daytrend

10/11/2016

Filed under: Market Stats — daytrend @ 1:06 pm

Market Stats at 2:05 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 2:05 pm ET)
0.8% of stocks are above yesterday’s high.
5.6% are above yesterday’s midpoint. (94.4% are below.)
79.3% are below yesterday’s low.
20.0% are inside yesterday’s range.
13.2% of stocks with today’s high > yesterday’s high. (86.8% less than).
88.0% of stocks with today’s low < yesterday’s low. (12.0% greater than).

EVIDENCE OF INTRADAY TREND (20161011 2:05 pm ET)
5.7% of stocks are above today’s open. (94.0% are below).
3.2% of stocks are above today’s open and yesterday’s close.
93.2% 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 2:05 pm ET)
0.4% of stocks are in the top 10% of today’s range.
1.2% are in the top 20%.
5.0% are in the top half. 95.0% of stocks are in the bottom half of today’s range.
77.4% are in the bottom 20%.
55.0% are in the bottom 10%.

GAIN (20161011 2:05 pm ET)
4.0% of stocks are above yesterday’s close. (96.0% are below.)
0.0% are up 4.5% or more. 3.9% are down 4.5% or more.
0.0% are up 3.5% or more. 9.5% are down 3.5% or more.
25.1% are between +1% and -1%.

