daytrend

10/07/2016

Filed under: Market Stats — daytrend @ 1:18 pm

Market Stats at 2:17 pm ET
by daytrend on 20161007. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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

COMPARED TO YESTERDAY’S RANGE (20161007 2:17 pm ET)
10.9% of stocks are above yesterday’s high.
43.1% are above yesterday’s midpoint. (56.9% are below.)
25.9% are below yesterday’s low.
63.2% are inside yesterday’s range.
45.8% of stocks with today’s high > yesterday’s high. (54.2% less than).
54.1% of stocks with today’s low < yesterday’s low. (45.9% greater than).

EVIDENCE OF INTRADAY TREND (20161007 2:17 pm ET)
23.1% of stocks are above today’s open. (75.8% are below).
19.6% of stocks are above today’s open and yesterday’s close.
66.3% are below both.
15.7% of stocks opened above yesterday’s high.
61.0% of stocks opened above yesterday’s close. (33.9% opened below yesterday’s close).
3.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161007 2:17 pm ET)
4.9% of stocks are in the top 10% of today’s range.
9.3% are in the top 20%.
38.6% are in the top half. 61.4% of stocks are in the bottom half of today’s range.
11.9% are in the bottom 20%.
3.4% are in the bottom 10%.

GAIN (20161007 2:17 pm ET)
29.7% of stocks are above yesterday’s close. (70.3% are below.)
0.4% are up 4.5% or more. 1.5% are down 4.5% or more.
0.7% are up 3.5% or more. 2.6% are down 3.5% or more.
63.6% are between +1% and -1%.

RSI on DAILY (20161007 2:17 pm ET)
2-day: >=95:3.6%…>=90:7.6%…>=80:14.5%…>=50:35.8%…<=20:25.8%…<=10:13.7%…<=5:8.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:49.1%…<=20:1.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:50.5%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161007 2:17 pm ET)
10.9% above previous 1 highs, 25.9% below previous 1 lows
7.7% above previous 2 highs, 19.9% below previous 2 lows
6.5% above previous 3 highs, 13.9% below previous 3 lows
5.6% above previous 4 highs, 12.1% below previous 4 lows
4.9% above previous 5 highs, 10.6% below previous 5 lows
4.8% above previous 6 highs, 10.0% below previous 6 lows
4.7% above previous 7 highs, 9.2% below previous 7 lows
4.6% above previous 8 highs, 7.8% below previous 8 lows
4.3% above previous 9 highs, 7.5% below previous 9 lows
4.2% above previous 10 highs, 7.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161007 2:17 pm ET)
29.7% are above or equal to 10/6 close (1 days ago), 70.3% are below.
38.6% are above or equal to 10/5 close (2 days ago), 61.4% are below.
55.5% are above or equal to 10/4 close (3 days ago), 44.5% are below.
45.9% are above or equal to 10/3 close (4 days ago), 54.1% are below.
40.1% are above or equal to 9/30 close (5 days ago), 59.9% are below.
54.6% are above or equal to 9/29 close (6 days ago), 45.4% are below.
42.1% are above or equal to 9/28 close (7 days ago), 57.9% are below.
48.6% are above or equal to 9/27 close (8 days ago), 51.4% are below.
57.0% are above or equal to 9/26 close (9 days ago), 43.0% are below.
49.4% are above or equal to 9/23 close (10 days ago), 50.6% are below.
44.0% are above or equal to 9/22 close (11 days ago), 56.0% are below.
50.8% are above or equal to 9/21 close (12 days ago), 49.2% are below.
61.9% are above or equal to 9/20 close (13 days ago), 38.1% are below.
58.1% are above or equal to 9/19 close (14 days ago), 41.9% are below.
60.1% are above or equal to 9/16 close (15 days ago), 39.9% are below.
56.4% are above or equal to 9/15 close (16 days ago), 43.6% are below.
64.0% are above or equal to 9/14 close (17 days ago), 36.0% are below.
61.5% are above or equal to 9/13 close (18 days ago), 38.5% are below.
49.0% are above or equal to 9/12 close (19 days ago), 51.0% are below.
57.2% are above or equal to 9/9 close (20 days ago), 42.8% are below.
40.2% are above or equal to 9/8 close (21 days ago), 59.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161007 2:17 pm ET)
20d: 9.0% new highs, 10.2% new lows
21d: 8.2% new highs, 10.2% new lows
42d: 5.2% new highs, 8.6% new lows
63d: 4.7% new highs, 6.7% new lows
126d: 3.9% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161007 2:17 pm ET)
2-day: 28.2% above, 71.8% below
3-day: 34.0% above, 66.0% below
4-day: 40.8% above, 59.2% below
5-day: 41.5% above, 58.5% below
8-day: 43.2% above, 56.8% below
10-day: 48.0% above, 52.0% below
20-day: 53.6% above, 46.4% below
50-day: 49.5% above, 50.5% below
200-day: 70.2% above, 29.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161007 2:17 pm ET)
META(26): 0.61% Top=AGI CDE SSRI TCK AG PAAS FMSA TAHO ….. SCCO AEM CMC FCX NUE AA CCJ X=Bottom (Metals & Mining)
INSU(32): 0.38% Top=AXS VR XL AWH TRV CINF ALL PGR ….. AFL RDN PRU MTG UNM LNC PRI BRO=Bottom (Insurance)
RETA(66): -0.00% Top=GPS ETSY ZUMZ FRAN DSW KSS URBN BBY ….. BID EBAY AN SIG BBBY W PAG SHLD=Bottom (Retail & Specialty Retail)
REAL(98): -0.05% Top=PKY DFT EXR CBL CUBE NLY TWO AGNC ….. RLJ PPS MAA SHO CBG RLGY OUT CUZ=Bottom (Real Estate)
COHW(42): -0.16% Top=ARRS CTL WDC SYNA JNPR CAMP QCOM LVLT ….. VRSN BRCD BCE INFN PSTG SSYS WIN ACIA=Bottom (Computer Hardware/Telecom)
LEIS(39): -0.28% Top=CAKE BLMN QSR ZOES JACK CMG DRI SBUX ….. TVPT WYNN RCL MGM BWLD BYD CCL GPRO=Bottom (Leisure)
FINA(95): -0.38% Top=HAWK GS CIT VOYA SF SIVB C BOFI ….. AMP SYF JNS EFX IVZ NSAM FII YRD=Bottom (Banks/Financials)
ENER(89): -0.41% Top=DO RICE RRC GPOR ECA AR FTI EEP ….. CWEI DK PBF WPX COG SN HFC CRC=Bottom (Energy)
HEAL(53): -0.50% Top=HOLX INCR BABY LH XRAY COO PODD BAX ….. DVA ZLTQ THC CYH GKOS NVRO ACHC OPK=Bottom (Health)
CONS(60): -0.51% Top=KS FL RL PVH CHD DECK KATE PG ….. WRK BC WHR PAY OI COTY FBHS KNL=Bottom (Consumer)
COSW(98): -0.69% Top=SHOP GDDY NUAN INXN TWLO CHKP MENT TIVO ….. SABR ATHM TTWO DATA IMPV BOX BITA N=Bottom (Computer Software/Internet)
ELEC(53): -0.69% Top=SIMO QRVO TTMI KLAC HIMX NPTN GRMN LRCX ….. IPHI AMBA AMD CSIQ SCTY FIT FSLR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(30): -0.91% Top=WERN ODFL XPO CHRW KNX UPS FDX CSX ….. KSU UAL LUV AIRM KEX HA DAL BRS=Bottom (Transportation)
DISV(45): -0.94% Top=AL SCI MYGN WOOF FDC RHI KBR G ….. SERV ADS URI BAH CAR YY GPN RRD=Bottom (Diversified Services)
MATE(30): -1.48% Top=WCIC AWI PWR RSG WM WY DY TOL ….. EXP SUM OC BECN DAR MAS VMC MLM=Bottom (Materials & Construction)
MANU(37): -1.67% Top=WOR DE AGCO DHR BWXT RS GE CAT ….. ATU AOS TKR ATI DDD GNRC HON SEDG=Bottom (Manufacturing)
CHEM(30): -1.73% Top=HUN MON CHMT MOS ASH CE AGU FMC ….. POL RPM OLN FTK CC PAH AXTA PPG=Bottom (Chemicals/Fertilizers)

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 2:17 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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