daytrend

10/14/2016

Filed under: Market Stats — daytrend @ 11:22 am

Market Stats at 12:22 pm ET
by daytrend on 20161014. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 906.

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

COMPARED TO YESTERDAY’S RANGE (20161014 12:22 pm ET)
21.5% of stocks are above yesterday’s high.
65.5% are above yesterday’s midpoint. (34.5% are below.)
8.8% are below yesterday’s low.
69.6% are inside yesterday’s range.
76.6% of stocks with today’s high > yesterday’s high. (23.4% less than).
15.6% of stocks with today’s low < yesterday’s low. (84.4% greater than).

EVIDENCE OF INTRADAY TREND (20161014 12:22 pm ET)
25.3% of stocks are above today’s open. (73.8% are below).
23.2% of stocks are above today’s open and yesterday’s close.
45.3% 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 12:22 pm ET)
0.8% of stocks are in the top 10% of today’s range.
1.9% are in the top 20%.
13.4% are in the top half. 86.6% of stocks are in the bottom half of today’s range.
54.9% are in the bottom 20%.
31.1% are in the bottom 10%.

GAIN (20161014 12:22 pm ET)
52.8% of stocks are above yesterday’s close. (47.2% are below.)
0.6% are up 4.5% or more. 0.0% are down 4.5% or more.
0.8% are up 3.5% or more. 0.6% are down 3.5% or more.
73.8% are between +1% and -1%.

RSI on DAILY (20161014 12:22 pm ET)
2-day: >=95:1.4%…>=90:4.0%…>=80:11.1%…>=50:38.1%…<=20:32.5%…<=10:19.6%…<=5:11.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:27.7%…<=20:2.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:31.7%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161014 12:22 pm ET)
21.5% above previous 1 highs, 8.8% below previous 1 lows
9.6% above previous 2 highs, 7.9% below previous 2 lows
6.3% above previous 3 highs, 7.3% below previous 3 lows
4.4% above previous 4 highs, 7.2% below previous 4 lows
4.2% above previous 5 highs, 6.6% below previous 5 lows
3.8% above previous 6 highs, 6.2% below previous 6 lows
3.0% above previous 7 highs, 5.7% below previous 7 lows
2.5% above previous 8 highs, 5.4% below previous 8 lows
2.1% above previous 9 highs, 5.1% below previous 9 lows
1.7% above previous 10 highs, 5.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161014 12:22 pm ET)
52.8% are above or equal to 10/13 close (1 days ago), 47.2% are below.
35.9% are above or equal to 10/12 close (2 days ago), 64.1% are below.
44.2% are above or equal to 10/11 close (3 days ago), 55.8% are below.
23.3% are above or equal to 10/10 close (4 days ago), 76.7% are below.
34.8% are above or equal to 10/7 close (5 days ago), 65.2% are below.
29.2% are above or equal to 10/6 close (6 days ago), 70.8% are below.
29.9% are above or equal to 10/5 close (7 days ago), 70.1% are below.
35.8% are above or equal to 10/4 close (8 days ago), 64.2% are below.
28.4% are above or equal to 10/3 close (9 days ago), 71.6% are below.
25.8% are above or equal to 9/30 close (10 days ago), 74.2% are below.
36.1% are above or equal to 9/29 close (11 days ago), 63.9% are below.
28.7% are above or equal to 9/28 close (12 days ago), 71.3% are below.
35.2% are above or equal to 9/27 close (13 days ago), 64.8% are below.
40.2% are above or equal to 9/26 close (14 days ago), 59.8% are below.
32.7% are above or equal to 9/23 close (15 days ago), 67.3% are below.
27.7% are above or equal to 9/22 close (16 days ago), 72.3% are below.
37.3% are above or equal to 9/21 close (17 days ago), 62.7% are below.
48.0% are above or equal to 9/20 close (18 days ago), 52.0% are below.
45.7% are above or equal to 9/19 close (19 days ago), 54.3% are below.
47.5% are above or equal to 9/16 close (20 days ago), 52.5% are below.
44.5% are above or equal to 9/15 close (21 days ago), 55.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161014 12:22 pm ET)
20d: 5.1% new highs, 5.0% new lows
21d: 5.1% new highs, 4.7% new lows
42d: 3.3% new highs, 3.8% new lows
63d: 2.9% new highs, 2.6% new lows
126d: 2.2% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161014 12:22 pm ET)
2-day: 51.8% above, 48.2% below
3-day: 40.6% above, 59.4% below
4-day: 43.6% above, 56.4% below
5-day: 33.8% above, 66.2% below
8-day: 30.1% above, 69.9% below
10-day: 29.2% above, 70.8% below
20-day: 30.9% above, 69.1% below
50-day: 32.8% above, 67.2% below
200-day: 66.8% above, 33.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161014 12:22 pm ET)
ELEC(51): 0.48% Top=AMD NPTN FSLR ADI SIMO AYI HIMX CREE ….. TTMI CRUS CSIQ OCLR FIT AMBA IPHI PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(29): 0.47% Top=CNO HIG LNC UNM ORI CINF AFL RDN ….. AFSI TMK MET TRV BRO AWH FNF VR=Bottom (Insurance)
MANU(38): 0.36% Top=TEX ATU KMT MRC GNRC SNA MHK WOR ….. TKR EMR AGCO AOS ATI FLS SEDG DDD=Bottom (Manufacturing)
CONS(59): 0.29% Top=AVP WRK VSTO KS UFS IP BERY FOSL ….. RL PAY GT PVH MLHR DECK LULU GIII=Bottom (Consumer)
FINA(91): 0.21% Top=YRD HAWK ICE BKU ZION HBHC EFX GS ….. NSAM JNS AMP WDR ARCC WETF FHN LPLA=Bottom (Banks/Financials)
MATE(30): 0.18% Top=USG LEN WCN SRCL VMC MAS RSG OC ….. AWI TOL DAR MTZ EME FLR DY TPC=Bottom (Materials & Construction)
LEIS(36): 0.15% Top=ZOES STAY BWLD EXPE BLMN EAT HLT QSR ….. CMG BYD LVS GPRO CCL MGM RCL WYNN=Bottom (Leisure)
COSW(93): 0.10% Top=CSC BITA MB ATVI SHOP LOCK NUAN TIVO ….. CTSH TRIP FTNT CSOD YELP MENT ATHM MANH=Bottom (Computer Software/Internet)
DISV(46): 0.07% Top=YY SERV IILG RHI ALLE FLT SBAC TRU ….. ACM ULTA R RRD HCSG KBR RCII URI=Bottom (Diversified Services)
COHW(44): 0.00% Top=S LVLT CUDA TMUS COMM SYNA MSI CCI ….. FNSR CDW CIEN OLED JNPR SSYS HPQ ACIA=Bottom (Computer Hardware/Telecom)
CHEM(29): -0.04% Top=POL UNVR FMC DOW ALB MEOH DD PPG ….. AXTA GRA MON PAH CC CF WLK HUN=Bottom (Chemicals/Fertilizers)
REAL(97): -0.25% Top=WPG GGP AMT EQR KRC CLI ESRT SC ….. BXP CBL BAM DEI RLJ NRF PEB RLGY=Bottom (Real Estate)
RETA(63): -0.27% Top=ZUMZ OLLI DKS URBN KR FINL LOW EBAY ….. SPLS ANF WSM TLRD W RH KSS M=Bottom (Retail & Specialty Retail)
HEAL(53): -0.30% Top=RMD ESRX XRAY BCR BAX GMED AET PODD ….. MD THC BKD EW ACHC IRWD ZLTQ CYH=Bottom (Health)
TRAN(30): -0.34% Top=KSU NSC EXPD AIRM UNP UPS FDX CSX ….. KEX ALK AAL HA NAT BRS WERN JBLU=Bottom (Transportation)
ENER(91): -0.54% Top=REN DK LPI HLX NFG RES CWEI FGP ….. MTDR SPN SN PBF EEP SWN RICE SM=Bottom (Energy)
META(26): -0.89% Top=SWC TCK CCJ NUE STLD FCX X CMC ….. FNV AG SLCA GG AGI CDE CNX TAHO=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 12:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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