daytrend

09/27/2016

Filed under: Market Stats — daytrend @ 10:25 am

Market Stats at 11:24 am ET
by daytrend on 20160927. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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

COMPARED TO YESTERDAY’S RANGE (20160927 11:24 am ET)
15.5% of stocks are above yesterday’s high.
44.0% are above yesterday’s midpoint. (56.0% are below.)
23.6% are below yesterday’s low.
60.8% are inside yesterday’s range.
36.9% of stocks with today’s high > yesterday’s high. (63.1% less than).
53.7% of stocks with today’s low < yesterday’s low. (46.3% greater than).

EVIDENCE OF INTRADAY TREND (20160927 11:24 am ET)
58.1% of stocks are above today’s open. (39.8% are below).
48.5% of stocks are above today’s open and yesterday’s close.
33.9% 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).
26.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160927 11:24 am ET)
9.8% of stocks are in the top 10% of today’s range.
19.5% are in the top 20%.
50.8% are in the top half. 49.2% of stocks are in the bottom half of today’s range.
18.3% are in the bottom 20%.
8.0% are in the bottom 10%.

GAIN (20160927 11:24 am ET)
56.6% of stocks are above yesterday’s close. (43.4% are below.)
0.5% are up 4.5% or more. 2.3% are down 4.5% or more.
1.3% are up 3.5% or more. 3.7% are down 3.5% or more.
70.8% are between +1% and -1%.

RSI on DAILY (20160927 11:24 am ET)
2-day: >=95:4.4%…>=90:6.4%…>=80:11.5%…>=50:40.0%…<=20:24.6%…<=10:9.8%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:46.4%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:46.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160927 11:24 am ET)
15.5% above previous 1 highs, 23.6% below previous 1 lows
6.0% above previous 2 highs, 20.7% below previous 2 lows
4.6% above previous 3 highs, 19.6% below previous 3 lows
4.5% above previous 4 highs, 12.4% below previous 4 lows
4.3% above previous 5 highs, 9.9% below previous 5 lows
4.1% above previous 6 highs, 8.7% below previous 6 lows
4.0% above previous 7 highs, 7.1% below previous 7 lows
3.9% above previous 8 highs, 6.3% below previous 8 lows
3.8% above previous 9 highs, 6.0% below previous 9 lows
3.5% above previous 10 highs, 5.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160927 11:24 am ET)
56.6% are above or equal to 9/26 close (1 days ago), 43.4% are below.
29.2% are above or equal to 9/23 close (2 days ago), 70.8% are below.
23.3% are above or equal to 9/22 close (3 days ago), 76.7% are below.
42.2% are above or equal to 9/21 close (4 days ago), 57.8% are below.
65.0% are above or equal to 9/20 close (5 days ago), 35.0% are below.
59.5% are above or equal to 9/19 close (6 days ago), 40.5% are below.
63.3% are above or equal to 9/16 close (7 days ago), 36.7% are below.
55.8% are above or equal to 9/15 close (8 days ago), 44.2% are below.
68.8% are above or equal to 9/14 close (9 days ago), 31.2% are below.
65.5% are above or equal to 9/13 close (10 days ago), 34.5% are below.
46.8% are above or equal to 9/12 close (11 days ago), 53.2% are below.
57.3% are above or equal to 9/9 close (12 days ago), 42.7% are below.
30.6% are above or equal to 9/8 close (13 days ago), 69.4% are below.
26.8% are above or equal to 9/7 close (14 days ago), 73.2% are below.
29.1% are above or equal to 9/6 close (15 days ago), 70.9% are below.
31.3% are above or equal to 9/2 close (16 days ago), 68.7% are below.
38.0% are above or equal to 9/1 close (17 days ago), 62.0% are below.
38.5% are above or equal to 8/31 close (18 days ago), 61.5% are below.
36.4% are above or equal to 8/30 close (19 days ago), 63.6% are below.
38.1% are above or equal to 8/29 close (20 days ago), 61.9% are below.
42.8% are above or equal to 8/26 close (21 days ago), 57.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160927 11:24 am ET)
20d: 5.4% new highs, 14.0% new lows
21d: 5.4% new highs, 13.9% new lows
42d: 2.9% new highs, 6.0% new lows
63d: 2.9% new highs, 3.2% new lows
126d: 2.5% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160927 11:24 am ET)
2-day: 54.3% above, 45.7% below
3-day: 36.7% above, 63.3% below
4-day: 27.4% above, 72.6% below
5-day: 33.5% above, 66.5% below
8-day: 50.3% above, 49.7% below
10-day: 54.5% above, 45.5% below
20-day: 44.3% above, 55.7% below
50-day: 44.4% above, 55.6% below
200-day: 72.1% above, 27.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160927 11:24 am ET)
ELEC(51): 0.92% Top=PI SPWR CSIQ HIMX NPTN IPHI FSLR MU ….. TRMB KEYS TER MSCC CY FLEX FIT SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(98): 0.77% Top=WB YELP TRIP BITA VIPS TWLO SSNC SINA ….. VMW FTNT NCR NATI MENT TIVO BR DBD=Bottom (Computer Software/Internet)
COHW(43): 0.61% Top=GIMO WDC PSTG VG STX INFN HPQ ACIA ….. CTL CDW BRCD TDC SSYS ARRS ZAYO CRAY=Bottom (Computer Hardware/Telecom)
TRAN(28): 0.55% Top=LUV AAL HA SAVE JBLU DAL ALK UAL ….. CNI CSX UNP WAB WERN TRN ODFL AIRM=Bottom (Transportation)
RETA(66): 0.49% Top=FRAN NFLX AZO BBY RH AMZN BIG TGT ….. COST SFM KR WFM GME AN BID SIG=Bottom (Retail & Specialty Retail)
FINA(95): 0.38% Top=YRD BOFI NAVI PYPL SLM AXP HOMB CFG ….. NSAM AMTD WETF HAWK EWBC BX AMG EV=Bottom (Banks/Financials)
INSU(29): 0.31% Top=CNO WRB L PRU ORI CINF MTG AGO ….. AFL TMK AFSI TRV PGR RDN XL FAF=Bottom (Insurance)
HEAL(57): 0.20% Top=IRWD NVRO GKOS OPK HOLX EW EVHC ALGN ….. INCR DGX BKD A PODD BSX ZLTQ BABY=Bottom (Health)
MANU(35): 0.00% Top=SEDG IR DDD AOS GE DHR GNRC TTC ….. RS FLS DE KMT AGCO MRC CFX ATI=Bottom (Manufacturing)
CONS(60): -0.02% Top=CCK KATE NWL WWW EL BC HAS DECK ….. FOSL UFS MLHR GIII SCS PKG KS CRI=Bottom (Consumer)
CHEM(30): -0.08% Top=MEOH POL CC WLK APD SHW AXTA PX ….. AGU EMN GRA MOS CF PAH GPRE FTK=Bottom (Chemicals/Fertilizers)
MATE(31): -0.15% Top=KBH BECN TPH OC MAS SRCL WM PHM ….. AWI MLM USG DY FIX SUM EXP USCR=Bottom (Materials & Construction)
LEIS(36): -0.16% Top=CCL EXPE RCL SEAS TVPT LVS SHAK MGM ….. TXRH EAT CAKE PNRA GPRO DRI BLMN PLAY=Bottom (Leisure)
DISV(53): -0.21% Top=YY ULTA XRS ZG DV SERV TRU SCOR ….. ACM RRD URI AHS INFO GEO CAR CXW=Bottom (Diversified Services)
REAL(99): -0.33% Top=EQR PGRE MGP CIM CLNY BAM NRZ SUI ….. DRH SRC RLJ CONE CSAL HST EDR HCP=Bottom (Real Estate)
ENER(89): -2.38% Top=PBF TSO HP MPC MMP CVI CPPL VLO ….. SWN LPI GPOR WLL SPN SN RICE REN=Bottom (Energy)
META(27): -2.61% Top=STLD NUE CMC SCCO CNX AEM PAAS AA ….. FSM X FCX TAHO AG FMSA SSRI CDE=Bottom (Metals & Mining)

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 11:24 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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