daytrend

10/04/2016

Filed under: Market Stats — daytrend @ 9:48 am

Market Stats at 10:48 am ET
by daytrend on 20161004. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 907.

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

COMPARED TO YESTERDAY’S RANGE (20161004 10:48 am ET)
23.4% of stocks are above yesterday’s high.
56.1% are above yesterday’s midpoint. (43.9% are below.)
17.4% are below yesterday’s low.
59.2% are inside yesterday’s range.
43.7% of stocks with today’s high > yesterday’s high. (56.3% less than).
35.0% of stocks with today’s low < yesterday’s low. (65.0% greater than).

EVIDENCE OF INTRADAY TREND (20161004 10:48 am ET)
49.0% of stocks are above today’s open. (49.3% are below).
45.9% of stocks are above today’s open and yesterday’s close.
38.3% are below both.
10.4% of stocks opened above yesterday’s high.
62.7% of stocks opened above yesterday’s close. (31.9% opened below yesterday’s close).
6.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161004 10:48 am ET)
17.8% of stocks are in the top 10% of today’s range.
26.5% are in the top 20%.
54.1% are in the top half. 45.9% of stocks are in the bottom half of today’s range.
15.3% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN (20161004 10:48 am ET)
58.4% of stocks are above yesterday’s close. (41.6% are below.)
0.9% are up 4.5% or more. 1.8% are down 4.5% or more.
1.9% are up 3.5% or more. 2.1% are down 3.5% or more.
69.6% are between +1% and -1%.

RSI on DAILY (20161004 10:48 am ET)
2-day: >=95:5.0%…>=90:10.9%…>=80:24.0%…>=50:58.8%…<=20:19.5%…<=10:15.1%…<=5:10.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:58.3%…<=20:0.9%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:57.1%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161004 10:48 am ET)
23.4% above previous 1 highs, 17.4% below previous 1 lows
17.0% above previous 2 highs, 15.0% below previous 2 lows
13.9% above previous 3 highs, 13.8% below previous 3 lows
12.0% above previous 4 highs, 13.1% below previous 4 lows
11.7% above previous 5 highs, 12.7% below previous 5 lows
11.0% above previous 6 highs, 12.5% below previous 6 lows
9.4% above previous 7 highs, 12.1% below previous 7 lows
9.0% above previous 8 highs, 11.8% below previous 8 lows
9.0% above previous 9 highs, 8.7% below previous 9 lows
8.5% above previous 10 highs, 8.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161004 10:48 am ET)
58.4% are above or equal to 10/3 close (1 days ago), 41.6% are below.
44.3% are above or equal to 9/30 close (2 days ago), 55.7% are below.
66.6% are above or equal to 9/29 close (3 days ago), 33.4% are below.
48.0% are above or equal to 9/28 close (4 days ago), 52.0% are below.
56.3% are above or equal to 9/27 close (5 days ago), 43.7% are below.
63.6% are above or equal to 9/26 close (6 days ago), 36.4% are below.
53.9% are above or equal to 9/23 close (7 days ago), 46.1% are below.
46.6% are above or equal to 9/22 close (8 days ago), 53.4% are below.
56.0% are above or equal to 9/21 close (9 days ago), 44.0% are below.
68.8% are above or equal to 9/20 close (10 days ago), 31.2% are below.
66.4% are above or equal to 9/19 close (11 days ago), 33.6% are below.
68.9% are above or equal to 9/16 close (12 days ago), 31.1% are below.
63.3% are above or equal to 9/15 close (13 days ago), 36.7% are below.
73.4% are above or equal to 9/14 close (14 days ago), 26.6% are below.
70.1% are above or equal to 9/13 close (15 days ago), 29.9% are below.
52.7% are above or equal to 9/12 close (16 days ago), 47.3% are below.
63.4% are above or equal to 9/9 close (17 days ago), 36.6% are below.
41.1% are above or equal to 9/8 close (18 days ago), 58.9% are below.
41.0% are above or equal to 9/7 close (19 days ago), 59.0% are below.
43.0% are above or equal to 9/6 close (20 days ago), 57.0% are below.
41.5% are above or equal to 9/2 close (21 days ago), 58.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161004 10:48 am ET)
20d: 9.5% new highs, 8.4% new lows
21d: 9.3% new highs, 8.4% new lows
42d: 7.5% new highs, 7.3% new lows
63d: 6.6% new highs, 5.6% new lows
126d: 4.9% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161004 10:48 am ET)
2-day: 57.0% above, 43.0% below
3-day: 49.4% above, 50.6% below
4-day: 59.0% above, 41.0% below
5-day: 55.3% above, 44.7% below
8-day: 58.9% above, 41.1% below
10-day: 56.3% above, 43.7% below
20-day: 60.2% above, 39.8% below
50-day: 52.3% above, 47.7% below
200-day: 73.1% above, 26.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161004 10:48 am ET)
TRAN(29): 0.97% Top=ALK UAL JBLU DAL AAL SAVE WAB XPO ….. JBHT LUV NSC FDX NAT UPS CHRW SWFT=Bottom (Transportation)
FINA(90): 0.72% Top=BOFI OZRK CBOE C EWBC NAVI BAC LAZ ….. PSEC PVTB SEIC BEN YRD BLK BMO JNS=Bottom (Banks/Financials)
RETA(65): 0.69% Top=ETSY OLLI BBBY LL DDS W RH SIG ….. SPLS COST BURL FINL BIG AEO FIVE DLTR=Bottom (Retail & Specialty Retail)
COHW(42): 0.56% Top=PSTG BRCD S FNSR JNPR ACIA ZAYO INFN ….. CTL VZ BCE BBRY WIN T CCI OLED=Bottom (Computer Hardware/Telecom)
DISV(46): 0.46% Top=KBR YY RHI URI MAN R SBAC RRD ….. G CAR XRS RBA ZG CXW AHS GEO=Bottom (Diversified Services)
CONS(57): 0.43% Top=SCSS PAY MLHR GPK KS FOSL UFS SCS ….. ECL BLL KMB CL CHD VSTO LULU CLX=Bottom (Consumer)
ELEC(50): 0.36% Top=NPTN SWKS MXL JBL KEYS TEL IDTI IPHI ….. HIMX XLNX FTV FSLR CREE SCTY SPWR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30): 0.31% Top=GPRE CF CE OLN UNVR AXTA PX DD ….. WLK POT SHW FTK AGU ASH APD MEOH=Bottom (Chemicals/Fertilizers)
MATE(30): 0.27% Top=DY USG MTZ PWR DHI MAS TPH AWI ….. WM VMC FAST SUM WCN WY SRCL USCR=Bottom (Materials & Construction)
MANU(38): 0.27% Top=GNRC ITT MHK AOS CMI ATU TKR MRC ….. PNR PH ITW HON ETN ERII ATI RS=Bottom (Manufacturing)
LEIS(37): 0.21% Top=GPRO EXPE CAKE PNRA TXRH DRI JACK ISLE ….. SHAK BLMN EAT CMG WEN DNKN WYNN PLAY=Bottom (Leisure)
INSU(28): 0.20% Top=CNO LNC PRI MTG UNM BRO PRU RDN ….. AJG XL MMC AFSI PGR CINF TRV ALL=Bottom (Insurance)
HEAL(55): 0.04% Top=ACHC HOLX THC INCR PKI BABY SEM RMD ….. BSX BDX MD BKD PODD GKOS NVRO DXCM=Bottom (Health)
COSW(98): -0.00% Top=JD VIPS WB ATHM DBD SINA TRIP BOX ….. SABR WUBA VMW SPLK TWTR VEEV TWLO SYNT=Bottom (Computer Software/Internet)
ENER(90): -0.21% Top=WNR PBF HFC MPC DK VLO TSO FET ….. QEP ECA COG CPE GPOR DO CWEI FGP=Bottom (Energy)
REAL(96): -0.70% Top=SC CUZ RLGY RLJ DRH LHO ALLY PEB ….. ACC SNH HTA NLY AMH DLR DOC CIM=Bottom (Real Estate)
META(26): -4.18% Top=CNX SLCA AA SCCO CCJ STLD CMC FMSA ….. GG SLW AEM AGI PAAS SSRI AG TAHO=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 10:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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