daytrend

09/28/2016

Filed under: Market Stats — daytrend @ 9:38 am

Market Stats at 10:37 am ET
by daytrend on 20160928. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 928.

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

COMPARED TO YESTERDAY’S RANGE (20160928 10:37 am ET)
26.1% of stocks are above yesterday’s high.
64.9% are above yesterday’s midpoint. (35.1% are below.)
11.0% are below yesterday’s low.
62.9% are inside yesterday’s range.
59.3% of stocks with today’s high > yesterday’s high. (40.7% less than).
17.2% of stocks with today’s low < yesterday’s low. (82.8% greater than).

EVIDENCE OF INTRADAY TREND (20160928 10:37 am ET)
39.0% of stocks are above today’s open. (59.2% are below).
34.6% of stocks are above today’s open and yesterday’s close.
40.0% are below both.
28.8% of stocks opened above yesterday’s high.
68.5% of stocks opened above yesterday’s close. (26.5% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160928 10:37 am ET)
1.3% of stocks are in the top 10% of today’s range.
4.2% are in the top 20%.
28.8% are in the top half. 71.2% of stocks are in the bottom half of today’s range.
39.7% are in the bottom 20%.
24.8% are in the bottom 10%.

GAIN (20160928 10:37 am ET)
55.3% of stocks are above yesterday’s close. (44.7% are below.)
0.2% are up 4.5% or more. 0.3% are down 4.5% or more.
0.9% are up 3.5% or more. 0.5% are down 3.5% or more.
77.0% are between +1% and -1%.

