daytrend

10/17/2016

Filed under: Market Stats — daytrend @ 11:43 am

Market Stats at 12:42 pm 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 12:42 pm ET)
8.0% of stocks are above yesterday’s high.
27.1% are above yesterday’s midpoint. (72.9% are below.)
30.2% are below yesterday’s low.
61.8% are inside yesterday’s range.
17.3% of stocks with today’s high > yesterday’s high. (82.7% less than).
60.2% of stocks with today’s low < yesterday’s low. (39.8% greater than).

EVIDENCE OF INTRADAY TREND (20161017 12:42 pm ET)
43.9% of stocks are above today’s open. (53.8% are below).
38.1% of stocks are above today’s open and yesterday’s close.
47.0% 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 12:42 pm ET)
7.0% of stocks are in the top 10% of today’s range.
14.8% are in the top 20%.
42.0% are in the top half. 58.0% of stocks are in the bottom half of today’s range.
24.3% are in the bottom 20%.
12.5% are in the bottom 10%.

GAIN (20161017 12:42 pm ET)
47.0% of stocks are above yesterday’s close. (53.0% are below.)
0.9% are up 4.5% or more. 0.0% are down 4.5% or more.
0.9% are up 3.5% or more. 0.3% are down 3.5% or more.
74.6% are between +1% and -1%.

RSI on DAILY (20161017 12:42 pm ET)
2-day: >=95:1.3%…>=90:5.3%…>=80:12.8%…>=50:39.7%…<=20:30.5%…<=10:19.4%…<=5:11.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:29.2%…<=20:1.4%…<=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 12:42 pm ET)
8.0% above previous 1 highs, 30.2% below previous 1 lows
7.2% above previous 2 highs, 11.5% below previous 2 lows
5.1% above previous 3 highs, 11.0% below previous 3 lows
4.5% above previous 4 highs, 10.7% below previous 4 lows
3.4% above previous 5 highs, 10.6% below previous 5 lows
3.0% above previous 6 highs, 10.0% below previous 6 lows
2.8% above previous 7 highs, 9.2% below previous 7 lows
2.5% above previous 8 highs, 9.1% below previous 8 lows
1.9% above previous 9 highs, 8.3% below previous 9 lows
1.4% above previous 10 highs, 7.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161017 12:42 pm ET)
47.0% are above or equal to 10/14 close (1 days ago), 53.0% are below.
50.3% are above or equal to 10/13 close (2 days ago), 49.7% are below.
38.1% are above or equal to 10/12 close (3 days ago), 61.9% are below.
43.8% are above or equal to 10/11 close (4 days ago), 56.2% are below.
23.9% are above or equal to 10/10 close (5 days ago), 76.1% are below.
34.0% are above or equal to 10/7 close (6 days ago), 66.0% 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.
36.3% are above or equal to 10/4 close (9 days ago), 63.7% are below.
27.8% are above or equal to 10/3 close (10 days ago), 72.2% are below.
25.4% are above or equal to 9/30 close (11 days ago), 74.6% are below.
34.1% are above or equal to 9/29 close (12 days ago), 65.9% are below.
27.2% are above or equal to 9/28 close (13 days ago), 72.8% are below.
33.7% are above or equal to 9/27 close (14 days ago), 66.3% are below.
37.9% are above or equal to 9/26 close (15 days ago), 62.1% are below.
31.9% are above or equal to 9/23 close (16 days ago), 68.1% are below.
27.7% are above or equal to 9/22 close (17 days ago), 72.3% are below.
35.0% are above or equal to 9/21 close (18 days ago), 65.0% are below.
46.1% are above or equal to 9/20 close (19 days ago), 53.9% are below.
43.9% are above or equal to 9/19 close (20 days ago), 56.1% are below.
46.7% are above or equal to 9/16 close (21 days ago), 53.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161017 12:42 pm ET)
20d: 2.1% new highs, 9.1% new lows
21d: 1.9% new highs, 8.6% new lows
42d: 1.2% new highs, 6.3% new lows
63d: 1.1% new highs, 4.6% new lows
126d: 0.9% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161017 12:42 pm ET)
2-day: 44.8% above, 55.2% below
3-day: 47.7% above, 52.3% below
4-day: 42.5% above, 57.5% below
5-day: 42.0% above, 58.0% below
8-day: 32.3% above, 67.7% below
10-day: 32.5% above, 67.5% below
20-day: 29.2% above, 70.8% below
50-day: 32.7% above, 67.3% below
200-day: 66.3% above, 33.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161017 12:42 pm ET)
META(26): 2.10% Top=X TAHO TCK AGI CDE SWC NEM CMC ….. AG NUE FMSA FCX AA CNX SLCA CCJ=Bottom (Metals & Mining)
REAL(97): 0.47% Top=NRF AMH CLNY DFT MAA PPS WRE SHO ….. STWD NLY MPW SKT OUT BAM APLE PKY=Bottom (Real Estate)
DISV(46): 0.21% Top=MYGN SERV CXW GEO CAR ALLE HRB AL ….. ADS SCI SBAC RBA PAYX TMH ULTA YY=Bottom (Diversified Services)
CHEM(29): 0.16% Top=OLN CC UNVR GPRE CE CF AXTA PAH ….. HUN POL DD GRA DOW MOS AGU POT=Bottom (Chemicals/Fertilizers)
MATE(30): 0.15% Top=KBH VMC MLM WM MAS OC FLR WY ….. DHI USG PHM EXP AWI PWR SRCL TPC=Bottom (Materials & Construction)
INSU(29): 0.14% Top=MTG AGO RDN AIG LNC PRU AFSI CNO ….. AFL L MET AON MMC CINF PGR WLTW=Bottom (Insurance)
MANU(38): 0.13% Top=ATI RS SNA WOR BWXT GNRC AOS TKR ….. MHK ROK HON CAT IR SWK TEX SEDG=Bottom (Manufacturing)
CONS(57): 0.13% Top=HAS MLHR WRK IP SCSS VSTO KS PBI ….. GIII KATE UA AVP FOSL LULU COH SKX=Bottom (Consumer)
ELEC(51): 0.06% Top=SPWR TTMI TRMB JBL IDTI NPTN FLEX FIT ….. GRMN FTV ADI IPHI CSIQ AYI SCTY MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(30): -0.06% Top=NAT SAVE KSU AIRM UAL AAL SWFT LUV ….. EXPD CNI DAL WERN WAB JBHT CHRW BRS=Bottom (Transportation)
COSW(92): -0.12% Top=TTWO MENT NTCT MANH SYMC YHOO CSOD YELP ….. ZEN CYBR CRM BITA FEYE IMPV ATHM MB=Bottom (Computer Software/Internet)
HEAL(53): -0.16% Top=HWAY ACHC IRWD PODD GMED DXCM A THC ….. DVA STE RMD ALGN AMSG EVHC ANTM SEM=Bottom (Health)
LEIS(37): -0.23% Top=GPRO MGM VAC DRI DPZ WEN EXPE JACK ….. MCD BWLD DNKN SHAK RCL PLAY YUM CMG=Bottom (Leisure)
FINA(91): -0.30% Top=HAWK NSAM SLM YRD PNC COF LAZ ARCC ….. JNS LPLA ISBC CBOE BANC ETFC SCHW WDR=Bottom (Banks/Financials)
COHW(44): -0.39% Top=FNSR OLED UBNT ANET CSCO GIMO STX BRCD ….. ACIA PANW CIEN INFN S HPQ WDC PSTG=Bottom (Computer Hardware/Telecom)
ENER(91): -0.60% Top=ATW PBF OAS DO LPI MPC MPLX SEP ….. HP MUR GPOR MRO WLL COG DVN SWN=Bottom (Energy)
RETA(63): -0.66% Top=LL BABA BURL BID MELI KORS W BBY ….. FRAN KR GNC BBBY NFLX TSCO CVS FIVE=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 12:42 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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