daytrend

09/18/2016

Filed under: Market Stats — daytrend @ 1:58 pm

Market Stats at End of Day
by daytrend on 20160916. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 919.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160916 EOD)
16.2% of stocks are above yesterday’s high.
52.4% are above yesterday’s midpoint. (47.6% are below.)
17.5% are below yesterday’s low.
66.3% are inside yesterday’s range.
34.2% of stocks with today’s high > yesterday’s high. (65.8% less than).
44.1% of stocks with today’s low < yesterday’s low. (55.9% greater than).

EVIDENCE OF INTRADAY TREND (20160916 EOD)
48.5% of stocks are above today’s open. (49.8% are below).
29.5% of stocks are above today’s open and yesterday’s close.
47.3% are below both.
5.0% of stocks opened above yesterday’s high.
14.6% of stocks opened above yesterday’s close. (83.0% opened below yesterday’s close).
11.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160916 EOD)
10.9% of stocks are in the top 10% of today’s range.
24.3% are in the top 20%.
55.4% are in the top half. 44.6% of stocks are in the bottom half of today’s range.
14.0% are in the bottom 20%.
6.9% are in the bottom 10%.

GAIN (20160916 EOD)
32.6% of stocks are above yesterday’s close. (67.4% are below.)
1.4% are up 4.5% or more. 1.1% are down 4.5% or more.
2.2% are up 3.5% or more. 1.8% are down 3.5% or more.
65.0% are between +1% and -1%.

RSI on DAILY (20160916 EOD)
2-day: >=95:1.1%…>=90:5.2%…>=80:13.5%…>=50:38.6%…<=20:18.7%…<=10:7.4%…<=5:3.2%…
9-day: >=95:0.1%…>=90:0.2%…>=80:1.1%…>=50:26.9%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:31.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160916 EOD)
16.2% above previous 1 highs, 17.5% below previous 1 lows
13.2% above previous 2 highs, 12.6% below previous 2 lows
9.0% above previous 3 highs, 10.7% below previous 3 lows
7.8% above previous 4 highs, 9.5% below previous 4 lows
6.0% above previous 5 highs, 9.2% below previous 5 lows
4.1% above previous 6 highs, 9.2% below previous 6 lows
3.6% above previous 7 highs, 9.1% below previous 7 lows
3.4% above previous 8 highs, 8.9% below previous 8 lows
3.3% above previous 9 highs, 8.9% below previous 9 lows
3.2% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160916 EOD)
32.6% are above or equal to 9/15 close (1 days ago), 67.4% are below.
65.4% are above or equal to 9/14 close (2 days ago), 34.6% are below.
56.7% are above or equal to 9/13 close (3 days ago), 43.3% are below.
26.1% are above or equal to 9/12 close (4 days ago), 73.9% are below.
42.8% are above or equal to 9/9 close (5 days ago), 57.2% are below.
17.8% are above or equal to 9/8 close (6 days ago), 82.2% are below.
17.4% are above or equal to 9/7 close (7 days ago), 82.6% are below.
18.8% are above or equal to 9/6 close (8 days ago), 81.2% are below.
20.2% are above or equal to 9/2 close (9 days ago), 79.8% are below.
26.0% are above or equal to 9/1 close (10 days ago), 74.0% are below.
27.1% are above or equal to 8/31 close (11 days ago), 72.9% are below.
25.5% are above or equal to 8/30 close (12 days ago), 74.5% are below.
25.8% are above or equal to 8/29 close (13 days ago), 74.2% are below.
29.6% are above or equal to 8/26 close (14 days ago), 70.4% are below.
30.0% are above or equal to 8/25 close (15 days ago), 70.0% are below.
31.3% are above or equal to 8/24 close (16 days ago), 68.7% are below.
27.2% are above or equal to 8/23 close (17 days ago), 72.8% are below.
31.2% are above or equal to 8/22 close (18 days ago), 68.8% are below.
31.3% are above or equal to 8/19 close (19 days ago), 68.7% are below.
33.1% are above or equal to 8/18 close (20 days ago), 66.9% are below.
35.6% are above or equal to 8/17 close (21 days ago), 64.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160916 EOD)
20d: 5.2% new highs, 21.7% new lows
21d: 5.2% new highs, 21.2% new lows
42d: 4.2% new highs, 12.8% new lows
63d: 4.1% new highs, 6.1% new lows
126d: 3.3% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160916 EOD)
2-day: 32.3% above, 67.7% below
3-day: 51.6% above, 48.4% below
4-day: 52.8% above, 47.2% below
5-day: 39.7% above, 60.3% below
8-day: 28.0% above, 72.0% below
10-day: 24.4% above, 75.6% below
20-day: 24.7% above, 75.3% below
50-day: 39.3% above, 60.7% below
200-day: 69.7% above, 30.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160916 EOD)
HEAL(57): 0.68% Top=CYH ACHC BKD UNH ABT THC UHS VWR ….. ZBH BSX XRAY PRXL RMD IRWD GMED A=Bottom (Health)
COHW(41): -0.05% Top=ACIA OLED WDC GIMO ZAYO QCOM ANET VG ….. TDC TMUS SSYS CSCO BRCD S JNPR SYNA=Bottom (Computer Hardware/Telecom)
CHEM(26): -0.11% Top=CC PAH ASH HUN FMC WLK AXTA AGU ….. KRA SHW PPG GRA CE EMN MOS OLN=Bottom (Chemicals/Fertilizers)
ENER(94): -0.13% Top=CVRR CVI LPI CPE PE SM NFX WES ….. SWN COG ETE CWEI RRC GPOR HK REN=Bottom (Energy)
REAL(99): -0.23% Top=DEI ROIC HTA DOC FR COR EQC MPW ….. KRC MFA WPG ALLY CIM TWO SC LGIH=Bottom (Real Estate)
LEIS(33): -0.24% Top=GPRO TXRH SHAK JACK WEN YUM ZOES ARMK ….. MAR CMG DPZ PLAY BYD RCL SIX EXPE=Bottom (Leisure)
DISV(51): -0.25% Top=SCOR CAR GEO ZG FLT TMH SCI YY ….. BAH G DV URI GPN AL XRS MYGN=Bottom (Diversified Services)
RETA(66): -0.26% Top=W NFLX ASNA MELI AMZN CHS BBY WMT ….. BIG GCO TSCO SIG BID GES DSW GNC=Bottom (Retail & Specialty Retail)
ELEC(52): -0.30% Top=ON INTC SCTY MRVL IDTI OCLR IPHI MPWR ….. MTSI FSLR TRMB HIMX NXPI CSIQ KEYS SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): -0.30% Top=KS WRK IP NLS FN DECK UA COTY ….. CCK GPK WHR LEG SKX COH FBHS OI=Bottom (Consumer)
COSW(96): -0.36% Top=CYOU TWLO TWTR LC WUBA HQY ATHM SYMC ….. FIS SABR GWRE MENT CDNS VIPS ORCL TLND=Bottom (Computer Software/Internet)
TRAN(29): -0.41% Top=NAT TRN KEX SWFT CSX KNX CHRW XPO ….. LUV WERN UAL DAL ALK SAVE JBLU AAL=Bottom (Transportation)
FINA(94): -0.72% Top=YRD ESNT OMF BOFI PSEC WETF CME VLY ….. IVZ LAZ NAVI RJF BEN UMPQ BK KKR=Bottom (Banks/Financials)
MANU(39): -0.78% Top=DCI PNR DE ZBRA RS ENS CMI CAT ….. AOS DDD ROK KMT AME CFX BDC SEDG=Bottom (Manufacturing)
MATE(29): -1.24% Top=APOG MTZ USCR RSG WM PWR SUM SRCL ….. KBH MAS PHM MLM USG DY EXP CAA=Bottom (Materials & Construction)
INSU(30): -1.31% Top=PGR TRV AFSI RDN ALL MTG MMC AJG ….. AGO L CLGX UNM FNF FAF LNC CNO=Bottom (Insurance)
META(27): -1.43% Top=FCX CDE NUE TCK SCCO AA TAHO AEM ….. ABX NEM PAAS AG FMSA SSRI FSM AGI=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 End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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