daytrend

10/30/2015

Filed under: Market Stats — daytrend @ 9:37 am

Market Stats at 10:36 am ET
by daytrend on 20151030. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 947.

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

COMPARED TO YESTERDAY’S RANGE (20151030 10:36 am ET)
12.8% of stocks are above yesterday’s high.
45.0% are above yesterday’s midpoint. (55.0% are below.)
18.9% are below yesterday’s low.
68.3% are inside yesterday’s range.
32.8% of stocks with today’s high > yesterday’s high. (67.2% less than).
36.6% of stocks with today’s low < yesterday’s low. (63.4% greater than).

EVIDENCE OF INTRADAY TREND (20151030 10:36 am ET)
37.8% of stocks are above today’s open. (60.8% are below).
33.5% of stocks are above today’s open and yesterday’s close.
49.8% are below both.
7.9% of stocks opened above yesterday’s high.
63.1% of stocks opened above yesterday’s close. (31.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151030 10:36 am ET)
8.1% of stocks are in the top 10% of today’s range.
16.4% are in the top 20%.
41.2% are in the top half. 58.8% of stocks are in the bottom half of today’s range.
24.4% are in the bottom 20%.
9.0% are in the bottom 10%.

GAIN (20151030 10:36 am ET)
45.4% of stocks are above yesterday’s close. (54.6% are below.)
1.7% are up 4.5% or more. 1.4% are down 4.5% or more.
2.5% are up 3.5% or more. 2.2% are down 3.5% or more.
68.1% are between +1% and -1%.

