daytrend

10/20/2016

Filed under: Market Stats — daytrend @ 11:48 am

Market Stats at 12:47 pm 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 12:47 pm ET)
16.5% of stocks are above yesterday’s high.
52.4% are above yesterday’s midpoint. (47.6% are below.)
18.6% are below yesterday’s low.
64.9% are inside yesterday’s range.
37.2% of stocks with today’s high > yesterday’s high. (62.8% less than).
50.8% of stocks with today’s low < yesterday’s low. (49.2% greater than).

EVIDENCE OF INTRADAY TREND (20161020 12:47 pm ET)
54.6% of stocks are above today’s open. (44.1% are below).
39.7% of stocks are above today’s open and yesterday’s close.
40.7% 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 12:47 pm ET)
20.4% of stocks are in the top 10% of today’s range.
32.2% are in the top 20%.
63.0% are in the top half. 37.0% of stocks are in the bottom half of today’s range.
9.6% are in the bottom 20%.
2.9% are in the bottom 10%.

GAIN (20161020 12:47 pm ET)
45.6% of stocks are above yesterday’s close. (54.4% are below.)
0.8% are up 4.5% or more. 0.8% are down 4.5% or more.
1.8% are up 3.5% or more. 1.6% are down 3.5% or more.
72.3% are between +1% and -1%.

