daytrend

09/20/2016

Filed under: Market Stats — daytrend @ 10:38 am

Market Stats at 11:38 am ET
by daytrend on 20160920. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 926.

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 (20160920 11:38 am ET)
12.3% of stocks are above yesterday’s high.
37.6% are above yesterday’s midpoint. (62.4% are below.)
20.2% are below yesterday’s low.
67.5% are inside yesterday’s range.
37.1% of stocks with today’s high > yesterday’s high. (62.9% less than).
38.3% of stocks with today’s low < yesterday’s low. (61.7% greater than).

EVIDENCE OF INTRADAY TREND (20160920 11:38 am ET)
23.1% of stocks are above today’s open. (75.7% are below).
21.3% of stocks are above today’s open and yesterday’s close.
45.8% 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 11:38 am ET)
2.3% of stocks are in the top 10% of today’s range.
8.4% are in the top 20%.
26.8% are in the top half. 73.2% of stocks are in the bottom half of today’s range.
43.2% are in the bottom 20%.
27.1% are in the bottom 10%.

GAIN (20160920 11:38 am ET)
52.4% of stocks are above yesterday’s close. (47.6% are below.)
0.2% are up 4.5% or more. 0.8% are down 4.5% or more.
0.5% are up 3.5% or more. 1.2% are down 3.5% or more.
77.2% are between +1% and -1%.

