daytrend

10/10/2016

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

Market Stats at 2:17 pm 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 2:17 pm ET)
31.1% of stocks are above yesterday’s high.
64.1% are above yesterday’s midpoint. (35.9% are below.)
7.5% are below yesterday’s low.
61.5% are inside yesterday’s range.
60.5% of stocks with today’s high > yesterday’s high. (39.5% less than).
12.6% of stocks with today’s low < yesterday’s low. (87.4% greater than).

EVIDENCE OF INTRADAY TREND (20161010 2:17 pm ET)
53.4% of stocks are above today’s open. (45.5% are below).
52.7% of stocks are above today’s open and yesterday’s close.
21.4% 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 2:17 pm ET)
5.6% of stocks are in the top 10% of today’s range.
12.2% are in the top 20%.
37.8% are in the top half. 62.2% of stocks are in the bottom half of today’s range.
34.6% are in the bottom 20%.
21.4% are in the bottom 10%.

GAIN (20161010 2:17 pm ET)
78.1% of stocks are above yesterday’s close. (21.9% are below.)
1.8% are up 4.5% or more. 0.5% are down 4.5% or more.
3.6% are up 3.5% or more. 0.8% are down 3.5% or more.
61.5% are between +1% and -1%.

RSI on DAILY (20161010 2:17 pm ET)
2-day: >=95:7.1%…>=90:13.2%…>=80:25.6%…>=50:64.9%…<=20:11.3%…<=10:5.4%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.5%…>=50:55.9%…<=20:1.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:54.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161010 2:17 pm ET)
31.1% above previous 1 highs, 7.5% below previous 1 lows
23.2% above previous 2 highs, 5.3% below previous 2 lows
18.7% above previous 3 highs, 4.5% below previous 3 lows
15.7% above previous 4 highs, 3.8% below previous 4 lows
15.0% above previous 5 highs, 3.8% below previous 5 lows
13.2% above previous 6 highs, 3.5% below previous 6 lows
11.9% above previous 7 highs, 3.3% below previous 7 lows
11.6% above previous 8 highs, 2.7% below previous 8 lows
11.4% above previous 9 highs, 2.1% below previous 9 lows
10.9% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161010 2:17 pm ET)
78.1% are above or equal to 10/7 close (1 days ago), 21.9% are below.
55.9% are above or equal to 10/6 close (2 days ago), 44.1% are below.
54.4% are above or equal to 10/5 close (3 days ago), 45.6% are below.
63.2% are above or equal to 10/4 close (4 days ago), 36.8% are below.
53.2% are above or equal to 10/3 close (5 days ago), 46.8% are below.
47.2% are above or equal to 9/30 close (6 days ago), 52.8% are below.
58.8% are above or equal to 9/29 close (7 days ago), 41.2% are below.
47.8% are above or equal to 9/28 close (8 days ago), 52.2% are below.
53.5% are above or equal to 9/27 close (9 days ago), 46.5% are below.
60.9% are above or equal to 9/26 close (10 days ago), 39.1% are below.
52.7% are above or equal to 9/23 close (11 days ago), 47.3% are below.
47.8% are above or equal to 9/22 close (12 days ago), 52.2% are below.
55.9% are above or equal to 9/21 close (13 days ago), 44.1% are below.
64.2% are above or equal to 9/20 close (14 days ago), 35.8% are below.
61.6% are above or equal to 9/19 close (15 days ago), 38.4% are below.
64.1% are above or equal to 9/16 close (16 days ago), 35.9% are below.
