daytrend

09/13/2016

Filed under: Market Stats — daytrend @ 9:16 am

Market Stats at 10:15 am ET
by daytrend on 20160913. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 892.

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

COMPARED TO YESTERDAY’S RANGE (20160913 10:15 am ET)
3.3% of stocks are above yesterday’s high.
39.0% are above yesterday’s midpoint. (61.0% are below.)
16.4% are below yesterday’s low.
80.4% are inside yesterday’s range.
13.5% of stocks with today’s high > yesterday’s high. (86.5% less than).
23.9% of stocks with today’s low < yesterday’s low. (76.1% greater than).

EVIDENCE OF INTRADAY TREND (20160913 10:15 am ET)
26.9% of stocks are above today’s open. (70.7% are below).
4.3% of stocks are above today’s open and yesterday’s close.
70.2% are below both.
1.6% of stocks opened above yesterday’s high.
2.8% of stocks opened above yesterday’s close. (96.1% opened below yesterday’s close).
4.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160913 10:15 am ET)
2.1% of stocks are in the top 10% of today’s range.
5.2% are in the top 20%.
23.0% are in the top half. 77.0% of stocks are in the bottom half of today’s range.
34.6% are in the bottom 20%.
11.9% are in the bottom 10%.

GAIN (20160913 10:15 am ET)
5.4% of stocks are above yesterday’s close. (94.6% are below.)
0.2% are up 4.5% or more. 2.9% are down 4.5% or more.
0.2% are up 3.5% or more. 5.5% are down 3.5% or more.
34.5% are between +1% and -1%.

