daytrend

10/05/2016

Filed under: Market Stats — daytrend @ 1:22 pm

Market Stats at 2:22 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 2:22 pm ET)
34.6% of stocks are above yesterday’s high.
62.1% are above yesterday’s midpoint. (37.9% are below.)
14.3% are below yesterday’s low.
51.1% are inside yesterday’s range.
52.5% of stocks with today’s high > yesterday’s high. (47.5% less than).
27.0% of stocks with today’s low < yesterday’s low. (73.0% greater than).

EVIDENCE OF INTRADAY TREND (20161005 2:22 pm ET)
61.5% of stocks are above today’s open. (37.5% are below).
61.0% 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 2:22 pm ET)
14.1% of stocks are in the top 10% of today’s range.
27.8% are in the top 20%.
60.3% are in the top half. 39.7% of stocks are in the bottom half of today’s range.
19.7% are in the bottom 20%.
8.7% are in the bottom 10%.

GAIN (20161005 2:22 pm ET)
73.5% of stocks are above yesterday’s close. (26.5% are below.)
3.3% are up 4.5% or more. 0.3% are down 4.5% or more.
6.6% are up 3.5% or more. 1.1% are down 3.5% or more.
41.3% are between +1% and -1%.

RSI on DAILY (20161005 2:22 pm ET)
2-day: >=95:8.1%…>=90:17.1%…>=80:33.0%…>=50:64.1%…<=20:20.8%…<=10:14.6%…<=5:10.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:58.7%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:57.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161005 2:22 pm ET)
34.6% above previous 1 highs, 14.3% below previous 1 lows
28.6% above previous 2 highs, 13.1% below previous 2 lows
24.6% above previous 3 highs, 12.3% below previous 3 lows
22.2% above previous 4 highs, 11.9% below previous 4 lows
20.4% above previous 5 highs, 11.3% below previous 5 lows
20.2% above previous 6 highs, 11.1% below previous 6 lows
19.6% above previous 7 highs, 10.9% below previous 7 lows
18.3% above previous 8 highs, 10.9% below previous 8 lows
17.0% above previous 9 highs, 10.8% below previous 9 lows
17.0% above previous 10 highs, 10.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161005 2:22 pm ET)
73.5% are above or equal to 10/4 close (1 days ago), 26.5% are below.
59.3% are above or equal to 10/3 close (2 days ago), 40.7% are below.
50.2% are above or equal to 9/30 close (3 days ago), 49.8% are below.
64.1% are above or equal to 9/29 close (4 days ago), 35.9% are below.
51.3% are above or equal to 9/28 close (5 days ago), 48.7% are below.
56.1% are above or equal to 9/27 close (6 days ago), 43.9% are below.
62.6% are above or equal to 9/26 close (7 days ago), 37.4% are below.
55.1% are above or equal to 9/23 close (8 days ago), 44.9% are below.
48.7% are above or equal to 9/22 close (9 days ago), 51.3% are below.
57.1% are above or equal to 9/21 close (10 days ago), 42.9% are below.
66.1% are above or equal to 9/20 close (11 days ago), 33.9% are below.
64.3% are above or equal to 9/19 close (12 days ago), 35.7% are below.
65.9% are above or equal to 9/16 close (13 days ago), 34.1% are below.
62.7% are above or equal to 9/15 close (14 days ago), 37.3% are below.
70.5% are above or equal to 9/14 close (15 days ago), 29.5% are below.
68.0% are above or equal to 9/13 close (16 days ago), 32.0% are below.
53.8% are above or equal to 9/12 close (17 days ago), 46.2% are below.
62.3% are above or equal to 9/9 close (18 days ago), 37.7% are below.
44.6% are above or equal to 9/8 close (19 days ago), 55.4% are below.
43.1% are above or equal to 9/7 close (20 days ago), 56.9% are below.
45.0% are above or equal to 9/6 close (21 days ago), 55.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161005 2:22 pm ET)
20d: 19.6% new highs, 12.5% new lows
21d: 19.0% new highs, 12.5% new lows
42d: 15.5% new highs, 11.5% new lows
63d: 13.8% new highs, 9.6% new lows
126d: 10.9% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161005 2:22 pm ET)
2-day: 72.3% above, 27.7% below
3-day: 66.2% above, 33.8% below
4-day: 61.0% above, 39.0% below
5-day: 62.1% above, 37.9% below
8-day: 58.4% above, 41.6% below
10-day: 57.0% above, 43.0% below
20-day: 60.3% above, 39.7% below
50-day: 53.2% above, 46.8% below
200-day: 71.8% above, 28.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161005 2:22 pm ET)
ENER(90): 2.86% Top=REN HLX ATW RES RIG RDC SPN NBR ….. RRC PSXP RICE CPPL SE MMP GEL OKS=Bottom (Energy)
FINA(92): 1.65% Top=YRD VOYA EWBC BOFI AMG CMA PFG HBHC ….. WU TD PVTB ACAS JNS PYPL ESNT EFX=Bottom (Banks/Financials)
ELEC(50): 1.58% Top=CSIQ NPTN SPWR FSLR FLEX OCLR TTMI IPHI ….. FTV HIMX NVDA MLNX ISIL CY MXL AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(38): 1.49% Top=ATI KMT DDD PH CFX MRC SEDG ITT ….. ATU HON ITW BWXT DHR GE XYL GNRC=Bottom (Manufacturing)
CHEM(30): 1.42% Top=MEOH WLK PAH HUN CC MOS ASH DD ….. SHW MON CHMT PX APD PPG AXTA RPM=Bottom (Chemicals/Fertilizers)
TRAN(29): 1.17% Top=BRS TRN CP UNP CNI CSX XPO KSU ….. NAT LUV WERN CHRW ALK SAVE SWFT KNX=Bottom (Transportation)
RETA(66): 1.16% Top=SIG NFLX GPS BID SHLD LL PAG CHS ….. CASY LOW JCP BIG TGT EBAY DLTR OLLI=Bottom (Retail & Specialty Retail)
META(26): 1.12% Top=FMSA TCK FCX CMC ABX SCCO TAHO CDE ….. SWC GG PAAS AGI FNV AEM SLW AG=Bottom (Metals & Mining)
INSU(31): 1.01% Top=CNO PRU AWH MET UNM LNC AIG AGO ….. CINF MMC WRB ALL RDN AFSI FNF VR=Bottom (Insurance)
COHW(42): 1.00% Top=ACIA SYNA INFN FNSR CIEN LITE SSYS CAMP ….. VRSN S TMUS T VZ CCI WIN GIMO=Bottom (Computer Hardware/Telecom)
HEAL(55): 0.98% Top=ADPT ZLTQ BABY CYH INCR DXCM EVHC MD ….. DVA RMD HLS UHS ANTM HWAY CNC ACHC=Bottom (Health)
MATE(30): 0.81% Top=KBH USCR PHM EXP MTZ CAA FLR SUM ….. DY RSG WM WCIC WCN WY SRCL VMC=Bottom (Materials & Construction)
DISV(47): 0.74% Top=KBR TMH GPN AHS MYGN R URI JEC ….. CTAS ULTA CATM INFO CXW SBAC BAH RRD=Bottom (Diversified Services)
COSW(99): 0.62% Top=TWTR ATHM TSS NTCT MTCH TIVO TRIP NCR ….. VIPS ZEN EQIX WB GRUB SINA DATA CRM=Bottom (Computer Software/Internet)
CONS(59): 0.45% Top=FOSL COTY DECK FN PAY NWL KATE HAR ….. FBHS WWW GPK IP PKG VFC WRK KS=Bottom (Consumer)
LEIS(38): 0.17% Top=SHAK GPRO MGM WYNN TVPT WEN SONC PLNT ….. CCL JACK ARMK PLAY TXRH YUM SIX ZOES=Bottom (Leisure)
REAL(96): -1.54% Top=SC BAM CBL ALLY NRZ HST WPG LHO ….. FR SNH VER CUBE SRC AIV STOR 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 2:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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