RSI on DAILY (20151030 10:36 am ET)
2-day: >=95:4.3%…>=90:8.3%…>=80:18.5%…>=50:50.6%…<=20:16.1%…<=10:6.1%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.5%…>=80:2.3%…>=50:61.1%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:61.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151030 10:36 am ET)
12.8% above previous 1 highs, 18.9% below previous 1 lows
10.5% above previous 2 highs, 8.3% below previous 2 lows
9.8% above previous 3 highs, 6.8% below previous 3 lows
7.9% above previous 4 highs, 6.2% below previous 4 lows
6.9% above previous 5 highs, 5.8% below previous 5 lows
6.4% above previous 6 highs, 5.5% below previous 6 lows
6.1% above previous 7 highs, 5.1% below previous 7 lows
5.9% above previous 8 highs, 5.0% below previous 8 lows
5.8% above previous 9 highs, 4.9% below previous 9 lows
5.8% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151030 10:36 am ET)
45.4% are above or equal to 10/29 close (1 days ago), 54.6% are below.
38.3% are above or equal to 10/28 close (2 days ago), 61.7% are below.
70.2% are above or equal to 10/27 close (3 days ago), 29.8% are below.
57.7% are above or equal to 10/26 close (4 days ago), 42.3% are below.
51.3% are above or equal to 10/23 close (5 days ago), 48.7% are below.
55.4% are above or equal to 10/22 close (6 days ago), 44.6% are below.
62.0% are above or equal to 10/21 close (7 days ago), 38.0% are below.
54.8% are above or equal to 10/20 close (8 days ago), 45.2% are below.
56.6% are above or equal to 10/19 close (9 days ago), 43.4% are below.
54.9% are above or equal to 10/16 close (10 days ago), 45.1% are below.
55.9% are above or equal to 10/15 close (11 days ago), 44.1% are below.
61.9% are above or equal to 10/14 close (12 days ago), 38.1% are below.
60.9% are above or equal to 10/13 close (13 days ago), 39.1% are below.
54.2% are above or equal to 10/12 close (14 days ago), 45.8% are below.
52.8% are above or equal to 10/9 close (15 days ago), 47.2% are below.
53.0% are above or equal to 10/8 close (16 days ago), 47.0% are below.
58.8% are above or equal to 10/7 close (17 days ago), 41.2% are below.
63.8% are above or equal to 10/6 close (18 days ago), 36.2% are below.
64.3% are above or equal to 10/5 close (19 days ago), 35.7% are below.
71.6% are above or equal to 10/2 close (20 days ago), 28.4% are below.
76.6% are above or equal to 10/1 close (21 days ago), 23.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151030 10:36 am ET)
20d: 9.1% new highs, 3.6% new lows
21d: 9.1% new highs, 3.6% new lows
42d: 7.7% new highs, 2.7% new lows
63d: 4.6% new highs, 2.2% new lows
126d: 2.9% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151030 10:36 am ET)
2-day: 44.0% above, 56.0% below
3-day: 38.8% above, 61.2% below
4-day: 58.1% above, 41.9% below
5-day: 57.1% above, 42.9% below
8-day: 58.5% above, 41.5% below
10-day: 56.7% above, 43.3% below
20-day: 58.1% above, 41.9% below
50-day: 64.1% above, 35.9% below
200-day: 37.7% above, 62.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151030 10:36 am ET)
COSW(89): 0.75% Top=IMPV LNKD BIDU LC SFUN CYBR PFPT MDSO ….. ADSK PAYC ATVI YELP MKTO IMS EA NTCT=Bottom (Computer Software/Internet)
MATE(32): 0.72% Top=MLM VMC KBH FLR CAA OC RSG CSTE ….. WCN WY RYN USG CLH BCC TPH CVA=Bottom (Materials & Construction)
ELEC(51): 0.72% Top=TRMB FSLR ON NXPI FSL FIT SWKS CY ….. AMAT AMBA VECO SPWR CSIQ SUNE TSL SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(44): 0.53% Top=ERII LECO FLS LII TKR ETN MHK ROK ….. DE ITT AGCO GE GNRC ZBRA MRC JKS=Bottom (Manufacturing)
HEAL(65): 0.46% Top=ABMD STE MDXG LDRH KND SPNC HCA DXCM ….. LIVN ALGN BKD ANTM ADPT HLS NVRO MOH=Bottom (Health)
CONS(58): 0.16% Top=DECK UFS GT PBI BLL COH FBHS OI ….. UA EL FL SCSS HBI ICON CL NWL=Bottom (Consumer)
RETA(67): 0.14% Top=GNC BURL DSW BABA KSS M NFLX ABG ….. W KORS LL SFM TFM BIG OUTR CVS=Bottom (Retail & Specialty Retail)
TRAN(39): 0.06% Top=SAVE GWR XPO KEX TRN GBX SKYW ALK ….. FDX EXPD NSC BRS CP ODFL ECHO TDW=Bottom (Transportation)
DISV(56): -0.10% Top=WEX LDOS FCN PCLN JEC NTRI ASGN MAN ….. ZG MA RCII DV MYGN WTW MCO AAN=Bottom (Diversified Services)
COHW(44): -0.19% Top=NSR SMCI NTGR PANW BRCD COMM SYNA JNPR ….. SSYS KN ZAYO UBNT WDC HPQ WIN RKUS=Bottom (Computer Hardware/Telecom)
LEIS(41): -0.45% Top=EXPE QUNR MAR MGM SHAK HOT SBUX QSR ….. PLAY SEAS BWLD GPRO TXRH JACK BLMN DRII=Bottom (Leisure)
INSU(35): -0.48% Top=VR UNM ORI LNC AGO CLGX AIZ AIG ….. AXS MMC BRO WSH MBI AWH FAF AON=Bottom (Insurance)
CHEM(31): -0.50% Top=SHW OLN CHMT APD FMC CE DD DOW ….. AGU ALB GPRE AXTA MEOH POT EMN MOS=Bottom (Chemicals/Fertilizers)
REAL(87): -0.63% Top=DFT DLR BXP BRX SHO NRF COR OUT ….. UDR VTR MAA HCP CBG CPT ESS HCN=Bottom (Real Estate)
FINA(100): -0.72% Top=WETF KKR WU ACAS FNFG PVTB EFX BEN ….. MTB CIT NYCB BX OCN AF BOFI KEY=Bottom (Banks/Financials)
ENER(88): -0.77% Top=PSX QEP MRO MPC INT FTI CVE WMB ….. SPN NBR EGN ECA OII UNT HOS CRR=Bottom (Energy)
META(20): -0.88% Top=SWC X FCX SCCO NUE STLD ABX CMC ….. FNV SLW CCJ NEM PAAS SLCA CNX BTU=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 10:36 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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