daytrend

10/20/2016

Filed under: Market Stats — daytrend @ 2:13 pm

Market Stats at 3:13 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 3:13 pm ET)
17.0% of stocks are above yesterday’s high.
48.8% are above yesterday’s midpoint. (51.2% are below.)
21.1% are below yesterday’s low.
61.9% are inside yesterday’s range.
41.3% of stocks with today’s high > yesterday’s high. (58.7% less than).
52.5% of stocks with today’s low < yesterday’s low. (47.5% greater than).

EVIDENCE OF INTRADAY TREND (20161020 3:13 pm ET)
49.3% of stocks are above today’s open. (48.7% are below).
36.0% of stocks are above today’s open and yesterday’s close.
45.1% 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 3:13 pm ET)
9.8% of stocks are in the top 10% of today’s range.
22.2% are in the top 20%.
58.9% are in the top half. 41.1% of stocks are in the bottom half of today’s range.
12.6% are in the bottom 20%.
5.2% are in the bottom 10%.

GAIN (20161020 3:13 pm ET)
41.3% of stocks are above yesterday’s close. (58.7% are below.)
1.1% are up 4.5% or more. 0.9% are down 4.5% or more.
2.0% are up 3.5% or more. 2.1% are down 3.5% or more.
69.8% are between +1% and -1%.

RSI on DAILY (20161020 3:13 pm ET)
2-day: >=95:8.6%…>=90:17.7%…>=80:28.8%…>=50:56.6%…<=20:15.6%…<=10:7.3%…<=5:3.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:46.9%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:44.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161020 3:13 pm ET)
17.0% above previous 1 highs, 21.1% below previous 1 lows
14.0% above previous 2 highs, 15.5% below previous 2 lows
13.3% above previous 3 highs, 12.2% below previous 3 lows
11.7% above previous 4 highs, 11.8% below previous 4 lows
11.1% above previous 5 highs, 8.3% below previous 5 lows
10.1% above previous 6 highs, 7.7% below previous 6 lows
7.7% above previous 7 highs, 7.1% below previous 7 lows
6.5% above previous 8 highs, 7.0% below previous 8 lows
6.1% above previous 9 highs, 6.5% below previous 9 lows
5.8% above previous 10 highs, 6.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161020 3:13 pm ET)
41.3% are above or equal to 10/19 close (1 days ago), 58.7% are below.
58.3% are above or equal to 10/18 close (2 days ago), 41.7% are below.
72.5% are above or equal to 10/17 close (3 days ago), 27.5% are below.
65.0% are above or equal to 10/14 close (4 days ago), 35.0% are below.
61.5% are above or equal to 10/13 close (5 days ago), 38.5% are below.
51.8% are above or equal to 10/12 close (6 days ago), 48.2% are below.
56.2% are above or equal to 10/11 close (7 days ago), 43.8% are below.
36.8% are above or equal to 10/10 close (8 days ago), 63.2% are below.
47.3% are above or equal to 10/7 close (9 days ago), 52.7% are below.
40.8% are above or equal to 10/6 close (10 days ago), 59.2% are below.
42.0% are above or equal to 10/5 close (11 days ago), 58.0% are below.
46.3% are above or equal to 10/4 close (12 days ago), 53.7% are below.
39.8% are above or equal to 10/3 close (13 days ago), 60.2% are below.
35.0% are above or equal to 9/30 close (14 days ago), 65.0% are below.
43.4% are above or equal to 9/29 close (15 days ago), 56.6% are below.
36.0% are above or equal to 9/28 close (16 days ago), 64.0% are below.
41.8% are above or equal to 9/27 close (17 days ago), 58.2% are below.
46.0% are above or equal to 9/26 close (18 days ago), 54.0% are below.
39.5% are above or equal to 9/23 close (19 days ago), 60.5% are below.
35.7% are above or equal to 9/22 close (20 days ago), 64.3% are below.
42.3% are above or equal to 9/21 close (21 days ago), 57.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161020 3:13 pm ET)
20d: 7.4% new highs, 10.1% new lows
21d: 7.4% new highs, 9.2% new lows
42d: 5.9% new highs, 7.1% new lows
63d: 5.6% new highs, 6.1% new lows
126d: 3.9% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161020 3:13 pm ET)
2-day: 39.3% above, 60.7% below
3-day: 52.4% above, 47.6% below
4-day: 61.9% above, 38.1% below
5-day: 64.3% above, 35.7% below
8-day: 60.7% above, 39.3% below
10-day: 55.2% above, 44.8% below
20-day: 44.3% above, 55.7% below
50-day: 41.0% above, 59.0% below
200-day: 69.3% above, 30.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161020 3:13 pm ET)
CHEM(28): 0.73% Top=CC CF MOS SHW AXTA EMN OLN HUN ….. DOW GRA GPRE WLK PAH POT ASH AGU=Bottom (Chemicals/Fertilizers)
META(27): 0.29% Top=STLD X CLF FCX AGI CMC CCJ SCCO ….. SLCA AEM AA CDE SWC ABX AG FMSA=Bottom (Metals & Mining)
FINA(90): 0.26% Top=AXP BANC BK FNB FITB EWBC PNC YRD ….. OZRK SLM OMF CBOE NYCB LPLA NAVI SBNY=Bottom (Banks/Financials)
ELEC(50): 0.25% Top=SPWR APH ADI AMD CAVM NVDA CSIQ FIT ….. SNPS FTV FLEX SIMO MLNX PI DLB LRCX=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(50): 0.25% Top=VAR INCR DGX ABT LH ESRX STJ OPK ….. XRAY BABY HLS RMD ACHC HWAY DVA SEM=Bottom (Health)
COHW(42): -0.06% Top=SYNA QCOM STX UBNT CUDA NTAP EFII OLED ….. CTL COMM JNPR T S CIEN ACIA VZ=Bottom (Computer Hardware/Telecom)
ENER(89): -0.08% Top=FTI OAS SN WNR COG HLX SWN RRC ….. GPOR OIS RES CRC HP PTEN PE CWEI=Bottom (Energy)
TRAN(30): -0.23% Top=LSTR UAL ALK KEX DAL JBLU SAVE NAT ….. AIRM CNI TRN KSU CP CSX NSC UNP=Bottom (Transportation)
MANU(39): -0.28% Top=SNA DHR KMT ATI IR SWK MHK EMR ….. AGCO DOV FLS CAT ITT ITW DDD RS=Bottom (Manufacturing)
REAL(96): -0.28% Top=WPG NRF VTR CLNY MPW ARE BXMT AMH ….. COR HST LHO HPT APLE OUT DRH PEB=Bottom (Real Estate)
DISV(45): -0.41% Top=URI TMH RCII BAH SERV LDOS WOOF MAN ….. HCSG CAR CTAS YY SCI ACM CXW ADS=Bottom (Diversified Services)
COSW(93): -0.42% Top=BOX ATHM TTWO SPLK JD ATVI LOCK GRUB ….. WB YELP TRIP HQY VIPS TWLO PEGA SYNT=Bottom (Computer Software/Internet)
RETA(63): -0.52% Top=WBA MIK ANF NFLX MELI CVS M COST ….. WFM JCP KMX FINL AN TSCO PAG EBAY=Bottom (Retail & Specialty Retail)
LEIS(36): -0.60% Top=CCL SBUX SEAS WYNN GPRO MGM WYN DPZ ….. YUM BLMN SHAK ZOES BWLD SONC CAKE DNKN=Bottom (Leisure)
MATE(29): -0.94% Top=MLM MAS USG PWR WM FAST VMC SUM ….. AWI FLR TTS EXP TPH CAA KBH PHM=Bottom (Materials & Construction)
CONS(56): -0.97% Top=MAT HAS FN MLHR FBHS SKX PAY BC ….. BLL TUP GPK WRK KS CCK PKG SCSS=Bottom (Consumer)
INSU(29): -1.06% Top=AGO RDN ORI MET UNM MTG LNC FNF ….. AJG VR ALL XL FAF CINF AFSI TRV=Bottom (Insurance)

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 3:13 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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