daytrend

09/26/2016

Filed under: Market Stats — daytrend @ 8:59 am

Market Stats at 9:58 am ET
by daytrend on 20160926. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 934.

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

COMPARED TO YESTERDAY’S RANGE (20160926 9:58 am ET)
2.0% of stocks are above yesterday’s high.
20.0% are above yesterday’s midpoint. (80.0% are below.)
48.0% are below yesterday’s low.
50.0% are inside yesterday’s range.
7.3% of stocks with today’s high > yesterday’s high. (92.7% less than).
62.5% of stocks with today’s low < yesterday’s low. (37.5% greater than).

EVIDENCE OF INTRADAY TREND (20160926 9:58 am ET)
38.4% of stocks are above today’s open. (60.1% are below).
18.0% of stocks are above today’s open and yesterday’s close.
55.8% are below both.
1.2% of stocks opened above yesterday’s high.
16.0% of stocks opened above yesterday’s close. (80.6% opened below yesterday’s close).
42.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160926 9:58 am ET)
6.1% of stocks are in the top 10% of today’s range.
14.8% are in the top 20%.
44.8% are in the top half. 55.2% of stocks are in the bottom half of today’s range.
26.3% are in the bottom 20%.
15.1% are in the bottom 10%.

GAIN (20160926 9:58 am ET)
23.8% of stocks are above yesterday’s close. (76.2% are below.)
0.1% are up 4.5% or more. 0.4% are down 4.5% or more.
0.3% are up 3.5% or more. 0.5% are down 3.5% or more.
72.4% are between +1% and -1%.

