daytrend

09/21/2016

Filed under: Market Stats — daytrend @ 1:46 pm

Market Stats at 2:46 pm ET
by daytrend on 20160921. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 925.

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

COMPARED TO YESTERDAY’S RANGE (20160921 2:46 pm ET)
32.3% of stocks are above yesterday’s high.
59.0% are above yesterday’s midpoint. (41.0% are below.)
11.8% are below yesterday’s low.
55.9% are inside yesterday’s range.
52.1% of stocks with today’s high > yesterday’s high. (47.9% less than).
43.0% of stocks with today’s low < yesterday’s low. (57.0% greater than).

EVIDENCE OF INTRADAY TREND (20160921 2:46 pm ET)
61.6% of stocks are above today’s open. (36.9% are below).
60.0% of stocks are above today’s open and yesterday’s close.
18.2% are below both.
12.2% of stocks opened above yesterday’s high.
87.4% 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 2:46 pm ET)
16.9% of stocks are in the top 10% of today’s range.
29.1% are in the top 20%.
66.8% are in the top half. 33.2% of stocks are in the bottom half of today’s range.
4.5% are in the bottom 20%.
0.5% are in the bottom 10%.

GAIN (20160921 2:46 pm ET)
80.4% of stocks are above yesterday’s close. (19.6% are below.)
3.8% are up 4.5% or more. 0.4% are down 4.5% or more.
6.1% are up 3.5% or more. 0.8% are down 3.5% or more.
58.4% are between +1% and -1%.

RSI on DAILY (20160921 2:46 pm ET)
2-day: >=95:8.4%…>=90:18.3%…>=80:36.8%…>=50:72.1%…<=20:11.7%…<=10:6.1%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:43.7%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:44.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160921 2:46 pm ET)
32.3% above previous 1 highs, 11.8% below previous 1 lows
22.9% above previous 2 highs, 9.2% below previous 2 lows
22.3% above previous 3 highs, 6.8% below previous 3 lows
20.5% above previous 4 highs, 5.2% below previous 4 lows
19.4% above previous 5 highs, 4.9% below previous 5 lows
17.4% above previous 6 highs, 4.6% below previous 6 lows
12.5% above previous 7 highs, 4.3% below previous 7 lows
8.8% above previous 8 highs, 4.3% below previous 8 lows
5.7% above previous 9 highs, 4.3% below previous 9 lows
5.4% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160921 2:46 pm ET)
80.4% are above or equal to 9/20 close (1 days ago), 19.6% are below.
63.1% are above or equal to 9/19 close (2 days ago), 36.9% are below.
69.0% are above or equal to 9/16 close (3 days ago), 31.0% are below.
58.6% are above or equal to 9/15 close (4 days ago), 41.4% are below.
74.7% are above or equal to 9/14 close (5 days ago), 25.3% are below.
68.5% are above or equal to 9/13 close (6 days ago), 31.5% are below.
40.3% are above or equal to 9/12 close (7 days ago), 59.7% are below.
57.4% are above or equal to 9/9 close (8 days ago), 42.6% are below.
25.9% are above or equal to 9/8 close (9 days ago), 74.1% are below.
24.8% are above or equal to 9/7 close (10 days ago), 75.2% are below.
27.2% are above or equal to 9/6 close (11 days ago), 72.8% are below.
27.7% are above or equal to 9/2 close (12 days ago), 72.3% are below.
34.6% are above or equal to 9/1 close (13 days ago), 65.4% are below.
34.3% are above or equal to 8/31 close (14 days ago), 65.7% are below.
32.0% are above or equal to 8/30 close (15 days ago), 68.0% are below.
32.0% are above or equal to 8/29 close (16 days ago), 68.0% are below.
38.5% are above or equal to 8/26 close (17 days ago), 61.5% are below.
37.6% are above or equal to 8/25 close (18 days ago), 62.4% are below.
39.8% are above or equal to 8/24 close (19 days ago), 60.2% are below.
33.4% are above or equal to 8/23 close (20 days ago), 66.6% are below.
37.5% are above or equal to 8/22 close (21 days ago), 62.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160921 2:46 pm ET)
20d: 6.2% new highs, 10.3% new lows
21d: 5.8% new highs, 9.8% new lows
42d: 4.3% new highs, 6.9% new lows
63d: 4.1% new highs, 3.7% new lows
126d: 3.9% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160921 2:46 pm ET)
2-day: 78.6% above, 21.4% below
3-day: 70.6% above, 29.4% below
4-day: 70.7% above, 29.3% below
5-day: 66.9% above, 33.1% below
8-day: 63.7% above, 36.3% below
10-day: 54.9% above, 45.1% below
20-day: 37.1% above, 62.9% below
50-day: 44.8% above, 55.2% below
200-day: 71.7% above, 28.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160921 2:46 pm ET)
META(28): 4.39% Top=RGLD AGI AG NEM X ABX SSRI AEM ….. FNV NUE FMSA CCJ TCK STLD AA SCCO=Bottom (Metals & Mining)
ENER(92): 2.60% Top=CRC OAS CWEI WLL MTDR SN TLLP SM ….. PSX TSO PBF VLO GPOR HFC CVRR CVI=Bottom (Energy)
COHW(42): 1.32% Top=JNPR ACIA VG TMUS BBRY HPQ EGHT GIMO ….. MSI LVLT CSCO HRS BRCD AAPL PANW COMM=Bottom (Computer Hardware/Telecom)
CHEM(28): 1.32% Top=HUN ALB MEOH CC OLN KRA FMC PAH ….. MOS ASH AGU PX SHW DOW GRA CF=Bottom (Chemicals/Fertilizers)
COSW(96): 1.03% Top=ADBE BIDU TWLO NUAN SHOP CSC ADSK YHOO ….. IMPV GWRE CDNS PFPT N EQIX CALD TIVO=Bottom (Computer Software/Internet)
MANU(39): 1.00% Top=ATI KMT MRC RS DDD CFX XYL ZBRA ….. EMR DE GE HON TTC ITW SWK MHK=Bottom (Manufacturing)
ELEC(54): 0.83% Top=MU OCLR FLEX CSIQ JBL MRVL NVDA AMBA ….. AMAT PI CRUS SIMO SCTY TTMI SPWR MTSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): 0.82% Top=BECN SUM PWR EXP KBH VMC USG MTZ ….. APOG AWI DHI PHM OC TOL LEN FIX=Bottom (Materials & Construction)
TRAN(29): 0.72% Top=FDX NAT XPO TRN CP CNI UNP ALK ….. JBHT KSU WERN LUV JBLU SWFT UAL AAL=Bottom (Transportation)
DISV(52): 0.67% Top=GEO CAR ZG VNTV ULTA RRD GPN IILG ….. ROL TMH SCI URI XRS SCOR SERV FDC=Bottom (Diversified Services)
INSU(31): 0.59% Top=WLTW AGO XL AXS AIZ HIG AFL MET ….. PRU UNM PGR AIG ORI FAF CNO AFSI=Bottom (Insurance)
HEAL(56): 0.57% Top=IRWD ADPT PODD NVRO MOH TMO EVHC ANTM ….. ZLTQ NUVA HLS BCR HWAY ACHC THC CYH=Bottom (Health)
CONS(56): 0.45% Top=KS FOSL FN BC UA UFS NLS HAS ….. BMS KATE CRI LULU SEE COTY PG SKX=Bottom (Consumer)
RETA(65): 0.40% Top=ETSY BABA CPRT MELI M OLLI DDS FIVE ….. KR RH AN ANF GPS KMX TLRD NFLX=Bottom (Retail & Specialty Retail)
LEIS(35): 0.22% Top=GPRO CAKE ISLE SONC SEAS DRI YUM LVS ….. WYN WEN PNRA CCL HLT RCL WYNN TXRH=Bottom (Leisure)
REAL(99): 0.19% Top=CLNY SNH OHI PGRE LGIH GPT O LPT ….. RLJ TREE HST GGP CBL SC DDR CPT=Bottom (Real Estate)
FINA(93): 0.06% Top=WU STT PYPL LM BEN PVTB PFG COF ….. ESNT BKU WFC OZRK OMF WETF NAVI YRD=Bottom (Banks/Financials)

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 2:46 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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