daytrend

10/06/2016

Filed under: Market Stats — daytrend @ 9:14 am

Market Stats at 10:13 am ET
by daytrend on 20161006. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161006 10:13 am ET)
4.1% of stocks are above yesterday’s high.
30.7% are above yesterday’s midpoint. (69.3% are below.)
33.5% are below yesterday’s low.
62.4% are inside yesterday’s range.
19.0% of stocks with today’s high > yesterday’s high. (81.0% less than).
51.9% of stocks with today’s low < yesterday’s low. (48.1% greater than).

EVIDENCE OF INTRADAY TREND (20161006 10:13 am ET)
28.9% of stocks are above today’s open. (68.6% are below).
16.5% of stocks are above today’s open and yesterday’s close.
63.1% are below both.
4.6% of stocks opened above yesterday’s high.
34.5% of stocks opened above yesterday’s close. (60.5% opened below yesterday’s close).
16.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161006 10:13 am ET)
5.2% of stocks are in the top 10% of today’s range.
10.8% are in the top 20%.
36.1% are in the top half. 63.9% of stocks are in the bottom half of today’s range.
30.3% are in the bottom 20%.
19.1% are in the bottom 10%.

GAIN (20161006 10:13 am ET)
23.4% of stocks are above yesterday’s close. (76.6% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
0.4% are up 3.5% or more. 1.0% are down 3.5% or more.
73.9% are between +1% and -1%.

RSI on DAILY (20161006 10:13 am ET)
2-day: >=95:2.7%…>=90:5.2%…>=80:11.9%…>=50:40.7%…<=20:28.4%…<=10:19.2%…<=5:12.8%…
9-day: >=95:0.1%…>=90:0.1%…>=80:0.7%…>=50:50.4%…<=20:2.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:0.1%…>=50:51.0%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161006 10:13 am ET)
4.1% above previous 1 highs, 33.5% below previous 1 lows
2.7% above previous 2 highs, 20.3% below previous 2 lows
2.4% above previous 3 highs, 17.4% below previous 3 lows
2.3% above previous 4 highs, 15.8% below previous 4 lows
2.2% above previous 5 highs, 14.8% below previous 5 lows
2.1% above previous 6 highs, 14.5% below previous 6 lows
2.1% above previous 7 highs, 13.4% below previous 7 lows
2.0% above previous 8 highs, 12.9% below previous 8 lows
2.0% above previous 9 highs, 12.8% below previous 9 lows
2.0% above previous 10 highs, 12.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161006 10:13 am ET)
23.4% are above or equal to 10/5 close (1 days ago), 76.6% are below.
55.5% are above or equal to 10/4 close (2 days ago), 44.5% are below.
44.1% are above or equal to 10/3 close (3 days ago), 55.9% are below.
37.8% are above or equal to 9/30 close (4 days ago), 62.2% are below.
54.7% are above or equal to 9/29 close (5 days ago), 45.3% are below.
41.1% are above or equal to 9/28 close (6 days ago), 58.9% are below.
47.5% are above or equal to 9/27 close (7 days ago), 52.5% are below.
56.3% are above or equal to 9/26 close (8 days ago), 43.7% are below.
48.5% are above or equal to 9/23 close (9 days ago), 51.5% are below.
42.1% are above or equal to 9/22 close (10 days ago), 57.9% are below.
51.0% are above or equal to 9/21 close (11 days ago), 49.0% are below.
61.4% are above or equal to 9/20 close (12 days ago), 38.6% are below.
57.7% are above or equal to 9/19 close (13 days ago), 42.3% are below.
60.2% are above or equal to 9/16 close (14 days ago), 39.8% are below.
56.8% are above or equal to 9/15 close (15 days ago), 43.2% are below.
65.1% are above or equal to 9/14 close (16 days ago), 34.9% are below.
62.1% are above or equal to 9/13 close (17 days ago), 37.9% are below.
48.5% are above or equal to 9/12 close (18 days ago), 51.5% are below.
57.3% are above or equal to 9/9 close (19 days ago), 42.7% are below.
40.2% are above or equal to 9/8 close (20 days ago), 59.8% are below.
39.2% are above or equal to 9/7 close (21 days ago), 60.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161006 10:13 am ET)
20d: 7.7% new highs, 15.3% new lows
21d: 7.5% new highs, 15.3% new lows
42d: 6.6% new highs, 14.1% new lows
63d: 6.1% new highs, 11.2% new lows
126d: 5.0% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161006 10:13 am ET)
2-day: 21.6% above, 78.4% below
3-day: 44.2% above, 55.8% below
4-day: 43.1% above, 56.9% below
5-day: 40.1% above, 59.9% below
8-day: 44.3% above, 55.7% below
10-day: 46.5% above, 53.5% below
20-day: 54.3% above, 45.7% below
50-day: 50.3% above, 49.7% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161006 10:13 am ET)
META(26): 6.63% Top=AA FMSA SLCA X AGI NUE CMC CNX ….. SLW SWC NEM CDE ABX AG SSRI RGLD=Bottom (Metals & Mining)
MATE(30): -0.10% Top=BECN SUM OC MLM MAS WCN WCIC EXP ….. DAR CAA TTS DY TOL MTZ SRCL TPH=Bottom (Materials & Construction)
CHEM(30): -0.14% Top=POL MEOH WLK EMN MON HUN UNVR FTK ….. SHW CC MOS DOW DD CF RPM PAH=Bottom (Chemicals/Fertilizers)
CONS(59): -0.22% Top=KS WRK PKG IP CLX KMB RL FBHS ….. KATE VSTO COH SKX UA HAR GIII FOSL=Bottom (Consumer)
INSU(32): -0.26% Top=MET BRO LNC PRU UNM MTG AON CNO ….. AXS RDN ORI FAF VR AWH PGR XL=Bottom (Insurance)
ENER(90): -0.30% Top=FGP HLX CVE SPN WLL FET PTEN OXY ….. PDCE CWEI QEP HFC ETP MPLX PBF REN=Bottom (Energy)
DISV(47): -0.33% Top=URI BAH ULTA MAN ALLE MA SERV XRS ….. SCOR CAR ADS ACM YY TMH GEO GPN=Bottom (Diversified Services)
FINA(94): -0.34% Top=YRD RF AMG BKU HBAN VOYA CME WFC ….. PYPL JNS BEN IBKR SYF LM AXP WDR=Bottom (Banks/Financials)
LEIS(38): -0.44% Top=MGM LVS CCL SONC BYD ISLE ARMK JACK ….. WEN DRI CMG EXPE YUM GPRO SHAK ZOES=Bottom (Leisure)
TRAN(29): -0.55% Top=CSX ALK WAB UNP CNI NAT NSC CP ….. WERN TRN DAL UAL JBLU XPO SAVE BRS=Bottom (Transportation)
ELEC(53): -0.57% Top=LRCX PI CSIQ SWKS CY TSRA FLEX CAVM ….. AMBA AMAT CREE SIMO NVDA IDTI SCTY NPTN=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(98): -0.63% Top=BDN NRZ EDR ACC BAM CUBE PSA SC ….. O PPS DOC GPT RLGY NNN CBL WPG=Bottom (Real Estate)
RETA(65): -0.67% Top=DLTR SFM HD LB KR BURL CPRT TSCO ….. FRAN OLLI SHLD TLRD GME RH WMT ANF=Bottom (Retail & Specialty Retail)
COHW(42): -0.71% Top=BBRY CIEN SYNA LITE AAPL ARRS QCOM CCI ….. VG GIMO FNSR WDC OLED WIN ACIA GOGO=Bottom (Computer Hardware/Telecom)
HEAL(54): -0.85% Top=RMD COO ZLTQ ANTM HWAY ALGN STJ BAX ….. THC AMSG EVHC INCR SEM NVRO BKD CYH=Bottom (Health)
COSW(99): -0.92% Top=CRM TWLO INXN SYNT DOX EQIX GOOG FIS ….. BITA AKAM FTNT MTCH YELP FEYE DATA TWTR=Bottom (Computer Software/Internet)
MANU(37): -1.73% Top=GNRC IR DE TTC BWXT ATI DHR HON ….. MRC ROK FLS DDD PNR XYL EMR AOS=Bottom (Manufacturing)

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 10:13 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: