daytrend

10/18/2016

Filed under: Market Stats — daytrend @ 11:14 am

Market Stats at 12:14 pm 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 12:14 pm ET)
41.5% of stocks are above yesterday’s high.
75.4% are above yesterday’s midpoint. (24.6% are below.)
6.1% are below yesterday’s low.
52.3% are inside yesterday’s range.
71.5% of stocks with today’s high > yesterday’s high. (28.5% less than).
18.5% of stocks with today’s low < yesterday’s low. (81.5% greater than).

EVIDENCE OF INTRADAY TREND (20161018 12:14 pm ET)
42.1% of stocks are above today’s open. (56.3% are below).
41.6% of stocks are above today’s open and yesterday’s close.
12.6% 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 12:14 pm ET)
18.0% of stocks are in the top 10% of today’s range.
30.5% are in the top 20%.
57.7% are in the top half. 42.3% of stocks are in the bottom half of today’s range.
11.7% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN (20161018 12:14 pm ET)
86.9% of stocks are above yesterday’s close. (13.1% are below.)
1.3% are up 4.5% or more. 0.1% are down 4.5% or more.
2.9% are up 3.5% or more. 0.4% are down 3.5% or more.
54.8% are between +1% and -1%.

RSI on DAILY (20161018 12:14 pm ET)
2-day: >=95:6.4%…>=90:16.3%…>=80:33.5%…>=50:73.0%…<=20:10.4%…<=10:6.3%…<=5:4.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:42.7%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:41.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161018 12:14 pm ET)
41.5% above previous 1 highs, 6.1% below previous 1 lows
23.0% above previous 2 highs, 5.1% below previous 2 lows
21.2% above previous 3 highs, 3.5% below previous 3 lows
17.3% above previous 4 highs, 3.3% below previous 4 lows
13.3% above previous 5 highs, 2.9% below previous 5 lows
10.3% above previous 6 highs, 2.9% below previous 6 lows
9.8% above previous 7 highs, 2.8% below previous 7 lows
9.4% above previous 8 highs, 2.7% below previous 8 lows
8.0% above previous 9 highs, 2.7% below previous 9 lows
6.4% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161018 12:14 pm ET)
86.9% are above or equal to 10/17 close (1 days ago), 13.1% are below.
69.6% are above or equal to 10/14 close (2 days ago), 30.4% are below.
66.3% are above or equal to 10/13 close (3 days ago), 33.7% are below.
52.1% are above or equal to 10/12 close (4 days ago), 47.9% are below.
54.9% are above or equal to 10/11 close (5 days ago), 45.1% are below.
32.4% are above or equal to 10/10 close (6 days ago), 67.6% are below.
41.7% are above or equal to 10/7 close (7 days ago), 58.3% are below.
36.4% are above or equal to 10/6 close (8 days ago), 63.6% are below.
38.3% are above or equal to 10/5 close (9 days ago), 61.7% are below.
44.9% are above or equal to 10/4 close (10 days ago), 55.1% are below.
36.6% are above or equal to 10/3 close (11 days ago), 63.4% are below.
32.9% are above or equal to 9/30 close (12 days ago), 67.1% are below.
41.7% are above or equal to 9/29 close (13 days ago), 58.3% are below.
34.0% are above or equal to 9/28 close (14 days ago), 66.0% are below.
41.1% are above or equal to 9/27 close (15 days ago), 58.9% are below.
45.9% are above or equal to 9/26 close (16 days ago), 54.1% are below.
38.4% are above or equal to 9/23 close (17 days ago), 61.6% are below.
31.6% are above or equal to 9/22 close (18 days ago), 68.4% are below.
41.0% are above or equal to 9/21 close (19 days ago), 59.0% are below.
52.5% are above or equal to 9/20 close (20 days ago), 47.5% are below.
50.3% are above or equal to 9/19 close (21 days ago), 49.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161018 12:14 pm ET)
20d: 5.5% new highs, 4.8% new lows
21d: 5.4% new highs, 4.8% new lows
42d: 4.1% new highs, 4.0% new lows
63d: 3.5% new highs, 2.8% new lows
126d: 2.8% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161018 12:14 pm ET)
2-day: 86.0% above, 14.0% below
3-day: 77.1% above, 22.9% below
4-day: 74.1% above, 25.9% below
5-day: 67.2% above, 32.8% below
8-day: 51.3% above, 48.7% below
10-day: 46.1% above, 53.9% below
20-day: 39.5% above, 60.5% below
50-day: 39.2% above, 60.8% below
200-day: 69.1% above, 30.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161018 12:14 pm ET)
META(26): 1.92% Top=AGI TCK AG SSRI PAAS AEM ABX NEM ….. TAHO CMC STLD CNX CCJ SCCO X AA=Bottom (Metals & Mining)
HEAL(53): 1.83% Top=UNH CYH MOH HWAY ANTM CNC AET EVHC ….. ALGN GMED BDX GKOS A DVA SEM OPK=Bottom (Health)
CHEM(28): 1.42% Top=CE CC PAH CF EMN OLN GRA MEOH ….. PPG HUN MON IFF SHW AXTA ASH GPRE=Bottom (Chemicals/Fertilizers)
ELEC(51): 1.41% Top=HIMX OCLR MU AMBA IPHI SCTY NPTN QRVO ….. FLEX TEL TER ISIL DLB CY APH SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): 1.31% Top=TMH FDC GEO YY CXW MYGN AL RCII ….. FISV RBA SERV CATM V RRD HRB ULTA=Bottom (Diversified Services)
REAL(95): 1.17% Top=CLNY NRF DFT PEB COR RLJ SHO PLD ….. NLY FRT ELS OUT EDR RLGY EQR PKY=Bottom (Real Estate)
LEIS(36): 1.16% Top=DPZ RCL JACK QSR GPRO ZOES TXRH CCL ….. CAKE YUM LVS FRGI CMG WYNN DNKN MCD=Bottom (Leisure)
COSW(92): 1.07% Top=MB TRIP SQ MTCH TSS CTXS GOOG SPLK ….. TTWO BITA CTSH WBMD ZEN WUBA YELP IBM=Bottom (Computer Software/Internet)
TRAN(29): 0.91% Top=SAVE UAL AAL XPO HA CP NAT DAL ….. AIRM FDX CHRW ODFL WERN KEX KSU EXPD=Bottom (Transportation)
CONS(56): 0.91% Top=AVP LULU KS MAT ENR SKX KATE OI ….. PVH PG WRK WHR SEE COTY FBHS WWW=Bottom (Consumer)
FINA(90): 0.90% Top=HAWK NSAM CMA BOFI YRD GS AMTD BK ….. ZION IVZ SBNY FHN PACW OMF SIVB RF=Bottom (Banks/Financials)
COHW(44): 0.81% Top=GIMO INFN JNPR LVLT PANW OLED CTL TMUS ….. VZ EFII ZAYO SSYS WIN ACIA CUDA S=Bottom (Computer Hardware/Telecom)
MATE(29): 0.67% Top=DY DHI PHM DAR LEN PWR WY SRCL ….. SUM VMC USG USCR TPC WCN FAST AWI=Bottom (Materials & Construction)
RETA(64): 0.62% Top=NFLX BID OLLI LL CASY KORS RH BABA ….. KSS JCP GNC GPS ANF FRAN FIVE URBN=Bottom (Retail & Specialty Retail)
INSU(29): 0.60% Top=RDN MTG AGO TMK WLTW AON AIG FNF ….. ORI AFL CINF ALL PRU VR AFSI PGR=Bottom (Insurance)
MANU(38): 0.21% Top=GNRC RS AGCO DHR CMI ATI PNR BWXT ….. TEX CAT DDD KMT PH LII ITW ITT=Bottom (Manufacturing)
ENER(90): 0.19% Top=PBF ETE WNR VLO TSO PTEN NBR SWN ….. COP DRQ CWEI DO ATW OAS CRZO 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 12:14 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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