daytrend

10/17/2016

Filed under: Market Stats — daytrend @ 12:40 pm

Market Stats at 1:40 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 1:40 pm ET)
6.3% of stocks are above yesterday’s high.
23.5% are above yesterday’s midpoint. (76.5% are below.)
39.0% are below yesterday’s low.
54.6% are inside yesterday’s range.
17.4% of stocks with today’s high > yesterday’s high. (82.6% less than).
63.6% of stocks with today’s low < yesterday’s low. (36.4% greater than).

EVIDENCE OF INTRADAY TREND (20161017 1:40 pm ET)
36.8% of stocks are above today’s open. (61.2% are below).
30.6% of stocks are above today’s open and yesterday’s close.
54.8% 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 1:40 pm ET)
2.1% of stocks are in the top 10% of today’s range.
9.1% are in the top 20%.
33.5% are in the top half. 66.5% of stocks are in the bottom half of today’s range.
37.4% are in the bottom 20%.
19.1% are in the bottom 10%.

GAIN (20161017 1:40 pm ET)
39.3% of stocks are above yesterday’s close. (60.7% are below.)
0.7% are up 4.5% or more. 0.1% are down 4.5% or more.
0.9% are up 3.5% or more. 0.4% are down 3.5% or more.
70.4% are between +1% and -1%.

RSI on DAILY (20161017 1:40 pm ET)
2-day: >=95:1.4%…>=90:4.8%…>=80:11.8%…>=50:33.4%…<=20:35.0%…<=10:22.8%…<=5:14.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:27.5%…<=20:1.9%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:28.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161017 1:40 pm ET)
6.3% above previous 1 highs, 39.0% below previous 1 lows
5.8% above previous 2 highs, 14.9% below previous 2 lows
4.3% above previous 3 highs, 14.5% below previous 3 lows
4.1% above previous 4 highs, 14.2% below previous 4 lows
2.7% above previous 5 highs, 14.0% below previous 5 lows
2.3% above previous 6 highs, 13.2% below previous 6 lows
2.2% above previous 7 highs, 12.4% below previous 7 lows
2.1% above previous 8 highs, 12.1% below previous 8 lows
1.5% above previous 9 highs, 11.1% below previous 9 lows
1.2% above previous 10 highs, 10.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161017 1:40 pm ET)
39.3% are above or equal to 10/14 close (1 days ago), 60.7% are below.
45.1% are above or equal to 10/13 close (2 days ago), 54.9% are below.
33.5% are above or equal to 10/12 close (3 days ago), 66.5% are below.
40.8% are above or equal to 10/11 close (4 days ago), 59.2% are below.
23.6% are above or equal to 10/10 close (5 days ago), 76.4% are below.
32.5% are above or equal to 10/7 close (6 days ago), 67.5% are below.
28.0% are above or equal to 10/6 close (7 days ago), 72.0% are below.
30.0% are above or equal to 10/5 close (8 days ago), 70.0% are below.
34.6% are above or equal to 10/4 close (9 days ago), 65.4% are below.
26.2% are above or equal to 10/3 close (10 days ago), 73.8% are below.
24.8% are above or equal to 9/30 close (11 days ago), 75.2% are below.
33.2% are above or equal to 9/29 close (12 days ago), 66.8% are below.
27.1% are above or equal to 9/28 close (13 days ago), 72.9% are below.
32.5% are above or equal to 9/27 close (14 days ago), 67.5% are below.
36.7% are above or equal to 9/26 close (15 days ago), 63.3% are below.
30.9% are above or equal to 9/23 close (16 days ago), 69.1% are below.
26.7% are above or equal to 9/22 close (17 days ago), 73.3% are below.
34.4% are above or equal to 9/21 close (18 days ago), 65.6% are below.
45.0% are above or equal to 9/20 close (19 days ago), 55.0% are below.
42.7% are above or equal to 9/19 close (20 days ago), 57.3% are below.
46.0% are above or equal to 9/16 close (21 days ago), 54.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161017 1:40 pm ET)
20d: 2.1% new highs, 10.1% new lows
21d: 1.9% new highs, 9.5% new lows
42d: 1.2% new highs, 6.9% new lows
63d: 1.1% new highs, 5.0% new lows
126d: 0.9% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161017 1:40 pm ET)
2-day: 36.5% above, 63.5% below
3-day: 41.7% above, 58.3% below
4-day: 37.8% above, 62.2% below
5-day: 38.5% above, 61.5% below
8-day: 29.4% above, 70.6% below
10-day: 30.4% above, 69.6% below
20-day: 28.2% above, 71.8% below
50-day: 32.3% above, 67.7% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161017 1:40 pm ET)
META(26): 1.56% Top=TAHO X TCK AGI NEM CDE SWC CMC ….. AG NUE AA FMSA FCX CCJ CNX SLCA=Bottom (Metals & Mining)
REAL(97): 0.48% Top=NRF PPS MAA DFT AMH WRE SHO STOR ….. SKT OUT CBG NLY APLE STWD BAM PKY=Bottom (Real Estate)
MATE(30): 0.07% Top=VMC KBH MLM WM OC MAS WY RSG ….. SUM CAA EXP TOL PWR SRCL AWI TPC=Bottom (Materials & Construction)
DISV(46): 0.05% Top=MYGN SERV CXW GEO CAR ACM ALLE AL ….. SBAC RBA BAH PAYX ADS TMH ULTA YY=Bottom (Diversified Services)
MANU(38): 0.03% Top=ATI SNA BWXT RS AOS GNRC WOR TKR ….. IR CAT SWK HON MRC ROK TEX SEDG=Bottom (Manufacturing)
CONS(57): -0.00% Top=HAS WHR WRK MLHR FBHS IP VSTO PKG ….. GIII KATE UA AVP COH LULU FOSL SKX=Bottom (Consumer)
CHEM(29): -0.02% Top=CC OLN UNVR CF AXTA WLK PAH SHW ….. DD DOW GRA POL HUN MOS POT AGU=Bottom (Chemicals/Fertilizers)
INSU(29): -0.07% Top=AGO RDN MTG AFSI AIG AWH FNF PRU ….. XL AON LNC AJG MMC CINF PGR WLTW=Bottom (Insurance)
TRAN(30): -0.18% Top=NAT SAVE KSU UAL KEX SWFT ODFL LUV ….. JBLU CSX WERN WAB DAL JBHT CHRW BRS=Bottom (Transportation)
ELEC(51): -0.22% Top=SPWR TTMI TRMB IDTI NPTN FLEX AMBA GLW ….. SWKS SIMO IPHI MRVL MXL CSIQ AYI SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(53): -0.27% Top=HWAY ACHC PODD IRWD DXCM NUVA A GMED ….. DVA ZLTQ OPK ALGN AMSG EVHC ANTM SEM=Bottom (Health)
COSW(92): -0.31% Top=TTWO MENT MANH NTCT YHOO SYMC MTCH YELP ….. SHOP CRM ZEN BITA ATHM FEYE MB IMPV=Bottom (Computer Software/Internet)
LEIS(37): -0.33% Top=GPRO VAC MGM DRI WEN EXPE DPZ JACK ….. BWLD MCD SHAK RCL DNKN YUM CMG PLAY=Bottom (Leisure)
COHW(44): -0.45% Top=FNSR UBNT OLED CSCO ANET GIMO VZ T ….. BBRY PANW CIEN INFN PSTG S HPQ WDC=Bottom (Computer Hardware/Telecom)
FINA(91): -0.64% Top=NSAM YRD HAWK PYPL COF SLM TD BMO ….. CME SBNY ETFC CBOE LPLA SCHW BANC WDR=Bottom (Banks/Financials)
RETA(63): -0.85% Top=BABA LL MELI BURL KORS BBY BID PAG ….. URBN BBBY FRAN FINL CVS GME TSCO FIVE=Bottom (Retail & Specialty Retail)
ENER(91): -0.88% Top=PBF ATW DO OAS MPLX SEP MPC NFX ….. FET MUR DVN MRO WLL GPOR COG SWN=Bottom (Energy)

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 1:40 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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