daytrend

10/18/2016

Filed under: Market Stats — daytrend @ 1:27 pm

Market Stats at 2:26 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 2:26 pm ET)
40.2% of stocks are above yesterday’s high.
72.2% are above yesterday’s midpoint. (27.8% are below.)
6.8% are below yesterday’s low.
53.0% are inside yesterday’s range.
73.5% of stocks with today’s high > yesterday’s high. (26.5% less than).
20.0% of stocks with today’s low < yesterday’s low. (80.0% greater than).

EVIDENCE OF INTRADAY TREND (20161018 2:26 pm ET)
40.2% of stocks are above today’s open. (58.5% are below).
39.4% of stocks are above today’s open and yesterday’s close.
15.5% 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 2:26 pm ET)
10.6% of stocks are in the top 10% of today’s range.
22.5% are in the top 20%.
55.1% are in the top half. 44.9% of stocks are in the bottom half of today’s range.
16.7% are in the bottom 20%.
8.6% are in the bottom 10%.

GAIN (20161018 2:26 pm ET)
83.7% of stocks are above yesterday’s close. (16.3% are below.)
1.7% are up 4.5% or more. 0.3% are down 4.5% or more.
3.5% are up 3.5% or more. 0.6% are down 3.5% or more.
52.8% are between +1% and -1%.

RSI on DAILY (20161018 2:26 pm ET)
2-day: >=95:6.0%…>=90:14.3%…>=80:32.3%…>=50:71.2%…<=20:11.9%…<=10:8.3%…<=5:5.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:43.0%…<=20:0.9%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:41.1%…<=20:0.3%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161018 2:26 pm ET)
40.2% above previous 1 highs, 6.8% below previous 1 lows
22.5% above previous 2 highs, 6.0% below previous 2 lows
21.1% above previous 3 highs, 4.5% below previous 3 lows
16.7% above previous 4 highs, 3.9% below previous 4 lows
12.7% above previous 5 highs, 3.2% below previous 5 lows
9.9% above previous 6 highs, 3.2% below previous 6 lows
9.2% above previous 7 highs, 3.1% below previous 7 lows
8.9% above previous 8 highs, 2.9% below previous 8 lows
8.1% above previous 9 highs, 2.9% below previous 9 lows
6.1% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161018 2:26 pm ET)
83.7% are above or equal to 10/17 close (1 days ago), 16.3% are below.
67.7% are above or equal to 10/14 close (2 days ago), 32.3% are below.
64.0% are above or equal to 10/13 close (3 days ago), 36.0% are below.
51.8% are above or equal to 10/12 close (4 days ago), 48.2% are below.
53.6% are above or equal to 10/11 close (5 days ago), 46.4% are below.
32.5% are above or equal to 10/10 close (6 days ago), 67.5% are below.
41.7% are above or equal to 10/7 close (7 days ago), 58.3% are below.
36.3% are above or equal to 10/6 close (8 days ago), 63.7% are below.
38.3% are above or equal to 10/5 close (9 days ago), 61.7% are below.
44.8% are above or equal to 10/4 close (10 days ago), 55.2% are below.
36.3% are above or equal to 10/3 close (11 days ago), 63.7% are below.
31.7% are above or equal to 9/30 close (12 days ago), 68.3% 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.
40.3% are above or equal to 9/27 close (15 days ago), 59.7% are below.
45.5% are above or equal to 9/26 close (16 days ago), 54.5% are below.
38.5% are above or equal to 9/23 close (17 days ago), 61.5% are below.
32.4% are above or equal to 9/22 close (18 days ago), 67.6% are below.
41.0% are above or equal to 9/21 close (19 days ago), 59.0% are below.
52.1% are above or equal to 9/20 close (20 days ago), 47.9% are below.
50.2% are above or equal to 9/19 close (21 days ago), 49.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161018 2:26 pm ET)
20d: 5.9% new highs, 5.1% new lows
21d: 5.8% new highs, 5.1% new lows
42d: 4.5% new highs, 4.4% new lows
63d: 3.8% new highs, 3.0% new lows
126d: 3.0% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161018 2:26 pm ET)
2-day: 82.4% above, 17.6% below
3-day: 75.7% above, 24.3% below
4-day: 72.8% above, 27.2% below
5-day: 65.6% above, 34.4% below
8-day: 51.0% above, 49.0% below
10-day: 45.8% above, 54.2% below
20-day: 39.2% above, 60.8% below
50-day: 38.8% above, 61.2% below
200-day: 69.1% above, 30.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161018 2:26 pm ET)
META(26): 2.39% Top=TCK AGI SSRI AG AEM SLW ABX CDE ….. NUE TAHO CCJ CMC CNX X SCCO AA=Bottom (Metals & Mining)
HEAL(53): 1.75% Top=UNH CYH ANTM MOH HWAY CNC AET AMSG ….. HOLX STE DVA PINC BKD OPK SEM GKOS=Bottom (Health)
CHEM(28): 1.66% Top=CE CC PAH CF EMN OLN MEOH MOS ….. MON PPG RPM ASH SHW POL AXTA GPRE=Bottom (Chemicals/Fertilizers)
ELEC(51): 1.37% Top=HIMX AMBA OCLR MU IPHI FIT MXL SCTY ….. KLAC TEL DLB ISIL APH FTV CY SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): 1.24% Top=TMH MYGN RCII FDC YY AL GEO GPN ….. CTAS HCSG HRB CATM ALLE V RRD ULTA=Bottom (Diversified Services)
COSW(92): 1.18% Top=TWLO MTCH TSS CYBR MB TRIP GOOG CTXS ….. CRM ZEN SABR WUBA WBMD BITA IBM YELP=Bottom (Computer Software/Internet)
COHW(44): 0.95% Top=VG GIMO HPQ LVLT JNPR INFN PANW TMUS ….. EFII CCI VZ PSTG SSYS WIN S CUDA=Bottom (Computer Hardware/Telecom)
REAL(95): 0.95% Top=CLNY NRF PEB DFT LHO DLR DEI PLD ….. CPT DDR AIV ALLY EDR OUT EQR PKY=Bottom (Real Estate)
LEIS(36): 0.89% Top=DPZ GPRO QSR JACK ZOES RCL EXPE PLAY ….. MGM LVS SONC CMG YUM WYNN DNKN MCD=Bottom (Leisure)
CONS(56): 0.84% Top=AVP KS ENR SKX LULU OI KATE MAT ….. KMB WHR MLHR HAS PG SEE FBHS WWW=Bottom (Consumer)
FINA(90): 0.77% Top=HAWK NSAM CMA KEY GS BK MS SCHW ….. WU BX WETF EV NAVI YRD PACW BANC=Bottom (Banks/Financials)
TRAN(29): 0.69% Top=SAVE AAL NAT CP HA XPO CNI WERN ….. UPS DAL FDX AIRM CSX KEX KSU EXPD=Bottom (Transportation)
MATE(29): 0.57% Top=DY PHM DHI PWR LEN DAR USG FLR ….. WM BECN USCR WCN VMC FAST AWI TPC=Bottom (Materials & Construction)
INSU(29): 0.56% Top=MTG RDN AGO TMK WLTW FNF AON AIG ….. PRU VR ALL MMC ORI CINF AFSI PGR=Bottom (Insurance)
RETA(64): 0.52% Top=NFLX OLLI BID CASY KORS LL W DDS ….. DSW TLRD KR GPS ANF GNC FRAN URBN=Bottom (Retail & Specialty Retail)
ENER(90): 0.19% Top=NBR CRC ETE RES PBF WNR VLO PTEN ….. RSPP COP DRQ CWEI DO CRZO OAS REN=Bottom (Energy)
MANU(38): 0.19% Top=AGCO RS GNRC CMI DHR PNR TKR ATI ….. DDD DCI CFX ITW LII ITT KMT PH=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 2:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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