daytrend

09/27/2016

Filed under: Market Stats — daytrend @ 9:07 am

Market Stats at 10:06 am ET
by daytrend on 20160927. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 928.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160927 10:06 am ET)
20.5% of stocks are above yesterday’s high.
56.1% are above yesterday’s midpoint. (43.9% are below.)
15.3% are below yesterday’s low.
64.2% are inside yesterday’s range.
32.2% of stocks with today’s high > yesterday’s high. (67.8% less than).
49.6% of stocks with today’s low < yesterday’s low. (50.4% greater than).

EVIDENCE OF INTRADAY TREND (20160927 10:06 am ET)
72.2% of stocks are above today’s open. (26.3% are below).
63.8% of stocks are above today’s open and yesterday’s close.
21.1% are below both.
5.8% of stocks opened above yesterday’s high.
40.3% of stocks opened above yesterday’s close. (55.7% opened below yesterday’s close).
26.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160927 10:06 am ET)
25.6% of stocks are in the top 10% of today’s range.
52.8% are in the top 20%.
81.4% are in the top half. 18.6% of stocks are in the bottom half of today’s range.
5.8% are in the bottom 20%.
2.9% are in the bottom 10%.

GAIN (20160927 10:06 am ET)
69.7% of stocks are above yesterday’s close. (30.3% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
1.1% are up 3.5% or more. 0.9% are down 3.5% or more.
70.7% are between +1% and -1%.

RSI on DAILY (20160927 10:06 am ET)
2-day: >=95:4.5%…>=90:8.1%…>=80:16.6%…>=50:52.3%…<=20:14.9%…<=10:6.3%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:52.0%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:49.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160927 10:06 am ET)
20.5% above previous 1 highs, 15.3% below previous 1 lows
7.4% above previous 2 highs, 12.7% below previous 2 lows
4.7% above previous 3 highs, 12.1% below previous 3 lows
4.6% above previous 4 highs, 7.7% below previous 4 lows
4.6% above previous 5 highs, 6.1% below previous 5 lows
4.3% above previous 6 highs, 5.7% below previous 6 lows
4.0% above previous 7 highs, 5.5% below previous 7 lows
3.9% above previous 8 highs, 5.1% below previous 8 lows
3.6% above previous 9 highs, 4.7% below previous 9 lows
3.3% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160927 10:06 am ET)
69.7% are above or equal to 9/26 close (1 days ago), 30.3% are below.
39.9% are above or equal to 9/23 close (2 days ago), 60.1% are below.
28.0% are above or equal to 9/22 close (3 days ago), 72.0% are below.
47.6% are above or equal to 9/21 close (4 days ago), 52.4% are below.
70.4% are above or equal to 9/20 close (5 days ago), 29.6% are below.
65.2% are above or equal to 9/19 close (6 days ago), 34.8% are below.
67.3% are above or equal to 9/16 close (7 days ago), 32.7% are below.
60.8% are above or equal to 9/15 close (8 days ago), 39.2% are below.
72.1% are above or equal to 9/14 close (9 days ago), 27.9% are below.
68.4% are above or equal to 9/13 close (10 days ago), 31.6% are below.
49.5% are above or equal to 9/12 close (11 days ago), 50.5% are below.
60.6% are above or equal to 9/9 close (12 days ago), 39.4% are below.
32.9% are above or equal to 9/8 close (13 days ago), 67.1% are below.
29.3% are above or equal to 9/7 close (14 days ago), 70.7% are below.
31.4% are above or equal to 9/6 close (15 days ago), 68.6% are below.
33.8% are above or equal to 9/2 close (16 days ago), 66.2% are below.
39.2% are above or equal to 9/1 close (17 days ago), 60.8% are below.
41.2% are above or equal to 8/31 close (18 days ago), 58.8% are below.
38.8% are above or equal to 8/30 close (19 days ago), 61.2% are below.
40.2% are above or equal to 8/29 close (20 days ago), 59.8% are below.
44.4% are above or equal to 8/26 close (21 days ago), 55.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160927 10:06 am ET)
20d: 4.0% new highs, 12.6% new lows
21d: 4.0% new highs, 12.5% new lows
42d: 2.4% new highs, 5.2% new lows
63d: 2.4% new highs, 2.9% new lows
126d: 1.9% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160927 10:06 am ET)
2-day: 69.3% above, 30.7% below
3-day: 49.1% above, 50.9% below
4-day: 38.1% above, 61.9% below
5-day: 41.1% above, 58.9% below
8-day: 56.6% above, 43.4% below
10-day: 61.0% above, 39.0% below
20-day: 48.8% above, 51.2% below
50-day: 46.7% above, 53.3% below
200-day: 72.8% above, 27.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160927 10:06 am ET)
ELEC(51): 1.11% Top=SPWR PI CSIQ FSLR HIMX MU IPHI NPTN ….. TRMB TER ISIL SNPS APH KEYS CY SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(28): 0.97% Top=LUV AAL DAL HA JBLU SAVE UAL KSU ….. KEX AIRM CHRW FDX CNI WAB ODFL WERN=Bottom (Transportation)
COSW(98): 0.92% Top=WB TWLO SINA SSNC VIPS NTES YELP TRIP ….. MENT RHT CALD TEAM TWTR GDDY BR TIVO=Bottom (Computer Software/Internet)
RETA(66): 0.92% Top=FRAN FINL NFLX TLRD RH AZO BBY AAP ….. WBA DLTR WFM COST KR SFM SIG W=Bottom (Retail & Specialty Retail)
COHW(43): 0.90% Top=GIMO PSTG ACIA WDC STX S NTAP INFN ….. OLED LVLT ZAYO ARRS CCI CRAY LITE VG=Bottom (Computer Hardware/Telecom)
FINA(95): 0.55% Top=BOFI YRD NAVI PYPL AXP STT CFG HOMB ….. TD BMO EV NTRS BX AMTD EWBC WETF=Bottom (Banks/Financials)
CHEM(30): 0.50% Top=MEOH CC POL HUN WLK SHW CE PX ….. PPG GRA CHMT AGU MOS GPRE CF FTK=Bottom (Chemicals/Fertilizers)
MATE(31): 0.41% Top=KBH CAA TPH BECN TOL OC LEN DHI ….. WCIC FLR MLM EXP WCN AWI FIX USCR=Bottom (Materials & Construction)
HEAL(57): 0.40% Top=CYH IRWD OPK HWAY AMSG ADPT UHS EVHC ….. CNC A PODD BAX UNH BSX ZLTQ BABY=Bottom (Health)
INSU(29): 0.39% Top=CNO MTG MET L ORI RDN AON WLTW ….. PRU TMK AIG AFL ALL PGR AGO FAF=Bottom (Insurance)
CONS(60): 0.36% Top=CCK KATE BC OI NWL WHR HAR PVH ….. UFS MLHR HAS PKG SCS GIII KS CRI=Bottom (Consumer)
DISV(53): 0.36% Top=XRS MYGN DV YY ZG SCOR SERV AL ….. TMH RRD URI KBR ACM INFO GEO CXW=Bottom (Diversified Services)
MANU(35): 0.28% Top=SEDG DDD AOS GNRC IR GE AME TTC ….. DE HON AGCO KMT CFX MRC FLS ATI=Bottom (Manufacturing)
LEIS(36): 0.16% Top=CCL EXPE RCL LVS GPRO WYNN TVPT MAR ….. CMG CBRL CAKE EAT DRI TXRH BLMN PLAY=Bottom (Leisure)
REAL(99): -0.04% Top=SC CLNY EQR CIM CBG NRZ ALLY MGP ….. MAA HR HST CSAL SNH HCP CONE EDR=Bottom (Real Estate)
META(28): -0.84% Top=CLF STLD CMC SWC AGI AEM SCCO NUE ….. X CCJ SSRI FCX NEM TAHO CDE FMSA=Bottom (Metals & Mining)
ENER(89): -1.87% Top=TSO CPPL XOM CVX PBF MDU PSX HP ….. ATW CRC WPX WLL SPN REN SXL RICE=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 10:06 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: