daytrend

10/29/2015

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

Market Stats at 12:11 pm ET
by daytrend on 20151029. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 934.

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

COMPARED TO YESTERDAY’S RANGE (20151029 12:11 pm ET)
21.0% of stocks are above yesterday’s high.
65.8% are above yesterday’s midpoint. (34.2% are below.)
10.5% are below yesterday’s low.
68.5% are inside yesterday’s range.
51.5% of stocks with today’s high > yesterday’s high. (48.5% less than).
19.0% of stocks with today’s low < yesterday’s low. (81.0% greater than).

EVIDENCE OF INTRADAY TREND (20151029 12:11 pm ET)
52.4% of stocks are above today’s open. (46.4% are below).
35.3% of stocks are above today’s open and yesterday’s close.
44.0% 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 12:11 pm ET)
6.5% of stocks are in the top 10% of today’s range.
14.2% are in the top 20%.
44.2% are in the top half. 55.8% of stocks are in the bottom half of today’s range.
21.8% are in the bottom 20%.
11.8% are in the bottom 10%.

GAIN (20151029 12:11 pm ET)
38.8% of stocks are above yesterday’s close. (61.2% are below.)
2.2% are up 4.5% or more. 4.7% are down 4.5% or more.
3.7% are up 3.5% or more. 6.5% are down 3.5% or more.
55.1% are between +1% and -1%.

