daytrend

10/29/2015

Filed under: Market Stats — daytrend @ 8:44 am

Market Stats at 9:43 am ET
by daytrend on 20151029. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 935.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20151029 9:43 am ET)
23.7% of stocks are above yesterday’s high.
75.9% are above yesterday’s midpoint. (24.1% are below.)
5.8% are below yesterday’s low.
70.5% are inside yesterday’s range.
36.6% of stocks with today’s high > yesterday’s high. (63.4% less than).
11.6% of stocks with today’s low < yesterday’s low. (88.4% greater than).

EVIDENCE OF INTRADAY TREND (20151029 9:43 am ET)
68.7% of stocks are above today’s open. (29.7% are below).
43.2% of stocks are above today’s open and yesterday’s close.
26.1% are below both.
7.4% of stocks opened above yesterday’s high.
18.0% of stocks opened above yesterday’s close. (77.5% opened below yesterday’s close).
5.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151029 9:43 am ET)
25.5% of stocks are in the top 10% of today’s range.
39.3% are in the top 20%.
69.2% are in the top half. 30.8% of stocks are in the bottom half of today’s range.
11.3% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN (20151029 9:43 am ET)
48.0% of stocks are above yesterday’s close. (52.0% are below.)
1.7% are up 4.5% or more. 2.5% are down 4.5% or more.
2.6% are up 3.5% or more. 3.4% are down 3.5% or more.
71.8% are between +1% and -1%.

RSI on DAILY (20151029 9:43 am ET)
2-day: >=95:4.9%…>=90:12.8%…>=80:28.7%…>=50:67.0%…<=20:10.5%…<=10:5.3%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.8%…>=50:65.2%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:65.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151029 9:43 am ET)
23.7% above previous 1 highs, 5.8% below previous 1 lows
21.6% above previous 2 highs, 4.5% below previous 2 lows
17.9% above previous 3 highs, 4.5% below previous 3 lows
15.6% above previous 4 highs, 4.3% below previous 4 lows
14.5% above previous 5 highs, 3.4% below previous 5 lows
13.6% above previous 6 highs, 3.1% below previous 6 lows
13.0% above previous 7 highs, 3.0% below previous 7 lows
12.6% above previous 8 highs, 3.0% below previous 8 lows
12.2% above previous 9 highs, 3.0% below previous 9 lows
12.2% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151029 9:43 am ET)
48.0% are above or equal to 10/28 close (1 days ago), 52.0% are below.
79.1% are above or equal to 10/27 close (2 days ago), 20.9% are below.
64.5% are above or equal to 10/26 close (3 days ago), 35.5% are below.
57.8% are above or equal to 10/23 close (4 days ago), 42.2% are below.
58.7% are above or equal to 10/22 close (5 days ago), 41.3% are below.
66.5% are above or equal to 10/21 close (6 days ago), 33.5% are below.
57.0% are above or equal to 10/20 close (7 days ago), 43.0% are below.
59.3% are above or equal to 10/19 close (8 days ago), 40.7% are below.
57.0% are above or equal to 10/16 close (9 days ago), 43.0% are below.
58.6% are above or equal to 10/15 close (10 days ago), 41.4% are below.
64.1% are above or equal to 10/14 close (11 days ago), 35.9% are below.
62.6% are above or equal to 10/13 close (12 days ago), 37.4% are below.
57.6% are above or equal to 10/12 close (13 days ago), 42.4% are below.
55.6% are above or equal to 10/9 close (14 days ago), 44.4% are below.
55.5% are above or equal to 10/8 close (15 days ago), 44.5% are below.
61.3% are above or equal to 10/7 close (16 days ago), 38.7% are below.
66.5% are above or equal to 10/6 close (17 days ago), 33.5% are below.
67.7% are above or equal to 10/5 close (18 days ago), 32.3% are below.
73.3% are above or equal to 10/2 close (19 days ago), 26.7% are below.
78.3% are above or equal to 10/1 close (20 days ago), 21.7% are below.
78.9% are above or equal to 9/30 close (21 days ago), 21.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151029 9:43 am ET)
20d: 15.6% new highs, 2.6% new lows
21d: 15.6% new highs, 2.6% new lows
42d: 12.4% new highs, 2.0% new lows
63d: 5.8% new highs, 1.4% new lows
126d: 4.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151029 9:43 am ET)
2-day: 47.1% above, 52.9% below
3-day: 71.8% above, 28.2% below
4-day: 68.3% above, 31.7% below
5-day: 64.6% above, 35.4% below
8-day: 63.9% above, 36.1% below
10-day: 62.6% above, 37.4% below
20-day: 63.4% above, 36.6% below
50-day: 66.4% above, 33.6% below
200-day: 40.7% above, 59.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151029 9:43 am ET)
ENER(88): 0.91% Top=CRR QEP WPZ PE CVE MUR CIE RICE ….. OKS NOV ATW RES OII COP HOS SPN=Bottom (Energy)
INSU(35): 0.39% Top=MBI LNC UNM AWH PRU AGO TMK HIG ….. CNO MTG MMC AXS AIG AJG RDN FNF=Bottom (Insurance)
TRAN(38): 0.19% Top=ODFL SWFT TDW XPO KNX WERN NAT BRS ….. STNG CSX KEX DAL HA AAL UAL VA=Bottom (Transportation)
MANU(44): 0.14% Top=GNRC ATU KMT ERII AME CRS MRC CFX ….. EMR DE GE MHK RS ROK JKS DDD=Bottom (Manufacturing)
FINA(99): 0.10% Top=LPLA CFR SLM GHL FHN HBHC MS CBSH ….. IVZ BMO AF KKR FNFG BOFI OCN NYCB=Bottom (Banks/Financials)
CHEM(31): -0.08% Top=SHW OLN PX ALB AXLL CC CHMT MON ….. FMC AGU AXTA APD MOS CF MEOH POT=Bottom (Chemicals/Fertilizers)
CONS(58): -0.13% Top=HBI SHOO BC KS HAR AVY COTY UFS ….. IP NWL HAS RL PBI JAH CRI GT=Bottom (Consumer)
DISV(54): -0.13% Top=APOL R HMHC ALLE MAN MA GPN DV ….. YY PAYX MYGN VRSK WTW AAN SCI RCII=Bottom (Diversified Services)
REAL(84): -0.16% Top=DFT CLI HST MAA ARE CUZ DRH SHO ….. FR LGIH EQY PSA OHI O GLPI CBL=Bottom (Real Estate)
HEAL(65): -0.21% Top=ZBH AET MOH XRAY LDRH SPNC ESRX LPNT ….. ZLTQ RMD KND PRXL ELGX HTWR MD ABMD=Bottom (Health)
RETA(67): -0.26% Top=ORLY W AAP WBA TFM SIG SFM BID ….. GES HIBB RAD OUTR GPS PLCE MELI GNC=Bottom (Retail & Specialty Retail)
META(20): -0.36% Top=ABX NEM AEM SLCA CCJ FCX X STLD ….. SWC SLW SCCO FNV RGLD GG CMC BTU=Bottom (Metals & Mining)
MATE(32): -0.48% Top=AWI CVA PWR MTZ BCC CLH MAS FAST ….. CSTE PHM TOL LEN DHI CAA KBH MTH=Bottom (Materials & Construction)
COHW(42): -0.52% Top=WIN RCI NTGR OLED BBRY COMM MSI WDC ….. PLCM SSYS ANET UBNT HPQ INFN STX ARRS=Bottom (Computer Hardware/Telecom)
COSW(88): -0.75% Top=YELP ELLI SNCR EQIX LNKD SPLK NTCT VEEV ….. SABR AKAM TWTR PTC IMS LC FFIV ROVI=Bottom (Computer Software/Internet)
LEIS(41): -1.11% Top=DRII MGM QUNR WYNN BYD SIX LVS DPZ ….. PLAY TXRH DRI CAKE MAR LQ BWLD GPRO=Bottom (Leisure)
ELEC(49): -1.33% Top=SPWR SCTY CSIQ SUNE IPHI APH TRMB GLW ….. FIT CAVM CRUS AVGO ON AMBA FSL NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 9:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: