daytrend

09/12/2016

Filed under: Market Stats — daytrend @ 1:51 pm

Market Stats at 2:51 pm ET
by daytrend on 20160912. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 879.

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

COMPARED TO YESTERDAY’S RANGE (20160912 2:51 pm ET)
14.2% of stocks are above yesterday’s high.
53.7% are above yesterday’s midpoint. (46.3% are below.)
6.3% are below yesterday’s low.
79.5% are inside yesterday’s range.
19.5% of stocks with today’s high > yesterday’s high. (80.5% less than).
92.5% of stocks with today’s low < yesterday’s low. (7.5% greater than).

EVIDENCE OF INTRADAY TREND (20160912 2:51 pm ET)
96.2% of stocks are above today’s open. (3.4% are below).
88.3% of stocks are above today’s open and yesterday’s close.
2.8% are below both.
0.5% of stocks opened above yesterday’s high.
5.6% of stocks opened above yesterday’s close. (93.6% opened below yesterday’s close).
79.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160912 2:51 pm ET)
67.3% of stocks are in the top 10% of today’s range.
87.4% are in the top 20%.
97.8% are in the top half. 2.2% of stocks are in the bottom half of today’s range.
0.2% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN (20160912 2:51 pm ET)
90.0% of stocks are above yesterday’s close. (10.0% are below.)
2.0% are up 4.5% or more. 0.0% are down 4.5% or more.
3.3% are up 3.5% or more. 0.1% are down 3.5% or more.
36.4% are between +1% and -1%.

RSI on DAILY (20160912 2:51 pm ET)
2-day: >=95:1.1%…>=90:1.9%…>=80:4.0%…>=50:42.1%…<=20:11.3%…<=10:5.0%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:37.2%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:44.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160912 2:51 pm ET)
14.2% above previous 1 highs, 6.3% below previous 1 lows
5.1% above previous 2 highs, 5.8% below previous 2 lows
4.1% above previous 3 highs, 4.8% below previous 3 lows
3.1% above previous 4 highs, 4.1% below previous 4 lows
2.6% above previous 5 highs, 3.6% below previous 5 lows
2.5% above previous 6 highs, 2.6% below previous 6 lows
2.3% above previous 7 highs, 2.4% below previous 7 lows
2.2% above previous 8 highs, 2.3% below previous 8 lows
1.9% above previous 9 highs, 2.3% below previous 9 lows
1.9% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160912 2:51 pm ET)
90.0% are above or equal to 9/9 close (1 days ago), 10.0% are below.
15.0% are above or equal to 9/8 close (2 days ago), 85.0% are below.
17.1% are above or equal to 9/7 close (3 days ago), 82.9% are below.
25.1% are above or equal to 9/6 close (4 days ago), 74.9% are below.
26.4% are above or equal to 9/2 close (5 days ago), 73.6% are below.
37.0% are above or equal to 9/1 close (6 days ago), 63.0% are below.
36.5% are above or equal to 8/31 close (7 days ago), 63.5% are below.
34.1% are above or equal to 8/30 close (8 days ago), 65.9% are below.
35.6% are above or equal to 8/29 close (9 days ago), 64.4% are below.
43.7% are above or equal to 8/26 close (10 days ago), 56.3% are below.
42.7% are above or equal to 8/25 close (11 days ago), 57.3% are below.
43.8% are above or equal to 8/24 close (12 days ago), 56.2% are below.
37.3% are above or equal to 8/23 close (13 days ago), 62.7% are below.
43.1% are above or equal to 8/22 close (14 days ago), 56.9% are below.
42.3% are above or equal to 8/19 close (15 days ago), 57.7% are below.
43.2% are above or equal to 8/18 close (16 days ago), 56.8% are below.
46.8% are above or equal to 8/17 close (17 days ago), 53.2% are below.
46.2% are above or equal to 8/16 close (18 days ago), 53.8% are below.
40.5% are above or equal to 8/15 close (19 days ago), 59.5% are below.
46.1% are above or equal to 8/12 close (20 days ago), 53.9% are below.
46.8% are above or equal to 8/11 close (21 days ago), 53.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160912 2:51 pm ET)
20d: 1.9% new highs, 42.9% new lows
21d: 1.9% new highs, 41.2% new lows
42d: 1.5% new highs, 22.4% new lows
63d: 1.5% new highs, 7.2% new lows
126d: 0.7% new highs, 4.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160912 2:51 pm ET)
2-day: 89.0% above, 11.0% below
3-day: 42.1% above, 57.9% below
4-day: 27.4% above, 72.6% below
5-day: 25.5% above, 74.5% below
8-day: 27.5% above, 72.5% below
10-day: 28.7% above, 71.3% below
20-day: 37.2% above, 62.8% below
50-day: 51.2% above, 48.8% below
200-day: 75.0% above, 25.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160912 2:51 pm ET)
META(26): 2.40% Top=SSRI FCX AEM GG TCK PAAS FMSA SLCA ….. FNV AA CMC STLD AG CCJ CDE CNX=Bottom (Metals & Mining)
ELEC(50): 1.85% Top=SCTY NPTN AMBA HIMX CAVM IPHI PI AMAT ….. GLW FLEX MXL CSIQ CREE SIMO MLNX ISIL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): 1.74% Top=IR ATI EMR GNRC KMT ETN ITT CFX ….. GE AGCO DCI RS ZBRA BWXT MRC SNA=Bottom (Manufacturing)
TRAN(28): 1.67% Top=JBLU CSX JBHT XPO SAVE NSC DAL KNX ….. EXPD HA SWFT UPS TRN WAB CHRW AAL=Bottom (Transportation)
COHW(38): 1.58% Top=ACIA S HPQ FNSR GIMO PSTG TMUS T ….. CIEN OLED CCI COMM MSI INFN SSYS BRCD=Bottom (Computer Hardware/Telecom)
HEAL(54): 1.56% Top=GKOS THC HWAY PRAH XRAY HRC BKD PRXL ….. ACHC OPK NUVA PKI DXCM MOH CPHD VWR=Bottom (Health)
LEIS(33): 1.43% Top=WYNN GPRO DPZ DRI WEN LVS MAR SONC ….. BOBE CMG SBUX ARMK SEAS FRGI ZOES PLAY=Bottom (Leisure)
REAL(94): 1.38% Top=LGIH CSAL KRC SUI SLG CBG O ARE ….. HPT EQC DDR CUBE BXMT RLJ EXR WPG=Bottom (Real Estate)
DISV(48): 1.32% Top=YY ADS URI DV MYGN VNTV SCOR MA ….. RRD HRI CAR TMH XRS KBR TRU SERV=Bottom (Diversified Services)
CONS(55): 1.32% Top=GT FN HBI CRI CL PG PKG NLS ….. KMB NWL BLL CHD HAS GIII EPC PAY=Bottom (Consumer)
MATE(27): 1.30% Top=VMC EXP KBH MLM USG FLR WY SUM ….. NCS DY DAR FAST WCN PWR MTZ USCR=Bottom (Materials & Construction)
RETA(68): 1.19% Top=BZUN GCO KMX AN BID SPLS PAG NFLX ….. GME DDS WFM STMP SFM DSW KR FINL=Bottom (Retail & Specialty Retail)
COSW(95): 1.16% Top=NTES BOX TRIP CMCM ATVI TLND VIPS HPE ….. CRM ROVI VRNT TSS WB ATHM RP DATA=Bottom (Computer Software/Internet)
ENER(87): 1.07% Top=PBF CWEI CRC WNR DK MPC TSO SN ….. CLR MRO CVE ETE PSXP CRZO ETP SXL=Bottom (Energy)
FINA(85): 0.98% Top=YRD WETF WDR ETFC IVZ KEY BEN AMG ….. WBS ISBC HBHC VLY FNB EWBC WFC PSEC=Bottom (Banks/Financials)
INSU(28): 0.96% Top=WLTW HIG AON AJG MMC CINF BRO AFL ….. PRU UNM FNF TMK AIG AGO XL CLGX=Bottom (Insurance)
CHEM(26): 0.84% Top=CC FMC CF SHW PPG GPRE CE PX ….. MON MEOH KRA DD AXTA POT DOW AGU=Bottom (Chemicals/Fertilizers)

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 2:51 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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