daytrend

10/05/2016

Filed under: Market Stats — daytrend @ 9:56 am

Market Stats at 10:56 am ET
by daytrend on 20161005. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 918.

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

COMPARED TO YESTERDAY’S RANGE (20161005 10:56 am ET)
29.3% of stocks are above yesterday’s high.
59.9% are above yesterday’s midpoint. (40.1% are below.)
13.5% are below yesterday’s low.
57.2% are inside yesterday’s range.
42.9% of stocks with today’s high > yesterday’s high. (57.1% less than).
24.5% of stocks with today’s low < yesterday’s low. (75.5% greater than).

EVIDENCE OF INTRADAY TREND (20161005 10:56 am ET)
60.1% of stocks are above today’s open. (38.9% are below).
59.3% of stocks are above today’s open and yesterday’s close.
25.8% are below both.
11.0% of stocks opened above yesterday’s high.
86.8% of stocks opened above yesterday’s close. (9.2% opened below yesterday’s close).
1.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161005 10:56 am ET)
21.6% of stocks are in the top 10% of today’s range.
32.9% are in the top 20%.
57.6% are in the top half. 42.4% of stocks are in the bottom half of today’s range.
20.9% are in the bottom 20%.
11.1% are in the bottom 10%.

GAIN (20161005 10:56 am ET)
73.4% of stocks are above yesterday’s close. (26.6% are below.)
2.1% are up 4.5% or more. 0.2% are down 4.5% or more.
4.6% are up 3.5% or more. 0.4% are down 3.5% or more.
49.0% are between +1% and -1%.

RSI on DAILY (20161005 10:56 am ET)
2-day: >=95:8.1%…>=90:16.0%…>=80:30.5%…>=50:62.0%…<=20:20.0%…<=10:14.1%…<=5:10.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:57.7%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:56.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161005 10:56 am ET)
29.3% above previous 1 highs, 13.5% below previous 1 lows
24.5% above previous 2 highs, 12.7% below previous 2 lows
21.0% above previous 3 highs, 11.8% below previous 3 lows
18.3% above previous 4 highs, 11.3% below previous 4 lows
16.8% above previous 5 highs, 10.9% below previous 5 lows
16.6% above previous 6 highs, 10.6% below previous 6 lows
16.4% above previous 7 highs, 10.5% below previous 7 lows
15.1% above previous 8 highs, 10.5% below previous 8 lows
14.4% above previous 9 highs, 10.3% below previous 9 lows
14.4% above previous 10 highs, 9.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161005 10:56 am ET)
73.4% are above or equal to 10/4 close (1 days ago), 26.6% are below.
56.0% are above or equal to 10/3 close (2 days ago), 44.0% are below.
46.8% are above or equal to 9/30 close (3 days ago), 53.2% are below.
63.0% are above or equal to 9/29 close (4 days ago), 37.0% are below.
48.4% are above or equal to 9/28 close (5 days ago), 51.6% are below.
54.8% are above or equal to 9/27 close (6 days ago), 45.2% are below.
61.4% are above or equal to 9/26 close (7 days ago), 38.6% are below.
54.5% are above or equal to 9/23 close (8 days ago), 45.5% are below.
47.7% are above or equal to 9/22 close (9 days ago), 52.3% are below.
55.3% are above or equal to 9/21 close (10 days ago), 44.7% are below.
66.2% are above or equal to 9/20 close (11 days ago), 33.8% are below.
63.9% are above or equal to 9/19 close (12 days ago), 36.1% are below.
65.7% are above or equal to 9/16 close (13 days ago), 34.3% are below.
61.5% are above or equal to 9/15 close (14 days ago), 38.5% are below.
69.8% are above or equal to 9/14 close (15 days ago), 30.2% are below.
67.9% are above or equal to 9/13 close (16 days ago), 32.1% are below.
52.8% are above or equal to 9/12 close (17 days ago), 47.2% are below.
61.9% are above or equal to 9/9 close (18 days ago), 38.1% are below.
43.2% are above or equal to 9/8 close (19 days ago), 56.8% are below.
42.0% are above or equal to 9/7 close (20 days ago), 58.0% are below.
44.3% are above or equal to 9/6 close (21 days ago), 55.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161005 10:56 am ET)
20d: 14.8% new highs, 11.3% new lows
21d: 14.6% new highs, 11.3% new lows
42d: 11.5% new highs, 10.3% new lows
63d: 10.3% new highs, 8.9% new lows
126d: 8.0% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161005 10:56 am ET)
2-day: 72.2% above, 27.8% below
3-day: 63.8% above, 36.2% below
4-day: 55.8% above, 44.2% below
5-day: 58.6% above, 41.4% below
8-day: 57.6% above, 42.4% below
10-day: 54.8% above, 45.2% below
20-day: 60.1% above, 39.9% below
50-day: 52.6% above, 47.4% below
200-day: 71.9% above, 28.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161005 10:56 am ET)
ENER(90): 2.65% Top=REN CRC ATW HLX WLL SPN SM NBR ….. WPZ RICE CPPL MMP PSXP OKS GEL RRC=Bottom (Energy)
FINA(92): 1.61% Top=VOYA EWBC YRD CMA HBHC CFR PACW UMPQ ….. NDAQ BMO CME ACAS TD PYPL EFX JNS=Bottom (Banks/Financials)
ELEC(50): 1.50% Top=NPTN CSIQ FLEX PI SPWR FSLR AVGO OCLR ….. MLNX ISIL NVDA HIMX MTSI FTV AMD MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(38): 1.14% Top=ATI PH MRC KMT CFX SEDG ITT AOS ….. HON RS GE ITW XYL DHR BWXT GNRC=Bottom (Manufacturing)
CHEM(30): 0.99% Top=MEOH MOS WLK CC HUN PAH FTK UNVR ….. MON PPG SHW GPRE PX AXTA APD RPM=Bottom (Chemicals/Fertilizers)
MATE(30): 0.98% Top=KBH USCR EXP CAA PHM OC MTZ LEN ….. WM TOL SRCL WCIC WCN TTS VMC WY=Bottom (Materials & Construction)
RETA(66): 0.95% Top=KMX NFLX SIG CHS GPS BID PAG ANF ….. ETSY KORS BIG DLTR TGT KR EBAY OLLI=Bottom (Retail & Specialty Retail)
INSU(31): 0.95% Top=CNO LNC UNM PRU MET AWH AGO AIG ….. WLTW AFSI XL CINF WRB ALL FNF VR=Bottom (Insurance)
TRAN(29): 0.88% Top=BRS TRN KSU XPO CSX CNI AAL WAB ….. UPS EXPD LUV SAVE CHRW KNX ALK SWFT=Bottom (Transportation)
DISV(47): 0.72% Top=KBR TMH CAR MYGN GPN FDC URI R ….. GEO CTAS INFO PAYX CXW YY RRD SBAC=Bottom (Diversified Services)
COHW(42): 0.62% Top=ACIA CIEN FNSR SYNA INFN JNPR TDC LITE ….. TMUS VG OLED WIN CCI VZ T GIMO=Bottom (Computer Hardware/Telecom)
CONS(59): 0.57% Top=FN FOSL OI PAY HAR GT SCSS FL ….. WRK ENR WWW FBHS CLX KS KMB VFC=Bottom (Consumer)
HEAL(55): 0.54% Top=ADPT INCR DXCM OPK ZLTQ BABY MD IRWD ….. SYK BDX DVA BCR COO RMD ANTM ACHC=Bottom (Health)
COSW(99): 0.46% Top=TWTR ATHM BITA TSS FEYE CYBR NTCT TWLO ….. SABR SYNT ZEN WB DATA SINA EQIX CRM=Bottom (Computer Software/Internet)
META(26): 0.16% Top=FMSA TCK FCX CNX CMC ABX X SLCA ….. RGLD CDE FNV AEM SSRI SLW AGI AG=Bottom (Metals & Mining)
LEIS(38): 0.04% Top=GPRO MGM SHAK WYNN PLNT SONC LVS BYD ….. DNKN STAY TXRH PLAY CCL SIX YUM ZOES=Bottom (Leisure)
REAL(96): -1.21% Top=SC BAM ALLY HST ARI CLI LHO NRZ ….. CPT STOR AIV EXR MAA MAC CUBE SBRA=Bottom (Real Estate)

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 10:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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