daytrend

09/19/2016

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

Market Stats at 1:54 pm 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 1:54 pm ET)
30.8% of stocks are above yesterday’s high.
63.6% are above yesterday’s midpoint. (36.4% are below.)
11.5% are below yesterday’s low.
57.6% are inside yesterday’s range.
79.0% of stocks with today’s high > yesterday’s high. (21.0% less than).
19.4% of stocks with today’s low < yesterday’s low. (80.6% greater than).

EVIDENCE OF INTRADAY TREND (20160919 1:54 pm ET)
37.9% of stocks are above today’s open. (60.2% are below).
36.7% of stocks are above today’s open and yesterday’s close.
34.3% 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 1:54 pm ET)
1.9% of stocks are in the top 10% of today’s range.
3.7% are in the top 20%.
20.6% are in the top half. 79.4% of stocks are in the bottom half of today’s range.
43.9% are in the bottom 20%.
15.5% are in the bottom 10%.

GAIN (20160919 1:54 pm ET)
64.5% of stocks are above yesterday’s close. (35.5% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
1.1% are up 3.5% or more. 1.5% are down 3.5% or more.
69.2% are between +1% and -1%.

RSI on DAILY (20160919 1:54 pm ET)
2-day: >=95:2.3%…>=90:6.9%…>=80:17.2%…>=50:56.2%…<=20:12.9%…<=10:6.3%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:30.5%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:33.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160919 1:54 pm ET)
30.8% above previous 1 highs, 11.5% below previous 1 lows
20.7% above previous 2 highs, 6.6% below previous 2 lows
17.4% above previous 3 highs, 4.9% below previous 3 lows
11.5% above previous 4 highs, 4.0% below previous 4 lows
8.7% above previous 5 highs, 3.6% below previous 5 lows
6.4% above previous 6 highs, 3.5% below previous 6 lows
3.9% above previous 7 highs, 3.4% below previous 7 lows
3.4% above previous 8 highs, 3.4% below previous 8 lows
3.1% above previous 9 highs, 3.4% below previous 9 lows
2.8% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160919 1:54 pm ET)
64.5% are above or equal to 9/16 close (1 days ago), 35.5% are below.
44.6% are above or equal to 9/15 close (2 days ago), 55.4% are below.
71.2% are above or equal to 9/14 close (3 days ago), 28.8% are below.
63.3% are above or equal to 9/13 close (4 days ago), 36.7% are below.
29.7% are above or equal to 9/12 close (5 days ago), 70.3% are below.
48.7% are above or equal to 9/9 close (6 days ago), 51.3% are below.
18.3% are above or equal to 9/8 close (7 days ago), 81.7% are below.
18.8% are above or equal to 9/7 close (8 days ago), 81.2% are below.
20.7% are above or equal to 9/6 close (9 days ago), 79.3% are below.
21.6% are above or equal to 9/2 close (10 days ago), 78.4% are below.
27.7% are above or equal to 9/1 close (11 days ago), 72.3% are below.
28.1% are above or equal to 8/31 close (12 days ago), 71.9% are below.
27.1% are above or equal to 8/30 close (13 days ago), 72.9% are below.
27.7% are above or equal to 8/29 close (14 days ago), 72.3% are below.
31.7% are above or equal to 8/26 close (15 days ago), 68.3% are below.
32.2% are above or equal to 8/25 close (16 days ago), 67.8% are below.
34.5% are above or equal to 8/24 close (17 days ago), 65.5% are below.
29.5% are above or equal to 8/23 close (18 days ago), 70.5% are below.
33.4% are above or equal to 8/22 close (19 days ago), 66.6% are below.
33.1% are above or equal to 8/19 close (20 days ago), 66.9% are below.
34.4% are above or equal to 8/18 close (21 days ago), 65.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160919 1:54 pm ET)
20d: 8.4% new highs, 5.3% new lows
21d: 8.4% new highs, 5.3% new lows
42d: 6.8% new highs, 3.2% new lows
63d: 6.3% new highs, 2.1% new lows
126d: 4.7% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160919 1:54 pm ET)
2-day: 63.4% above, 36.6% below
3-day: 51.7% above, 48.3% below
4-day: 60.1% above, 39.9% below
5-day: 61.9% above, 38.1% below
8-day: 39.3% above, 60.7% below
10-day: 29.1% above, 70.9% below
20-day: 27.7% above, 72.3% below
50-day: 39.5% above, 60.5% below
200-day: 70.3% above, 29.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160919 1:54 pm ET)
META(27): 1.04% Top=X FMSA STLD CNX SSRI AGI AG SLCA ….. PAAS SCCO CCJ NEM TAHO ABX AA TCK=Bottom (Metals & Mining)
MATE(29): 0.74% Top=KBH DY USG PHM MTZ LEN EXP CAA ….. WM APOG MAS WCN DAR VMC USCR SRCL=Bottom (Materials & Construction)
ELEC(52): 0.64% Top=KEYS HIMX SPWR JBL FIT MLNX TRMB OCLR ….. AVGO LRCX PI INTC CY NXPI SCTY MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(94): 0.60% Top=REN WES EPD PBF WNR PTEN CVI MTDR ….. NBL APA HK OIS ATW DO CRC CVRR=Bottom (Energy)
MANU(39): 0.58% Top=SEDG DDD ATI ZBRA ETN KMT AOS FLS ….. TEX CMI ROP BWXT CAT MRC ENS GE=Bottom (Manufacturing)
REAL(99): 0.51% Top=CPT WPG CLI CLNY LPT ARI STOR STWD ….. LHO ALLY CYS ESRT SHO PEB SC TREE=Bottom (Real Estate)
DISV(51): 0.44% Top=BLOX BCO FLT RBA LDOS ALLE URI BAH ….. AL R DV TMH SCOR FDC YY SERV=Bottom (Diversified Services)
CHEM(26): 0.38% Top=PAH ASH CE AXTA EMN ALB APD RPM ….. HUN DD SHW MOS POT MON CC CF=Bottom (Chemicals/Fertilizers)
COHW(41): 0.34% Top=LITE GIMO CIEN NTAP ACIA BBRY SSYS COMM ….. TDS STX S AAPL OLED VZ TMUS ANET=Bottom (Computer Hardware/Telecom)
TRAN(29): 0.26% Top=DAL NAT KEX FDX SAVE NSC WERN ODFL ….. CP CSX AAL SWFT WAB EXPD KSU TRN=Bottom (Transportation)
CONS(56): 0.23% Top=COH WWW FOSL MAT VSTO TPX BC AVY ….. PAY ENR LULU GT OI GPK COTY NLS=Bottom (Consumer)
INSU(30): 0.20% Top=WRB RDN UNM AFL FAF AGO PRU FNF ….. XL BRO TRV CLGX AIG CNO AFSI PGR=Bottom (Insurance)
FINA(94): 0.05% Top=NAVI PSEC SCHW RF ETFC ARCC WFC PFG ….. VLY BOFI SLM BKU WU PYPL YRD HAWK=Bottom (Banks/Financials)
HEAL(56): -0.05% Top=HWAY ADPT MOH PODD BKD PRXL HOLX OPK ….. ESRX RMD PRAH DVA ZLTQ ACHC IRWD CYH=Bottom (Health)
RETA(66): -0.09% Top=KORS GCO SFM GME KSS STMP GNC FINL ….. TIF PAG JWN BABA FIVE W RH DSW=Bottom (Retail & Specialty Retail)
COSW(96): -0.14% Top=NTES CSRA RHT HPE CSC SSNC SHOP MENT ….. PAYC YELP VEEV TLND TWTR CYOU FEYE LC=Bottom (Computer Software/Internet)
LEIS(33): -0.59% Top=GPRO DPZ BYD QSR YUM SIX SONC CAKE ….. TXRH PLAY SBUX WEN CMG MGM 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 1:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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