daytrend

09/14/2016

Filed under: Market Stats — daytrend @ 12:54 pm

Market Stats at 1:54 pm ET
by daytrend on 20160914. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 895.

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

COMPARED TO YESTERDAY’S RANGE (20160914 1:54 pm ET)
8.5% of stocks are above yesterday’s high.
29.5% are above yesterday’s midpoint. (70.5% are below.)
24.8% are below yesterday’s low.
66.7% are inside yesterday’s range.
25.7% of stocks with today’s high > yesterday’s high. (74.3% less than).
49.6% of stocks with today’s low < yesterday’s low. (50.4% greater than).

EVIDENCE OF INTRADAY TREND (20160914 1:54 pm ET)
41.0% of stocks are above today’s open. (57.1% are below).
35.3% of stocks are above today’s open and yesterday’s close.
49.1% are below both.
2.2% of stocks opened above yesterday’s high.
52.1% 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 1:54 pm ET)
1.5% of stocks are in the top 10% of today’s range.
6.3% are in the top 20%.
35.2% are in the top half. 64.8% of stocks are in the bottom half of today’s range.
30.8% are in the bottom 20%.
17.9% are in the bottom 10%.

GAIN (20160914 1:54 pm ET)
44.9% of stocks are above yesterday’s close. (55.1% are below.)
0.6% are up 4.5% or more. 0.6% are down 4.5% or more.
1.6% are up 3.5% or more. 1.5% are down 3.5% or more.
70.5% are between +1% and -1%.

