daytrend

10/10/2016

Filed under: Market Stats — daytrend @ 11:49 am

Market Stats at 12:49 pm ET
by daytrend on 20161010. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 920.

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

COMPARED TO YESTERDAY’S RANGE (20161010 12:49 pm ET)
32.7% of stocks are above yesterday’s high.
65.9% are above yesterday’s midpoint. (34.1% are below.)
5.9% are below yesterday’s low.
61.4% are inside yesterday’s range.
59.8% of stocks with today’s high > yesterday’s high. (40.2% less than).
10.8% of stocks with today’s low < yesterday’s low. (89.2% greater than).

EVIDENCE OF INTRADAY TREND (20161010 12:49 pm ET)
57.4% of stocks are above today’s open. (40.9% are below).
57.0% of stocks are above today’s open and yesterday’s close.
18.5% are below both.
19.0% of stocks opened above yesterday’s high.
92.1% of stocks opened above yesterday’s close. (5.7% opened below yesterday’s close).
1.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161010 12:49 pm ET)
8.0% of stocks are in the top 10% of today’s range.
14.5% are in the top 20%.
40.7% are in the top half. 59.3% of stocks are in the bottom half of today’s range.
29.8% are in the bottom 20%.
17.5% are in the bottom 10%.

GAIN (20161010 12:49 pm ET)
81.2% of stocks are above yesterday’s close. (18.8% are below.)
1.8% are up 4.5% or more. 0.5% are down 4.5% or more.
3.3% are up 3.5% or more. 0.8% are down 3.5% or more.
58.8% are between +1% and -1%.

RSI on DAILY (20161010 12:49 pm ET)
2-day: >=95:7.6%…>=90:13.9%…>=80:28.8%…>=50:66.4%…<=20:9.9%…<=10:5.1%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.5%…>=50:56.4%…<=20:1.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:55.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161010 12:49 pm ET)
32.7% above previous 1 highs, 5.9% below previous 1 lows
24.7% above previous 2 highs, 4.0% below previous 2 lows
19.1% above previous 3 highs, 3.4% below previous 3 lows
15.9% above previous 4 highs, 2.8% below previous 4 lows
15.0% above previous 5 highs, 2.7% below previous 5 lows
13.5% above previous 6 highs, 2.4% below previous 6 lows
12.4% above previous 7 highs, 2.1% below previous 7 lows
11.6% above previous 8 highs, 1.7% below previous 8 lows
11.5% above previous 9 highs, 1.3% below previous 9 lows
11.1% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161010 12:49 pm ET)
81.2% are above or equal to 10/7 close (1 days ago), 18.8% are below.
56.1% are above or equal to 10/6 close (2 days ago), 43.9% are below.
56.8% are above or equal to 10/5 close (3 days ago), 43.2% are below.
63.6% are above or equal to 10/4 close (4 days ago), 36.4% are below.
55.0% are above or equal to 10/3 close (5 days ago), 45.0% are below.
49.6% are above or equal to 9/30 close (6 days ago), 50.4% are below.
59.9% are above or equal to 9/29 close (7 days ago), 40.1% are below.
48.7% are above or equal to 9/28 close (8 days ago), 51.3% are below.
54.6% are above or equal to 9/27 close (9 days ago), 45.4% are below.
61.6% are above or equal to 9/26 close (10 days ago), 38.4% are below.
53.9% are above or equal to 9/23 close (11 days ago), 46.1% are below.
48.3% are above or equal to 9/22 close (12 days ago), 51.7% are below.
56.0% are above or equal to 9/21 close (13 days ago), 44.0% are below.
65.0% are above or equal to 9/20 close (14 days ago), 35.0% are below.
62.3% are above or equal to 9/19 close (15 days ago), 37.7% are below.
65.2% are above or equal to 9/16 close (16 days ago), 34.8% are below.
60.9% are above or equal to 9/15 close (17 days ago), 39.1% are below.
68.7% are above or equal to 9/14 close (18 days ago), 31.3% are below.
66.0% are above or equal to 9/13 close (19 days ago), 34.0% are below.
52.2% are above or equal to 9/12 close (20 days ago), 47.8% are below.
61.8% are above or equal to 9/9 close (21 days ago), 38.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161010 12:49 pm ET)
20d: 19.0% new highs, 1.6% new lows
21d: 18.2% new highs, 1.6% new lows
42d: 12.8% new highs, 0.9% new lows
63d: 11.8% new highs, 0.5% new lows
126d: 10.0% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161010 12:49 pm ET)
2-day: 80.2% above, 19.8% below
3-day: 68.4% above, 31.6% below
4-day: 62.2% above, 37.8% below
5-day: 62.2% above, 37.8% below
8-day: 57.3% above, 42.7% below
10-day: 55.5% above, 44.5% below
20-day: 60.9% above, 39.1% below
50-day: 52.4% above, 47.6% below
200-day: 72.0% above, 28.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161010 12:49 pm ET)
ENER(90): 2.10% Top=FANG SN ATW CWEI FET SM CRC PAGP ….. WPX MRO SEMG MPLX AR CPPL PBF COG=Bottom (Energy)
HEAL(54): 1.50% Top=NVRO THC MOH ZLTQ ACHC HCA PODD RMD ….. STJ LH DGX PKI XRAY BKD BAX GKOS=Bottom (Health)
META(26): 1.18% Top=TCK FMSA X SLCA CMC SCCO FCX SWC ….. AG NEM CDE FNV GG AEM AGI ABX=Bottom (Metals & Mining)
TRAN(30): 1.10% Top=LUV BRS UAL AAL JBLU XPO DAL ALK ….. CP EXPD NAT WAB UNP TRN NSC CSX=Bottom (Transportation)
LEIS(37): 0.91% Top=BWLD PNRA HLT CAKE WYN ZOES CMG WYNN ….. RCL ISLE YUM SBUX CCL CBRL SIX GPRO=Bottom (Leisure)
INSU(32): 0.80% Top=CNO PRI ORI RDN LNC MTG AWH XL ….. FAF AJG PGR AON ALL MMC FNF BRO=Bottom (Insurance)
COSW(96): 0.77% Top=CRM WB VIPS SINA NTES CDNS MDRX SPLK ….. FFIV CHKP TTWO VMW IMPV SHOP TWLO TWTR=Bottom (Computer Software/Internet)
FINA(96): 0.74% Top=YRD JNS LPLA BOFI OZRK SIVB UMPQ KEY ….. ARCC SBNY LM NDAQ FITB PYPL WU CBOE=Bottom (Banks/Financials)
DISV(44): 0.72% Top=YY RHI RBA CAR CATM FDC AHS GEO ….. URI TRU LDOS INFO RRD ADS GPN MYGN=Bottom (Diversified Services)
MATE(31): 0.70% Top=USCR EXP USG TPH SRCL DAR SUM MTZ ….. AWI WCN CAA BECN MLM DY FAST TTS=Bottom (Materials & Construction)
REAL(98): 0.65% Top=PEB GPT DRH SBRA CONE LHO COR NRF ….. EXR DDR PSA EDR OUT CUZ CUBE PKY=Bottom (Real Estate)
CHEM(30): 0.62% Top=PAH MEOH WLK OLN DOW ALB DD FMC ….. PPG MON RPM HUN EMN ASH FTK CC=Bottom (Chemicals/Fertilizers)
COHW(42): 0.45% Top=S GOGO GIMO ZAYO AAPL SYNA SSYS ANET ….. JNPR ARRS STX BBRY PSTG QCOM WIN ACIA=Bottom (Computer Hardware/Telecom)
CONS(60): 0.37% Top=FOSL BC KS WWW KATE UA SKX HBI ….. NWL KNL CL KMB WHR IP PG COTY=Bottom (Consumer)
ELEC(52): 0.26% Top=SCTY SNPS CRUS SPWR HIMX FSLR MXL CSIQ ….. MCHP ON MSCC QRVO XLNX NPTN IDTI PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(65): 0.17% Top=TLRD AEO BABA ZUMZ CPRT SFM SIG ETSY ….. PAG M WMT FIVE JWN BURL JCP SHLD=Bottom (Retail & Specialty Retail)
MANU(37): -0.09% Top=AGCO SEDG ATI WOR DE RS MRC TEX ….. SWK CFX FLS EMR GNRC ROK ITT DOV=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 12:49 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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