RSI on DAILY (20161011 2:05 pm ET)
2-day: >=95:0.7%…>=90:0.8%…>=80:2.5%…>=50:10.5%…<=20:47.8%…<=10:23.9%…<=5:12.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:28.7%…<=20:2.1%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:34.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161011 2:05 pm ET)
0.8% above previous 1 highs, 79.3% below previous 1 lows
0.7% above previous 2 highs, 53.5% below previous 2 lows
0.5% above previous 3 highs, 45.4% below previous 3 lows
0.5% above previous 4 highs, 42.1% below previous 4 lows
0.4% above previous 5 highs, 37.0% below previous 5 lows
0.4% above previous 6 highs, 34.4% below previous 6 lows
0.3% above previous 7 highs, 32.3% below previous 7 lows
0.3% above previous 8 highs, 29.6% below previous 8 lows
0.3% above previous 9 highs, 27.3% below previous 9 lows
0.3% above previous 10 highs, 23.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161011 2:05 pm ET)
4.0% are above or equal to 10/10 close (1 days ago), 96.0% are below.
24.2% are above or equal to 10/7 close (2 days ago), 75.8% are below.
20.6% are above or equal to 10/6 close (3 days ago), 79.4% are below.
23.9% are above or equal to 10/5 close (4 days ago), 76.1% are below.
34.2% are above or equal to 10/4 close (5 days ago), 65.8% are below.
29.8% are above or equal to 10/3 close (6 days ago), 70.2% are below.
28.1% are above or equal to 9/30 close (7 days ago), 71.9% are below.
38.9% are above or equal to 9/29 close (8 days ago), 61.1% are below.
31.3% are above or equal to 9/28 close (9 days ago), 68.7% are below.
36.2% are above or equal to 9/27 close (10 days ago), 63.8% are below.
42.1% are above or equal to 9/26 close (11 days ago), 57.9% are below.
34.4% are above or equal to 9/23 close (12 days ago), 65.6% are below.
31.8% are above or equal to 9/22 close (13 days ago), 68.2% are below.
37.9% are above or equal to 9/21 close (14 days ago), 62.1% are below.
48.7% are above or equal to 9/20 close (15 days ago), 51.3% are below.
45.1% are above or equal to 9/19 close (16 days ago), 54.9% are below.
48.6% are above or equal to 9/16 close (17 days ago), 51.4% are below.
45.3% are above or equal to 9/15 close (18 days ago), 54.7% are below.
54.0% are above or equal to 9/14 close (19 days ago), 46.0% are below.
51.5% are above or equal to 9/13 close (20 days ago), 48.5% are below.
38.6% are above or equal to 9/12 close (21 days ago), 61.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161011 2:05 pm ET)
20d: 3.4% new highs, 16.9% new lows
21d: 3.4% new highs, 16.3% new lows
42d: 2.7% new highs, 13.9% new lows
63d: 2.5% new highs, 10.2% new lows
126d: 2.2% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161011 2:05 pm ET)
2-day: 3.8% above, 96.2% below
3-day: 10.4% above, 89.6% below
4-day: 13.6% above, 86.4% below
5-day: 16.3% above, 83.7% below
8-day: 21.4% above, 78.6% below
10-day: 24.2% above, 75.8% below
20-day: 35.4% above, 64.6% below
50-day: 39.2% above, 60.8% below
200-day: 66.7% above, 33.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161011 2:05 pm ET)
INSU(32): -0.86% Top=AFSI AWH FAF UNM VR MTG AXS RDN ….. FNF AJG HIG PRI CNO WLTW BRO AON=Bottom (Insurance)
REAL(98): -1.11% Top=COR SUI CUZ BXMT CONE AIV WRI ELS ….. HST RLGY CLI DRH SC RLJ LHO GPT=Bottom (Real Estate)
LEIS(37): -1.17% Top=YUM SEAS BWLD DRI ZOES TXRH ISLE LVS ….. RCL BYD BLMN QSR STAY SHAK CMG GPRO=Bottom (Leisure)
TRAN(30): -1.30% Top=KSU JBHT JBLU LUV FDX CHRW WAB UPS ….. DAL XPO SAVE SWFT TRN HA NAT BRS=Bottom (Transportation)
RETA(64): -1.54% Top=KR SFM FRAN GPS COST DDS JCP KSS ….. BABA LL PAG W FINL SPLS RH ETSY=Bottom (Retail & Specialty Retail)
FINA(95): -1.58% Top=VOYA ACAS CBOE NYCB CME HBHC NSAM PVTB ….. WETF AMG JNS OMF BOFI BEN LM YRD=Bottom (Banks/Financials)
CONS(59): -1.70% Top=HBI BMS UA NKE COTY EL CHD PG ….. FOSL IP KATE KNL GIII BC HAR FN=Bottom (Consumer)
MATE(31): -1.81% Top=USCR WCN WCIC VMC KBH CAA SRCL WM ….. DY FLR TPH PWR SUM TTS AWI FAST=Bottom (Materials & Construction)
ENER(90): -1.82% Top=CRC PE TSO CPPL OAS NBR CVE FANG ….. FTI MUR ETE MRO DK SWN SN PBF=Bottom (Energy)
DISV(44): -1.94% Top=HRB MYGN CATM CXW ADS SCOR SCI VRSK ….. MAN TRU GEO ACM JEC CAR YY KBR=Bottom (Diversified Services)
MANU(38): -2.00% Top=CMI DOV GE GNRC CAT DE AGCO TEX ….. DHR MHK FLS SWK ATU IR ATI DDD=Bottom (Manufacturing)
CHEM(30): -2.04% Top=POT CHMT MEOH MON MOS AGU DD DOW ….. ASH POL UNVR AXTA CC OLN HUN PAH=Bottom (Chemicals/Fertilizers)
COSW(94): -2.21% Top=TWTR IMS TIVO TWLO IMPV GOOG DOX ANSS ….. YELP ATHM CRM ZEN MSCI BITA WB VIPS=Bottom (Computer Software/Internet)
META(26): -2.52% Top=ABX AEM NUE NEM CCJ GG SLCA SLW ….. CDE SSRI X SWC PAAS FCX AG AA=Bottom (Metals & Mining)
HEAL(54): -2.64% Top=PINC GMED HCA HLS AMSG WST EVHC UHS ….. NVRO BCR GKOS A PODD CYH ZBH ABT=Bottom (Health)
COHW(42): -2.70% Top=T AAPL CCI BCE VZ S CTL ZAYO ….. INFN SSYS ANET WDC OLED GIMO STX LITE=Bottom (Computer Hardware/Telecom)
ELEC(52): -2.98% Top=SCTY ISIL SIMO GLW AYI FLEX NVDA FSLR ….. NPTN MU IDTI AMD AMBA IPHI OCLR 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 2:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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