RSI on DAILY (20160913 10:15 am ET)
2-day: >=95:0.3%…>=90:0.6%…>=80:1.5%…>=50:10.0%…<=20:32.7%…<=10:13.9%…<=5:6.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:20.7%…<=20:2.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:29.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160913 10:15 am ET)
3.3% above previous 1 highs, 16.4% below previous 1 lows
1.6% above previous 2 highs, 16.1% below previous 2 lows
0.8% above previous 3 highs, 16.0% below previous 3 lows
0.7% above previous 4 highs, 15.0% below previous 4 lows
0.7% above previous 5 highs, 14.3% below previous 5 lows
0.7% above previous 6 highs, 13.9% below previous 6 lows
0.7% above previous 7 highs, 12.8% below previous 7 lows
0.7% above previous 8 highs, 12.4% below previous 8 lows
0.7% above previous 9 highs, 12.1% below previous 9 lows
0.7% above previous 10 highs, 11.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160913 10:15 am ET)
5.4% are above or equal to 9/12 close (1 days ago), 94.6% are below.
51.2% are above or equal to 9/9 close (2 days ago), 48.8% are below.
7.4% are above or equal to 9/8 close (3 days ago), 92.6% are below.
8.7% are above or equal to 9/7 close (4 days ago), 91.3% are below.
15.0% are above or equal to 9/6 close (5 days ago), 85.0% are below.
15.0% are above or equal to 9/2 close (6 days ago), 85.0% are below.
22.9% are above or equal to 9/1 close (7 days ago), 77.1% are below.
25.2% are above or equal to 8/31 close (8 days ago), 74.8% are below.
22.3% are above or equal to 8/30 close (9 days ago), 77.7% are below.
22.2% are above or equal to 8/29 close (10 days ago), 77.8% are below.
30.2% are above or equal to 8/26 close (11 days ago), 69.8% are below.
30.0% are above or equal to 8/25 close (12 days ago), 70.0% are below.
32.4% are above or equal to 8/24 close (13 days ago), 67.6% are below.
26.9% are above or equal to 8/23 close (14 days ago), 73.1% are below.
32.0% are above or equal to 8/22 close (15 days ago), 68.0% are below.
31.4% are above or equal to 8/19 close (16 days ago), 68.6% are below.
32.7% are above or equal to 8/18 close (17 days ago), 67.3% are below.
38.3% are above or equal to 8/17 close (18 days ago), 61.7% are below.
36.9% are above or equal to 8/16 close (19 days ago), 63.1% are below.
32.6% are above or equal to 8/15 close (20 days ago), 67.4% are below.
37.3% are above or equal to 8/12 close (21 days ago), 62.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160913 10:15 am ET)
20d: 1.8% new highs, 13.6% new lows
21d: 1.7% new highs, 13.1% new lows
42d: 1.3% new highs, 7.1% new lows
63d: 1.3% new highs, 3.7% new lows
126d: 0.8% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160913 10:15 am ET)
2-day: 4.8% above, 95.2% below
3-day: 24.3% above, 75.7% below
4-day: 11.7% above, 88.3% below
5-day: 9.4% above, 90.6% below
8-day: 11.4% above, 88.6% below
10-day: 13.8% above, 86.2% below
20-day: 21.9% above, 78.1% below
50-day: 42.5% above, 57.5% below
200-day: 71.4% above, 28.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160913 10:15 am ET)
ELEC(51): -0.42% Top=ISIL PI SWKS CAVM AVGO QRVO CRUS TXN ….. WAT KEYS MTSI MU HIMX GRMN SCTY SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(28): -0.87% Top=JBLU LUV CSX ALK SAVE HA JBHT EXPD ….. FDX NSC NAT SWFT TRN KNX KSU XPO=Bottom (Transportation)
RETA(69): -0.91% Top=TIF PAG ASNA BBY GME CASY SFM WSM ….. FINL JCP TLRD BZUN NFLX KSS W BID=Bottom (Retail & Specialty Retail)
LEIS(32): -0.91% Top=SIX SEAS WEN HLT EAT MGM DPZ MAR ….. SHAK CMG YUM BYD PLAY BLMN GPRO FRGI=Bottom (Leisure)
CONS(55): -0.91% Top=KATE BERY BLL GT CLX BMS KMB IP ….. DECK OI PAY VSTO UA FOSL KS TPX=Bottom (Consumer)
HEAL(55): -1.02% Top=ADPT CPHD BAX DXCM MOH PINC MD RMD ….. ESRX PODD ANTM NVRO LH CYH THC HWAY=Bottom (Health)
COSW(96): -1.03% Top=NTES BOX VIPS GRUB TTWO SYMC NTCT VMW ….. MTCH NOW ZEN WB TWLO CTSH SINA CMCM=Bottom (Computer Software/Internet)
MATE(27): -1.11% Top=USG RSG FAST WCN WM DHI MLM OC ….. PHM KBH TPH MTZ WY SUM CAA DY=Bottom (Materials & Construction)
DISV(48): -1.15% Top=CXW ADS GEO MYGN XRS HCSG TMH BAH ….. PAYX URI ACM SCOR GPN HRI DV CAR=Bottom (Diversified Services)
COHW(38): -1.21% Top=AAPL FNSR ARRS INFN MSI PSTG ANET WDC ….. SSYS BRCD BBRY STX S GIMO BCE ACIA=Bottom (Computer Hardware/Telecom)
INSU(29): -1.22% Top=TMK AFSI PGR CINF ALL AJG MET MMC ….. WLTW AGO AIG AFL CNO PRU MTG RDN=Bottom (Insurance)
REAL(96): -1.30% Top=AGNC DOC AMH RPAI SRC NLY ARI CIM ….. VTR LGIH DLR EXR MPW WPG SC CBL=Bottom (Real Estate)
MANU(38): -1.48% Top=SWK XYL GNRC ZBRA ITW SNA DHR HON ….. ITT TKR PNR DDD DOV ETN MRC ATI=Bottom (Manufacturing)
FINA(86): -1.75% Top=PYPL ACAS CME NSAM WETF NDAQ ICE EFX ….. ARCC VLY OZRK CIT WFC NAVI WDR RF=Bottom (Banks/Financials)
CHEM(28): -1.84% Top=MON ALB GRA RPM SHW PAH APD PPG ….. UNVR GPRE MOS POT AGU CF CC HUN=Bottom (Chemicals/Fertilizers)
META(27): -2.79% Top=AGI AG ABX AEM NEM TCK STLD NUE ….. SWC CMC CDE SLCA X CNX FMSA FCX=Bottom (Metals & Mining)
ENER(89): -3.21% Top=PBF CVI TSO WNRL VLO MMP PSXP MPLX ….. CRZO SM LPI ATW CRC NBR MUR HK=Bottom (Energy)

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 10:15 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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