daytrend

09/29/2016

Filed under: Market Stats — daytrend @ 12:22 pm

Market Stats at 1:22 pm ET
by daytrend on 20160929. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 926.

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

COMPARED TO YESTERDAY’S RANGE (20160929 1:22 pm ET)
15.8% of stocks are above yesterday’s high.
37.6% are above yesterday’s midpoint. (62.4% are below.)
31.7% are below yesterday’s low.
52.5% are inside yesterday’s range.
51.3% of stocks with today’s high > yesterday’s high. (48.7% less than).
44.6% of stocks with today’s low < yesterday’s low. (55.4% greater than).

EVIDENCE OF INTRADAY TREND (20160929 1:22 pm ET)
27.1% of stocks are above today’s open. (71.9% are below).
21.1% of stocks are above today’s open and yesterday’s close.
69.4% are below both.
8.9% of stocks opened above yesterday’s high.
29.3% 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 1:22 pm ET)
2.5% of stocks are in the top 10% of today’s range.
4.2% are in the top 20%.
19.2% are in the top half. 80.8% of stocks are in the bottom half of today’s range.
47.1% are in the bottom 20%.
20.7% are in the bottom 10%.

GAIN (20160929 1:22 pm ET)
24.9% of stocks are above yesterday’s close. (75.1% are below.)
2.3% are up 4.5% or more. 2.1% are down 4.5% or more.
3.7% are up 3.5% or more. 3.0% are down 3.5% or more.
46.1% are between +1% and -1%.

RSI on DAILY (20160929 1:22 pm ET)
2-day: >=95:3.5%…>=90:9.9%…>=80:19.1%…>=50:35.1%…<=20:24.3%…<=10:11.7%…<=5:4.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:49.7%…<=20:1.3%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:52.1%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160929 1:22 pm ET)
15.8% above previous 1 highs, 31.7% below previous 1 lows
15.2% above previous 2 highs, 20.3% below previous 2 lows
14.1% above previous 3 highs, 17.3% below previous 3 lows
12.1% above previous 4 highs, 15.8% below previous 4 lows
9.8% above previous 5 highs, 15.0% below previous 5 lows
9.7% above previous 6 highs, 8.7% below previous 6 lows
9.6% above previous 7 highs, 7.8% below previous 7 lows
9.2% above previous 8 highs, 7.6% below previous 8 lows
9.2% above previous 9 highs, 6.7% below previous 9 lows
9.1% above previous 10 highs, 5.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160929 1:22 pm ET)
24.9% are above or equal to 9/28 close (1 days ago), 75.1% are below.
45.7% are above or equal to 9/27 close (2 days ago), 54.3% are below.
57.2% are above or equal to 9/26 close (3 days ago), 42.8% are below.
42.5% are above or equal to 9/23 close (4 days ago), 57.5% are below.
35.2% are above or equal to 9/22 close (5 days ago), 64.8% are below.
51.8% are above or equal to 9/21 close (6 days ago), 48.2% are below.
67.8% are above or equal to 9/20 close (7 days ago), 32.2% are below.
64.6% are above or equal to 9/19 close (8 days ago), 35.4% are below.
67.0% are above or equal to 9/16 close (9 days ago), 33.0% are below.
61.2% are above or equal to 9/15 close (10 days ago), 38.8% are below.
71.8% are above or equal to 9/14 close (11 days ago), 28.2% are below.
69.5% are above or equal to 9/13 close (12 days ago), 30.5% are below.
51.2% are above or equal to 9/12 close (13 days ago), 48.8% are below.
63.1% are above or equal to 9/9 close (14 days ago), 36.9% are below.
34.2% are above or equal to 9/8 close (15 days ago), 65.8% are below.
33.5% are above or equal to 9/7 close (16 days ago), 66.5% are below.
35.5% are above or equal to 9/6 close (17 days ago), 64.5% are below.
37.6% are above or equal to 9/2 close (18 days ago), 62.4% are below.
41.1% are above or equal to 9/1 close (19 days ago), 58.9% are below.
43.1% are above or equal to 8/31 close (20 days ago), 56.9% are below.
40.1% are above or equal to 8/30 close (21 days ago), 59.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160929 1:22 pm ET)
20d: 12.4% new highs, 6.8% new lows
21d: 11.7% new highs, 6.8% new lows
42d: 9.0% new highs, 4.3% new lows
63d: 7.6% new highs, 2.8% new lows
126d: 6.4% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160929 1:22 pm ET)
2-day: 23.8% above, 76.2% below
3-day: 34.3% above, 65.7% below
4-day: 44.0% above, 56.0% below
5-day: 41.6% above, 58.4% below
8-day: 46.2% above, 53.8% below
10-day: 53.2% above, 46.8% below
20-day: 51.0% above, 49.0% below
50-day: 48.5% above, 51.5% below
200-day: 73.5% above, 26.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160929 1:22 pm ET)
ENER(91): 1.37% Top=CRC OAS SPN SM ECA OIS PTEN CRZO ….. CVRR DK WNR PBF TSO VLO FGP MPC=Bottom (Energy)
ELEC(50): 0.09% Top=CSIQ HIMX AMBA ON IDTI MRVL MLNX AMD ….. OCLR TRMB TTMI GRMN WAT KEYS SCTY FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(38): -0.07% Top=MRC SEDG CAT WOR AGCO TEX CMI ITT ….. AOS DCI ERII MHK RS BWXT TTC ATU=Bottom (Manufacturing)
TRAN(29): -0.16% Top=JBHT UAL WERN LUV SAVE KNX KSU AAL ….. UPS NAT ALK TRN AIRM HA WAB JBLU=Bottom (Transportation)
CHEM(30): -0.26% Top=GPRE WLK MEOH FTK OLN CF CC PX ….. PPG ASH RPM DD AXTA SHW ALB PAH=Bottom (Chemicals/Fertilizers)
RETA(65): -0.45% Top=LL RH EBAY GES BIG WSM LOW KSS ….. JCP WBA ETSY DLTR BABA FIVE DKS SBH=Bottom (Retail & Specialty Retail)
DISV(50): -0.74% Top=HMHC URI XRS G INFO WOOF FDC VNTV ….. ALLE AHS RRD CAR MYGN CTAS RHI CXW=Bottom (Diversified Services)
COSW(99): -0.75% Top=ACN SABR BOX TIVO AKAM XRX MTCH SHOP ….. YHOO BIDU SSNC LC BITA FEYE WUBA PFPT=Bottom (Computer Software/Internet)
LEIS(37): -0.78% Top=EXPE SONC CMG ISLE HLT PNRA TVPT ARMK ….. EAT BYD QSR CBRL MGM GPRO TXRH ZOES=Bottom (Leisure)
META(28): -0.82% Top=FMSA SLCA SWC AGI AA FSM CCJ GG ….. PAAS SSRI TAHO STLD CNX AG CLF X=Bottom (Metals & Mining)
CONS(59): -0.85% Top=RL ENR COH GIII EPC PVH BLL TLN ….. PG EL PKG BERY COTY LULU GT TPX=Bottom (Consumer)
INSU(29): -0.91% Top=AGO AFSI WLTW L PGR MTG ALL RDN ….. XL CINF PRI FAF AWH PRU FNF ORI=Bottom (Insurance)
FINA(92): -1.02% Top=AMTD BOFI ARCC ETFC BX ACAS PNC BEN ….. CMA WFC CBOE STT OMF COF GS SLM=Bottom (Banks/Financials)
MATE(30): -1.03% Top=FLR DAR TOL EXP FAST WCIC DHI MTZ ….. USG BECN DY LEN USCR CAA OC SUM=Bottom (Materials & Construction)
COHW(44): -1.04% Top=QCOM ACIA PANW BCE PSTG WDC MSI WIN ….. GIMO LVLT VG CRAY SYNA BBRY OLED GOGO=Bottom (Computer Hardware/Telecom)
REAL(98): -1.27% Top=HST PEB DRH AMH OUT LGIH SHO LHO ….. DFT KIM EQY SPG CLI GGP CUZ NRZ=Bottom (Real Estate)
HEAL(57): -1.74% Top=PINC HWAY MD CYH HCA UHS THC EVHC ….. ALGN ADPT NVRO DXCM OPK 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 1:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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