daytrend

10/28/2015

Filed under: Market Stats — daytrend @ 1:16 pm

Market Stats at 2:15 pm ET
by daytrend on 20151028. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 925.

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

COMPARED TO YESTERDAY’S RANGE (20151028 2:15 pm ET)
31.4% of stocks are above yesterday’s high.
58.3% are above yesterday’s midpoint. (41.7% are below.)
15.0% are below yesterday’s low.
53.6% are inside yesterday’s range.
71.7% of stocks with today’s high > yesterday’s high. (28.3% less than).
29.3% of stocks with today’s low < yesterday’s low. (70.7% greater than).

EVIDENCE OF INTRADAY TREND (20151028 2:15 pm ET)
54.4% of stocks are above today’s open. (45.1% are below).
51.7% of stocks are above today’s open and yesterday’s close.
36.0% are below both.
14.5% of stocks opened above yesterday’s high.
71.1% of stocks opened above yesterday’s close. (24.1% opened below yesterday’s close).
4.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151028 2:15 pm ET)
0.2% of stocks are in the top 10% of today’s range.
6.4% are in the top 20%.
37.5% are in the top half. 62.5% of stocks are in the bottom half of today’s range.
35.0% are in the bottom 20%.
24.3% are in the bottom 10%.

GAIN (20151028 2:15 pm ET)
61.2% of stocks are above yesterday’s close. (38.8% are below.)
3.6% are up 4.5% or more. 1.6% are down 4.5% or more.
6.2% are up 3.5% or more. 2.2% are down 3.5% or more.
43.5% are between +1% and -1%.

RSI on DAILY (20151028 2:15 pm ET)
2-day: >=95:4.1%…>=90:7.2%…>=80:17.9%…>=50:50.7%…<=20:21.5%…<=10:11.8%…<=5:7.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:57.0%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:58.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151028 2:15 pm ET)
31.4% above previous 1 highs, 15.0% below previous 1 lows
18.1% above previous 2 highs, 12.6% below previous 2 lows
13.9% above previous 3 highs, 10.6% below previous 3 lows
12.6% above previous 4 highs, 8.2% below previous 4 lows
11.1% above previous 5 highs, 7.7% below previous 5 lows
10.4% above previous 6 highs, 7.2% below previous 6 lows
10.3% above previous 7 highs, 6.6% below previous 7 lows
9.9% above previous 8 highs, 5.8% below previous 8 lows
9.8% above previous 9 highs, 5.0% below previous 9 lows
9.6% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151028 2:15 pm ET)
61.2% are above or equal to 10/27 close (1 days ago), 38.8% are below.
42.7% are above or equal to 10/26 close (2 days ago), 57.3% are below.
38.5% are above or equal to 10/23 close (3 days ago), 61.5% are below.
48.3% are above or equal to 10/22 close (4 days ago), 51.7% are below.
59.1% are above or equal to 10/21 close (5 days ago), 40.9% are below.
48.3% are above or equal to 10/20 close (6 days ago), 51.7% are below.
50.7% are above or equal to 10/19 close (7 days ago), 49.3% are below.
49.4% are above or equal to 10/16 close (8 days ago), 50.6% are below.
52.4% are above or equal to 10/15 close (9 days ago), 47.6% are below.
58.9% are above or equal to 10/14 close (10 days ago), 41.1% are below.
57.0% are above or equal to 10/13 close (11 days ago), 43.0% are below.
50.2% are above or equal to 10/12 close (12 days ago), 49.8% are below.
49.2% are above or equal to 10/9 close (13 days ago), 50.8% are below.
50.5% are above or equal to 10/8 close (14 days ago), 49.5% are below.
56.0% are above or equal to 10/7 close (15 days ago), 44.0% are below.
61.7% are above or equal to 10/6 close (16 days ago), 38.3% are below.
62.1% are above or equal to 10/5 close (17 days ago), 37.9% are below.
70.7% are above or equal to 10/2 close (18 days ago), 29.3% are below.
75.6% are above or equal to 10/1 close (19 days ago), 24.4% are below.
76.9% are above or equal to 9/30 close (20 days ago), 23.1% are below.
80.6% are above or equal to 9/29 close (21 days ago), 19.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151028 2:15 pm ET)
20d: 22.5% new highs, 3.9% new lows
21d: 22.5% new highs, 3.6% new lows
42d: 17.6% new highs, 2.7% new lows
63d: 9.8% new highs, 1.9% new lows
126d: 6.6% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151028 2:15 pm ET)
2-day: 60.4% above, 39.6% below
3-day: 49.5% above, 50.5% below
4-day: 44.9% above, 55.1% below
5-day: 45.1% above, 54.9% below
8-day: 49.9% above, 50.1% below
10-day: 51.5% above, 48.5% below
20-day: 57.3% above, 42.7% below
50-day: 62.2% above, 37.8% below
200-day: 36.5% above, 63.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151028 2:15 pm ET)
FINA(97): 1.49% Top=CFR SIVB FITB RF HBHC FHN ZION UMPQ ….. CYN PSEC EFX ESNT APO SYF KKR EVER=Bottom (Banks/Financials)
MANU(44): 1.42% Top=GNRC AGCO ATI ERII TKR ZBRA CRS ATU ….. XYL CFX IEX AME CMI ROP GE KMT=Bottom (Manufacturing)
COHW(42): 1.37% Top=INFN LVLT OLED LXK HRS NMBL ZAYO PLCM ….. BCE WIN JNPR ANET NTGR STX CCI KN=Bottom (Computer Hardware/Telecom)
ENER(86): 1.25% Top=CRR RES FET MWE OXY CRZO OIS NBL ….. RRC APC TSO OII PAGP HES UNT SM=Bottom (Energy)
INSU(35): 1.07% Top=AIG LNC PRU MET MBI CNO TMK MTG ….. VR AGO TRV ACE WRB AWH RDN AIZ=Bottom (Insurance)
CHEM(31): 1.06% Top=HUN GPRE AXLL FTK CHMT WLK ALB POL ….. OMG PPG RPM VAL SHW PX CF AXTA=Bottom (Chemicals/Fertilizers)
ELEC(49): 0.99% Top=TER IPHI SUNE CRUS IPGP AVGO CSIQ AMBA ….. SCTY FLEX CREE XLNX TXN FCS QRVO CPHD=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(52): 0.61% Top=BAH VNTV GPN RRD AHS RBA AAN URI ….. PAYX SBAC RCII WTW ZG WOOF TMH VRSK=Bottom (Diversified Services)
RETA(66): 0.55% Top=CAB ASNA AEO GNC URBN ANF HIBB TFM ….. LL COST HD SFM CVS RAD FIVE WBA=Bottom (Retail & Specialty Retail)
MATE(31): 0.50% Top=FLR CSTE DY MTZ MLM VMC AWI EXP ….. TREX RSG KBH DHI TPH SRCL MDC CAA=Bottom (Materials & Construction)
HEAL(63): 0.49% Top=BSX THC ACHC CYH UHS LPNT OPK AMSG ….. AET LDRH STJ CNC ALGN ADPT ANTM ZLTQ=Bottom (Health)
LEIS(40): 0.43% Top=HOT DPZ PLAY SHAK GPRO WEN SONC MGM ….. YUM LQ CCL PNRA HLT MAR RCL QUNR=Bottom (Leisure)
COSW(88): 0.41% Top=NCR PAYC TSS PFPT CYBR QLIK CMCM AZPN ….. TWTR BIDU YELP ADP TWOU MDSO SNCR AKAM=Bottom (Computer Software/Internet)
META(20): 0.24% Top=SLCA AA X CCJ FCX CNX SLW STLD ….. PAAS NEM AEM FNV RGLD SWC GG CMC=Bottom (Metals & Mining)
CONS(58): 0.14% Top=PAY SHOO CRI KS WRK SCSS FL MAT ….. CL KMB RL ICON PG KATE COH OI=Bottom (Consumer)
TRAN(38): -0.70% Top=NSC TDW CNI TK STNG KSU GWR KEX ….. DAL WERN UAL ALK JBLU ODFL SKYW CHRW=Bottom (Transportation)
REAL(85): -0.98% Top=CBG NRF LGIH TREE CBL STWD AMT MAC ….. BRX MAA CONE DOC HCN EQR CPT OHI=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 2:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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