daytrend

10/11/2016

Filed under: Market Stats — daytrend @ 12:18 pm

Market Stats at 1:17 pm ET
by daytrend on 20161011. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 916.

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

COMPARED TO YESTERDAY’S RANGE (20161011 1:17 pm ET)
1.2% of stocks are above yesterday’s high.
7.1% are above yesterday’s midpoint. (92.9% are below.)
74.2% are below yesterday’s low.
24.6% are inside yesterday’s range.
12.9% of stocks with today’s high > yesterday’s high. (87.1% less than).
84.7% of stocks with today’s low < yesterday’s low. (15.3% greater than).

EVIDENCE OF INTRADAY TREND (20161011 1:17 pm ET)
7.6% of stocks are above today’s open. (91.4% are below).
4.0% of stocks are above today’s open and yesterday’s close.
89.8% are below both.
2.8% of stocks opened above yesterday’s high.
16.9% of stocks opened above yesterday’s close. (77.1% opened below yesterday’s close).
26.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161011 1:17 pm ET)
0.3% of stocks are in the top 10% of today’s range.
1.3% are in the top 20%.
8.5% are in the top half. 91.5% of stocks are in the bottom half of today’s range.
69.4% are in the bottom 20%.
52.9% are in the bottom 10%.

GAIN (20161011 1:17 pm ET)
6.1% of stocks are above yesterday’s close. (93.9% are below.)
0.0% are up 4.5% or more. 2.8% are down 4.5% or more.
0.0% are up 3.5% or more. 7.2% are down 3.5% or more.
31.3% are between +1% and -1%.

RSI on DAILY (20161011 1:17 pm ET)
2-day: >=95:0.7%…>=90:0.8%…>=80:3.2%…>=50:12.7%…<=20:45.3%…<=10:22.5%…<=5:10.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:31.0%…<=20:2.1%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:35.9%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161011 1:17 pm ET)
1.2% above previous 1 highs, 74.2% below previous 1 lows
0.9% above previous 2 highs, 48.5% below previous 2 lows
0.8% above previous 3 highs, 41.3% below previous 3 lows
0.5% above previous 4 highs, 38.0% below previous 4 lows
0.5% above previous 5 highs, 32.9% below previous 5 lows
0.5% above previous 6 highs, 30.5% below previous 6 lows
0.4% above previous 7 highs, 28.4% below previous 7 lows
0.4% above previous 8 highs, 25.9% below previous 8 lows
0.4% above previous 9 highs, 24.1% below previous 9 lows
0.4% above previous 10 highs, 20.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161011 1:17 pm ET)
6.1% are above or equal to 10/10 close (1 days ago), 93.9% are below.
29.9% are above or equal to 10/7 close (2 days ago), 70.1% are below.
24.7% are above or equal to 10/6 close (3 days ago), 75.3% are below.
26.9% are above or equal to 10/5 close (4 days ago), 73.1% are below.
36.1% are above or equal to 10/4 close (5 days ago), 63.9% are below.
31.8% are above or equal to 10/3 close (6 days ago), 68.2% are below.
29.6% are above or equal to 9/30 close (7 days ago), 70.4% are below.
40.1% are above or equal to 9/29 close (8 days ago), 59.9% are below.
32.1% are above or equal to 9/28 close (9 days ago), 67.9% are below.
37.4% are above or equal to 9/27 close (10 days ago), 62.6% are below.
44.4% are above or equal to 9/26 close (11 days ago), 55.6% are below.
36.5% are above or equal to 9/23 close (12 days ago), 63.5% are below.
33.2% are above or equal to 9/22 close (13 days ago), 66.8% are below.
39.3% are above or equal to 9/21 close (14 days ago), 60.7% are below.
50.9% are above or equal to 9/20 close (15 days ago), 49.1% are below.
46.5% are above or equal to 9/19 close (16 days ago), 53.5% are below.
50.5% are above or equal to 9/16 close (17 days ago), 49.5% are below.
46.6% are above or equal to 9/15 close (18 days ago), 53.4% are below.
55.9% are above or equal to 9/14 close (19 days ago), 44.1% are below.
53.5% are above or equal to 9/13 close (20 days ago), 46.5% are below.
39.8% are above or equal to 9/12 close (21 days ago), 60.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161011 1:17 pm ET)
20d: 3.4% new highs, 15.3% new lows
21d: 3.4% new highs, 14.3% new lows
42d: 2.7% new highs, 12.4% new lows
63d: 2.5% new highs, 8.8% new lows
126d: 2.2% new highs, 3.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161011 1:17 pm ET)
2-day: 5.6% above, 94.4% below
3-day: 13.2% above, 86.8% below
4-day: 16.6% above, 83.4% below
5-day: 19.7% above, 80.3% below
8-day: 24.1% above, 75.9% below
10-day: 26.4% above, 73.6% below
20-day: 37.1% above, 62.9% below
50-day: 40.3% above, 59.7% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161011 1:17 pm ET)
INSU(32): -0.83% Top=AFSI AWH FAF UNM VR AXS ORI ALL ….. MMC WLTW HIG LNC BRO CNO AON PRI=Bottom (Insurance)
REAL(98): -0.93% Top=SUI COR BXMT CBL CUZ AIV AGNC CONE ….. SHO CLI HST SC GPT DRH RLJ LHO=Bottom (Real Estate)
LEIS(37): -1.03% Top=YUM SEAS BWLD LVS TXRH DRI ZOES ISLE ….. PNRA RCL BYD QSR STAY SHAK CMG GPRO=Bottom (Leisure)
TRAN(30): -1.25% Top=KSU JBLU JBHT WAB UPS LUV CHRW FDX ….. DAL SWFT XPO TRN SAVE HA NAT BRS=Bottom (Transportation)
RETA(64): -1.27% Top=KR GPS DDS SFM COST JWN JCP KSS ….. BABA PAG W FINL SPLS ETSY BID RH=Bottom (Retail & Specialty Retail)
CONS(59): -1.46% Top=HBI BMS NKE EL UA CHD RL COTY ….. FBHS WRK ENR IP KNL GIII HAR FN=Bottom (Consumer)
FINA(95): -1.50% Top=CBOE VOYA CME LPLA HBHC ACAS NSAM PVTB ….. EV WETF OMF JNS LM YRD BEN BOFI=Bottom (Banks/Financials)
ENER(90): -1.56% Top=CRC TSO PE OAS RES WNR NBR CPPL ….. FTI ETE MUR DK SWN PBF MRO SN=Bottom (Energy)
MATE(31): -1.64% Top=KBH WCN USCR WCIC CAA VMC SRCL WM ….. TPH TPC SUM DY PWR BECN AWI FAST=Bottom (Materials & Construction)
MANU(38): -1.75% Top=DOV GE CMI TEX GNRC AGCO CAT DE ….. DHR CFX FLS ATU SWK IR ATI DDD=Bottom (Manufacturing)
DISV(44): -1.78% Top=MYGN HRB CXW SCOR SCI SBAC CATM VRSK ….. GPN MAN URI TRU GEO CAR YY KBR=Bottom (Diversified Services)
CHEM(30): -1.87% Top=POT CHMT MEOH MOS MON DD AGU GPRE ….. AXTA ASH POL UNVR OLN HUN CC PAH=Bottom (Chemicals/Fertilizers)
META(26): -1.91% Top=NEM AEM ABX NUE SLW CCJ STLD TAHO ….. CDE SSRI FNV X PAAS FCX AG AA=Bottom (Metals & Mining)
COSW(94): -2.04% Top=TWTR IMS TWLO TIVO GOOG TEAM DOX IMPV ….. MDRX CRM BITA YELP MSCI ZEN WB VIPS=Bottom (Computer Software/Internet)
HEAL(54): -2.23% Top=PINC HCA HLS UHS GMED VAR COO DGX ….. HRC BCR NVRO A CYH ZBH PODD ABT=Bottom (Health)
COHW(42): -2.38% Top=AAPL CCI T BCE ZAYO VZ S CTL ….. ANET INFN CIEN WDC OLED GIMO STX LITE=Bottom (Computer Hardware/Telecom)
ELEC(52): -2.68% Top=ISIL SIMO FLEX SCTY GLW QRVO AYI FSLR ….. CY IDTI MU IPHI OCLR AMD AMBA PI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 1:17 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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