daytrend

10/06/2016

Filed under: Market Stats — daytrend @ 1:54 pm

Market Stats at 2:54 pm 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 2:54 pm ET)
18.6% of stocks are above yesterday’s high.
51.0% are above yesterday’s midpoint. (49.0% are below.)
19.7% are below yesterday’s low.
61.7% are inside yesterday’s range.
35.0% of stocks with today’s high > yesterday’s high. (65.0% less than).
57.6% of stocks with today’s low < yesterday’s low. (42.4% greater than).

EVIDENCE OF INTRADAY TREND (20161006 2:54 pm ET)
55.8% of stocks are above today’s open. (42.7% are below).
45.1% of stocks are above today’s open and yesterday’s close.
38.4% 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 2:54 pm ET)
14.8% of stocks are in the top 10% of today’s range.
31.5% are in the top 20%.
69.5% are in the top half. 30.5% of stocks are in the bottom half of today’s range.
8.1% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN (20161006 2:54 pm ET)
50.8% of stocks are above yesterday’s close. (49.2% are below.)
0.8% are up 4.5% or more. 0.8% are down 4.5% or more.
1.5% are up 3.5% or more. 1.7% are down 3.5% or more.
70.5% are between +1% and -1%.

RSI on DAILY (20161006 2:54 pm ET)
2-day: >=95:5.5%…>=90:12.2%…>=80:27.4%…>=50:57.8%…<=20:20.1%…<=10:12.2%…<=5:9.8%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.0%…>=50:57.6%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:0.1%…>=50:57.0%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161006 2:54 pm ET)
18.6% above previous 1 highs, 19.7% below previous 1 lows
13.2% above previous 2 highs, 13.0% below previous 2 lows
11.4% above previous 3 highs, 10.9% below previous 3 lows
10.5% above previous 4 highs, 9.8% below previous 4 lows
9.5% above previous 5 highs, 9.2% below previous 5 lows
8.5% above previous 6 highs, 9.0% below previous 6 lows
8.5% above previous 7 highs, 8.4% below previous 7 lows
8.3% above previous 8 highs, 8.2% below previous 8 lows
7.8% above previous 9 highs, 8.2% below previous 9 lows
7.5% above previous 10 highs, 8.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161006 2:54 pm ET)
50.8% are above or equal to 10/5 close (1 days ago), 49.2% are below.
67.1% are above or equal to 10/4 close (2 days ago), 32.9% are below.
55.5% are above or equal to 10/3 close (3 days ago), 44.5% are below.
46.0% are above or equal to 9/30 close (4 days ago), 54.0% are below.
62.1% are above or equal to 9/29 close (5 days ago), 37.9% are below.
47.9% are above or equal to 9/28 close (6 days ago), 52.1% are below.
53.7% are above or equal to 9/27 close (7 days ago), 46.3% are below.
60.7% are above or equal to 9/26 close (8 days ago), 39.3% are below.
52.8% are above or equal to 9/23 close (9 days ago), 47.2% are below.
47.0% are above or equal to 9/22 close (10 days ago), 53.0% are below.
56.3% are above or equal to 9/21 close (11 days ago), 43.7% are below.
64.5% are above or equal to 9/20 close (12 days ago), 35.5% are below.
62.1% are above or equal to 9/19 close (13 days ago), 37.9% are below.
64.0% are above or equal to 9/16 close (14 days ago), 36.0% are below.
60.6% are above or equal to 9/15 close (15 days ago), 39.4% are below.
68.8% are above or equal to 9/14 close (16 days ago), 31.2% are below.
65.4% are above or equal to 9/13 close (17 days ago), 34.6% are below.
52.5% are above or equal to 9/12 close (18 days ago), 47.5% are below.
60.7% are above or equal to 9/9 close (19 days ago), 39.3% are below.
44.0% are above or equal to 9/8 close (20 days ago), 56.0% are below.
42.2% are above or equal to 9/7 close (21 days ago), 57.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161006 2:54 pm ET)
20d: 11.9% new highs, 16.5% new lows
21d: 11.6% new highs, 16.5% new lows
42d: 9.0% new highs, 14.9% new lows
63d: 8.2% new highs, 11.8% new lows
126d: 6.5% new highs, 3.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161006 2:54 pm ET)
2-day: 49.7% above, 50.3% below
3-day: 62.9% above, 37.1% below
4-day: 60.5% above, 39.5% below
5-day: 56.0% above, 44.0% below
8-day: 55.7% above, 44.3% below
10-day: 55.6% above, 44.4% below
20-day: 59.6% above, 40.4% below
50-day: 53.7% above, 46.3% below
200-day: 70.8% above, 29.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161006 2:54 pm ET)
META(26): 6.18% Top=AA SLCA X CNX FMSA CMC NUE STLD ….. ABX TAHO FCX AEM SSRI TCK RGLD AG=Bottom (Metals & Mining)
MATE(30): 1.31% Top=USCR BECN OC EXP SUM USG WY MAS ….. TOL TPH FLR SRCL RSG WCIC DY PHM=Bottom (Materials & Construction)
CHEM(30): 0.49% Top=POL WLK OLN UNVR DOW MEOH DD ASH ….. POT CC GPRE CHMT RPM MOS CF PAH=Bottom (Chemicals/Fertilizers)
CONS(60): 0.38% Top=KS AVP WRK PKG IP FBHS UFS GPK ….. HAR LULU FOSL SKX GIII COTY UA VSTO=Bottom (Consumer)
ELEC(53): 0.23% Top=PI LRCX MTSI AMD SWKS MSCC OCLR QRVO ….. SIMO NVDA IDTI FIT AMBA MLNX SCTY NPTN=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(47): 0.21% Top=URI BAH ULTA AL KBR LDOS AHS SERV ….. CAR TRU YY ACM SCOR ADS TMH ZG=Bottom (Diversified Services)
RETA(65): 0.20% Top=WFM SFM DLTR JCP KR DKS CASY HD ….. GES DSW RH ANF GME SPLS WMT SHLD=Bottom (Retail & Specialty Retail)
REAL(98): 0.02% Top=BDN LHO SHO ACC SC PEB SLG HIW ….. NNN BXMT COR SBRA CUZ GPT CBL WPG=Bottom (Real Estate)
ENER(90): 0.01% Top=FGP WLL CVE FET OXY NBR PTEN SLB ….. SXL ETP OKS PDCE PAGP MPLX PBF REN=Bottom (Energy)
INSU(32): -0.10% Top=MET BRO AON AGO AJG UNM AFSI WLTW ….. FAF PGR AXS RDN FNF XL AWH VR=Bottom (Insurance)
COHW(42): -0.12% Top=SYNA BBRY CIEN LITE QCOM COMM AAPL TDC ….. PANW VG S STX WIN WDC ACIA GOGO=Bottom (Computer Hardware/Telecom)
LEIS(38): -0.15% Top=SONC CBRL DNKN ISLE MGM WEN EAT PLAY ….. DRI PNRA ZOES TVPT SEAS YUM GPRO SHAK=Bottom (Leisure)
FINA(94): -0.17% Top=YRD HAWK FII FNB BKU AMG ASB C ….. COF BEN BX JNS BOFI SYF AXP WDR=Bottom (Banks/Financials)
TRAN(29): -0.23% Top=WAB ALK CSX WERN AAL ODFL LUV NSC ….. EXPD SAVE DAL FDX XPO CP JBLU BRS=Bottom (Transportation)
HEAL(54): -0.41% Top=WST RMD ZLTQ COO STJ LH CNC ANTM ….. HWAY ACHC SEM THC NVRO OPK BKD CYH=Bottom (Health)
COSW(99): -0.53% Top=CRM NTES SYNT PAYC INXN FIS DOX WBMD ….. JD BOX YELP FTNT VEEV DATA FEYE TWTR=Bottom (Computer Software/Internet)
MANU(37): -1.03% Top=GNRC ATU IR TTC ATI AGCO TKR KMT ….. PH EMR ROK FLS GE PNR DDD 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 2:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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