daytrend

09/29/2016

Filed under: Market Stats — daytrend @ 12:56 pm

Market Stats at 1:55 pm ET
by daytrend on 20160929. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 925.

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

COMPARED TO YESTERDAY’S RANGE (20160929 1:55 pm ET)
10.8% of stocks are above yesterday’s high.
29.9% are above yesterday’s midpoint. (70.1% are below.)
42.1% are below yesterday’s low.
47.1% are inside yesterday’s range.
51.2% of stocks with today’s high > yesterday’s high. (48.8% less than).
49.7% of stocks with today’s low < yesterday’s low. (50.3% greater than).

EVIDENCE OF INTRADAY TREND (20160929 1:55 pm ET)
18.8% of stocks are above today’s open. (80.6% are below).
14.9% of stocks are above today’s open and yesterday’s close.
78.3% are below both.
8.9% of stocks opened above yesterday’s high.
29.3% of stocks opened above yesterday’s close. (64.6% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160929 1:55 pm ET)
0.1% of stocks are in the top 10% of today’s range.
0.5% are in the top 20%.
10.7% are in the top half. 89.3% of stocks are in the bottom half of today’s range.
66.5% are in the bottom 20%.
51.4% are in the bottom 10%.

GAIN (20160929 1:55 pm ET)
17.8% of stocks are above yesterday’s close. (82.2% are below.)
1.3% are up 4.5% or more. 2.3% are down 4.5% or more.
1.9% are up 3.5% or more. 3.8% are down 3.5% or more.
35.7% are between +1% and -1%.

RSI on DAILY (20160929 1:55 pm ET)
2-day: >=95:2.3%…>=90:6.4%…>=80:13.1%…>=50:28.0%…<=20:29.5%…<=10:12.6%…<=5:5.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:45.5%…<=20:1.6%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:46.3%…<=20:0.5%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160929 1:55 pm ET)
10.8% above previous 1 highs, 42.1% below previous 1 lows
10.2% above previous 2 highs, 25.3% below previous 2 lows
9.4% above previous 3 highs, 21.5% below previous 3 lows
8.0% above previous 4 highs, 20.3% below previous 4 lows
7.0% above previous 5 highs, 19.0% below previous 5 lows
6.9% above previous 6 highs, 12.3% below previous 6 lows
6.9% above previous 7 highs, 11.1% below previous 7 lows
6.8% above previous 8 highs, 10.2% below previous 8 lows
6.8% above previous 9 highs, 9.2% below previous 9 lows
6.8% above previous 10 highs, 8.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160929 1:55 pm ET)
17.8% are above or equal to 9/28 close (1 days ago), 82.2% are below.
37.6% are above or equal to 9/27 close (2 days ago), 62.4% are below.
49.8% are above or equal to 9/26 close (3 days ago), 50.2% are below.
37.0% are above or equal to 9/23 close (4 days ago), 63.0% are below.
30.7% are above or equal to 9/22 close (5 days ago), 69.3% are below.
46.1% are above or equal to 9/21 close (6 days ago), 53.9% are below.
63.5% are above or equal to 9/20 close (7 days ago), 36.5% are below.
60.9% are above or equal to 9/19 close (8 days ago), 39.1% are below.
62.9% are above or equal to 9/16 close (9 days ago), 37.1% are below.
57.7% are above or equal to 9/15 close (10 days ago), 42.3% are below.
68.4% are above or equal to 9/14 close (11 days ago), 31.6% are below.
66.5% are above or equal to 9/13 close (12 days ago), 33.5% are below.
47.9% are above or equal to 9/12 close (13 days ago), 52.1% are below.
59.7% are above or equal to 9/9 close (14 days ago), 40.3% are below.
31.1% are above or equal to 9/8 close (15 days ago), 68.9% are below.
30.5% are above or equal to 9/7 close (16 days ago), 69.5% are below.
31.9% are above or equal to 9/6 close (17 days ago), 68.1% are below.
34.7% are above or equal to 9/2 close (18 days ago), 65.3% are below.
39.1% are above or equal to 9/1 close (19 days ago), 60.9% are below.
40.5% are above or equal to 8/31 close (20 days ago), 59.5% are below.
36.9% are above or equal to 8/30 close (21 days ago), 63.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160929 1:55 pm ET)
20d: 12.4% new highs, 7.6% new lows
21d: 11.7% new highs, 7.6% new lows
42d: 9.0% new highs, 4.5% new lows
63d: 7.6% new highs, 2.9% new lows
126d: 6.4% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160929 1:55 pm ET)
2-day: 17.1% above, 82.9% below
3-day: 26.4% above, 73.6% below
4-day: 33.3% above, 66.7% below
5-day: 33.4% above, 66.6% below
8-day: 41.1% above, 58.9% below
10-day: 47.0% above, 53.0% below
20-day: 46.8% above, 53.2% below
50-day: 45.5% above, 54.5% below
200-day: 72.3% above, 27.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160929 1:55 pm ET)
ENER(91): 0.20% Top=SPN OIS SM PTEN OAS ECA CLR CRZO ….. CVI DK PBF WNR FGP VLO TSO MPC=Bottom (Energy)
TRAN(29): -0.43% Top=JBHT WERN UAL CHRW LUV KNX SAVE EXPD ….. ALK HA NAT WAB AIRM TRN XPO JBLU=Bottom (Transportation)
MANU(38): -0.53% Top=MRC SEDG CAT CMI AGCO EMR ITT WOR ….. ERII SWK MHK TTC BWXT ATI ATU RS=Bottom (Manufacturing)
ELEC(50): -0.60% Top=HIMX CSIQ AMBA ON IDTI MLNX SIMO CY ….. SWKS TTMI NPTN OCLR GRMN KEYS SCTY FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(65): -0.77% Top=LL RH GES EBAY BIG LOW WSM KSS ….. WBA KORS DLTR JCP BABA FIVE DKS SBH=Bottom (Retail & Specialty Retail)
CHEM(30): -0.79% Top=WLK GPRE MEOH OLN CF APD PX FTK ….. KRA PPG RPM DD AXTA SHW ALB PAH=Bottom (Chemicals/Fertilizers)
LEIS(37): -0.93% Top=EXPE SONC CMG ISLE PNRA TVPT PLAY ARMK ….. CBRL SBUX GPRO QSR TXRH BYD MGM ZOES=Bottom (Leisure)
COSW(99): -1.00% Top=ACN SABR BOX TIVO MTCH XRX SHOP AKAM ….. BR LC BIDU SSNC FEYE WUBA BITA PFPT=Bottom (Computer Software/Internet)
DISV(50): -1.05% Top=HMHC URI INFO XRS G WOOF HCSG RBA ….. ALLE AHS RRD MYGN CAR CTAS RHI CXW=Bottom (Diversified Services)
CONS(59): -1.16% Top=GIII RL ENR EPC COH BLL TLN PBI ….. EL SKX BERY COTY PKG LULU GT TPX=Bottom (Consumer)
REAL(98): -1.26% Top=HST PEB AMH DRH OUT SHO AMT RLJ ….. EQY KIM SC CBG GGP CLI CUZ NRZ=Bottom (Real Estate)
MATE(30): -1.31% Top=FLR TOL EXP DAR FAST WCIC MTZ FIX ….. KBH USG DY LEN USCR SUM CAA OC=Bottom (Materials & Construction)
COHW(44): -1.40% Top=QCOM PANW ACIA BCE VZ MSI WIN BRCD ….. TDC LVLT SYNA VG CRAY BBRY OLED GOGO=Bottom (Computer Hardware/Telecom)
INSU(29): -1.40% Top=AGO AFSI WLTW L ALL TRV PGR MMC ….. CINF AWH AIG LNC ORI CNO PRI PRU=Bottom (Insurance)
META(27): -1.51% Top=SLCA FMSA SWC AGI AA CCJ FSM GG ….. CDE TAHO SSRI STLD FCX AG CNX X=Bottom (Metals & Mining)
FINA(92): -1.68% Top=AMTD BOFI ARCC BX ACAS WU KKR BANC ….. CMA CIT STT COF C MS OMF GS=Bottom (Banks/Financials)
HEAL(57): -1.98% Top=PINC HWAY MD UHS HCA STJ AET CYH ….. ADPT IRWD DXCM OPK NVRO 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 1:55 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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