daytrend

09/22/2016

Filed under: Market Stats — daytrend @ 1:49 pm

Market Stats at 2:48 pm 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 2:48 pm ET)
66.0% of stocks are above yesterday’s high.
89.8% are above yesterday’s midpoint. (10.2% are below.)
1.9% are below yesterday’s low.
32.1% are inside yesterday’s range.
91.8% of stocks with today’s high > yesterday’s high. (8.2% less than).
4.6% of stocks with today’s low < yesterday’s low. (95.4% greater than).

EVIDENCE OF INTRADAY TREND (20160922 2:48 pm ET)
55.9% of stocks are above today’s open. (43.7% are below).
55.3% of stocks are above today’s open and yesterday’s close.
20.0% 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 2:48 pm ET)
10.6% of stocks are in the top 10% of today’s range.
20.9% are in the top 20%.
50.1% are in the top half. 49.9% of stocks are in the bottom half of today’s range.
19.1% are in the bottom 20%.
7.6% are in the bottom 10%.

GAIN (20160922 2:48 pm ET)
79.3% of stocks are above yesterday’s close. (20.7% are below.)
1.5% are up 4.5% or more. 0.5% are down 4.5% or more.
3.6% are up 3.5% or more. 0.5% are down 3.5% or more.
51.1% are between +1% and -1%.

RSI on DAILY (20160922 2:48 pm ET)
2-day: >=95:22.4%…>=90:41.1%…>=80:65.8%…>=50:88.7%…<=20:2.8%…<=10:1.2%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:71.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:64.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160922 2:48 pm ET)
66.0% above previous 1 highs, 1.9% below previous 1 lows
58.4% above previous 2 highs, 1.6% below previous 2 lows
51.3% above previous 3 highs, 1.2% below previous 3 lows
49.6% above previous 4 highs, 0.9% below previous 4 lows
48.2% above previous 5 highs, 0.6% below previous 5 lows
45.5% above previous 6 highs, 0.4% below previous 6 lows
41.5% above previous 7 highs, 0.3% below previous 7 lows
35.9% above previous 8 highs, 0.2% below previous 8 lows
25.2% above previous 9 highs, 0.2% below previous 9 lows
16.2% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160922 2:48 pm ET)
79.3% are above or equal to 9/21 close (1 days ago), 20.7% are below.
92.8% are above or equal to 9/20 close (2 days ago), 7.2% are below.
85.2% are above or equal to 9/19 close (3 days ago), 14.8% are below.
84.5% are above or equal to 9/16 close (4 days ago), 15.5% are below.
77.0% are above or equal to 9/15 close (5 days ago), 23.0% are below.
87.7% are above or equal to 9/14 close (6 days ago), 12.3% are below.
82.2% are above or equal to 9/13 close (7 days ago), 17.8% are below.
60.8% are above or equal to 9/12 close (8 days ago), 39.2% are below.
71.5% are above or equal to 9/9 close (9 days ago), 28.5% are below.
39.6% are above or equal to 9/8 close (10 days ago), 60.4% are below.
36.1% are above or equal to 9/7 close (11 days ago), 63.9% are below.
39.4% are above or equal to 9/6 close (12 days ago), 60.6% are below.
38.4% are above or equal to 9/2 close (13 days ago), 61.6% are below.
48.0% are above or equal to 9/1 close (14 days ago), 52.0% are below.
47.6% are above or equal to 8/31 close (15 days ago), 52.4% are below.
44.3% are above or equal to 8/30 close (16 days ago), 55.7% are below.
45.0% are above or equal to 8/29 close (17 days ago), 55.0% are below.
51.7% are above or equal to 8/26 close (18 days ago), 48.3% are below.
49.1% are above or equal to 8/25 close (19 days ago), 50.9% are below.
51.6% are above or equal to 8/24 close (20 days ago), 48.4% are below.
45.3% are above or equal to 8/23 close (21 days ago), 54.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160922 2:48 pm ET)
20d: 16.4% new highs, 1.0% new lows
21d: 16.0% new highs, 0.9% new lows
42d: 10.9% new highs, 0.6% new lows
63d: 10.5% new highs, 0.3% new lows
126d: 9.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160922 2:48 pm ET)
2-day: 78.6% above, 21.4% below
3-day: 90.8% above, 9.2% below
4-day: 89.4% above, 10.6% below
5-day: 89.3% above, 10.7% below
8-day: 86.9% above, 13.1% below
10-day: 82.6% above, 17.4% below
20-day: 59.5% above, 40.5% below
50-day: 56.2% above, 43.8% below
200-day: 76.5% above, 23.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160922 2:48 pm ET)
LEIS(36): 1.61% Top=SEAS GPRO RCL SONC ZOES TVPT MGM SIX ….. QSR MAR ARMK TXRH DRI WYNN CBRL ISLE=Bottom (Leisure)
REAL(100): 1.52% Top=TREE BAM OFC PDM WPG DLR CONE CUBE ….. EQC APLE TWO BXMT CLNY RLGY NRZ EQR=Bottom (Real Estate)
MATE(30): 1.41% Top=WY USCR KBH BECN DY MAS SUM AWI ….. TOL WCN APOG USG LEN WM FIX RSG=Bottom (Materials & Construction)
MANU(39): 1.21% Top=CFX SEDG BDC PNR FLS MRC ENS EMR ….. GE ETN KMT PH DHR MHK CAT TTC=Bottom (Manufacturing)
ENER(92): 1.07% Top=ATW WLL RIG PAGP MUR RDC NBR GPOR ….. WMB RSPP PXD AR CWEI SWN RICE REN=Bottom (Energy)
HEAL(58): 1.03% Top=AMSG EVHC HWAY ACHC GKOS LPNT MTD PKI ….. STJ AET PRAH XRAY ANTM BSX WST COO=Bottom (Health)
COHW(42): 1.01% Top=S LITE CTL NSR INFN ARRS VG ANET ….. WDC QCOM PSTG VRSN STX SYNA ACIA LVLT=Bottom (Computer Hardware/Telecom)
DISV(52): 0.98% Top=CXW GEO MYGN XRS BCO KBR TMH SBAC ….. FDC BLOX HRI WOOF URI ULTA GPN SCOR=Bottom (Diversified Services)
ELEC(55): 0.87% Top=FSLR IDTI SPWR OCLR FIT SCTY TSRA TTMI ….. LRCX MU HIMX AVGO AMAT PI CRUS JBL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(95): 0.87% Top=VIPS TWLO FEYE TWOU PAYC RHT WBMD WUBA ….. EA WB SYNT CYOU TTWO SHOP SQ TEAM=Bottom (Computer Software/Internet)
CONS(58): 0.78% Top=HNI ENR FOSL TUP SKX UFS NLS PAY ….. PVH RL LEG FN GIII IP CRI PKG=Bottom (Consumer)
CHEM(28): 0.64% Top=MEOH GPRE CC AXTA ALB GRA POT MOS ….. PX MON POL DOW KRA DD APD ASH=Bottom (Chemicals/Fertilizers)
INSU(31): 0.58% Top=CNO AFSI AIG HIG MTG CLGX AON WRB ….. AXS AFL UNM FNF MET TMK PRU LNC=Bottom (Insurance)
FINA(94): 0.50% Top=NAVI OZRK VLY AMG WBS SIVB SLM JNS ….. ESNT ICE WETF BX PNC WFC FII YRD=Bottom (Banks/Financials)
TRAN(28): 0.47% Top=AIRM WAB TRN AAL UAL CHRW SAVE CNI ….. CSX SWFT FDX ODFL JBHT ALK KNX WERN=Bottom (Transportation)
RETA(65): 0.39% Top=STMP BABA WBA MELI AAP GCO ORLY SIG ….. DDS RH FRAN BURL TGT JWN KSS JCP=Bottom (Retail & Specialty Retail)
META(29): -1.15% Top=FCX CMC AA CLF X GG SCCO HL ….. FNV PAAS RGLD SSRI CDE FSM TCK AG=Bottom (Metals & Mining)

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 2:48 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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