daytrend

09/29/2016

Filed under: Market Stats — daytrend @ 9:23 am

Market Stats at 10:22 am ET
by daytrend on 20160929. 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 (20160929 10:22 am ET)
30.6% of stocks are above yesterday’s high.
66.9% are above yesterday’s midpoint. (33.1% are below.)
8.7% are below yesterday’s low.
60.6% are inside yesterday’s range.
45.2% of stocks with today’s high > yesterday’s high. (54.8% less than).
21.8% of stocks with today’s low < yesterday’s low. (78.2% greater than).

EVIDENCE OF INTRADAY TREND (20160929 10:22 am ET)
59.3% of stocks are above today’s open. (38.5% are below).
45.3% of stocks are above today’s open and yesterday’s close.
34.7% are below both.
8.8% of stocks opened above yesterday’s high.
29.2% of stocks opened above yesterday’s close. (64.7% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160929 10:22 am ET)
21.6% of stocks are in the top 10% of today’s range.
33.8% are in the top 20%.
64.1% are in the top half. 35.9% of stocks are in the bottom half of today’s range.
9.9% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN (20160929 10:22 am ET)
51.3% of stocks are above yesterday’s close. (48.7% are below.)
2.3% are up 4.5% or more. 0.2% are down 4.5% or more.
3.9% are up 3.5% or more. 0.9% are down 3.5% or more.
76.4% are between +1% and -1%.

RSI on DAILY (20160929 10:22 am ET)
2-day: >=95:6.1%…>=90:15.4%…>=80:31.3%…>=50:61.7%…<=20:10.6%…<=10:5.4%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:67.3%…<=20:1.2%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:65.0%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160929 10:22 am ET)
30.6% above previous 1 highs, 8.7% below previous 1 lows
28.4% above previous 2 highs, 5.5% below previous 2 lows
25.4% above previous 3 highs, 4.5% below previous 3 lows
18.7% above previous 4 highs, 3.8% below previous 4 lows
15.6% above previous 5 highs, 3.6% below previous 5 lows
15.6% above previous 6 highs, 2.3% below previous 6 lows
15.6% above previous 7 highs, 2.0% below previous 7 lows
14.6% above previous 8 highs, 2.0% below previous 8 lows
14.6% above previous 9 highs, 2.0% below previous 9 lows
14.3% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160929 10:22 am ET)
51.3% are above or equal to 9/28 close (1 days ago), 48.7% are below.
65.7% are above or equal to 9/27 close (2 days ago), 34.3% are below.
73.8% are above or equal to 9/26 close (3 days ago), 26.2% are below.
58.8% are above or equal to 9/23 close (4 days ago), 41.2% are below.
48.0% are above or equal to 9/22 close (5 days ago), 52.0% are below.
63.5% are above or equal to 9/21 close (6 days ago), 36.5% are below.
77.2% are above or equal to 9/20 close (7 days ago), 22.8% are below.
73.4% are above or equal to 9/19 close (8 days ago), 26.6% are below.
76.2% are above or equal to 9/16 close (9 days ago), 23.8% are below.
71.0% are above or equal to 9/15 close (10 days ago), 29.0% are below.
80.5% are above or equal to 9/14 close (11 days ago), 19.5% are below.
77.3% are above or equal to 9/13 close (12 days ago), 22.7% are below.
58.7% are above or equal to 9/12 close (13 days ago), 41.3% are below.
71.6% are above or equal to 9/9 close (14 days ago), 28.4% are below.
40.9% are above or equal to 9/8 close (15 days ago), 59.1% are below.
39.7% are above or equal to 9/7 close (16 days ago), 60.3% are below.
42.2% are above or equal to 9/6 close (17 days ago), 57.8% are below.
42.5% are above or equal to 9/2 close (18 days ago), 57.5% are below.
48.8% are above or equal to 9/1 close (19 days ago), 51.2% are below.
49.5% are above or equal to 8/31 close (20 days ago), 50.5% are below.
46.8% are above or equal to 8/30 close (21 days ago), 53.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160929 10:22 am ET)
20d: 9.4% new highs, 2.2% new lows
21d: 9.0% new highs, 2.2% new lows
42d: 6.4% new highs, 1.5% new lows
63d: 5.4% new highs, 1.2% new lows
126d: 4.6% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160929 10:22 am ET)
2-day: 48.8% above, 51.2% below
3-day: 59.7% above, 40.3% below
4-day: 66.8% above, 33.2% below
5-day: 64.0% above, 36.0% below
8-day: 67.6% above, 32.4% below
10-day: 71.3% above, 28.7% below
20-day: 65.4% above, 34.6% below
50-day: 55.3% above, 44.7% below
200-day: 75.3% above, 24.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160929 10:22 am ET)
ENER(91): 1.83% Top=ATW SPN OAS RIG PTEN HP NOV DO ….. WNR HFC REN PBF TSO MPC VLO FGP=Bottom (Energy)
MANU(38): 0.54% Top=MRC SEDG CAT AGCO WOR TEX FLS CFX ….. XYL DHR KMT ATU BWXT MHK TTC ERII=Bottom (Manufacturing)
CHEM(30): 0.50% Top=CF MEOH FTK WLK OLN GPRE PX MOS ….. PPG EMN DD MON PAH SHW AXTA KRA=Bottom (Chemicals/Fertilizers)
FINA(92): 0.30% Top=AMTD BOFI ZION RF VOYA SCHW HOMB AXP ….. EFX FRC PYPL WFC NYCB ESNT NSAM YRD=Bottom (Banks/Financials)
TRAN(29): 0.30% Top=AAL JBHT SAVE UAL LUV WERN DAL KNX ….. ALK TRN NAT NSC AIRM WAB JBLU HA=Bottom (Transportation)
META(28): 0.14% Top=SWC FMSA CCJ AA SLCA FCX AGI CMC ….. FNV CLF TCK CNX X TAHO SSRI AG=Bottom (Metals & Mining)
LEIS(37): 0.12% Top=WEN SONC EXPE SEAS PNRA TVPT WYNN MAR ….. MGM SHAK QSR TXRH EAT CBRL ZOES GPRO=Bottom (Leisure)
INSU(29): 0.10% Top=AGO AFSI L WLTW LNC MTG UNM AIG ….. AJG CINF XL FNF FAF PRI AWH ORI=Bottom (Insurance)
RETA(65): -0.02% Top=LL EBAY LOW BIG GES KSS JWN TIF ….. JCP ETSY AAP DLTR STMP BABA DKS SBH=Bottom (Retail & Specialty Retail)
COSW(99): -0.11% Top=ACN SABR BOX MTCH TIVO SHOP AKAM WBMD ….. BIDU SINA FEYE WB BR YHOO WUBA BITA=Bottom (Computer Software/Internet)
CONS(59): -0.14% Top=COH RL EPC ENR OI GIII KATE HNI ….. PG FOXF GT SKX COTY CRI LULU TPX=Bottom (Consumer)
ELEC(51): -0.14% Top=HIMX PI CSIQ FSLR ON SPWR MU AMD ….. QRVO KEYS OCLR TTMI SWKS SCTY IPHI FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(50): -0.15% Top=URI XRS WOOF KBR VNTV HMHC FDC AL ….. AHS TMH FLT YY MYGN RHI CTAS CXW=Bottom (Diversified Services)
REAL(98): -0.23% Top=LGIH DRH HST PEB SHO ALLY SC AMT ….. WRI HTA LPT CONE DLR DFT CUZ NRZ=Bottom (Real Estate)
COHW(44): -0.30% Top=ACIA WDC WIN BCE PSTG CTL VZ HPQ ….. TDC AAPL VG GOGO CRAY OLED GIMO SYNA=Bottom (Computer Hardware/Telecom)
HEAL(57): -0.48% Top=CYH PINC INCR THC HWAY MD EVHC HCA ….. BCR OPK GKOS ZLTQ NVRO DXCM GMED PODD=Bottom (Health)
MATE(30): -0.48% Top=TOL MTZ FLR PWR WCN DAR FAST DHI ….. BECN OC USG DY MLM VMC USCR SUM=Bottom (Materials & Construction)

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 10:22 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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