daytrend

09/23/2016

Filed under: Market Stats — daytrend @ 12:54 pm

Market Stats at 1:54 pm ET
by daytrend on 20160923. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 938.

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

COMPARED TO YESTERDAY’S RANGE (20160923 1:54 pm ET)
15.6% of stocks are above yesterday’s high.
37.5% are above yesterday’s midpoint. (62.5% are below.)
38.8% are below yesterday’s low.
45.6% are inside yesterday’s range.
37.8% of stocks with today’s high > yesterday’s high. (62.2% less than).
57.5% of stocks with today’s low < yesterday’s low. (42.5% greater than).

EVIDENCE OF INTRADAY TREND (20160923 1:54 pm ET)
42.8% of stocks are above today’s open. (56.3% are below).
28.4% of stocks are above today’s open and yesterday’s close.
54.8% are below both.
3.0% of stocks opened above yesterday’s high.
14.9% of stocks opened above yesterday’s close. (81.6% opened below yesterday’s close).
19.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160923 1:54 pm ET)
7.7% of stocks are in the top 10% of today’s range.
13.4% are in the top 20%.
32.5% are in the top half. 67.5% of stocks are in the bottom half of today’s range.
42.9% are in the bottom 20%.
28.8% are in the bottom 10%.

GAIN (20160923 1:54 pm ET)
31.0% of stocks are above yesterday’s close. (69.0% are below.)
0.6% are up 4.5% or more. 3.1% are down 4.5% or more.
1.1% are up 3.5% or more. 5.7% are down 3.5% or more.
58.7% are between +1% and -1%.

