daytrend

09/21/2016

Filed under: Market Stats — daytrend @ 11:22 am

Market Stats at 12:22 pm ET
by daytrend on 20160921. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 924.

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

COMPARED TO YESTERDAY’S RANGE (20160921 12:22 pm ET)
17.9% of stocks are above yesterday’s high.
42.1% are above yesterday’s midpoint. (57.9% are below.)
25.3% are below yesterday’s low.
56.8% are inside yesterday’s range.
46.6% of stocks with today’s high > yesterday’s high. (53.4% less than).
32.8% of stocks with today’s low < yesterday’s low. (67.2% greater than).

EVIDENCE OF INTRADAY TREND (20160921 12:22 pm ET)
39.2% of stocks are above today’s open. (59.6% are below).
38.0% of stocks are above today’s open and yesterday’s close.
37.0% are below both.
12.1% of stocks opened above yesterday’s high.
87.3% of stocks opened above yesterday’s close. (10.5% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160921 12:22 pm ET)
1.5% of stocks are in the top 10% of today’s range.
4.7% are in the top 20%.
24.6% are in the top half. 75.4% of stocks are in the bottom half of today’s range.
51.7% are in the bottom 20%.
36.7% are in the bottom 10%.

GAIN (20160921 12:22 pm ET)
61.8% of stocks are above yesterday’s close. (38.2% are below.)
1.5% are up 4.5% or more. 0.4% are down 4.5% or more.
3.7% are up 3.5% or more. 0.6% are down 3.5% or more.
67.7% are between +1% and -1%.

RSI on DAILY (20160921 12:22 pm ET)
2-day: >=95:3.7%…>=90:9.8%…>=80:23.6%…>=50:57.5%…<=20:18.7%…<=10:8.2%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:36.9%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:38.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160921 12:22 pm ET)
17.9% above previous 1 highs, 25.3% below previous 1 lows
11.6% above previous 2 highs, 18.8% below previous 2 lows
10.7% above previous 3 highs, 11.8% below previous 3 lows
9.2% above previous 4 highs, 8.5% below previous 4 lows
8.8% above previous 5 highs, 7.8% below previous 5 lows
7.5% above previous 6 highs, 7.1% below previous 6 lows
5.2% above previous 7 highs, 6.2% below previous 7 lows
4.0% above previous 8 highs, 6.2% below previous 8 lows
2.7% above previous 9 highs, 6.2% below previous 9 lows
2.6% above previous 10 highs, 6.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160921 12:22 pm ET)
61.8% are above or equal to 9/20 close (1 days ago), 38.2% are below.
49.4% are above or equal to 9/19 close (2 days ago), 50.6% are below.
58.5% are above or equal to 9/16 close (3 days ago), 41.5% are below.
49.1% are above or equal to 9/15 close (4 days ago), 50.9% are below.
67.6% are above or equal to 9/14 close (5 days ago), 32.4% are below.
62.2% are above or equal to 9/13 close (6 days ago), 37.8% are below.
32.1% are above or equal to 9/12 close (7 days ago), 67.9% are below.
50.9% are above or equal to 9/9 close (8 days ago), 49.1% are below.
21.1% are above or equal to 9/8 close (9 days ago), 78.9% are below.
21.3% are above or equal to 9/7 close (10 days ago), 78.7% are below.
23.7% are above or equal to 9/6 close (11 days ago), 76.3% are below.
23.7% are above or equal to 9/2 close (12 days ago), 76.3% are below.
29.7% are above or equal to 9/1 close (13 days ago), 70.3% are below.
30.8% are above or equal to 8/31 close (14 days ago), 69.2% are below.
28.1% are above or equal to 8/30 close (15 days ago), 71.9% are below.
29.4% are above or equal to 8/29 close (16 days ago), 70.6% are below.
34.1% are above or equal to 8/26 close (17 days ago), 65.9% are below.
34.4% are above or equal to 8/25 close (18 days ago), 65.6% are below.
36.6% are above or equal to 8/24 close (19 days ago), 63.4% are below.
31.8% are above or equal to 8/23 close (20 days ago), 68.2% are below.
34.8% are above or equal to 8/22 close (21 days ago), 65.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160921 12:22 pm ET)
20d: 4.9% new highs, 7.0% new lows
21d: 4.7% new highs, 6.8% new lows
42d: 3.5% new highs, 4.8% new lows
63d: 3.4% new highs, 2.5% new lows
126d: 3.1% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160921 12:22 pm ET)
2-day: 60.0% above, 40.0% below
3-day: 55.0% above, 45.0% below
4-day: 58.0% above, 42.0% below
5-day: 53.2% above, 46.8% below
8-day: 52.5% above, 47.5% below
10-day: 45.8% above, 54.2% below
20-day: 32.3% above, 67.7% below
50-day: 41.9% above, 58.1% below
200-day: 70.9% above, 29.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160921 12:22 pm ET)
META(27): 2.58% Top=RGLD X AG CNX NEM AEM GG AGI ….. CDE TAHO FNV FSM STLD AA SCCO TCK=Bottom (Metals & Mining)
ENER(92): 2.03% Top=CRC WLL SM ATW OAS SN RDC APA ….. XOM GPOR FANG PBF MDU DK HFC CVI=Bottom (Energy)
COHW(42): 0.68% Top=JNPR PSTG TMUS GIMO ANET INFN HPQ NTAP ….. CSCO ZAYO LVLT ACIA AAPL BRCD PANW COMM=Bottom (Computer Hardware/Telecom)
MANU(39): 0.65% Top=MRC ATI GNRC KMT ZBRA CFX PNR XYL ….. SEDG DHR DE HON GE ITW SWK MHK=Bottom (Manufacturing)
CHEM(28): 0.62% Top=HUN MEOH KRA CC MON ALB OLN FMC ….. AGU SHW AXTA DD GRA DOW WLK CF=Bottom (Chemicals/Fertilizers)
COSW(96): 0.49% Top=ADBE BIDU NUAN SHOP HQY ADSK YHOO CSC ….. PFPT CERN CALD EVH EA TIVO JD EQIX=Bottom (Computer Software/Internet)
INSU(31): 0.44% Top=XL LNC HIG AGO AXS MET CNO AIZ ….. CINF WRB BRO ORI PGR TRV FAF AFSI=Bottom (Insurance)
TRAN(29): 0.44% Top=FDX NAT TRN CNI CP XPO WAB UNP ….. KNX JBHT HA SWFT UAL LUV JBLU AAL=Bottom (Transportation)
FINA(93): 0.27% Top=VOYA STT IBKR WAL LM SIVB STI CIT ….. ESNT KKR BOFI WFC OMF NAVI WETF YRD=Bottom (Banks/Financials)
ELEC(54): 0.20% Top=OCLR MU CSIQ FLEX JBL TRMB FIT MLNX ….. IDTI CY BRKR AMAT MTSI SIMO SCTY SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(52): 0.20% Top=BCO MAN CAR VNTV IILG RRD YY HRB ….. SCI FDC SCOR URI XRS SERV CXW MYGN=Bottom (Diversified Services)
MATE(30): 0.13% Top=PWR EXP BECN WCN KBH USCR MTZ SUM ….. FIX DY PHM TOL TPH DHI OC LEN=Bottom (Materials & Construction)
CONS(56): 0.09% Top=KS BC FOSL NLS FN WRK BERY HAR ….. KATE PG GT COTY CRI LULU SEE SKX=Bottom (Consumer)
RETA(65): -0.02% Top=ETSY BABA CPRT M MELI DDS EBAY JWN ….. KR GPS ANF SPLS AN RH KMX NFLX=Bottom (Retail & Specialty Retail)
HEAL(56): -0.09% Top=ADPT ANTM EVHC MOH INCR CNC PODD TMO ….. BKD OPK BCR MTD THC ACHC HWAY CYH=Bottom (Health)
LEIS(35): -0.23% Top=GPRO CAKE SONC SEAS YUM DRI PLAY DNKN ….. CBRL MAR WYNN BYD TXRH HLT CCL RCL=Bottom (Leisure)
REAL(99): -0.92% Top=CLNY PGRE OHI EQC DRH ALLY ESRT STWD ….. AMH VER CLI OFC DDR COR CBL CPT=Bottom (Real Estate)

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 12:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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