daytrend

09/22/2016

Filed under: Market Stats — daytrend @ 10:04 am

Market Stats at 11:04 am ET
by daytrend on 20160922. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 932.

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

COMPARED TO YESTERDAY’S RANGE (20160922 11:04 am ET)
66.6% of stocks are above yesterday’s high.
92.7% are above yesterday’s midpoint. (7.3% are below.)
1.0% are below yesterday’s low.
32.4% are inside yesterday’s range.
90.7% of stocks with today’s high > yesterday’s high. (9.3% less than).
2.0% of stocks with today’s low < yesterday’s low. (98.0% greater than).

EVIDENCE OF INTRADAY TREND (20160922 11:04 am ET)
54.1% of stocks are above today’s open. (43.9% are below).
53.6% of stocks are above today’s open and yesterday’s close.
15.9% are below both.
75.3% of stocks opened above yesterday’s high.
95.4% of stocks opened above yesterday’s close. (3.6% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160922 11:04 am ET)
5.4% of stocks are in the top 10% of today’s range.
15.0% are in the top 20%.
46.2% are in the top half. 53.8% of stocks are in the bottom half of today’s range.
26.3% are in the bottom 20%.
14.9% are in the bottom 10%.

GAIN (20160922 11:04 am ET)
83.6% of stocks are above yesterday’s close. (16.4% are below.)
1.2% are up 4.5% or more. 0.1% are down 4.5% or more.
1.9% are up 3.5% or more. 0.2% are down 3.5% or more.
58.6% are between +1% and -1%.

RSI on DAILY (20160922 11:04 am ET)
2-day: >=95:21.8%…>=90:40.7%…>=80:66.5%…>=50:91.2%…<=20:2.4%…<=10:1.2%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:69.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:64.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160922 11:04 am ET)
66.6% above previous 1 highs, 1.0% below previous 1 lows
57.3% above previous 2 highs, 0.8% below previous 2 lows
49.4% above previous 3 highs, 0.8% below previous 3 lows
47.4% above previous 4 highs, 0.4% below previous 4 lows
45.5% above previous 5 highs, 0.3% below previous 5 lows
42.6% above previous 6 highs, 0.3% below previous 6 lows
37.6% above previous 7 highs, 0.3% below previous 7 lows
32.4% above previous 8 highs, 0.2% below previous 8 lows
22.4% above previous 9 highs, 0.2% below previous 9 lows
14.2% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160922 11:04 am ET)
83.6% are above or equal to 9/21 close (1 days ago), 16.4% are below.
94.5% are above or equal to 9/20 close (2 days ago), 5.5% are below.
85.6% are above or equal to 9/19 close (3 days ago), 14.4% are below.
83.9% are above or equal to 9/16 close (4 days ago), 16.1% are below.
77.0% are above or equal to 9/15 close (5 days ago), 23.0% are below.
86.8% are above or equal to 9/14 close (6 days ago), 13.2% are below.
82.6% are above or equal to 9/13 close (7 days ago), 17.4% are below.
61.5% are above or equal to 9/12 close (8 days ago), 38.5% are below.
72.3% are above or equal to 9/9 close (9 days ago), 27.7% are below.
39.9% are above or equal to 9/8 close (10 days ago), 60.1% are below.
36.6% are above or equal to 9/7 close (11 days ago), 63.4% are below.
38.7% are above or equal to 9/6 close (12 days ago), 61.3% are below.
39.7% are above or equal to 9/2 close (13 days ago), 60.3% are below.
48.9% are above or equal to 9/1 close (14 days ago), 51.1% are below.
47.5% are above or equal to 8/31 close (15 days ago), 52.5% are below.
44.4% are above or equal to 8/30 close (16 days ago), 55.6% are below.
45.7% are above or equal to 8/29 close (17 days ago), 54.3% are below.
52.3% are above or equal to 8/26 close (18 days ago), 47.7% are below.
49.1% are above or equal to 8/25 close (19 days ago), 50.9% are below.
50.8% are above or equal to 8/24 close (20 days ago), 49.2% are below.
44.3% are above or equal to 8/23 close (21 days ago), 55.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160922 11:04 am ET)
20d: 15.1% new highs, 0.5% new lows
21d: 14.7% new highs, 0.4% new lows
42d: 10.0% new highs, 0.3% new lows
63d: 9.5% new highs, 0.1% new lows
126d: 8.2% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160922 11:04 am ET)
2-day: 82.7% above, 17.3% below
3-day: 93.2% above, 6.8% below
4-day: 91.0% above, 9.0% below
5-day: 89.8% above, 10.2% below
8-day: 87.1% above, 12.9% below
10-day: 82.8% above, 17.2% below
20-day: 58.5% above, 41.5% below
50-day: 55.3% above, 44.7% below
200-day: 76.1% above, 23.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160922 11:04 am ET)
REAL(100): 1.38% Top=BAM CLI OFC DLR TREE CONE WPG PDM ….. RLGY STWD TWO AGNC BXMT NRZ CLNY EQR=Bottom (Real Estate)
LEIS(36): 1.31% Top=SEAS GPRO RCL TVPT MGM SONC CCL CMG ….. WEN MAR DRI ARMK CBRL TXRH WYNN ISLE=Bottom (Leisure)
MATE(30): 1.27% Top=WY KBH BECN USCR PHM MAS TPH AWI ….. SRCL WCN FIX WM RSG APOG PWR OC=Bottom (Materials & Construction)
TRAN(28): 1.27% Top=SAVE UAL AAL JBLU DAL AIRM WAB XPO ….. FDX EXPD KEX CSX KNX JBHT ODFL WERN=Bottom (Transportation)
MANU(39): 1.09% Top=PNR MRC ATI BDC ROP AOS FLS ROK ….. SWK DE TTC KMT CAT DHR MHK ZBRA=Bottom (Manufacturing)
ENER(92): 0.97% Top=ATW RIG WLL RDC PAA CVRR GPOR MUR ….. SN APC AR EOG PE SWN CWEI REN=Bottom (Energy)
COSW(95): 0.77% Top=TWLO VIPS FEYE RHT GRUB WBMD GDDY TWOU ….. ZEN INXN EA BIDU SQ SYNT TTWO TEAM=Bottom (Computer Software/Internet)
CHEM(28): 0.71% Top=MEOH CF PAH POT ALB AXTA GPRE MOS ….. WLK SHW DOW APD POL KRA ASH CC=Bottom (Chemicals/Fertilizers)
HEAL(58): 0.70% Top=IRWD HWAY ESRX PKI SYK EW THC LPNT ….. VAR MD CYH BSX WST XRAY ADPT COO=Bottom (Health)
COHW(42): 0.69% Top=NSR S PANW INFN BRCD ARRS CIEN BCE ….. COMM ACIA QCOM VRSN SYNA GIMO EGHT LVLT=Bottom (Computer Hardware/Telecom)
CONS(58): 0.69% Top=FOSL HNI SKX UFS NLS OI TUP HAR ….. TLN LEG PVH COTY KS CRI FN PKG=Bottom (Consumer)
DISV(52): 0.67% Top=GEO AL YY MYGN KBR ALLE ACM HCSG ….. VRSK BLOX ULTA SERV GPN FDC SCOR AHS=Bottom (Diversified Services)
ELEC(55): 0.60% Top=IDTI TSRA ON OCLR FIT SPWR TTMI MTSI ….. CRUS AMAT CSIQ SANM LRCX HIMX NPTN JBL=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(94): 0.57% Top=NAVI OZRK RJF AMG WDR LM SIVB HBAN ….. PNC WAL CME BK ICE FII YRD BX=Bottom (Banks/Financials)
RETA(65): 0.53% Top=STMP TLRD SIG BABA ORLY FIVE CHS BBBY ….. BURL JWN TGT FRAN DLTR DSW OLLI KSS=Bottom (Retail & Specialty Retail)
META(29): 0.50% Top=FCX X CMC AA GG HL AGI CLF ….. FMSA SSRI PAAS FSM CDE SLCA TCK AG=Bottom (Metals & Mining)
INSU(31): 0.44% Top=MTG CNO AFSI AON AIG AJG RDN XL ….. CLGX FNF L PRU UNM TMK MET LNC=Bottom (Insurance)

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 11:04 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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