daytrend

10/12/2016

Filed under: Market Stats — daytrend @ 2:09 pm

Market Stats at 3:09 pm ET
by daytrend on 20161012. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161012 3:09 pm ET)
17.0% of stocks are above yesterday’s high.
45.6% are above yesterday’s midpoint. (54.4% are below.)
16.6% are below yesterday’s low.
66.4% are inside yesterday’s range.
27.0% of stocks with today’s high > yesterday’s high. (73.0% less than).
44.5% of stocks with today’s low < yesterday’s low. (55.5% greater than).

EVIDENCE OF INTRADAY TREND (20161012 3:09 pm ET)
63.4% of stocks are above today’s open. (35.3% are below).
57.1% of stocks are above today’s open and yesterday’s close.
30.4% 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 3:09 pm ET)
11.3% of stocks are in the top 10% of today’s range.
28.5% are in the top 20%.
64.8% are in the top half. 35.2% of stocks are in the bottom half of today’s range.
12.6% are in the bottom 20%.
5.8% are in the bottom 10%.

GAIN (20161012 3:09 pm ET)
62.9% of stocks are above yesterday’s close. (37.1% are below.)
0.3% are up 4.5% or more. 0.5% are down 4.5% or more.
0.9% are up 3.5% or more. 1.4% are down 3.5% or more.
62.8% are between +1% and -1%.

RSI on DAILY (20161012 3:09 pm ET)
2-day: >=95:1.8%…>=90:3.0%…>=80:8.6%…>=50:41.0%…<=20:27.6%…<=10:14.6%…<=5:7.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:36.4%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:39.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161012 3:09 pm ET)
17.0% above previous 1 highs, 16.6% below previous 1 lows
8.7% above previous 2 highs, 15.6% below previous 2 lows
6.9% above previous 3 highs, 13.4% below previous 3 lows
6.7% above previous 4 highs, 12.4% below previous 4 lows
5.4% above previous 5 highs, 11.7% below previous 5 lows
4.2% above previous 6 highs, 10.6% below previous 6 lows
3.3% above previous 7 highs, 10.2% below previous 7 lows
2.4% above previous 8 highs, 9.5% below previous 8 lows
2.3% above previous 9 highs, 9.2% below previous 9 lows
1.9% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161012 3:09 pm ET)
62.9% are above or equal to 10/11 close (1 days ago), 37.1% are below.
22.5% are above or equal to 10/10 close (2 days ago), 77.5% are below.
42.0% are above or equal to 10/7 close (3 days ago), 58.0% are below.
35.2% are above or equal to 10/6 close (4 days ago), 64.8% are below.
34.8% are above or equal to 10/5 close (5 days ago), 65.2% are below.
42.2% are above or equal to 10/4 close (6 days ago), 57.8% are below.
36.6% are above or equal to 10/3 close (7 days ago), 63.4% are below.
32.7% are above or equal to 9/30 close (8 days ago), 67.3% are below.
44.0% are above or equal to 9/29 close (9 days ago), 56.0% are below.
34.2% are above or equal to 9/28 close (10 days ago), 65.8% are below.
41.6% are above or equal to 9/27 close (11 days ago), 58.4% are below.
46.8% are above or equal to 9/26 close (12 days ago), 53.2% are below.
39.4% are above or equal to 9/23 close (13 days ago), 60.6% are below.
34.6% are above or equal to 9/22 close (14 days ago), 65.4% are below.
41.6% are above or equal to 9/21 close (15 days ago), 58.4% are below.
55.0% are above or equal to 9/20 close (16 days ago), 45.0% are below.
52.1% are above or equal to 9/19 close (17 days ago), 47.9% are below.
54.7% are above or equal to 9/16 close (18 days ago), 45.3% are below.
50.2% are above or equal to 9/15 close (19 days ago), 49.8% are below.
61.1% are above or equal to 9/14 close (20 days ago), 38.9% are below.
59.0% are above or equal to 9/13 close (21 days ago), 41.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161012 3:09 pm ET)
20d: 3.2% new highs, 10.7% new lows
21d: 3.2% new highs, 10.1% new lows
42d: 1.9% new highs, 8.2% new lows
63d: 1.6% new highs, 6.1% new lows
126d: 1.3% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161012 3:09 pm ET)
2-day: 61.8% above, 38.2% below
3-day: 36.8% above, 63.2% below
4-day: 37.5% above, 62.5% below
5-day: 34.6% above, 65.4% below
8-day: 34.9% above, 65.1% below
10-day: 33.2% above, 66.8% below
20-day: 40.9% above, 59.1% below
50-day: 40.0% above, 60.0% below
200-day: 68.4% above, 31.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161012 3:09 pm ET)
META(26): 1.66% Top=TAHO CDE AG AEM FNV SSRI GG PAAS ….. STLD CNX FMSA NUE X SLCA CCJ AA=Bottom (Metals & Mining)
INSU(30): 1.16% Top=RDN FAF AGO AXS VR PGR FNF AFSI ….. CNO L MET AWH XL TMK LNC PRU=Bottom (Insurance)
REAL(98): 1.05% Top=ELS DFT SUI AMT ACC EDR WRE COR ….. CLNY VNO OHI CBG ALLY RLGY PKY CBL=Bottom (Real Estate)
RETA(64): 0.88% Top=BBY KR LB TLRD KORS SBH SFM LOW ….. RH TGT NFLX JCP FRAN ETSY SHLD BABA=Bottom (Retail & Specialty Retail)
DISV(46): 0.64% Top=CXW GEO RCII SERV SBAC AHS FDC ALLE ….. WOOF BAH IILG CATM AL TMH CAR HCSG=Bottom (Diversified Services)
MATE(32): 0.64% Top=DY TTS WY AWI BECN WCN DHI MAS ….. USCR TOL KBH EXP TPH CAA SRCL FAST=Bottom (Materials & Construction)
CONS(59): 0.54% Top=NLS NWL SKX PKG COTY CHD BERY GIII ….. GT RL PVH TPX OI HAS PAY HBI=Bottom (Consumer)
LEIS(37): 0.46% Top=ZOES PLAY ARMK WEN QSR TXRH SONC MCD ….. SIX MGM SHAK CMG WYNN STAY SEAS GPRO=Bottom (Leisure)
MANU(38): 0.36% Top=SWK MHK HON ETN IR ITW TTC DCI ….. AME ATU TEX FLS EMR SEDG MRC DDD=Bottom (Manufacturing)
FINA(92): 0.10% Top=HAWK LM WDR PYPL CFG EFX NDAQ EWBC ….. OMF LAZ FRC YRD BANC KKR OZRK LPLA=Bottom (Banks/Financials)
COSW(92): -0.20% Top=NTES MSCI CSC SINA EQIX SYNT WB TSS ….. FEYE PFPT FFIV SPLK BITA MB NOW FTNT=Bottom (Computer Software/Internet)
HEAL(53): -0.24% Top=CYH NVRO THC HCA DVA BABY PINC ALGN ….. PKI CNC AET INCR ACHC EVHC AMSG IRWD=Bottom (Health)
COHW(42): -0.24% Top=CCI ARRS CDW VZ TMUS BCE AAPL VRSN ….. OLED INFN JNPR CIEN PSTG COMM CSCO SSYS=Bottom (Computer Hardware/Telecom)
CHEM(30): -0.43% Top=OLN ASH HUN GRA SHW PX FTK APD ….. MON POT POL EMN WLK GPRE CF MOS=Bottom (Chemicals/Fertilizers)
ELEC(52): -0.43% Top=AMD SCTY AYI CSIQ MXL MRVL NVDA HIMX ….. ADI SPWR CY TTMI MTSI SIMO IDTI CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(30): -0.45% Top=ALK HA DAL EXPD LUV KEX SAVE UPS ….. CP CSX UAL NSC KSU AAL NAT BRS=Bottom (Transportation)
ENER(91): -0.51% Top=SEMG CWEI OKS FGP SPN RICE SWN SEP ….. HFC PBF DK CRZO LPI OAS SN CRC=Bottom (Energy)

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 3:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: