daytrend

10/14/2016

Filed under: Market Stats — daytrend @ 10:46 am

Market Stats at 11:46 am ET
by daytrend on 20161014. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 906.

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 (20161014 11:46 am ET)
26.8% of stocks are above yesterday’s high.
72.3% are above yesterday’s midpoint. (27.7% are below.)
7.0% are below yesterday’s low.
66.2% are inside yesterday’s range.
76.6% of stocks with today’s high > yesterday’s high. (23.4% less than).
13.4% of stocks with today’s low < yesterday’s low. (86.6% greater than).

EVIDENCE OF INTRADAY TREND (20161014 11:46 am ET)
31.9% of stocks are above today’s open. (66.9% are below).
29.8% of stocks are above today’s open and yesterday’s close.
38.9% are below both.
39.1% of stocks opened above yesterday’s high.
88.2% of stocks opened above yesterday’s close. (9.8% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161014 11:46 am ET)
0.8% of stocks are in the top 10% of today’s range.
2.9% are in the top 20%.
17.5% are in the top half. 82.5% of stocks are in the bottom half of today’s range.
42.5% are in the bottom 20%.
20.3% are in the bottom 10%.

GAIN (20161014 11:46 am ET)
59.1% of stocks are above yesterday’s close. (40.9% are below.)
0.3% are up 4.5% or more. 0.0% are down 4.5% or more.
0.8% are up 3.5% or more. 0.2% are down 3.5% or more.
73.2% are between +1% and -1%.

RSI on DAILY (20161014 11:46 am ET)
2-day: >=95:1.4%…>=90:4.0%…>=80:11.9%…>=50:42.4%…<=20:25.3%…<=10:14.7%…<=5:8.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:31.3%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:33.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161014 11:46 am ET)
26.8% above previous 1 highs, 7.0% below previous 1 lows
12.1% above previous 2 highs, 5.8% below previous 2 lows
6.8% above previous 3 highs, 5.2% below previous 3 lows
4.4% above previous 4 highs, 5.0% below previous 4 lows
4.0% above previous 5 highs, 4.5% below previous 5 lows
3.6% above previous 6 highs, 4.1% below previous 6 lows
3.2% above previous 7 highs, 3.8% below previous 7 lows
2.5% above previous 8 highs, 3.5% below previous 8 lows
2.2% above previous 9 highs, 3.4% below previous 9 lows
1.9% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161014 11:46 am ET)
59.1% are above or equal to 10/13 close (1 days ago), 40.9% are below.
41.6% are above or equal to 10/12 close (2 days ago), 58.4% are below.
47.7% are above or equal to 10/11 close (3 days ago), 52.3% are below.
25.1% are above or equal to 10/10 close (4 days ago), 74.9% are below.
37.1% are above or equal to 10/7 close (5 days ago), 62.9% are below.
30.7% are above or equal to 10/6 close (6 days ago), 69.3% are below.
31.3% are above or equal to 10/5 close (7 days ago), 68.7% are below.
37.7% are above or equal to 10/4 close (8 days ago), 62.3% are below.
30.2% are above or equal to 10/3 close (9 days ago), 69.8% are below.
26.8% are above or equal to 9/30 close (10 days ago), 73.2% are below.
38.9% are above or equal to 9/29 close (11 days ago), 61.1% are below.
30.1% are above or equal to 9/28 close (12 days ago), 69.9% are below.
36.6% are above or equal to 9/27 close (13 days ago), 63.4% are below.
41.8% are above or equal to 9/26 close (14 days ago), 58.2% are below.
34.4% are above or equal to 9/23 close (15 days ago), 65.6% are below.
29.7% are above or equal to 9/22 close (16 days ago), 70.3% are below.
38.9% are above or equal to 9/21 close (17 days ago), 61.1% are below.
48.8% are above or equal to 9/20 close (18 days ago), 51.2% are below.
47.2% are above or equal to 9/19 close (19 days ago), 52.8% are below.
48.9% are above or equal to 9/16 close (20 days ago), 51.1% are below.
45.4% are above or equal to 9/15 close (21 days ago), 54.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161014 11:46 am ET)
20d: 5.1% new highs, 4.3% new lows
21d: 5.1% new highs, 4.2% new lows
42d: 3.3% new highs, 3.3% new lows
63d: 2.9% new highs, 2.3% new lows
126d: 2.2% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161014 11:46 am ET)
2-day: 57.8% above, 42.2% below
3-day: 46.1% above, 53.9% below
4-day: 46.8% above, 53.2% below
5-day: 37.2% above, 62.8% below
8-day: 33.0% above, 67.0% below
10-day: 31.2% above, 68.8% below
20-day: 32.9% above, 67.1% below
50-day: 35.4% above, 64.6% below
200-day: 67.3% above, 32.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161014 11:46 am ET)
ELEC(51): 0.76% Top=AMD ADI HIMX NPTN SIMO FSLR AYI MU ….. SPWR CRUS OCLR AMBA CSIQ FIT IPHI PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(29): 0.71% Top=CNO PRU HIG LNC ORI CINF RDN MTG ….. AGO AFSI TMK TRV AWH BRO VR FNF=Bottom (Insurance)
FINA(91): 0.50% Top=YRD HAWK GS ZION ICE HBHC SYF ETFC ….. ARCC JNS IVZ AMP WDR WETF FHN LPLA=Bottom (Banks/Financials)
CONS(59): 0.45% Top=AVP WRK VSTO KS IP TPX UFS HAR ….. KNL COTY EL MLHR PVH DECK LULU GIII=Bottom (Consumer)
COSW(93): 0.42% Top=SHOP BITA ATVI CSC NUAN MB WB TTWO ….. ATHM TWLO WBMD YELP DBD MENT CSOD MANH=Bottom (Computer Software/Internet)
MANU(38): 0.40% Top=TEX ATU MRC KMT GNRC MHK CAT SNA ….. PNR AGCO ATI EMR AOS FLS SEDG DDD=Bottom (Manufacturing)
MATE(30): 0.39% Top=LEN SRCL USG WCN MLM MAS KBH USCR ….. WY DAR FAST MTZ EME FLR DY TPC=Bottom (Materials & Construction)
LEIS(36): 0.27% Top=ZOES STAY BWLD SHAK BLMN EXPE QSR EAT ….. GPRO BYD VAC CCL MGM LVS RCL WYNN=Bottom (Leisure)
COHW(44): 0.24% Top=S LVLT CUDA COMM SYNA TMUS VRSN GOGO ….. VG LITE GIMO CDW JNPR SSYS HPQ ACIA=Bottom (Computer Hardware/Telecom)
CHEM(29): 0.21% Top=POL UNVR MEOH GPRE ALB DD DOW PPG ….. CC IFF GRA HUN MON AXTA CF WLK=Bottom (Chemicals/Fertilizers)
DISV(46): 0.20% Top=RHI SBAC FLT IILG ALLE SERV YY TRU ….. RRD CAR R ULTA HCSG RCII KBR URI=Bottom (Diversified Services)
RETA(63): -0.05% Top=ZUMZ OLLI EBAY KR DKS URBN KORS FINL ….. TLRD WFM ANF FIVE W KSS RH M=Bottom (Retail & Specialty Retail)
HEAL(53): -0.13% Top=RMD XRAY ESRX BAX BCR HOLX PODD NVRO ….. EW HLS ZLTQ BKD IRWD THC ACHC CYH=Bottom (Health)
REAL(97): -0.23% Top=WPG AMT KRC GGP SC DLR ALLY CLI ….. SNH PKY BXMT PEB OUT DEI BXP RLGY=Bottom (Real Estate)
TRAN(30): -0.36% Top=KSU EXPD AIRM NSC UNP CNI FDX DAL ….. KNX AAL HA SAVE ALK WERN JBLU BRS=Bottom (Transportation)
ENER(91): -0.46% Top=REN DK CWEI SEMG LPI HLX FGP CVE ….. EEP SN OAS SPN SWN SM PBF RICE=Bottom (Energy)
META(26): -0.90% Top=SWC TCK CCJ NUE X STLD FCX CMC ….. RGLD SLCA GG AG AGI CDE TAHO CNX=Bottom (Metals & Mining)

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 11:46 am 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: