daytrend

09/13/2016

Filed under: Market Stats — daytrend @ 1:07 pm

Market Stats at 2:06 pm 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 2:06 pm ET)
2.0% of stocks are above yesterday’s high.
21.1% are above yesterday’s midpoint. (78.9% are below.)
33.6% are below yesterday’s low.
64.3% are inside yesterday’s range.
15.9% of stocks with today’s high > yesterday’s high. (84.1% less than).
50.4% of stocks with today’s low < yesterday’s low. (49.6% greater than).

EVIDENCE OF INTRADAY TREND (20160913 2:06 pm ET)
14.0% of stocks are above today’s open. (85.2% are below).
3.4% of stocks are above today’s open and yesterday’s close.
84.9% 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 2:06 pm ET)
0.9% of stocks are in the top 10% of today’s range.
1.8% are in the top 20%.
13.7% are in the top half. 86.3% of stocks are in the bottom half of today’s range.
35.4% are in the bottom 20%.
15.9% are in the bottom 10%.

GAIN (20160913 2:06 pm ET)
3.8% of stocks are above yesterday’s close. (96.2% are below.)
0.2% are up 4.5% or more. 8.0% are down 4.5% or more.
0.3% are up 3.5% or more. 15.2% are down 3.5% or more.
17.8% are between +1% and -1%.

RSI on DAILY (20160913 2:06 pm ET)
2-day: >=95:0.6%…>=90:0.8%…>=80:1.9%…>=50:6.5%…<=20:46.1%…<=10:18.7%…<=5:9.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:15.9%…<=20:2.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:23.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160913 2:06 pm ET)
2.0% above previous 1 highs, 33.6% below previous 1 lows
1.6% above previous 2 highs, 33.0% below previous 2 lows
1.3% above previous 3 highs, 32.4% below previous 3 lows
1.0% above previous 4 highs, 31.4% below previous 4 lows
1.0% above previous 5 highs, 30.5% below previous 5 lows
1.0% above previous 6 highs, 29.7% below previous 6 lows
1.0% above previous 7 highs, 27.6% below previous 7 lows
1.0% above previous 8 highs, 26.7% below previous 8 lows
1.0% above previous 9 highs, 26.3% below previous 9 lows
0.9% above previous 10 highs, 26.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160913 2:06 pm ET)
3.8% are above or equal to 9/12 close (1 days ago), 96.2% are below.
32.0% are above or equal to 9/9 close (2 days ago), 68.0% are below.
5.6% are above or equal to 9/8 close (3 days ago), 94.4% are below.
7.5% are above or equal to 9/7 close (4 days ago), 92.5% are below.
12.7% are above or equal to 9/6 close (5 days ago), 87.3% are below.
12.3% are above or equal to 9/2 close (6 days ago), 87.7% are below.
18.4% are above or equal to 9/1 close (7 days ago), 81.6% are below.
18.8% are above or equal to 8/31 close (8 days ago), 81.2% are below.
17.5% are above or equal to 8/30 close (9 days ago), 82.5% are below.
19.2% are above or equal to 8/29 close (10 days ago), 80.8% are below.
24.8% are above or equal to 8/26 close (11 days ago), 75.2% are below.
25.3% are above or equal to 8/25 close (12 days ago), 74.7% are below.
28.0% are above or equal to 8/24 close (13 days ago), 72.0% are below.
22.5% are above or equal to 8/23 close (14 days ago), 77.5% are below.
26.6% are above or equal to 8/22 close (15 days ago), 73.4% are below.
26.8% are above or equal to 8/19 close (16 days ago), 73.2% are below.
29.5% are above or equal to 8/18 close (17 days ago), 70.5% are below.
32.2% are above or equal to 8/17 close (18 days ago), 67.8% are below.
32.3% are above or equal to 8/16 close (19 days ago), 67.7% are below.
28.8% are above or equal to 8/15 close (20 days ago), 71.2% are below.
33.7% are above or equal to 8/12 close (21 days ago), 66.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160913 2:06 pm ET)
20d: 2.1% new highs, 31.3% new lows
21d: 2.0% new highs, 30.2% new lows
42d: 1.6% new highs, 18.2% new lows
63d: 1.5% new highs, 8.2% new lows
126d: 0.9% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160913 2:06 pm ET)
2-day: 3.7% above, 96.3% below
3-day: 13.2% above, 86.8% below
4-day: 8.0% above, 92.0% below
5-day: 6.1% above, 93.9% below
8-day: 8.4% above, 91.6% below
10-day: 10.0% above, 90.0% below
20-day: 18.6% above, 81.4% below
50-day: 38.2% above, 61.8% below
200-day: 69.4% above, 30.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160913 2:06 pm ET)
ELEC(51): -1.11% Top=ISIL PI SWKS AVGO QRVO CAVM NXPI ADI ….. GRMN CSIQ MTSI HIMX FSLR MU SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(32): -1.16% Top=SIX CCL EAT WEN WYNN DPZ SEAS RCL ….. CMG BLMN YUM ZOES FRGI BYD GPRO PLAY=Bottom (Leisure)
INSU(29): -1.30% Top=TMK MET UNM HIG AFSI ALL LNC AJG ….. AIG CNO CLGX WLTW ORI AFL RDN MTG=Bottom (Insurance)
DISV(48): -1.65% Top=XRS MYGN GEO MA KBR BAH HRB JEC ….. ULTA IILG MAN ACM RRD URI HRI CAR=Bottom (Diversified Services)
HEAL(55): -1.65% Top=ADPT OPK ZLTQ CPHD GKOS DGX PINC HLS ….. AMSG EVHC ANTM BKD HWAY THC NVRO CYH=Bottom (Health)
RETA(69): -1.69% Top=PAG BBY TIF CASY SIG TSCO KR STMP ….. M FRAN NFLX MIK TLRD OLLI W JCP=Bottom (Retail & Specialty Retail)
CONS(55): -1.71% Top=KATE FN FL BERY CLX BMS GT KMB ….. HAS ENR UA TPX COH SKX OI KS=Bottom (Consumer)
COSW(96): -1.73% Top=TLND BOX VIPS TTWO NTES ROVI HPE XRX ….. SPLK NOW PAYC ZEN DBD TWLO WB CMCM=Bottom (Computer Software/Internet)
TRAN(28): -1.76% Top=JBLU CSX KNX JBHT AIRM EXPD UNP UPS ….. WAB SAVE DAL AAL NAT UAL KEX XPO=Bottom (Transportation)
COHW(38): -1.80% Top=AAPL PSTG ARRS FNSR PANW SYNA ANET WDC ….. ZAYO BRCD JNPR BCE GIMO BBRY S ACIA=Bottom (Computer Hardware/Telecom)
FINA(86): -1.95% Top=PYPL BOFI ACAS CME NDAQ JPM SEIC HBHC ….. BEN PSEC LM IVZ WDR YRD WFC NAVI=Bottom (Banks/Financials)
MANU(38): -2.04% Top=BDC XYL ROK SNA SWK ROP AME HON ….. ETN TKR PNR CFX RS MRC TEX ATI=Bottom (Manufacturing)
MATE(27): -2.05% Top=USG RSG FAST WM SRCL MLM FLR KBH ….. TOL WY CAA NCS USCR TPH DAR SUM=Bottom (Materials & Construction)
REAL(96): -2.26% Top=HST AGNC NRZ SHO MFA CIM SRC PEB ….. CLNY ARE CLI NRF TREE SC WPG CBL=Bottom (Real Estate)
CHEM(28): -2.98% Top=MON PX RPM PPG SHW GRA ALB EMN ….. WLK MOS PAH POT AGU CC CF HUN=Bottom (Chemicals/Fertilizers)
ENER(89): -4.19% Top=CVI PBF DK WNR WNRL TSO APC VLO ….. WLL RDC MUR CRC LPI SN NBR HK=Bottom (Energy)
META(27): -5.15% Top=SCCO AA FNV AEM ABX NUE FMSA SLCA ….. AG SSRI PAAS X FSM CDE FCX CNX=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 2:06 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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