daytrend

09/23/2016

Filed under: Market Stats — daytrend @ 2:04 pm

Market Stats at 3:03 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 3:03 pm ET)
16.8% of stocks are above yesterday’s high.
41.5% are above yesterday’s midpoint. (58.5% are below.)
35.4% are below yesterday’s low.
47.8% are inside yesterday’s range.
38.7% of stocks with today’s high > yesterday’s high. (61.3% less than).
58.5% of stocks with today’s low < yesterday’s low. (41.5% greater than).

EVIDENCE OF INTRADAY TREND (20160923 3:03 pm ET)
46.7% of stocks are above today’s open. (52.3% are below).
32.3% of stocks are above today’s open and yesterday’s close.
51.0% 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 3:03 pm ET)
7.4% of stocks are in the top 10% of today’s range.
17.0% are in the top 20%.
39.4% are in the top half. 60.6% of stocks are in the bottom half of today’s range.
25.3% are in the bottom 20%.
9.6% are in the bottom 10%.

GAIN (20160923 3:03 pm ET)
35.1% of stocks are above yesterday’s close. (64.9% are below.)
0.7% are up 4.5% or more. 2.6% are down 4.5% or more.
1.2% are up 3.5% or more. 4.3% are down 3.5% or more.
61.9% are between +1% and -1%.

RSI on DAILY (20160923 3:03 pm ET)
2-day: >=95:14.4%…>=90:22.6%…>=80:33.2%…>=50:60.3%…<=20:7.6%…<=10:2.0%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:62.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:59.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160923 3:03 pm ET)
16.8% above previous 1 highs, 35.4% below previous 1 lows
15.9% above previous 2 highs, 8.8% below previous 2 lows
14.9% above previous 3 highs, 6.0% below previous 3 lows
13.9% above previous 4 highs, 5.4% below previous 4 lows
13.4% above previous 5 highs, 4.5% below previous 5 lows
12.7% above previous 6 highs, 3.3% below previous 6 lows
12.0% above previous 7 highs, 2.8% below previous 7 lows
11.3% above previous 8 highs, 2.7% below previous 8 lows
10.1% above previous 9 highs, 2.2% below previous 9 lows
6.9% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160923 3:03 pm ET)
35.1% are above or equal to 9/22 close (1 days ago), 64.9% are below.
62.7% are above or equal to 9/21 close (2 days ago), 37.3% are below.
86.0% are above or equal to 9/20 close (3 days ago), 14.0% are below.
77.2% are above or equal to 9/19 close (4 days ago), 22.8% are below.
78.0% are above or equal to 9/16 close (5 days ago), 22.0% are below.
71.1% are above or equal to 9/15 close (6 days ago), 28.9% are below.
81.4% are above or equal to 9/14 close (7 days ago), 18.6% are below.
76.8% are above or equal to 9/13 close (8 days ago), 23.2% are below.
55.8% are above or equal to 9/12 close (9 days ago), 44.2% are below.
68.2% are above or equal to 9/9 close (10 days ago), 31.8% are below.
37.1% are above or equal to 9/8 close (11 days ago), 62.9% are below.
33.2% are above or equal to 9/7 close (12 days ago), 66.8% are below.
36.9% are above or equal to 9/6 close (13 days ago), 63.1% are below.
37.4% are above or equal to 9/2 close (14 days ago), 62.6% are below.
44.8% are above or equal to 9/1 close (15 days ago), 55.2% are below.
45.1% are above or equal to 8/31 close (16 days ago), 54.9% are below.
42.5% are above or equal to 8/30 close (17 days ago), 57.5% are below.
43.1% are above or equal to 8/29 close (18 days ago), 56.9% are below.
47.8% are above or equal to 8/26 close (19 days ago), 52.2% are below.
47.3% are above or equal to 8/25 close (20 days ago), 52.7% are below.
48.3% are above or equal to 8/24 close (21 days ago), 51.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160923 3:03 pm ET)
20d: 7.7% new highs, 2.6% new lows
21d: 7.2% new highs, 2.6% new lows
42d: 4.9% new highs, 1.1% new lows
63d: 4.8% new highs, 0.5% new lows
126d: 4.3% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160923 3:03 pm ET)
2-day: 33.6% above, 66.4% below
3-day: 51.8% above, 48.2% below
4-day: 67.9% above, 32.1% below
5-day: 71.9% above, 28.1% below
8-day: 76.7% above, 23.3% below
10-day: 73.7% above, 26.3% below
20-day: 53.6% above, 46.4% below
50-day: 52.5% above, 47.5% below
200-day: 75.5% above, 24.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160923 3:03 pm ET)
LEIS(35): 0.71% Top=GPRO DRI DNKN CAKE CMG ZOES BLMN EAT ….. SIX QSR CBRL ARMK WYNN BYD MGM MAR=Bottom (Leisure)
REAL(100): 0.28% Top=SC WPG CBL SUI ESRT EXR PDM VTR ….. NRZ ALLY CYS ARI PEB CLNY DFT TREE=Bottom (Real Estate)
RETA(67): -0.00% Top=DDS ETSY CPRT JWN SIG CHS LB KORS ….. LL CASY DKS BABA W MELI BIG FINL=Bottom (Retail & Specialty Retail)
COSW(100): -0.07% Top=IMPV TWTR LC YELP JD BITA IMS CYBR ….. BIDU SABR WUBA ZEN YHOO SYNT CYOU CRM=Bottom (Computer Software/Internet)
MATE(30): -0.13% Top=USG OC PWR BECN KBH WY TOL SRCL ….. VMC WM DHI WCN DAR FIX DY FLR=Bottom (Materials & Construction)
CONS(61): -0.19% Top=KS PKG PAY HAS IP CRI VSTO FBHS ….. BC WHR UA COH DECK MLHR HNI SCS=Bottom (Consumer)
FINA(95): -0.26% Top=NYCB OMF NAVI BOFI ZION VLY CMA CIT ….. CME IVZ ESNT BMO SCHW LM BLK BEN=Bottom (Banks/Financials)
HEAL(56): -0.36% Top=OPK CYH INCR NVRO ZLTQ GKOS THC ESRX ….. BAX COO ALGN NUVA HWAY PODD WST ADPT=Bottom (Health)
TRAN(28): -0.38% Top=SAVE DAL FDX HA AAL CHRW CSX EXPD ….. JBHT CNI ODFL SWFT XPO AIRM KNX TRN=Bottom (Transportation)
COHW(43): -0.45% Top=ACIA ZAYO WIN TDC LVLT VZ CCI BRCD ….. BCE AAPL SYNA SSYS LITE ARRS CDW OLED=Bottom (Computer Hardware/Telecom)
ELEC(55): -0.67% Top=FSLR SPWR CSIQ AMD SCTY FIT HIMX TRMB ….. ON MSCC QRVO IPHI SWKS NPTN OCLR CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(52): -0.78% Top=MYGN VRSK URI AL AAN HRB BLOX INFO ….. XRS DV CXW CAR BCO WOOF KBR AHS=Bottom (Diversified Services)
INSU(30): -0.87% Top=PRU MET PGR AIG WLTW RDN ALL LNC ….. TMK CINF WRB AFSI AGO AWH FAF L=Bottom (Insurance)
CHEM(29): -0.99% Top=SHW CC PPG DD AXTA POL WLK ALB ….. MEOH POT KRA HUN MOS CF ASH FTK=Bottom (Chemicals/Fertilizers)
MANU(37): -1.30% Top=SEDG DHR RS AOS GE GNRC ATI HON ….. ITT ROK KMT CFX DOV ZBRA FLS TEX=Bottom (Manufacturing)
META(28): -1.89% Top=TCK X NUE STLD SWC AA CMC CCJ ….. CDE SSRI AEM SLCA FSM AGI AG FMSA=Bottom (Metals & Mining)
ENER(92): -2.17% Top=CVRR WES TSO GEL PBF DPM SXL HFC ….. DVN RIG MUR ATW OAS CRC CWEI WPX=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 3:03 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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