RSI on DAILY (20160914 1:54 pm ET)
2-day: >=95:0.6%…>=90:2.1%…>=80:3.9%…>=50:17.0%…<=20:42.7%…<=10:18.4%…<=5:7.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:17.7%…<=20:2.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:23.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160914 1:54 pm ET)
8.5% above previous 1 highs, 24.8% below previous 1 lows
6.0% above previous 2 highs, 18.1% below previous 2 lows
4.0% above previous 3 highs, 17.7% below previous 3 lows
2.9% above previous 4 highs, 17.4% below previous 4 lows
2.5% above previous 5 highs, 17.1% below previous 5 lows
2.3% above previous 6 highs, 16.2% below previous 6 lows
2.2% above previous 7 highs, 15.4% below previous 7 lows
2.2% above previous 8 highs, 14.4% below previous 8 lows
2.2% above previous 9 highs, 14.3% below previous 9 lows
2.1% above previous 10 highs, 14.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160914 1:54 pm ET)
44.9% are above or equal to 9/13 close (1 days ago), 55.1% are below.
10.9% are above or equal to 9/12 close (2 days ago), 89.1% are below.
34.3% are above or equal to 9/9 close (3 days ago), 65.7% are below.
8.7% are above or equal to 9/8 close (4 days ago), 91.3% are below.
9.9% are above or equal to 9/7 close (5 days ago), 90.1% are below.
13.6% are above or equal to 9/6 close (6 days ago), 86.4% are below.
13.1% are above or equal to 9/2 close (7 days ago), 86.9% are below.
19.0% are above or equal to 9/1 close (8 days ago), 81.0% are below.
19.3% are above or equal to 8/31 close (9 days ago), 80.7% are below.
17.7% are above or equal to 8/30 close (10 days ago), 82.3% are below.
20.3% are above or equal to 8/29 close (11 days ago), 79.7% are below.
23.7% are above or equal to 8/26 close (12 days ago), 76.3% are below.
24.0% are above or equal to 8/25 close (13 days ago), 76.0% are below.
26.0% are above or equal to 8/24 close (14 days ago), 74.0% are below.
22.2% are above or equal to 8/23 close (15 days ago), 77.8% are below.
27.4% are above or equal to 8/22 close (16 days ago), 72.6% are below.
27.3% are above or equal to 8/19 close (17 days ago), 72.7% are below.
28.5% are above or equal to 8/18 close (18 days ago), 71.5% are below.
33.4% are above or equal to 8/17 close (19 days ago), 66.6% are below.
32.1% are above or equal to 8/16 close (20 days ago), 67.9% are below.
28.5% are above or equal to 8/15 close (21 days ago), 71.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160914 1:54 pm ET)
20d: 2.8% new highs, 24.0% new lows
21d: 2.6% new highs, 23.4% new lows
42d: 2.1% new highs, 14.1% new lows
63d: 2.0% new highs, 6.9% new lows
126d: 1.6% new highs, 3.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160914 1:54 pm ET)
2-day: 43.5% above, 56.5% below
3-day: 16.6% above, 83.4% below
4-day: 21.5% above, 78.5% below
5-day: 13.6% above, 86.4% below
8-day: 11.8% above, 88.2% below
10-day: 12.5% above, 87.5% below
20-day: 18.3% above, 81.7% below
50-day: 37.1% above, 62.9% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160914 1:54 pm ET)
COHW(39): 0.82% Top=GIMO VG FNSR ANET LITE AAPL PSTG TMUS ….. STX NTAP CCI MSI CIEN INFN WDC BBRY=Bottom (Computer Hardware/Telecom)
LEIS(32): 0.36% Top=WYNN LVS GPRO ZOES SEAS MGM SIX CCL ….. CAKE SONC TXRH EAT WEN CMG DRI BLMN=Bottom (Leisure)
REAL(95): 0.30% Top=CBL ARI NRZ OFC SRC AVB SHO HST ….. EQC ESRT CBG EQY LGIH AMH WPG CLI=Bottom (Real Estate)
DISV(49): 0.23% Top=YY CXW MYGN URI DV R CAR FDC ….. AHS RHI SCOR ACM JEC INFO TMH KBR=Bottom (Diversified Services)
ELEC(51): 0.17% Top=PI OCLR CRUS SWKS JBL AMBA AVGO HIMX ….. TRMB SCTY CREE KEYS SIMO CSIQ FSLR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(69): 0.09% Top=W TIF TLRD M BABA NFLX DLTR JWN ….. TSCO STMP CASY WBA WSM CVS OLLI MELI=Bottom (Retail & Specialty Retail)
COSW(96): 0.04% Top=WB NTES SINA EVH TLND WBMD TWTR CRM ….. CHKP VIPS EPAY DOX JD FEYE WUBA DBD=Bottom (Computer Software/Internet)
CHEM(28): -0.09% Top=CC FMC HUN KRA GPRE MON SHW DOW ….. ALB WLK CF AXTA OLN GRA MEOH MOS=Bottom (Chemicals/Fertilizers)
MANU(38): -0.10% Top=DDD HON KMT CAT BDC ITT CMI EMR ….. DE AME ENS ZBRA RS MRC TKR CFX=Bottom (Manufacturing)
TRAN(28): -0.11% Top=CSX SWFT JBHT KNX XPO ODFL UNP NSC ….. SAVE HA TRN UAL NAT ALK AIRM AAL=Bottom (Transportation)
HEAL(55): -0.16% Top=IRWD ZLTQ HWAY GKOS TMO VWR OPK BDX ….. BSX ANTM HCA ACHC MD EVHC AMSG THC=Bottom (Health)
META(27): -0.17% Top=TCK SSRI SLCA FMSA SCCO CCJ SLW AGI ….. ABX AA AEM X NUE FSM NEM FCX=Bottom (Metals & Mining)
FINA(87): -0.27% Top=ETFC FITB LPLA PSEC NSAM SYF LAZ MS ….. JNS ASB WU AXP BX VOYA NAVI NYCB=Bottom (Banks/Financials)
INSU(29): -0.28% Top=PRU FAF CNO TMK CLGX AFL AIG AGO ….. FNF XL LNC ORI PGR WLTW L BRO=Bottom (Insurance)
MATE(28): -0.32% Top=USCR DY NCS MAS WCN DHI TPH CAA ….. OC PWR EXP MLM FLR BECN USG DAR=Bottom (Materials & Construction)
CONS(54): -0.36% Top=KATE FN CRI FL HBI ENR NWL EPC ….. VSTO GIII SKX WHR WWW PBI WRK COH=Bottom (Consumer)
ENER(90): -1.26% Top=CWEI SGY ETP OKS SE PSXP SEP MDU ….. HFC WLL WNR LPI MUR OAS CVI PBF=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 1:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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