daytrend

09/11/2016

Filed under: Market Stats — daytrend @ 1:10 pm

Market Stats at End of Day
by daytrend on 20160909. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 878.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160909 EOD)
1.4% of stocks are above yesterday’s high.
3.8% are above yesterday’s midpoint. (96.2% are below.)
86.7% are below yesterday’s low.
12.0% are inside yesterday’s range.
10.9% of stocks with today’s high > yesterday’s high. (89.1% less than).
91.6% of stocks with today’s low < yesterday’s low. (8.4% greater than).

EVIDENCE OF INTRADAY TREND (20160909 EOD)
6.2% of stocks are above today’s open. (93.4% are below).
3.0% of stocks are above today’s open and yesterday’s close.
92.9% are below both.
0.8% of stocks opened above yesterday’s high.
3.2% of stocks opened above yesterday’s close. (95.1% opened below yesterday’s close).
58.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160909 EOD)
0.6% of stocks are in the top 10% of today’s range.
0.7% are in the top 20%.
4.6% are in the top half. 95.4% of stocks are in the bottom half of today’s range.
79.0% are in the bottom 20%.
65.7% are in the bottom 10%.

GAIN (20160909 EOD)
3.5% of stocks are above yesterday’s close. (96.5% are below.)
0.2% are up 4.5% or more. 17.4% are down 4.5% or more.
0.2% are up 3.5% or more. 35.3% are down 3.5% or more.
9.3% are between +1% and -1%.

RSI on DAILY (20160909 EOD)
2-day: >=95:0.6%…>=90:1.3%…>=80:1.9%…>=50:4.8%…<=20:74.1%…<=10:53.5%…<=5:27.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:23.2%…<=20:5.5%…<=10:0.3%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:32.1%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160909 EOD)
1.4% above previous 1 highs, 86.7% below previous 1 lows
1.1% above previous 2 highs, 77.9% below previous 2 lows
0.9% above previous 3 highs, 71.8% below previous 3 lows
0.8% above previous 4 highs, 67.0% below previous 4 lows
0.7% above previous 5 highs, 55.9% below previous 5 lows
0.7% above previous 6 highs, 53.2% below previous 6 lows
0.7% above previous 7 highs, 51.8% below previous 7 lows
0.7% above previous 8 highs, 49.7% below previous 8 lows
0.7% above previous 9 highs, 46.9% below previous 9 lows
0.7% above previous 10 highs, 44.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160909 EOD)
3.5% are above or equal to 9/8 close (1 days ago), 96.5% are below.
8.0% are above or equal to 9/7 close (2 days ago), 92.0% are below.
14.6% are above or equal to 9/6 close (3 days ago), 85.4% are below.
13.8% are above or equal to 9/2 close (4 days ago), 86.2% are below.
22.8% are above or equal to 9/1 close (5 days ago), 77.2% are below.
23.8% are above or equal to 8/31 close (6 days ago), 76.2% are below.
21.8% are above or equal to 8/30 close (7 days ago), 78.2% are below.
24.6% are above or equal to 8/29 close (8 days ago), 75.4% are below.
31.3% are above or equal to 8/26 close (9 days ago), 68.7% are below.
31.4% are above or equal to 8/25 close (10 days ago), 68.6% are below.
33.1% are above or equal to 8/24 close (11 days ago), 66.9% are below.
28.2% are above or equal to 8/23 close (12 days ago), 71.8% are below.
32.5% are above or equal to 8/22 close (13 days ago), 67.5% are below.
32.9% are above or equal to 8/19 close (14 days ago), 67.1% are below.
32.8% are above or equal to 8/18 close (15 days ago), 67.2% are below.
38.0% are above or equal to 8/17 close (16 days ago), 62.0% are below.
37.0% are above or equal to 8/16 close (17 days ago), 63.0% are below.
33.0% are above or equal to 8/15 close (18 days ago), 67.0% are below.
37.1% are above or equal to 8/12 close (19 days ago), 62.9% are below.
38.3% are above or equal to 8/11 close (20 days ago), 61.7% are below.
43.3% are above or equal to 8/10 close (21 days ago), 56.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160909 EOD)
20d: 3.0% new highs, 35.4% new lows
21d: 3.0% new highs, 34.6% new lows
42d: 2.4% new highs, 19.9% new lows
63d: 2.3% new highs, 5.9% new lows
126d: 1.7% new highs, 3.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160909 EOD)
2-day: 3.4% above, 96.6% below
3-day: 3.9% above, 96.1% below
4-day: 6.9% above, 93.1% below
5-day: 8.1% above, 91.9% below
8-day: 12.3% above, 87.7% below
10-day: 15.6% above, 84.4% below
20-day: 25.1% above, 74.9% below
50-day: 44.6% above, 55.4% below
200-day: 70.6% above, 29.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160909 EOD)
FINA(85): -1.56% Top=VOYA MTB ETFC ISBC BKU EWBC BBT ICE ….. SEIC YRD JNS EV KKR WDR FII NSAM=Bottom (Banks/Financials)
INSU(28): -1.59% Top=MET PRU UNM HIG LNC AIG AGO TMK ….. BRO CINF XL WLTW RDN MMC FAF CLGX=Bottom (Insurance)
COHW(38): -2.28% Top=FNSR COMM BRCD STX BBRY MSI OLED JNPR ….. T HPQ TDC TMUS CCI SYNA ARRS ACIA=Bottom (Computer Hardware/Telecom)
LEIS(33): -2.33% Top=WYNN LVS RCL WEN CCL MCD DRI SONC ….. SEAS WYN ZOES BYD SHAK MAR QSR GPRO=Bottom (Leisure)
RETA(68): -2.35% Top=RH SFM JCP GCO KR CASY ANF DLTR ….. BID FRAN BZUN SIG WSM BLDR W KMX=Bottom (Retail & Specialty Retail)
HEAL(54): -2.41% Top=ADPT GKOS CPHD PINC ANTM PRXL PRAH AET ….. HWAY BSX THC A TMO BKD PODD NVRO=Bottom (Health)
COSW(94): -2.44% Top=DATA CHKP ROVI TRIP RHT DOX IMS IMPV ….. CDK SQ DBD HQY PAYC SHOP WUBA CYBR=Bottom (Computer Software/Internet)
DISV(48): -2.93% Top=MYGN BLOX HRB VRSK SCI IILG GEO LDOS ….. FLT ACM ALLE FDC HRI CAR SBAC URI=Bottom (Diversified Services)
CONS(55): -3.02% Top=EL HBI PVH NKE HAS PG WWW EPC ….. WHR ENR LEG OI KATE FBHS FN HAR=Bottom (Consumer)
TRAN(28): -3.02% Top=SWFT AIRM UPS CHRW EXPD AAL TRN KEX ….. ODFL KSU UNP CNI CP NAT SAVE XPO=Bottom (Transportation)
MANU(37): -3.48% Top=DCI BWXT AME HON DE SWK ROP SNA ….. DDD KMT XYL DOV MRC AOS IR ATI=Bottom (Manufacturing)
CHEM(26): -3.50% Top=AGU MON DOW AXTA EMN DD POT PX ….. MOS UNVR ALB FMC CC RPM KRA HUN=Bottom (Chemicals/Fertilizers)
ENER(87): -3.68% Top=PDCE APA WNRL CWEI HFC SEMG MMP DK ….. SPN MRO PBF PTEN REN ATW WLL DO=Bottom (Energy)
ELEC(50): -3.82% Top=ISIL FIT GLW NPTN MRVL OCLR SNPS XLNX ….. QRVO SIMO IPHI CRUS AMBA SWKS PI SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(94): -3.92% Top=TREE BXMT APLE PSA SUI SC EQC AMH ….. VTR VER CBL MPW SNH ARE DOC LGIH=Bottom (Real Estate)
MATE(27): -4.01% Top=SRCL WCN WM RSG MLM PWR VMC FLR ….. TPH DY KBH SUM MAS CAA EXP USG=Bottom (Materials & Construction)
META(26): -5.73% Top=SCCO CCJ FCX STLD GG CMC FNV NUE ….. AEM FMSA PAAS AG X SSRI FSM CDE=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 End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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