daytrend

10/12/2016

Filed under: Market Stats — daytrend @ 12:21 pm

Market Stats at 1:20 pm ET
by daytrend on 20161012. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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

COMPARED TO YESTERDAY’S RANGE (20161012 1:20 pm ET)
15.0% of stocks are above yesterday’s high.
45.9% are above yesterday’s midpoint. (54.1% are below.)
15.5% are below yesterday’s low.
69.5% are inside yesterday’s range.
23.6% of stocks with today’s high > yesterday’s high. (76.4% less than).
43.0% of stocks with today’s low < yesterday’s low. (57.0% greater than).

EVIDENCE OF INTRADAY TREND (20161012 1:20 pm ET)
65.7% of stocks are above today’s open. (33.2% are below).
59.0% of stocks are above today’s open and yesterday’s close.
27.3% are below both.
2.3% of stocks opened above yesterday’s high.
53.2% of stocks opened above yesterday’s close. (40.8% opened below yesterday’s close).
6.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161012 1:20 pm ET)
20.4% of stocks are in the top 10% of today’s range.
37.1% are in the top 20%.
69.4% are in the top half. 30.6% of stocks are in the bottom half of today’s range.
10.1% are in the bottom 20%.
4.5% are in the bottom 10%.

GAIN (20161012 1:20 pm ET)
66.2% of stocks are above yesterday’s close. (33.8% are below.)
0.3% are up 4.5% or more. 0.3% are down 4.5% or more.
0.9% are up 3.5% or more. 1.5% are down 3.5% or more.
64.1% are between +1% and -1%.

