daytrend

10/30/2015

Filed under: Market Stats — daytrend @ 12:28 pm

Market Stats at 1:27 pm 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 1:27 pm ET)
25.6% of stocks are above yesterday’s high.
54.3% are above yesterday’s midpoint. (45.7% are below.)
18.2% are below yesterday’s low.
56.3% are inside yesterday’s range.
41.3% of stocks with today’s high > yesterday’s high. (58.7% less than).
42.3% of stocks with today’s low < yesterday’s low. (57.7% greater than).

EVIDENCE OF INTRADAY TREND (20151030 1:27 pm ET)
54.2% of stocks are above today’s open. (45.2% are below).
52.2% of stocks are above today’s open and yesterday’s close.
38.3% 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 1:27 pm ET)
24.7% of stocks are in the top 10% of today’s range.
34.8% are in the top 20%.
62.8% are in the top half. 37.2% of stocks are in the bottom half of today’s range.
15.7% are in the bottom 20%.
8.9% are in the bottom 10%.

GAIN (20151030 1:27 pm ET)
59.8% of stocks are above yesterday’s close. (40.2% are below.)
3.0% are up 4.5% or more. 1.1% are down 4.5% or more.
6.0% are up 3.5% or more. 1.7% are down 3.5% or more.
50.8% are between +1% and -1%.

RSI on DAILY (20151030 1:27 pm ET)
2-day: >=95:6.4%…>=90:12.6%…>=80:26.4%…>=50:59.8%…<=20:13.2%…<=10:6.0%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.6%…>=80:2.7%…>=50:65.0%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:65.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151030 1:27 pm ET)
25.6% above previous 1 highs, 18.2% below previous 1 lows
20.8% above previous 2 highs, 8.2% below previous 2 lows
19.2% above previous 3 highs, 6.9% below previous 3 lows
15.5% above previous 4 highs, 6.2% below previous 4 lows
13.1% above previous 5 highs, 6.0% below previous 5 lows
12.1% above previous 6 highs, 5.0% below previous 6 lows
11.3% above previous 7 highs, 4.8% below previous 7 lows
10.9% above previous 8 highs, 4.6% below previous 8 lows
10.6% above previous 9 highs, 4.5% below previous 9 lows
10.1% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151030 1:27 pm ET)
59.8% are above or equal to 10/29 close (1 days ago), 40.2% are below.
48.3% are above or equal to 10/28 close (2 days ago), 51.7% are below.
73.3% are above or equal to 10/27 close (3 days ago), 26.7% are below.
63.1% are above or equal to 10/26 close (4 days ago), 36.9% are below.
55.0% are above or equal to 10/23 close (5 days ago), 45.0% are below.
59.1% are above or equal to 10/22 close (6 days ago), 40.9% are below.
66.5% are above or equal to 10/21 close (7 days ago), 33.5% are below.
57.2% are above or equal to 10/20 close (8 days ago), 42.8% are below.
59.8% are above or equal to 10/19 close (9 days ago), 40.2% are below.
58.5% are above or equal to 10/16 close (10 days ago), 41.5% are below.
58.5% are above or equal to 10/15 close (11 days ago), 41.5% are below.
64.8% are above or equal to 10/14 close (12 days ago), 35.2% are below.
64.1% are above or equal to 10/13 close (13 days ago), 35.9% are below.
57.2% are above or equal to 10/12 close (14 days ago), 42.8% are below.
55.2% are above or equal to 10/9 close (15 days ago), 44.8% are below.
55.8% are above or equal to 10/8 close (16 days ago), 44.2% are below.
60.5% are above or equal to 10/7 close (17 days ago), 39.5% are below.
66.3% are above or equal to 10/6 close (18 days ago), 33.7% are below.
66.6% are above or equal to 10/5 close (19 days ago), 33.4% are below.
72.5% are above or equal to 10/2 close (20 days ago), 27.5% are below.
78.0% are above or equal to 10/1 close (21 days ago), 22.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151030 1:27 pm ET)
20d: 12.7% new highs, 4.3% new lows
21d: 12.7% new highs, 4.3% new lows
42d: 10.3% new highs, 3.2% new lows
63d: 6.1% new highs, 2.4% new lows
126d: 3.5% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151030 1:27 pm ET)
2-day: 58.9% above, 41.1% below
3-day: 51.1% above, 48.9% below
4-day: 64.2% above, 35.8% below
5-day: 64.4% above, 35.6% below
8-day: 64.2% above, 35.8% below
10-day: 62.9% above, 37.1% below
20-day: 61.7% above, 38.3% below
50-day: 65.4% above, 34.6% below
200-day: 38.8% above, 61.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151030 1:27 pm ET)
ENER(88): 1.52% Top=OIS SM MRO OAS UNT NOV PSX OKS ….. WNR SLB GPOR OII PAGP TSO HOS CRR=Bottom (Energy)
COSW(89): 1.18% Top=IMPV LNKD BIDU ROVI SFUN CYBR MDSO PTC ….. PAYC TSS MKTO ELLI YELP EA IMS NTCT=Bottom (Computer Software/Internet)
MANU(44): 1.16% Top=TEX FLS LECO ETN ERII LII TKR JOY ….. SWK GGG CMI GNRC JKS GE ZBRA TILE=Bottom (Manufacturing)
RETA(67): 1.09% Top=GNC BURL KSS NFLX M LAD BBBY DSW ….. WMT EBAY TFM W OUTR SFM BIG CVS=Bottom (Retail & Specialty Retail)
TRAN(39): 1.08% Top=GBX TRN GWR XPO KEX SAVE WAB VA ….. EXPD NSC CNI KSU ODFL UNP TDW CP=Bottom (Transportation)
ELEC(51): 0.89% Top=TRMB FSLR ON NXPI IDTI CY FIT FSL ….. XLNX CPHD SPWR VECO TSL MSCC SUNE SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(32): 0.85% Top=FLR DHI VMC LEN PHM OC MTZ KBH ….. SRCL DY WM CLH RYN BCC TPH CVA=Bottom (Materials & Construction)
CONS(58): 0.77% Top=DECK GT PBI CRI BLL FOSL KS TPX ….. UA HAS KMB ICON EL KATE NWL CL=Bottom (Consumer)
META(20): 0.50% Top=X AEM FCX RGLD ABX SWC SLW SCCO ….. STLD SLCA PAAS GG CMC CCJ CNX BTU=Bottom (Metals & Mining)
CHEM(31): 0.40% Top=CHMT OLN SHW FMC DOW FTK CE APD ….. CC PX ALB AGU MOS EMN AXTA POT=Bottom (Chemicals/Fertilizers)
HEAL(65): 0.31% Top=STE ABMD MDXG IRWD HCA LDRH DGX KND ….. CYH NVRO HLS WMGI ELGX ADPT MMSI MOH=Bottom (Health)
DISV(56): 0.26% Top=FCN NTRI WEX JEC PCLN APOL MAN SERV ….. EEFT BAH V MA MYGN WTW MCO AAN=Bottom (Diversified Services)
LEIS(41): 0.14% Top=EXPE QUNR MGM LVS SHAK HOT RCL WYNN ….. DRII DPZ EAT GPRO TXRH YUM JACK BLMN=Bottom (Leisure)
COHW(44): 0.03% Top=NSR PANW SMCI LXK BBRY CIEN BRCD JNPR ….. ZAYO UBNT RCI SSYS KN OLED WIN RKUS=Bottom (Computer Hardware/Telecom)
INSU(35): -0.39% Top=AGO UNM MBI CLGX L LNC MTG FNF ….. SLF PGR BRO AXS WRB FAF AWH AON=Bottom (Insurance)
REAL(87): -0.79% Top=DLR DFT NRF BXP AMT COR SHO OUT ….. PPS UDR MAA HCP CUZ HCN CPT ESS=Bottom (Real Estate)
FINA(100): -1.09% Top=WETF BEN OCN SLM BLK WDR TROW WU ….. ISBC RF ICE EVER NYCB AF KEY BOFI=Bottom (Banks/Financials)

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 1:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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