daytrend

10/17/2016

Filed under: Market Stats — daytrend @ 10:43 am

Market Stats at 11:43 am ET
by daytrend on 20161017. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 904.

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

COMPARED TO YESTERDAY’S RANGE (20161017 11:43 am ET)
6.4% of stocks are above yesterday’s high.
27.8% are above yesterday’s midpoint. (72.2% are below.)
29.3% are below yesterday’s low.
64.3% are inside yesterday’s range.
15.2% of stocks with today’s high > yesterday’s high. (84.8% less than).
58.8% of stocks with today’s low < yesterday’s low. (41.2% greater than).

EVIDENCE OF INTRADAY TREND (20161017 11:43 am ET)
46.9% of stocks are above today’s open. (51.4% are below).
40.0% of stocks are above today’s open and yesterday’s close.
44.1% are below both.
3.0% of stocks opened above yesterday’s high.
47.6% of stocks opened above yesterday’s close. (45.4% opened below yesterday’s close).
16.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161017 11:43 am ET)
8.6% of stocks are in the top 10% of today’s range.
16.7% are in the top 20%.
44.0% are in the top half. 56.0% of stocks are in the bottom half of today’s range.
22.6% are in the bottom 20%.
9.4% are in the bottom 10%.

GAIN (20161017 11:43 am ET)
48.3% of stocks are above yesterday’s close. (51.7% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
0.8% are up 3.5% or more. 0.4% are down 3.5% or more.
77.0% are between +1% and -1%.

RSI on DAILY (20161017 11:43 am ET)
2-day: >=95:2.1%…>=90:5.3%…>=80:13.4%…>=50:40.8%…<=20:29.6%…<=10:19.6%…<=5:11.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:30.1%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:30.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161017 11:43 am ET)
6.4% above previous 1 highs, 29.3% below previous 1 lows
5.9% above previous 2 highs, 11.1% below previous 2 lows
4.2% above previous 3 highs, 10.6% below previous 3 lows
4.0% above previous 4 highs, 10.5% below previous 4 lows
3.1% above previous 5 highs, 10.2% below previous 5 lows
2.9% above previous 6 highs, 9.5% below previous 6 lows
2.7% above previous 7 highs, 9.1% below previous 7 lows
2.3% above previous 8 highs, 9.0% below previous 8 lows
1.7% above previous 9 highs, 8.2% below previous 9 lows
1.3% above previous 10 highs, 7.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161017 11:43 am ET)
48.3% are above or equal to 10/14 close (1 days ago), 51.7% are below.
51.7% are above or equal to 10/13 close (2 days ago), 48.3% are below.
36.9% are above or equal to 10/12 close (3 days ago), 63.1% are below.
43.5% are above or equal to 10/11 close (4 days ago), 56.5% are below.
24.7% are above or equal to 10/10 close (5 days ago), 75.3% are below.
34.6% are above or equal to 10/7 close (6 days ago), 65.4% are below.
28.2% are above or equal to 10/6 close (7 days ago), 71.8% are below.
30.4% are above or equal to 10/5 close (8 days ago), 69.6% are below.
36.4% are above or equal to 10/4 close (9 days ago), 63.6% are below.
28.1% are above or equal to 10/3 close (10 days ago), 71.9% are below.
26.1% are above or equal to 9/30 close (11 days ago), 73.9% are below.
34.7% are above or equal to 9/29 close (12 days ago), 65.3% are below.
28.0% are above or equal to 9/28 close (13 days ago), 72.0% are below.
33.8% are above or equal to 9/27 close (14 days ago), 66.2% are below.
38.9% are above or equal to 9/26 close (15 days ago), 61.1% are below.
32.2% are above or equal to 9/23 close (16 days ago), 67.8% are below.
27.7% are above or equal to 9/22 close (17 days ago), 72.3% are below.
35.8% are above or equal to 9/21 close (18 days ago), 64.2% are below.
46.5% are above or equal to 9/20 close (19 days ago), 53.5% are below.
44.5% are above or equal to 9/19 close (20 days ago), 55.5% are below.
47.0% are above or equal to 9/16 close (21 days ago), 53.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161017 11:43 am ET)
20d: 1.9% new highs, 8.7% new lows
21d: 1.7% new highs, 8.3% new lows
42d: 0.9% new highs, 6.1% new lows
63d: 0.9% new highs, 4.6% new lows
126d: 0.8% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161017 11:43 am ET)
2-day: 47.1% above, 52.9% below
3-day: 50.3% above, 49.7% below
4-day: 43.7% above, 56.3% below
5-day: 42.7% above, 57.3% below
8-day: 32.5% above, 67.5% below
10-day: 32.5% above, 67.5% below
20-day: 30.0% above, 70.0% below
50-day: 33.5% above, 66.5% below
200-day: 67.0% above, 33.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161017 11:43 am ET)
META(26): 1.42% Top=TAHO X TCK NEM CDE SWC CMC RGLD ….. NUE AG AA FMSA FCX CNX SLCA CCJ=Bottom (Metals & Mining)
REAL(97): 0.52% Top=NRF MAA PPS DFT PLD DOC CLNY GPT ….. STWD SC BAM RLJ OUT APLE RLGY PKY=Bottom (Real Estate)
DISV(46): 0.17% Top=MYGN SERV CXW GEO CAR JEC ALLE HRB ….. BAH RRD SCI RBA PAYX ULTA TMH YY=Bottom (Diversified Services)
MATE(30): 0.15% Top=KBH VMC MLM WM OC WY FLR MAS ….. SUM TOL EXP DY AWI PWR TPC SRCL=Bottom (Materials & Construction)
INSU(29): 0.13% Top=MTG RDN AGO AIG LNC PRU AFSI TMK ….. AJG AON L AFL CINF MMC PGR WLTW=Bottom (Insurance)
CONS(57): 0.13% Top=HAS WRK MLHR IP PBI SCSS KS WHR ….. FL UA AVP GIII FOSL LULU COH SKX=Bottom (Consumer)
CHEM(29): 0.11% Top=OLN GPRE UNVR CE AXTA ALB SHW CF ….. ASH GRA POL DOW HUN MOS AGU POT=Bottom (Chemicals/Fertilizers)
LEIS(37): 0.05% Top=VAC BLMN DRI MGM DPZ GPRO WEN FRGI ….. BWLD QSR DNKN MCD PLAY RCL CMG YUM=Bottom (Leisure)
ELEC(51): 0.02% Top=SPWR TTMI IDTI AMBA NPTN JBL TRMB FLEX ….. FTV OCLR GRMN AYI FSLR MRVL SCTY CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(38): -0.04% Top=ATI SNA BWXT WOR RS AOS GNRC AGCO ….. IR CAT ETN CFX MRC TEX DDD SEDG=Bottom (Manufacturing)
TRAN(30): -0.07% Top=NAT KNX SWFT SAVE KSU HA AIRM ODFL ….. CNI XPO KEX WAB DAL JBHT CHRW BRS=Bottom (Transportation)
HEAL(53): -0.14% Top=IRWD HWAY MOH A NUVA PODD GMED MD ….. ESRX ZLTQ RMD STE AMSG EVHC SEM ANTM=Bottom (Health)
COSW(92): -0.17% Top=TTWO MENT NTCT YHOO SYMC MANH YELP MTCH ….. ZEN CRM IMPV BITA CYBR FEYE ATHM MB=Bottom (Computer Software/Internet)
FINA(91): -0.32% Top=NSAM HAWK SLM PYPL PNC COF PFG FHN ….. ISBC BX LPLA ETFC OMF BANC SCHW WDR=Bottom (Banks/Financials)
COHW(44): -0.41% Top=GIMO FNSR UBNT STX CSCO T ANET VZ ….. CIEN VG INFN HPQ WDC S SSYS PSTG=Bottom (Computer Hardware/Telecom)
ENER(91): -0.63% Top=PBF OAS DO ATW NFX WNR MPLX MPC ….. HP MRO CWEI WLL RDC COG SWN DVN=Bottom (Energy)
RETA(63): -0.70% Top=BABA MELI LL BURL BID BBY KORS KAR ….. ETSY TLRD FINL CVS TSCO NFLX FIVE RH=Bottom (Retail & Specialty Retail)

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 11:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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