RSI on DAILY (20160928 10:37 am ET)
2-day: >=95:3.3%…>=90:6.9%…>=80:16.6%…>=50:53.1%…<=20:16.4%…<=10:7.1%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:53.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:51.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160928 10:37 am ET)
26.1% above previous 1 highs, 11.0% below previous 1 lows
17.7% above previous 2 highs, 8.6% below previous 2 lows
8.6% above previous 3 highs, 7.4% below previous 3 lows
7.3% above previous 4 highs, 7.0% below previous 4 lows
7.2% above previous 5 highs, 4.7% below previous 5 lows
6.9% above previous 6 highs, 4.2% below previous 6 lows
6.9% above previous 7 highs, 3.8% below previous 7 lows
6.8% above previous 8 highs, 3.6% below previous 8 lows
6.6% above previous 9 highs, 3.3% below previous 9 lows
6.3% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160928 10:37 am ET)
55.3% are above or equal to 9/27 close (1 days ago), 44.7% are below.
64.0% are above or equal to 9/26 close (2 days ago), 36.0% are below.
43.2% are above or equal to 9/23 close (3 days ago), 56.8% are below.
30.4% are above or equal to 9/22 close (4 days ago), 69.6% are below.
51.0% are above or equal to 9/21 close (5 days ago), 49.0% are below.
71.7% are above or equal to 9/20 close (6 days ago), 28.3% are below.
64.9% are above or equal to 9/19 close (7 days ago), 35.1% are below.
68.6% are above or equal to 9/16 close (8 days ago), 31.4% are below.
60.7% are above or equal to 9/15 close (9 days ago), 39.3% are below.
72.2% are above or equal to 9/14 close (10 days ago), 27.8% are below.
67.6% are above or equal to 9/13 close (11 days ago), 32.4% are below.
50.0% are above or equal to 9/12 close (12 days ago), 50.0% are below.
61.2% are above or equal to 9/9 close (13 days ago), 38.8% are below.
33.3% are above or equal to 9/8 close (14 days ago), 66.7% are below.
31.1% are above or equal to 9/7 close (15 days ago), 68.9% are below.
33.2% are above or equal to 9/6 close (16 days ago), 66.8% are below.
34.6% are above or equal to 9/2 close (17 days ago), 65.4% are below.
41.1% are above or equal to 9/1 close (18 days ago), 58.9% are below.
42.8% are above or equal to 8/31 close (19 days ago), 57.2% are below.
39.0% are above or equal to 8/30 close (20 days ago), 61.0% are below.
39.2% are above or equal to 8/29 close (21 days ago), 60.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160928 10:37 am ET)
20d: 7.9% new highs, 4.0% new lows
21d: 7.7% new highs, 4.0% new lows
42d: 5.3% new highs, 3.0% new lows
63d: 4.7% new highs, 1.4% new lows
126d: 4.3% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160928 10:37 am ET)
2-day: 53.6% above, 46.4% below
3-day: 59.4% above, 40.6% below
4-day: 51.4% above, 48.6% below
5-day: 43.9% above, 56.1% below
8-day: 57.1% above, 42.9% below
10-day: 60.2% above, 39.8% below
20-day: 50.1% above, 49.9% below
50-day: 48.4% above, 51.6% below
200-day: 73.2% above, 26.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160928 10:37 am ET)
MANU(36): 0.75% Top=SEDG DDD CFX ATI CAT CMI TEX ROK ….. TTC AME BWXT AOS DHR GE MHK ERII=Bottom (Manufacturing)
MATE(32): 0.64% Top=RGSE WY DAR PWR SRCL VMC OC TPH ….. USG CAA WM USCR MAS EXP RSG AWI=Bottom (Materials & Construction)
ENER(89): 0.62% Top=OAS ATW CWEI NBR CRZO SM RSPP MUR ….. QEP VLO GPOR CVI RES WNR WMB WPZ=Bottom (Energy)
CHEM(30): 0.54% Top=FTK MEOH CC CE CF POL HUN OLN ….. CHMT MON AGU SHW DD ASH FMC DOW=Bottom (Chemicals/Fertilizers)
META(28): 0.49% Top=FMSA CNX FCX X SLCA SWC SCCO AG ….. STLD RGLD SSRI NEM AGI FNV GG CCJ=Bottom (Metals & Mining)
TRAN(29): 0.33% Top=JBLU ALK UAL HA XPO NAT DAL CP ….. ODFL AIRM WERN KEX EXPD SWFT UPS FDX=Bottom (Transportation)
ELEC(51): 0.26% Top=CSIQ SPWR JBL TTMI MRVL IPHI SWKS TSRA ….. GRMN NPTN SIMO IDTI FLEX MU PI HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(43): 0.13% Top=BBRY SSYS INFN SYNA AAPL PANW PSTG VG ….. WIN FNSR ARRS OLED ACIA WDC T GIMO=Bottom (Computer Hardware/Telecom)
INSU(28): 0.01% Top=CNO AGO AIG MET AWH ORI PRU UNM ….. MTG AON AFSI PGR MMC ALL FAF WLTW=Bottom (Insurance)
REAL(99): -0.02% Top=DLR CUZ KRC HTA SNH EQR HIW CBG ….. CLNY STWD CSAL BXMT TWO ARI CIM NLY=Bottom (Real Estate)
FINA(91): -0.02% Top=WDR HBAN OMF CIT WAL UBSI MS PFG ….. PSEC HAWK UMPQ PYPL FITB ICE CBOE BOFI=Bottom (Banks/Financials)
DISV(52): -0.04% Top=CTAS JEC IILG KBR URI AL WOOF INFO ….. ULTA GEO XRS FISV MYGN YY CAR PAYX=Bottom (Diversified Services)
COSW(100): -0.18% Top=MEET IAC TWOU SSNC FFIV DATA CHKP RHT ….. ADP YELP TIVO BIDU TWTR LC SHOP BITA=Bottom (Computer Software/Internet)
RETA(66): -0.32% Top=DDS HD FINL GME AMZN LOW LL SFM ….. TLRD SBH BURL RH ANF LB FRAN BIG=Bottom (Retail & Specialty Retail)
HEAL(57): -0.46% Top=HWAY MD ZLTQ ANTM HRC WST VAR UHS ….. NVRO INCR ACHC IRWD DXCM PINC BABY OPK=Bottom (Health)
CONS(60): -0.52% Top=SKX COTY OI GT HNI SCS PBI PG ….. EL CRI WHR MAT NKE KATE LEG TPX=Bottom (Consumer)
LEIS(37): -0.81% Top=EXPE MGM BYD SIX LVS WYN CCL MAR ….. WEN CAKE SEAS MCD JACK PLAY TXRH SONC=Bottom (Leisure)

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 10:37 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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