daytrend

09/13/2016

Filed under: Market Stats — daytrend @ 2:26 pm

Market Stats at 3:26 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 3:26 pm ET)
3.1% of stocks are above yesterday’s high.
25.6% are above yesterday’s midpoint. (74.4% are below.)
31.5% are below yesterday’s low.
65.4% are inside yesterday’s range.
16.5% of stocks with today’s high > yesterday’s high. (83.5% less than).
51.5% of stocks with today’s low < yesterday’s low. (48.5% greater than).

EVIDENCE OF INTRADAY TREND (20160913 3:26 pm ET)
17.9% of stocks are above today’s open. (80.8% are below).
5.2% of stocks are above today’s open and yesterday’s close.
80.3% 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 3:26 pm ET)
2.8% of stocks are in the top 10% of today’s range.
5.9% are in the top 20%.
24.9% are in the top half. 75.1% of stocks are in the bottom half of today’s range.
21.3% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN (20160913 3:26 pm ET)
5.8% of stocks are above yesterday’s close. (94.2% are below.)
0.2% are up 4.5% or more. 6.5% are down 4.5% or more.
0.3% are up 3.5% or more. 12.7% are down 3.5% or more.
21.9% are between +1% and -1%.

RSI on DAILY (20160913 3:26 pm ET)
2-day: >=95:0.4%…>=90:0.8%…>=80:2.2%…>=50:8.9%…<=20:43.3%…<=10:17.4%…<=5:8.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:17.4%…<=20:2.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:26.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160913 3:26 pm ET)
3.1% above previous 1 highs, 31.5% below previous 1 lows
2.0% above previous 2 highs, 30.8% below previous 2 lows
1.9% above previous 3 highs, 30.0% below previous 3 lows
1.5% above previous 4 highs, 28.9% below previous 4 lows
1.5% above previous 5 highs, 27.7% below previous 5 lows
1.5% above previous 6 highs, 26.8% below previous 6 lows
1.5% above previous 7 highs, 24.8% below previous 7 lows
1.5% above previous 8 highs, 24.4% below previous 8 lows
1.5% above previous 9 highs, 24.1% below previous 9 lows
1.3% above previous 10 highs, 23.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160913 3:26 pm ET)
5.8% are above or equal to 9/12 close (1 days ago), 94.2% are below.
35.8% are above or equal to 9/9 close (2 days ago), 64.2% are below.
7.3% are above or equal to 9/8 close (3 days ago), 92.7% are below.
8.5% are above or equal to 9/7 close (4 days ago), 91.5% are below.
13.9% are above or equal to 9/6 close (5 days ago), 86.1% are below.
13.5% are above or equal to 9/2 close (6 days ago), 86.5% are below.
20.4% are above or equal to 9/1 close (7 days ago), 79.6% are below.
20.3% are above or equal to 8/31 close (8 days ago), 79.7% are below.
19.3% are above or equal to 8/30 close (9 days ago), 80.7% are below.
21.0% are above or equal to 8/29 close (10 days ago), 79.0% are below.
26.1% are above or equal to 8/26 close (11 days ago), 73.9% are below.
27.0% are above or equal to 8/25 close (12 days ago), 73.0% are below.
29.0% are above or equal to 8/24 close (13 days ago), 71.0% are below.
24.4% are above or equal to 8/23 close (14 days ago), 75.6% are below.
28.5% are above or equal to 8/22 close (15 days ago), 71.5% are below.
28.5% are above or equal to 8/19 close (16 days ago), 71.5% are below.
30.4% are above or equal to 8/18 close (17 days ago), 69.6% are below.
34.6% are above or equal to 8/17 close (18 days ago), 65.4% are below.
33.5% are above or equal to 8/16 close (19 days ago), 66.5% are below.
29.8% are above or equal to 8/15 close (20 days ago), 70.2% are below.
34.9% are above or equal to 8/12 close (21 days ago), 65.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160913 3:26 pm ET)
20d: 2.5% new highs, 32.1% new lows
21d: 2.4% new highs, 31.1% new lows
42d: 1.8% new highs, 19.1% new lows
63d: 1.6% new highs, 8.5% new lows
126d: 1.0% new highs, 3.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160913 3:26 pm ET)
2-day: 5.6% above, 94.4% below
3-day: 16.4% above, 83.6% below
4-day: 9.5% above, 90.5% below
5-day: 8.0% above, 92.0% below
8-day: 10.1% above, 89.9% below
10-day: 11.1% above, 88.9% below
20-day: 19.8% above, 80.2% below
50-day: 39.1% above, 60.9% below
200-day: 70.0% above, 30.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160913 3:26 pm ET)
ELEC(51): -0.97% Top=ISIL PI SWKS FLEX AVGO QRVO CAVM BRKR ….. MTSI CSIQ IPHI FSLR HIMX MU SCTY SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(32): -1.01% Top=SIX CCL EAT SEAS RCL WEN DPZ TXRH ….. EXPE CMG YUM BLMN ZOES GPRO BYD PLAY=Bottom (Leisure)
INSU(29): -1.18% Top=TMK HIG LNC ALL UNM AFSI MET BRO ….. CLGX AIG ORI WLTW CNO AFL RDN MTG=Bottom (Insurance)
HEAL(55): -1.34% Top=ADPT GKOS OPK ZLTQ PINC IRWD DGX CPHD ….. ANTM EVHC BKD AMSG THC NVRO CYH HWAY=Bottom (Health)
RETA(69): -1.39% Top=PAG CASY BBY KR TIF TSCO SIG GNC ….. DLTR MIK M NFLX JCP W FRAN TLRD=Bottom (Retail & Specialty Retail)
DISV(48): -1.43% Top=YY XRS MYGN GEO KBR HRB BAH MA ….. ULTA MAN IILG ACM RRD URI HRI CAR=Bottom (Diversified Services)
CONS(55): -1.56% Top=BERY FN KATE NLS LULU EPC CLX BMS ….. UA PAY COH HAS SKX TPX KS OI=Bottom (Consumer)
COSW(96): -1.58% Top=TLND BOX VIPS NTES TTWO MDRX ROVI ATVI ….. CA SPLK WB ZEN PAYC DBD TWLO CMCM=Bottom (Computer Software/Internet)
TRAN(28): -1.63% Top=JBLU CSX KNX JBHT AIRM TRN UNP HA ….. CNI ALK NAT DAL AAL KEX UAL XPO=Bottom (Transportation)
COHW(38): -1.65% Top=AAPL PSTG ARRS FNSR PANW WDC ANET LITE ….. TDC BCE JNPR BRCD GIMO BBRY ACIA S=Bottom (Computer Hardware/Telecom)
FINA(86): -1.73% Top=PYPL BOFI FITB ACAS NDAQ SEIC CME HBHC ….. LAZ BEN LM WDR IVZ WFC YRD NAVI=Bottom (Banks/Financials)
MATE(27): -1.86% Top=USG RSG FAST MLM SRCL WM WCN KBH ….. DY DAR USCR WY CAA NCS SUM TPH=Bottom (Materials & Construction)
MANU(38): -2.04% Top=ROK XYL BDC SNA SWK ZBRA ROP AME ….. ETN RS PNR CFX TKR MRC TEX ATI=Bottom (Manufacturing)
REAL(96): -2.28% Top=SHO NRZ CIM AGNC MFA PEB HST ARI ….. EDR CLI ARE NRF SC TREE WPG CBL=Bottom (Real Estate)
CHEM(28): -2.77% Top=PX MON RPM PPG ALB APD SHW GRA ….. OLN WLK POT CC AGU PAH CF HUN=Bottom (Chemicals/Fertilizers)
ENER(89): -3.91% Top=CVI PBF DK WNR WNRL TSO APC VLO ….. MRO CWEI MUR SN LPI CRC NBR HK=Bottom (Energy)
META(27): -4.53% Top=SCCO AA SLCA AEM STLD ABX NUE TCK ….. SSRI SWC PAAS X FSM CDE CNX FCX=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 3:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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