daytrend

10/23/2014

Filed under: Market Stats — daytrend @ 11:44 am

Market Stats at 12:43 pm ET
by daytrend on 20141023. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1015.

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

COMPARED TO YESTERDAY’S RANGE
24.2% of stocks are above yesterday’s high.
67.7% are above yesterday’s midpoint. (32.3% are below.)
7.0% are below yesterday’s low.
68.8% are inside yesterday’s range.
45.7% of stocks with today’s high > yesterday’s high. (54.3% less than).
19.5% of stocks with today’s low < yesterday’s low. (80.5% greater than).

EVIDENCE OF INTRADAY TREND
69.8% of stocks are above today’s open. (29.2% are below).
68.0% of stocks are above today’s open and yesterday’s close.
8.0% are below both.
10.4% of stocks opened above yesterday’s high.
95.1% of stocks opened above yesterday’s close. (4.7% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
9.6% of stocks are in the top 10% of today’s range.
23.3% are in the top 20%.
64.7% are in the top half. 35.3% of stocks are in the bottom half of today’s range.
10.3% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN
90.4% of stocks are above yesterday’s close. (9.6% are below.)
4.7% are up 4.5% or more. 0.5% are down 4.5% or more.
9.7% are up 3.5% or more. 0.9% are down 3.5% or more.
30.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.7%…>=90:19.3%…>=80:40.5%…>=50:88.0%…<=20:2.7%…<=10:0.9%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:72.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:58.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
24.2% above previous 1 highs, 7.0% below previous 1 lows
22.3% above previous 2 highs, 3.8% below previous 2 lows
21.9% above previous 3 highs, 2.4% below previous 3 lows
21.5% above previous 4 highs, 2.2% below previous 4 lows
21.2% above previous 5 highs, 1.6% below previous 5 lows
20.6% above previous 6 highs, 1.4% below previous 6 lows
19.7% above previous 7 highs, 1.3% below previous 7 lows
19.1% above previous 8 highs, 1.3% below previous 8 lows
17.3% above previous 9 highs, 1.3% below previous 9 lows
15.1% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
90.4% are above or equal to 10/22 close (1 days ago), 9.6% are below.
56.7% are above or equal to 10/21 close (2 days ago), 43.3% are below.
87.4% are above or equal to 10/20 close (3 days ago), 12.6% are below.
91.0% are above or equal to 10/17 close (4 days ago), 9.0% are below.
89.0% are above or equal to 10/16 close (5 days ago), 11.0% are below.
91.0% are above or equal to 10/15 close (6 days ago), 9.0% are below.
90.8% are above or equal to 10/14 close (7 days ago), 9.2% are below.
91.6% are above or equal to 10/13 close (8 days ago), 8.4% are below.
84.7% are above or equal to 10/10 close (9 days ago), 15.3% are below.
74.1% are above or equal to 10/9 close (10 days ago), 25.9% are below.
51.9% are above or equal to 10/8 close (11 days ago), 48.1% are below.
64.5% are above or equal to 10/7 close (12 days ago), 35.5% are below.
49.6% are above or equal to 10/6 close (13 days ago), 50.4% are below.
46.0% are above or equal to 10/3 close (14 days ago), 54.0% are below.
51.7% are above or equal to 10/2 close (15 days ago), 48.3% are below.
53.7% are above or equal to 10/1 close (16 days ago), 46.3% are below.
44.8% are above or equal to 9/30 close (17 days ago), 55.2% are below.
39.6% are above or equal to 9/29 close (18 days ago), 60.4% are below.
39.3% are above or equal to 9/26 close (19 days ago), 60.7% are below.
43.4% are above or equal to 9/25 close (20 days ago), 56.6% are below.
35.1% are above or equal to 9/24 close (21 days ago), 64.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 16.7% new highs, 1.5% new lows
21d: 16.2% new highs, 1.5% new lows
42d: 8.5% new highs, 1.4% new lows
63d: 7.6% new highs, 1.4% new lows
126d: 5.5% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 89.9% above, 10.1% below
3-day: 78.7% above, 21.3% below
4-day: 83.2% above, 16.8% below
5-day: 87.3% above, 12.7% below
8-day: 91.2% above, 8.8% below
10-day: 91.3% above, 8.7% below
20-day: 68.9% above, 31.1% below
50-day: 36.3% above, 63.7% below
200-day: 45.3% above, 54.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20141023 12:43 pm ET)
ELEC(63): 2.59% Top=SLAB LRCX CREE MEI SUNE AMKR CODE ISIL ….. QLGC MXIM INVN GRMN ADI TXN BRCM SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(33): 2.58% Top=GBX TRN ALK UNP TK CSX SAVE DAL ….. EXPD CHRW GLNG KNX JBHT UAL SWFT JBLU=Bottom (Transportation)
MANU(48): 2.55% Top=CRS PH TEX CAT GTLS SPW BGC JOY ….. BWC DDD ATI MRC GNRC RS PCP CFX=Bottom (Manufacturing)
COHW(52): 2.40% Top=INFN PLCM CIEN SMCI PANW RKUS GOGO ANET ….. VIP UBNT CTL FTR TDC VZ WIN T=Bottom (Computer Hardware/Telecom)
ENER(137): 2.20% Top=EXXI EGY SGY CPE CVE DO FTI WPX ….. MEMP APL RES ARP LGCY ETE ATW WFT=Bottom (Energy)
MATE(32): 1.88% Top=FLR KBH RYL EXP MTH BCC EME PHM ….. RSG SRCL CVA SPF OC RYN DAR USG=Bottom (Materials & Construction)
DISV(53): 1.85% Top=WTW TMH YY R JEC ATHN ACM URI ….. ULTA SBAC APOL BAH HMSY AAN RCII URS=Bottom (Diversified Services)
COSW(85): 1.63% Top=NOW SPLK DATA FEYE MKTO DWRE PFPT N ….. IBM NQ JD SFUN EQIX CSOD CTXS YELP=Bottom (Computer Software/Internet)
RETA(69): 1.58% Top=TSCO KMX ORLY DANG ABG PAG SHLD JCP ….. SBH TFM WSM PETM BURL SFM GNC CAB=Bottom (Retail & Specialty Retail)
HEAL(56): 1.53% Top=IRWD BCR ZMH ALGN HNT DGX DXCM CYH ….. RMD SIRO EW STJ WMGI MD ESRX VAR=Bottom (Health)
CONS(60): 1.32% Top=SCSS UFS LEG JAH BC PAY TPX PKG ….. AVP UA BMS DECK PG IRBT CRI SKX=Bottom (Consumer)
FINA(95): 1.18% Top=WETF TCBI FNGN LAZ BXS AMG JNS BLK ….. NYCB AINV RY FRC FNB EFX BKU BX=Bottom (Banks/Financials)
LEIS(34): 1.09% Top=LTM BYD SGMS SEAS OWW EXPE MAR MGM ….. PNRA WEN TXRH SONC BLMN RCL CAKE DNKN=Bottom (Leisure)
CHEM(37): 1.06% Top=FTK ALB SZYM CBT POL TROX CHMT CYT ….. GPRE OLN DD IFF MOS MON POT AXLL=Bottom (Chemicals/Fertilizers)
REAL(94): 0.79% Top=RLGY LHO BEE DCT SHO BAM DRH HPT ….. EDR ACC HCP VTR SRC NNN NSM CLI=Bottom (Real Estate)
INSU(42): 0.54% Top=CLGX MBI CNO GNW PRU AEL MET LNC ….. AHL WSH ACE ACGL AXS VR TMK AWH=Bottom (Insurance)
META(25): 0.40% Top=AKS X CLD BTU SLCA CENX CMC AA ….. ABX STLD NUE EGO GG RGLD NEM 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 12:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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