daytrend

09/03/2020

Filed under: Market Stats — daytrend @ 10:01 am

Market Stats at 11:00 am ET
by daytrend on 20200903. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 839.

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

COMPARED TO YESTERDAY’S RANGE (20200903 11:00 am ET)
21.0% of stocks are above yesterday’s high.
42.7% are above yesterday’s midpoint. (57.3% are below.)
31.0% are below yesterday’s low.
48.0% are inside yesterday’s range.
48.4% of stocks with today’s high > yesterday’s high. (51.6% less than).
40.6% of stocks with today’s low < yesterday’s low. (59.4% greater than).

EVIDENCE OF INTRADAY TREND (20200903 11:00 am ET)
27.4% of stocks are above today’s open. (71.9% are below).
23.8% of stocks are above today’s open and yesterday’s close.
66.9% are below both.
22.5% of stocks opened above yesterday’s high.
45.2% of stocks opened above yesterday’s close. (52.3% opened below yesterday’s close).
7.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20200903 11:00 am ET)
0.8% of stocks are in the top 10% of today’s range.
1.8% are in the top 20%.
12.2% are in the top half. 87.8% of stocks are in the bottom half of today’s range.
47.0% are in the bottom 20%.
22.5% are in the bottom 10%.

GAIN (20200903 11:00 am ET)
29.7% of stocks are above yesterday’s close. (70.3% are below.)
0.7% are up 4.5% or more. 15.4% are down 4.5% or more.
1.5% are up 3.5% or more. 21.6% are down 3.5% or more.
29.2% are between +1% and -1%.

RSI on DAILY (20200903 11:00 am ET)
2-day: >=95:3.1%…>=90:9.9%…>=80:21.7%…>=50:43.4%…<=20:18.1%…<=10:4.3%…<=5:2.0%… 9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:66.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%… 14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:73.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20200903 11:00 am ET)
21.0% above previous 1 highs, 31.0% below previous 1 lows
19.8% above previous 2 highs, 20.4% below previous 2 lows
15.4% above previous 3 highs, 15.9% below previous 3 lows
12.2% above previous 4 highs, 14.4% below previous 4 lows
11.6% above previous 5 highs, 10.8% below previous 5 lows
11.3% above previous 6 highs, 9.5% below previous 6 lows
9.2% above previous 7 highs, 8.1% below previous 7 lows
9.2% above previous 8 highs, 7.7% below previous 8 lows
9.1% above previous 9 highs, 6.9% below previous 9 lows
9.1% above previous 10 highs, 6.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20200903 11:00 am ET)
29.7% are above or equal to 9/2 close (1 days ago), 70.3% are below.
51.8% are above or equal to 9/1 close (2 days ago), 48.2% are below.
62.7% are above or equal to 8/31 close (3 days ago), 37.3% are below.
47.7% are above or equal to 8/28 close (4 days ago), 52.3% are below.
61.5% are above or equal to 8/27 close (5 days ago), 38.5% are below.
64.1% are above or equal to 8/26 close (6 days ago), 35.9% are below.
64.5% are above or equal to 8/25 close (7 days ago), 35.5% are below.
65.2% are above or equal to 8/24 close (8 days ago), 34.8% are below.
72.2% are above or equal to 8/21 close (9 days ago), 27.8% are below.
70.4% are above or equal to 8/20 close (10 days ago), 29.6% are below.
68.3% are above or equal to 8/19 close (11 days ago), 31.7% are below.
64.5% are above or equal to 8/18 close (12 days ago), 35.5% are below.
60.0% are above or equal to 8/17 close (13 days ago), 40.0% are below.
61.0% are above or equal to 8/14 close (14 days ago), 39.0% are below.
60.5% are above or equal to 8/13 close (15 days ago), 39.5% are below.
57.0% are above or equal to 8/12 close (16 days ago), 43.0% are below.
59.8% are above or equal to 8/11 close (17 days ago), 40.2% are below.
58.6% are above or equal to 8/10 close (18 days ago), 41.4% are below.
64.0% are above or equal to 8/7 close (19 days ago), 36.0% are below.
67.0% are above or equal to 8/6 close (20 days ago), 33.0% are below.
65.7% are above or equal to 8/5 close (21 days ago), 34.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20200903 11:00 am ET)
20d: 16.2% new highs, 5.7% new lows
21d: 15.9% new highs, 5.6% new lows
42d: 14.4% new highs, 1.7% new lows
63d: 7.6% new highs, 1.0% new lows
126d: 5.8% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20200903 11:00 am ET)
2-day: 29.0% above, 71.0% below
3-day: 41.5% above, 58.5% below
4-day: 49.6% above, 50.4% below
5-day: 49.5% above, 50.5% below
8-day: 57.0% above, 43.0% below
10-day: 61.3% above, 38.7% below
20-day: 63.3% above, 36.7% below
50-day: 76.5% above, 23.5% below
200-day: 62.1% above, 37.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20200903 11:00 am ET)
INSU(33): 0.82% Top=LNC BHF RGA L FNF AGO AFL CINF ….. MTG PGR AJG BRO SLF CLGX EHTH TRUP=Bottom (Insurance)
REAL(90): 0.68% Top=SVC ESRT MAC SRC DEI EPR APLE HPP ….. QTS PLD OUT CONE DLR RLGY HASI RDFN=Bottom (Real Estate)
FINA(77): 0.57% Top=PACW TCF FHB CIT DFS UCBI ZION OZK ….. APO TROW BLK KKR DKNG PYPL RPAY EVRI=Bottom (Banks/Financials)
ENER(50): 0.53% Top=NOV BKR SLB RRC OXY PDCE COG HES ….. INT SU FANG PXD WES VVV CLR MUR=Bottom (Energy)
TRAN(22): -0.30% Top=JBLU SAVE AAL UAL DAL TRN FDX ALK ….. CSX KSU JBHT CHRW EXPD ODFL XPO UPS=Bottom (Transportation)
LEIS(41): -0.72% Top=CCL RCL PK H SEAS FUN TXRH WYND ….. DPZ BLMN EAT BYD PZZA MLCO RRR PTON=Bottom (Leisure)
CONS(54): -1.23% Top=PVH UAA VRA RL KTB TPR VFC GIII ….. BC SONO CROX IRBT CYRX YETI VSTO SPWH=Bottom (Consumer)
META(24): -1.67% Top=CNX X STLD CCJ NUE EGO CMC AG ….. WPM CLF KGC NEM LTHM AEM TECK FCX=Bottom (Metals & Mining)
MANU(32): -1.79% Top=ATI GE EAF BWXT TTC CRS XYL IR ….. RXN OTIS CFX ROK DHR GNRC AQUA BLDP=Bottom (Manufacturing)
DISV(42): -1.88% Top=HRB WW CXW AL ULTA HCSG BFAM ADS ….. MYGN SERV URI AVYA LRN GSX ZG CHGG=Bottom (Diversified Services)
HEAL(47): -1.95% Top=SDC INMD UHS ANTM PINC EHC ZBH UNH ….. OSUR PGNY NEO VAPO WST LVGO GNMK AXNX=Bottom (Health)
MATE(26): -2.12% Top=MLM RSG WCN DAR WM VMC TMHC RYN ….. BECN TOL FLR LEN MAS FAST OC TREX=Bottom (Materials & Construction)
RETA(67): -2.17% Top=M FIVE JWN SBH SCVL RVLV KSS DDS ….. W ETSY CHWY CVNA HOME PRTS MIK DBI=Bottom (Retail & Specialty Retail)
CHEM(21): -2.20% Top=CE GRA IFF EMN CF DOW MOS FMC ….. ESI PPG AXTA APD AVTR UNVR ALB CC=Bottom (Chemicals/Fertilizers)
COHW(36): -3.65% Top=PLT LHX VZ T CTL TDS BCE TU ….. PANW INSG COMM AUDC VIAV MAXR JNPR CIEN=Bottom (Computer Hardware/Telecom)
ELEC(45): -4.36% Top=FTV INTC TEL GRMN APH BE TXN MU ….. QRVO NVDA IPHI AMBA CREE PLUG MTSI RUN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(132): -4.79% Top=SABR LYFT RST CERN HPE SOGO ADP CHNG ….. DOMO DT MDLA DOCU MOMO SMAR PD ZUO=Bottom (Computer Software/Internet)

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 11:00 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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