daytrend

10/04/2016

Filed under: Market Stats — daytrend @ 2:37 pm

Market Stats at 3:37 pm ET
by daytrend on 20161004. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 907.

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

COMPARED TO YESTERDAY’S RANGE (20161004 3:37 pm ET)
12.8% of stocks are above yesterday’s high.
31.3% are above yesterday’s midpoint. (68.7% are below.)
39.3% are below yesterday’s low.
48.0% are inside yesterday’s range.
47.1% of stocks with today’s high > yesterday’s high. (52.9% less than).
60.3% of stocks with today’s low < yesterday’s low. (39.7% greater than).

EVIDENCE OF INTRADAY TREND (20161004 3:37 pm ET)
24.5% of stocks are above today’s open. (74.8% are below).
22.7% of stocks are above today’s open and yesterday’s close.
66.7% are below both.
10.4% of stocks opened above yesterday’s high.
62.7% of stocks opened above yesterday’s close. (31.9% opened below yesterday’s close).
6.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161004 3:37 pm ET)
3.2% of stocks are in the top 10% of today’s range.
6.3% are in the top 20%.
22.2% are in the top half. 77.8% of stocks are in the bottom half of today’s range.
29.3% are in the bottom 20%.
7.2% are in the bottom 10%.

GAIN (20161004 3:37 pm ET)
31.4% of stocks are above yesterday’s close. (68.6% are below.)
0.9% are up 4.5% or more. 2.6% are down 4.5% or more.
1.7% are up 3.5% or more. 3.6% are down 3.5% or more.
55.3% are between +1% and -1%.

RSI on DAILY (20161004 3:37 pm ET)
2-day: >=95:3.0%…>=90:6.8%…>=80:14.2%…>=50:34.4%…<=20:31.8%…<=10:20.1%…<=5:14.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:47.5%…<=20:1.7%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:48.8%…<=20:0.6%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161004 3:37 pm ET)
12.8% above previous 1 highs, 39.3% below previous 1 lows
10.3% above previous 2 highs, 32.2% below previous 2 lows
8.5% above previous 3 highs, 25.8% below previous 3 lows
7.8% above previous 4 highs, 22.3% below previous 4 lows
7.3% above previous 5 highs, 20.8% below previous 5 lows
7.1% above previous 6 highs, 20.1% below previous 6 lows
6.2% above previous 7 highs, 20.0% below previous 7 lows
5.5% above previous 8 highs, 19.3% below previous 8 lows
5.3% above previous 9 highs, 16.1% below previous 9 lows
5.0% above previous 10 highs, 15.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161004 3:37 pm ET)
31.4% are above or equal to 10/3 close (1 days ago), 68.6% are below.
28.3% are above or equal to 9/30 close (2 days ago), 71.7% are below.
51.5% are above or equal to 9/29 close (3 days ago), 48.5% are below.
35.8% are above or equal to 9/28 close (4 days ago), 64.2% are below.
45.5% are above or equal to 9/27 close (5 days ago), 54.5% are below.
56.8% are above or equal to 9/26 close (6 days ago), 43.2% are below.
45.8% are above or equal to 9/23 close (7 days ago), 54.2% are below.
39.5% are above or equal to 9/22 close (8 days ago), 60.5% are below.
48.1% are above or equal to 9/21 close (9 days ago), 51.9% are below.
62.0% are above or equal to 9/20 close (10 days ago), 38.0% are below.
59.0% are above or equal to 9/19 close (11 days ago), 41.0% are below.
61.6% are above or equal to 9/16 close (12 days ago), 38.4% are below.
57.0% are above or equal to 9/15 close (13 days ago), 43.0% are below.
66.6% are above or equal to 9/14 close (14 days ago), 33.4% are below.
63.9% are above or equal to 9/13 close (15 days ago), 36.1% are below.
46.5% are above or equal to 9/12 close (16 days ago), 53.5% are below.
57.3% are above or equal to 9/9 close (17 days ago), 42.7% are below.
36.3% are above or equal to 9/8 close (18 days ago), 63.7% are below.
36.6% are above or equal to 9/7 close (19 days ago), 63.4% are below.
38.1% are above or equal to 9/6 close (20 days ago), 61.9% are below.
37.2% are above or equal to 9/2 close (21 days ago), 62.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161004 3:37 pm ET)
20d: 11.4% new highs, 15.0% new lows
21d: 11.1% new highs, 15.0% new lows
42d: 9.2% new highs, 13.1% new lows
63d: 8.2% new highs, 9.8% new lows
126d: 6.0% new highs, 3.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161004 3:37 pm ET)
2-day: 30.7% above, 69.3% below
3-day: 27.8% above, 72.2% below
4-day: 36.6% above, 63.4% below
5-day: 36.1% above, 63.9% below
8-day: 44.7% above, 55.3% below
10-day: 44.9% above, 55.1% below
20-day: 50.7% above, 49.3% below
50-day: 46.7% above, 53.3% below
200-day: 70.7% above, 29.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161004 3:37 pm ET)
FINA(90): 0.35% Top=OZRK NTRS WAL KEY EWBC NAVI STI SBNY ….. WU BEN EV SEIC FII BMO YRD JNS=Bottom (Banks/Financials)
INSU(28): 0.31% Top=HIG PRU UNM LNC MET BRO XL AGO ….. AJG TRV AON PGR CINF ALL MMC PRI=Bottom (Insurance)
RETA(65): -0.04% Top=ETSY OLLI DDS SIG BBBY KORS FRAN URBN ….. BID KMX BIG FINL SPLS GME LL DLTR=Bottom (Retail & Specialty Retail)
COHW(42): -0.13% Top=PSTG ACIA ZAYO S INFN BRCD LITE FNSR ….. NTAP CTL HPQ BBRY T CCI WIN OLED=Bottom (Computer Hardware/Telecom)
TRAN(29): -0.15% Top=ALK JBLU HA UAL EXPD DAL KEX WAB ….. CSX UPS CP BRS NSC LUV TRN SWFT=Bottom (Transportation)
CONS(57): -0.36% Top=KATE PAY MLHR GIII FOSL COTY TUP KS ….. CHD BLL CLX MAT HAR LULU BMS AVY=Bottom (Consumer)
ELEC(50): -0.39% Top=MXL SWKS MLNX CRUS IDTI JBL LRCX OCLR ….. FTV CREE SIMO CSIQ XLNX SCTY SPWR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): -0.39% Top=DY BECN SUM PHM OC VMC TPH PWR ….. CAA KBH LEN WM FAST WCN WY SRCL=Bottom (Materials & Construction)
LEIS(37): -0.43% Top=EXPE CAKE GPRO DRI RCL TXRH PNRA SEAS ….. DNKN ARMK SONC BLMN WEN SHAK WYNN PLAY=Bottom (Leisure)
DISV(46): -0.52% Top=YY KBR MAN RHI BAH MYGN ULTA IILG ….. ACM FDC ADS CAR WOOF RBA ZG AHS=Bottom (Diversified Services)
COSW(98): -0.58% Top=ATHM WB VIPS JD SINA CRM AKAM NTES ….. VEEV ACN XRX MTCH TIVO GRUB TWLO SYNT=Bottom (Computer Software/Internet)
MANU(38): -0.79% Top=GNRC AOS SWK TTC MRC MHK ITT ATU ….. TEX RS WOR ETN SEDG ATI PNR ERII=Bottom (Manufacturing)
HEAL(55): -0.84% Top=SEM ACHC ZLTQ HOLX INCR DVA PKI NUVA ….. ADPT CYH CNC PODD HWAY DXCM BKD NVRO=Bottom (Health)
CHEM(30): -0.97% Top=GPRE CF UNVR CE CHMT AXTA MON FTK ….. SHW FMC HUN OLN APD ALB MEOH PAH=Bottom (Chemicals/Fertilizers)
ENER(90): -1.29% Top=WNR DK HFC VLO TSO MPC FET PBF ….. QEP MUR RIG DO SN WLL CRC FGP=Bottom (Energy)
REAL(96): -1.39% Top=SC CUZ RLGY KIM RLJ ALLY COR DRH ….. NNN O DFT NLY SNH DOC CIM AMH=Bottom (Real Estate)
META(26): -5.75% Top=CNX AA SLCA FMSA SCCO CMC NUE STLD ….. CDE AEM AG SLW ABX AGI PAAS TAHO=Bottom (Metals & Mining)

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 3:37 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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