daytrend

09/19/2016

Filed under: Market Stats — daytrend @ 10:26 am

Market Stats at 11:25 am ET
by daytrend on 20160919. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 918.

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

COMPARED TO YESTERDAY’S RANGE (20160919 11:25 am ET)
52.8% of stocks are above yesterday’s high.
82.5% are above yesterday’s midpoint. (17.5% are below.)
4.4% are below yesterday’s low.
42.8% are inside yesterday’s range.
78.5% of stocks with today’s high > yesterday’s high. (21.5% less than).
8.5% of stocks with today’s low < yesterday’s low. (91.5% greater than).

EVIDENCE OF INTRADAY TREND (20160919 11:25 am ET)
64.9% of stocks are above today’s open. (33.7% are below).
64.1% of stocks are above today’s open and yesterday’s close.
14.4% are below both.
36.2% of stocks opened above yesterday’s high.
90.5% of stocks opened above yesterday’s close. (7.0% opened below yesterday’s close).
0.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160919 11:25 am ET)
6.2% of stocks are in the top 10% of today’s range.
15.9% are in the top 20%.
49.9% are in the top half. 50.1% of stocks are in the bottom half of today’s range.
19.1% are in the bottom 20%.
10.8% are in the bottom 10%.

GAIN (20160919 11:25 am ET)
85.0% of stocks are above yesterday’s close. (15.0% are below.)
1.0% are up 4.5% or more. 0.2% are down 4.5% or more.
2.1% are up 3.5% or more. 0.7% are down 3.5% or more.
58.7% are between +1% and -1%.

RSI on DAILY (20160919 11:25 am ET)
2-day: >=95:3.7%…>=90:10.8%…>=80:26.8%…>=50:76.7%…<=20:5.4%…<=10:2.6%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:38.2%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:40.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160919 11:25 am ET)
52.8% above previous 1 highs, 4.4% below previous 1 lows
33.8% above previous 2 highs, 2.5% below previous 2 lows
29.1% above previous 3 highs, 1.7% below previous 3 lows
19.1% above previous 4 highs, 1.5% below previous 4 lows
15.1% above previous 5 highs, 1.3% below previous 5 lows
10.7% above previous 6 highs, 1.2% below previous 6 lows
7.1% above previous 7 highs, 1.2% below previous 7 lows
6.1% above previous 8 highs, 1.2% below previous 8 lows
5.8% above previous 9 highs, 1.2% below previous 9 lows
5.4% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160919 11:25 am ET)
85.0% are above or equal to 9/16 close (1 days ago), 15.0% are below.
62.6% are above or equal to 9/15 close (2 days ago), 37.4% are below.
82.7% are above or equal to 9/14 close (3 days ago), 17.3% are below.
74.6% are above or equal to 9/13 close (4 days ago), 25.4% are below.
36.6% are above or equal to 9/12 close (5 days ago), 63.4% are below.
57.4% are above or equal to 9/9 close (6 days ago), 42.6% are below.
22.9% are above or equal to 9/8 close (7 days ago), 77.1% are below.
23.0% are above or equal to 9/7 close (8 days ago), 77.0% are below.
26.0% are above or equal to 9/6 close (9 days ago), 74.0% are below.
25.1% are above or equal to 9/2 close (10 days ago), 74.9% are below.
31.2% are above or equal to 9/1 close (11 days ago), 68.8% are below.
31.8% are above or equal to 8/31 close (12 days ago), 68.2% are below.
30.9% are above or equal to 8/30 close (13 days ago), 69.1% are below.
30.9% are above or equal to 8/29 close (14 days ago), 69.1% are below.
35.8% are above or equal to 8/26 close (15 days ago), 64.2% are below.
36.9% are above or equal to 8/25 close (16 days ago), 63.1% are below.
37.7% are above or equal to 8/24 close (17 days ago), 62.3% are below.
33.6% are above or equal to 8/23 close (18 days ago), 66.4% are below.
37.1% are above or equal to 8/22 close (19 days ago), 62.9% are below.
36.5% are above or equal to 8/19 close (20 days ago), 63.5% are below.
37.7% are above or equal to 8/18 close (21 days ago), 62.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160919 11:25 am ET)
20d: 8.2% new highs, 2.2% new lows
21d: 8.2% new highs, 2.2% new lows
42d: 6.5% new highs, 1.4% new lows
63d: 6.0% new highs, 1.1% new lows
126d: 4.5% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160919 11:25 am ET)
2-day: 83.8% above, 16.2% below
3-day: 75.5% above, 24.5% below
4-day: 79.6% above, 20.4% below
5-day: 77.8% above, 22.2% below
8-day: 50.9% above, 49.1% below
10-day: 38.2% above, 61.8% below
20-day: 32.8% above, 67.2% below
50-day: 42.6% above, 57.4% below
200-day: 71.9% above, 28.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160919 11:25 am ET)
META(27): 1.78% Top=X FMSA AG CMC STLD SSRI FSM SLCA ….. NEM CCJ NUE GG ABX AA TCK TAHO=Bottom (Metals & Mining)
MATE(29): 1.35% Top=KBH USG PHM MTZ EXP DY CAA DHI ….. MAS RSG WM WCN APOG USCR VMC SRCL=Bottom (Materials & Construction)
MANU(39): 1.25% Top=SEDG ATI DDD ZBRA ETN BDC MRC TKR ….. DE AME ENS ROP GE CMI BWXT CAT=Bottom (Manufacturing)
ELEC(52): 1.16% Top=KEYS FIT HIMX JBL SPWR IPHI CAVM MLNX ….. AVGO PI CY FSLR NXPI SCTY INTC MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(94): 1.04% Top=REN EPD WES WNR CVI PBF RDC HFC ….. LPI NBL RICE PE HK RRC CWEI CVRR=Bottom (Energy)
FINA(94): 1.04% Top=ESNT WDR AMG PSEC SCHW ETFC NAVI EV ….. CME FRC EFX BKU SLM PYPL WU HAWK=Bottom (Banks/Financials)
DISV(51): 1.00% Top=BLOX CXW KBR URI BCO FLT RBA LDOS ….. XRS DV TMH HRB CAR YY SCOR SERV=Bottom (Diversified Services)
CHEM(26): 0.89% Top=ASH PAH HUN MEOH CE WLK EMN OLN ….. GRA CF MON AGU DD POT SHW CC=Bottom (Chemicals/Fertilizers)
TRAN(29): 0.84% Top=DAL SAVE NAT XPO KNX WERN UAL FDX ….. CNI CP TRN AIRM CSX CHRW EXPD KSU=Bottom (Transportation)
COHW(41): 0.82% Top=GIMO LITE CIEN NTAP ARRS BBRY TDC JNPR ….. STX T TDS AAPL VG TMUS VZ ANET=Bottom (Computer Hardware/Telecom)
INSU(30): 0.79% Top=UNM LNC FAF PRU AGO MET RDN WRB ….. WLTW BRO AJG XL ALL CLGX AFSI PGR=Bottom (Insurance)
REAL(99): 0.71% Top=WPG CBL ARI NRF RLGY CLI NRZ CIM ….. ALLY SHO HST CUBE EDR VER SC TREE=Bottom (Real Estate)
COSW(96): 0.69% Top=SHOP NTES CSC RHT TWLO CSRA SSNC HPE ….. VEEV PAYC YHOO YELP TLND WB CYOU TWTR=Bottom (Computer Software/Internet)
CONS(56): 0.68% Top=FOSL COH VSTO WWW MAT TPX BC DECK ….. ENR BMS TLN CCK BLL HBI GPK NLS=Bottom (Consumer)
HEAL(56): 0.51% Top=ADPT MOH HWAY OPK HCA EVHC HOLX AMSG ….. MD DVA RMD IRWD PRAH ZLTQ ACHC CYH=Bottom (Health)
RETA(66): 0.37% Top=GME SFM KORS GCO JCP KSS BID STMP ….. WMT BABA JWN NFLX TLRD FIVE DSW W=Bottom (Retail & Specialty Retail)
LEIS(33): 0.00% Top=GPRO DPZ SIX WYN QSR CAKE BYD HLT ….. RCL TXRH MGM CMG SBUX ZOES LVS WYNN=Bottom (Leisure)

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 11:25 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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