daytrend

09/30/2016

Filed under: Market Stats — daytrend @ 12:50 pm

Market Stats at 1:50 pm 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 1:50 pm ET)
27.1% of stocks are above yesterday’s high.
65.7% are above yesterday’s midpoint. (34.3% are below.)
8.3% are below yesterday’s low.
64.6% are inside yesterday’s range.
42.1% of stocks with today’s high > yesterday’s high. (57.9% less than).
32.6% of stocks with today’s low < yesterday’s low. (67.4% greater than).

EVIDENCE OF INTRADAY TREND (20160930 1:50 pm ET)
68.8% of stocks are above today’s open. (30.0% are below).
68.0% of stocks are above today’s open and yesterday’s close.
17.2% are below both.
6.4% of stocks opened above yesterday’s high.
91.7% 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 1:50 pm ET)
26.8% of stocks are in the top 10% of today’s range.
46.7% are in the top 20%.
75.0% are in the top half. 25.0% of stocks are in the bottom half of today’s range.
8.0% are in the bottom 20%.
3.1% are in the bottom 10%.

GAIN (20160930 1:50 pm ET)
82.0% of stocks are above yesterday’s close. (18.0% are below.)
1.8% are up 4.5% or more. 0.2% are down 4.5% or more.
3.8% are up 3.5% or more. 0.2% are down 3.5% or more.
45.8% are between +1% and -1%.

