daytrend

09/26/2016

Filed under: Market Stats — daytrend @ 12:46 pm

Market Stats at 1:46 pm 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 1:46 pm ET)
7.4% of stocks are above yesterday’s high.
22.4% are above yesterday’s midpoint. (77.6% are below.)
49.9% are below yesterday’s low.
42.7% are inside yesterday’s range.
16.6% of stocks with today’s high > yesterday’s high. (83.4% less than).
70.7% of stocks with today’s low < yesterday’s low. (29.3% greater than).

EVIDENCE OF INTRADAY TREND (20160926 1:46 pm ET)
38.0% of stocks are above today’s open. (60.8% are below).
24.0% of stocks are above today’s open and yesterday’s close.
58.2% 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 1:46 pm ET)
4.2% of stocks are in the top 10% of today’s range.
9.9% are in the top 20%.
36.5% are in the top half. 63.5% of stocks are in the bottom half of today’s range.
36.9% are in the bottom 20%.
25.1% are in the bottom 10%.

GAIN (20160926 1:46 pm ET)
27.6% of stocks are above yesterday’s close. (72.4% are below.)
0.4% are up 4.5% or more. 1.2% are down 4.5% or more.
0.9% are up 3.5% or more. 2.0% are down 3.5% or more.
56.9% are between +1% and -1%.

RSI on DAILY (20160926 1:46 pm ET)
2-day: >=95:6.6%…>=90:8.8%…>=80:13.1%…>=50:31.6%…<=20:29.3%…<=10:9.7%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:45.3%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:44.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160926 1:46 pm ET)
7.4% above previous 1 highs, 49.9% below previous 1 lows
5.6% above previous 2 highs, 43.5% below previous 2 lows
5.5% above previous 3 highs, 21.8% below previous 3 lows
5.4% above previous 4 highs, 18.1% below previous 4 lows
5.4% above previous 5 highs, 16.8% below previous 5 lows
5.1% above previous 6 highs, 13.3% below previous 6 lows
5.1% above previous 7 highs, 11.1% below previous 7 lows
5.1% above previous 8 highs, 9.6% below previous 8 lows
4.9% above previous 9 highs, 9.3% below previous 9 lows
4.8% above previous 10 highs, 8.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160926 1:46 pm ET)
27.6% are above or equal to 9/23 close (1 days ago), 72.4% are below.
20.2% are above or equal to 9/22 close (2 days ago), 79.8% are below.
41.6% are above or equal to 9/21 close (3 days ago), 58.4% are below.
66.1% are above or equal to 9/20 close (4 days ago), 33.9% are below.
61.7% are above or equal to 9/19 close (5 days ago), 38.3% are below.
63.8% are above or equal to 9/16 close (6 days ago), 36.2% are below.
57.4% are above or equal to 9/15 close (7 days ago), 42.6% are below.
70.9% are above or equal to 9/14 close (8 days ago), 29.1% are below.
66.6% are above or equal to 9/13 close (9 days ago), 33.4% are below.
46.5% are above or equal to 9/12 close (10 days ago), 53.5% are below.
59.3% are above or equal to 9/9 close (11 days ago), 40.7% are below.
28.8% are above or equal to 9/8 close (12 days ago), 71.2% are below.
26.4% are above or equal to 9/7 close (13 days ago), 73.6% are below.
29.1% are above or equal to 9/6 close (14 days ago), 70.9% are below.
31.8% are above or equal to 9/2 close (15 days ago), 68.2% are below.
38.9% are above or equal to 9/1 close (16 days ago), 61.1% are below.
38.5% are above or equal to 8/31 close (17 days ago), 61.5% are below.
36.2% are above or equal to 8/30 close (18 days ago), 63.8% are below.
36.2% are above or equal to 8/29 close (19 days ago), 63.8% are below.
41.8% are above or equal to 8/26 close (20 days ago), 58.2% are below.
40.6% are above or equal to 8/25 close (21 days ago), 59.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160926 1:46 pm ET)
20d: 3.4% new highs, 9.9% new lows
21d: 3.1% new highs, 9.2% new lows
42d: 1.5% new highs, 4.2% new lows
63d: 1.5% new highs, 1.9% new lows
126d: 1.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160926 1:46 pm ET)
2-day: 26.7% above, 73.3% below
3-day: 20.3% above, 79.7% below
4-day: 27.7% above, 72.3% below
5-day: 41.2% above, 58.8% below
8-day: 52.2% above, 47.8% below
10-day: 57.3% above, 42.7% below
20-day: 43.7% above, 56.3% below
50-day: 45.2% above, 54.8% below
200-day: 72.7% above, 27.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160926 1:46 pm ET)
ENER(89): 0.61% Top=RIG NBR ATW LPI CRZO MUR REN DO ….. PBF VLO TSO HFC CVRR DK CVI WNR=Bottom (Energy)
REAL(100): 0.06% Top=CLI EXR MGP SRC AIV BRX MAA CUBE ….. RLJ WPG ALLY SC LHO CBG DRH SHO=Bottom (Real Estate)
META(28): -0.08% Top=CNX X TCK FMSA NUE AGI SLCA AEM ….. GG TAHO CLF FCX CDE CCJ AG SWC=Bottom (Metals & Mining)
MANU(37): -0.09% Top=DDD TEX TKR TTC IR DCI HON ITW ….. EMR AME FLS GE ROP DHR MHK SEDG=Bottom (Manufacturing)
MATE(31): -0.14% Top=KBH PWR VMC MLM EXP WCIC MAS OC ….. TOL DAR PHM LEN CAA DHI USG WY=Bottom (Materials & Construction)
CHEM(29): -0.18% Top=POL KRA ALB FTK APD GPRE RPM CE ….. FMC PPG SHW WLK AGU PAH MOS CC=Bottom (Chemicals/Fertilizers)
TRAN(28): -0.45% Top=SAVE WAB FDX KSU CSX KNX SWFT ODFL ….. LUV HA AAL DAL ALK AIRM JBLU UAL=Bottom (Transportation)
DISV(52): -0.61% Top=CAR ACM DV CXW VNTV GPN KBR ULTA ….. RBA IILG URI TMH AL AAN YY ADS=Bottom (Diversified Services)
COHW(43): -0.70% Top=SSYS WIN STX WDC S LITE CCI AAPL ….. ANET BBRY NSR OLED PSTG VG CRAY ACIA=Bottom (Computer Hardware/Telecom)
COSW(98): -0.80% Top=DBD PAYC SPSC BR MTCH BOX EQIX XRX ….. GDDY TWTR VRNT TEAM NTES LC VIPS TIVO=Bottom (Computer Software/Internet)
HEAL(55): -0.95% Top=MD RMD ADPT BSX PINC A AMSG EVHC ….. UHS GKOS COO BDX HCA BKD ACHC THC=Bottom (Health)
INSU(30): -1.07% Top=PGR AIZ ALL FNF WRB WLTW AON L ….. AFSI PRU RDN UNM CNO LNC AGO MET=Bottom (Insurance)
ELEC(55): -1.11% Top=SCTY FTV TRMB TTMI TSRA FLEX MPWR ISIL ….. CRUS SWKS SPWR CSIQ AMD FIT PI HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(61): -1.13% Top=SCS COTY FL PG EL FBHS ENR ECL ….. DECK TPX GIII RL KS FOSL KATE NLS=Bottom (Consumer)
LEIS(36): -1.17% Top=EAT SIX CMG TVPT DNKN ISLE SONC SEAS ….. PLAY BLMN GPRO HLT ZOES WYN QSR TXRH=Bottom (Leisure)
RETA(67): -1.18% Top=SBH FRAN AZO WFM TSCO OLLI AAP STMP ….. LB BBBY ANF SIG TLRD RH GES KORS=Bottom (Retail & Specialty Retail)
FINA(95): -1.89% Top=YRD NSAM PYPL ESNT PSEC WU ACAS NAVI ….. STI HOMB LM BANC BOFI WETF CBOE FII=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 1:46 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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