Market Stats at 9:36 am ET
by daytrend on 20141023. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1012.

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COMPARED TO YESTERDAY’S RANGE
12.9% of stocks are above yesterday’s high.
55.2% are above yesterday’s midpoint. (44.8% are below.)
5.0% are below yesterday’s low.
82.0% are inside yesterday’s range.
19.3% of stocks with today’s high > yesterday’s high. (80.7% less than).
8.0% of stocks with today’s low < yesterday’s low. (92.0% greater than).

EVIDENCE OF INTRADAY TREND
54.3% of stocks are above today’s open. (42.0% are below).
52.5% of stocks are above today’s open and yesterday’s close.
6.5% are below both.
10.5% of stocks opened above yesterday’s high.
95.2% of stocks opened above yesterday’s close. (4.7% opened below yesterday’s close).
3.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
17.9% of stocks are in the top 10% of today’s range.
29.1% are in the top 20%.
55.4% are in the top half. 44.6% of stocks are in the bottom half of today’s range.
23.2% are in the bottom 20%.
15.7% are in the bottom 10%.

GAIN
91.4% of stocks are above yesterday’s close. (8.6% are below.)
2.1% are up 4.5% or more. 0.7% are down 4.5% or more.
3.5% are up 3.5% or more. 1.2% are down 3.5% or more.
41.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.6%…>=90:18.9%…>=80:35.9%…>=50:86.4%…<=20:3.5%…<=10:1.1%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:68.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:54.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
12.9% above previous 1 highs, 5.0% below previous 1 lows
11.7% above previous 2 highs, 3.8% below previous 2 lows
11.6% above previous 3 highs, 2.2% below previous 3 lows
11.5% above previous 4 highs, 1.8% below previous 4 lows
11.3% above previous 5 highs, 1.3% below previous 5 lows
11.2% above previous 6 highs, 1.2% below previous 6 lows
10.7% above previous 7 highs, 1.2% below previous 7 lows
10.4% above previous 8 highs, 1.2% below previous 8 lows
9.6% above previous 9 highs, 1.1% below previous 9 lows
8.6% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
91.4% are above or equal to 10/22 close (1 days ago), 8.6% are below.
46.8% are above or equal to 10/21 close (2 days ago), 53.2% are below.
83.5% are above or equal to 10/20 close (3 days ago), 16.5% are below.
89.6% are above or equal to 10/17 close (4 days ago), 10.4% are below.
87.6% are above or equal to 10/16 close (5 days ago), 12.4% are below.
89.6% are above or equal to 10/15 close (6 days ago), 10.4% are below.
89.9% are above or equal to 10/14 close (7 days ago), 10.1% are below.
91.1% are above or equal to 10/13 close (8 days ago), 8.9% are below.
83.1% are above or equal to 10/10 close (9 days ago), 16.9% are below.
70.0% are above or equal to 10/9 close (10 days ago), 30.0% are below.
48.8% are above or equal to 10/8 close (11 days ago), 51.2% are below.
61.1% are above or equal to 10/7 close (12 days ago), 38.9% are below.
46.4% are above or equal to 10/6 close (13 days ago), 53.6% are below.
43.7% are above or equal to 10/3 close (14 days ago), 56.3% are below.
49.3% are above or equal to 10/2 close (15 days ago), 50.7% are below.
52.0% are above or equal to 10/1 close (16 days ago), 48.0% are below.
42.0% are above or equal to 9/30 close (17 days ago), 58.0% are below.
37.8% are above or equal to 9/29 close (18 days ago), 62.2% are below.
37.4% are above or equal to 9/26 close (19 days ago), 62.6% are below.
41.1% are above or equal to 9/25 close (20 days ago), 58.9% are below.
33.2% are above or equal to 9/24 close (21 days ago), 66.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.5% new highs, 1.1% new lows
21d: 8.1% new highs, 1.1% new lows
42d: 4.3% new highs, 1.1% new lows
63d: 3.9% new highs, 1.1% new lows
126d: 2.8% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 91.1% above, 8.9% below
3-day: 70.5% above, 29.5% below
4-day: 78.3% above, 21.7% below
5-day: 85.2% above, 14.8% below
8-day: 89.2% above, 10.8% below
10-day: 90.0% above, 10.0% below
20-day: 64.8% above, 35.2% below
50-day: 34.5% above, 65.5% below
200-day: 44.2% above, 55.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141023 9:36 am ET)
TRAN(33): 1.73% Top=GLNG ALK UNP GBX ODFL LUV JBLU CSX ….. TDW BRS CP JBHT SWFT SAVE HA UAL=Bottom (Transportation)
MANU(48): 1.68% Top=CRS PH CAT TEX CMI FLS AGCO DOV ….. BWC ZBRA ATI LII DDD RS CFX PCP=Bottom (Manufacturing)
ENER(137): 1.63% Top=EGY DO SGY WTI CLR SFY MWE ROSE ….. OXY NS TLLP PTEN RGP SDLP ATW WFT=Bottom (Energy)
COHW(51): 1.58% Top=INFN PLCM CIEN PANW BBRY FNSR JDSU BRCD ….. CCI FTR GOGO TMUS TDC VZ CCOI T=Bottom (Computer Hardware/Telecom)
ELEC(63): 1.49% Top=SLAB SUNE CODE AMKR TRMB LRCX INVN FSL ….. MXIM KLAC ALTR IPGP QLGC SCTY BRKR TER=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(52): 1.35% Top=WTW R URI RHI PRAA CAR AL APOL ….. VPRT XRS AAN BAH CXW EXAM VRSK HMSY=Bottom (Diversified Services)
RETA(69): 1.22% Top=TSCO KMX ORLY ABG DANG PAG AN AAP ….. FINL SFM WSM FRAN CDW AMZN DKS CAB=Bottom (Retail & Specialty Retail)
HEAL(56): 1.09% Top=ZMH BCR IRWD TMO PKI BABY PODD DVA ….. EVHC OPK STE MD RMD DGX MASI VAR=Bottom (Health)
CHEM(37): 1.09% Top=FTK ALB SZYM GPRE CE POL CYT CBT ….. TAM FMC DD MON IPI MOS AXLL POT=Bottom (Chemicals/Fertilizers)
INSU(42): 0.99% Top=CLGX FAF MTG AGO AHL CNO MET AIZ ….. AJG AIG WSH L ACE ORI TMK AWH=Bottom (Insurance)
FINA(94): 0.97% Top=TCBI EVR LAZ JNS SCHW PFG LM SIVB ….. EFX TROW FNB BX RY BKU FNGN SLM=Bottom (Banks/Financials)
COSW(85): 0.96% Top=NOW MKTO FTNT XRX SPLK MANH VNET ROVI ….. MDSO VMW UIS CSOD EQIX ANGI CTXS YELP=Bottom (Computer Software/Internet)
CONS(60): 0.95% Top=SCSS UFS JAH TPX BC SEE KS RKT ….. NKE AVP PG BMS SKX IRBT UA CRI=Bottom (Consumer)
REAL(94): 0.71% Top=LHO RLGY BDN RLJ SLG SHO HPT DCT ….. DLR IVR AVB AGNC HLSS NLY NSM CLI=Bottom (Real Estate)
MATE(32): 0.52% Top=BCC FAST WCN WM MAS RSG EXP FLR ….. KBH TOL RYL SPF DHI OC USG PHM=Bottom (Materials & Construction)
LEIS(34): 0.26% Top=LTM BYD MAR HOT EXPE PNK WYN MCD ….. SIX TXRH LQ CCL BLMN CAKE RCL DNKN=Bottom (Leisure)
META(25): -0.04% Top=SLCA X CMC AKS AA SWC CCJ CLD ….. SLW GG AEM ABX EGO NEM RGLD CLF=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 9:36 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/