daytrend

09/20/2016

Filed under: Market Stats — daytrend @ 9:19 am

Market Stats at 10:19 am ET
by daytrend on 20160920. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 926.

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

COMPARED TO YESTERDAY’S RANGE (20160920 10:19 am ET)
17.0% of stocks are above yesterday’s high.
50.2% are above yesterday’s midpoint. (49.8% are below.)
15.3% are below yesterday’s low.
67.7% are inside yesterday’s range.
35.1% of stocks with today’s high > yesterday’s high. (64.9% less than).
26.9% of stocks with today’s low < yesterday’s low. (73.1% greater than).

EVIDENCE OF INTRADAY TREND (20160920 10:19 am ET)
30.2% of stocks are above today’s open. (67.6% are below).
27.8% of stocks are above today’s open and yesterday’s close.
33.7% are below both.
18.1% of stocks opened above yesterday’s high.
83.2% of stocks opened above yesterday’s close. (14.5% opened below yesterday’s close).
4.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160920 10:19 am ET)
7.3% of stocks are in the top 10% of today’s range.
14.3% are in the top 20%.
39.0% are in the top half. 61.0% of stocks are in the bottom half of today’s range.
26.7% are in the bottom 20%.
12.1% are in the bottom 10%.

GAIN (20160920 10:19 am ET)
63.9% of stocks are above yesterday’s close. (36.1% are below.)
0.2% are up 4.5% or more. 0.2% are down 4.5% or more.
0.5% are up 3.5% or more. 0.5% are down 3.5% or more.
79.4% are between +1% and -1%.

