daytrend

10/10/2016

Filed under: Market Stats — daytrend @ 9:40 am

Market Stats at 10:40 am ET
by daytrend on 20161010. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 921.

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

COMPARED TO YESTERDAY’S RANGE (20161010 10:40 am ET)
40.6% of stocks are above yesterday’s high.
78.5% are above yesterday’s midpoint. (21.5% are below.)
1.7% are below yesterday’s low.
57.7% are inside yesterday’s range.
57.7% of stocks with today’s high > yesterday’s high. (42.3% less than).
4.7% of stocks with today’s low < yesterday’s low. (95.3% greater than).

EVIDENCE OF INTRADAY TREND (20161010 10:40 am ET)
73.7% of stocks are above today’s open. (24.8% are below).
73.0% of stocks are above today’s open and yesterday’s close.
7.9% are below both.
19.0% of stocks opened above yesterday’s high.
92.1% of stocks opened above yesterday’s close. (5.6% opened below yesterday’s close).
1.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161010 10:40 am ET)
15.1% of stocks are in the top 10% of today’s range.
28.1% are in the top 20%.
60.7% are in the top half. 39.3% of stocks are in the bottom half of today’s range.
14.7% are in the bottom 20%.
7.5% are in the bottom 10%.

GAIN (20161010 10:40 am ET)
91.4% of stocks are above yesterday’s close. (8.6% are below.)
2.3% are up 4.5% or more. 0.5% are down 4.5% or more.
3.7% are up 3.5% or more. 0.5% are down 3.5% or more.
50.5% are between +1% and -1%.

RSI on DAILY (20161010 10:40 am ET)
2-day: >=95:9.3%…>=90:16.3%…>=80:31.9%…>=50:78.9%…<=20:6.0%…<=10:2.7%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:60.4%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:59.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161010 10:40 am ET)
40.6% above previous 1 highs, 1.7% below previous 1 lows
30.3% above previous 2 highs, 1.5% below previous 2 lows
23.2% above previous 3 highs, 1.3% below previous 3 lows
19.8% above previous 4 highs, 1.2% below previous 4 lows
18.3% above previous 5 highs, 1.2% below previous 5 lows
16.5% above previous 6 highs, 1.1% below previous 6 lows
15.9% above previous 7 highs, 1.1% below previous 7 lows
15.4% above previous 8 highs, 1.1% below previous 8 lows
15.2% above previous 9 highs, 0.9% below previous 9 lows
14.9% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161010 10:40 am ET)
91.4% are above or equal to 10/7 close (1 days ago), 8.6% are below.
65.5% are above or equal to 10/6 close (2 days ago), 34.5% are below.
64.4% are above or equal to 10/5 close (3 days ago), 35.6% are below.
69.6% are above or equal to 10/4 close (4 days ago), 30.4% are below.
59.0% are above or equal to 10/3 close (5 days ago), 41.0% are below.
53.3% are above or equal to 9/30 close (6 days ago), 46.7% are below.
62.4% are above or equal to 9/29 close (7 days ago), 37.6% are below.
53.0% are above or equal to 9/28 close (8 days ago), 47.0% are below.
57.7% are above or equal to 9/27 close (9 days ago), 42.3% are below.
62.8% are above or equal to 9/26 close (10 days ago), 37.2% are below.
55.5% are above or equal to 9/23 close (11 days ago), 44.5% are below.
49.6% are above or equal to 9/22 close (12 days ago), 50.4% are below.
57.9% are above or equal to 9/21 close (13 days ago), 42.1% are below.
66.7% are above or equal to 9/20 close (14 days ago), 33.3% are below.
64.1% are above or equal to 9/19 close (15 days ago), 35.9% are below.
66.3% are above or equal to 9/16 close (16 days ago), 33.7% are below.
63.0% are above or equal to 9/15 close (17 days ago), 37.0% are below.
69.6% are above or equal to 9/14 close (18 days ago), 30.4% are below.
66.8% are above or equal to 9/13 close (19 days ago), 33.2% are below.
53.6% are above or equal to 9/12 close (20 days ago), 46.4% are below.
62.6% are above or equal to 9/9 close (21 days ago), 37.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161010 10:40 am ET)
20d: 18.1% new highs, 1.3% new lows
21d: 16.9% new highs, 1.3% new lows
42d: 12.3% new highs, 0.8% new lows
63d: 11.4% new highs, 0.4% new lows
126d: 9.6% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161010 10:40 am ET)
2-day: 90.6% above, 9.4% below
3-day: 79.0% above, 21.0% below
4-day: 74.2% above, 25.8% below
5-day: 72.1% above, 27.9% below
8-day: 63.7% above, 36.3% below
10-day: 60.2% above, 39.8% below
20-day: 63.2% above, 36.8% below
50-day: 54.1% above, 45.9% below
200-day: 72.3% above, 27.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161010 10:40 am ET)
ENER(90): 2.76% Top=FANG CRC SN WLL SM FET CWEI OAS ….. SEP BPL AR COG CPPL MPLX SEMG PBF=Bottom (Energy)
META(26): 1.82% Top=TCK FMSA X SWC CMC SLCA CNX FCX ….. SSRI AG ABX GG TAHO AEM FNV AGI=Bottom (Metals & Mining)
HEAL(54): 1.37% Top=NVRO THC PODD MOH NUVA HWAY ACHC ALGN ….. COO BKD XRAY DGX PKI BAX OPK GKOS=Bottom (Health)
CHEM(30): 1.18% Top=OLN MEOH WLK PAH ALB HUN DD DOW ….. MOS CHMT RPM PX APD CF FTK MON=Bottom (Chemicals/Fertilizers)
TRAN(30): 1.18% Top=BRS XPO DAL UAL AIRM AAL LUV JBLU ….. NAT WAB KEX EXPD CP CSX UNP NSC=Bottom (Transportation)
MATE(31): 1.05% Top=USG TPH USCR DAR TPC DY SRCL TOL ….. MLM WM RSG AWI CAA TTS WCN FAST=Bottom (Materials & Construction)
FINA(96): 0.95% Top=YRD UMPQ WDR ESNT ASB OMF JNS PACW ….. ARCC ACAS WU CIT BOFI NDAQ PYPL CBOE=Bottom (Banks/Financials)
REAL(98): 0.93% Top=SBRA MPW DRH GPT SHO CLI COR PEB ….. EDR EQR ELS PSA EXR CUZ CUBE PKY=Bottom (Real Estate)
LEIS(37): 0.90% Top=PNRA WYN WYNN PLAY HLT SHAK LVS DNKN ….. RCL QSR ISLE CBRL CCL SIX SBUX GPRO=Bottom (Leisure)
ELEC(52): 0.90% Top=SCTY CRUS SPWR SNPS AMD FSLR CSIQ MXL ….. FTV AMBA QRVO MSCC XLNX IDTI FIT PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(97): 0.89% Top=CRM WB VIPS CDNS SPLK MENT MTCH BITA ….. CHKP GRUB BOX VMW IMPV SHOP TWLO TWTR=Bottom (Computer Software/Internet)
DISV(44): 0.88% Top=YY FDC RHI RBA CAR KBR AHS AL ….. FISV GPN ALLE LDOS SERV BAH INFO MYGN=Bottom (Diversified Services)
CONS(60): 0.84% Top=FOSL BC KATE KS UFS SKX OI FN ….. EL CHD LULU CLX CL KMB PG COTY=Bottom (Consumer)
COHW(42): 0.84% Top=GOGO S BRCD SYNA ANET GIMO FNSR AAPL ….. CSCO ARRS VG BBRY CAMP QCOM WIN ACIA=Bottom (Computer Hardware/Telecom)
INSU(32): 0.72% Top=CNO MTG ORI RDN LNC PRI AIG UNM ….. VR AGO AWH BRO FNF ALL PGR AXS=Bottom (Insurance)
MANU(37): 0.68% Top=SEDG AGCO ATI TEX WOR DE RS MRC ….. SWK CFX HON ROK EMR FLS ITT DOV=Bottom (Manufacturing)
RETA(65): 0.58% Top=TLRD AEO ZUMZ SIG RH BID BABA CPRT ….. OLLI WMT NFLX JCP JWN PAG BURL SHLD=Bottom (Retail & Specialty Retail)

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 10:40 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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