daytrend

09/28/2016

Filed under: Market Stats — daytrend @ 1:02 pm

Market Stats at 2:02 pm 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 2:02 pm ET)
31.7% of stocks are above yesterday’s high.
67.0% are above yesterday’s midpoint. (33.0% are below.)
14.8% are below yesterday’s low.
53.5% are inside yesterday’s range.
63.0% of stocks with today’s high > yesterday’s high. (37.0% less than).
31.8% of stocks with today’s low < yesterday’s low. (68.2% greater than).

EVIDENCE OF INTRADAY TREND (20160928 2:02 pm ET)
42.5% of stocks are above today’s open. (55.6% are below).
38.7% of stocks are above today’s open and yesterday’s close.
40.8% 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 2:02 pm ET)
10.9% of stocks are in the top 10% of today’s range.
21.7% are in the top 20%.
50.9% are in the top half. 49.1% of stocks are in the bottom half of today’s range.
13.3% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20160928 2:02 pm ET)
55.3% of stocks are above yesterday’s close. (44.7% are below.)
1.8% are up 4.5% or more. 1.0% are down 4.5% or more.
2.7% are up 3.5% or more. 1.4% are down 3.5% or more.
67.1% are between +1% and -1%.

RSI on DAILY (20160928 2:02 pm ET)
2-day: >=95:2.7%…>=90:7.2%…>=80:19.6%…>=50:56.6%…<=20:14.7%…<=10:7.6%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:54.2%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:53.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160928 2:02 pm ET)
31.7% above previous 1 highs, 14.8% below previous 1 lows
21.4% above previous 2 highs, 11.3% below previous 2 lows
12.0% above previous 3 highs, 9.6% below previous 3 lows
9.2% above previous 4 highs, 9.2% below previous 4 lows
9.2% above previous 5 highs, 6.0% below previous 5 lows
9.1% above previous 6 highs, 5.8% below previous 6 lows
8.7% above previous 7 highs, 5.3% below previous 7 lows
8.3% above previous 8 highs, 5.2% below previous 8 lows
8.1% above previous 9 highs, 4.5% below previous 9 lows
8.0% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160928 2:02 pm ET)
55.3% are above or equal to 9/27 close (1 days ago), 44.7% are below.
65.5% are above or equal to 9/26 close (2 days ago), 34.5% are below.
47.4% are above or equal to 9/23 close (3 days ago), 52.6% are below.
32.4% are above or equal to 9/22 close (4 days ago), 67.6% are below.
51.1% are above or equal to 9/21 close (5 days ago), 48.9% are below.
71.2% are above or equal to 9/20 close (6 days ago), 28.8% are below.
65.7% are above or equal to 9/19 close (7 days ago), 34.3% are below.
68.1% are above or equal to 9/16 close (8 days ago), 31.9% are below.
61.6% are above or equal to 9/15 close (9 days ago), 38.4% are below.
72.6% are above or equal to 9/14 close (10 days ago), 27.4% are below.
68.5% are above or equal to 9/13 close (11 days ago), 31.5% are below.
50.3% are above or equal to 9/12 close (12 days ago), 49.7% are below.
62.0% are above or equal to 9/9 close (13 days ago), 38.0% are below.
33.0% are above or equal to 9/8 close (14 days ago), 67.0% are below.
31.6% are above or equal to 9/7 close (15 days ago), 68.4% are below.
33.3% are above or equal to 9/6 close (16 days ago), 66.7% are below.
35.6% are above or equal to 9/2 close (17 days ago), 64.4% are below.
41.3% are above or equal to 9/1 close (18 days ago), 58.7% are below.
42.5% are above or equal to 8/31 close (19 days ago), 57.5% are below.
39.9% are above or equal to 8/30 close (20 days ago), 60.1% are below.
40.0% are above or equal to 8/29 close (21 days ago), 60.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160928 2:02 pm ET)
20d: 8.4% new highs, 7.1% new lows
21d: 8.2% new highs, 6.9% new lows
42d: 5.9% new highs, 4.1% new lows
63d: 5.4% new highs, 1.6% new lows
126d: 4.7% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160928 2:02 pm ET)
2-day: 53.5% above, 46.5% below
3-day: 63.0% above, 37.0% below
4-day: 56.0% above, 44.0% below
5-day: 47.7% above, 52.3% below
8-day: 58.9% above, 41.1% below
10-day: 61.1% above, 38.9% below
20-day: 51.0% above, 49.0% below
50-day: 48.9% above, 51.1% below
200-day: 73.6% above, 26.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160928 2:02 pm ET)
ENER(89): 2.16% Top=OAS ATW REN MTDR SM MUR RSPP NBR ….. SXL PSXP MMP ETE HFC TSO VLO CVI=Bottom (Energy)
META(28): 1.40% Top=FMSA CNX FCX SLCA X PAAS SWC SCCO ….. RGLD NUE CLF CMC FNV GG STLD CCJ=Bottom (Metals & Mining)
MANU(36): 0.69% Top=CAT DDD MRC ATI GNRC CFX CMI PNR ….. HON AOS XYL DHR BWXT GE MHK ERII=Bottom (Manufacturing)
CHEM(30): 0.68% Top=MEOH FTK GPRE CF CE OLN ALB KRA ….. PAH AGU MON WLK ASH FMC DD DOW=Bottom (Chemicals/Fertilizers)
TRAN(29): 0.52% Top=JBLU HA XPO WERN UAL CP KNX WAB ….. ODFL CHRW EXPD AIRM KEX LUV UPS FDX=Bottom (Transportation)
MATE(31): 0.33% Top=PWR WY DAR SRCL TPH WCN LEN APOG ….. BECN WM KBH FIX EXP RSG MAS AWI=Bottom (Materials & Construction)
COHW(43): 0.07% Top=BBRY SSYS ZAYO PANW PSTG INFN VRSN TDC ….. NTAP CIEN ACIA VZ OLED WDC FNSR T=Bottom (Computer Hardware/Telecom)
INSU(28): 0.02% Top=CNO AGO AWH AIG FNF PRU RDN FAF ….. AJG HIG MTG AFL AON MMC AFSI WLTW=Bottom (Insurance)
ELEC(51): -0.03% Top=SIMO CSIQ SPWR GLW TTMI KEYS ON TER ….. CRUS TEL FSLR IDTI FLEX PI MU HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(100): -0.06% Top=MEET TWOU IAC CRM TWLO DATA NOW RHT ….. JD VIPS TIVO BIDU DBD SHOP TWTR BITA=Bottom (Computer Software/Internet)
DISV(52): -0.07% Top=TMH CTAS INFO IILG JEC KBR RHI HCSG ….. CXW GEO DV ULTA MYGN YY CAR PAYX=Bottom (Diversified Services)
REAL(99): -0.08% Top=DLR CUZ NRF OUT HTA MAA KRC DDR ….. LXP CSAL STWD BXMT CIM ARI TWO NLY=Bottom (Real Estate)
FINA(91): -0.15% Top=WETF NSAM WDR VLY EFX CMA PFG CIT ….. CBOE HAWK ICE CFG PYPL FITB YRD BOFI=Bottom (Banks/Financials)
HEAL(57): -0.17% Top=CYH MD BKD THC VAR HWAY ANTM AMSG ….. BCR EW PINC LH ACHC NVRO OPK DXCM=Bottom (Health)
CONS(60): -0.77% Top=OI GT ENR SKX PG COTY FN PBI ….. CRI GIII FOSL VFC KATE NKE LEG TPX=Bottom (Consumer)
RETA(66): -0.79% Top=DDS FINL AMZN HD CASY LL LOW BABA ….. DKS M AEO PAG FRAN RH CHS LB=Bottom (Retail & Specialty Retail)
LEIS(37): -0.82% Top=EXPE MGM BYD GPRO CCL QSR LVS YUM ….. BLMN MCD CAKE JACK EAT TXRH 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 2:02 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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