RSI on DAILY (20161012 1:20 pm ET)
2-day: >=95:1.6%…>=90:3.0%…>=80:8.9%…>=50:40.7%…<=20:25.0%…<=10:12.6%…<=5:7.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:37.9%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:40.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161012 1:20 pm ET)
15.0% above previous 1 highs, 15.5% below previous 1 lows
7.5% above previous 2 highs, 14.9% below previous 2 lows
6.1% above previous 3 highs, 12.9% below previous 3 lows
5.8% above previous 4 highs, 11.6% below previous 4 lows
4.5% above previous 5 highs, 11.2% below previous 5 lows
3.4% above previous 6 highs, 9.5% below previous 6 lows
3.0% above previous 7 highs, 9.1% below previous 7 lows
2.4% above previous 8 highs, 8.8% below previous 8 lows
2.3% above previous 9 highs, 8.3% below previous 9 lows
2.1% above previous 10 highs, 7.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161012 1:20 pm ET)
66.2% are above or equal to 10/11 close (1 days ago), 33.8% are below.
22.5% are above or equal to 10/10 close (2 days ago), 77.5% are below.
40.7% are above or equal to 10/7 close (3 days ago), 59.3% are below.
33.4% are above or equal to 10/6 close (4 days ago), 66.6% are below.
33.9% are above or equal to 10/5 close (5 days ago), 66.1% are below.
43.2% are above or equal to 10/4 close (6 days ago), 56.8% are below.
37.0% are above or equal to 10/3 close (7 days ago), 63.0% are below.
33.1% are above or equal to 9/30 close (8 days ago), 66.9% are below.
44.7% are above or equal to 9/29 close (9 days ago), 55.3% are below.
34.6% are above or equal to 9/28 close (10 days ago), 65.4% are below.
41.6% are above or equal to 9/27 close (11 days ago), 58.4% are below.
47.7% are above or equal to 9/26 close (12 days ago), 52.3% are below.
39.3% are above or equal to 9/23 close (13 days ago), 60.7% are below.
34.9% are above or equal to 9/22 close (14 days ago), 65.1% are below.
42.1% are above or equal to 9/21 close (15 days ago), 57.9% are below.
54.6% are above or equal to 9/20 close (16 days ago), 45.4% are below.
51.5% are above or equal to 9/19 close (17 days ago), 48.5% are below.
55.4% are above or equal to 9/16 close (18 days ago), 44.6% are below.
50.7% are above or equal to 9/15 close (19 days ago), 49.3% are below.
60.2% are above or equal to 9/14 close (20 days ago), 39.8% are below.
58.2% are above or equal to 9/13 close (21 days ago), 41.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161012 1:20 pm ET)
20d: 2.9% new highs, 10.1% new lows
21d: 2.9% new highs, 9.4% new lows
42d: 1.8% new highs, 7.9% new lows
63d: 1.5% new highs, 6.0% new lows
126d: 1.2% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161012 1:20 pm ET)
2-day: 65.0% above, 35.0% below
3-day: 37.2% above, 62.8% below
4-day: 37.0% above, 63.0% below
5-day: 34.5% above, 65.5% below
8-day: 34.8% above, 65.2% below
10-day: 34.1% above, 65.9% below
20-day: 42.2% above, 57.8% below
50-day: 40.8% above, 59.2% below
200-day: 68.1% above, 31.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161012 1:20 pm ET)
INSU(30): 1.09% Top=RDN FAF FNF AGO AXS AIG VR AJG ….. MET HIG L XL AWH PRU LNC TMK=Bottom (Insurance)
META(26): 1.07% Top=TCK CDE FCX FNV TAHO AG GG SCCO ….. STLD CNX FMSA NUE X SLCA CCJ AA=Bottom (Metals & Mining)
REAL(98): 0.95% Top=DFT ELS SUI AMT ACC DRH ARI COR ….. OHI ALLY OUT VNO CBG RLGY PKY CBL=Bottom (Real Estate)
RETA(64): 0.86% Top=KR BBY LB TLRD CHS KORS SBH LOW ….. FIVE SHLD ETSY RH TGT JCP FRAN BABA=Bottom (Retail & Specialty Retail)
DISV(46): 0.71% Top=CXW GEO RCII SERV AHS SBAC ALLE ULTA ….. ADS R CATM KBR AL CAR TMH HCSG=Bottom (Diversified Services)
CONS(59): 0.57% Top=NLS SKX PKG BERY VSTO CHD NWL UA ….. MLHR HAS PBI RL PVH OI PAY HBI=Bottom (Consumer)
MATE(32): 0.54% Top=TTS BECN WY DY MAS AWI SUM DHI ….. KBH TPC TOL USG TPH EXP SRCL FAST=Bottom (Materials & Construction)
MANU(38): 0.50% Top=SWK IR ETN MHK HON ITW DCI TTC ….. GE AME TEX FLS EMR SEDG MRC DDD=Bottom (Manufacturing)
LEIS(37): 0.49% Top=ZOES SONC WEN TXRH QSR JACK PNRA PLAY ….. STAY DPZ CCL CMG MGM WYNN SEAS GPRO=Bottom (Leisure)
FINA(92): 0.36% Top=HAWK LM WDR CFG IVZ EWBC EV JNS ….. BANC YRD BX CIT OMF KKR OZRK LPLA=Bottom (Banks/Financials)
COHW(42): -0.04% Top=CCI STX LITE WIN AAPL S BCE TMUS ….. PSTG CAMP JNPR OLED SSYS CIEN CSCO COMM=Bottom (Computer Hardware/Telecom)
HEAL(53): -0.11% Top=NVRO CYH THC DVA HCA PINC BABY BSX ….. CNC MOH OPK AET IRWD ACHC EVHC AMSG=Bottom (Health)
COSW(92): -0.17% Top=NTES MSCI WB SINA LOCK GRUB SYNT CSC ….. FFIV PFPT SPLK BITA MB TWLO NOW FTNT=Bottom (Computer Software/Internet)
TRAN(30): -0.29% Top=ALK DAL HA LUV JBLU SWFT SAVE AIRM ….. UAL NSC CSX CP AAL KSU NAT BRS=Bottom (Transportation)
ENER(91): -0.50% Top=SEMG CWEI SWN RICE FET SPN FGP SEP ….. DK NOV SN CRZO LPI PBF OAS CRC=Bottom (Energy)
ELEC(52): -0.51% Top=AMD SCTY CSIQ AYI MXL MRVL NVDA TRMB ….. MCHP XLNX SPWR CY MTSI SIMO IDTI CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30): -0.57% Top=FTK OLN HUN GRA ASH SHW PX APD ….. CE WLK EMN POT PAH GPRE CF MOS=Bottom (Chemicals/Fertilizers)

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 1:20 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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