RSI on DAILY (20160920 10:19 am ET)
2-day: >=95:3.8%…>=90:11.3%…>=80:28.6%…>=50:66.3%…<=20:10.9%…<=10:6.0%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:39.1%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:40.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160920 10:19 am ET)
17.0% above previous 1 highs, 15.3% below previous 1 lows
16.1% above previous 2 highs, 7.0% below previous 2 lows
14.8% above previous 3 highs, 4.9% below previous 3 lows
13.6% above previous 4 highs, 4.3% below previous 4 lows
10.6% above previous 5 highs, 3.8% below previous 5 lows
7.6% above previous 6 highs, 3.5% below previous 6 lows
4.4% above previous 7 highs, 3.5% below previous 7 lows
2.1% above previous 8 highs, 3.5% below previous 8 lows
1.9% above previous 9 highs, 3.3% below previous 9 lows
1.6% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160920 10:19 am ET)
63.9% are above or equal to 9/19 close (1 days ago), 36.1% are below.
70.0% are above or equal to 9/16 close (2 days ago), 30.0% are below.
55.9% are above or equal to 9/15 close (3 days ago), 44.1% are below.
75.9% are above or equal to 9/14 close (4 days ago), 24.1% are below.
69.0% are above or equal to 9/13 close (5 days ago), 31.0% are below.
37.0% are above or equal to 9/12 close (6 days ago), 63.0% are below.
54.9% are above or equal to 9/9 close (7 days ago), 45.1% are below.
22.6% are above or equal to 9/8 close (8 days ago), 77.4% are below.
21.2% are above or equal to 9/7 close (9 days ago), 78.8% are below.
23.9% are above or equal to 9/6 close (10 days ago), 76.1% are below.
24.6% are above or equal to 9/2 close (11 days ago), 75.4% are below.
30.9% are above or equal to 9/1 close (12 days ago), 69.1% are below.
32.2% are above or equal to 8/31 close (13 days ago), 67.8% are below.
30.7% are above or equal to 8/30 close (14 days ago), 69.3% are below.
30.7% are above or equal to 8/29 close (15 days ago), 69.3% are below.
35.4% are above or equal to 8/26 close (16 days ago), 64.6% are below.
37.0% are above or equal to 8/25 close (17 days ago), 63.0% are below.
37.6% are above or equal to 8/24 close (18 days ago), 62.4% are below.
32.5% are above or equal to 8/23 close (19 days ago), 67.5% are below.
36.6% are above or equal to 8/22 close (20 days ago), 63.4% are below.
36.9% are above or equal to 8/19 close (21 days ago), 63.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160920 10:19 am ET)
20d: 2.8% new highs, 5.4% new lows
21d: 2.8% new highs, 5.3% new lows
42d: 2.2% new highs, 3.5% new lows
63d: 2.1% new highs, 2.5% new lows
126d: 1.8% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160920 10:19 am ET)
2-day: 61.6% above, 38.4% below
3-day: 67.5% above, 32.5% below
4-day: 64.4% above, 35.6% below
5-day: 68.4% above, 31.6% below
8-day: 60.9% above, 39.1% below
10-day: 43.1% above, 56.9% below
20-day: 32.2% above, 67.8% below
50-day: 42.4% above, 57.6% below
200-day: 71.4% above, 28.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160920 10:19 am ET)
INSU(31): 0.49% Top=WLTW RDN ALL WRB XL MET MMC AFL ….. CLGX ORI AGO UNM MTG FAF FNF AFSI=Bottom (Insurance)
TRAN(29): 0.48% Top=KEX FDX AIRM UPS AAL CNI LUV SWFT ….. WAB XPO HA NSC KNX WERN TRN ODFL=Bottom (Transportation)
FINA(94): 0.45% Top=HAWK STT WFC NSAM BK IVZ NTRS FRC ….. LM WETF ESNT SIVB WU VOYA LAZ WDR=Bottom (Banks/Financials)
LEIS(35): 0.41% Top=RCL MAR QSR HLT DNKN CCL MCD MGM ….. PLAY ISLE CMG ZOES PNRA SONC LVS SEAS=Bottom (Leisure)
MANU(40): 0.36% Top=ROK ITT ATI GE PH AOS BDC ITW ….. MHK ENS FLS RS CFX ZBRA SEDG MRC=Bottom (Manufacturing)
REAL(99): 0.28% Top=OUT VTR GPT EDR COR AIV BAM GLPI ….. TREE CBL CUZ NRF CSAL RLGY LGIH CYS=Bottom (Real Estate)
CONS(56): 0.21% Top=FOSL KMB WWW CLX CHD SON NWL BMS ….. CRI FN KATE GT VSTO NLS FL PAY=Bottom (Consumer)
COSW(96): 0.19% Top=WUBA SYNT TWLO OTEX BIDU CDNS FIS ADSK ….. NOW NTCT WB LC IMPV CYBR CYOU NTES=Bottom (Computer Software/Internet)
DISV(51): 0.18% Top=G BAH VNTV MAN PAYX TRU MCO FDC ….. MYGN ZG CAR HRI YY AHS URI TMH=Bottom (Diversified Services)
RETA(65): 0.05% Top=ETSY OLLI KR TJX KAR LB CVS CPRT ….. ANF AEO DSW GNC RH JCP CHS GPS=Bottom (Retail & Specialty Retail)
ELEC(54): 0.05% Top=CRUS ON SPWR KEYS APH CREE TRMB SCTY ….. MRVL FIT FSLR PI NPTN AMBA MTSI OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(56): 0.03% Top=DVA STE HWAY TMO BCR PRXL PINC BAX ….. HCA ADPT BKD AMSG EVHC ACHC THC CYH=Bottom (Health)
COHW(42): 0.02% Top=S BBRY CDW LITE ANET ARRS VZ BCE ….. CIEN TMUS VG STX EGHT PSTG OLED GIMO=Bottom (Computer Hardware/Telecom)
CHEM(28): -0.06% Top=SHW AGU HUN ASH FMC ALB POL PX ….. MOS EMN CE WLK OLN CF GPRE MEOH=Bottom (Chemicals/Fertilizers)
ENER(93): -0.45% Top=HK CWEI SWN DO GPOR COG AR RICE ….. SPN HFC CRC CVRR CVI PTEN PBF ECA=Bottom (Energy)
META(27): -0.47% Top=CNX CCJ NUE FNV ABX SCCO AA CMC ….. FSM FCX AG SLW X CDE TAHO FMSA=Bottom (Metals & Mining)
MATE(30): -0.67% Top=RSG WM WY DAR APOG FLR WCN MAS ….. TOL KBH EXP CAA USCR USG PHM LEN=Bottom (Materials & Construction)

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 10:19 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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