0% above previous 8 highs, 4.0% below previous 8 lows
9.8% above previous 9 highs, 3.7% below previous 9 lows
8.8% above previous 10 highs, 3.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160908 11:07 am ET)
41.6% are above or equal to 9/7 close (1 days ago), 58.4% are below.
54.1% are above or equal to 9/6 close (2 days ago), 45.9% are below.
52.1% are above or equal to 9/2 close (3 days ago), 47.9% are below.
67.1% are above or equal to 9/1 close (4 days ago), 32.9% are below.
65.4% are above or equal to 8/31 close (5 days ago), 34.6% are below.
60.4% are above or equal to 8/30 close (6 days ago), 39.6% are below.
61.4% are above or equal to 8/29 close (7 days ago), 38.6% are below.
69.5% are above or equal to 8/26 close (8 days ago), 30.5% are below.
65.1% are above or equal to 8/25 close (9 days ago), 34.9% are below.
66.4% are above or equal to 8/24 close (10 days ago), 33.6% are below.
57.4% are above or equal to 8/23 close (11 days ago), 42.6% are below.
63.8% are above or equal to 8/22 close (12 days ago), 36.2% are below.
63.5% are above or equal to 8/19 close (13 days ago), 36.5% are below.
62.7% are above or equal to 8/18 close (14 days ago), 37.3% are below.
65.8% are above or equal to 8/17 close (15 days ago), 34.2% are below.
64.6% are above or equal to 8/16 close (16 days ago), 35.4% are below.
55.4% are above or equal to 8/15 close (17 days ago), 44.6% are below.
61.5% are above or equal to 8/12 close (18 days ago), 38.5% are below.
60.8% are above or equal to 8/11 close (19 days ago), 39.2% are below.
63.5% are above or equal to 8/10 close (20 days ago), 36.5% are below.
61.9% are above or equal to 8/9 close (21 days ago), 38.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160908 11:07 am ET)
20d: 11.6% new highs, 5.2% new lows
21d: 11.3% new highs, 5.2% new lows
42d: 8.6% new highs, 2.6% new lows
63d: 7.9% new highs, 1.5% new lows
126d: 6.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160908 11:07 am ET)
2-day: 39.9% above, 60.1% below
3-day: 47.5% above, 52.5% below
4-day: 49.9% above, 50.1% below
5-day: 56.7% above, 43.3% below
8-day: 59.6% above, 40.4% below
10-day: 62.8% above, 37.2% below
20-day: 65.1% above, 34.9% below
50-day: 66.9% above, 33.1% below
200-day: 77.5% above, 22.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160908 11:07 am ET)
ENER(87): 2.05% Top=RDC CWEI LPI SGY DO SE SWN APA ….. PSXP SEP PXD RSPP PE HP PDCE MTDR=Bottom (Energy)
META(27): 0.21% Top=AG CDE FMSA SLCA CNX TAHO HL TCK ….. RGLD SWC AEM AA CMC FNV NUE X=Bottom (Metals & Mining)
FINA(87): 0.09% Top=KKR ETFC BX PYPL LAZ WDR BAC BKU ….. AMG HBAN SYF TROW NSAM JNS WU YRD=Bottom (Banks/Financials)
MANU(33): 0.08% Top=DDD BWXT CMI DOV ROP IR TEX CFX ….. ITT DHR RS AGCO DCI PNR GNRC ZBRA=Bottom (Manufacturing)
TRAN(27): 0.07% Top=NAT KEX XPO HA EXPD TRN FDX ALK ….. AAL CSX KSU JBLU CHRW CNI SWFT CP=Bottom (Transportation)
MATE(27): -0.00% Top=DAR NCS DY USG USCR MTZ WCN PWR ….. OC MAS PHM LEN KBH TPH DHI TOL=Bottom (Materials & Construction)
HEAL(49): -0.00% Top=OPK ADPT EVHC AMSG NUVA DXCM VWR BAX ….. MOH ESRX HCA XRAY GKOS UHS LH CYH=Bottom (Health)
INSU(28): -0.08% Top=RDN L MTG CNO UNM MET TMK FAF ….. PGR AGO CINF AFL CLGX TRV XL WLTW=Bottom (Insurance)
DISV(48): -0.12% Top=KBR PRAA YY HRB CXW AL XRS ADS ….. ZG RBA ULTA IILG FDC HCSG TMH ALLE=Bottom (Diversified Services)
COHW(39): -0.13% Top=SYNA S BRCD SSYS ACIA BBRY LVLT WDC ….. MSI INFN VRSN OLED STX CIEN AAPL FNSR=Bottom (Computer Hardware/Telecom)
CHEM(25): -0.18% Top=CF MEOH WLK MON GPRE KRA MOS DOW ….. APD PPG CE POT PX ALB HUN OLN=Bottom (Chemicals/Fertilizers)
COSW(93): -0.34% Top=VRNT MEET VMW WB ATHM SHOP JD TWLO ….. ACN CYBR HPE MDRX CTSH MTCH TWTR SINA=Bottom (Computer Software/Internet)
RETA(68): -0.36% Top=TLRD FRAN WBA PAG BABA WSM MIK AN ….. RH STMP BID GCO M AAP FIVE TSCO=Bottom (Retail & Specialty Retail)
LEIS(33): -0.37% Top=FRGI WYNN LVS BYD SIX MGM CMG MCD ….. DPZ TXRH SONC YUM SHAK QSR BLMN GPRO=Bottom (Leisure)
ELEC(49): -0.48% Top=PI MU MSCC CSIQ BRKR MRVL AMBA CY ….. SWKS CAVM ON SIMO ISIL SPWR SCTY AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(55): -0.76% Top=PKG GT PG PAY KS BC GPK EL ….. LULU NKE WHR NWL DECK RL NLS GIII=Bottom (Consumer)
REAL(93): -0.88% Top=NRZ SC DFT EQC CIM ARI ALLY BXMT ….. SRC PEB UDR GLPI CLI EQR MPW AMH=Bottom (Real Estate)

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 11:07 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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