daytrend

09/30/2016

Filed under: Market Stats — daytrend @ 8:48 am

Market Stats at 9:48 am ET
by daytrend on 20160930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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

COMPARED TO YESTERDAY’S RANGE (20160930 9:48 am ET)
6.9% of stocks are above yesterday’s high.
41.2% are above yesterday’s midpoint. (58.8% are below.)
9.3% are below yesterday’s low.
83.8% are inside yesterday’s range.
21.1% of stocks with today’s high > yesterday’s high. (78.9% less than).
16.2% of stocks with today’s low < yesterday’s low. (83.8% greater than).

EVIDENCE OF INTRADAY TREND (20160930 9:48 am ET)
34.4% of stocks are above today’s open. (62.2% are below).
33.6% of stocks are above today’s open and yesterday’s close.
26.3% are below both.
6.4% of stocks opened above yesterday’s high.
91.6% of stocks opened above yesterday’s close. (6.9% opened below yesterday’s close).
1.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160930 9:48 am ET)
4.9% of stocks are in the top 10% of today’s range.
9.3% are in the top 20%.
31.4% are in the top half. 68.6% of stocks are in the bottom half of today’s range.
39.0% are in the bottom 20%.
26.3% are in the bottom 10%.

GAIN (20160930 9:48 am ET)
72.9% of stocks are above yesterday’s close. (27.1% are below.)
0.1% are up 4.5% or more. 0.4% are down 4.5% or more.
0.2% are up 3.5% or more. 0.4% are down 3.5% or more.
82.2% are between +1% and -1%.

