daytrend

09/27/2016

Filed under: Market Stats — daytrend @ 10:52 am

Market Stats at 11:52 am ET
by daytrend on 20160927. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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 11:52 am ET)
19.4% of stocks are above yesterday’s high.
46.8% are above yesterday’s midpoint. (53.2% are below.)
23.1% are below yesterday’s low.
57.5% are inside yesterday’s range.
38.3% of stocks with today’s high > yesterday’s high. (61.7% less than).
54.3% of stocks with today’s low < yesterday’s low. (45.7% greater than).

EVIDENCE OF INTRADAY TREND (20160927 11:52 am ET)
60.0% of stocks are above today’s open. (38.0% are below).
51.3% of stocks are above today’s open and yesterday’s close.
32.3% 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 11:52 am ET)
11.1% of stocks are in the top 10% of today’s range.
25.4% are in the top 20%.
57.4% are in the top half. 42.6% of stocks are in the bottom half of today’s range.
18.0% are in the bottom 20%.
9.8% are in the bottom 10%.

GAIN (20160927 11:52 am ET)
58.3% of stocks are above yesterday’s close. (41.7% are below.)
0.5% are up 4.5% or more. 2.3% are down 4.5% or more.
1.5% are up 3.5% or more. 3.2% are down 3.5% or more.
68.9% are between +1% and -1%.

RSI on DAILY (20160927 11:52 am ET)
2-day: >=95:4.7%…>=90:7.2%…>=80:12.3%…>=50:43.3%…<=20:22.8%…<=10:9.8%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:47.6%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:47.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160927 11:52 am ET)
19.4% above previous 1 highs, 23.1% below previous 1 lows
7.6% above previous 2 highs, 19.5% below previous 2 lows
5.7% above previous 3 highs, 18.7% below previous 3 lows
5.7% above previous 4 highs, 12.1% below previous 4 lows
5.6% above previous 5 highs, 9.3% below previous 5 lows
5.3% above previous 6 highs, 8.7% below previous 6 lows
5.2% above previous 7 highs, 7.1% below previous 7 lows
5.1% above previous 8 highs, 6.6% below previous 8 lows
5.0% above previous 9 highs, 6.0% below previous 9 lows
4.7% above previous 10 highs, 5.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160927 11:52 am ET)
58.3% are above or equal to 9/26 close (1 days ago), 41.7% are below.
32.3% are above or equal to 9/23 close (2 days ago), 67.7% are below.
23.8% are above or equal to 9/22 close (3 days ago), 76.2% are below.
43.4% are above or equal to 9/21 close (4 days ago), 56.6% are below.
67.2% are above or equal to 9/20 close (5 days ago), 32.8% are below.
60.2% are above or equal to 9/19 close (6 days ago), 39.8% are below.
64.0% are above or equal to 9/16 close (7 days ago), 36.0% are below.
56.9% are above or equal to 9/15 close (8 days ago), 43.1% are below.
69.9% are above or equal to 9/14 close (9 days ago), 30.1% are below.
66.1% are above or equal to 9/13 close (10 days ago), 33.9% are below.
47.5% are above or equal to 9/12 close (11 days ago), 52.5% are below.
57.9% are above or equal to 9/9 close (12 days ago), 42.1% are below.
30.7% are above or equal to 9/8 close (13 days ago), 69.3% are below.
27.4% are above or equal to 9/7 close (14 days ago), 72.6% are below.
30.0% are above or equal to 9/6 close (15 days ago), 70.0% are below.
31.7% are above or equal to 9/2 close (16 days ago), 68.3% are below.
38.1% are above or equal to 9/1 close (17 days ago), 61.9% are below.
38.6% are above or equal to 8/31 close (18 days ago), 61.4% are below.
37.0% are above or equal to 8/30 close (19 days ago), 63.0% are below.
38.5% are above or equal to 8/29 close (20 days ago), 61.5% are below.
43.4% are above or equal to 8/26 close (21 days ago), 56.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160927 11:52 am ET)
20d: 5.6% new highs, 14.5% new lows
21d: 5.6% new highs, 14.3% new lows
42d: 3.1% new highs, 6.4% new lows
63d: 3.0% new highs, 3.6% new lows
126d: 2.6% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160927 11:52 am ET)
2-day: 56.7% above, 43.3% below
3-day: 39.8% above, 60.2% below
4-day: 30.9% above, 69.1% below
5-day: 36.6% above, 63.4% below
8-day: 52.4% above, 47.6% below
10-day: 56.4% above, 43.6% below
20-day: 45.8% above, 54.2% below
50-day: 45.8% above, 54.2% below
200-day: 72.5% above, 27.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160927 11:52 am ET)
ELEC(51): 1.08% Top=PI SPWR NPTN CSIQ AMD HIMX IPHI FSLR ….. SCTY MSCC KEYS TER FLEX CY FIT SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(28): 0.82% Top=LUV AAL JBLU SAVE HA DAL UAL ALK ….. JBHT CNI CSX WERN TRN ODFL WAB AIRM=Bottom (Transportation)
COSW(98): 0.79% Top=WB YELP BITA TWLO TRIP VIPS TWTR SINA ….. CRM FTNT WBMD MENT TEAM TIVO DBD BR=Bottom (Computer Software/Internet)
COHW(43): 0.76% Top=GIMO WDC PSTG VG STX SYNA HPQ INFN ….. AAPL CDW BRCD TDC ZAYO SSYS ARRS CRAY=Bottom (Computer Hardware/Telecom)
FINA(95): 0.56% Top=YRD BOFI NAVI PYPL SLM RF CFG AXP ….. EWBC IBKR LAZ JNS AMTD OMF EV BX=Bottom (Banks/Financials)
INSU(29): 0.48% Top=CNO WLTW ORI PRU AIG L WRB AGO ….. AFL TMK TRV AFSI PGR RDN XL FAF=Bottom (Insurance)
RETA(66): 0.39% Top=FRAN NFLX AZO BBY BIG TGT AMZN BABA ….. JCP KR DSW GPS GME AN BID SIG=Bottom (Retail & Specialty Retail)
MANU(35): 0.17% Top=SEDG IR AOS DDD GE DHR ITW PH ….. FLS CMI KMT DE MRC AGCO CFX ATI=Bottom (Manufacturing)
HEAL(57): 0.13% Top=IRWD NVRO GKOS OPK HOLX WST EW VAR ….. A PODD INCR ACHC BKD BSX ZLTQ BABY=Bottom (Health)
CHEM(30): -0.01% Top=POL MEOH CC WLK ALB HUN APD AXTA ….. GRA AGU EMN PAH CF MOS GPRE FTK=Bottom (Chemicals/Fertilizers)
CONS(60): -0.03% Top=CCK EL KATE WHR WWW NWL BC TUP ….. MLHR SEE FOSL SCS GIII PKG KS CRI=Bottom (Consumer)
LEIS(36): -0.10% Top=CCL EXPE RCL SEAS TVPT MGM CMG LVS ….. TXRH CAKE EAT PNRA DRI GPRO PLAY BLMN=Bottom (Leisure)
MATE(31): -0.11% Top=KBH TPH MAS OC BECN SRCL DHI MTZ ….. MLM AWI DY SUM FIX USG EXP USCR=Bottom (Materials & Construction)
DISV(53): -0.26% Top=YY ULTA XRS SERV DV ZG BAH VNTV ….. ACM RRD URI INFO AHS GEO CXW CAR=Bottom (Diversified Services)
REAL(99): -0.37% Top=MGP PGRE EQR BAM NRZ CIM ALLY CLNY ….. HCP CSAL CONE EDR DRH RLJ CBL HST=Bottom (Real Estate)
ENER(89): -2.07% Top=HP TSO PBF DO GEL CVX CVI PSXP ….. SWN SPN SXL SN WLL CRC RICE REN=Bottom (Energy)
META(27): -2.79% Top=STLD NUE CNX CMC SLCA SCCO AA AEM ….. X AGI FCX TAHO FMSA AG 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 11:52 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

Create a free website or blog at WordPress.com.

%d bloggers like this: