daytrend

10/18/2016

Filed under: Market Stats — daytrend @ 8:54 am

Market Stats at 9:53 am ET
by daytrend on 20161018. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 896.

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

COMPARED TO YESTERDAY’S RANGE (20161018 9:53 am ET)
30.7% of stocks are above yesterday’s high.
70.5% are above yesterday’s midpoint. (29.5% are below.)
4.7% are below yesterday’s low.
64.6% are inside yesterday’s range.
66.6% of stocks with today’s high > yesterday’s high. (33.4% less than).
7.4% of stocks with today’s low < yesterday’s low. (92.6% greater than).

EVIDENCE OF INTRADAY TREND (20161018 9:53 am ET)
23.1% of stocks are above today’s open. (75.1% are below).
22.4% of stocks are above today’s open and yesterday’s close.
11.4% are below both.
50.1% of stocks opened above yesterday’s high.
97.2% of stocks opened above yesterday’s close. (2.6% opened below yesterday’s close).
1.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161018 9:53 am ET)
4.4% of stocks are in the top 10% of today’s range.
8.0% are in the top 20%.
23.5% are in the top half. 76.5% of stocks are in the bottom half of today’s range.
45.8% are in the bottom 20%.
26.9% are in the bottom 10%.

GAIN (20161018 9:53 am ET)
87.8% of stocks are above yesterday’s close. (12.2% are below.)
0.6% are up 4.5% or more. 0.1% are down 4.5% or more.
1.1% are up 3.5% or more. 0.2% are down 3.5% or more.
71.4% are between +1% and -1%.