RSI on DAILY (20161020 12:47 pm ET)
2-day: >=95:7.5%…>=90:18.0%…>=80:32.7%…>=50:60.2%…<=20:15.5%…<=10:6.6%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:49.2%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:46.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161020 12:47 pm ET)
16.5% above previous 1 highs, 18.6% below previous 1 lows
14.3% above previous 2 highs, 14.3% below previous 2 lows
13.5% above previous 3 highs, 11.8% below previous 3 lows
11.5% above previous 4 highs, 11.0% below previous 4 lows
11.2% above previous 5 highs, 7.3% below previous 5 lows
9.8% above previous 6 highs, 6.7% below previous 6 lows
7.2% above previous 7 highs, 5.9% below previous 7 lows
5.9% above previous 8 highs, 5.9% below previous 8 lows
5.7% above previous 9 highs, 5.7% below previous 9 lows
5.3% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161020 12:47 pm ET)
45.6% are above or equal to 10/19 close (1 days ago), 54.4% are below.
61.5% are above or equal to 10/18 close (2 days ago), 38.5% are below.
74.0% are above or equal to 10/17 close (3 days ago), 26.0% are below.
65.5% are above or equal to 10/14 close (4 days ago), 34.5% are below.
62.6% are above or equal to 10/13 close (5 days ago), 37.4% are below.
53.1% are above or equal to 10/12 close (6 days ago), 46.9% are below.
57.1% are above or equal to 10/11 close (7 days ago), 42.9% are below.
37.6% are above or equal to 10/10 close (8 days ago), 62.4% are below.
47.5% are above or equal to 10/7 close (9 days ago), 52.5% are below.
41.1% are above or equal to 10/6 close (10 days ago), 58.9% are below.
42.3% are above or equal to 10/5 close (11 days ago), 57.7% are below.
46.9% are above or equal to 10/4 close (12 days ago), 53.1% are below.
40.4% are above or equal to 10/3 close (13 days ago), 59.6% are below.
35.4% are above or equal to 9/30 close (14 days ago), 64.6% are below.
44.7% are above or equal to 9/29 close (15 days ago), 55.3% are below.
35.9% are above or equal to 9/28 close (16 days ago), 64.1% are below.
42.5% are above or equal to 9/27 close (17 days ago), 57.5% are below.
46.7% are above or equal to 9/26 close (18 days ago), 53.3% are below.
40.1% are above or equal to 9/23 close (19 days ago), 59.9% are below.
35.4% are above or equal to 9/22 close (20 days ago), 64.6% are below.
43.4% are above or equal to 9/21 close (21 days ago), 56.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161020 12:47 pm ET)
20d: 6.2% new highs, 9.1% new lows
21d: 6.2% new highs, 8.4% new lows
42d: 4.9% new highs, 6.6% new lows
63d: 4.7% new highs, 5.7% new lows
126d: 3.5% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161020 12:47 pm ET)
2-day: 43.2% above, 56.8% below
3-day: 55.5% above, 44.5% below
4-day: 65.2% above, 34.8% below
5-day: 66.4% above, 33.6% below
8-day: 62.9% above, 37.1% below
10-day: 54.9% above, 45.1% below
20-day: 45.2% above, 54.8% below
50-day: 41.7% above, 58.3% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161020 12:47 pm ET)
CHEM(28): 0.78% Top=CF CC MOS HUN MEOH SHW AXTA EMN ….. GRA DOW ASH POL PX AGU POT WLK=Bottom (Chemicals/Fertilizers)
FINA(90): 0.40% Top=AXP BANC BK YRD FITB FNB EWBC PNC ….. CIT NDAQ CBOE OZRK NAVI NYCB LPLA SBNY=Bottom (Banks/Financials)
ENER(89): 0.33% Top=FTI SN OAS HLX COG DK RICE LPI ….. SE SPN RES ETP HP MMP PTEN CWEI=Bottom (Energy)
HEAL(50): 0.25% Top=INCR DGX ABT ESRX IRWD VAR LH NUVA ….. XRAY HWAY HLS NVRO RMD ACHC DVA SEM=Bottom (Health)
ELEC(50): 0.07% Top=APH AMD SPWR ADI NVDA CAVM AVGO FIT ….. JBL CREE PI SIMO FLEX MLNX DLB LRCX=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(27): 0.02% Top=X STLD CLF FCX CCJ CMC AGI SCCO ….. CDE TAHO AEM SWC SSRI AG FMSA ABX=Bottom (Metals & Mining)
COHW(42): -0.07% Top=SYNA STX CUDA UBNT QCOM WDC NTAP LITE ….. JNPR PSTG CTL S T ACIA CIEN VZ=Bottom (Computer Hardware/Telecom)
TRAN(30): -0.18% Top=LSTR ALK UAL KEX DAL XPO JBLU SWFT ….. AIRM TRN CSX CNI CP NSC KSU UNP=Bottom (Transportation)
MANU(39): -0.25% Top=SNA DHR IR ATI SWK ETN MHK EMR ….. TEX DDD PNR CMI CAT FLS ITW RS=Bottom (Manufacturing)
COSW(93): -0.27% Top=BOX ATHM JD VEEV SPLK ZEN GRUB WDAY ….. GDDY TRIP WB YELP VIPS PEGA HQY SYNT=Bottom (Computer Software/Internet)
RETA(63): -0.27% Top=WBA ANF M KSS MIK FIVE TLRD SIG ….. CPRT KORS FINL KMX AN TSCO PAG EBAY=Bottom (Retail & Specialty Retail)
DISV(45): -0.35% Top=URI RCII TMH BAH WOOF SERV HRB R ….. HCSG SCI RRD CTAS YY ACM CXW ADS=Bottom (Diversified Services)
REAL(96): -0.44% Top=WPG VTR MAA NRF MPW PPS ARE EDR ….. APLE HPT RLJ SNH DRH SLG PEB LHO=Bottom (Real Estate)
LEIS(36): -0.50% Top=WYNN GPRO CMG SBUX MGM SEAS EXPE BYD ….. TXRH SHAK ZOES SONC BWLD BLMN CAKE DNKN=Bottom (Leisure)
MATE(29): -0.83% Top=SUM MLM DY MAS FAST PWR VMC SRCL ….. DHI LEN AWI TPH TTS CAA KBH PHM=Bottom (Materials & Construction)
INSU(29): -0.85% Top=AGO RDN PGR MTG ORI UNM AON LNC ….. VR ALL AJG CNO CINF FAF AFSI TRV=Bottom (Insurance)
CONS(56): -0.88% Top=MAT HAS MLHR HAR VSTO BC NKE FBHS ….. IP BLL TUP WRK CCK KS PKG SCSS=Bottom (Consumer)

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 12:47 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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