daytrend

10/06/2016

Filed under: Market Stats — daytrend @ 10:52 am

Market Stats at 11:52 am ET
by daytrend on 20161006. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 924.

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

COMPARED TO YESTERDAY’S RANGE (20161006 11:52 am ET)
16.7% of stocks are above yesterday’s high.
48.6% are above yesterday’s midpoint. (51.4% are below.)
18.3% are below yesterday’s low.
65.0% are inside yesterday’s range.
27.6% of stocks with today’s high > yesterday’s high. (72.4% less than).
56.8% of stocks with today’s low < yesterday’s low. (43.2% greater than).

EVIDENCE OF INTRADAY TREND (20161006 11:52 am ET)
55.4% of stocks are above today’s open. (42.9% are below).
43.1% of stocks are above today’s open and yesterday’s close.
38.1% are below both.
4.5% of stocks opened above yesterday’s high.
34.4% 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 11:52 am ET)
36.1% of stocks are in the top 10% of today’s range.
45.0% are in the top 20%.
73.6% are in the top half. 26.4% of stocks are in the bottom half of today’s range.
2.3% are in the bottom 20%.
0.2% are in the bottom 10%.

GAIN (20161006 11:52 am ET)
49.7% of stocks are above yesterday’s close. (50.3% are below.)
0.3% are up 4.5% or more. 0.5% are down 4.5% or more.
1.0% are up 3.5% or more. 1.0% are down 3.5% or more.
74.0% are between +1% and -1%.

RSI on DAILY (20161006 11:52 am ET)
2-day: >=95:5.1%…>=90:10.5%…>=80:24.7%…>=50:58.4%…<=20:18.9%…<=10:12.8%…<=5:9.6%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.1%…>=50:55.8%…<=20:1.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:0.1%…>=50:55.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161006 11:52 am ET)
16.7% above previous 1 highs, 18.3% below previous 1 lows
11.0% above previous 2 highs, 11.1% below previous 2 lows
9.7% above previous 3 highs, 10.1% below previous 3 lows
8.3% above previous 4 highs, 9.0% below previous 4 lows
7.5% above previous 5 highs, 8.5% below previous 5 lows
7.0% above previous 6 highs, 8.2% below previous 6 lows
6.9% above previous 7 highs, 7.6% below previous 7 lows
6.7% above previous 8 highs, 7.1% below previous 8 lows
6.5% above previous 9 highs, 7.1% below previous 9 lows
6.0% above previous 10 highs, 6.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161006 11:52 am ET)
49.7% are above or equal to 10/5 close (1 days ago), 50.3% are below.
65.7% are above or equal to 10/4 close (2 days ago), 34.3% are below.
55.4% are above or equal to 10/3 close (3 days ago), 44.6% are below.
46.6% are above or equal to 9/30 close (4 days ago), 53.4% are below.
62.0% are above or equal to 9/29 close (5 days ago), 38.0% are below.
47.3% are above or equal to 9/28 close (6 days ago), 52.7% are below.
52.9% are above or equal to 9/27 close (7 days ago), 47.1% are below.
59.8% are above or equal to 9/26 close (8 days ago), 40.2% are below.
52.7% are above or equal to 9/23 close (9 days ago), 47.3% are below.
47.3% are above or equal to 9/22 close (10 days ago), 52.7% are below.
55.4% are above or equal to 9/21 close (11 days ago), 44.6% are below.
64.5% are above or equal to 9/20 close (12 days ago), 35.5% are below.
62.0% are above or equal to 9/19 close (13 days ago), 38.0% are below.
65.2% are above or equal to 9/16 close (14 days ago), 34.8% are below.
60.4% are above or equal to 9/15 close (15 days ago), 39.6% are below.
67.4% are above or equal to 9/14 close (16 days ago), 32.6% are below.
64.9% are above or equal to 9/13 close (17 days ago), 35.1% are below.
52.4% are above or equal to 9/12 close (18 days ago), 47.6% are below.
60.3% are above or equal to 9/9 close (19 days ago), 39.7% are below.
43.7% are above or equal to 9/8 close (20 days ago), 56.3% are below.
42.1% are above or equal to 9/7 close (21 days ago), 57.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161006 11:52 am ET)
20d: 9.7% new highs, 16.3% new lows
21d: 9.3% new highs, 16.3% new lows
42d: 7.8% new highs, 14.8% new lows
63d: 7.1% new highs, 11.7% new lows
126d: 5.7% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161006 11:52 am ET)
2-day: 47.7% above, 52.3% below
3-day: 61.5% above, 38.5% below
4-day: 59.6% above, 40.4% below
5-day: 54.7% above, 45.3% below
8-day: 54.3% above, 45.7% below
10-day: 54.3% above, 45.7% below
20-day: 59.4% above, 40.6% below
50-day: 52.9% above, 47.1% below
200-day: 70.7% above, 29.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161006 11:52 am ET)
META(26): 7.02% Top=AA X FMSA SLCA CMC CDE NUE STLD ….. SWC FNV FCX TCK ABX SSRI RGLD AG=Bottom (Metals & Mining)
CHEM(30): 0.68% Top=POL OLN UNVR FTK WLK MEOH HUN CE ….. POT AGU APD GPRE CHMT MOS RPM CF=Bottom (Chemicals/Fertilizers)
MATE(30): 0.65% Top=USCR BECN OC SUM EXP WY MAS AWI ….. WCN WCIC MTZ TOL RSG PHM TPH SRCL=Bottom (Materials & Construction)
CONS(60): 0.49% Top=KS PKG IP WRK GPK RL KNL CLX ….. COH BC HAR NWL FOSL GIII UA VSTO=Bottom (Consumer)
ENER(90): 0.19% Top=FGP CVE SPN FET WLL SWN PTEN NBR ….. ETP EEP PAGP PDCE MUR PBF QEP MPLX=Bottom (Energy)
ELEC(53): 0.15% Top=PI LRCX SWKS MTSI CRUS FLEX AMD JBL ….. AMBA SIMO NVDA FIT IDTI SCTY MLNX NPTN=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(47): 0.14% Top=URI ULTA BAH SERV AHS KBR LDOS FLT ….. JEC CAR VRSK TMH TRU ACM ADS ZG=Bottom (Diversified Services)
RETA(65): 0.04% Top=DLTR WFM SFM DKS TSCO HD CASY KR ….. BID CHS SPLS GME DSW RH WMT ANF=Bottom (Retail & Specialty Retail)
REAL(98): -0.05% Top=LHO BDN PEB PSA SHO AMH MPW HIW ….. DOC DFT NNN COR CONE SBRA WPG CBL=Bottom (Real Estate)
TRAN(29): -0.10% Top=SWFT ALK CSX AAL NAT WAB KEX ODFL ….. DAL CHRW CP SAVE JBLU FDX XPO BRS=Bottom (Transportation)
COHW(42): -0.13% Top=CIEN BBRY SYNA LITE AAPL TDC COMM PSTG ….. S VG JNPR STX ACIA WDC WIN GOGO=Bottom (Computer Hardware/Telecom)
LEIS(38): -0.16% Top=SONC JACK CBRL EAT WYNN ARMK ISLE CCL ….. STAY HLT ZOES SEAS YUM SHAK TVPT GPRO=Bottom (Leisure)
HEAL(54): -0.17% Top=ZLTQ RMD PODD CNC STJ COO ALGN GKOS ….. OPK AMSG NVRO EVHC SEM THC BKD CYH=Bottom (Health)
INSU(32): -0.33% Top=MET BRO AON MTG AGO UNM WLTW AJG ….. RDN ORI AXS PGR XL VR FNF AWH=Bottom (Insurance)
FINA(94): -0.35% Top=YRD AMG WU BKU FII NSAM EWBC HBAN ….. BOFI BANC ISBC LM JNS SYF AXP WDR=Bottom (Banks/Financials)
COSW(99): -0.41% Top=CRM SYNT NTES WBMD PAYC TWLO INXN EQIX ….. FTNT YELP JD BITA VEEV DATA FEYE TWTR=Bottom (Computer Software/Internet)
MANU(37): -1.21% Top=GNRC ATI IR TTC WOR TEX DHR ATU ….. ROK PH GE XYL DDD FLS PNR 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 11:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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