daytrend

10/31/2016

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20161031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 812.

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 (20161031 Closing)
21.3% of stocks are above yesterday’s high.
50.1% are above yesterday’s midpoint. (49.9% are below.)
21.6% are below yesterday’s low.
57.1% are inside yesterday’s range.
38.8% of stocks with today’s high > yesterday’s high. (61.2% less than).
36.7% of stocks with today’s low < yesterday’s low. (63.3% greater than).

EVIDENCE OF INTRADAY TREND (20161031 Closing)
47.2% of stocks are above today’s open. (50.7% are below).
45.2% of stocks are above today’s open and yesterday’s close.
40.0% are below both.
5.9% of stocks opened above yesterday’s high.
72.9% of stocks opened above yesterday’s close. (22.4% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161031 Closing)
12.6% of stocks are in the top 10% of today’s range.
22.8% are in the top 20%.
51.1% are in the top half. 48.9% of stocks are in the bottom half of today’s range.
23.6% are in the bottom 20%.
15.5% are in the bottom 10%.

GAIN (20161031 Closing)
57.6% of stocks are above yesterday’s close. (42.4% are below.)
0.7% are up 4.5% or more. 2.3% are down 4.5% or more.
1.8% are up 3.5% or more. 3.9% are down 3.5% or more.
56.4% are between +1% and -1%.

RSI on DAILY (20161031 Closing)
2-day: >=95:3.6%…>=90:7.8%…>=80:17.6%…>=50:49.4%…<=20:28.1%…<=10:20.6%…<=5:13.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.6%…>=50:35.8%…<=20:4.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:33.9%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161031 Closing)
21.3% above previous 1 highs, 21.6% below previous 1 lows
12.8% above previous 2 highs, 18.8% below previous 2 lows
9.7% above previous 3 highs, 16.0% below previous 3 lows
6.7% above previous 4 highs, 15.6% below previous 4 lows
5.5% above previous 5 highs, 15.1% below previous 5 lows
5.5% above previous 6 highs, 14.4% below previous 6 lows
4.8% above previous 7 highs, 14.0% below previous 7 lows
4.7% above previous 8 highs, 13.9% below previous 8 lows
4.7% above previous 9 highs, 13.3% below previous 9 lows
4.4% above previous 10 highs, 12.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161031 Closing)
57.6% are above or equal to 10/28 close (1 days ago), 42.4% are below.
56.5% are above or equal to 10/27 close (2 days ago), 43.5% are below.
40.6% are above or equal to 10/26 close (3 days ago), 59.4% are below.
38.4% are above or equal to 10/25 close (4 days ago), 61.6% are below.
30.2% are above or equal to 10/24 close (5 days ago), 69.8% are below.
36.3% are above or equal to 10/21 close (6 days ago), 63.7% are below.
35.7% are above or equal to 10/20 close (7 days ago), 64.3% are below.
33.6% are above or equal to 10/19 close (8 days ago), 66.4% are below.
39.4% are above or equal to 10/18 close (9 days ago), 60.6% are below.
44.8% are above or equal to 10/17 close (10 days ago), 55.2% are below.
42.7% are above or equal to 10/14 close (11 days ago), 57.3% are below.
42.4% are above or equal to 10/13 close (12 days ago), 57.6% are below.
38.5% are above or equal to 10/12 close (13 days ago), 61.5% are below.
41.5% are above or equal to 10/11 close (14 days ago), 58.5% are below.
32.5% are above or equal to 10/10 close (15 days ago), 67.5% are below.
36.5% are above or equal to 10/7 close (16 days ago), 63.5% are below.
33.4% are above or equal to 10/6 close (17 days ago), 66.6% are below.
35.0% are above or equal to 10/5 close (18 days ago), 65.0% are below.
37.7% are above or equal to 10/4 close (19 days ago), 62.3% are below.
33.6% are above or equal to 10/3 close (20 days ago), 66.4% are below.
29.9% are above or equal to 9/30 close (21 days ago), 70.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161031 Closing)
20d: 5.5% new highs, 17.7% new lows
21d: 5.3% new highs, 17.1% new lows
42d: 4.2% new highs, 12.1% new lows
63d: 3.9% new highs, 9.9% new lows
126d: 2.2% new highs, 4.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161031 Closing)
2-day: 57.0% above, 43.0% below
3-day: 56.9% above, 43.1% below
4-day: 49.4% above, 50.6% below
5-day: 44.2% above, 55.8% below
8-day: 38.2% above, 61.8% below
10-day: 36.5% above, 63.5% below
20-day: 36.2% above, 63.8% below
50-day: 32.3% above, 67.7% below
200-day: 61.8% above, 38.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161031 Closing)
META(27): 1.77% Top=NEM RGLD PAAS AG ABX SLW AEM NUE ….. CDE AA CNX X CENX FMSA SLCA CCJ=Bottom (Metals & Mining)
REAL(93): 1.27% Top=BDN LPT UDR HST DRE FR PSA AIV ….. CBG LHO DFT CSAL QTS ALLY PEB CBL=Bottom (Real Estate)
MANU(36): 0.60% Top=ROP KMT RS ETN ITT AGCO DE EMR ….. MHK ITW LII GE SWK CAT XYL DOV=Bottom (Manufacturing)
MATE(23): 0.57% Top=WM MLM RSG KBH CAA LEN DHI EXP ….. SRCL TOL WCN WY EME FLR USG TPH=Bottom (Materials & Construction)
INSU(29): 0.48% Top=L ORI XL FAF FNF CLGX CINF AFSI ….. MMC AJG TRV HIG AON LNC RDN MTG=Bottom (Insurance)
TRAN(24): 0.38% Top=LUV UAL TRN AAL JBLU DAL JBHT NSC ….. FDX UNP SAVE CNI ODFL CP KSU NAT=Bottom (Transportation)
COHW(34): 0.37% Top=BRCD LVLT HPQ ARRS PANW TMUS T SSYS ….. FNSR VRSN VG WDC INFN ACIA S CTL=Bottom (Computer Hardware/Telecom)
DISV(45): 0.32% Top=CXW HRI AMN RHI GEO SERV HRB JEC ….. AL EEFT MCO XRS VNTV KBR RRD YY=Bottom (Diversified Services)
LEIS(30): 0.23% Top=DRI RCL SIX EAT QSR MAR HLT TXRH ….. SBUX SONC DNKN SEAS PNRA EXPE CMG GPRO=Bottom (Leisure)
RETA(55): 0.22% Top=ETSY M WBA AMZN DSW GPS PAG JCP ….. COST HD JWN NFLX URBN WFM ANF LB=Bottom (Retail & Specialty Retail)
CONS(50): 0.07% Top=FOSL KATE GT AVY FBHS HAR PKG SKX ….. TPX AVP PBI PAY LULU NWL KS NKE=Bottom (Consumer)
ELEC(46): 0.02% Top=QRVO BRKR FTV SWKS SNPS AMAT ON XLNX ….. CY FIT FLEX HIMX CSIQ CRUS SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(79): 0.02% Top=PFPT CHKP FFIV VEEV NOW TWTR MSCI SHOP ….. BIDU WUBA N MTCH NTES TWLO SINA WB=Bottom (Computer Software/Internet)
HEAL(47): -0.04% Top=DVA ESRX EVHC AMSG DXCM PRXL HLS DGX ….. HCA CNC BKD ACHC THC IART IRWD ZBH=Bottom (Health)
FINA(85): -0.16% Top=YRD SBNY NYCB EFX BOFI CIT ICE AMTD ….. BEN SYF WDR LM BX KKR AMG WETF=Bottom (Banks/Financials)
CHEM(25): -0.74% Top=PAH CE ALB AXTA PPG WLK SHW EMN ….. DD MOS POT AGU CF IFF HUN CC=Bottom (Chemicals/Fertilizers)
ENER(84): -2.00% Top=HFC MDU COG MPC TSO MPLX PBF PSX ….. HES RIG CRC ATW WLL REN SN OAS=Bottom (Energy)

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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:23 pm

Market Stats at 2:23 pm ET
by daytrend on 20161031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 812.

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 (20161031 2:23 pm ET)
19.2% of stocks are above yesterday’s high.
51.4% are above yesterday’s midpoint. (48.6% are below.)
20.0% are below yesterday’s low.
60.8% are inside yesterday’s range.
35.3% of stocks with today’s high > yesterday’s high. (64.7% less than).
35.0% of stocks with today’s low < yesterday’s low. (65.0% greater than).

EVIDENCE OF INTRADAY TREND (20161031 2:23 pm ET)
47.4% of stocks are above today’s open. (51.8% are below).
45.6% of stocks are above today’s open and yesterday’s close.
38.7% are below both.
5.9% of stocks opened above yesterday’s high.
72.9% of stocks opened above yesterday’s close. (22.4% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161031 2:23 pm ET)
10.0% of stocks are in the top 10% of today’s range.
20.6% are in the top 20%.
52.0% are in the top half. 48.0% of stocks are in the bottom half of today’s range.
21.7% are in the bottom 20%.
10.3% are in the bottom 10%.

GAIN (20161031 2:23 pm ET)
59.5% of stocks are above yesterday’s close. (40.5% are below.)
0.7% are up 4.5% or more. 2.1% are down 4.5% or more.
1.5% are up 3.5% or more. 3.2% are down 3.5% or more.
59.0% are between +1% and -1%.

RSI on DAILY (20161031 2:23 pm ET)
2-day: >=95:3.6%…>=90:7.9%…>=80:18.1%…>=50:48.0%…<=20:26.6%…<=10:19.2%…<=5:13.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:35.1%…<=20:4.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:33.7%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161031 2:23 pm ET)
19.2% above previous 1 highs, 20.0% below previous 1 lows
11.3% above previous 2 highs, 17.5% below previous 2 lows
8.4% above previous 3 highs, 14.8% below previous 3 lows
6.0% above previous 4 highs, 14.5% below previous 4 lows
5.4% above previous 5 highs, 14.3% below previous 5 lows
5.4% above previous 6 highs, 13.9% below previous 6 lows
4.8% above previous 7 highs, 13.5% below previous 7 lows
4.6% above previous 8 highs, 13.4% below previous 8 lows
4.2% above previous 9 highs, 12.8% below previous 9 lows
4.1% above previous 10 highs, 12.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161031 2:23 pm ET)
59.5% are above or equal to 10/28 close (1 days ago), 40.5% are below.
56.3% are above or equal to 10/27 close (2 days ago), 43.7% are below.
42.0% are above or equal to 10/26 close (3 days ago), 58.0% are below.
38.1% are above or equal to 10/25 close (4 days ago), 61.9% are below.
30.0% are above or equal to 10/24 close (5 days ago), 70.0% are below.
35.7% are above or equal to 10/21 close (6 days ago), 64.3% are below.
35.8% are above or equal to 10/20 close (7 days ago), 64.2% are below.
32.9% are above or equal to 10/19 close (8 days ago), 67.1% are below.
38.4% are above or equal to 10/18 close (9 days ago), 61.6% are below.
44.2% are above or equal to 10/17 close (10 days ago), 55.8% are below.
41.7% are above or equal to 10/14 close (11 days ago), 58.3% are below.
42.4% are above or equal to 10/13 close (12 days ago), 57.6% are below.
38.1% are above or equal to 10/12 close (13 days ago), 61.9% are below.
41.6% are above or equal to 10/11 close (14 days ago), 58.4% are below.
32.6% are above or equal to 10/10 close (15 days ago), 67.4% are below.
36.3% are above or equal to 10/7 close (16 days ago), 63.7% are below.
34.5% are above or equal to 10/6 close (17 days ago), 65.5% are below.
34.5% are above or equal to 10/5 close (18 days ago), 65.5% are below.
37.7% are above or equal to 10/4 close (19 days ago), 62.3% are below.
33.0% are above or equal to 10/3 close (20 days ago), 67.0% are below.
30.3% are above or equal to 9/30 close (21 days ago), 69.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161031 2:23 pm ET)
20d: 5.2% new highs, 17.0% new lows
21d: 4.9% new highs, 16.4% new lows
42d: 3.8% new highs, 11.2% new lows
63d: 3.6% new highs, 9.2% new lows
126d: 2.0% new highs, 4.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161031 2:23 pm ET)
2-day: 58.6% above, 41.4% below
3-day: 58.3% above, 41.7% below
4-day: 48.9% above, 51.1% below
5-day: 43.7% above, 56.3% below
8-day: 36.9% above, 63.1% below
10-day: 37.1% above, 62.9% below
20-day: 35.1% above, 64.9% below
50-day: 32.1% above, 67.9% below
200-day: 61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161031 2:23 pm ET)
META(27): 1.41% Top=NEM RGLD AG AEM TCK SLW ABX AA ….. SWC CMC X SLCA CENX CNX FMSA CCJ=Bottom (Metals & Mining)
REAL(93): 1.04% Top=BDN DRE UDR EQC EQR LPT MAA HST ….. LHO CBG DFT PEB CONE ALLY QTS CBL=Bottom (Real Estate)
MANU(36): 0.73% Top=ROP KMT ETN ITT AGCO RS DE TEX ….. MHK HON DHR XYL SWK CAT LII DOV=Bottom (Manufacturing)
MATE(23): 0.62% Top=WM MLM SUM RSG LEN CAA KBH VMC ….. MAS OC WCN EME FLR USG WY TPH=Bottom (Materials & Construction)
COHW(34): 0.54% Top=BRCD LVLT PANW ARRS HPQ STX NTAP ZAYO ….. VRSN WDC BBRY VG ACIA S INFN CTL=Bottom (Computer Hardware/Telecom)
INSU(29): 0.53% Top=L ORI XL FNF CLGX FAF UNM AIZ ….. AJG MMC TRV LNC AON AFSI RDN MTG=Bottom (Insurance)
TRAN(24): 0.42% Top=TRN AAL LUV UAL JBLU SWFT CSX JBHT ….. XPO UPS ODFL CP CNI SAVE KSU NAT=Bottom (Transportation)
DISV(45): 0.33% Top=CXW HRI RHI GEO AMN SERV CAR WOOF ….. SBAC AL EEFT MCO KBR VNTV RRD YY=Bottom (Diversified Services)
LEIS(30): 0.21% Top=RCL DRI SIX EAT QSR MAR WYN CCL ….. DNKN SEAS BYD PNRA SONC EXPE CMG GPRO=Bottom (Leisure)
CONS(50): 0.14% Top=GT FOSL KATE FBHS AVY HAR PVH SON ….. TUP FL PAY AVP LULU KS NWL NKE=Bottom (Consumer)
ELEC(46): 0.09% Top=QRVO FTV BRKR SNPS NVDA ON AMAT SWKS ….. CY CRUS HIMX FLEX FIT CSIQ SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(85): 0.05% Top=YRD EFX NYCB CIT SBNY CFR RF ICE ….. AMP LM SYF BEN IVZ BX AMG WETF=Bottom (Banks/Financials)
RETA(55): -0.02% Top=ETSY M JCP AMZN WBA KORS PAG SBH ….. NFLX COST JWN FINL URBN ANF WFM LB=Bottom (Retail & Specialty Retail)
COSW(79): -0.06% Top=CHKP PFPT FFIV MSCI SHOP NOW VIPS VEEV ….. MDSO MTCH EA NTES TEAM TWLO SINA WB=Bottom (Computer Software/Internet)
HEAL(47): -0.08% Top=DVA EVHC AMSG ESRX PRXL DXCM ALGN LH ….. RMD THC ACHC CNC IRWD EW IART ZBH=Bottom (Health)
CHEM(25): -0.67% Top=PAH ALB CE PPG WLK EMN RPM AXTA ….. AGU DD POT MOS CF IFF HUN CC=Bottom (Chemicals/Fertilizers)
ENER(84): -1.95% Top=HFC MPC TSO MDU MPLX COG CVX PBF ….. ECA CPE REN ATW CRC WLL SN OAS=Bottom (Energy)

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 2:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:57 pm

Market Stats at 1:57 pm ET
by daytrend on 20161031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 812.

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 (20161031 1:57 pm ET)
17.7% of stocks are above yesterday’s high.
52.7% are above yesterday’s midpoint. (47.3% are below.)
19.0% are below yesterday’s low.
63.3% are inside yesterday’s range.
34.9% of stocks with today’s high > yesterday’s high. (65.1% less than).
34.0% of stocks with today’s low < yesterday’s low. (66.0% greater than).

EVIDENCE OF INTRADAY TREND (20161031 1:57 pm ET)
48.6% of stocks are above today’s open. (50.5% are below).
47.2% of stocks are above today’s open and yesterday’s close.
37.8% are below both.
5.9% of stocks opened above yesterday’s high.
72.9% of stocks opened above yesterday’s close. (22.4% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161031 1:57 pm ET)
9.1% of stocks are in the top 10% of today’s range.
20.9% are in the top 20%.
53.6% are in the top half. 46.4% of stocks are in the bottom half of today’s range.
19.5% are in the bottom 20%.
11.7% are in the bottom 10%.

GAIN (20161031 1:57 pm ET)
60.8% of stocks are above yesterday’s close. (39.2% are below.)
0.6% are up 4.5% or more. 2.0% are down 4.5% or more.
1.4% are up 3.5% or more. 3.4% are down 3.5% or more.
59.5% are between +1% and -1%.

RSI on DAILY (20161031 1:57 pm ET)
2-day: >=95:3.6%…>=90:7.9%…>=80:18.3%…>=50:48.5%…<=20:26.1%…<=10:18.8%…<=5:13.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:35.6%…<=20:4.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:33.1%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161031 1:57 pm ET)
17.7% above previous 1 highs, 19.0% below previous 1 lows
10.6% above previous 2 highs, 16.5% below previous 2 lows
7.9% above previous 3 highs, 14.5% below previous 3 lows
5.9% above previous 4 highs, 14.3% below previous 4 lows
5.2% above previous 5 highs, 14.2% below previous 5 lows
5.2% above previous 6 highs, 13.4% below previous 6 lows
4.8% above previous 7 highs, 13.2% below previous 7 lows
4.6% above previous 8 highs, 12.9% below previous 8 lows
4.3% above previous 9 highs, 12.6% below previous 9 lows
4.2% above previous 10 highs, 11.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161031 1:57 pm ET)
60.8% are above or equal to 10/28 close (1 days ago), 39.2% are below.
56.9% are above or equal to 10/27 close (2 days ago), 43.1% are below.
42.1% are above or equal to 10/26 close (3 days ago), 57.9% are below.
37.8% are above or equal to 10/25 close (4 days ago), 62.2% are below.
30.3% are above or equal to 10/24 close (5 days ago), 69.7% are below.
35.3% are above or equal to 10/21 close (6 days ago), 64.7% are below.
36.7% are above or equal to 10/20 close (7 days ago), 63.3% are below.
32.9% are above or equal to 10/19 close (8 days ago), 67.1% are below.
38.4% are above or equal to 10/18 close (9 days ago), 61.6% are below.
44.5% are above or equal to 10/17 close (10 days ago), 55.5% are below.
42.1% are above or equal to 10/14 close (11 days ago), 57.9% are below.
42.1% are above or equal to 10/13 close (12 days ago), 57.9% are below.
38.2% are above or equal to 10/12 close (13 days ago), 61.8% are below.
42.0% are above or equal to 10/11 close (14 days ago), 58.0% are below.
32.4% are above or equal to 10/10 close (15 days ago), 67.6% are below.
36.7% are above or equal to 10/7 close (16 days ago), 63.3% are below.
34.2% are above or equal to 10/6 close (17 days ago), 65.8% are below.
34.5% are above or equal to 10/5 close (18 days ago), 65.5% are below.
37.6% are above or equal to 10/4 close (19 days ago), 62.4% are below.
32.8% are above or equal to 10/3 close (20 days ago), 67.2% are below.
30.7% are above or equal to 9/30 close (21 days ago), 69.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161031 1:57 pm ET)
20d: 5.0% new highs, 16.9% new lows
21d: 4.8% new highs, 16.3% new lows
42d: 3.7% new highs, 11.1% new lows
63d: 3.4% new highs, 9.1% new lows
126d: 1.8% new highs, 4.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161031 1:57 pm ET)
2-day: 60.1% above, 39.9% below
3-day: 59.2% above, 40.8% below
4-day: 49.1% above, 50.9% below
5-day: 44.3% above, 55.7% below
8-day: 37.3% above, 62.7% below
10-day: 36.9% above, 63.1% below
20-day: 35.7% above, 64.3% below
50-day: 32.5% above, 67.5% below
200-day: 61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161031 1:57 pm ET)
META(27): 1.19% Top=NEM RGLD AG TCK AA AEM SLW ABX ….. SWC X AGI SLCA CNX CENX CCJ FMSA=Bottom (Metals & Mining)
REAL(93): 0.89% Top=BDN HST EQC MAA UDR LPT AIV DRE ….. MAC LHO DFT PEB ALLY QTS CBL CONE=Bottom (Real Estate)
MANU(36): 0.81% Top=ROP KMT ITT AGCO ETN DDD RS DE ….. HON DHR MHK XYL SWK CAT LII DOV=Bottom (Manufacturing)
MATE(23): 0.69% Top=WM MLM VMC RSG LEN KBH CAA EXP ….. FAST PWR WCN FLR WY USG EME TPH=Bottom (Materials & Construction)
INSU(29): 0.56% Top=L ORI XL FNF UNM PRU FAF ALL ….. PGR AJG LNC TRV AON AFSI MTG RDN=Bottom (Insurance)
COHW(34): 0.56% Top=BRCD LVLT PANW ARRS HPQ SSYS ZAYO STX ….. MSI VRSN BBRY ACIA S INFN VG CTL=Bottom (Computer Hardware/Telecom)
TRAN(24): 0.51% Top=TRN AAL LUV UAL CSX NSC JBLU DAL ….. CP UPS XPO ODFL CNI SAVE KSU NAT=Bottom (Transportation)
DISV(45): 0.36% Top=CXW HRI RHI GEO SERV CAR WOOF JEC ….. G MCO URI KBR EEFT VNTV RRD YY=Bottom (Diversified Services)
LEIS(30): 0.23% Top=RCL DRI SIX EAT QSR MAR HLT WYN ….. SEAS DNKN BYD PNRA EXPE SONC CMG GPRO=Bottom (Leisure)
ELEC(46): 0.17% Top=QRVO FTV OCLR SNPS BRKR SIMO ON AMAT ….. WAT HIMX CRUS FIT FLEX CSIQ SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(50): 0.15% Top=GT FOSL KATE FBHS HAR AVY EL PVH ….. TUP WHR AVP FL LULU KS NWL NKE=Bottom (Consumer)
FINA(85): 0.12% Top=YRD EFX NYCB SBNY CIT JNS NSAM RF ….. BEN BX NAVI WDR IVZ LM AMG WETF=Bottom (Banks/Financials)
RETA(55): -0.04% Top=ETSY M WBA JCP AMZN PAG KORS SBH ….. NFLX COST JWN FINL URBN ANF WFM LB=Bottom (Retail & Specialty Retail)
COSW(79): -0.09% Top=CHKP FFIV MSCI VIPS SHOP PFPT HPE YELP ….. MTCH EA XRX TEAM NTES TWLO SINA WB=Bottom (Computer Software/Internet)
HEAL(47): -0.14% Top=DVA EVHC AMSG ESRX PRXL DXCM LH SYK ….. THC RMD CNC IRWD EW ACHC IART ZBH=Bottom (Health)
CHEM(25): -0.56% Top=PAH ALB CE WLK PPG EMN RPM AXTA ….. AGU DD POT MOS CF IFF HUN CC=Bottom (Chemicals/Fertilizers)
ENER(84): -1.89% Top=HFC MPC NBR TSO MPLX CVX MDU PSX ….. RIG CPE REN CRC ATW WLL SN OAS=Bottom (Energy)

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 1:57 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:10 am

Market Stats at 12:09 pm ET
by daytrend on 20161031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 812.

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 (20161031 12:09 pm ET)
18.3% of stocks are above yesterday’s high.
54.8% are above yesterday’s midpoint. (45.2% are below.)
16.7% are below yesterday’s low.
64.9% are inside yesterday’s range.
32.0% of stocks with today’s high > yesterday’s high. (68.0% less than).
32.9% of stocks with today’s low < yesterday’s low. (67.1% greater than).

EVIDENCE OF INTRADAY TREND (20161031 12:09 pm ET)
53.2% of stocks are above today’s open. (45.3% are below).
51.1% of stocks are above today’s open and yesterday’s close.
32.8% are below both.
5.9% of stocks opened above yesterday’s high.
72.9% of stocks opened above yesterday’s close. (22.4% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161031 12:09 pm ET)
14.7% of stocks are in the top 10% of today’s range.
31.3% are in the top 20%.
60.2% are in the top half. 39.8% of stocks are in the bottom half of today’s range.
12.8% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN (20161031 12:09 pm ET)
65.5% of stocks are above yesterday’s close. (34.5% are below.)
0.5% are up 4.5% or more. 1.1% are down 4.5% or more.
1.0% are up 3.5% or more. 2.6% are down 3.5% or more.
62.9% are between +1% and -1%.

RSI on DAILY (20161031 12:09 pm ET)
2-day: >=95:3.8%…>=90:7.9%…>=80:19.0%…>=50:50.7%…<=20:24.0%…<=10:17.6%…<=5:11.7%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.7%…>=50:35.3%…<=20:4.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:34.0%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161031 12:09 pm ET)
18.3% above previous 1 highs, 16.7% below previous 1 lows
10.0% above previous 2 highs, 14.5% below previous 2 lows
7.8% above previous 3 highs, 12.3% below previous 3 lows
5.7% above previous 4 highs, 12.1% below previous 4 lows
4.9% above previous 5 highs, 12.1% below previous 5 lows
4.9% above previous 6 highs, 11.6% below previous 6 lows
4.6% above previous 7 highs, 11.3% below previous 7 lows
4.2% above previous 8 highs, 11.3% below previous 8 lows
4.2% above previous 9 highs, 10.7% below previous 9 lows
4.1% above previous 10 highs, 10.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161031 12:09 pm ET)
65.5% are above or equal to 10/28 close (1 days ago), 34.5% are below.
59.7% are above or equal to 10/27 close (2 days ago), 40.3% are below.
42.6% are above or equal to 10/26 close (3 days ago), 57.4% are below.
37.7% are above or equal to 10/25 close (4 days ago), 62.3% are below.
30.4% are above or equal to 10/24 close (5 days ago), 69.6% are below.
36.0% are above or equal to 10/21 close (6 days ago), 64.0% are below.
35.8% are above or equal to 10/20 close (7 days ago), 64.2% are below.
33.9% are above or equal to 10/19 close (8 days ago), 66.1% are below.
38.5% are above or equal to 10/18 close (9 days ago), 61.5% are below.
45.0% are above or equal to 10/17 close (10 days ago), 55.0% are below.
42.1% are above or equal to 10/14 close (11 days ago), 57.9% are below.
42.1% are above or equal to 10/13 close (12 days ago), 57.9% are below.
38.7% are above or equal to 10/12 close (13 days ago), 61.3% are below.
42.4% are above or equal to 10/11 close (14 days ago), 57.6% are below.
33.0% are above or equal to 10/10 close (15 days ago), 67.0% are below.
36.6% are above or equal to 10/7 close (16 days ago), 63.4% are below.
34.0% are above or equal to 10/6 close (17 days ago), 66.0% are below.
35.3% are above or equal to 10/5 close (18 days ago), 64.7% are below.
38.5% are above or equal to 10/4 close (19 days ago), 61.5% are below.
34.5% are above or equal to 10/3 close (20 days ago), 65.5% are below.
31.0% are above or equal to 9/30 close (21 days ago), 69.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161031 12:09 pm ET)
20d: 4.4% new highs, 15.5% new lows
21d: 4.3% new highs, 14.9% new lows
42d: 3.3% new highs, 10.3% new lows
63d: 3.0% new highs, 8.4% new lows
126d: 1.6% new highs, 3.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161031 12:09 pm ET)
2-day: 63.9% above, 36.1% below
3-day: 62.9% above, 37.1% below
4-day: 51.4% above, 48.6% below
5-day: 47.5% above, 52.5% below
8-day: 37.3% above, 62.7% below
10-day: 37.3% above, 62.7% below
20-day: 36.1% above, 63.9% below
50-day: 32.5% above, 67.5% below
200-day: 61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161031 12:09 pm ET)
META(27): 1.25% Top=AG NEM RGLD TCK SLW STLD SCCO AA ….. CNX CMC AGI X SLCA CENX CCJ FMSA=Bottom (Metals & Mining)
REAL(93): 0.81% Top=EQC BDN LPT FR KRC AIV UDR MAA ….. CBG MAC DFT PEB ALLY QTS CBL CONE=Bottom (Real Estate)
MANU(36): 0.79% Top=KMT ROP ITT DDD ETN DE IR LECO ….. PNR MHK XYL HON CAT LII SWK DOV=Bottom (Manufacturing)
INSU(29): 0.66% Top=L ORI UNM XL AIZ CNO LNC PRU ….. BRO MMC AFSI AJG AON TRV RDN MTG=Bottom (Insurance)
MATE(23): 0.63% Top=MLM WM KBH LEN VMC RSG DHI CAA ….. OC FAST WCN USG EME PWR FLR WY=Bottom (Materials & Construction)
DISV(45): 0.44% Top=CXW CAR GEO RHI HRI AMN SERV WOOF ….. XRS ACM AL EEFT KBR VNTV RRD YY=Bottom (Diversified Services)
ELEC(46): 0.36% Top=AMD SIMO QRVO OCLR FTV BRKR MU XLNX ….. DLB HIMX SCTY FLEX CSIQ CRUS SPWR FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(85): 0.34% Top=YRD JNS FITB RF EFX CIT NYCB BOFI ….. BX LM IVZ LAZ WDR NAVI AMG WETF=Bottom (Banks/Financials)
TRAN(24): 0.33% Top=TRN AAL CSX NSC LUV JBHT UAL SWFT ….. ODFL ALK XPO JBLU CNI SAVE KSU NAT=Bottom (Transportation)
LEIS(30): 0.24% Top=RCL DRI QSR MAR WYN EAT SIX HLT ….. JACK DNKN PNRA BLMN EXPE CMG SONC GPRO=Bottom (Leisure)
CONS(50): 0.22% Top=FOSL KATE GT FBHS SKX HAR AVY EL ….. PAY FL WWW AVP LULU NWL KS NKE=Bottom (Consumer)
RETA(55): 0.09% Top=ETSY M JCP AMZN WBA SIG CVS SBH ….. NFLX JWN COST URBN FINL WFM LB ANF=Bottom (Retail & Specialty Retail)
COSW(79): 0.07% Top=CHKP PFPT FFIV VIPS SHOP NOW YELP MSCI ….. NUAN WUBA XRX TWLO NTES TEAM SINA WB=Bottom (Computer Software/Internet)
HEAL(47): 0.02% Top=DVA ESRX EVHC AMSG PRXL LH BKD DXCM ….. IRWD HCA ABMD THC EW ACHC IART ZBH=Bottom (Health)
COHW(34): -0.09% Top=LVLT ZAYO ARRS PANW QCOM TMUS SSYS STX ….. BBRY CIEN S COMM MSI VG INFN CTL=Bottom (Computer Hardware/Telecom)
CHEM(25): -0.46% Top=ALB PAH CE AXTA FMC WLK PX PPG ….. ASH POT MOS DD CF IFF HUN CC=Bottom (Chemicals/Fertilizers)
ENER(84): -1.50% Top=HFC PBF MPLX PSX TSO MPC CVX VLO ….. WPX CRZO CPE ATW SN WLL REN OAS=Bottom (Energy)

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 12:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:02 am

Market Stats at 11:01 am ET
by daytrend on 20161031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 812.

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 (20161031 11:01 am ET)
11.9% of stocks are above yesterday’s high.
44.3% are above yesterday’s midpoint. (55.7% are below.)
19.6% are below yesterday’s low.
68.5% are inside yesterday’s range.
27.3% of stocks with today’s high > yesterday’s high. (72.7% less than).
31.7% of stocks with today’s low < yesterday’s low. (68.3% greater than).

EVIDENCE OF INTRADAY TREND (20161031 11:01 am ET)
37.1% of stocks are above today’s open. (61.6% are below).
34.0% of stocks are above today’s open and yesterday’s close.
44.0% are below both.
5.9% of stocks opened above yesterday’s high.
72.9% of stocks opened above yesterday’s close. (22.4% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161031 11:01 am ET)
4.8% of stocks are in the top 10% of today’s range.
12.3% are in the top 20%.
39.4% are in the top half. 60.6% of stocks are in the bottom half of today’s range.
28.1% are in the bottom 20%.
11.1% are in the bottom 10%.

GAIN (20161031 11:01 am ET)
53.1% of stocks are above yesterday’s close. (46.9% are below.)
0.4% are up 4.5% or more. 1.6% are down 4.5% or more.
0.7% are up 3.5% or more. 3.0% are down 3.5% or more.
70.0% are between +1% and -1%.

RSI on DAILY (20161031 11:01 am ET)
2-day: >=95:3.0%…>=90:6.4%…>=80:15.8%…>=50:42.9%…<=20:30.5%…<=10:21.9%…<=5:14.0%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.4%…>=50:33.3%…<=20:5.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:31.3%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161031 11:01 am ET)
11.9% above previous 1 highs, 19.6% below previous 1 lows
7.3% above previous 2 highs, 16.9% below previous 2 lows
5.2% above previous 3 highs, 14.4% below previous 3 lows
4.2% above previous 4 highs, 14.2% below previous 4 lows
3.3% above previous 5 highs, 13.9% below previous 5 lows
3.3% above previous 6 highs, 13.2% below previous 6 lows
3.1% above previous 7 highs, 13.1% below previous 7 lows
3.1% above previous 8 highs, 12.7% below previous 8 lows
3.1% above previous 9 highs, 11.9% below previous 9 lows
3.1% above previous 10 highs, 11.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161031 11:01 am ET)
53.1% are above or equal to 10/28 close (1 days ago), 46.9% are below.
53.0% are above or equal to 10/27 close (2 days ago), 47.0% are below.
36.8% are above or equal to 10/26 close (3 days ago), 63.2% are below.
34.1% are above or equal to 10/25 close (4 days ago), 65.9% are below.
27.7% are above or equal to 10/24 close (5 days ago), 72.3% are below.
32.6% are above or equal to 10/21 close (6 days ago), 67.4% are below.
34.4% are above or equal to 10/20 close (7 days ago), 65.6% are below.
31.5% are above or equal to 10/19 close (8 days ago), 68.5% are below.
36.3% are above or equal to 10/18 close (9 days ago), 63.7% are below.
42.7% are above or equal to 10/17 close (10 days ago), 57.3% are below.
40.6% are above or equal to 10/14 close (11 days ago), 59.4% are below.
40.6% are above or equal to 10/13 close (12 days ago), 59.4% are below.
37.2% are above or equal to 10/12 close (13 days ago), 62.8% are below.
40.4% are above or equal to 10/11 close (14 days ago), 59.6% are below.
30.9% are above or equal to 10/10 close (15 days ago), 69.1% are below.
34.1% are above or equal to 10/7 close (16 days ago), 65.9% are below.
31.9% are above or equal to 10/6 close (17 days ago), 68.1% are below.
32.6% are above or equal to 10/5 close (18 days ago), 67.4% are below.
35.8% are above or equal to 10/4 close (19 days ago), 64.2% are below.
32.5% are above or equal to 10/3 close (20 days ago), 67.5% are below.
28.8% are above or equal to 9/30 close (21 days ago), 71.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161031 11:01 am ET)
20d: 3.9% new highs, 15.0% new lows
21d: 3.8% new highs, 14.5% new lows
42d: 3.0% new highs, 10.1% new lows
63d: 2.7% new highs, 8.1% new lows
126d: 1.4% new highs, 3.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161031 11:01 am ET)
2-day: 51.5% above, 48.5% below
3-day: 52.7% above, 47.3% below
4-day: 44.6% above, 55.4% below
5-day: 39.8% above, 60.2% below
8-day: 32.9% above, 67.1% below
10-day: 33.7% above, 66.3% below
20-day: 34.0% above, 66.0% below
50-day: 31.3% above, 68.7% below
200-day: 61.0% above, 39.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161031 11:01 am ET)
MATE(23): 0.59% Top=WM MLM CAA LEN RSG KBH PHM VMC ….. FAST WY SRCL WCN USG EME PWR FLR=Bottom (Materials & Construction)
MANU(36): 0.55% Top=ROP KMT ITT DE AGCO IR ETN TTC ….. MRC CAT LII HON XYL SWK DOV ATI=Bottom (Manufacturing)
INSU(29): 0.39% Top=L XL ORI UNM AIZ CNO PRU FAF ….. MMC HIG AFSI VR TRV AON RDN MTG=Bottom (Insurance)
REAL(93): 0.35% Top=UDR LPT AIV BDN EQR MAA EQC CPT ….. CBG ALLY EDR DFT MAC QTS CBL CONE=Bottom (Real Estate)
CONS(50): 0.20% Top=FOSL FBHS KATE GT SKX HAR AVY EL ….. WWW ENR KS PAY FL NWL AVP NKE=Bottom (Consumer)
DISV(45): 0.16% Top=CXW GEO RHI CAR FDC AMN SERV MYGN ….. INFO SBAC ACM AL KBR VNTV RRD YY=Bottom (Diversified Services)
META(27): 0.10% Top=NEM STLD SCCO AG RGLD ABX SLW AEM ….. SSRI CMC AGI SLCA X CCJ FMSA CENX=Bottom (Metals & Mining)
TRAN(24): 0.08% Top=TRN CSX SWFT NSC AAL WAB FDX JBHT ….. CNI ODFL ALK DAL KSU JBLU SAVE NAT=Bottom (Transportation)
ELEC(46): 0.02% Top=BRKR FTV QRVO SIMO MU SNPS AMD LRCX ….. SCTY CAVM DLB HIMX SPWR CRUS FLEX FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(47): -0.02% Top=DVA EVHC AMSG ESRX DXCM PRXL BKD DGX ….. ABMD ACHC HCA NUVA THC IART EW ZBH=Bottom (Health)
RETA(55): -0.04% Top=ETSY M KORS AMZN JCP WBA SIG CVS ….. LOW COST NFLX URBN FINL WFM LB ANF=Bottom (Retail & Specialty Retail)
LEIS(30): -0.04% Top=DRI WYN MAR HLT RCL QSR EAT TXRH ….. BYD DNKN JACK BLMN CMG EXPE SONC GPRO=Bottom (Leisure)
FINA(85): -0.06% Top=YRD BOFI EFX CIT MTB NYCB FITB RF ….. LAZ AMP IVZ NAVI WDR LM AMG WETF=Bottom (Banks/Financials)
COSW(79): -0.06% Top=CHKP PFPT SHOP VIPS NOW FFIV MSCI FTNT ….. MTCH NUAN XRX TWLO WUBA SINA WB TEAM=Bottom (Computer Software/Internet)
COHW(34): -0.42% Top=LVLT ZAYO QCOM PANW STX ARRS JNPR TMUS ….. TDC S MSI BBRY COMM INFN VG CTL=Bottom (Computer Hardware/Telecom)
CHEM(25): -0.61% Top=ALB CE PPG PX SHW GRA PAH MON ….. DOW OLN DD CF MOS IFF HUN CC=Bottom (Chemicals/Fertilizers)
ENER(84): -1.88% Top=HFC MPLX MPC MDU PSX NFG CVX VLO ….. ATW SN CPE EEP CRC WLL OAS REN=Bottom (Energy)

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 11:01 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:11 am

Market Stats at 10:11 am ET
by daytrend on 20161031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 812.

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 (20161031 10:11 am ET)
11.7% of stocks are above yesterday’s high.
45.1% are above yesterday’s midpoint. (54.9% are below.)
16.6% are below yesterday’s low.
71.7% are inside yesterday’s range.
25.1% of stocks with today’s high > yesterday’s high. (74.9% less than).
26.8% of stocks with today’s low < yesterday’s low. (73.2% greater than).

EVIDENCE OF INTRADAY TREND (20161031 10:11 am ET)
40.4% of stocks are above today’s open. (58.6% are below).
36.6% of stocks are above today’s open and yesterday’s close.
39.9% are below both.
5.9% of stocks opened above yesterday’s high.
72.9% of stocks opened above yesterday’s close. (22.4% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161031 10:11 am ET)
13.1% of stocks are in the top 10% of today’s range.
20.4% are in the top 20%.
41.7% are in the top half. 58.3% of stocks are in the bottom half of today’s range.
27.5% are in the bottom 20%.
13.9% are in the bottom 10%.

GAIN (20161031 10:11 am ET)
56.8% of stocks are above yesterday’s close. (43.2% are below.)
0.5% are up 4.5% or more. 0.6% are down 4.5% or more.
1.0% are up 3.5% or more. 1.4% are down 3.5% or more.
73.0% are between +1% and -1%.

RSI on DAILY (20161031 10:11 am ET)
2-day: >=95:2.6%…>=90:7.1%…>=80:15.0%…>=50:43.7%…<=20:27.7%…<=10:18.2%…<=5:12.7%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.5%…>=50:33.9%…<=20:4.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:31.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161031 10:11 am ET)
11.7% above previous 1 highs, 16.6% below previous 1 lows
5.8% above previous 2 highs, 13.9% below previous 2 lows
3.7% above previous 3 highs, 11.7% below previous 3 lows
3.0% above previous 4 highs, 11.7% below previous 4 lows
2.3% above previous 5 highs, 11.6% below previous 5 lows
2.3% above previous 6 highs, 11.2% below previous 6 lows
2.1% above previous 7 highs, 11.0% below previous 7 lows
2.1% above previous 8 highs, 10.7% below previous 8 lows
2.1% above previous 9 highs, 10.3% below previous 9 lows
2.0% above previous 10 highs, 9.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161031 10:11 am ET)
56.8% are above or equal to 10/28 close (1 days ago), 43.2% are below.
55.2% are above or equal to 10/27 close (2 days ago), 44.8% are below.
37.7% are above or equal to 10/26 close (3 days ago), 62.3% are below.
34.6% are above or equal to 10/25 close (4 days ago), 65.4% are below.
28.4% are above or equal to 10/24 close (5 days ago), 71.6% are below.
34.0% are above or equal to 10/21 close (6 days ago), 66.0% are below.
34.0% are above or equal to 10/20 close (7 days ago), 66.0% are below.
31.7% are above or equal to 10/19 close (8 days ago), 68.3% are below.
37.4% are above or equal to 10/18 close (9 days ago), 62.6% are below.
43.5% are above or equal to 10/17 close (10 days ago), 56.5% are below.
41.3% are above or equal to 10/14 close (11 days ago), 58.7% are below.
41.9% are above or equal to 10/13 close (12 days ago), 58.1% are below.
38.4% are above or equal to 10/12 close (13 days ago), 61.6% are below.
41.1% are above or equal to 10/11 close (14 days ago), 58.9% are below.
31.8% are above or equal to 10/10 close (15 days ago), 68.2% are below.
35.7% are above or equal to 10/7 close (16 days ago), 64.3% are below.
32.6% are above or equal to 10/6 close (17 days ago), 67.4% are below.
33.7% are above or equal to 10/5 close (18 days ago), 66.3% are below.
36.8% are above or equal to 10/4 close (19 days ago), 63.2% are below.
32.9% are above or equal to 10/3 close (20 days ago), 67.1% are below.
29.3% are above or equal to 9/30 close (21 days ago), 70.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161031 10:11 am ET)
20d: 3.3% new highs, 11.7% new lows
21d: 3.2% new highs, 11.5% new lows
42d: 2.5% new highs, 8.0% new lows
63d: 2.3% new highs, 6.3% new lows
126d: 1.2% new highs, 3.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161031 10:11 am ET)
2-day: 55.0% above, 45.0% below
3-day: 55.9% above, 44.1% below
4-day: 45.7% above, 54.3% below
5-day: 39.5% above, 60.5% below
8-day: 34.4% above, 65.6% below
10-day: 34.5% above, 65.5% below
20-day: 34.7% above, 65.3% below
50-day: 32.1% above, 67.9% below
200-day: 61.0% above, 39.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161031 10:11 am ET)
REAL(93): 0.71% Top=AIV UDR MAA EQR LPT CPT EQC PLD ….. COR PKY CBG QTS ALLY EDR CBL CONE=Bottom (Real Estate)
MATE(23): 0.61% Top=WM MLM EXP RSG LEN CAA VMC KBH ….. SRCL WY FAST SUM WCN PWR EME FLR=Bottom (Materials & Construction)
META(27): 0.50% Top=TCK AG SCCO STLD NEM ABX SLW SSRI ….. AGI X FNV CMC FMSA SLCA CCJ CENX=Bottom (Metals & Mining)
MANU(36): 0.42% Top=ROP KMT ETN ITT DE AGCO TTC IR ….. HON PNR LII ATI XYL DOV SWK MRC=Bottom (Manufacturing)
ELEC(46): 0.40% Top=SIMO MU AMD BRKR OCLR QRVO AYI MCHP ….. CSIQ DLB HIMX SCTY CRUS SPWR FLEX FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): 0.25% Top=SWFT AAL CSX LUV NSC UNP TRN FDX ….. CP EXPD ALK JBLU XPO KSU SAVE NAT=Bottom (Transportation)
INSU(29): 0.23% Top=L ORI AIZ XL UNM CINF AIG AFL ….. BRO CLGX AJG VR MMC RDN MTG AON=Bottom (Insurance)
LEIS(30): 0.23% Top=DRI RCL EAT TXRH QSR MAR HLT WYN ….. BLMN JACK CMG SHAK SONC BYD EXPE GPRO=Bottom (Leisure)
DISV(45): 0.17% Top=CXW CAR HRI GEO R RHI ALLE MYGN ….. EEFT XRS ILG TRU VNTV YY KBR RRD=Bottom (Diversified Services)
CONS(50): 0.08% Top=FOSL FBHS KATE GT OI AVY HAR GPK ….. FL UA WWW HBI PAY NWL AVP NKE=Bottom (Consumer)
COSW(79): -0.04% Top=CHKP SHOP TWTR PFPT HPE NOW MSCI FFIV ….. MANH XRX MDSO TWLO SINA WUBA TEAM WB=Bottom (Computer Software/Internet)
FINA(85): -0.05% Top=YRD CIT BX EFX MS JNS RF FITB ….. WDR AMP IVZ FII BKU BOFI WETF AMG=Bottom (Banks/Financials)
RETA(55): -0.08% Top=ETSY M AMZN CVS JCP SIG DLTR WBA ….. W AN FINL COST URBN LB WFM ANF=Bottom (Retail & Specialty Retail)
COHW(34): -0.12% Top=LVLT ZAYO QCOM STX PANW ARRS CCI T ….. SSYS MSI CIEN BBRY TDC COMM VG CTL=Bottom (Computer Hardware/Telecom)
HEAL(47): -0.27% Top=DVA EVHC AMSG ESRX DXCM PRXL BKD DGX ….. HOLX RMD NUVA ACHC ABMD IART EW ZBH=Bottom (Health)
CHEM(25): -0.46% Top=PAH CE PPG AXTA SHW APD ALB MON ….. AGU POT CF OLN IFF MOS CC HUN=Bottom (Chemicals/Fertilizers)
ENER(84): -1.05% Top=HFC MPC PSX MPLX VLO PBF CVX SWN ….. CRZO CRC CPE SN REN ATW EEP OAS=Bottom (Energy)

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 10:11 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:48 am

Market Stats at 9:47 am ET
by daytrend on 20161031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 899.

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 (20161031 9:47 am ET)
9.3% of stocks are above yesterday’s high.
45.1% are above yesterday’s midpoint. (54.9% are below.)
12.2% are below yesterday’s low.
78.4% are inside yesterday’s range.
20.9% of stocks with today’s high > yesterday’s high. (79.1% less than).
21.2% of stocks with today’s low < yesterday’s low. (78.8% greater than).

EVIDENCE OF INTRADAY TREND (20161031 9:47 am ET)
38.2% of stocks are above today’s open. (59.1% are below).
34.0% of stocks are above today’s open and yesterday’s close.
37.4% are below both.
5.6% of stocks opened above yesterday’s high.
71.7% of stocks opened above yesterday’s close. (23.4% opened below yesterday’s close).
5.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161031 9:47 am ET)
6.1% of stocks are in the top 10% of today’s range.
13.8% are in the top 20%.
37.6% are in the top half. 62.4% of stocks are in the bottom half of today’s range.
31.6% are in the bottom 20%.
18.5% are in the bottom 10%.

GAIN (20161031 9:47 am ET)
58.5% of stocks are above yesterday’s close. (41.5% are below.)
0.7% are up 4.5% or more. 0.3% are down 4.5% or more.
1.0% are up 3.5% or more. 0.6% are down 3.5% or more.
80.4% are between +1% and -1%.

RSI on DAILY (20161031 9:47 am ET)
2-day: >=95:2.7%…>=90:6.7%…>=80:14.6%…>=50:43.7%…<=20:27.4%…<=10:18.8%…<=5:12.2%…
9-day: >=95:0.1%…>=90:0.3%…>=80:1.3%…>=50:34.0%…<=20:5.6%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:33.0%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161031 9:47 am ET)
9.3% above previous 1 highs, 12.2% below previous 1 lows
5.0% above previous 2 highs, 10.5% below previous 2 lows
3.6% above previous 3 highs, 9.0% below previous 3 lows
2.9% above previous 4 highs, 8.9% below previous 4 lows
2.3% above previous 5 highs, 8.8% below previous 5 lows
2.3% above previous 6 highs, 8.6% below previous 6 lows
2.2% above previous 7 highs, 8.5% below previous 7 lows
2.2% above previous 8 highs, 8.3% below previous 8 lows
2.2% above previous 9 highs, 7.9% below previous 9 lows
2.1% above previous 10 highs, 7.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161031 9:47 am ET)
58.5% are above or equal to 10/28 close (1 days ago), 41.5% are below.
55.2% are above or equal to 10/27 close (2 days ago), 44.8% are below.
37.4% are above or equal to 10/26 close (3 days ago), 62.6% are below.
33.5% are above or equal to 10/25 close (4 days ago), 66.5% are below.
28.6% are above or equal to 10/24 close (5 days ago), 71.4% are below.
33.3% are above or equal to 10/21 close (6 days ago), 66.7% are below.
33.5% are above or equal to 10/20 close (7 days ago), 66.5% are below.
31.7% are above or equal to 10/19 close (8 days ago), 68.3% are below.
37.0% are above or equal to 10/18 close (9 days ago), 63.0% are below.
43.3% are above or equal to 10/17 close (10 days ago), 56.7% are below.
41.2% are above or equal to 10/14 close (11 days ago), 58.8% are below.
41.5% are above or equal to 10/13 close (12 days ago), 58.5% are below.
37.3% are above or equal to 10/12 close (13 days ago), 62.7% are below.
40.3% are above or equal to 10/11 close (14 days ago), 59.7% are below.
31.0% are above or equal to 10/10 close (15 days ago), 69.0% are below.
35.9% are above or equal to 10/7 close (16 days ago), 64.1% are below.
32.5% are above or equal to 10/6 close (17 days ago), 67.5% are below.
33.7% are above or equal to 10/5 close (18 days ago), 66.3% are below.
36.3% are above or equal to 10/4 close (19 days ago), 63.7% are below.
32.1% are above or equal to 10/3 close (20 days ago), 67.9% are below.
30.1% are above or equal to 9/30 close (21 days ago), 69.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161031 9:47 am ET)
20d: 2.8% new highs, 9.6% new lows
21d: 2.7% new highs, 9.5% new lows
42d: 2.2% new highs, 6.2% new lows
63d: 2.1% new highs, 4.8% new lows
126d: 1.1% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161031 9:47 am ET)
2-day: 55.6% above, 44.4% below
3-day: 55.6% above, 44.4% below
4-day: 44.7% above, 55.3% below
5-day: 39.0% above, 61.0% below
8-day: 33.0% above, 67.0% below
10-day: 33.1% above, 66.9% below
20-day: 34.6% above, 65.4% below
50-day: 32.8% above, 67.2% below
200-day: 60.8% above, 39.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161031 9:47 am ET)
DISV(50): 0.62% Top=TMH CXW ZG CAR GEO ASGN HRI AAN ….. ULTA PAYX RRD YY FISV XRS FLT VNTV=Bottom (Diversified Services)
LEIS(38): 0.40% Top=RCL FRGI DRI TXRH PZZA HLT EAT BLMN ….. MGM SEAS DNKN SBUX BYD SHAK EXPE GPRO=Bottom (Leisure)
MANU(41): 0.37% Top=ROP KMT AGCO DE ITT ETN GE EMR ….. WOR DCI LII XYL MRC DOV CRS PRLB=Bottom (Manufacturing)
ELEC(49): 0.37% Top=SIMO OCLR AMD MU NVDA TER ADI SNPS ….. CREE MLNX CSIQ AMBA FIT FLEX CRUS SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(94): 0.36% Top=AIV DRH SHO EQR HST PEB MAA UDR ….. TREE CUZ NRF ALLY EDR CLNY CBL CONE=Bottom (Real Estate)
INSU(29): 0.32% Top=L UNM XL ORI AIG AFL AIZ CNO ….. VR MMC FAF AJG MTG AON RDN CLGX=Bottom (Insurance)
TRAN(31): 0.26% Top=KNX SWFT AAL CSX ODFL WAB LUV DAL ….. CNI KSU CP ALK HA SAVE GBX NAT=Bottom (Transportation)
MATE(28): 0.23% Top=WM MLM CVA VMC RSG LEN EXP CAA ….. SUM DY FLR WY SRCL EME WCIC AWI=Bottom (Materials & Construction)
META(27): 0.18% Top=STLD SCCO CNX ABX SWC NEM TCK PAAS ….. AGI FNV X CCJ SLCA CMC FMSA CENX=Bottom (Metals & Mining)
COSW(92): 0.10% Top=CHKP TWTR BIDU VMW SSNC NOW MSCI FTNT ….. IMPV MANH XRX ELLI FIS MDSO WUBA TEAM=Bottom (Computer Software/Internet)
RETA(57): 0.07% Top=M ETSY JCP CVS KORS WBA TIF AMZN ….. JWN HD WFM COST DSW SBH URBN ANF=Bottom (Retail & Specialty Retail)
COHW(41): 0.04% Top=LVLT ACIA ZAYO PANW OLED FNSR QCOM STX ….. VG EFII COMM TDC LITE SYNA GIMO CTL=Bottom (Computer Hardware/Telecom)
CONS(56): 0.03% Top=FOSL FBHS HAR GT GIII EL AVY IP ….. CRI UFS VFC HBI NWL WWW DECK NKE=Bottom (Consumer)
HEAL(57): -0.05% Top=INCR DVA AMSG EVHC ESRX DXCM PRXL ADPT ….. BSX GKOS RMD ABMD NUVA IART EW ZBH=Bottom (Health)
FINA(91): -0.08% Top=YRD CIT JNS MS VOYA EFX STT BX ….. WDR OPB IVZ NSAM AMG WETF AMP BANC=Bottom (Banks/Financials)
CHEM(29): -0.23% Top=PAH SHW GRA CE AXTA MON PX PPG ….. DOW DD CF GPRE IFF MOS HUN MEOH=Bottom (Chemicals/Fertilizers)
ENER(89): -0.75% Top=HFC MPC DO VLO PSX CVX WNR SWN ….. EGN CRZO WPX SN CRC OAS REN EEP=Bottom (Energy)

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 9:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:33 am

Market Stats at 9:33 am ET
by daytrend on 20161031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 897.

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 (20161031 9:33 am ET)
6.4% of stocks are above yesterday’s high.
48.5% are above yesterday’s midpoint. (51.5% are below.)
9.0% are below yesterday’s low.
84.6% are inside yesterday’s range.
12.5% of stocks with today’s high > yesterday’s high. (87.5% less than).
13.8% of stocks with today’s low < yesterday’s low. (86.2% greater than).

EVIDENCE OF INTRADAY TREND (20161031 9:33 am ET)
40.0% of stocks are above today’s open. (53.6% are below).
34.2% of stocks are above today’s open and yesterday’s close.
27.8% are below both.
5.6% of stocks opened above yesterday’s high.
71.9% of stocks opened above yesterday’s close. (23.5% opened below yesterday’s close).
5.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161031 9:33 am ET)
17.7% of stocks are in the top 10% of today’s range.
23.9% are in the top 20%.
46.8% are in the top half. 53.2% of stocks are in the bottom half of today’s range.
31.3% are in the bottom 20%.
23.6% are in the bottom 10%.

GAIN (20161031 9:33 am ET)
65.9% of stocks are above yesterday’s close. (34.1% are below.)
0.4% are up 4.5% or more. 0.2% are down 4.5% or more.
0.8% are up 3.5% or more. 0.2% are down 3.5% or more.
86.5% are between +1% and -1%.

RSI on DAILY (20161031 9:33 am ET)
2-day: >=95:3.0%…>=90:6.0%…>=80:14.9%…>=50:45.0%…<=20:25.0%…<=10:15.6%…<=5:10.5%…
9-day: >=95:0.1%…>=90:0.2%…>=80:1.3%…>=50:34.3%…<=20:4.8%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:33.9%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161031 9:33 am ET)
6.4% above previous 1 highs, 9.0% below previous 1 lows
3.7% above previous 2 highs, 7.6% below previous 2 lows
3.0% above previous 3 highs, 6.4% below previous 3 lows
2.5% above previous 4 highs, 6.2% below previous 4 lows
1.9% above previous 5 highs, 6.1% below previous 5 lows
1.8% above previous 6 highs, 5.9% below previous 6 lows
1.8% above previous 7 highs, 5.9% below previous 7 lows
1.8% above previous 8 highs, 5.8% below previous 8 lows
1.8% above previous 9 highs, 5.8% below previous 9 lows
1.8% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161031 9:33 am ET)
65.9% are above or equal to 10/28 close (1 days ago), 34.1% are below.
56.0% are above or equal to 10/27 close (2 days ago), 44.0% are below.
38.5% are above or equal to 10/26 close (3 days ago), 61.5% are below.
34.3% are above or equal to 10/25 close (4 days ago), 65.7% are below.
28.2% are above or equal to 10/24 close (5 days ago), 71.8% are below.
33.7% are above or equal to 10/21 close (6 days ago), 66.3% are below.
34.7% are above or equal to 10/20 close (7 days ago), 65.3% are below.
32.4% are above or equal to 10/19 close (8 days ago), 67.6% are below.
37.3% are above or equal to 10/18 close (9 days ago), 62.7% are below.
43.5% are above or equal to 10/17 close (10 days ago), 56.5% are below.
40.8% are above or equal to 10/14 close (11 days ago), 59.2% are below.
40.9% are above or equal to 10/13 close (12 days ago), 59.1% are below.
38.2% are above or equal to 10/12 close (13 days ago), 61.8% are below.
40.0% are above or equal to 10/11 close (14 days ago), 60.0% are below.
31.3% are above or equal to 10/10 close (15 days ago), 68.7% are below.
35.7% are above or equal to 10/7 close (16 days ago), 64.3% are below.
32.8% are above or equal to 10/6 close (17 days ago), 67.2% are below.
33.8% are above or equal to 10/5 close (18 days ago), 66.2% are below.
36.5% are above or equal to 10/4 close (19 days ago), 63.5% are below.
32.3% are above or equal to 10/3 close (20 days ago), 67.7% are below.
30.2% are above or equal to 9/30 close (21 days ago), 69.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161031 9:33 am ET)
20d: 1.9% new highs, 6.4% new lows
21d: 1.8% new highs, 6.2% new lows
42d: 1.6% new highs, 3.3% new lows
63d: 1.4% new highs, 2.2% new lows
126d: 1.0% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161031 9:33 am ET)
2-day: 62.9% above, 37.1% below
3-day: 59.4% above, 40.6% below
4-day: 46.7% above, 53.3% below
5-day: 40.4% above, 59.6% below
8-day: 33.6% above, 66.4% below
10-day: 33.7% above, 66.3% below
20-day: 34.7% above, 65.3% below
50-day: 33.1% above, 66.9% below
200-day: 61.0% above, 39.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161031 9:33 am ET)
DISV(50): 0.67% Top=TMH ASGN AMN MA HRI CXW RHI ZG ….. VNTV YY ILG SBAC AL SERV ATHN XRS=Bottom (Diversified Services)
ELEC(49): 0.47% Top=SIMO MU OCLR AMD SCTY QRVO NVDA XLNX ….. FLEX JBL TTMI SWKS AVGO CSIQ CRUS SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(31): 0.37% Top=SAVE SWFT DAL LUV UAL AAL LSTR CSX ….. WERN AIRM ALK KSU CNI NAT GBX TRN=Bottom (Transportation)
MANU(41): 0.37% Top=KMT ROP DDD DE FLS ETN ITT ATI ….. AOS DCI MHK SWK ROK CRS MRC PRLB=Bottom (Manufacturing)
INSU(29): 0.36% Top=L XL HIG AIG LNC MET WLTW AFL ….. MMC AON FNF RDN AFSI VR CLGX MTG=Bottom (Insurance)
MATE(27): 0.36% Top=WM CVA LEN VMC RSG DY PHM DHI ….. SUM SRCL EME WCIC USG WCN BECN AWI=Bottom (Materials & Construction)
COHW(41): 0.30% Top=LVLT ZAYO ACIA FNSR INFN LITE QCOM STX ….. CUDA BCE MSI COMM NTGR BBRY GIMO CTL=Bottom (Computer Hardware/Telecom)
FINA(91): 0.30% Top=YRD SLM WU MS SEIC AMTD VOYA EFX ….. HAWK IVZ AMP KKR BANC ISBC BX CBOE=Bottom (Banks/Financials)
COSW(91): 0.28% Top=CHKP TWLO MB MSCI JCOM CRM ADSK CVLT ….. PFPT MDRX SABR MDSO VIPS WB WUBA TEAM=Bottom (Computer Software/Internet)
REAL(94): 0.22% Top=AIV LPT WRI COR RLGY GGP NLY EQR ….. CUZ MPW QTS O ALLY CONE CBL EDR=Bottom (Real Estate)
RETA(57): 0.18% Top=GNC M ETSY AMZN BABA TIF SIG WBA ….. URBN CPRT OLLI W FINL DSW AN LB=Bottom (Retail & Specialty Retail)
LEIS(38): 0.11% Top=FRGI HLT DRI MAR TXRH LVS RCL WYN ….. WEN DNKN SBUX BLMN EXPE PLAY BWLD GPRO=Bottom (Leisure)
CONS(56): -0.03% Top=FOSL GT AVP FBHS CCK PKG SEE HAR ….. IRBT CRI KS HBI LULU GIII KATE NKE=Bottom (Consumer)
CHEM(29): -0.07% Top=KRA PAH CC CE SHW AXTA ALB POL ….. AGU ASH CF EMN MOS GPRE MEOH HUN=Bottom (Chemicals/Fertilizers)
HEAL(57): -0.20% Top=INCR DVA AMSG MOH ESRX PRXL EVHC DXCM ….. CYNO IRWD XRAY RMD SYK ABMD EW ZBH=Bottom (Health)
META(27): -0.24% Top=CNX SCCO STLD AA NUE TCK CDE NEM ….. SLW AG X AGI CENX SLCA CMC FMSA=Bottom (Metals & Mining)
ENER(89): -0.59% Top=HFC WMB MPC MPLX WNR VLO INT PSX ….. WPX MTDR EEP SM OAS CRZO ATW SN=Bottom (Energy)

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 9:33 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

10/28/2016

Filed under: Market Stats — daytrend @ 12:32 pm

Market Stats at 1:31 pm ET
by daytrend on 20161028. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 893.

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 (20161028 1:31 pm ET)
13.1% of stocks are above yesterday’s high.
36.3% are above yesterday’s midpoint. (63.7% are below.)
22.4% are below yesterday’s low.
64.5% are inside yesterday’s range.
36.5% of stocks with today’s high > yesterday’s high. (63.5% less than).
41.4% of stocks with today’s low < yesterday’s low. (58.6% greater than).

EVIDENCE OF INTRADAY TREND (20161028 1:31 pm ET)
51.1% of stocks are above today’s open. (47.6% are below).
45.4% of stocks are above today’s open and yesterday’s close.
41.0% are below both.
4.6% of stocks opened above yesterday’s high.
54.2% of stocks opened above yesterday’s close. (41.2% opened below yesterday’s close).
10.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161028 1:31 pm ET)
1.1% of stocks are in the top 10% of today’s range.
5.5% are in the top 20%.
33.5% are in the top half. 66.5% of stocks are in the bottom half of today’s range.
33.3% are in the bottom 20%.
17.2% are in the bottom 10%.

GAIN (20161028 1:31 pm ET)
53.2% of stocks are above yesterday’s close. (46.8% are below.)
1.9% are up 4.5% or more. 1.6% are down 4.5% or more.
3.8% are up 3.5% or more. 2.8% are down 3.5% or more.
62.9% are between +1% and -1%.

RSI on DAILY (20161028 1:31 pm ET)
2-day: >=95:3.7%…>=90:6.6%…>=80:14.1%…>=50:35.5%…<=20:34.5%…<=10:23.9%…<=5:16.8%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.5%…>=50:32.8%…<=20:6.3%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:33.9%…<=20:1.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161028 1:31 pm ET)
13.1% above previous 1 highs, 22.4% below previous 1 lows
9.2% above previous 2 highs, 16.0% below previous 2 lows
6.9% above previous 3 highs, 15.5% below previous 3 lows
5.8% above previous 4 highs, 14.7% below previous 4 lows
5.7% above previous 5 highs, 12.8% below previous 5 lows
5.5% above previous 6 highs, 12.1% below previous 6 lows
5.2% above previous 7 highs, 11.8% below previous 7 lows
4.6% above previous 8 highs, 11.1% below previous 8 lows
4.6% above previous 9 highs, 10.8% below previous 9 lows
4.4% above previous 10 highs, 10.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161028 1:31 pm ET)
53.2% are above or equal to 10/27 close (1 days ago), 46.8% are below.
37.4% are above or equal to 10/26 close (2 days ago), 62.6% are below.
33.7% are above or equal to 10/25 close (3 days ago), 66.3% are below.
26.2% are above or equal to 10/24 close (4 days ago), 73.8% are below.
32.6% are above or equal to 10/21 close (5 days ago), 67.4% are below.
32.8% are above or equal to 10/20 close (6 days ago), 67.2% are below.
31.9% are above or equal to 10/19 close (7 days ago), 68.1% are below.
37.4% are above or equal to 10/18 close (8 days ago), 62.6% are below.
43.0% are above or equal to 10/17 close (9 days ago), 57.0% are below.
41.4% are above or equal to 10/14 close (10 days ago), 58.6% are below.
41.2% are above or equal to 10/13 close (11 days ago), 58.8% are below.
37.6% are above or equal to 10/12 close (12 days ago), 62.4% are below.
40.2% are above or equal to 10/11 close (13 days ago), 59.8% are below.
30.3% are above or equal to 10/10 close (14 days ago), 69.7% are below.
35.7% are above or equal to 10/7 close (15 days ago), 64.3% are below.
32.9% are above or equal to 10/6 close (16 days ago), 67.1% are below.
32.8% are above or equal to 10/5 close (17 days ago), 67.2% are below.
35.9% are above or equal to 10/4 close (18 days ago), 64.1% are below.
33.0% are above or equal to 10/3 close (19 days ago), 67.0% are below.
30.2% are above or equal to 9/30 close (20 days ago), 69.8% are below.
35.6% are above or equal to 9/29 close (21 days ago), 64.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161028 1:31 pm ET)
20d: 6.4% new highs, 16.5% new lows
21d: 6.3% new highs, 16.3% new lows
42d: 4.6% new highs, 13.1% new lows
63d: 4.5% new highs, 11.4% new lows
126d: 2.8% new highs, 4.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161028 1:31 pm ET)
2-day: 51.5% above, 48.5% below
3-day: 40.3% above, 59.7% below
4-day: 35.6% above, 64.4% below
5-day: 30.5% above, 69.5% below
8-day: 31.0% above, 69.0% below
10-day: 32.8% above, 67.2% below
20-day: 33.8% above, 66.2% below
50-day: 34.8% above, 65.2% below
200-day: 60.8% above, 39.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161028 1:31 pm ET)
MATE(29): 1.55% Top=SRCL AWI FLR CAA MLM LEN SUM USG ….. MAS FAST OC TPH BECN WCIC CVA WY=Bottom (Materials & Construction)
LEIS(38): 1.05% Top=RCL EXPE CCL BJRI PLAY PNRA MMYT DRI ….. YUM HLT MCD BLMN SBUX PLNT PZZA ARMK=Bottom (Leisure)
META(26): 0.60% Top=FCX CNX NUE ABX TCK TAHO FMSA AG ….. STLD SLW RGLD PAAS SCCO CMC CDE AGI=Bottom (Metals & Mining)
CHEM(29): 0.47% Top=HUN EMN KRA CC ALB GPRE GRA WLK ….. DD PPG CF DOW POL MEOH OLN PAH=Bottom (Chemicals/Fertilizers)
COSW(91): 0.43% Top=FTNT AZPN TRIP XRX BIDU FFIV SPLK PTC ….. SYNT SINA CVLT LOCK TEAM TWLO CA EA=Bottom (Computer Software/Internet)
HEAL(57): 0.39% Top=HLS IART SYK LPNT BSX BABY EW DXCM ….. BKD UHS INCR CYNO HCA AET MOH ESRX=Bottom (Health)
MANU(41): 0.36% Top=KMT ATI GE LII TEX XYL BWXT DOV ….. WOR DHR MRC DDD SWK CRS FLS PRLB=Bottom (Manufacturing)
ELEC(49): 0.35% Top=CRUS FTV FLEX AMD CAVM TER AMBA JBL ….. GLW CY MU AYI AVGO WAT SPWR SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(49): 0.35% Top=RCII MA KBR CAR ACM XRS ZG ATHN ….. MCO URI HRI CXW TRU YY TMH ASGN=Bottom (Diversified Services)
CONS(56): 0.28% Top=HBI DECK PBI LEG WHR LULU WWW SKX ….. PAY FOSL CRI BLL AVY NWL FN GT=Bottom (Consumer)
COHW(41): 0.23% Top=GIMO VRSN LVLT S ZAYO FNSR PANW CUDA ….. SSYS EFII CTL TDC LITE QCOM ACIA SYNA=Bottom (Computer Hardware/Telecom)
RETA(57): 0.08% Top=MIK ORLY JCP FIVE RH TGT OLLI GPS ….. ETSY MELI KMX WBA AN CVS AMZN GNC=Bottom (Retail & Specialty Retail)
REAL(91): -0.03% Top=CUBE DFT PSA SNH CPT EXR AIV TREE ….. SLG ALLY MPW KIM FR CBL OFC MAC=Bottom (Real Estate)
INSU(29): -0.07% Top=HIG AON XL VR FAF MMC CLGX CINF ….. WLTW AGO PGR RDN MET AFL CNO UNM=Bottom (Insurance)
TRAN(30): -0.32% Top=NSC UAL SWFT ALK WAB EXPD CP AAL ….. UPS HA LSTR WERN ODFL NAT XPO TRN=Bottom (Transportation)
ENER(88): -0.52% Top=CVX WLL PBF COP AR HES NBR MTDR ….. SWN DRQ QEP OIS FET COG HLX OII=Bottom (Energy)
FINA(92): -0.67% Top=PFG FII BX BANC NAVI CBOE JNS SYF ….. LPLA IVZ CFG BMO PBCT WETF LM 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 1:31 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:28 am

Market Stats at 12:27 pm ET
by daytrend on 20161028. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 893.

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 (20161028 12:27 pm ET)
23.6% of stocks are above yesterday’s high.
54.6% are above yesterday’s midpoint. (45.4% are below.)
12.0% are below yesterday’s low.
64.4% are inside yesterday’s range.
35.2% of stocks with today’s high > yesterday’s high. (64.8% less than).
35.8% of stocks with today’s low < yesterday’s low. (64.2% greater than).

EVIDENCE OF INTRADAY TREND (20161028 12:27 pm ET)
71.3% of stocks are above today’s open. (27.7% are below).
65.6% of stocks are above today’s open and yesterday’s close.
21.1% are below both.
4.6% of stocks opened above yesterday’s high.
54.2% of stocks opened above yesterday’s close. (41.2% opened below yesterday’s close).
10.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161028 12:27 pm ET)
22.6% of stocks are in the top 10% of today’s range.
36.2% are in the top 20%.
68.8% are in the top half. 31.2% of stocks are in the bottom half of today’s range.
9.5% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN (20161028 12:27 pm ET)
73.2% of stocks are above yesterday’s close. (26.8% are below.)
2.5% are up 4.5% or more. 1.5% are down 4.5% or more.
4.4% are up 3.5% or more. 2.2% are down 3.5% or more.
53.4% are between +1% and -1%.

RSI on DAILY (20161028 12:27 pm ET)
2-day: >=95:6.2%…>=90:11.0%…>=80:19.9%…>=50:52.6%…<=20:20.3%…<=10:12.8%…<=5:9.3%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.9%…>=50:38.4%…<=20:3.7%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:38.1%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161028 12:27 pm ET)
23.6% above previous 1 highs, 12.0% below previous 1 lows
16.3% above previous 2 highs, 8.3% below previous 2 lows
11.8% above previous 3 highs, 8.2% below previous 3 lows
9.2% above previous 4 highs, 8.0% below previous 4 lows
9.1% above previous 5 highs, 7.1% below previous 5 lows
8.4% above previous 6 highs, 6.8% below previous 6 lows
8.3% above previous 7 highs, 6.7% below previous 7 lows
8.1% above previous 8 highs, 6.4% below previous 8 lows
8.1% above previous 9 highs, 5.7% below previous 9 lows
7.7% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161028 12:27 pm ET)
73.2% are above or equal to 10/27 close (1 days ago), 26.8% are below.
47.9% are above or equal to 10/26 close (2 days ago), 52.1% are below.
43.7% are above or equal to 10/25 close (3 days ago), 56.3% are below.
31.8% are above or equal to 10/24 close (4 days ago), 68.2% are below.
38.4% are above or equal to 10/21 close (5 days ago), 61.6% are below.
39.1% are above or equal to 10/20 close (6 days ago), 60.9% are below.
35.8% are above or equal to 10/19 close (7 days ago), 64.2% are below.
42.1% are above or equal to 10/18 close (8 days ago), 57.9% are below.
46.9% are above or equal to 10/17 close (9 days ago), 53.1% are below.
45.8% are above or equal to 10/14 close (10 days ago), 54.2% are below.
44.8% are above or equal to 10/13 close (11 days ago), 55.2% are below.
41.4% are above or equal to 10/12 close (12 days ago), 58.6% are below.
45.0% are above or equal to 10/11 close (13 days ago), 55.0% are below.
34.4% are above or equal to 10/10 close (14 days ago), 65.6% are below.
40.2% are above or equal to 10/7 close (15 days ago), 59.8% are below.
37.0% are above or equal to 10/6 close (16 days ago), 63.0% are below.
37.0% are above or equal to 10/5 close (17 days ago), 63.0% are below.
41.0% are above or equal to 10/4 close (18 days ago), 59.0% are below.
36.5% are above or equal to 10/3 close (19 days ago), 63.5% are below.
33.8% are above or equal to 9/30 close (20 days ago), 66.2% are below.
38.1% are above or equal to 9/29 close (21 days ago), 61.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161028 12:27 pm ET)
20d: 6.2% new highs, 14.2% new lows
21d: 6.0% new highs, 14.1% new lows
42d: 4.5% new highs, 11.2% new lows
63d: 4.4% new highs, 10.0% new lows
126d: 2.8% new highs, 4.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161028 12:27 pm ET)
2-day: 72.3% above, 27.7% below
3-day: 58.3% above, 41.7% below
4-day: 50.7% above, 49.3% below
5-day: 43.6% above, 56.4% below
8-day: 38.7% above, 61.3% below
10-day: 39.9% above, 60.1% below
20-day: 39.1% above, 60.9% below
50-day: 38.2% above, 61.8% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161028 12:27 pm ET)
MATE(29): 2.02% Top=SRCL AWI FLR CAA LEN KBH DHI PHM ….. OC FAST WCN BECN WCIC CVA TPH WY=Bottom (Materials & Construction)
LEIS(38): 1.49% Top=RCL EXPE CCL BJRI PLAY MMYT PNRA DRI ….. MCD SBUX QSR BLMN PZZA PLNT ARMK FRGI=Bottom (Leisure)
CHEM(29): 1.10% Top=HUN EMN CC KRA ALB GRA WLK FMC ….. MOS MON CF SHW AXTA OLN MEOH PAH=Bottom (Chemicals/Fertilizers)
ELEC(49): 1.09% Top=CRUS FTV AMD FLEX TER CAVM NVDA JBL ….. AVGO AYI WAT CREE FIT TRMB SPWR SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(57): 1.05% Top=HLS LPNT IART SYK BSX EW BABY BCR ….. PRXL ANTM INCR HCA CYNO AET MOH ESRX=Bottom (Health)
CONS(56): 0.98% Top=HBI DECK PBI LEG WHR SKX LULU HAR ….. FOSL CRI NWL BLL AVY GPK FN GT=Bottom (Consumer)
MANU(41): 0.98% Top=KMT ATI GE XYL TEX BWXT DOV LII ….. DHR DDD DE SWK ROP FLS CRS PRLB=Bottom (Manufacturing)
COSW(91): 0.87% Top=FTNT AZPN XRX TRIP BIDU SPLK TWTR FFIV ….. SINA VIPS CVLT LOCK TWLO TEAM CA EA=Bottom (Computer Software/Internet)
COHW(41): 0.85% Top=GIMO VRSN LVLT S ZAYO CUDA FNSR PANW ….. VZ EFII SSYS CTL QCOM TDC ACIA SYNA=Bottom (Computer Hardware/Telecom)
DISV(49): 0.72% Top=MA RCII ACM CAR KBR ALLE FDC ILG ….. MYGN TRU GEO HRI YY TMH CXW ASGN=Bottom (Diversified Services)
INSU(29): 0.72% Top=AON HIG XL VR CLGX MMC FAF CINF ….. FNF PGR RDN MET AGO AFL CNO UNM=Bottom (Insurance)
RETA(57): 0.71% Top=ORLY MIK RH SIG FIVE JCP LB DKS ….. W MELI KMX WBA CVS AMZN AN GNC=Bottom (Retail & Specialty Retail)
REAL(91): 0.58% Top=CUBE DFT SNH AIV CPT PSA EXR AVB ….. KIM WPG PEB OFC MAC FR ALLY CBL=Bottom (Real Estate)
TRAN(30): 0.48% Top=UAL ALK NSC AAL KSU KNX WAB SAVE ….. WERN GBX HA LSTR ODFL XPO NAT TRN=Bottom (Transportation)
META(26): 0.30% Top=FCX SWC NUE FMSA SLCA CNX TCK X ….. AG SSRI SLW CDE RGLD CMC PAAS AGI=Bottom (Metals & Mining)
FINA(92): -0.12% Top=PFG JNS FII BX NAVI CBOE TROW SYF ….. CFG HBAN PBCT BMO OPB LM WETF BOFI=Bottom (Banks/Financials)
ENER(88): -0.14% Top=WLL CVX PBF COP MDU HES AR MUR ….. ATW DRQ SWN FET OIS COG HLX OII=Bottom (Energy)

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 12:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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