RSI on DAILY (20160930 9:48 am ET)
2-day: >=95:4.3%…>=90:12.0%…>=80:19.6%…>=50:50.4%…<=20:14.9%…<=10:6.0%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:55.7%…<=20:1.4%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:54.1%…<=20:0.5%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160930 9:48 am ET)
6.9% above previous 1 highs, 9.3% below previous 1 lows
5.4% above previous 2 highs, 7.6% below previous 2 lows
5.3% above previous 3 highs, 6.0% below previous 3 lows
4.9% above previous 4 highs, 5.4% below previous 4 lows
4.2% above previous 5 highs, 4.5% below previous 5 lows
3.6% above previous 6 highs, 4.3% below previous 6 lows
3.6% above previous 7 highs, 3.5% below previous 7 lows
3.5% above previous 8 highs, 3.2% below previous 8 lows
3.4% above previous 9 highs, 3.2% below previous 9 lows
3.4% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160930 9:48 am ET)
72.9% are above or equal to 9/29 close (1 days ago), 27.1% are below.
29.9% are above or equal to 9/28 close (2 days ago), 70.1% are below.
48.4% are above or equal to 9/27 close (3 days ago), 51.6% are below.
60.1% are above or equal to 9/26 close (4 days ago), 39.9% are below.
44.7% are above or equal to 9/23 close (5 days ago), 55.3% are below.
36.6% are above or equal to 9/22 close (6 days ago), 63.4% are below.
53.5% are above or equal to 9/21 close (7 days ago), 46.5% are below.
69.3% are above or equal to 9/20 close (8 days ago), 30.7% are below.
65.7% are above or equal to 9/19 close (9 days ago), 34.3% are below.
68.6% are above or equal to 9/16 close (10 days ago), 31.4% are below.
62.5% are above or equal to 9/15 close (11 days ago), 37.5% are below.
72.9% are above or equal to 9/14 close (12 days ago), 27.1% are below.
70.5% are above or equal to 9/13 close (13 days ago), 29.5% are below.
53.4% are above or equal to 9/12 close (14 days ago), 46.6% are below.
63.4% are above or equal to 9/9 close (15 days ago), 36.6% are below.
36.4% are above or equal to 9/8 close (16 days ago), 63.6% are below.
34.3% are above or equal to 9/7 close (17 days ago), 65.7% are below.
37.0% are above or equal to 9/6 close (18 days ago), 63.0% are below.
38.2% are above or equal to 9/2 close (19 days ago), 61.8% are below.
43.5% are above or equal to 9/1 close (20 days ago), 56.5% are below.
44.1% are above or equal to 8/31 close (21 days ago), 55.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160930 9:48 am ET)
20d: 4.2% new highs, 3.1% new lows
21d: 4.1% new highs, 3.0% new lows
42d: 3.3% new highs, 2.1% new lows
63d: 3.0% new highs, 1.8% new lows
126d: 2.4% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160930 9:48 am ET)
2-day: 71.2% above, 28.8% below
3-day: 41.4% above, 58.6% below
4-day: 44.0% above, 56.0% below
5-day: 49.5% above, 50.5% below
8-day: 45.1% above, 54.9% below
10-day: 53.0% above, 47.0% below
20-day: 55.2% above, 44.8% below
50-day: 50.2% above, 49.8% below
200-day: 73.7% above, 26.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160930 9:48 am ET)
FINA(90): 0.70% Top=YRD ETFC LAZ WETF C AMP IVZ WDR ….. HOMB CBOE GS WFC ESNT HAWK FRC BANC=Bottom (Banks/Financials)
ELEC(50): 0.67% Top=PI ON FIT SIMO MRVL SWKS CRUS AMD ….. JBL ISIL IPHI MCHP CSIQ OCLR SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(38): 0.61% Top=ROK TEX DDD CMI GNRC ATU PH AGCO ….. SEDG HON BWXT MHK ATI RS ERII WOR=Bottom (Manufacturing)
RETA(65): 0.53% Top=COST CASY RH SFM LL M TIF EBAY ….. LOW JCP MIK SBH CVS FIVE TSCO BURL=Bottom (Retail & Specialty Retail)
CONS(56): 0.49% Top=SKX COH KS PVH COTY FOXF PG GPK ….. FBHS LULU GIII SCS MAT LEG TPX SCSS=Bottom (Consumer)
ENER(91): 0.48% Top=SEMG WNR ECA OIS CVRR AR GPOR HP ….. ATW MPLX RIG CVE FGP SXL CRC SN=Bottom (Energy)
TRAN(30): 0.45% Top=WAB UNP BRS NSC ODFL UAL CNI CP ….. KEX WERN FDX SAVE JBLU SWFT TRN AIRM=Bottom (Transportation)
INSU(28): 0.26% Top=AIG LNC MMC AON PRU MET AJG L ….. PRI XL ORI AGO AFSI FNF FAF CNO=Bottom (Insurance)
COHW(44): 0.24% Top=SYNA QCOM NTAP TDC SSYS ACIA HPQ BRCD ….. ANET CRAY WIN MSI GOGO INFN CIEN OLED=Bottom (Computer Hardware/Telecom)
CHEM(29): 0.22% Top=CC WLK AXTA PPG EMN FMC DD ALB ….. POT CF MON APD POL SHW GPRE PAH=Bottom (Chemicals/Fertilizers)
META(26): 0.20% Top=CNX AG AGI FCX FMSA CDE NEM FNV ….. SSRI CCJ NUE TAHO STLD CMC X TCK=Bottom (Metals & Mining)
DISV(48): 0.17% Top=GEO R YY URI MCO RRD WOOF ULTA ….. AHS SBAC XRS G VNTV LDOS FDC TMH=Bottom (Diversified Services)
LEIS(37): 0.13% Top=PLAY DNKN SONC JACK TXRH WEN SBUX GPRO ….. TVPT MGM BYD BLMN SHAK EXPE ZOES WYNN=Bottom (Leisure)
COSW(98): 0.08% Top=MENT BOX WUBA VIPS WB YELP FDS NTCT ….. PFPT CSRA SSNC XRX DATA TIVO BITA CTSH=Bottom (Computer Software/Internet)
HEAL(57): 0.07% Top=PODD RMD ZBH VAR TMO GKOS INCR ABT ….. AMSG BKD EVHC DVA HLS HWAY ESRX CYH=Bottom (Health)
REAL(96): -0.01% Top=SC CBG CSAL DRH LHO PLD SPG AMT ….. MAA APLE LGIH CONE BDN COR CUBE MPW=Bottom (Real Estate)
MATE(29): -0.15% Top=FAST RSG WM WY DAR FLR WCN PWR ….. WCIC MAS VMC USCR MTZ EXP MLM USG=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 9:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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