RSI on DAILY (20160930 1:50 pm ET)
2-day: >=95:8.1%…>=90:16.6%…>=80:28.4%…>=50:69.2%…<=20:11.5%…<=10:4.2%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:65.5%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:62.1%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160930 1:50 pm ET)
27.1% above previous 1 highs, 8.3% below previous 1 lows
22.4% above previous 2 highs, 6.8% below previous 2 lows
21.4% above previous 3 highs, 6.1% below previous 3 lows
19.7% above previous 4 highs, 5.3% below previous 4 lows
16.0% above previous 5 highs, 4.3% below previous 5 lows
14.7% above previous 6 highs, 3.7% below previous 6 lows
14.7% above previous 7 highs, 2.1% below previous 7 lows
14.1% above previous 8 highs, 2.1% below previous 8 lows
13.8% above previous 9 highs, 1.9% below previous 9 lows
13.7% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160930 1:50 pm ET)
82.0% are above or equal to 9/29 close (1 days ago), 18.0% are below.
49.9% are above or equal to 9/28 close (2 days ago), 50.1% are below.
59.3% are above or equal to 9/27 close (3 days ago), 40.7% are below.
69.0% are above or equal to 9/26 close (4 days ago), 31.0% are below.
56.5% are above or equal to 9/23 close (5 days ago), 43.5% are below.
48.1% are above or equal to 9/22 close (6 days ago), 51.9% are below.
61.7% are above or equal to 9/21 close (7 days ago), 38.3% are below.
77.6% are above or equal to 9/20 close (8 days ago), 22.4% are below.
73.2% are above or equal to 9/19 close (9 days ago), 26.8% are below.
75.0% are above or equal to 9/16 close (10 days ago), 25.0% are below.
69.6% are above or equal to 9/15 close (11 days ago), 30.4% are below.
79.5% are above or equal to 9/14 close (12 days ago), 20.5% are below.
76.4% are above or equal to 9/13 close (13 days ago), 23.6% are below.
58.3% are above or equal to 9/12 close (14 days ago), 41.7% are below.
69.4% are above or equal to 9/9 close (15 days ago), 30.6% are below.
43.0% are above or equal to 9/8 close (16 days ago), 57.0% are below.
41.1% are above or equal to 9/7 close (17 days ago), 58.9% are below.
44.0% are above or equal to 9/6 close (18 days ago), 56.0% are below.
43.9% are above or equal to 9/2 close (19 days ago), 56.1% are below.
51.0% are above or equal to 9/1 close (20 days ago), 49.0% are below.
51.0% are above or equal to 8/31 close (21 days ago), 49.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160930 1:50 pm ET)
20d: 9.5% new highs, 5.6% new lows
21d: 9.2% new highs, 5.5% new lows
42d: 7.8% new highs, 3.7% new lows
63d: 7.1% new highs, 2.7% new lows
126d: 5.4% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160930 1:50 pm ET)
2-day: 81.1% above, 18.9% below
3-day: 66.3% above, 33.7% below
4-day: 63.5% above, 36.5% below
5-day: 65.6% above, 34.4% below
8-day: 60.9% above, 39.1% below
10-day: 65.9% above, 34.1% below
20-day: 63.8% above, 36.2% below
50-day: 54.9% above, 45.1% below
200-day: 74.6% above, 25.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160930 1:50 pm ET)
ENER(91): 1.86% Top=REN SPN OIS SWN CPE SEMG DK RICE ….. PXD COP PAGP MDU TLLP WPZ SEP DO=Bottom (Energy)
MANU(38): 1.80% Top=TEX ATU ROK CFX CMI EMR ETN AGCO ….. AOS MHK TTC RS GE BWXT HON ERII=Bottom (Manufacturing)
FINA(90): 1.61% Top=WETF WDR MS C BAC LAZ SCHW CFG ….. PSEC FRC ACAS NDAQ ESNT CME CBOE YRD=Bottom (Banks/Financials)
RETA(65): 1.47% Top=RH COST SFM CASY TLRD LL ANF M ….. CHS CVS JCP KORS BURL TSCO SBH ETSY=Bottom (Retail & Specialty Retail)
ELEC(50): 1.37% Top=AMD QRVO AMBA SWKS PI CRUS MSCC NVDA ….. GRMN FTV SCTY SPWR OCLR MLNX NPTN CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(57): 1.24% Top=ACHC PODD THC ADPT ZLTQ PRAH IRWD SEM ….. AET ANTM HLS MD BCR HWAY OPK CNC=Bottom (Health)
CHEM(29): 1.21% Top=CC HUN ALB EMN FTK WLK OLN RPM ….. DOW CHMT PAH AGU SHW APD ASH GPRE=Bottom (Chemicals/Fertilizers)
TRAN(30): 1.18% Top=WAB UAL AAL KEX UNP CP NAT LUV ….. TRN KSU EXPD CHRW FDX WERN KNX AIRM=Bottom (Transportation)
CONS(56): 1.11% Top=SKX PVH FOXF WRK TPX GPK RL WWW ….. PAY LULU SCS KATE BERY MAT LEG SCSS=Bottom (Consumer)
DISV(48): 1.06% Top=GEO URI AAN MAN YY HMHC RHI R ….. BLOX MYGN JEC IILG LDOS FISV FDC BAH=Bottom (Diversified Services)
INSU(28): 0.89% Top=PRU LNC WLTW MET UNM AIG MTG AON ….. TRV HIG PRI ORI FAF XL FNF CNO=Bottom (Insurance)
COHW(44): 0.71% Top=SYNA NTAP TDC QCOM STX HPQ VG PANW ….. PSTG ARRS S ZAYO WIN CIEN MSI GOGO=Bottom (Computer Hardware/Telecom)
LEIS(37): 0.71% Top=PLAY SONC WEN QSR JACK DNKN YUM RCL ….. DPZ SEAS EAT EXPE ISLE SHAK ZOES WYNN=Bottom (Leisure)
COSW(98): 0.43% Top=MENT BOX FTNT LC IMS MDRX NCR WDAY ….. PFPT VIPS SINA BITA WB TIVO TWLO CTSH=Bottom (Computer Software/Internet)
MATE(29): 0.38% Top=FAST DAR FLR CAA AWI PWR WM TOL ….. WCN DY USCR WCIC VMC EXP MLM SUM=Bottom (Materials & Construction)
META(26): 0.24% Top=FMSA SWC SLCA CNX FCX AA NUE NEM ….. CCJ FNV AEM AG SLW PAAS TAHO TCK=Bottom (Metals & Mining)
REAL(96): 0.01% Top=CLNY NRF SC DRH PEB CBG RLGY SHO ….. BRX DFT MPW PPS COR HR MAA CUBE=Bottom (Real Estate)

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 1:50 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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