daytrend

10/04/2016

Filed under: Market Stats — daytrend @ 1:42 pm

Market Stats at 2:42 pm 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 2:42 pm ET)
11.0% of stocks are above yesterday’s high.
27.3% are above yesterday’s midpoint. (72.7% are below.)
45.3% are below yesterday’s low.
43.7% are inside yesterday’s range.
46.6% of stocks with today’s high > yesterday’s high. (53.4% less than).
57.9% of stocks with today’s low < yesterday’s low. (42.1% greater than).

EVIDENCE OF INTRADAY TREND (20161004 2:42 pm ET)
19.8% of stocks are above today’s open. (79.4% are below).
18.3% of stocks are above today’s open and yesterday’s close.
71.7% 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 2:42 pm ET)
2.0% of stocks are in the top 10% of today’s range.
4.3% are in the top 20%.
14.7% are in the top half. 85.3% of stocks are in the bottom half of today’s range.
59.9% are in the bottom 20%.
33.2% are in the bottom 10%.

GAIN (20161004 2:42 pm ET)
26.9% of stocks are above yesterday’s close. (73.1% are below.)
0.9% are up 4.5% or more. 2.8% are down 4.5% or more.
1.7% are up 3.5% or more. 4.0% are down 3.5% or more.
52.7% are between +1% and -1%.

RSI on DAILY (20161004 2:42 pm ET)
2-day: >=95:2.8%…>=90:6.0%…>=80:12.3%…>=50:30.8%…<=20:35.2%…<=10:21.3%…<=5:14.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:45.3%…<=20:1.8%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:47.9%…<=20:0.6%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161004 2:42 pm ET)
11.0% above previous 1 highs, 45.3% below previous 1 lows
9.4% above previous 2 highs, 35.8% below previous 2 lows
7.4% above previous 3 highs, 28.2% below previous 3 lows
6.8% above previous 4 highs, 24.5% below previous 4 lows
6.6% above previous 5 highs, 22.4% below previous 5 lows
6.4% above previous 6 highs, 21.6% below previous 6 lows
5.5% above previous 7 highs, 21.5% below previous 7 lows
5.1% above previous 8 highs, 20.5% below previous 8 lows
5.0% above previous 9 highs, 17.4% below previous 9 lows
4.7% above previous 10 highs, 16.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161004 2:42 pm ET)
26.9% are above or equal to 10/3 close (1 days ago), 73.1% are below.
24.8% are above or equal to 9/30 close (2 days ago), 75.2% are below.
48.5% are above or equal to 9/29 close (3 days ago), 51.5% are below.
34.1% are above or equal to 9/28 close (4 days ago), 65.9% are below.
43.3% are above or equal to 9/27 close (5 days ago), 56.7% are below.
55.0% are above or equal to 9/26 close (6 days ago), 45.0% are below.
44.5% are above or equal to 9/23 close (7 days ago), 55.5% are below.
37.5% are above or equal to 9/22 close (8 days ago), 62.5% are below.
46.9% are above or equal to 9/21 close (9 days ago), 53.1% are below.
60.3% are above or equal to 9/20 close (10 days ago), 39.7% are below.
58.0% are above or equal to 9/19 close (11 days ago), 42.0% are below.
59.4% are above or equal to 9/16 close (12 days ago), 40.6% are below.
54.8% are above or equal to 9/15 close (13 days ago), 45.2% are below.
66.0% are above or equal to 9/14 close (14 days ago), 34.0% are below.
63.0% are above or equal to 9/13 close (15 days ago), 37.0% are below.
44.3% are above or equal to 9/12 close (16 days ago), 55.7% are below.
56.6% are above or equal to 9/9 close (17 days ago), 43.4% are below.
35.4% are above or equal to 9/8 close (18 days ago), 64.6% are below.
35.7% are above or equal to 9/7 close (19 days ago), 64.3% are below.
36.7% are above or equal to 9/6 close (20 days ago), 63.3% are below.
35.6% are above or equal to 9/2 close (21 days ago), 64.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161004 2:42 pm ET)
20d: 11.1% new highs, 14.2% new lows
21d: 10.9% new highs, 14.2% new lows
42d: 8.9% new highs, 12.6% new lows
63d: 7.9% new highs, 9.5% new lows
126d: 5.8% new highs, 3.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161004 2:42 pm ET)
2-day: 26.4% above, 73.6% below
3-day: 23.6% above, 76.4% below
4-day: 32.7% above, 67.3% below
5-day: 33.4% above, 66.6% below
8-day: 42.0% above, 58.0% below
10-day: 41.6% above, 58.4% below
20-day: 48.2% above, 51.8% below
50-day: 46.1% above, 53.9% below
200-day: 70.5% above, 29.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161004 2:42 pm ET)
FINA(90): 0.21% Top=OZRK NTRS KEY EWBC WAL STI C BAC ….. BEN EV SEIC WU FII BMO YRD JNS=Bottom (Banks/Financials)
INSU(28): 0.14% Top=HIG PRU UNM LNC MET XL AGO CNO ….. AON AJG TRV PGR ALL MMC CINF PRI=Bottom (Insurance)
RETA(65): -0.13% Top=ETSY OLLI BBBY FRAN DDS SIG KORS CHS ….. CASY KMX BIG LL FINL SPLS GME DLTR=Bottom (Retail & Specialty Retail)
TRAN(29): -0.13% Top=ALK HA JBLU DAL UAL EXPD CNI KEX ….. FDX UPS WERN NAT LUV NSC TRN SWFT=Bottom (Transportation)
COHW(42): -0.40% Top=PSTG ACIA ZAYO INFN BRCD FNSR S LITE ….. VG CTL HPQ T BBRY CCI WIN OLED=Bottom (Computer Hardware/Telecom)
DISV(46): -0.47% Top=YY KBR RHI MAN URI BAH IILG PCLN ….. TMH GEO RBA AHS WOOF ZG ADS FDC=Bottom (Diversified Services)
MATE(30): -0.51% Top=DY BECN PHM OC SUM FLR TPH PWR ….. CAA LEN WM WCN FAST USCR WY SRCL=Bottom (Materials & Construction)
CONS(57): -0.54% Top=KATE GIII PAY MLHR COTY TUP PVH SCS ….. CHD HAR TPX LULU CLX BMS MAT AVY=Bottom (Consumer)
LEIS(37): -0.60% Top=EXPE CAKE GPRO SEAS DRI PNRA ISLE CCL ….. EAT SONC DNKN BLMN WEN SHAK WYNN PLAY=Bottom (Leisure)
ELEC(50): -0.65% Top=MXL SWKS MLNX JBL IDTI ISIL CRUS TSRA ….. HIMX SIMO SCTY XLNX CSIQ CREE SPWR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(98): -0.74% Top=WB ATHM VIPS JD SINA CRM AKAM NTES ….. MTCH TWTR XRX WUBA GRUB TIVO TWLO SYNT=Bottom (Computer Software/Internet)
MANU(38): -0.91% Top=GNRC AOS TTC SWK MHK MRC CMI ITT ….. RS SEDG TEX WOR ETN PNR ATI ERII=Bottom (Manufacturing)
HEAL(55): -0.98% Top=SEM ACHC INCR HOLX PKI PRAH ZLTQ DVA ….. CNC ADPT HWAY CYH PODD DXCM BKD NVRO=Bottom (Health)
CHEM(30): -1.01% Top=GPRE CF UNVR CHMT MON AXTA CE PX ….. RPM FMC OLN MEOH APD ALB HUN PAH=Bottom (Chemicals/Fertilizers)
ENER(90): -1.54% Top=WNR HFC DK VLO FET TSO MPC PBF ….. HES HLX MUR SN DO WLL CRC FGP=Bottom (Energy)
REAL(96): -1.60% Top=SC RLGY RLJ KIM ALLY CUZ DRH COR ….. DFT SNH NLY NNN DLR WPG DOC CIM=Bottom (Real Estate)
META(26): -6.01% Top=CNX AA SLCA FMSA SCCO CMC NUE STLD ….. ABX SLW SSRI CDE AG AGI TAHO PAAS=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 2:42 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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