daytrend

10/14/2016

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

Market Stats at 1:11 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 1:11 pm ET)
29.6% of stocks are above yesterday’s high.
70.1% are above yesterday’s midpoint. (29.9% are below.)
8.1% are below yesterday’s low.
62.4% are inside yesterday’s range.
76.8% of stocks with today’s high > yesterday’s high. (23.2% less than).
16.1% of stocks with today’s low < yesterday’s low. (83.9% greater than).

EVIDENCE OF INTRADAY TREND (20161014 1:11 pm ET)
31.9% of stocks are above today’s open. (67.0% are below).
30.6% of stocks are above today’s open and yesterday’s close.
39.2% 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 1:11 pm ET)
2.5% of stocks are in the top 10% of today’s range.
5.3% are in the top 20%.
24.4% are in the top half. 75.6% of stocks are in the bottom half of today’s range.
29.9% are in the bottom 20%.
8.7% are in the bottom 10%.

GAIN (20161014 1:11 pm ET)
59.7% of stocks are above yesterday’s close. (40.3% are below.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
0.8% are up 3.5% or more. 0.7% are down 3.5% or more.
70.8% are between +1% and -1%.

RSI on DAILY (20161014 1:11 pm ET)
2-day: >=95:1.9%…>=90:5.2%…>=80:14.0%…>=50:44.5%…<=20:27.8%…<=10:17.4%…<=5:9.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:32.7%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:34.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161014 1:11 pm ET)
29.6% above previous 1 highs, 8.1% below previous 1 lows
13.2% above previous 2 highs, 7.2% below previous 2 lows
8.4% above previous 3 highs, 6.6% below previous 3 lows
6.2% above previous 4 highs, 6.5% below previous 4 lows
5.3% above previous 5 highs, 5.7% below previous 5 lows
4.7% above previous 6 highs, 5.3% below previous 6 lows
4.0% above previous 7 highs, 4.7% below previous 7 lows
3.0% above previous 8 highs, 4.6% below previous 8 lows
2.3% above previous 9 highs, 4.3% below previous 9 lows
1.9% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161014 1:11 pm ET)
59.7% are above or equal to 10/13 close (1 days ago), 40.3% are below.
41.4% are above or equal to 10/12 close (2 days ago), 58.6% are below.
47.9% are above or equal to 10/11 close (3 days ago), 52.1% are below.
25.5% are above or equal to 10/10 close (4 days ago), 74.5% are below.
36.3% are above or equal to 10/7 close (5 days ago), 63.7% are below.
30.7% are above or equal to 10/6 close (6 days ago), 69.3% are below.
32.2% are above or equal to 10/5 close (7 days ago), 67.8% are below.
38.1% are above or equal to 10/4 close (8 days ago), 61.9% are below.
30.7% are above or equal to 10/3 close (9 days ago), 69.3% are below.
27.9% are above or equal to 9/30 close (10 days ago), 72.1% are below.
38.1% are above or equal to 9/29 close (11 days ago), 61.9% are below.
30.6% are above or equal to 9/28 close (12 days ago), 69.4% are below.
36.8% are above or equal to 9/27 close (13 days ago), 63.2% are below.
42.4% are above or equal to 9/26 close (14 days ago), 57.6% are below.
33.9% are above or equal to 9/23 close (15 days ago), 66.1% are below.
28.8% are above or equal to 9/22 close (16 days ago), 71.2% are below.
38.5% are above or equal to 9/21 close (17 days ago), 61.5% are below.
48.9% are above or equal to 9/20 close (18 days ago), 51.1% are below.
46.8% are above or equal to 9/19 close (19 days ago), 53.2% are below.
49.1% are above or equal to 9/16 close (20 days ago), 50.9% are below.
45.8% are above or equal to 9/15 close (21 days ago), 54.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161014 1:11 pm ET)
20d: 5.1% new highs, 5.2% new lows
21d: 5.1% new highs, 4.9% new lows
42d: 3.3% new highs, 4.0% new lows
63d: 2.9% new highs, 2.9% new lows
126d: 2.2% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161014 1:11 pm ET)
2-day: 57.9% above, 42.1% below
3-day: 49.1% above, 50.9% below
4-day: 47.2% above, 52.8% below
5-day: 38.7% above, 61.3% below
8-day: 33.0% above, 67.0% below
10-day: 32.7% above, 67.3% below
20-day: 33.9% above, 66.1% below
50-day: 34.1% above, 65.9% below
200-day: 67.8% above, 32.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161014 1:11 pm ET)
ELEC(51): 0.78% Top=AMD SIMO FSLR ADI NPTN HIMX MU AYI ….. TEL ISIL TTMI OCLR FIT AMBA PI IPHI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(29): 0.73% Top=CNO HIG PRU LNC CINF ORI RDN UNM ….. AFSI L TRV TMK AWH BRO FNF VR=Bottom (Insurance)
MANU(38): 0.58% Top=TEX ATU KMT DOV MRC PH SNA CFX ….. EMR AGCO PNR AOS FLS ATI SEDG DDD=Bottom (Manufacturing)
CONS(59): 0.51% Top=AVP WRK KS VSTO IP UFS BERY HAR ….. DECK MLHR PVH COH GT RL LULU GIII=Bottom (Consumer)
FINA(91): 0.49% Top=YRD GS ICE HAWK ZION HBHC KEY ETFC ….. IVZ JNS ARCC AMP WDR FHN WETF LPLA=Bottom (Banks/Financials)
LEIS(36): 0.35% Top=ZOES STAY BWLD VAC SHAK BLMN EAT HLT ….. BYD CMG LVS GPRO MGM CCL WYNN RCL=Bottom (Leisure)
MATE(30): 0.34% Top=USG SRCL USCR WCN MAS PWR OC DAR ….. CAA PHM DHI TOL EME FLR DY TPC=Bottom (Materials & Construction)
DISV(46): 0.25% Top=YY IILG SERV FLT RHI ALLE INFO SBAC ….. R ULTA CAR RCII KBR HCSG RRD URI=Bottom (Diversified Services)
COSW(93): 0.22% Top=CSC BITA ATVI NUAN LOCK MB WB SHOP ….. CTSH CSOD MANH TRIP MENT FTNT YELP TWLO=Bottom (Computer Software/Internet)
CHEM(29): 0.13% Top=POL UNVR ALB DD DOW FMC EMN MEOH ….. IFF GRA PAH HUN CC MON WLK CF=Bottom (Chemicals/Fertilizers)
COHW(44): 0.08% Top=S LVLT COMM TMUS CUDA VRSN SYNA MSI ….. WDC NTAP JNPR OLED EFII SSYS ACIA HPQ=Bottom (Computer Hardware/Telecom)
REAL(97): -0.02% Top=WPG GGP EQR KRC ESRT SC MPW AMT ….. PKY AMH BXMT RLJ DEI BXP PEB RLGY=Bottom (Real Estate)
RETA(63): -0.09% Top=ZUMZ DKS OLLI URBN FINL NFLX KR CVS ….. TLRD FIVE ETSY WSM W KSS RH M=Bottom (Retail & Specialty Retail)
HEAL(53): -0.34% Top=RMD ESRX XRAY BCR BAX ZBH GMED AET ….. MD IRWD BKD EW THC ZLTQ ACHC CYH=Bottom (Health)
TRAN(30): -0.38% Top=KSU EXPD UNP UPS CSX NSC CNI FDX ….. HA SWFT UAL AAL ALK WERN BRS JBLU=Bottom (Transportation)
ENER(91): -0.45% Top=REN DK LPI RES HLX SEP NFG RSPP ….. SPN MTDR PBF SM EEP RICE SWN SN=Bottom (Energy)
META(26): -1.04% Top=SWC TCK CCJ NUE FCX STLD CMC X ….. FNV SLCA GG AG 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 1:11 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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