RSI on DAILY (20160920 11:38 am ET)
2-day: >=95:2.5%…>=90:8.0%…>=80:20.4%…>=50:54.4%…<=20:13.3%…<=10:6.8%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:34.8%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:37.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160920 11:38 am ET)
12.3% above previous 1 highs, 20.2% below previous 1 lows
11.6% above previous 2 highs, 10.4% below previous 2 lows
10.4% above previous 3 highs, 6.2% below previous 3 lows
9.8% above previous 4 highs, 5.4% below previous 4 lows
7.7% above previous 5 highs, 4.4% below previous 5 lows
5.7% above previous 6 highs, 4.1% below previous 6 lows
3.8% above previous 7 highs, 3.9% below previous 7 lows
2.1% above previous 8 highs, 3.9% below previous 8 lows
1.9% above previous 9 highs, 3.8% below previous 9 lows
1.8% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160920 11:38 am ET)
52.4% are above or equal to 9/19 close (1 days ago), 47.6% are below.
63.2% are above or equal to 9/16 close (2 days ago), 36.8% are below.
48.6% are above or equal to 9/15 close (3 days ago), 51.4% are below.
71.3% are above or equal to 9/14 close (4 days ago), 28.7% are below.
64.9% are above or equal to 9/13 close (5 days ago), 35.1% are below.
33.3% are above or equal to 9/12 close (6 days ago), 66.7% are below.
51.0% are above or equal to 9/9 close (7 days ago), 49.0% are below.
19.9% are above or equal to 9/8 close (8 days ago), 80.1% are below.
18.5% are above or equal to 9/7 close (9 days ago), 81.5% are below.
22.2% are above or equal to 9/6 close (10 days ago), 77.8% are below.
21.6% are above or equal to 9/2 close (11 days ago), 78.4% are below.
29.0% are above or equal to 9/1 close (12 days ago), 71.0% are below.
29.6% are above or equal to 8/31 close (13 days ago), 70.4% are below.
28.2% are above or equal to 8/30 close (14 days ago), 71.8% are below.
28.7% are above or equal to 8/29 close (15 days ago), 71.3% are below.
33.8% are above or equal to 8/26 close (16 days ago), 66.2% are below.
34.9% are above or equal to 8/25 close (17 days ago), 65.1% are below.
36.3% are above or equal to 8/24 close (18 days ago), 63.7% are below.
31.3% are above or equal to 8/23 close (19 days ago), 68.7% are below.
34.4% are above or equal to 8/22 close (20 days ago), 65.6% are below.
35.0% are above or equal to 8/19 close (21 days ago), 65.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160920 11:38 am ET)
20d: 3.6% new highs, 7.1% new lows
21d: 3.6% new highs, 7.0% new lows
42d: 2.7% new highs, 4.6% new lows
63d: 2.6% new highs, 3.1% new lows
126d: 2.4% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160920 11:38 am ET)
2-day: 51.1% above, 48.9% below
3-day: 56.6% above, 43.4% below
4-day: 54.3% above, 45.7% below
5-day: 61.3% above, 38.7% below
8-day: 52.9% above, 47.1% below
10-day: 37.4% above, 62.6% below
20-day: 29.5% above, 70.5% below
50-day: 41.0% above, 59.0% below
200-day: 71.1% above, 28.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160920 11:38 am ET)
MANU(40): 0.36% Top=ATI KMT ITW DE ROK DDD GE AOS ….. MHK RS ZBRA FLS SNA ETN SEDG MRC=Bottom (Manufacturing)
FINA(94): 0.15% Top=HAWK STT IVZ PSEC NAVI RJF TROW NSAM ….. WETF ETFC SBNY VOYA LAZ ESNT OMF WDR=Bottom (Banks/Financials)
INSU(31): 0.12% Top=WLTW ALL WRB RDN MET MMC AJG AFL ….. PGR CLGX UNM AGO ORI FAF AFSI FNF=Bottom (Insurance)
TRAN(29): 0.08% Top=KEX FDX UPS NAT AIRM CSX AAL UNP ….. UAL CP KNX WERN HA SWFT XPO ODFL=Bottom (Transportation)
META(27): 0.05% Top=CNX CCJ SLCA SSRI RGLD SWC TCK GG ….. FSM CDE STLD SLW FMSA AGI AG TAHO=Bottom (Metals & Mining)
ENER(93): 0.03% Top=CWEI SWN DO APC HK RICE DVN PAGP ….. SPN SN HFC PTEN CVI CVRR ECA PBF=Bottom (Energy)
CONS(56): -0.03% Top=FOSL BC KMB CHD CLX NWL CL WWW ….. KS FN CRI GT FL KATE IP PAY=Bottom (Consumer)
CHEM(28): -0.09% Top=AGU SHW POT MOS PX APD ASH MON ….. PAH CC AXTA CE GPRE WLK MEOH OLN=Bottom (Chemicals/Fertilizers)
REAL(99): -0.09% Top=OUT EDR DOC AIV PPS MAA MPW UDR ….. PEB CUZ CSAL CYS CBL LGIH NRF TREE=Bottom (Real Estate)
COSW(96): -0.11% Top=WUBA SYNT GRUB BIDU VEEV ADP OTEX ADSK ….. PFPT NUAN CYBR LC CYOU SHOP NTES EQIX=Bottom (Computer Software/Internet)
LEIS(35): -0.15% Top=RCL MAR QSR DNKN MCD HLT WYN DRI ….. SONC CMG SHAK PNRA ISLE LVS SEAS GPRO=Bottom (Leisure)
HEAL(56): -0.20% Top=DVA STE HWAY TMO OPK BCR PRXL PINC ….. HCA ADPT BKD ACHC AMSG EVHC CYH THC=Bottom (Health)
ELEC(54): -0.24% Top=SPWR SCTY CRUS ON CREE TRMB AMD CY ….. IPHI QRVO FIT NPTN AMBA MTSI PI OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(51): -0.27% Top=G DV BAH PAYX VNTV BCO FDC RBA ….. R CAR AHS ZG HRI CXW URI TMH=Bottom (Diversified Services)
RETA(65): -0.28% Top=OLLI FINL KR TJX ETSY CVS LB CPRT ….. GES DSW RH AEO GPS GNC JCP CHS=Bottom (Retail & Specialty Retail)
COHW(42): -0.48% Top=BBRY CDW ARRS VRSN BCE CCI HPQ CSCO ….. S LVLT EGHT LITE ACIA TMUS OLED GIMO=Bottom (Computer Hardware/Telecom)
MATE(30): -1.10% Top=WM RSG DAR WY DY APOG FAST SRCL ….. TOL BECN MTZ AWI USG PHM USCR 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 11:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: