daytrend

10/20/2016

Filed under: Market Stats — daytrend @ 8:43 am

Market Stats at 9:42 am ET
by daytrend on 20161020. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 891.

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

COMPARED TO YESTERDAY’S RANGE (20161020 9:42 am ET)
8.3% of stocks are above yesterday’s high.
43.0% are above yesterday’s midpoint. (57.0% are below.)
22.2% are below yesterday’s low.
69.5% are inside yesterday’s range.
21.9% of stocks with today’s high > yesterday’s high. (78.1% less than).
33.1% of stocks with today’s low < yesterday’s low. (66.9% greater than).

EVIDENCE OF INTRADAY TREND (20161020 9:42 am ET)
39.5% of stocks are above today’s open. (58.4% are below).
18.4% of stocks are above today’s open and yesterday’s close.
54.3% are below both.
5.6% of stocks opened above yesterday’s high.
20.9% of stocks opened above yesterday’s close. (74.0% opened below yesterday’s close).
13.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161020 9:42 am ET)
4.6% of stocks are in the top 10% of today’s range.
10.0% are in the top 20%.
34.9% are in the top half. 65.1% of stocks are in the bottom half of today’s range.
32.8% are in the bottom 20%.
17.7% are in the bottom 10%.

GAIN (20161020 9:42 am ET)
24.5% of stocks are above yesterday’s close. (75.5% are below.)
0.7% are up 4.5% or more. 0.9% are down 4.5% or more.
0.9% are up 3.5% or more. 1.5% are down 3.5% or more.
78.2% are between +1% and -1%.

RSI on DAILY (20161020 9:42 am ET)
2-day: >=95:4.3%…>=90:9.4%…>=80:18.4%…>=50:49.9%…<=20:15.6%…<=10:7.6%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:42.1%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:42.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161020 9:42 am ET)
8.3% above previous 1 highs, 22.2% below previous 1 lows
6.1% above previous 2 highs, 14.1% below previous 2 lows
5.4% above previous 3 highs, 9.7% below previous 3 lows
5.1% above previous 4 highs, 9.0% below previous 4 lows
4.9% above previous 5 highs, 5.7% below previous 5 lows
4.6% above previous 6 highs, 5.4% below previous 6 lows
4.0% above previous 7 highs, 5.1% below previous 7 lows
2.9% above previous 8 highs, 5.1% below previous 8 lows
2.8% above previous 9 highs, 4.6% below previous 9 lows
2.8% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161020 9:42 am ET)
24.5% are above or equal to 10/19 close (1 days ago), 75.5% are below.
55.1% are above or equal to 10/18 close (2 days ago), 44.9% are below.
70.9% are above or equal to 10/17 close (3 days ago), 29.1% are below.
61.5% are above or equal to 10/14 close (4 days ago), 38.5% are below.
59.5% are above or equal to 10/13 close (5 days ago), 40.5% are below.
48.8% are above or equal to 10/12 close (6 days ago), 51.2% are below.
53.5% are above or equal to 10/11 close (7 days ago), 46.5% are below.
33.9% are above or equal to 10/10 close (8 days ago), 66.1% are below.
43.4% are above or equal to 10/7 close (9 days ago), 56.6% are below.
37.7% are above or equal to 10/6 close (10 days ago), 62.3% are below.
39.7% are above or equal to 10/5 close (11 days ago), 60.3% are below.
44.4% are above or equal to 10/4 close (12 days ago), 55.6% are below.
37.4% are above or equal to 10/3 close (13 days ago), 62.6% are below.
33.4% are above or equal to 9/30 close (14 days ago), 66.6% are below.
41.0% are above or equal to 9/29 close (15 days ago), 59.0% are below.
33.7% are above or equal to 9/28 close (16 days ago), 66.3% are below.
40.3% are above or equal to 9/27 close (17 days ago), 59.7% are below.
44.0% are above or equal to 9/26 close (18 days ago), 56.0% are below.
37.9% are above or equal to 9/23 close (19 days ago), 62.1% are below.
33.1% are above or equal to 9/22 close (20 days ago), 66.9% are below.
40.4% are above or equal to 9/21 close (21 days ago), 59.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161020 9:42 am ET)
20d: 3.8% new highs, 5.2% new lows
21d: 3.8% new highs, 4.8% new lows
42d: 3.0% new highs, 3.6% new lows
63d: 3.0% new highs, 2.8% new lows
126d: 2.0% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161020 9:42 am ET)
2-day: 22.6% above, 77.4% below
3-day: 44.4% above, 55.6% below
4-day: 58.1% above, 41.9% below
5-day: 59.5% above, 40.5% below
8-day: 56.1% above, 43.9% below
10-day: 47.4% above, 52.6% below
20-day: 39.8% above, 60.2% below
50-day: 38.3% above, 61.7% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161020 9:42 am ET)
FINA(90): 0.16% Top=AXP BANC BK YRD FNB SLM DFS RF ….. SIVB HOMB SCHW EFX WETF CMA BKU SBNY=Bottom (Banks/Financials)
REAL(96): -0.04% Top=MAA PPS CBL VTR PLD ALLY WPG AVB ….. FRT BAM CONE CBG SLG SRC SNH LHO=Bottom (Real Estate)
HEAL(50): -0.05% Top=OPK ABT ANTM DGX BABY STJ ESRX CYH ….. HRC NUVA HWAY RMD ZLTQ NVRO ACHC DVA=Bottom (Health)
TRAN(30): -0.20% Top=LSTR ALK KEX UAL HA DAL SWFT JBHT ….. CNI CSX TRN NSC NAT AAL SAVE UNP=Bottom (Transportation)
CHEM(28): -0.28% Top=SHW PPG AXTA CE APD IFF ASH EMN ….. MON POL OLN AGU POT HUN GPRE CF=Bottom (Chemicals/Fertilizers)
ELEC(50): -0.31% Top=AMD APH NVDA XLNX HIMX KLAC MU ADI ….. DLB OCLR CREE SNPS FTV PI SIMO SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(45): -0.32% Top=URI RCII TMH R RHI WOOF AL MA ….. KBR RRD VNTV SBAC CXW ZG YY ADS=Bottom (Diversified Services)
RETA(63): -0.52% Top=WBA GNC KSS ANF SFM CVS GME SIG ….. AEO KORS W AMZN AN PAG TSCO EBAY=Bottom (Retail & Specialty Retail)
MANU(39): -0.65% Top=SNA DHR DOV GE IEX IR LII EMR ….. MRC DE CAT TEX WOR ITW ATI RS=Bottom (Manufacturing)
LEIS(36): -0.66% Top=GPRO EXPE HLT VAC WYNN DPZ QSR SIX ….. SONC BLMN TXRH SHAK CAKE BWLD DNKN ZOES=Bottom (Leisure)
COHW(42): -0.67% Top=STX SYNA NTAP WDC BRCD UBNT ZAYO QCOM ….. FNSR GIMO T CIEN S VZ CUDA ACIA=Bottom (Computer Hardware/Telecom)
COSW(93): -0.72% Top=CTXS IBM SPLK VMW MANH NUAN VEEV SQ ….. YELP MTCH VIPS WB TWLO HQY TRIP SYNT=Bottom (Computer Software/Internet)
INSU(29): -0.76% Top=FAF AGO MET FNF AFL TMK UNM AWH ….. MMC CINF XL AJG WLTW AFSI ALL TRV=Bottom (Insurance)
ENER(89): -0.89% Top=FTI HLX TSO OAS COG VLO CPPL OII ….. DVN WPX SM LPI CRZO MTDR REN CWEI=Bottom (Energy)
CONS(56): -0.98% Top=MAT NKE BC EPC AVP HAS FOSL FL ….. TUP LEG CCK IP WRK PKG KS SCSS=Bottom (Consumer)
MATE(29): -1.07% Top=USG SRCL BECN WM WCN MAS FAST PWR ….. LEN DY AWI TPH DHI CAA KBH PHM=Bottom (Materials & Construction)
META(26): -1.39% Top=GG AG AGI FNV NEM SSRI PAAS RGLD ….. FMSA CNX STLD SWC FCX CMC X NUE=Bottom (Metals & Mining)

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 9:42 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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