daytrend

09/21/2016

Filed under: Market Stats — daytrend @ 2:45 pm

Market Stats at 3:45 pm ET
by daytrend on 20160921. 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 (20160921 3:45 pm ET)
52.3% of stocks are above yesterday’s high.
80.2% are above yesterday’s midpoint. (19.8% are below.)
4.3% are below yesterday’s low.
43.4% are inside yesterday’s range.
61.6% of stocks with today’s high > yesterday’s high. (38.4% less than).
43.0% of stocks with today’s low < yesterday’s low. (57.0% greater than).

EVIDENCE OF INTRADAY TREND (20160921 3:45 pm ET)
84.6% of stocks are above today’s open. (14.9% are below).
83.9% of stocks are above today’s open and yesterday’s close.
6.4% are below both.
12.3% 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 3:45 pm ET)
61.1% of stocks are in the top 10% of today’s range.
72.7% are in the top 20%.
93.2% are in the top half. 6.8% of stocks are in the bottom half of today’s range.
0.5% are in the bottom 20%.
0.1% are in the bottom 10%.

GAIN (20160921 3:45 pm ET)
93.1% of stocks are above yesterday’s close. (6.9% are below.)
6.6% are up 4.5% or more. 0.2% are down 4.5% or more.
11.1% are up 3.5% or more. 0.3% are down 3.5% or more.
34.1% are between +1% and -1%.

RSI on DAILY (20160921 3:45 pm ET)
2-day: >=95:13.4%…>=90:27.2%…>=80:52.1%…>=50:84.6%…<=20:4.2%…<=10:2.1%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:55.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:52.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160921 3:45 pm ET)
52.3% above previous 1 highs, 4.3% below previous 1 lows
41.6% above previous 2 highs, 3.8% below previous 2 lows
39.8% above previous 3 highs, 2.9% below previous 3 lows
36.9% above previous 4 highs, 2.2% below previous 4 lows
34.9% above previous 5 highs, 2.1% below previous 5 lows
30.2% above previous 6 highs, 1.9% below previous 6 lows
23.7% above previous 7 highs, 1.8% below previous 7 lows
16.8% above previous 8 highs, 1.8% below previous 8 lows
10.8% above previous 9 highs, 1.8% below previous 9 lows
9.5% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160921 3:45 pm ET)
93.1% are above or equal to 9/20 close (1 days ago), 6.9% are below.
77.8% are above or equal to 9/19 close (2 days ago), 22.2% are below.
79.3% are above or equal to 9/16 close (3 days ago), 20.7% are below.
70.0% are above or equal to 9/15 close (4 days ago), 30.0% are below.
82.8% are above or equal to 9/14 close (5 days ago), 17.2% are below.
77.0% are above or equal to 9/13 close (6 days ago), 23.0% are below.
50.9% are above or equal to 9/12 close (7 days ago), 49.1% are below.
66.2% are above or equal to 9/9 close (8 days ago), 33.8% are below.
33.0% are above or equal to 9/8 close (9 days ago), 67.0% are below.
29.5% are above or equal to 9/7 close (10 days ago), 70.5% are below.
32.1% are above or equal to 9/6 close (11 days ago), 67.9% are below.
32.9% are above or equal to 9/2 close (12 days ago), 67.1% are below.
41.0% are above or equal to 9/1 close (13 days ago), 59.0% are below.
40.5% are above or equal to 8/31 close (14 days ago), 59.5% are below.
37.0% are above or equal to 8/30 close (15 days ago), 63.0% are below.
37.9% are above or equal to 8/29 close (16 days ago), 62.1% are below.
44.3% are above or equal to 8/26 close (17 days ago), 55.7% are below.
43.7% are above or equal to 8/25 close (18 days ago), 56.3% are below.
44.9% are above or equal to 8/24 close (19 days ago), 55.1% are below.
38.0% are above or equal to 8/23 close (20 days ago), 62.0% are below.
41.8% are above or equal to 8/22 close (21 days ago), 58.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160921 3:45 pm ET)
20d: 8.0% new highs, 10.3% new lows
21d: 7.9% new highs, 9.9% new lows
42d: 5.8% new highs, 6.9% new lows
63d: 5.5% new highs, 3.7% new lows
126d: 5.2% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160921 3:45 pm ET)
2-day: 93.0% above, 7.0% below
3-day: 86.0% above, 14.0% below
4-day: 83.0% above, 17.0% below
5-day: 80.1% above, 19.9% below
8-day: 76.8% above, 23.2% below
10-day: 70.0% above, 30.0% below
20-day: 45.9% above, 54.1% below
50-day: 48.9% above, 51.1% below
200-day: 73.7% above, 26.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160921 3:45 pm ET)
META(29): 5.90% Top=AGI AG RGLD ABX SLW NEM SSRI X ….. FMSA NUE CMC TCK STLD CCJ AA SCCO=Bottom (Metals & Mining)
ENER(92): 3.40% Top=CRC WLL OAS MTDR SN CWEI SM RDC ….. TSO PSX VLO PBF GPOR HFC CVI CVRR=Bottom (Energy)
COHW(42): 1.97% Top=ACIA JNPR GIMO VG WDC STX TMUS HPQ ….. HRS CSCO MSI CTL BRCD AAPL PANW COMM=Bottom (Computer Hardware/Telecom)
CHEM(28): 1.89% Top=HUN MEOH CC ALB OLN FMC KRA PAH ….. MOS AGU PX DD GRA ASH DOW CF=Bottom (Chemicals/Fertilizers)
COSW(96): 1.75% Top=TEAM TWLO ADBE BIDU NUAN SHOP ADSK CSC ….. TRI JD SYNT WBMD LC N CALD TIVO=Bottom (Computer Software/Internet)
MANU(39): 1.63% Top=ATI ZBRA KMT RS MRC IR DDD DOV ….. HON GE DE SEDG TTC ITW SWK MHK=Bottom (Manufacturing)
MATE(30): 1.63% Top=SUM BECN PWR EXP VMC USCR MTZ MLM ….. DY PHM AWI TOL APOG OC LEN FIX=Bottom (Materials & Construction)
ELEC(54): 1.50% Top=MU OCLR MXL NVDA JBL PI CAVM MRVL ….. AMAT TXN FSLR SIMO SCTY TTMI MTSI SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(29): 1.36% Top=FDX NAT XPO TRN CP CNI UNP CSX ….. AIRM KNX UAL WERN JBHT JBLU SWFT AAL=Bottom (Transportation)
DISV(52): 1.33% Top=GEO ZG CAR ULTA VNTV RRD GPN MAN ….. URI SCOR BLOX XRS ROL MYGN FDC SERV=Bottom (Diversified Services)
HEAL(56): 1.26% Top=PODD ADPT IRWD MOH NVRO TMO EVHC ANTM ….. MTD HWAY UHS BCR NUVA ACHC THC CYH=Bottom (Health)
INSU(31): 1.25% Top=XL AGO WLTW AIZ AON LNC MET AXS ….. MTG FAF WRB AIG PGR ORI CNO AFSI=Bottom (Insurance)
CONS(56): 1.16% Top=KS FOSL FN BC GIII UA UFS PKG ….. BMS TLN CRI SEE LULU PG COTY SKX=Bottom (Consumer)
REAL(99): 1.13% Top=PGRE LGIH GPT SNH ARE OHI DOC SHO ….. CIM DDR NRZ HST OUT SC CBL CPT=Bottom (Real Estate)
RETA(65): 1.05% Top=ETSY BABA CPRT MELI M OLLI DDS JWN ….. KR BBBY GPS ANF AN TLRD KMX NFLX=Bottom (Retail & Specialty Retail)
LEIS(35): 0.83% Top=GPRO CAKE ISLE SEAS DRI DNKN SONC BYD ….. PNRA WYN CMG HLT WYNN CCL RCL TXRH=Bottom (Leisure)
FINA(93): 0.67% Top=LM BEN LAZ WU CIT AMP PYPL COF ….. BOFI OMF BKU WFC OZRK YRD WETF NAVI=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 3:45 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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