59.5% are above or equal to 9/15 close (17 days ago), 40.5% are below.
67.9% are above or equal to 9/14 close (18 days ago), 32.1% are below.
64.8% are above or equal to 9/13 close (19 days ago), 35.2% are below.
51.4% are above or equal to 9/12 close (20 days ago), 48.6% are below.
61.0% are above or equal to 9/9 close (21 days ago), 39.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161010 2:17 pm ET)
20d: 19.5% new highs, 2.1% new lows
21d: 18.6% new highs, 2.1% new lows
42d: 13.1% new highs, 1.4% new lows
63d: 11.9% new highs, 1.0% new lows
126d: 10.0% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161010 2:17 pm ET)
2-day: 77.3% above, 22.7% below
3-day: 65.8% above, 34.2% below
4-day: 61.1% above, 38.9% below
5-day: 60.5% above, 39.5% below
8-day: 56.4% above, 43.6% below
10-day: 54.5% above, 45.5% below
20-day: 59.2% above, 40.8% below
50-day: 51.4% above, 48.6% below
200-day: 72.0% above, 28.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161010 2:17 pm ET)
ENER(90): 2.06% Top=FANG ATW CRC HLX SN FET CWEI SM ….. MPLX RRC CPPL AR WNR SEMG PBF COG=Bottom (Energy)
HEAL(54): 1.26% Top=NVRO THC MOH ACHC PODD HCA ZLTQ RMD ….. XRAY CYH DGX VAR LH PKI BAX GKOS=Bottom (Health)
META(26): 1.26% Top=TCK FMSA X SCCO SWC SLCA CMC SSRI ….. RGLD AA FNV AGI GG NEM AEM ABX=Bottom (Metals & Mining)
TRAN(30): 1.12% Top=BRS LUV AAL UAL JBLU XPO ALK DAL ….. CP EXPD NAT WAB UNP TRN CSX NSC=Bottom (Transportation)
LEIS(37): 0.92% Top=CAKE ZOES PNRA BWLD HLT CMG MGM BLMN ….. RCL ISLE TXRH CCL YUM SBUX SIX GPRO=Bottom (Leisure)
MATE(31): 0.82% Top=USCR USG EXP SRCL TPC TPH MTZ DAR ….. KBH CAA WCN BECN LEN FAST AWI TTS=Bottom (Materials & Construction)
REAL(98): 0.77% Top=PEB SBRA DRH GPT CONE COR LHO SHO ….. OFC AMH BXP EDR VTR PSA CUBE PKY=Bottom (Real Estate)
DISV(44): 0.71% Top=YY CAR RHI RBA CATM GEO AHS FDC ….. CXW CTAS V LDOS SCOR ADS GPN MYGN=Bottom (Diversified Services)
COSW(97): 0.68% Top=WB CRM VIPS SINA NTES CDNS MDRX SPLK ….. NUAN VMW IMPV N SHOP TTWO TWLO TWTR=Bottom (Computer Software/Internet)
INSU(32): 0.63% Top=PRI CNO ORI LNC AWH MTG RDN VR ….. ALL MMC HIG FAF PGR FNF AON BRO=Bottom (Insurance)
COHW(42): 0.54% Top=S GOGO GIMO AAPL SSYS TMUS ZAYO OLED ….. ARRS STX PSTG JNPR BBRY QCOM WIN ACIA=Bottom (Computer Hardware/Telecom)
FINA(96): 0.47% Top=YRD BOFI JNS SIVB ESNT OZRK KKR HAWK ….. NDAQ BX WU LM CIT AMG NAVI CBOE=Bottom (Banks/Financials)
CONS(60): 0.31% Top=FOSL KS BC WWW UA HBI UFS KATE ….. CLX CL KMB NWL AVP PG WHR COTY=Bottom (Consumer)
CHEM(30): 0.24% Top=PAH MEOH WLK OLN ALB AGU DOW MOS ….. MON HUN RPM UNVR EMN ASH FTK CC=Bottom (Chemicals/Fertilizers)
ELEC(52): 0.17% Top=SCTY CRUS SPWR FSLR SNPS MXL HIMX CSIQ ….. ADI ON MSCC MCHP XLNX PI IDTI NPTN=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(65): 0.11% Top=TLRD BABA AEO ETSY ZUMZ SIG EBAY CPRT ….. WMT BIG M JWN FIVE BURL JCP SHLD=Bottom (Retail & Specialty Retail)
MANU(37): -0.11% Top=SEDG AGCO ATI WOR DE RS TEX DDD ….. SWK CFX GNRC FLS EMR 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 2:17 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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