daytrend

10/20/2016

Filed under: Market Stats — daytrend @ 8:58 am

Market Stats at 9:58 am ET
by daytrend on 20161020. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 892.

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

COMPARED TO YESTERDAY’S RANGE (20161020 9:58 am ET)
16.7% of stocks are above yesterday’s high.
53.6% are above yesterday’s midpoint. (46.4% are below.)
15.9% are below yesterday’s low.
67.4% are inside yesterday’s range.
27.8% of stocks with today’s high > yesterday’s high. (72.2% less than).
34.5% of stocks with today’s low < yesterday’s low. (65.5% greater than).

EVIDENCE OF INTRADAY TREND (20161020 9:58 am ET)
57.5% of stocks are above today’s open. (40.0% are below).
38.5% of stocks are above today’s open and yesterday’s close.
36.0% are below both.
5.6% of stocks opened above yesterday’s high.
21.0% of stocks opened above yesterday’s close. (73.9% opened below yesterday’s close).
13.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161020 9:58 am ET)
22.8% of stocks are in the top 10% of today’s range.
33.1% are in the top 20%.
63.1% are in the top half. 36.9% of stocks are in the bottom half of today’s range.
10.0% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN (20161020 9:58 am ET)
44.7% of stocks are above yesterday’s close. (55.3% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
1.0% are up 3.5% or more. 1.5% are down 3.5% or more.
77.0% are between +1% and -1%.