RSI on DAILY (20160926 9:58 am ET)
2-day: >=95:5.9%…>=90:7.6%…>=80:11.9%…>=50:31.7%…<=20:24.3%…<=10:7.6%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:46.1%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:47.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160926 9:58 am ET)
2.0% above previous 1 highs, 48.0% below previous 1 lows
1.7% above previous 2 highs, 40.1% below previous 2 lows
1.7% above previous 3 highs, 14.8% below previous 3 lows
1.7% above previous 4 highs, 12.2% below previous 4 lows
1.7% above previous 5 highs, 10.7% below previous 5 lows
1.7% above previous 6 highs, 8.8% below previous 6 lows
1.7% above previous 7 highs, 6.9% below previous 7 lows
1.7% above previous 8 highs, 5.9% below previous 8 lows
1.6% above previous 9 highs, 5.7% below previous 9 lows
1.6% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160926 9:58 am ET)
23.8% are above or equal to 9/23 close (1 days ago), 76.2% are below.
19.8% are above or equal to 9/22 close (2 days ago), 80.2% are below.
42.5% are above or equal to 9/21 close (3 days ago), 57.5% are below.
71.3% are above or equal to 9/20 close (4 days ago), 28.7% are below.
64.5% are above or equal to 9/19 close (5 days ago), 35.5% are below.
66.7% are above or equal to 9/16 close (6 days ago), 33.3% are below.
59.2% are above or equal to 9/15 close (7 days ago), 40.8% are below.
73.7% are above or equal to 9/14 close (8 days ago), 26.3% are below.
68.5% are above or equal to 9/13 close (9 days ago), 31.5% are below.
46.5% are above or equal to 9/12 close (10 days ago), 53.5% are below.
60.5% are above or equal to 9/9 close (11 days ago), 39.5% are below.
30.5% are above or equal to 9/8 close (12 days ago), 69.5% are below.
26.8% are above or equal to 9/7 close (13 days ago), 73.2% are below.
30.5% are above or equal to 9/6 close (14 days ago), 69.5% are below.
33.1% are above or equal to 9/2 close (15 days ago), 66.9% are below.
39.8% are above or equal to 9/1 close (16 days ago), 60.2% are below.
39.5% are above or equal to 8/31 close (17 days ago), 60.5% are below.
36.7% are above or equal to 8/30 close (18 days ago), 63.3% are below.
37.0% are above or equal to 8/29 close (19 days ago), 63.0% are below.
42.8% are above or equal to 8/26 close (20 days ago), 57.2% are below.
41.9% are above or equal to 8/25 close (21 days ago), 58.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160926 9:58 am ET)
20d: 1.4% new highs, 6.7% new lows
21d: 1.4% new highs, 6.4% new lows
42d: 0.3% new highs, 2.8% new lows
63d: 0.3% new highs, 1.4% new lows
126d: 0.3% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160926 9:58 am ET)
2-day: 22.1% above, 77.9% below
3-day: 18.3% above, 81.7% below
4-day: 28.4% above, 71.6% below
5-day: 42.4% above, 57.6% below
8-day: 55.1% above, 44.9% below
10-day: 60.7% above, 39.3% below
20-day: 44.1% above, 55.9% below
50-day: 45.6% above, 54.4% below
200-day: 74.1% above, 25.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160926 9:58 am ET)
META(28): 0.27% Top=FMSA AGI AG X FSM SLCA RGLD SSRI ….. TCK AA NUE STLD CMC SWC CCJ CLF=Bottom (Metals & Mining)
ENER(89): 0.18% Top=CWEI EGN RIG ECA NBL REN MUR NBR ….. VLO PAGP CVI COG MPC CVRR DK WNR=Bottom (Energy)
REAL(100): -0.00% Top=ARI MAA LGIH CIM STWD AIV PSA ACC ….. PEB ALLY TREE CBG LHO DRH SHO SC=Bottom (Real Estate)
MATE(31): -0.22% Top=VMC MLM SUM EXP MTZ PWR WCIC MAS ….. DHI FAST BECN CAA USCR USG DAR APOG=Bottom (Materials & Construction)
CHEM(29): -0.23% Top=ALB POL KRA GPRE FTK MON POT PX ….. AXTA ASH WLK MOS OLN DD PAH CC=Bottom (Chemicals/Fertilizers)
MANU(37): -0.40% Top=DDD TEX DCI IR DE CMI TTC GNRC ….. GE PNR MHK ROP ZBRA DHR FLS ATI=Bottom (Manufacturing)
TRAN(28): -0.55% Top=SAVE KSU FDX XPO CHRW AAL UPS EXPD ….. WERN KNX HA TRN ODFL DAL JBLU AIRM=Bottom (Transportation)
DISV(52): -0.62% Top=CXW ACM GEO LDOS JEC DV MCO BLOX ….. AAN RRD MYGN AL ADS YY AHS TMH=Bottom (Diversified Services)
LEIS(36): -0.66% Top=EAT CCL DNKN SIX TVPT MAR ZOES SEAS ….. WYN BLMN WYNN LVS PLAY HLT GPRO QSR=Bottom (Leisure)
COSW(98): -0.67% Top=DBD BOX YELP XRX RHT CRM FEYE EQIX ….. WDAY SINA TEAM TWTR TIVO VIPS CYOU NTES=Bottom (Computer Software/Internet)
COHW(43): -0.68% Top=SSYS WDC GIMO STX S PSTG AAPL WIN ….. CIEN ANET QCOM BRCD CSCO OLED CRAY ACIA=Bottom (Computer Hardware/Telecom)
INSU(30): -0.74% Top=BRO AIZ L PGR AON WLTW ALL MMC ….. ORI AFSI MET MTG CNO LNC AGO RDN=Bottom (Insurance)
RETA(67): -0.83% Top=SBH AZO WFM OLLI ORLY BURL JWN FIVE ….. GPS BBBY ANF GES KORS SIG FINL ETSY=Bottom (Retail & Specialty Retail)
CONS(61): -0.89% Top=FL SKX TLN BLL SEE ECL AVY BMS ….. WWW UA TPX LEG KATE MLHR GIII NLS=Bottom (Consumer)
ELEC(55): -1.00% Top=TTMI NPTN APH CREE TSRA ISIL SCTY TRMB ….. AMD NVDA KEYS AMBA SIMO MXL CSIQ HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(55): -1.01% Top=RMD PRAH PRXL STE HRC PINC VAR ADPT ….. HCA AMSG BKD EVHC GKOS ACHC THC CYH=Bottom (Health)
FINA(95): -1.04% Top=WU PYPL NDAQ SYF ICE PSEC TROW SCHW ….. MS KEY FII HAWK CIT CBOE BANC WETF=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 9:58 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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