daytrend

10/17/2016

Filed under: Market Stats — daytrend @ 2:22 pm

Market Stats at 3:22 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 3:22 pm ET)
5.8% of stocks are above yesterday’s high.
21.8% are above yesterday’s midpoint. (78.2% are below.)
39.2% are below yesterday’s low.
55.1% are inside yesterday’s range.
17.5% of stocks with today’s high > yesterday’s high. (82.5% less than).
66.2% of stocks with today’s low < yesterday’s low. (33.8% greater than).

EVIDENCE OF INTRADAY TREND (20161017 3:22 pm ET)
37.6% of stocks are above today’s open. (61.1% are below).
31.2% of stocks are above today’s open and yesterday’s close.
53.8% 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 3:22 pm ET)
3.9% 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.
29.3% are in the bottom 20%.
15.5% are in the bottom 10%.

GAIN (20161017 3:22 pm ET)
40.4% of stocks are above yesterday’s close. (59.6% are below.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
0.9% are up 3.5% or more. 0.6% are down 3.5% or more.
70.2% are between +1% and -1%.

RSI on DAILY (20161017 3:22 pm ET)
2-day: >=95:1.8%…>=90:4.5%…>=80:11.1%…>=50:34.1%…<=20:34.1%…<=10:22.2%…<=5:13.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:27.8%…<=20:2.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:29.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161017 3:22 pm ET)
5.8% above previous 1 highs, 39.2% below previous 1 lows
5.0% above previous 2 highs, 15.6% below previous 2 lows
3.5% above previous 3 highs, 15.4% below previous 3 lows
3.3% above previous 4 highs, 14.9% below previous 4 lows
2.4% above previous 5 highs, 14.8% below previous 5 lows
2.3% above previous 6 highs, 14.0% below previous 6 lows
2.1% above previous 7 highs, 13.2% below previous 7 lows
2.0% above previous 8 highs, 13.1% below previous 8 lows
1.5% above previous 9 highs, 11.7% below previous 9 lows
1.3% above previous 10 highs, 11.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161017 3:22 pm ET)
40.4% are above or equal to 10/14 close (1 days ago), 59.6% are below.
45.0% are above or equal to 10/13 close (2 days ago), 55.0% are below.
32.5% are above or equal to 10/12 close (3 days ago), 67.5% are below.
41.2% are above or equal to 10/11 close (4 days ago), 58.8% are below.
22.7% are above or equal to 10/10 close (5 days ago), 77.3% are below.
32.5% are above or equal to 10/7 close (6 days ago), 67.5% are below.
27.5% are above or equal to 10/6 close (7 days ago), 72.5% are below.
29.4% are above or equal to 10/5 close (8 days ago), 70.6% are below.
34.1% are above or equal to 10/4 close (9 days ago), 65.9% are below.
26.4% are above or equal to 10/3 close (10 days ago), 73.6% are below.
24.1% are above or equal to 9/30 close (11 days ago), 75.9% are below.
32.4% are above or equal to 9/29 close (12 days ago), 67.6% are below.
26.4% are above or equal to 9/28 close (13 days ago), 73.6% are below.
32.0% are above or equal to 9/27 close (14 days ago), 68.0% are below.
36.8% are above or equal to 9/26 close (15 days ago), 63.2% are below.
31.5% are above or equal to 9/23 close (16 days ago), 68.5% are below.
26.4% are above or equal to 9/22 close (17 days ago), 73.6% are below.
34.8% are above or equal to 9/21 close (18 days ago), 65.2% are below.
44.7% are above or equal to 9/20 close (19 days ago), 55.3% are below.
42.4% are above or equal to 9/19 close (20 days ago), 57.6% are below.
46.2% are above or equal to 9/16 close (21 days ago), 53.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161017 3:22 pm ET)
20d: 2.2% new highs, 11.7% new lows
21d: 2.0% new highs, 11.2% new lows
42d: 1.3% new highs, 8.1% new lows
63d: 1.2% new highs, 5.8% new lows
126d: 1.0% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161017 3:22 pm ET)
2-day: 38.5% above, 61.5% below
3-day: 40.7% above, 59.3% below
4-day: 36.6% above, 63.4% below
5-day: 37.7% above, 62.3% below
8-day: 28.7% above, 71.3% below
10-day: 29.9% above, 70.1% below
20-day: 29.2% above, 70.8% below
50-day: 32.2% above, 67.8% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161017 3:22 pm ET)
META(26): 1.50% Top=TAHO TCK AGI X NEM PAAS CDE SWC ….. AG NUE AA FMSA FCX SLCA CCJ CNX=Bottom (Metals & Mining)
REAL(97): 0.38% Top=NRF DFT PPS CLNY MAA AMH GPT ACC ….. NRZ MPW NLY SKT CBG APLE RLGY PKY=Bottom (Real Estate)
MATE(30): 0.20% Top=VMC MLM KBH WM MAS WY RSG OC ….. EXP SUM EME TOL AWI PWR TPC SRCL=Bottom (Materials & Construction)
DISV(46): -0.01% Top=MYGN SERV GEO CAR CXW ALLE ACM AL ….. CTAS PAYX WOOF BAH TMH ULTA ADS YY=Bottom (Diversified Services)
MANU(38): -0.03% Top=ATI RS SNA BWXT GNRC AOS WOR PNR ….. AME SWK IR HON ROK MRC TEX SEDG=Bottom (Manufacturing)
INSU(29): -0.03% Top=RDN AGO MTG AIG AFSI AWH FNF ORI ….. AON AFL CINF MET AJG WLTW PGR MMC=Bottom (Insurance)
CHEM(29): -0.08% Top=OLN CC CF UNVR AXTA GPRE WLK SHW ….. EMN DD GRA DOW HUN MOS POT AGU=Bottom (Chemicals/Fertilizers)
CONS(57): -0.08% Top=HAS WRK WHR MLHR IP FBHS KS PKG ….. WWW KATE UA COH FOSL LULU GIII SKX=Bottom (Consumer)
ELEC(51): -0.26% Top=SPWR TTMI TRMB NPTN IDTI AMBA FLEX JBL ….. MRVL AMD MXL SIMO SWKS CSIQ SCTY AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(53): -0.28% Top=HWAY PODD IRWD ACHC NUVA THC COO DXCM ….. OPK ZLTQ NVRO AMSG ALGN EVHC ANTM SEM=Bottom (Health)
TRAN(30): -0.33% Top=NAT KEX KSU AIRM ODFL CNI UAL EXPD ….. HA KNX WAB WERN DAL JBHT CHRW BRS=Bottom (Transportation)
LEIS(37): -0.41% Top=GPRO VAC EXPE MGM DRI FRGI DPZ SIX ….. ZOES RCL DNKN BWLD MCD CMG PLAY YUM=Bottom (Leisure)
COSW(92): -0.43% Top=TTWO MENT NTCT MANH GRUB YHOO SYMC CSOD ….. CRM ATHM TWLO CYBR FEYE ZEN MB IMPV=Bottom (Computer Software/Internet)
COHW(44): -0.50% Top=ACIA FNSR UBNT ANET TMUS OLED CSCO WIN ….. PSTG BBRY CUDA INFN CIEN HPQ WDC PANW=Bottom (Computer Hardware/Telecom)
FINA(91): -0.57% Top=NSAM HAWK COF EV PYPL BAC PNC TD ….. NAVI CME SBNY LPLA ICE CBOE WDR BANC=Bottom (Banks/Financials)
ENER(91): -0.60% Top=PBF OAS DO MPLX LPI REN SEP VLO ….. MUR WLL HP MRO COG DVN SWN GPOR=Bottom (Energy)
RETA(63): -0.93% Top=BABA BURL MELI W LL BID BBY OLLI ….. FINL URBN ZUMZ GME CVS TSCO GNC 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 3:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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