daytrend

09/28/2016

Filed under: Market Stats — daytrend @ 10:09 am

Market Stats at 11:08 am ET
by daytrend on 20160928. 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 (20160928 11:08 am ET)
11.1% of stocks are above yesterday’s high.
47.7% are above yesterday’s midpoint. (52.3% are below.)
21.1% are below yesterday’s low.
67.7% are inside yesterday’s range.
59.3% of stocks with today’s high > yesterday’s high. (40.7% less than).
27.2% of stocks with today’s low < yesterday’s low. (72.8% greater than).

EVIDENCE OF INTRADAY TREND (20160928 11:08 am ET)
17.2% of stocks are above today’s open. (81.1% are below).
14.2% of stocks are above today’s open and yesterday’s close.
69.0% 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 11:08 am ET)
0.3% of stocks are in the top 10% of today’s range.
1.3% are in the top 20%.
8.8% are in the top half. 91.2% of stocks are in the bottom half of today’s range.
71.3% are in the bottom 20%.
52.6% are in the bottom 10%.

GAIN (20160928 11:08 am ET)
27.5% of stocks are above yesterday’s close. (72.5% are below.)
0.2% are up 4.5% or more. 0.9% are down 4.5% or more.
0.3% are up 3.5% or more. 1.6% are down 3.5% or more.
71.1% are between +1% and -1%.

RSI on DAILY (20160928 11:08 am ET)
2-day: >=95:1.7%…>=90:4.0%…>=80:10.9%…>=50:34.0%…<=20:27.2%…<=10:13.7%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:45.7%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:46.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160928 11:08 am ET)
11.1% above previous 1 highs, 21.1% below previous 1 lows
8.6% above previous 2 highs, 17.4% below previous 2 lows
5.1% above previous 3 highs, 14.7% below previous 3 lows
4.4% above previous 4 highs, 13.4% below previous 4 lows
4.3% above previous 5 highs, 9.7% below previous 5 lows
4.3% above previous 6 highs, 8.6% below previous 6 lows
4.2% above previous 7 highs, 8.0% below previous 7 lows
4.0% above previous 8 highs, 6.8% below previous 8 lows
4.0% above previous 9 highs, 6.0% below previous 9 lows
3.9% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160928 11:08 am ET)
27.5% are above or equal to 9/27 close (1 days ago), 72.5% are below.
50.5% are above or equal to 9/26 close (2 days ago), 49.5% are below.
33.3% are above or equal to 9/23 close (3 days ago), 66.7% are below.
23.8% are above or equal to 9/22 close (4 days ago), 76.2% are below.
43.6% are above or equal to 9/21 close (5 days ago), 56.4% are below.
64.5% are above or equal to 9/20 close (6 days ago), 35.5% are below.
58.7% are above or equal to 9/19 close (7 days ago), 41.3% are below.
61.7% are above or equal to 9/16 close (8 days ago), 38.3% are below.
54.8% are above or equal to 9/15 close (9 days ago), 45.2% are below.
67.1% are above or equal to 9/14 close (10 days ago), 32.9% are below.
63.6% are above or equal to 9/13 close (11 days ago), 36.4% are below.
45.5% are above or equal to 9/12 close (12 days ago), 54.5% are below.
57.7% are above or equal to 9/9 close (13 days ago), 42.3% are below.
29.9% are above or equal to 9/8 close (14 days ago), 70.1% are below.
28.2% are above or equal to 9/7 close (15 days ago), 71.8% are below.
29.1% are above or equal to 9/6 close (16 days ago), 70.9% are below.
30.9% are above or equal to 9/2 close (17 days ago), 69.1% are below.
37.4% are above or equal to 9/1 close (18 days ago), 62.6% are below.
38.4% are above or equal to 8/31 close (19 days ago), 61.6% are below.
35.8% are above or equal to 8/30 close (20 days ago), 64.2% are below.
36.6% are above or equal to 8/29 close (21 days ago), 63.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160928 11:08 am ET)
20d: 7.9% new highs, 5.5% new lows
21d: 7.7% new highs, 5.4% new lows
42d: 5.3% new highs, 3.7% new lows
63d: 4.7% new highs, 1.5% new lows
126d: 4.3% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160928 11:08 am ET)
2-day: 25.8% above, 74.2% below
3-day: 39.9% above, 60.1% below
4-day: 35.5% above, 64.5% below
5-day: 29.4% above, 70.6% below
8-day: 46.5% above, 53.5% below
10-day: 51.1% above, 48.9% below
20-day: 44.6% above, 55.4% below
50-day: 44.9% above, 55.1% below
200-day: 71.8% above, 28.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160928 11:08 am ET)
MANU(36): 0.16% Top=SEDG PNR CAT CFX DDD GNRC CMI ROK ….. TTC BWXT AME DHR AOS GE MHK ERII=Bottom (Manufacturing)
MATE(32): 0.15% Top=RGSE WY SRCL DAR PWR OC APOG LEN ….. KBH USG RSG MTZ CAA USCR EXP AWI=Bottom (Materials & Construction)
TRAN(29): 0.08% Top=JBLU HA ALK UAL DAL CP AAL NAT ….. AIRM LUV XPO ODFL TRN UPS KEX FDX=Bottom (Transportation)
CHEM(30): -0.09% Top=MEOH CF CE FTK PX ALB GPRE POL ….. AGU DD WLK ASH FMC DOW CC PAH=Bottom (Chemicals/Fertilizers)
INSU(28): -0.29% Top=CNO AGO AIG AWH XL ORI CINF TRV ….. MMC AJG AON FAF AFL AFSI MTG WLTW=Bottom (Insurance)
ELEC(51): -0.31% Top=CSIQ TTMI TER JBL SCTY KEYS TSRA IPHI ….. AMBA GRMN OCLR FSLR FLEX MU PI HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(99): -0.43% Top=DLR CUZ KRC HTA PPS EQR OUT PSA ….. CLNY STWD BXMT CSAL TWO ARI CIM NLY=Bottom (Real Estate)
DISV(52): -0.45% Top=CTAS KBR TMH JEC IILG WOOF SERV BCO ….. FISV XRS MCO DV MYGN YY CAR PAYX=Bottom (Diversified Services)
ENER(89): -0.54% Top=ATW OAS NBR HP GEL CRZO COG RSPP ….. SN DK WPX RDC CRC CVI LPI WPZ=Bottom (Energy)
COHW(43): -0.55% Top=BBRY SSYS INFN SYNA PANW VRSN AAPL MSI ….. WIN T STX FNSR ARRS GIMO WDC ACIA=Bottom (Computer Hardware/Telecom)
FINA(91): -0.56% Top=CIT CMA UBSI PFG HBAN EFX BANC MS ….. PSEC WETF UMPQ FITB CBOE PYPL BOFI YRD=Bottom (Banks/Financials)
COSW(100): -0.62% Top=MEET IAC TWOU CHKP DATA CA MTCH CRM ….. AKAM BIDU WB YELP LC TWTR SHOP BITA=Bottom (Computer Software/Internet)
HEAL(57): -0.70% Top=MD CYH VAR ANTM HRC UHS GMED WST ….. LH ADPT DXCM THC IRWD PINC ACHC OPK=Bottom (Health)
RETA(66): -0.81% Top=DDS HD FINL LOW AMZN CASY STMP GME ….. LB CHS PAG ETSY URBN RH FRAN ANF=Bottom (Retail & Specialty Retail)
META(27): -0.87% Top=FMSA CNX FCX SCCO X SWC NUE AA ….. NEM TAHO CDE FSM SSRI GG AGI CCJ=Bottom (Metals & Mining)
CONS(60): -1.05% Top=SKX COTY FN PG ENR OI GT SCS ….. MAT CRI GIII FOSL NKE KATE LEG TPX=Bottom (Consumer)
LEIS(37): -1.29% Top=EXPE MGM GPRO BYD SIX CCL ARMK HLT ….. PNRA WEN SHAK CAKE TXRH JACK PLAY 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 11:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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