RSI on DAILY (20161018 9:53 am ET)
2-day: >=95:4.6%…>=90:11.4%…>=80:26.9%…>=50:68.4%…<=20:10.3%…<=10:5.6%…<=5:3.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:38.3%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:38.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161018 9:53 am ET)
30.7% above previous 1 highs, 4.7% below previous 1 lows
13.1% above previous 2 highs, 4.1% below previous 2 lows
12.1% above previous 3 highs, 3.2% below previous 3 lows
9.7% above previous 4 highs, 2.9% below previous 4 lows
7.1% above previous 5 highs, 2.7% below previous 5 lows
5.4% above previous 6 highs, 2.7% below previous 6 lows
5.1% above previous 7 highs, 2.5% below previous 7 lows
4.7% above previous 8 highs, 2.3% below previous 8 lows
4.2% above previous 9 highs, 2.3% below previous 9 lows
3.7% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161018 9:53 am ET)
87.8% are above or equal to 10/17 close (1 days ago), 12.2% are below.
65.5% are above or equal to 10/14 close (2 days ago), 34.5% are below.
59.9% are above or equal to 10/13 close (3 days ago), 40.1% are below.
48.1% are above or equal to 10/12 close (4 days ago), 51.9% are below.
51.1% are above or equal to 10/11 close (5 days ago), 48.9% are below.
30.0% are above or equal to 10/10 close (6 days ago), 70.0% are below.
39.8% are above or equal to 10/7 close (7 days ago), 60.2% are below.
33.5% are above or equal to 10/6 close (8 days ago), 66.5% are below.
35.2% are above or equal to 10/5 close (9 days ago), 64.8% are below.
41.7% are above or equal to 10/4 close (10 days ago), 58.3% are below.
33.5% are above or equal to 10/3 close (11 days ago), 66.5% are below.
29.2% are above or equal to 9/30 close (12 days ago), 70.8% are below.
38.7% are above or equal to 9/29 close (13 days ago), 61.3% are below.
31.9% are above or equal to 9/28 close (14 days ago), 68.1% are below.
37.8% are above or equal to 9/27 close (15 days ago), 62.2% are below.
43.5% are above or equal to 9/26 close (16 days ago), 56.5% are below.
36.0% are above or equal to 9/23 close (17 days ago), 64.0% are below.
30.5% are above or equal to 9/22 close (18 days ago), 69.5% are below.
39.1% are above or equal to 9/21 close (19 days ago), 60.9% are below.
49.4% are above or equal to 9/20 close (20 days ago), 50.6% are below.
47.5% are above or equal to 9/19 close (21 days ago), 52.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161018 9:53 am ET)
20d: 4.5% new highs, 2.7% new lows
21d: 4.2% new highs, 2.7% new lows
42d: 3.3% new highs, 2.0% new lows
63d: 2.9% new highs, 1.2% new lows
126d: 2.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161018 9:53 am ET)
2-day: 86.5% above, 13.5% below
3-day: 74.6% above, 25.4% below
4-day: 69.0% above, 31.0% below
5-day: 61.5% above, 38.5% below
8-day: 46.5% above, 53.5% below
10-day: 42.0% above, 58.0% below
20-day: 35.5% above, 64.5% below
50-day: 36.8% above, 63.2% below
200-day: 68.0% above, 32.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161018 9:53 am ET)
CHEM(28): 1.25% Top=CE CC PAH EMN CF MEOH OLN GRA ….. ASH RPM POL MON AXTA SHW IFF GPRE=Bottom (Chemicals/Fertilizers)
DISV(46): 1.12% Top=CXW YY TMH FDC MYGN AHS GEO RCII ….. SERV MA SCI PAYX HRB CAR RRD V=Bottom (Diversified Services)
LEIS(36): 1.04% Top=DPZ RCL CCL TXRH FRGI SONC SEAS SIX ….. DNKN CAKE SBUX ARMK BLMN YUM MCD CMG=Bottom (Leisure)
HEAL(53): 0.99% Top=UNH HWAY ANTM MOH CNC AET EVHC AMSG ….. BDX GMED ABT BSX BAX NVRO SYK SEM=Bottom (Health)
ELEC(51): 0.93% Top=HIMX MU QRVO FTV OCLR IPHI FIT SWKS ….. KLAC APH DLB TRMB SIMO ISIL PI CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(92): 0.87% Top=TWLO NTES MTCH ATHM TRIP NOW SINA SPLK ….. N CA CYBR PAYC VMW NTCT YELP IBM=Bottom (Computer Software/Internet)
META(26): 0.86% Top=TCK AGI ABX AEM AG SSRI SLCA CDE ….. SCCO RGLD CCJ GG TAHO X FNV AA=Bottom (Metals & Mining)
TRAN(29): 0.71% Top=SAVE AAL UAL SWFT DAL CP HA LUV ….. KEX NSC UPS CHRW KNX NAT WERN EXPD=Bottom (Transportation)
INSU(29): 0.71% Top=MTG RDN AGO LNC HIG MET AIG TMK ….. MMC ALL CINF FAF PRU VR PGR AFSI=Bottom (Insurance)
FINA(90): 0.70% Top=YRD CMA GS MS SCHW ETFC BOFI BK ….. TROW EV WU NDAQ CME WFC WETF PACW=Bottom (Banks/Financials)
REAL(95): 0.63% Top=PLD HPT HST RLJ CUZ HCN SHO PEB ….. AMT EXR AGNC OUT SUI PKY PSA ELS=Bottom (Real Estate)
CONS(56): 0.57% Top=KS UA SEE OI KATE ENR PKG SKX ….. WHR CL KMB FOSL FBHS HAS COTY WWW=Bottom (Consumer)
ENER(90): 0.51% Top=SM PBF NBR APA HLX HFC MPC WNR ….. DRQ SN ATW DO CWEI CRZO REN OAS=Bottom (Energy)
MATE(29): 0.50% Top=PWR DAR SRCL EME DY CAA SUM TOL ….. RSG MAS BECN WM FAST AWI USG TPC=Bottom (Materials & Construction)
COHW(44): 0.38% Top=LVLT S PANW VG GOGO CSCO TMUS CTL ….. EFII T SYNA WIN VZ ACIA PSTG CUDA=Bottom (Computer Hardware/Telecom)
RETA(64): 0.34% Top=NFLX SIG BABA RH BID EBAY SPLS ETSY ….. SBH FIVE JCP FINL DDS FRAN ANF URBN=Bottom (Retail & Specialty Retail)
MANU(38): 0.20% Top=RS WOR GNRC PNR DOV GE AME TTC ….. CAT BWXT HON ITT FLS DE AGCO LII=Bottom (Manufacturing)

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 9:53 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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