daytrend

10/05/2016

Filed under: Market Stats — daytrend @ 11:04 am

Market Stats at 12:03 pm 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 12:03 pm ET)
35.5% of stocks are above yesterday’s high.
64.8% are above yesterday’s midpoint. (35.2% are below.)
12.9% are below yesterday’s low.
51.6% are inside yesterday’s range.
48.0% of stocks with today’s high > yesterday’s high. (52.0% less than).
25.2% of stocks with today’s low < yesterday’s low. (74.8% greater than).

EVIDENCE OF INTRADAY TREND (20161005 12:03 pm ET)
65.3% of stocks are above today’s open. (33.2% are below).
64.5% of stocks are above today’s open and yesterday’s close.
21.9% 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 12:03 pm ET)
24.5% of stocks are in the top 10% of today’s range.
41.4% are in the top 20%.
65.3% are in the top half. 34.7% of stocks are in the bottom half of today’s range.
15.7% are in the bottom 20%.
10.0% are in the bottom 10%.

GAIN (20161005 12:03 pm ET)
77.2% of stocks are above yesterday’s close. (22.8% are below.)
3.1% are up 4.5% or more. 0.2% are down 4.5% or more.
6.4% are up 3.5% or more. 0.5% are down 3.5% or more.
42.4% are between +1% and -1%.

RSI on DAILY (20161005 12:03 pm ET)
2-day: >=95:8.4%…>=90:18.5%…>=80:33.4%…>=50:66.8%…<=20:18.8%…<=10:13.7%…<=5:10.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:59.4%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:57.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161005 12:03 pm ET)
35.5% above previous 1 highs, 12.9% below previous 1 lows
30.1% above previous 2 highs, 11.8% below previous 2 lows
25.5% above previous 3 highs, 11.0% below previous 3 lows
22.8% above previous 4 highs, 10.7% below previous 4 lows
21.2% above previous 5 highs, 10.6% below previous 5 lows
21.1% above previous 6 highs, 10.3% below previous 6 lows
20.3% above previous 7 highs, 10.1% below previous 7 lows
18.5% above previous 8 highs, 10.1% below previous 8 lows
17.9% above previous 9 highs, 10.0% below previous 9 lows
17.9% above previous 10 highs, 9.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161005 12:03 pm ET)
77.2% are above or equal to 10/4 close (1 days ago), 22.8% are below.
60.0% are above or equal to 10/3 close (2 days ago), 40.0% are below.
52.7% are above or equal to 9/30 close (3 days ago), 47.3% are below.
65.6% are above or equal to 9/29 close (4 days ago), 34.4% are below.
50.8% are above or equal to 9/28 close (5 days ago), 49.2% are below.
56.4% are above or equal to 9/27 close (6 days ago), 43.6% are below.
63.5% are above or equal to 9/26 close (7 days ago), 36.5% are below.
56.3% are above or equal to 9/23 close (8 days ago), 43.7% are below.
49.8% are above or equal to 9/22 close (9 days ago), 50.2% are below.
57.3% are above or equal to 9/21 close (10 days ago), 42.7% are below.
67.6% are above or equal to 9/20 close (11 days ago), 32.4% are below.
65.7% are above or equal to 9/19 close (12 days ago), 34.3% are below.
66.4% are above or equal to 9/16 close (13 days ago), 33.6% are below.
63.0% are above or equal to 9/15 close (14 days ago), 37.0% are below.
70.8% are above or equal to 9/14 close (15 days ago), 29.2% are below.
68.3% are above or equal to 9/13 close (16 days ago), 31.7% are below.
54.7% are above or equal to 9/12 close (17 days ago), 45.3% are below.
62.9% are above or equal to 9/9 close (18 days ago), 37.1% are below.
45.0% are above or equal to 9/8 close (19 days ago), 55.0% are below.
43.5% are above or equal to 9/7 close (20 days ago), 56.5% are below.
45.6% are above or equal to 9/6 close (21 days ago), 54.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161005 12:03 pm ET)
20d: 17.9% new highs, 11.7% new lows
21d: 17.3% new highs, 11.7% new lows
42d: 14.1% new highs, 10.8% new lows
63d: 12.5% new highs, 9.0% new lows
126d: 9.7% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161005 12:03 pm ET)
2-day: 76.0% above, 24.0% below
3-day: 68.3% above, 31.7% below
4-day: 61.2% above, 38.8% below
5-day: 63.6% above, 36.4% below
8-day: 58.9% above, 41.1% below
10-day: 57.3% above, 42.7% below
20-day: 61.9% above, 38.1% below
50-day: 53.3% above, 46.7% below
200-day: 71.9% above, 28.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161005 12:03 pm ET)
ENER(90): 2.76% Top=REN HLX CRC ATW SPN NBR PAGP FET ….. SEP CPPL MMP PSXP RICE RRC OKS GEL=Bottom (Energy)
ELEC(50): 1.78% Top=NPTN CSIQ SPWR OCLR FSLR FLEX AVGO TTMI ….. MLNX MTSI NVDA CY ISIL HIMX AMD MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(92): 1.68% Top=VOYA YRD EWBC HBHC CMA SCHW AMG PACW ….. PVTB ICE NDAQ BMO TD JNS ACAS EFX=Bottom (Banks/Financials)
MANU(38): 1.65% Top=ATI KMT PH CFX DDD TEX ITT MRC ….. RS ITW HON XYL GE BWXT DHR GNRC=Bottom (Manufacturing)
RETA(66): 1.39% Top=SHLD CHS KMX SIG BID TLRD RH NFLX ….. KR BIG COST CVS TGT EBAY DLTR OLLI=Bottom (Retail & Specialty Retail)
CHEM(30): 1.26% Top=WLK MOS PAH CF MEOH HUN CC ASH ….. SHW CHMT MON PX PPG APD AXTA RPM=Bottom (Chemicals/Fertilizers)
TRAN(29): 1.16% Top=BRS TRN XPO CSX CP KSU CNI AAL ….. UPS JBHT EXPD LUV ALK SAVE CHRW KNX=Bottom (Transportation)
MATE(30): 1.15% Top=KBH USCR PHM MTZ CAA EXP TPH FLR ….. AWI RSG SRCL WCIC WM WCN WY VMC=Bottom (Materials & Construction)
COHW(42): 1.02% Top=ACIA CIEN INFN SYNA FNSR TDC SSYS JNPR ….. VRSN TMUS CTL WIN VZ T CCI GIMO=Bottom (Computer Hardware/Telecom)
DISV(47): 0.96% Top=KBR TMH CAR GPN MYGN FDC URI R ….. CATM YY CTAS INFO PAYX CXW SBAC RRD=Bottom (Diversified Services)
INSU(31): 0.92% Top=CNO PRU AWH UNM MET LNC AGO PRI ….. TRV WRB WLTW AFSI ALL CINF FNF VR=Bottom (Insurance)
HEAL(55): 0.85% Top=ADPT DXCM ZLTQ INCR BABY CYH MD EVHC ….. HWAY XRAY DVA CNC ANTM BCR NVRO ACHC=Bottom (Health)
CONS(59): 0.76% Top=FOSL COTY FN OI PAY KATE SCSS NWL ….. UA WWW GPK KMB FBHS WRK VFC KS=Bottom (Consumer)
COSW(99): 0.76% Top=BITA TWTR ATHM TSS FEYE NTCT TWLO CYBR ….. SYNT ZEN GRUB DATA SINA EQIX WB CRM=Bottom (Computer Software/Internet)
META(26): 0.20% Top=FMSA TCK FCX CMC SCCO AA X CNX ….. GG RGLD SSRI FNV SLW AEM AGI AG=Bottom (Metals & Mining)
LEIS(38): 0.16% Top=GPRO SHAK MGM WYNN SONC TVPT PLNT BYD ….. CAKE DNKN CCL ARMK STAY YUM SIX ZOES=Bottom (Leisure)
REAL(96): -1.51% Top=BAM SC HST ALLY LHO CBL CIM ARI ….. BDN MAC STOR AIV EXR MAA 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 12:03 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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