RSI on DAILY (20151029 12:11 pm ET)
2-day: >=95:4.9%…>=90:10.4%…>=80:22.2%…>=50:58.0%…<=20:12.6%…<=10:6.0%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.5%…>=50:62.6%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:63.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151029 12:11 pm ET)
21.0% above previous 1 highs, 10.5% below previous 1 lows
18.2% above previous 2 highs, 9.0% below previous 2 lows
15.1% above previous 3 highs, 8.2% below previous 3 lows
13.3% above previous 4 highs, 7.5% below previous 4 lows
12.1% above previous 5 highs, 6.0% below previous 5 lows
11.3% above previous 6 highs, 5.5% below previous 6 lows
10.9% above previous 7 highs, 4.9% below previous 7 lows
10.5% above previous 8 highs, 4.8% below previous 8 lows
10.2% above previous 9 highs, 4.8% below previous 9 lows
10.2% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151029 12:11 pm ET)
38.8% are above or equal to 10/28 close (1 days ago), 61.2% are below.
72.9% are above or equal to 10/27 close (2 days ago), 27.1% are below.
58.4% are above or equal to 10/26 close (3 days ago), 41.6% are below.
52.8% are above or equal to 10/23 close (4 days ago), 47.2% are below.
55.6% are above or equal to 10/22 close (5 days ago), 44.4% are below.
63.0% are above or equal to 10/21 close (6 days ago), 37.0% are below.
54.1% are above or equal to 10/20 close (7 days ago), 45.9% are below.
56.9% are above or equal to 10/19 close (8 days ago), 43.1% are below.
54.2% are above or equal to 10/16 close (9 days ago), 45.8% are below.
56.1% are above or equal to 10/15 close (10 days ago), 43.9% are below.
62.1% are above or equal to 10/14 close (11 days ago), 37.9% are below.
62.1% are above or equal to 10/13 close (12 days ago), 37.9% are below.
56.0% are above or equal to 10/12 close (13 days ago), 44.0% are below.
53.6% are above or equal to 10/9 close (14 days ago), 46.4% are below.
54.0% are above or equal to 10/8 close (15 days ago), 46.0% are below.
60.2% are above or equal to 10/7 close (16 days ago), 39.8% are below.
65.6% are above or equal to 10/6 close (17 days ago), 34.4% are below.
66.2% are above or equal to 10/5 close (18 days ago), 33.8% are below.
72.6% are above or equal to 10/2 close (19 days ago), 27.4% are below.
77.2% are above or equal to 10/1 close (20 days ago), 22.8% are below.
78.2% are above or equal to 9/30 close (21 days ago), 21.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151029 12:11 pm ET)
20d: 20.4% new highs, 4.5% new lows
21d: 20.4% new highs, 4.3% new lows
42d: 16.7% new highs, 3.6% new lows
63d: 7.6% new highs, 2.6% new lows
126d: 5.1% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151029 12:11 pm ET)
2-day: 37.8% above, 62.2% below
3-day: 62.8% above, 37.2% below
4-day: 61.0% above, 39.0% below
5-day: 57.7% above, 42.3% below
8-day: 59.2% above, 40.8% below
10-day: 56.6% above, 43.4% below
20-day: 60.8% above, 39.2% below
50-day: 64.9% above, 35.1% below
200-day: 39.5% above, 60.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151029 12:11 pm ET)
ENER(87): 0.72% Top=AR QEP WPZ MUR RRC CVE TSO VLO ….. CRR OII FET NGLS OIS RES HOS SPN=Bottom (Energy)
TRAN(38): 0.71% Top=SAVE ODFL GBX WERN XPO KNX LSTR SWFT ….. NSC EXPD HA KEX CSX STNG VA TDW=Bottom (Transportation)
INSU(35): 0.01% Top=MBI LNC UNM AGO TMK PGR AWH ALL ….. XL L FNF AIG CLGX SLF FAF CNO=Bottom (Insurance)
MANU(44): -0.05% Top=GNRC ATU KMT TKR AME GGG PH MRC ….. JKS HON RS JOY SWK ERII MHK DDD=Bottom (Manufacturing)
CONS(58): -0.09% Top=HBI SHOO BC ICON GIL KS CSL WHR ….. UA RL IP KATE JAH CRI PBI GT=Bottom (Consumer)
CHEM(31): -0.14% Top=SHW FMC PX OLN CC MON ASH ALB ….. CHMT DOW CF GPRE FTK POT APD AXTA=Bottom (Chemicals/Fertilizers)
FINA(99): -0.31% Top=LPLA CFR KKR GHL HBHC VLY OZRK ACAS ….. PBCT FNFG LAZ OCN IVZ BOFI AF NYCB=Bottom (Banks/Financials)
DISV(54): -0.37% Top=HURN R AHS MAN TMH RCII MA WOOF ….. YY BAH MYGN ZG AAN WTW VRSK SCI=Bottom (Diversified Services)
HEAL(65): -0.50% Top=ZBH SPNC AET LDRH XRAY SIRO EVHC ADPT ….. PRXL ELGX BSX IRWD MD ZLTQ MDXG ABMD=Bottom (Health)
REAL(84): -0.69% Top=HST SHO DFT MAA PEB DRH CBG RLJ ….. PSA O OFC OHI LGIH TREE GLPI CBL=Bottom (Real Estate)
COHW(42): -0.93% Top=WDC NMBL HRS WIN KN SMCI OLED MSI ….. HPQ UBNT PANW LXK STX TMUS ARRS INFN=Bottom (Computer Hardware/Telecom)
COSW(88): -1.06% Top=YELP ELLI SNCR MKTO MSCI LNKD CVLT IACI ….. SINA VDSI LC FEYE TWTR IMS FFIV ROVI=Bottom (Computer Software/Internet)
RETA(67): -1.20% Top=ORLY W AMZN FIVE HIBB WBA NFLX AAP ….. JCP BURL LAD DKS KSS PLCE OUTR GNC=Bottom (Retail & Specialty Retail)
LEIS(41): -1.23% Top=DRII QUNR MGM WYNN SIX VAC LVS BYD ….. BJRI WEN CAKE DRI TXRH LQ GPRO BWLD=Bottom (Leisure)
MATE(32): -1.61% Top=CVA AWI SRCL MTZ EXP PWR BCC CLH ….. TREX TOL TPH LEN CAA KBH DHI MTH=Bottom (Materials & Construction)
META(20): -1.68% Top=NEM ABX AEM X FCX CCJ STLD SLCA ….. RGLD FNV SWC CMC SLW PAAS GG BTU=Bottom (Metals & Mining)
ELEC(49): -2.07% Top=SPWR CPHD TEL AMAT SCTY GLW FSLR MSCC ….. CAVM IDTI AVGO CRUS 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 12:11 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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