RSI on DAILY (20161020 9:58 am ET)
2-day: >=95:8.2%…>=90:17.9%…>=80:30.7%…>=50:59.3%…<=20:11.2%…<=10:5.4%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:47.4%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:46.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161020 9:58 am ET)
16.7% above previous 1 highs, 15.9% below previous 1 lows
12.3% above previous 2 highs, 10.9% below previous 2 lows
11.4% above previous 3 highs, 7.7% below previous 3 lows
10.0% above previous 4 highs, 7.3% below previous 4 lows
9.4% above previous 5 highs, 5.4% below previous 5 lows
8.6% above previous 6 highs, 4.9% below previous 6 lows
7.0% above previous 7 highs, 4.4% below previous 7 lows
5.9% above previous 8 highs, 4.3% below previous 8 lows
5.7% above previous 9 highs, 4.0% below previous 9 lows
5.6% above previous 10 highs, 4.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161020 9:58 am ET)
44.7% are above or equal to 10/19 close (1 days ago), 55.3% are below.
63.3% are above or equal to 10/18 close (2 days ago), 36.7% are below.
75.1% are above or equal to 10/17 close (3 days ago), 24.9% are below.
67.2% are above or equal to 10/14 close (4 days ago), 32.8% are below.
63.8% are above or equal to 10/13 close (5 days ago), 36.2% are below.
54.7% are above or equal to 10/12 close (6 days ago), 45.3% are below.
58.1% are above or equal to 10/11 close (7 days ago), 41.9% are below.
37.8% are above or equal to 10/10 close (8 days ago), 62.2% are below.
47.3% are above or equal to 10/7 close (9 days ago), 52.7% are below.
40.2% are above or equal to 10/6 close (10 days ago), 59.8% are below.
42.8% are above or equal to 10/5 close (11 days ago), 57.2% are below.
48.3% are above or equal to 10/4 close (12 days ago), 51.7% are below.
38.7% are above or equal to 10/3 close (13 days ago), 61.3% are below.
35.1% are above or equal to 9/30 close (14 days ago), 64.9% are below.
43.0% are above or equal to 9/29 close (15 days ago), 57.0% are below.
35.5% are above or equal to 9/28 close (16 days ago), 64.5% are below.
41.9% are above or equal to 9/27 close (17 days ago), 58.1% are below.
46.5% are above or equal to 9/26 close (18 days ago), 53.5% are below.
39.6% are above or equal to 9/23 close (19 days ago), 60.4% are below.
34.5% are above or equal to 9/22 close (20 days ago), 65.5% are below.
43.2% are above or equal to 9/21 close (21 days ago), 56.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161020 9:58 am ET)
20d: 5.2% new highs, 5.7% new lows
21d: 5.2% new highs, 5.4% new lows
42d: 3.9% new highs, 3.9% new lows
63d: 3.8% new highs, 3.0% new lows
126d: 2.7% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161020 9:58 am ET)
2-day: 42.2% above, 57.8% below
3-day: 56.6% above, 43.4% below
4-day: 67.9% above, 32.1% below
5-day: 67.6% above, 32.4% below
8-day: 62.6% above, 37.4% below
10-day: 55.0% above, 45.0% below
20-day: 44.1% above, 55.9% below
50-day: 40.6% above, 59.4% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161020 9:58 am ET)
FINA(90): 0.67% Top=AXP BANC BK FNB RF EWBC COF DFS ….. OZRK ACAS PYPL ETFC VOYA ARCC SBNY BKU=Bottom (Banks/Financials)
CHEM(28): 0.19% Top=PPG AXTA SHW CE CC EMN RPM IFF ….. DOW PX POL AGU CF MON GPRE POT=Bottom (Chemicals/Fertilizers)
HEAL(50): 0.18% Top=ABT DGX BKD ESRX INCR STJ OPK CYH ….. NUVA EVHC BSX COO HWAY DVA ACHC NVRO=Bottom (Health)
REAL(96): 0.18% Top=WPG CBL VTR MAA ALLY PPS PLD ARE ….. DRH TCO AMT CONE DFT SRC SNH LHO=Bottom (Real Estate)
DISV(45): 0.05% Top=URI RCII TMH SERV R CAR WOOF BAH ….. GEO HCSG ADS RRD VNTV YY CXW ZG=Bottom (Diversified Services)
TRAN(30): -0.09% Top=LSTR ALK HA DAL JBLU UAL KEX SWFT ….. LUV CSX SAVE NSC NAT TRN AAL UNP=Bottom (Transportation)
RETA(63): -0.15% Top=WBA GNC KSS ANF FIVE M SFM CVS ….. AMZN W URBN KORS AN PAG TSCO EBAY=Bottom (Retail & Specialty Retail)
ELEC(50): -0.15% Top=AMD APH NVDA MU XLNX TTMI ADI CAVM ….. CREE FSLR CSIQ SNPS DLB PI SIMO SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(39): -0.27% Top=SNA DHR IR DOV CFX IEX ETN DCI ….. AOS MRC CAT WOR TEX ITW ATI RS=Bottom (Manufacturing)
COHW(42): -0.38% Top=STX NTAP UBNT QCOM ZAYO OLED BRCD WDC ….. S FNSR TMUS CUDA ACIA T CIEN VZ=Bottom (Computer Hardware/Telecom)
COSW(93): -0.47% Top=CTXS MANH WBMD BOX JD FTNT VEEV IBM ….. TRIP IMPV VIPS MTCH WB YELP HQY SYNT=Bottom (Computer Software/Internet)
INSU(29): -0.48% Top=CNO FAF UNM AGO MTG RDN AON ORI ….. AIG MMC AJG CINF ALL WLTW AFSI TRV=Bottom (Insurance)
LEIS(36): -0.52% Top=EXPE GPRO WYNN MGM QSR SBUX HLT DPZ ….. TXRH SONC BLMN CAKE SHAK ZOES BWLD DNKN=Bottom (Leisure)
MATE(29): -0.68% Top=USG MAS VMC WCN WM FAST TOL DAR ….. AWI DHI TTS USCR TPH KBH CAA PHM=Bottom (Materials & Construction)
CONS(56): -0.68% Top=MAT HAS AVP BC NKE VSTO GIII FOSL ….. KATE BLL IP WRK KS CCK PKG SCSS=Bottom (Consumer)
META(27): -0.74% Top=AG GG FNV CCJ AGI SSRI HL RGLD ….. SWC SLCA AEM FMSA FCX CMC X NUE=Bottom (Metals & Mining)
ENER(89): -0.92% Top=FTI DK SN OAS WNR TSO VLO MPC ….. ATW PTEN DVN HP APC REN CWEI HLX=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 9:58 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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