daytrend

09/14/2016

Filed under: Market Stats — daytrend @ 9:09 am

Market Stats at 10:08 am ET
by daytrend on 20160914. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 894.

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

COMPARED TO YESTERDAY’S RANGE (20160914 10:08 am ET)
5.7% of stocks are above yesterday’s high.
33.0% are above yesterday’s midpoint. (67.0% are below.)
11.3% are below yesterday’s low.
83.0% are inside yesterday’s range.
13.5% of stocks with today’s high > yesterday’s high. (86.5% less than).
41.5% of stocks with today’s low < yesterday’s low. (58.5% greater than).

EVIDENCE OF INTRADAY TREND (20160914 10:08 am ET)
52.8% of stocks are above today’s open. (45.1% are below).
44.9% of stocks are above today’s open and yesterday’s close.
36.1% are below both.
2.1% of stocks opened above yesterday’s high.
52.0% of stocks opened above yesterday’s close. (41.9% opened below yesterday’s close).
5.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160914 10:08 am ET)
22.1% of stocks are in the top 10% of today’s range.
31.3% are in the top 20%.
60.4% are in the top half. 39.6% of stocks are in the bottom half of today’s range.
9.8% are in the bottom 20%.
3.2% are in the bottom 10%.

GAIN (20160914 10:08 am ET)
55.7% of stocks are above yesterday’s close. (44.3% are below.)
0.6% are up 4.5% or more. 0.1% are down 4.5% or more.
0.8% are up 3.5% or more. 0.8% are down 3.5% or more.
79.4% are between +1% and -1%.

RSI on DAILY (20160914 10:08 am ET)
2-day: >=95:0.3%…>=90:1.3%…>=80:2.9%…>=50:15.8%…<=20:31.0%…<=10:13.0%…<=5:5.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:18.8%…<=20:2.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:24.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160914 10:08 am ET)
5.7% above previous 1 highs, 11.3% below previous 1 lows
3.4% above previous 2 highs, 7.3% below previous 2 lows
2.1% above previous 3 highs, 7.2% below previous 3 lows
1.6% above previous 4 highs, 7.2% below previous 4 lows
1.3% above previous 5 highs, 6.6% below previous 5 lows
1.2% above previous 6 highs, 6.3% below previous 6 lows
1.2% above previous 7 highs, 6.2% below previous 7 lows
1.1% above previous 8 highs, 5.7% below previous 8 lows
1.1% above previous 9 highs, 5.6% below previous 9 lows
1.1% above previous 10 highs, 5.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160914 10:08 am ET)
55.7% are above or equal to 9/13 close (1 days ago), 44.3% are below.
8.8% are above or equal to 9/12 close (2 days ago), 91.2% are below.
37.0% are above or equal to 9/9 close (3 days ago), 63.0% are below.
7.8% are above or equal to 9/8 close (4 days ago), 92.2% are below.
8.6% are above or equal to 9/7 close (5 days ago), 91.4% are below.
13.4% are above or equal to 9/6 close (6 days ago), 86.6% are below.
13.6% are above or equal to 9/2 close (7 days ago), 86.4% are below.
20.0% are above or equal to 9/1 close (8 days ago), 80.0% are below.
20.5% are above or equal to 8/31 close (9 days ago), 79.5% are below.
19.2% are above or equal to 8/30 close (10 days ago), 80.8% are below.
20.9% are above or equal to 8/29 close (11 days ago), 79.1% are below.
26.3% are above or equal to 8/26 close (12 days ago), 73.7% are below.
26.5% are above or equal to 8/25 close (13 days ago), 73.5% are below.
28.0% are above or equal to 8/24 close (14 days ago), 72.0% are below.
23.5% are above or equal to 8/23 close (15 days ago), 76.5% are below.
27.7% are above or equal to 8/22 close (16 days ago), 72.3% are below.
27.4% are above or equal to 8/19 close (17 days ago), 72.6% are below.
28.6% are above or equal to 8/18 close (18 days ago), 71.4% are below.
33.4% are above or equal to 8/17 close (19 days ago), 66.6% are below.
32.9% are above or equal to 8/16 close (20 days ago), 67.1% are below.
28.9% are above or equal to 8/15 close (21 days ago), 71.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160914 10:08 am ET)
20d: 1.6% new highs, 19.1% new lows
21d: 1.5% new highs, 18.6% new lows
42d: 1.1% new highs, 10.9% new lows
63d: 1.0% new highs, 5.7% new lows
126d: 0.8% new highs, 3.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160914 10:08 am ET)
2-day: 53.5% above, 46.5% below
3-day: 15.8% above, 84.2% below
4-day: 23.8% above, 76.2% below
5-day: 12.8% above, 87.2% below
8-day: 10.4% above, 89.6% below
10-day: 11.7% above, 88.3% below
20-day: 19.0% above, 81.0% below
50-day: 37.7% above, 62.3% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160914 10:08 am ET)
META(27): 1.43% Top=SSRI TCK AGI AG TAHO SLW PAAS FSM ….. SCCO AA CMC NEM X FCX STLD NUE=Bottom (Metals & Mining)
REAL(95): 0.68% Top=CSAL LGIH EQR EXR DFT WRE SPG MPW ….. ALLY HPT EQY LHO CONE CBG TREE AMH=Bottom (Real Estate)
COHW(38): 0.56% Top=GIMO ANET AAPL ACIA LITE FNSR OLED TMUS ….. S INFN STX NTAP BBRY CSCO SYNA MSI=Bottom (Computer Hardware/Telecom)
CHEM(28): 0.32% Top=CC HUN FMC AGU POT KRA SHW MON ….. APD MOS MEOH UNVR PAH GRA PX CF=Bottom (Chemicals/Fertilizers)
COSW(96): 0.26% Top=NTES SINA TWTR HQY WB SHOP ATVI FFIV ….. GRUB SQ GDDY DBD WUBA XRX VRNT SYNT=Bottom (Computer Software/Internet)
DISV(49): 0.16% Top=DV CXW YY GEO G XRS MYGN FLT ….. AL MAN ACM RHI AHS KBR TMH CAR=Bottom (Diversified Services)
LEIS(32): 0.07% Top=GPRO LVS SIX WYNN JACK MCD PLAY MGM ….. RCL EAT CMG WEN CAKE DRI MAR BLMN=Bottom (Leisure)
RETA(69): 0.07% Top=W TLRD NFLX M BABA FRAN DLTR SIG ….. CORE CVS DDS OLLI BBBY DSW RH WSM=Bottom (Retail & Specialty Retail)
MATE(28): 0.03% Top=USCR DY MAS DHI CAA LEN TOL NCS ….. EXP PWR USG MTZ SRCL SUM BECN DAR=Bottom (Materials & Construction)
MANU(38): 0.01% Top=HON CAT KMT DDD TEX BDC BWXT ITW ….. PNR TKR ZBRA ENS RS AME CFX MRC=Bottom (Manufacturing)
TRAN(28): -0.05% Top=JBHT XPO SWFT SAVE UNP KNX KEX NSC ….. FDX DAL UAL HA JBLU AIRM ALK AAL=Bottom (Transportation)
HEAL(55): -0.08% Top=IRWD HWAY EW ZLTQ INCR ADPT BDX TMO ….. MD ESRX EVHC AMSG LPNT ACHC THC HCA=Bottom (Health)
CONS(54): -0.13% Top=LULU CRI FL EPC ENR PVH NWL HBI ….. OI WWW SKX VSTO HAR GIII FOSL COH=Bottom (Consumer)
ENER(90): -0.15% Top=CWEI ETP SXL GEL NBR SEP OKS PTEN ….. HFC MUR SM LPI WLL PBF WNR OAS=Bottom (Energy)
INSU(29): -0.20% Top=FNF FAF CINF ALL TMK AON AFL AGO ….. MET MTG CNO BRO UNM RDN WLTW LNC=Bottom (Insurance)
FINA(87): -0.21% Top=WFC LPLA HAWK JPM FITB BLK FII OZRK ….. AXP RF CIT PSEC VOYA WETF WU BX=Bottom (Banks/Financials)
ELEC(51): -0.29% Top=HIMX SWKS PI AMBA OCLR AVGO FIT JBL ….. KEYS CREE MLNX MXL NPTN CSIQ FSLR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 10:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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