daytrend

09/12/2016

Filed under: Market Stats — daytrend @ 2:23 pm

Market Stats at 3:23 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 3:23 pm ET)
13.5% of stocks are above yesterday’s high.
52.7% are above yesterday’s midpoint. (47.3% are below.)
6.7% are below yesterday’s low.
79.7% are inside yesterday’s range.
20.7% of stocks with today’s high > yesterday’s high. (79.3% less than).
92.5% of stocks with today’s low < yesterday’s low. (7.5% greater than).

EVIDENCE OF INTRADAY TREND (20160912 3:23 pm ET)
96.2% of stocks are above today’s open. (3.5% are below).
87.9% of stocks are above today’s open and yesterday’s close.
3.2% 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 3:23 pm ET)
44.1% of stocks are in the top 10% of today’s range.
79.2% are in the top 20%.
97.2% are in the top half. 2.8% of stocks are in the bottom half of today’s range.
0.5% are in the bottom 20%.
0.1% are in the bottom 10%.

GAIN (20160912 3:23 pm ET)
89.1% of stocks are above yesterday’s close. (10.9% are below.)
1.6% are up 4.5% or more. 0.0% are down 4.5% or more.
3.6% are up 3.5% or more. 0.0% are down 3.5% or more.
37.4% are between +1% and -1%.

RSI on DAILY (20160912 3:23 pm ET)
2-day: >=95:1.1%…>=90:2.2%…>=80:4.4%…>=50:42.0%…<=20:13.1%…<=10:5.6%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:37.3%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:43.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160912 3:23 pm ET)
13.5% above previous 1 highs, 6.7% below previous 1 lows
5.1% above previous 2 highs, 6.3% below previous 2 lows
4.0% above previous 3 highs, 5.3% below previous 3 lows
3.2% above previous 4 highs, 4.7% below previous 4 lows
2.8% above previous 5 highs, 3.9% below previous 5 lows
2.5% above previous 6 highs, 3.3% below previous 6 lows
2.4% above previous 7 highs, 3.2% below previous 7 lows
2.3% above previous 8 highs, 3.0% below previous 8 lows
1.9% above previous 9 highs, 2.8% below previous 9 lows
1.9% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160912 3:23 pm ET)
89.1% are above or equal to 9/9 close (1 days ago), 10.9% are below.
15.2% are above or equal to 9/8 close (2 days ago), 84.8% are below.
17.7% are above or equal to 9/7 close (3 days ago), 82.3% are below.
24.7% are above or equal to 9/6 close (4 days ago), 75.3% are below.
26.2% are above or equal to 9/2 close (5 days ago), 73.8% are below.
35.9% are above or equal to 9/1 close (6 days ago), 64.1% are below.
36.6% are above or equal to 8/31 close (7 days ago), 63.4% are below.
33.6% are above or equal to 8/30 close (8 days ago), 66.4% are below.
35.8% are above or equal to 8/29 close (9 days ago), 64.2% are below.
43.7% are above or equal to 8/26 close (10 days ago), 56.3% are below.
42.2% are above or equal to 8/25 close (11 days ago), 57.8% are below.
43.5% are above or equal to 8/24 close (12 days ago), 56.5% are below.
37.2% are above or equal to 8/23 close (13 days ago), 62.8% are below.
42.4% are above or equal to 8/22 close (14 days ago), 57.6% are below.
41.3% are above or equal to 8/19 close (15 days ago), 58.7% are below.
43.0% are above or equal to 8/18 close (16 days ago), 57.0% are below.
46.5% are above or equal to 8/17 close (17 days ago), 53.5% are below.
45.7% are above or equal to 8/16 close (18 days ago), 54.3% are below.
39.5% are above or equal to 8/15 close (19 days ago), 60.5% are below.
45.4% are above or equal to 8/12 close (20 days ago), 54.6% are below.
46.0% are above or equal to 8/11 close (21 days ago), 54.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160912 3:23 pm ET)
20d: 2.0% new highs, 43.0% new lows
21d: 2.0% new highs, 41.2% new lows
42d: 1.6% new highs, 22.4% new lows
63d: 1.6% new highs, 7.2% new lows
126d: 0.7% new highs, 4.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160912 3:23 pm ET)
2-day: 88.2% above, 11.8% below
3-day: 40.2% above, 59.8% below
4-day: 27.9% above, 72.1% below
5-day: 24.9% above, 75.1% below
8-day: 27.3% above, 72.7% below
10-day: 28.4% above, 71.6% below
20-day: 37.2% above, 62.8% below
50-day: 51.1% above, 48.9% below
200-day: 74.9% above, 25.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160912 3:23 pm ET)
META(26): 2.33% Top=FCX SSRI AEM TCK GG FSM PAAS RGLD ….. ABX AA CMC STLD CCJ AG CDE CNX=Bottom (Metals & Mining)
ELEC(50): 1.95% Top=NPTN SCTY HIMX CAVM AMBA PI IPHI AMAT ….. FSLR GLW FLEX MXL CREE CSIQ SIMO MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): 1.79% Top=IR ATI KMT EMR ITT ETN DDD CFX ….. SWK PNR AGCO MRC ZBRA RS BWXT SNA=Bottom (Manufacturing)
TRAN(28): 1.62% Top=JBLU CSX JBHT XPO SAVE KNX NSC AIRM ….. ALK SWFT UPS HA TRN WAB CHRW AAL=Bottom (Transportation)
COHW(38): 1.57% Top=S ACIA HPQ TMUS GIMO PSTG LITE T ….. BCE CIEN CTL JNPR COMM INFN BRCD SSYS=Bottom (Computer Hardware/Telecom)
HEAL(54): 1.42% Top=GKOS THC HWAY PRAH XRAY HRC BKD NVRO ….. ACHC NUVA PINC LPNT MOH DXCM CPHD VWR=Bottom (Health)
LEIS(33): 1.41% Top=WYNN GPRO WEN DPZ DRI RCL LVS MAR ….. CMG QSR BYD SEAS ARMK FRGI ZOES PLAY=Bottom (Leisure)
MATE(27): 1.33% Top=VMC EXP SUM KBH MLM USG WY CAA ….. NCS DAR FAST DY WCN PWR MTZ USCR=Bottom (Materials & Construction)
CONS(55): 1.29% Top=GT HBI CRI FN CL NLS PG VFC ….. GPK BLL NWL CHD GIII HAS EPC PAY=Bottom (Consumer)
REAL(94): 1.20% Top=LGIH KRC CSAL SUI SLG CBG SC O ….. EQC CUBE BXMT DDR RLJ DLR EXR WPG=Bottom (Real Estate)
DISV(48): 1.19% Top=YY ADS MYGN SCOR URI DV VNTV MA ….. XRS TRU KBR HRI CAR SERV RRD TMH=Bottom (Diversified Services)
RETA(68): 1.12% Top=BZUN GCO AN BID KMX NFLX SPLS WMT ….. BLDR STMP GME DSW WFM SFM KR FINL=Bottom (Retail & Specialty Retail)
COSW(95): 1.11% Top=NTES BOX TRIP CMCM ATVI EPAY CTSH VIPS ….. FEYE CVG ROVI WB IMPV ATHM RP DATA=Bottom (Computer Software/Internet)
ENER(87): 1.10% Top=CWEI PBF CRC WNR DK TSO MPC NOV ….. NFX OKS CRZO CVE PSXP ETE ETP SXL=Bottom (Energy)
FINA(85): 1.04% Top=YRD WETF WDR IVZ AMG ETFC BEN KEY ….. VLY WBS ISBC HBHC FNB WFC EWBC PSEC=Bottom (Banks/Financials)
INSU(28): 0.98% Top=WLTW HIG AON AJG CINF MMC BRO AFL ….. MTG AIG TMK ORI FNF AGO XL CLGX=Bottom (Insurance)
CHEM(26): 0.53% Top=CC FMC CF PPG SHW CE HUN GPRE ….. WLK DD MEOH APD AXTA DOW POT 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 3:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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