daytrend

09/15/2016

Filed under: Market Stats — daytrend @ 8:52 am

Market Stats at 9:51 am ET
by daytrend on 20160915. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 899.

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

COMPARED TO YESTERDAY’S RANGE (20160915 9:51 am ET)
11.3% of stocks are above yesterday’s high.
50.8% are above yesterday’s midpoint. (49.2% are below.)
8.6% are below yesterday’s low.
80.1% are inside yesterday’s range.
19.4% of stocks with today’s high > yesterday’s high. (80.6% less than).
33.5% of stocks with today’s low < yesterday’s low. (66.5% greater than).

EVIDENCE OF INTRADAY TREND (20160915 9:51 am ET)
71.1% of stocks are above today’s open. (27.1% are below).
61.7% of stocks are above today’s open and yesterday’s close.
20.9% are below both.
3.0% of stocks opened above yesterday’s high.
40.0% of stocks opened above yesterday’s close. (52.4% opened below yesterday’s close).
9.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160915 9:51 am ET)
29.6% of stocks are in the top 10% of today’s range.
44.0% are in the top 20%.
75.1% are in the top half. 24.9% of stocks are in the bottom half of today’s range.
6.0% are in the bottom 20%.
2.3% are in the bottom 10%.

GAIN (20160915 9:51 am ET)
69.9% of stocks are above yesterday’s close. (30.1% are below.)
0.1% are up 4.5% or more. 0.2% are down 4.5% or more.
0.7% are up 3.5% or more. 0.2% are down 3.5% or more.
84.9% are between +1% and -1%.

RSI on DAILY (20160915 9:51 am ET)
2-day: >=95:0.8%…>=90:2.1%…>=80:6.1%…>=50:32.3%…<=20:23.0%…<=10:8.7%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:20.1%…<=20:2.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:27.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160915 9:51 am ET)
11.3% above previous 1 highs, 8.6% below previous 1 lows
6.1% above previous 2 highs, 7.0% below previous 2 lows
4.8% above previous 3 highs, 6.3% below previous 3 lows
3.4% above previous 4 highs, 6.0% below previous 4 lows
2.2% above previous 5 highs, 6.0% below previous 5 lows
1.7% above previous 6 highs, 5.8% below previous 6 lows
1.3% above previous 7 highs, 5.7% below previous 7 lows
1.2% above previous 8 highs, 5.5% below previous 8 lows
1.2% above previous 9 highs, 5.0% below previous 9 lows
1.2% above previous 10 highs, 4.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160915 9:51 am ET)
69.9% are above or equal to 9/14 close (1 days ago), 30.1% are below.
52.1% are above or equal to 9/13 close (2 days ago), 47.9% are below.
15.6% are above or equal to 9/12 close (3 days ago), 84.4% are below.
37.8% are above or equal to 9/9 close (4 days ago), 62.2% are below.
10.6% are above or equal to 9/8 close (5 days ago), 89.4% are below.
11.8% are above or equal to 9/7 close (6 days ago), 88.2% are below.
14.5% are above or equal to 9/6 close (7 days ago), 85.5% are below.
14.1% are above or equal to 9/2 close (8 days ago), 85.9% are below.
19.2% are above or equal to 9/1 close (9 days ago), 80.8% are below.
19.9% are above or equal to 8/31 close (10 days ago), 80.1% are below.
18.0% are above or equal to 8/30 close (11 days ago), 82.0% are below.
21.4% are above or equal to 8/29 close (12 days ago), 78.6% are below.
25.7% are above or equal to 8/26 close (13 days ago), 74.3% are below.
25.7% are above or equal to 8/25 close (14 days ago), 74.3% are below.
27.5% are above or equal to 8/24 close (15 days ago), 72.5% are below.
23.6% are above or equal to 8/23 close (16 days ago), 76.4% are below.
28.3% are above or equal to 8/22 close (17 days ago), 71.7% are below.
28.8% are above or equal to 8/19 close (18 days ago), 71.2% are below.
29.9% are above or equal to 8/18 close (19 days ago), 70.1% are below.
33.4% are above or equal to 8/17 close (20 days ago), 66.6% are below.
32.1% are above or equal to 8/16 close (21 days ago), 67.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160915 9:51 am ET)
20d: 1.7% new highs, 14.9% new lows
21d: 1.6% new highs, 14.6% new lows
42d: 1.3% new highs, 10.0% new lows
63d: 1.3% new highs, 3.7% new lows
126d: 1.0% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160915 9:51 am ET)
2-day: 67.9% above, 32.1% below
3-day: 58.8% above, 41.2% below
4-day: 27.9% above, 72.1% below
5-day: 31.4% above, 68.6% below
8-day: 14.1% above, 85.9% below
10-day: 14.5% above, 85.5% below
20-day: 18.2% above, 81.8% below
50-day: 36.7% above, 63.3% below
200-day: 69.2% above, 30.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160915 9:51 am ET)
ELEC(52): 0.84% Top=CRUS FIT SWKS NPTN MXL AMAT QRVO PI ….. SNPS CREE ISIL BRKR HIMX FTV FSLR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(90): 0.84% Top=SGY WNR CWEI WLL CVI CRZO ECA APC ….. WNRL RSPP FTI LPI SN HES DPM OII=Bottom (Energy)
COHW(39): 0.55% Top=AAPL SYNA S LITE SSYS WDC GIMO INFN ….. ZAYO VRSN BBRY CTL ANET T VZ CSCO=Bottom (Computer Hardware/Telecom)
INSU(29): 0.50% Top=CNO LNC UNM FNF PRU MET MTG HIG ….. AON AIG ORI FAF XL RDN MMC AXS=Bottom (Insurance)
FINA(87): 0.43% Top=ETFC WETF AMTD SCHW VOYA FII KKR RJF ….. PSEC NYCB COF HAWK NSAM USB YRD WFC=Bottom (Banks/Financials)
MANU(39): 0.26% Top=DDD GNRC MRC TEX RS ITT AGCO XYL ….. ETN ROP ENS AOS BDC GE ATI SEDG=Bottom (Manufacturing)
CONS(55): 0.20% Top=GT FN KS PKG GPK BERY DECK NWL ….. PVH WHR TPX RL LULU KATE SKX VFC=Bottom (Consumer)
TRAN(28): 0.20% Top=SWFT XPO CNI WAB KNX TRN EXPD ODFL ….. NSC UNP ALK LUV UAL KSU NAT AAL=Bottom (Transportation)
DISV(49): 0.15% Top=GPN XRS CXW DV LDOS BLOX KBR AHS ….. PAYX YY TMH TRU WOOF MYGN RRD ULTA=Bottom (Diversified Services)
REAL(96): 0.09% Top=BDN ALLY CSAL MPW AIV CUBE DOC EXR ….. ESRT NRF CBL HCN ARI OHI TREE PLD=Bottom (Real Estate)
MATE(28): 0.03% Top=USG PWR MTZ OC MAS FLR TOL KBH ….. WM NCS PHM CAA SUM BECN MLM EXP=Bottom (Materials & Construction)
COSW(96): 0.00% Top=SYMC NOW DOX VIPS NTCT ADSK HPE TWLO ….. TEAM YELP CSOD EVH CYBR HQY GRUB SYNT=Bottom (Computer Software/Internet)
LEIS(33): -0.03% Top=SIX GPRO WEN SONC DNKN WYN CCL ARMK ….. ZOES TXRH BLMN YUM EAT EXPE CBRL WYNN=Bottom (Leisure)
RETA(69): -0.05% Top=DKS SFM TLRD HIBB BID BLDR WSM JCP ….. PAG CHS RH GME EBAY SBH KSS STMP=Bottom (Retail & Specialty Retail)
HEAL(56): -0.12% Top=PRAH GKOS TMO BSX NUVA BAX PKI GMED ….. HWAY EVHC NVRO ZLTQ AMSG CYH THC ACHC=Bottom (Health)
CHEM(27): -0.16% Top=WLK MEOH GRA AGU KRA OLN POT CE ….. RPM AXTA APD CF HUN MON CC PAH=Bottom (Chemicals/Fertilizers)
META(26): -0.29% Top=TCK CNX SLCA CCJ FMSA AA STLD SCCO ….. SLW GG AGI X SSRI FCX AG CDE=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 9:51 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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