daytrend

09/15/2016

Filed under: Market Stats — daytrend @ 9:56 am

Market Stats at 10:55 am ET
by daytrend on 20160915. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 900.

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

COMPARED TO YESTERDAY’S RANGE (20160915 10:55 am ET)
29.6% of stocks are above yesterday’s high.
67.4% are above yesterday’s midpoint. (32.6% are below.)
5.1% are below yesterday’s low.
65.3% are inside yesterday’s range.
38.6% of stocks with today’s high > yesterday’s high. (61.4% less than).
35.6% of stocks with today’s low < yesterday’s low. (64.4% greater than).

EVIDENCE OF INTRADAY TREND (20160915 10:55 am ET)
83.0% of stocks are above today’s open. (15.3% are below).
77.4% of stocks are above today’s open and yesterday’s close.
12.4% are below both.
3.0% of stocks opened above yesterday’s high.
40.0% of stocks opened above yesterday’s close. (52.3% opened below yesterday’s close).
9.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160915 10:55 am ET)
41.4% of stocks are in the top 10% of today’s range.
57.7% are in the top 20%.
83.3% are in the top half. 16.7% of stocks are in the bottom half of today’s range.
2.4% are in the bottom 20%.
1.1% are in the bottom 10%.

GAIN (20160915 10:55 am ET)
81.6% of stocks are above yesterday’s close. (18.4% are below.)
1.1% are up 4.5% or more. 0.1% are down 4.5% or more.
1.9% are up 3.5% or more. 0.1% are down 3.5% or more.
66.4% are between +1% and -1%.

RSI on DAILY (20160915 10:55 am ET)
2-day: >=95:1.4%…>=90:4.2%…>=80:11.2%…>=50:49.7%…<=20:14.6%…<=10:5.8%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:25.4%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:31.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160915 10:55 am ET)
29.6% above previous 1 highs, 5.1% below previous 1 lows
18.2% above previous 2 highs, 4.0% below previous 2 lows
12.7% above previous 3 highs, 3.7% below previous 3 lows
8.9% above previous 4 highs, 3.6% below previous 4 lows
5.9% above previous 5 highs, 3.6% below previous 5 lows
4.8% above previous 6 highs, 3.3% below previous 6 lows
4.2% above previous 7 highs, 3.2% below previous 7 lows
3.9% above previous 8 highs, 2.9% below previous 8 lows
3.7% above previous 9 highs, 2.6% below previous 9 lows
3.6% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160915 10:55 am ET)
81.6% are above or equal to 9/14 close (1 days ago), 18.4% are below.
63.6% are above or equal to 9/13 close (2 days ago), 36.4% are below.
23.1% are above or equal to 9/12 close (3 days ago), 76.9% are below.
44.3% are above or equal to 9/9 close (4 days ago), 55.7% are below.
13.6% are above or equal to 9/8 close (5 days ago), 86.4% are below.
14.4% are above or equal to 9/7 close (6 days ago), 85.6% are below.
17.7% are above or equal to 9/6 close (7 days ago), 82.3% are below.
17.0% are above or equal to 9/2 close (8 days ago), 83.0% are below.
23.3% are above or equal to 9/1 close (9 days ago), 76.7% are below.
23.8% are above or equal to 8/31 close (10 days ago), 76.2% are below.
22.6% are above or equal to 8/30 close (11 days ago), 77.4% are below.
24.1% are above or equal to 8/29 close (12 days ago), 75.9% are below.
27.8% are above or equal to 8/26 close (13 days ago), 72.2% are below.
29.4% are above or equal to 8/25 close (14 days ago), 70.6% are below.
30.6% are above or equal to 8/24 close (15 days ago), 69.4% are below.
27.0% are above or equal to 8/23 close (16 days ago), 73.0% are below.
31.6% are above or equal to 8/22 close (17 days ago), 68.4% are below.
31.6% are above or equal to 8/19 close (18 days ago), 68.4% are below.
32.0% are above or equal to 8/18 close (19 days ago), 68.0% are below.
36.0% are above or equal to 8/17 close (20 days ago), 64.0% are below.
35.3% are above or equal to 8/16 close (21 days ago), 64.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160915 10:55 am ET)
20d: 3.6% new highs, 16.3% new lows
21d: 3.3% new highs, 16.1% new lows
42d: 2.6% new highs, 10.8% new lows
63d: 2.6% new highs, 4.3% new lows
126d: 2.0% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160915 10:55 am ET)
2-day: 80.8% above, 19.2% below
3-day: 72.4% above, 27.6% below
4-day: 44.6% above, 55.4% below
5-day: 43.6% above, 56.4% below
8-day: 21.4% above, 78.6% below
10-day: 20.6% above, 79.4% below
20-day: 22.8% above, 77.2% below
50-day: 39.1% above, 60.9% below
200-day: 70.3% above, 29.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160915 10:55 am ET)
ELEC(52): 1.75% Top=CRUS FIT SWKS NPTN AMAT CAVM QRVO OCLR ….. BRKR HIMX FTV ISIL FLEX CREE FSLR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(26): 1.51% Top=TCK CNX CDE ABX PAAS SWC SLCA AEM ….. NUE FCX GG SSRI SCCO AA AGI AG=Bottom (Metals & Mining)
COHW(39): 1.37% Top=SYNA AAPL GIMO OLED COMM SSYS VG LITE ….. T CSCO CTL CCI CIEN BCE HRS VZ=Bottom (Computer Hardware/Telecom)
ENER(90): 0.96% Top=WNR HFC SGY ECA CVI CWEI PBF VLO ….. EEP QEP LPI ETP SN OII HK DPM=Bottom (Energy)
MANU(39): 0.86% Top=DDD TEX ZBRA RS CFX GNRC XYL AGCO ….. DCI AME EMR GE ROP DHR IR SEDG=Bottom (Manufacturing)
FINA(87): 0.77% Top=ETFC WETF AMTD WDR LPLA KKR NAVI PYPL ….. COF HBAN MTB PSEC USB HAWK NYCB WFC=Bottom (Banks/Financials)
INSU(29): 0.76% Top=MET LNC CLGX UNM PRU FNF BRO AGO ….. HIG RDN L ALL ORI FAF AXS XL=Bottom (Insurance)
LEIS(33): 0.70% Top=WEN GPRO SIX PLAY WYNN SEAS MAR ARMK ….. CBRL SBUX RCL BLMN DRI EXPE EAT ZOES=Bottom (Leisure)
COSW(97): 0.66% Top=LC NOW NTCT NCR TTWO ADSK TWLO HPE ….. NUAN TRIP AKAM IMS EVH AZPN JD WUBA=Bottom (Computer Software/Internet)
CONS(55): 0.65% Top=GT FN KS NLS OI PAY GPK DECK ….. TPX RL KATE PVH FOSL LULU VSTO VFC=Bottom (Consumer)
RETA(69): 0.62% Top=SFM JWN BID ASNA HIBB DKS JCP TLRD ….. DLTR ORLY GES MIK GME RH SBH STMP=Bottom (Retail & Specialty Retail)
DISV(49): 0.62% Top=XRS GPN RBA INFO LDOS BLOX MYGN CAR ….. SBAC WOOF RRD URI CXW ZG G ULTA=Bottom (Diversified Services)
MATE(28): 0.50% Top=USCR DAR TOL USG DHI KBH MAS MTZ ….. FAST VMC SUM WCN MLM EXP CAA BECN=Bottom (Materials & Construction)
HEAL(56): 0.42% Top=GKOS PRAH BAX ADPT EW NUVA IRWD SYK ….. MD LPNT CYH AMSG EVHC INCR THC ACHC=Bottom (Health)
TRAN(28): 0.30% Top=XPO WAB KNX SWFT CNI ODFL AIRM JBLU ….. CHRW LUV CP UNP SAVE NAT AAL KSU=Bottom (Transportation)
CHEM(27): 0.22% Top=WLK KRA CC MEOH OLN EMN CE AGU ….. HUN FMC SHW GPRE CF APD MON PAH=Bottom (Chemicals/Fertilizers)
REAL(96): 0.22% Top=CBG CSAL PEB SHO BXMT GPT MFA BAM ….. SUI HCN CONE TREE SKT AMH KRC PLD=Bottom (Real Estate)

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 10:55 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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