daytrend

10/18/2016

Filed under: Market Stats — daytrend @ 2:26 pm

Market Stats at 3:25 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 3:25 pm ET)
37.5% of stocks are above yesterday’s high.
69.1% are above yesterday’s midpoint. (30.9% are below.)
8.4% are below yesterday’s low.
54.1% are inside yesterday’s range.
74.0% of stocks with today’s high > yesterday’s high. (26.0% less than).
21.2% of stocks with today’s low < yesterday’s low. (78.8% greater than).

EVIDENCE OF INTRADAY TREND (20161018 3:25 pm ET)
37.1% of stocks are above today’s open. (61.7% are below).
36.3% of stocks are above today’s open and yesterday’s close.
17.7% 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 3:25 pm ET)
6.8% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
47.2% are in the top half. 52.8% of stocks are in the bottom half of today’s range.
23.7% are in the bottom 20%.
13.2% are in the bottom 10%.

GAIN (20161018 3:25 pm ET)
81.7% of stocks are above yesterday’s close. (18.3% are below.)
1.3% are up 4.5% or more. 0.3% are down 4.5% or more.
3.0% are up 3.5% or more. 0.7% are down 3.5% or more.
56.9% are between +1% and -1%.

RSI on DAILY (20161018 3:25 pm ET)
2-day: >=95:5.1%…>=90:13.2%…>=80:29.4%…>=50:68.4%…<=20:12.9%…<=10:8.0%…<=5:4.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:41.6%…<=20:1.0%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:40.5%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161018 3:25 pm ET)
37.5% above previous 1 highs, 8.4% below previous 1 lows
18.9% above previous 2 highs, 7.6% below previous 2 lows
17.3% above previous 3 highs, 4.9% below previous 3 lows
13.6% above previous 4 highs, 4.6% below previous 4 lows
10.4% above previous 5 highs, 3.8% below previous 5 lows
8.1% above previous 6 highs, 3.8% below previous 6 lows
7.6% above previous 7 highs, 3.6% below previous 7 lows
7.5% above previous 8 highs, 3.3% below previous 8 lows
6.5% above previous 9 highs, 3.2% below previous 9 lows
5.4% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161018 3:25 pm ET)
81.7% are above or equal to 10/17 close (1 days ago), 18.3% are below.
65.7% are above or equal to 10/14 close (2 days ago), 34.3% are below.
61.6% are above or equal to 10/13 close (3 days ago), 38.4% are below.
49.9% are above or equal to 10/12 close (4 days ago), 50.1% are below.
53.2% are above or equal to 10/11 close (5 days ago), 46.8% are below.
31.0% are above or equal to 10/10 close (6 days ago), 69.0% are below.
40.5% are above or equal to 10/7 close (7 days ago), 59.5% are below.
35.3% are above or equal to 10/6 close (8 days ago), 64.7% are below.
36.9% are above or equal to 10/5 close (9 days ago), 63.1% are below.
43.8% are above or equal to 10/4 close (10 days ago), 56.3% are below.
35.8% are above or equal to 10/3 close (11 days ago), 64.2% are below.
30.7% are above or equal to 9/30 close (12 days ago), 69.3% are below.
40.2% are above or equal to 9/29 close (13 days ago), 59.8% are below.
33.3% are above or equal to 9/28 close (14 days ago), 66.7% are below.
39.2% are above or equal to 9/27 close (15 days ago), 60.8% are below.
44.9% are above or equal to 9/26 close (16 days ago), 55.1% are below.
37.9% are above or equal to 9/23 close (17 days ago), 62.1% are below.
31.8% are above or equal to 9/22 close (18 days ago), 68.2% are below.
40.2% are above or equal to 9/21 close (19 days ago), 59.8% are below.
50.8% are above or equal to 9/20 close (20 days ago), 49.2% are below.
49.3% are above or equal to 9/19 close (21 days ago), 50.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161018 3:25 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, 4.5% new lows
63d: 3.8% new highs, 3.1% new lows
126d: 3.0% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161018 3:25 pm ET)
2-day: 80.1% above, 19.9% below
3-day: 74.8% above, 25.2% below
4-day: 68.8% above, 31.3% below
5-day: 62.9% above, 37.1% below
8-day: 50.2% above, 49.8% below
10-day: 45.1% above, 54.9% below
20-day: 37.7% above, 62.3% below
50-day: 37.3% above, 62.7% below
200-day: 68.8% above, 31.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161018 3:25 pm ET)
META(26): 2.45% Top=TCK AGI SSRI AG AEM SLW SLCA SWC ….. STLD CNX NUE CCJ CMC X SCCO AA=Bottom (Metals & Mining)
CHEM(28): 1.83% Top=CE CC CF PAH EMN MEOH AGU MOS ….. ASH MON RPM PPG GPRE SHW AXTA POL=Bottom (Chemicals/Fertilizers)
HEAL(53): 1.68% Top=UNH CYH ANTM MOH ACHC HWAY CNC AET ….. HOLX TMO STE DVA BKD PINC SEM GKOS=Bottom (Health)
ELEC(51): 1.26% Top=HIMX AMBA FIT OCLR MU SCTY TTMI CREE ….. APH KLAC ISIL DLB SNPS FTV CY SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): 1.14% Top=TMH RCII MYGN FDC YY AL ADS GEO ….. CTAS HCSG HRB ALLE CATM V RRD ULTA=Bottom (Diversified Services)
COSW(92): 0.98% Top=TWLO MTCH MB SQ TSS TRIP CTXS CYBR ….. BITA BOX NUAN WUBA WBMD ZEN YELP IBM=Bottom (Computer Software/Internet)
REAL(95): 0.81% Top=CLNY NRF DFT PEB DLR PLD DEI RLJ ….. UDR DDR EQC EDR OUT AIV EQR PKY=Bottom (Real Estate)
CONS(56): 0.76% Top=AVP KS LULU SKX OI KATE UA ENR ….. CLX WHR PG MLHR HAS SEE FBHS WWW=Bottom (Consumer)
FINA(90): 0.75% Top=HAWK CMA NSAM KEY GS RF UMPQ ASB ….. NAVI EV WU PACW NDAQ OMF YRD BANC=Bottom (Banks/Financials)
LEIS(36): 0.72% Top=DPZ QSR GPRO RCL ZOES JACK PLAY MAR ….. WYNN LVS MGM SONC BWLD YUM MCD DNKN=Bottom (Leisure)
COHW(44): 0.70% Top=VG LVLT JNPR CTL WDC TMUS INFN OLED ….. ACIA PSTG VZ EFII SSYS WIN S CUDA=Bottom (Computer Hardware/Telecom)
TRAN(29): 0.68% Top=SAVE NAT AAL CP UAL HA XPO WERN ….. UPS UNP FDX CSX AIRM KEX KSU EXPD=Bottom (Transportation)
RETA(64): 0.48% Top=NFLX W KORS BID CASY LL OLLI SPLS ….. ROST DSW GPS GNC ANF FINL FRAN URBN=Bottom (Retail & Specialty Retail)
INSU(29): 0.46% Top=MTG RDN AGO WLTW TMK FNF L AON ….. ALL VR PRU MMC AFL CINF AFSI PGR=Bottom (Insurance)
MATE(29): 0.39% Top=DY PHM DHI USG FLR DAR PWR LEN ….. WM FAST USCR MAS SUM VMC AWI TPC=Bottom (Materials & Construction)
ENER(90): 0.26% Top=ETE NBR CRC PBF RES WNR SPN ETP ….. NFX MTDR DRQ CWEI DO CRZO OAS REN=Bottom (Energy)
MANU(38): 0.05% Top=AGCO RS GNRC CMI DHR PNR ATI AME ….. WOR ITW KMT DDD CFX ITT PH 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 3:25 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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