daytrend

09/14/2016

Filed under: Market Stats — daytrend @ 10:14 am

Market Stats at 11:14 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 11:14 am ET)
7.7% of stocks are above yesterday’s high.
30.0% are above yesterday’s midpoint. (70.0% are below.)
18.9% are below yesterday’s low.
73.4% are inside yesterday’s range.
22.6% of stocks with today’s high > yesterday’s high. (77.4% less than).
46.1% of stocks with today’s low < yesterday’s low. (53.9% greater than).

EVIDENCE OF INTRADAY TREND (20160914 11:14 am ET)
45.2% of stocks are above today’s open. (53.1% are below).
39.0% of stocks are above today’s open and yesterday’s close.
44.2% 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 11:14 am ET)
3.1% of stocks are in the top 10% of today’s range.
8.3% are in the top 20%.
38.8% are in the top half. 61.2% of stocks are in the bottom half of today’s range.
22.0% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN (20160914 11:14 am ET)
50.0% of stocks are above yesterday’s close. (50.0% are below.)
0.4% are up 4.5% or more. 0.3% are down 4.5% or more.
1.3% are up 3.5% or more. 0.7% are down 3.5% or more.
76.5% are between +1% and -1%.

RSI on DAILY (20160914 11:14 am ET)
2-day: >=95:0.6%…>=90:1.9%…>=80:3.6%…>=50:17.6%…<=20:39.0%…<=10:15.2%…<=5:6.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.6%…>=50:17.1%…<=20:2.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:24.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160914 11:14 am ET)
7.7% above previous 1 highs, 18.9% below previous 1 lows
4.9% above previous 2 highs, 13.0% below previous 2 lows
3.2% above previous 3 highs, 12.8% below previous 3 lows
2.7% above previous 4 highs, 12.8% below previous 4 lows
2.2% above previous 5 highs, 12.4% below previous 5 lows
2.1% above previous 6 highs, 11.5% below previous 6 lows
2.0% above previous 7 highs, 10.9% below previous 7 lows
1.9% above previous 8 highs, 10.0% below previous 8 lows
1.9% above previous 9 highs, 9.6% below previous 9 lows
1.9% above previous 10 highs, 9.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160914 11:14 am ET)
50.0% are above or equal to 9/13 close (1 days ago), 50.0% are below.
11.0% are above or equal to 9/12 close (2 days ago), 89.0% are below.
34.9% are above or equal to 9/9 close (3 days ago), 65.1% are below.
8.5% are above or equal to 9/8 close (4 days ago), 91.5% are below.
9.3% are above or equal to 9/7 close (5 days ago), 90.7% are below.
13.6% are above or equal to 9/6 close (6 days ago), 86.4% are below.
13.4% are above or equal to 9/2 close (7 days ago), 86.6% are below.
19.4% are above or equal to 9/1 close (8 days ago), 80.6% are below.
19.8% are above or equal to 8/31 close (9 days ago), 80.2% are below.
19.1% are above or equal to 8/30 close (10 days ago), 80.9% are below.
20.2% are above or equal to 8/29 close (11 days ago), 79.8% are below.
25.2% are above or equal to 8/26 close (12 days ago), 74.8% are below.
24.8% are above or equal to 8/25 close (13 days ago), 75.2% are below.
27.1% are above or equal to 8/24 close (14 days ago), 72.9% are below.
23.4% are above or equal to 8/23 close (15 days ago), 76.6% are below.
28.0% are above or equal to 8/22 close (16 days ago), 72.0% are below.