RSI on DAILY (20160923 1:54 pm ET)
2-day: >=95:12.8%…>=90:20.0%…>=80:29.5%…>=50:56.6%…<=20:9.0%…<=10:2.7%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:60.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:57.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160923 1:54 pm ET)
15.6% above previous 1 highs, 38.8% below previous 1 lows
14.6% above previous 2 highs, 11.0% below previous 2 lows
14.1% above previous 3 highs, 7.5% below previous 3 lows
13.1% above previous 4 highs, 6.1% below previous 4 lows
12.4% above previous 5 highs, 4.9% below previous 5 lows
11.8% above previous 6 highs, 4.2% below previous 6 lows
11.3% above previous 7 highs, 3.3% below previous 7 lows
10.7% above previous 8 highs, 2.9% below previous 8 lows
9.9% above previous 9 highs, 2.5% below previous 9 lows
7.2% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160923 1:54 pm ET)
31.0% are above or equal to 9/22 close (1 days ago), 69.0% are below.
59.1% are above or equal to 9/21 close (2 days ago), 40.9% are below.
84.9% are above or equal to 9/20 close (3 days ago), 15.1% are below.
74.5% are above or equal to 9/19 close (4 days ago), 25.5% are below.
76.0% are above or equal to 9/16 close (5 days ago), 24.0% are below.
68.0% are above or equal to 9/15 close (6 days ago), 32.0% are below.
79.7% are above or equal to 9/14 close (7 days ago), 20.3% are below.
75.8% are above or equal to 9/13 close (8 days ago), 24.2% are below.
54.4% are above or equal to 9/12 close (9 days ago), 45.6% are below.
67.1% are above or equal to 9/9 close (10 days ago), 32.9% are below.
36.2% are above or equal to 9/8 close (11 days ago), 63.8% are below.
31.9% are above or equal to 9/7 close (12 days ago), 68.1% are below.
36.0% are above or equal to 9/6 close (13 days ago), 64.0% are below.
37.2% are above or equal to 9/2 close (14 days ago), 62.8% are below.
44.0% are above or equal to 9/1 close (15 days ago), 56.0% are below.
44.5% are above or equal to 8/31 close (16 days ago), 55.5% are below.
41.5% are above or equal to 8/30 close (17 days ago), 58.5% are below.
42.1% are above or equal to 8/29 close (18 days ago), 57.9% are below.
47.4% are above or equal to 8/26 close (19 days ago), 52.6% are below.
46.4% are above or equal to 8/25 close (20 days ago), 53.6% are below.
47.4% are above or equal to 8/24 close (21 days ago), 52.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160923 1:54 pm ET)
20d: 7.6% new highs, 2.3% new lows
21d: 7.1% new highs, 2.3% new lows
42d: 4.7% new highs, 1.0% new lows
63d: 4.7% new highs, 0.4% new lows
126d: 4.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160923 1:54 pm ET)
2-day: 29.7% above, 70.3% below
3-day: 46.8% above, 53.2% below
4-day: 64.3% above, 35.7% below
5-day: 69.2% above, 30.8% below
8-day: 74.0% above, 26.0% below
10-day: 72.0% above, 28.0% below
20-day: 52.5% above, 47.5% below
50-day: 52.1% above, 47.9% below
200-day: 75.6% above, 24.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160923 1:54 pm ET)
REAL(100): 0.36% Top=SC WPG CBL EXR AIV VTR ESRT HCP ….. NRZ ALLY TWO CYS ARI TREE DFT CLNY=Bottom (Real Estate)
LEIS(35): 0.33% Top=GPRO BLMN CAKE RCL DRI ZOES DNKN EAT ….. QSR LVS CBRL ISLE WYNN BYD MGM MAR=Bottom (Leisure)
RETA(67): 0.07% Top=DDS ETSY LB CHS JWN KORS SFM CPRT ….. KMX DKS CASY BABA MELI W BIG FINL=Bottom (Retail & Specialty Retail)
COSW(100): -0.21% Top=IMPV TWTR YELP LC JD TIVO CYBR BITA ….. SINA SHOP WUBA SYNT ZEN YHOO CYOU CRM=Bottom (Computer Software/Internet)
MATE(30): -0.23% Top=USG OC PWR BECN KBH WY SRCL MAS ….. DHI VMC WM WCN DY DAR FLR FIX=Bottom (Materials & Construction)
CONS(61): -0.29% Top=KS PKG PAY HAS IP CRI VSTO RL ….. CHD COH BC WHR PG HNI MLHR SCS=Bottom (Consumer)
TRAN(28): -0.40% Top=SAVE DAL HA AAL FDX UAL CHRW LUV ….. WAB KEX SWFT CNI XPO KNX AIRM TRN=Bottom (Transportation)
FINA(95): -0.47% Top=NYCB BOFI NAVI OMF ZION CMA VLY CIT ….. LM ESNT AMG BMO SCHW IVZ BLK BEN=Bottom (Banks/Financials)
HEAL(56): -0.47% Top=OPK GKOS CYH INCR ESRX ZLTQ THC PRAH ….. ANTM BAX COO ALGN HWAY WST PODD ADPT=Bottom (Health)
COHW(43): -0.56% Top=WIN ZAYO TDC ACIA LVLT VZ CCI VG ….. NTAP AAPL COMM LITE SSYS ARRS CDW OLED=Bottom (Computer Hardware/Telecom)
ELEC(55): -0.57% Top=FSLR CSIQ SPWR AMD SCTY FIT PI MRVL ….. ON FTV SWKS MSCC IPHI CRUS OCLR NPTN=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(30): -0.91% Top=PRU MET PGR AIG WLTW AJG HIG RDN ….. CINF TMK WRB AGO AWH AFSI FAF L=Bottom (Insurance)
DISV(52): -0.92% Top=MYGN VRSK HRB BLOX AAN URI IILG AL ….. CXW ZG CAR XRS BCO KBR WOOF AHS=Bottom (Diversified Services)
CHEM(29): -1.27% Top=SHW PPG DD POL AXTA CC MON ALB ….. HUN POT KRA GPRE MOS ASH CF FTK=Bottom (Chemicals/Fertilizers)
MANU(37): -1.35% Top=SEDG AOS DHR RS GE GNRC MHK HON ….. IR KMT ROK CFX DOV ZBRA FLS TEX=Bottom (Manufacturing)
META(28): -2.19% Top=TCK X NUE STLD CMC AA SCCO SWC ….. AEM CDE SSRI SLCA FSM AGI AG FMSA=Bottom (Metals & Mining)
ENER(92): -2.82% Top=CVRR WES GEL TSO SXL MMP SEP MPLX ….. EGN DVN RSPP SN CRC OAS WPX CWEI=Bottom (Energy)

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 1:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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