daytrend

10/18/2016

Filed under: Market Stats — daytrend @ 9:48 am

Market Stats at 10:47 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 10:47 am ET)
32.3% of stocks are above yesterday’s high.
65.8% are above yesterday’s midpoint. (34.2% are below.)
8.0% are below yesterday’s low.
59.7% are inside yesterday’s range.
69.0% of stocks with today’s high > yesterday’s high. (31.0% less than).
17.2% of stocks with today’s low < yesterday’s low. (82.8% greater than).

EVIDENCE OF INTRADAY TREND (20161018 10:47 am ET)
28.8% of stocks are above today’s open. (70.0% are below).
27.7% of stocks are above today’s open and yesterday’s close.
19.8% 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 10:47 am ET)
8.7% of stocks are in the top 10% of today’s range.
15.1% are in the top 20%.
37.1% are in the top half. 62.9% of stocks are in the bottom half of today’s range.
28.0% are in the bottom 20%.
12.9% are in the bottom 10%.

GAIN (20161018 10:47 am ET)
79.1% of stocks are above yesterday’s close. (20.9% are below.)
0.7% are up 4.5% or more. 0.1% are down 4.5% or more.
1.9% are up 3.5% or more. 0.4% are down 3.5% or more.
65.3% are between +1% and -1%.

RSI on DAILY (20161018 10:47 am ET)
2-day: >=95:4.9%…>=90:12.4%…>=80:26.6%…>=50:65.6%…<=20:13.8%…<=10:8.9%…<=5:6.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:37.5%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:38.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161018 10:47 am ET)
32.3% above previous 1 highs, 8.0% below previous 1 lows
16.2% above previous 2 highs, 7.0% below previous 2 lows
15.1% above previous 3 highs, 4.9% below previous 3 lows
12.5% above previous 4 highs, 4.5% below previous 4 lows
9.7% above previous 5 highs, 4.2% below previous 5 lows
7.1% above previous 6 highs, 4.2% below previous 6 lows
6.3% above previous 7 highs, 4.1% below previous 7 lows
6.3% above previous 8 highs, 4.0% below previous 8 lows
5.5% above previous 9 highs, 4.0% below previous 9 lows
4.7% above previous 10 highs, 3.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161018 10:47 am ET)
79.1% are above or equal to 10/17 close (1 days ago), 20.9% are below.
63.7% are above or equal to 10/14 close (2 days ago), 36.3% are below.
59.0% are above or equal to 10/13 close (3 days ago), 41.0% are below.
47.5% are above or equal to 10/12 close (4 days ago), 52.5% are below.
50.4% are above or equal to 10/11 close (5 days ago), 49.6% are below.
30.1% are above or equal to 10/10 close (6 days ago), 69.9% are below.
40.3% are above or equal to 10/7 close (7 days ago), 59.7% are below.
32.6% are above or equal to 10/6 close (8 days ago), 67.4% are below.
35.5% are above or equal to 10/5 close (9 days ago), 64.5% are below.
41.0% are above or equal to 10/4 close (10 days ago), 59.0% are below.
32.8% are above or equal to 10/3 close (11 days ago), 67.2% are below.
29.6% are above or equal to 9/30 close (12 days ago), 70.4% are below.
38.2% are above or equal to 9/29 close (13 days ago), 61.8% are below.
32.4% are above or equal to 9/28 close (14 days ago), 67.6% are below.
38.4% are above or equal to 9/27 close (15 days ago), 61.6% are below.
43.9% are above or equal to 9/26 close (16 days ago), 56.1% are below.
36.7% are above or equal to 9/23 close (17 days ago), 63.3% are below.
30.8% are above or equal to 9/22 close (18 days ago), 69.2% are below.
39.2% are above or equal to 9/21 close (19 days ago), 60.8% are below.
50.2% are above or equal to 9/20 close (20 days ago), 49.8% are below.
48.8% are above or equal to 9/19 close (21 days ago), 51.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161018 10:47 am ET)
20d: 4.9% new highs, 4.6% new lows
21d: 4.7% new highs, 4.6% new lows
42d: 3.9% new highs, 3.7% new lows
63d: 3.2% new highs, 2.8% new lows
126d: 2.6% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161018 10:47 am ET)
2-day: 78.1% above, 21.9% below
3-day: 69.6% above, 30.4% below
4-day: 67.4% above, 32.6% below
5-day: 59.6% above, 40.4% below
8-day: 45.2% above, 54.8% below
10-day: 40.8% above, 59.2% below
20-day: 34.8% above, 65.2% below
50-day: 37.5% above, 62.5% below
200-day: 68.0% above, 32.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161018 10:47 am ET)
HEAL(53): 1.39% Top=UNH CYH MOH HWAY ANTM AET CNC AMSG ….. A WST SYK DVA BAX ZLTQ COO GMED=Bottom (Health)
CHEM(28): 1.20% Top=CE CC PAH EMN GRA CF OLN WLK ….. MON MOS POL ASH SHW AXTA IFF GPRE=Bottom (Chemicals/Fertilizers)
ELEC(51): 1.20% Top=HIMX MU SPWR AMD IPHI FIT SWKS INTC ….. AYI SNPS DLB ISIL TER CY APH SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): 1.10% Top=CXW YY GEO MYGN TMH FDC AHS KBR ….. FISV WOOF PAYX SERV HRB ULTA RRD V=Bottom (Diversified Services)
LEIS(36): 1.00% Top=DPZ RCL GPRO CCL QSR BYD SEAS JACK ….. MGM BLMN WEN DNKN YUM CAKE CMG MCD=Bottom (Leisure)
COSW(92): 0.87% Top=NTES TRIP SQ MANH ATHM CTXS SINA MB ….. SYMC PAYC TTWO WBMD ZEN CTSH YELP IBM=Bottom (Computer Software/Internet)
REAL(95): 0.77% Top=PEB CLNY LHO RLJ NRF PLD DFT SHO ….. OUT FRT NLY EDR EQR RLGY ELS PKY=Bottom (Real Estate)
META(26): 0.71% Top=TCK AGI ABX AEM SSRI AG PAAS SWC ….. X TAHO CMC CCJ SCCO CNX STLD AA=Bottom (Metals & Mining)
FINA(90): 0.62% Top=HAWK CMA NSAM BOFI LPLA YRD WDR ETFC ….. FHN SBNY MTB OMF SLM RF WETF NAVI=Bottom (Banks/Financials)
COHW(44): 0.61% Top=JNPR INFN LVLT GOGO WDC PANW BRCD GIMO ….. T ZAYO VZ ACIA PSTG S WIN CUDA=Bottom (Computer Hardware/Telecom)
CONS(56): 0.57% Top=AVP KATE SKX UA ENR LULU KS OI ….. KMB DECK IP WHR FBHS HAS COTY WWW=Bottom (Consumer)
INSU(29): 0.54% Top=MTG RDN AGO WLTW TMK AON AJG XL ….. FAF MMC ORI ALL VR CINF CNO PGR=Bottom (Insurance)
TRAN(29): 0.52% Top=SAVE AAL UAL DAL LUV HA JBLU XPO ….. NSC CHRW ODFL KNX WERN KEX KSU EXPD=Bottom (Transportation)
RETA(64): 0.33% Top=NFLX KORS BABA SIG CASY OLLI GME BID ….. CHS KR JCP GPS ANF FIVE FRAN URBN=Bottom (Retail & Specialty Retail)
MATE(29): 0.30% Top=DY SRCL DAR PWR EME DHI WY PHM ….. BECN WM WCN FAST USCR USG AWI TPC=Bottom (Materials & Construction)
MANU(38): 0.11% Top=GNRC WOR AGCO CMI RS DHR ROK GE ….. TKR DE CAT PH ITW XYL LII ITT=Bottom (Manufacturing)
ENER(90): -0.01% Top=PBF SM WNR TSO VLO MPC PTEN DK ….. DRQ DO RICE RSPP ATW CRZO OAS REN=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 10:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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