daytrend

09/29/2016

Filed under: Market Stats — daytrend @ 11:22 am

Market Stats at 12:22 pm 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 12:22 pm ET)
32.1% of stocks are above yesterday’s high.
59.3% are above yesterday’s midpoint. (40.7% are below.)
15.0% are below yesterday’s low.
52.9% are inside yesterday’s range.
49.9% of stocks with today’s high > yesterday’s high. (50.1% less than).
28.2% of stocks with today’s low < yesterday’s low. (71.8% greater than).

EVIDENCE OF INTRADAY TREND (20160929 12:22 pm ET)
52.2% of stocks are above today’s open. (47.0% are below).
43.1% of stocks are above today’s open and yesterday’s close.
43.5% 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 12:22 pm ET)
14.5% of stocks are in the top 10% of today’s range.
25.4% are in the top 20%.
55.1% are in the top half. 44.9% of stocks are in the bottom half of today’s range.
15.7% are in the bottom 20%.
7.6% are in the bottom 10%.

GAIN (20160929 12:22 pm ET)
47.7% of stocks are above yesterday’s close. (52.3% are below.)
3.9% are up 4.5% or more. 1.1% are down 4.5% or more.
4.6% are up 3.5% or more. 1.4% are down 3.5% or more.
63.6% are between +1% and -1%.

RSI on DAILY (20160929 12:22 pm ET)
2-day: >=95:6.5%…>=90:16.7%…>=80:31.8%…>=50:57.9%…<=20:14.9%…<=10:6.9%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:64.4%…<=20:1.1%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:62.6%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160929 12:22 pm ET)
32.1% above previous 1 highs, 15.0% below previous 1 lows
30.0% above previous 2 highs, 9.5% below previous 2 lows
27.2% above previous 3 highs, 8.1% below previous 3 lows
20.2% above previous 4 highs, 7.2% below previous 4 lows
17.3% above previous 5 highs, 6.4% below previous 5 lows
17.0% above previous 6 highs, 3.6% below previous 6 lows
16.7% above previous 7 highs, 3.3% below previous 7 lows
16.2% above previous 8 highs, 3.1% below previous 8 lows
16.1% above previous 9 highs, 2.9% below previous 9 lows
16.0% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160929 12:22 pm ET)
47.7% are above or equal to 9/28 close (1 days ago), 52.3% are below.
60.9% are above or equal to 9/27 close (2 days ago), 39.1% are below.
70.9% are above or equal to 9/26 close (3 days ago), 29.1% are below.
55.6% are above or equal to 9/23 close (4 days ago), 44.4% are below.
45.1% are above or equal to 9/22 close (5 days ago), 54.9% are below.
62.0% are above or equal to 9/21 close (6 days ago), 38.0% are below.
77.7% are above or equal to 9/20 close (7 days ago), 22.3% are below.
72.5% are above or equal to 9/19 close (8 days ago), 27.5% are below.
74.5% are above or equal to 9/16 close (9 days ago), 25.5% are below.
71.0% are above or equal to 9/15 close (10 days ago), 29.0% are below.
79.9% are above or equal to 9/14 close (11 days ago), 20.1% are below.
77.0% are above or equal to 9/13 close (12 days ago), 23.0% are below.
57.7% are above or equal to 9/12 close (13 days ago), 42.3% are below.
70.6% are above or equal to 9/9 close (14 days ago), 29.4% are below.
41.9% are above or equal to 9/8 close (15 days ago), 58.1% are below.
39.5% are above or equal to 9/7 close (16 days ago), 60.5% are below.
42.1% are above or equal to 9/6 close (17 days ago), 57.9% are below.
42.2% are above or equal to 9/2 close (18 days ago), 57.8% are below.
47.4% are above or equal to 9/1 close (19 days ago), 52.6% are below.
49.2% are above or equal to 8/31 close (20 days ago), 50.8% are below.
45.4% are above or equal to 8/30 close (21 days ago), 54.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160929 12:22 pm ET)
20d: 11.5% new highs, 3.7% new lows
21d: 10.9% new highs, 3.7% new lows
42d: 8.2% new highs, 2.5% new lows
63d: 6.8% new highs, 1.7% new lows
126d: 5.7% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160929 12:22 pm ET)
2-day: 46.5% above, 53.5% below
3-day: 54.3% above, 45.7% below
4-day: 62.5% above, 37.5% below
5-day: 60.7% above, 39.3% below
8-day: 62.4% above, 37.6% below
10-day: 68.2% above, 31.8% below
20-day: 63.6% above, 36.4% below
50-day: 54.0% above, 46.0% below
200-day: 75.2% above, 24.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160929 12:22 pm ET)
ENER(91): 2.46% Top=OAS CRC SPN SM WLL CRZO ECA CLR ….. CVRR WNR DK PBF TSO MPC VLO FGP=Bottom (Energy)
CHEM(30): 0.72% Top=FTK MEOH GPRE CF WLK OLN CC APD ….. PAH GRA ASH MON RPM AXTA SHW ALB=Bottom (Chemicals/Fertilizers)
MANU(38): 0.70% Top=MRC SEDG CAT AGCO WOR TEX ITT CFX ….. DHR DCI MHK RS TTC ATU ERII BWXT=Bottom (Manufacturing)
TRAN(29): 0.42% Top=JBHT UAL AAL WERN SAVE KNX LUV KSU ….. UPS SWFT KEX WAB ALK JBLU AIRM HA=Bottom (Transportation)
FINA(92): 0.38% Top=AMTD BOFI ETFC BX YRD RF ZION WDR ….. SLM SEIC CME WFC NSAM OMF CBOE ESNT=Bottom (Banks/Financials)
RETA(65): 0.34% Top=LL RH GES EBAY WSM BIG KSS TIF ….. WBA STMP ETSY DLTR FIVE BABA DKS SBH=Bottom (Retail & Specialty Retail)
INSU(29): 0.15% Top=AGO AFSI WLTW LNC L UNM CNO MET ….. AJG CINF XL AWH FNF FAF PRI ORI=Bottom (Insurance)
DISV(50): -0.05% Top=HMHC URI FDC XRS VNTV G JEC ADS ….. ALLE SCI RRD AHS MYGN CTAS RHI CXW=Bottom (Diversified Services)
META(28): -0.12% Top=FMSA SLCA SWC AA CCJ AGI FSM FCX ….. FNV SSRI CNX TAHO PAAS CLF X AG=Bottom (Metals & Mining)
LEIS(37): -0.12% Top=EXPE SONC CMG HLT MAR SEAS ARMK MCD ….. QSR EAT BYD CBRL MGM ZOES GPRO TXRH=Bottom (Leisure)
CONS(59): -0.13% Top=RL GIII COH ENR EPC OI PVH PBI ….. BERY EL PG PKG GT COTY LULU TPX=Bottom (Consumer)
COSW(99): -0.19% Top=ACN SABR BOX AKAM TIVO XRX MTCH CTSH ….. FEYE GRUB BIDU YHOO SINA PFPT BITA WUBA=Bottom (Computer Software/Internet)
ELEC(51): -0.30% Top=CSIQ HIMX PI SPWR AMBA ON AMD FSLR ….. NPTN WAT KEYS IPHI QRVO SWKS SCTY FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): -0.42% Top=FLR TOL EXP DAR FAST DHI PWR MTZ ….. USG LEN DY CAA MLM SUM USCR OC=Bottom (Materials & Construction)
COHW(44): -0.54% Top=ACIA PANW WDC SSYS BCE ARRS S VZ ….. INFN BBRY VG CRAY GIMO OLED GOGO SYNA=Bottom (Computer Hardware/Telecom)
REAL(98): -0.85% Top=HST AMH SC PEB OUT DRH ALLY LGIH ….. KIM EQY O COR GGP DFT NRZ CUZ=Bottom (Real Estate)
HEAL(57): -0.99% Top=PINC CYH THC HWAY MD BKD HCA UHS ….. GMED ALGN PRXL NUVA DXCM ZLTQ GKOS PODD=Bottom (Health)

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 12:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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