27.4% are above or equal to 8/19 close (17 days ago), 72.6% are below.
29.1% are above or equal to 8/18 close (18 days ago), 70.9% are below.
33.3% are above or equal to 8/17 close (19 days ago), 66.7% are below.
31.7% are above or equal to 8/16 close (20 days ago), 68.3% are below.
28.1% are above or equal to 8/15 close (21 days ago), 71.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160914 11:14 am ET)
20d: 2.2% new highs, 21.7% new lows
21d: 2.1% new highs, 21.0% new lows
42d: 1.8% new highs, 12.2% new lows
63d: 1.8% new highs, 6.3% new lows
126d: 1.3% new highs, 3.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160914 11:14 am ET)
2-day: 48.0% above, 52.0% below
3-day: 16.8% above, 83.2% below
4-day: 23.7% above, 76.3% below
5-day: 14.1% above, 85.9% below
8-day: 11.1% above, 88.9% below
10-day: 12.3% above, 87.7% below
20-day: 18.3% above, 81.7% below
50-day: 37.6% above, 62.4% below
200-day: 70.0% above, 30.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160914 11:14 am ET)
COHW(38): 0.91% Top=GIMO LITE ANET AAPL FNSR PSTG ACIA PANW ….. WDC ZAYO SYNA CCI S LVLT BBRY MSI=Bottom (Computer Hardware/Telecom)
LEIS(32): 0.48% Top=LVS MGM WYNN SIX GPRO JACK PLAY CCL ….. CAKE DNKN SONC TXRH WEN DRI CMG BLMN=Bottom (Leisure)
META(27): 0.44% Top=TCK SSRI AGI SLCA SLW CCJ TAHO AG ….. ABX X AA FMSA NEM STLD NUE FCX=Bottom (Metals & Mining)
REAL(95): 0.39% Top=RLGY ARI NRZ EQR EXR HST MPW AGNC ….. CBG WPG ALLY EQY EQC CUBE CLI AMH=Bottom (Real Estate)
COSW(96): 0.22% Top=NTES SINA TWTR SHOP TEAM ZEN CRM PFPT ….. DOX EPAY WUBA CDNS CVG JD SYNT DBD=Bottom (Computer Software/Internet)
RETA(69): 0.21% Top=W TIF M TLRD NFLX DLTR FINL BABA ….. CVS WSM DSW MELI DDS LB OLLI RH=Bottom (Retail & Specialty Retail)
DISV(49): 0.20% Top=YY DV CXW MYGN URI GPN GEO VNTV ….. AHS LDOS INFO ACM JEC RHI TMH KBR=Bottom (Diversified Services)
CHEM(28): 0.12% Top=CC HUN FMC GPRE KRA MON DOW SHW ….. UNVR PAH APD PX OLN MEOH MOS GRA=Bottom (Chemicals/Fertilizers)
ELEC(51): -0.08% Top=OCLR SWKS PI CRUS AVGO AMBA QRVO JBL ….. NPTN TER SCTY SIMO KEYS CSIQ FSLR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(28): -0.16% Top=USCR DY NCS MAS DHI WCN LEN VMC ….. SRCL PWR EXP FLR MTZ BECN DAR USG=Bottom (Materials & Construction)
HEAL(55): -0.18% Top=ZLTQ IRWD OPK INCR NVRO HWAY EW BDX ….. ANTM MD LPNT ACHC HCA THC AMSG EVHC=Bottom (Health)
MANU(38): -0.19% Top=DDD HON CAT KMT ATI MHK CMI SWK ….. DE ENS ZBRA DOV RS MRC TKR CFX=Bottom (Manufacturing)
CONS(54): -0.23% Top=CRI NWL LULU FL HBI FN ENR EPC ….. FOSL OI BERY WWW WRK GIII KS COH=Bottom (Consumer)
FINA(87): -0.25% Top=FITB SYF LM JPM WFC MS BEN LPLA ….. VOYA UMPQ WU HBAN NYCB ASB BX NAVI=Bottom (Banks/Financials)
INSU(29): -0.26% Top=AIG TMK FAF PRU HIG AFSI AFL AON ….. CLGX MTG CNO PGR L LNC WLTW BRO=Bottom (Insurance)
TRAN(28): -0.29% Top=JBHT KNX CSX KEX XPO SWFT SAVE NSC ….. JBLU LUV NAT HA UAL ALK AAL AIRM=Bottom (Transportation)
ENER(90): -0.75% Top=CWEI ETP SGY SXL HP WNRL SEP PTEN ….. CVI HFC WNR WLL MUR LPI PBF OAS=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 11:14 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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