daytrend

09/13/2016

Filed under: Market Stats — daytrend @ 10:56 am

Market Stats at 11:55 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 11:55 am ET)
1.8% of stocks are above yesterday’s high.
19.6% are above yesterday’s midpoint. (80.4% are below.)
33.5% are below yesterday’s low.
64.7% are inside yesterday’s range.
14.6% of stocks with today’s high > yesterday’s high. (85.4% less than).
42.5% of stocks with today’s low < yesterday’s low. (57.5% greater than).

EVIDENCE OF INTRADAY TREND (20160913 11:55 am ET)
10.2% of stocks are above today’s open. (89.2% are below).
2.7% of stocks are above today’s open and yesterday’s close.
88.9% 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 11:55 am ET)
0.4% of stocks are in the top 10% of today’s range.
1.1% are in the top 20%.
6.1% are in the top half. 93.9% of stocks are in the bottom half of today’s range.
67.8% are in the bottom 20%.
35.5% are in the bottom 10%.

GAIN (20160913 11:55 am ET)
3.4% of stocks are above yesterday’s close. (96.6% are below.)
0.2% are up 4.5% or more. 7.5% are down 4.5% or more.
0.2% are up 3.5% or more. 13.9% are down 3.5% or more.
16.0% are between +1% and -1%.

RSI on DAILY (20160913 11:55 am ET)
2-day: >=95:0.2%…>=90:0.4%…>=80:1.6%…>=50:5.3%…<=20:45.6%…<=10:18.0%…<=5:8.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:14.7%…<=20:2.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:23.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160913 11:55 am ET)
1.8% above previous 1 highs, 33.5% below previous 1 lows
1.1% above previous 2 highs, 33.1% below previous 2 lows
1.0% above previous 3 highs, 32.7% below previous 3 lows
0.7% above previous 4 highs, 31.7% below previous 4 lows
0.7% above previous 5 highs, 30.5% below previous 5 lows
0.7% above previous 6 highs, 29.8% below previous 6 lows
0.7% above previous 7 highs, 27.7% below previous 7 lows
0.7% above previous 8 highs, 26.9% below previous 8 lows
0.7% above previous 9 highs, 26.7% below previous 9 lows
0.7% above previous 10 highs, 25.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160913 11:55 am ET)
3.4% are above or equal to 9/12 close (1 days ago), 96.6% are below.
30.8% are above or equal to 9/9 close (2 days ago), 69.2% are below.
4.9% are above or equal to 9/8 close (3 days ago), 95.1% are below.
6.6% are above or equal to 9/7 close (4 days ago), 93.4% are below.
11.3% are above or equal to 9/6 close (5 days ago), 88.7% are below.
11.9% are above or equal to 9/2 close (6 days ago), 88.1% are below.
17.9% are above or equal to 9/1 close (7 days ago), 82.1% are below.
19.3% are above or equal to 8/31 close (8 days ago), 80.7% are below.
17.5% are above or equal to 8/30 close (9 days ago), 82.5% are below.
18.3% are above or equal to 8/29 close (10 days ago), 81.7% are below.
23.5% are above or equal to 8/26 close (11 days ago), 76.5% are below.
25.0% are above or equal to 8/25 close (12 days ago), 75.0% are below.
27.0% are above or equal to 8/24 close (13 days ago), 73.0% are below.
22.0% are above or equal to 8/23 close (14 days ago), 78.0% are below.
26.2% are above or equal to 8/22 close (15 days ago), 73.8% are below.
26.9% are above or equal to 8/19 close (16 days ago), 73.1% are below.
26.8% are above or equal to 8/18 close (17 days ago), 73.2% are below.
31.7% are above or equal to 8/17 close (18 days ago), 68.3% are below.
31.2% are above or equal to 8/16 close (19 days ago), 68.8% are below.
27.4% are above or equal to 8/15 close (20 days ago), 72.6% are below.
33.3% are above or equal to 8/12 close (21 days ago), 66.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160913 11:55 am ET)
20d: 2.1% new highs, 25.8% new lows
21d: 2.0% new highs, 24.9% new lows
42d: 1.6% new highs, 14.6% new lows
63d: 1.5% new highs, 6.6% new lows
126d: 0.9% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160913 11:55 am ET)
2-day: 2.9% above, 97.1% below
3-day: 12.0% above, 88.0% below
4-day: 6.2% above, 93.8% below
5-day: 5.7% above, 94.3% below
8-day: 8.0% above, 92.0% below
10-day: 10.7% above, 89.3% below
20-day: 17.5% above, 82.5% below
50-day: 38.6% above, 61.4% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160913 11:55 am ET)
ELEC(51): -1.18% Top=ISIL PI SWKS AVGO QRVO FLEX TXN CAVM ….. NPTN FSLR OCLR HIMX MU CSIQ SCTY SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(32): -1.23% Top=SIX CCL SEAS EAT MAR WEN TXRH DPZ ….. BLMN CMG BYD SHAK ZOES PLAY FRGI GPRO=Bottom (Leisure)
INSU(29): -1.49% Top=TMK AFSI FNF ALL CINF HIG AJG MET ….. LNC AIG PRU CLGX AFL CNO RDN MTG=Bottom (Insurance)
HEAL(55): -1.59% Top=ADPT PINC CPHD BAX GKOS DGX HLS OPK ….. ANTM PODD LH HWAY BKD NVRO THC CYH=Bottom (Health)
RETA(69): -1.59% Top=PAG CASY BBY GME TIF SFM TGT KR ….. KSS M BLDR FINL TLRD NFLX W JCP=Bottom (Retail & Specialty Retail)
TRAN(28): -1.68% Top=JBLU CSX EXPD CHRW ALK AIRM HA LUV ….. FDX ODFL KEX WAB UAL SWFT NAT XPO=Bottom (Transportation)
DISV(48): -1.70% Top=KBR XRS MA BAH RBA CTAS MYGN TRU ….. IILG RRD ACM DV SCOR URI HRI CAR=Bottom (Diversified Services)
CONS(55): -1.78% Top=BERY GT CLX BMS KMB KATE CHD MAT ….. ENR UA OI GIII SKX FOSL TPX KS=Bottom (Consumer)
MANU(38): -1.93% Top=XYL SNA SWK ROK AME HON DHR AOS ….. PNR RS TEX CFX TKR DDD MRC ATI=Bottom (Manufacturing)
MATE(27): -1.94% Top=RSG WM USG SRCL FAST MLM WCN FLR ….. PHM WY TOL CAA DAR DY TPH SUM=Bottom (Materials & Construction)
COSW(96): -1.97% Top=NTES TLND BOX VIPS ROVI XRX NTCT DOX ….. ATHM YELP DBD PAYC NOW TWLO WB CMCM=Bottom (Computer Software/Internet)
COHW(38): -2.04% Top=AAPL PSTG ARRS FNSR ANET SYNA MSI INFN ….. SSYS BRCD BCE JNPR BBRY S GIMO ACIA=Bottom (Computer Hardware/Telecom)
REAL(96): -2.13% Top=AGNC MFA ARI CIM NLY NRZ SRC STWD ….. TREE LGIH KRC MPW ARE WPG SC CBL=Bottom (Real Estate)
FINA(86): -2.46% Top=ACAS PYPL CME NDAQ EFX ICE HBHC PVTB ….. OZRK LM RF IVZ LPLA NAVI WDR YRD=Bottom (Banks/Financials)
CHEM(28): -2.93% Top=PX ALB RPM SHW MON APD PPG GRA ….. OLN MOS POT AGU CC CF PAH HUN=Bottom (Chemicals/Fertilizers)
META(27): -4.11% Top=AGI AEM NEM ABX AA RGLD AG SCCO ….. SLCA PAAS FMSA SWC CDE X FCX CNX=Bottom (Metals & Mining)
ENER(89): -4.16% Top=CVI PBF WNRL TSO PSXP DK APC SEP ….. NBR ATW OAS ECA MUR CRC CWEI 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 11:55 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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