daytrend

10/21/2016

Filed under: Market Stats — daytrend @ 9:02 am

Market Stats at 10:02 am ET
by daytrend on 20161021. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 882.

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

COMPARED TO YESTERDAY’S RANGE (20161021 10:02 am ET)
5.4% of stocks are above yesterday’s high.
27.9% are above yesterday’s midpoint. (72.1% are below.)
33.1% are below yesterday’s low.
61.5% are inside yesterday’s range.
8.7% of stocks with today’s high > yesterday’s high. (91.3% less than).
63.2% of stocks with today’s low < yesterday’s low. (36.8% greater than).

EVIDENCE OF INTRADAY TREND (20161021 10:02 am ET)
54.8% of stocks are above today’s open. (43.5% are below).
17.2% of stocks are above today’s open and yesterday’s close.
42.3% are below both.
2.5% of stocks opened above yesterday’s high.
6.8% of stocks opened above yesterday’s close. (91.4% opened below yesterday’s close).
34.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161021 10:02 am ET)
16.1% of stocks are in the top 10% of today’s range.
29.7% are in the top 20%.
66.9% are in the top half. 33.1% of stocks are in the bottom half of today’s range.
11.6% are in the bottom 20%.
5.4% are in the bottom 10%.

GAIN (20161021 10:02 am ET)
19.5% of stocks are above yesterday’s close. (80.5% are below.)
0.7% are up 4.5% or more. 0.3% are down 4.5% or more.
0.8% are up 3.5% or more. 0.8% are down 3.5% or more.
72.3% are between +1% and -1%.

RSI on DAILY (20161021 10:02 am ET)
2-day: >=95:4.1%…>=90:6.7%…>=80:10.7%…>=50:29.7%…<=20:34.2%…<=10:15.9%…<=5:6.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:37.1%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:36.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161021 10:02 am ET)
5.4% above previous 1 highs, 33.1% below previous 1 lows
3.9% above previous 2 highs, 24.9% below previous 2 lows
3.3% above previous 3 highs, 21.0% below previous 3 lows
3.2% above previous 4 highs, 16.3% below previous 4 lows
3.1% above previous 5 highs, 15.2% below previous 5 lows
2.8% above previous 6 highs, 10.1% below previous 6 lows
2.6% above previous 7 highs, 9.3% below previous 7 lows
2.5% above previous 8 highs, 8.7% below previous 8 lows
2.4% above previous 9 highs, 8.6% below previous 9 lows
2.4% above previous 10 highs, 8.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161021 10:02 am ET)
19.5% are above or equal to 10/20 close (1 days ago), 80.5% are below.
24.6% are above or equal to 10/19 close (2 days ago), 75.4% are below.
45.8% are above or equal to 10/18 close (3 days ago), 54.2% are below.
58.3% are above or equal to 10/17 close (4 days ago), 41.7% are below.
51.6% are above or equal to 10/14 close (5 days ago), 48.4% are below.
50.6% are above or equal to 10/13 close (6 days ago), 49.4% are below.
43.7% are above or equal to 10/12 close (7 days ago), 56.3% are below.
46.1% are above or equal to 10/11 close (8 days ago), 53.9% are below.
31.7% are above or equal to 10/10 close (9 days ago), 68.3% are below.
39.9% are above or equal to 10/7 close (10 days ago), 60.1% are below.
35.7% are above or equal to 10/6 close (11 days ago), 64.3% are below.
36.2% are above or equal to 10/5 close (12 days ago), 63.8% are below.
41.4% are above or equal to 10/4 close (13 days ago), 58.6% are below.
35.5% are above or equal to 10/3 close (14 days ago), 64.5% are below.
30.7% are above or equal to 9/30 close (15 days ago), 69.3% are below.
38.2% are above or equal to 9/29 close (16 days ago), 61.8% are below.
32.0% are above or equal to 9/28 close (17 days ago), 68.0% are below.
37.5% are above or equal to 9/27 close (18 days ago), 62.5% are below.
41.6% are above or equal to 9/26 close (19 days ago), 58.4% are below.
35.0% are above or equal to 9/23 close (20 days ago), 65.0% are below.
31.3% are above or equal to 9/22 close (21 days ago), 68.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161021 10:02 am ET)
20d: 2.4% new highs, 13.5% new lows
21d: 2.4% new highs, 13.5% new lows
42d: 2.2% new highs, 10.0% new lows
63d: 1.8% new highs, 7.9% new lows
126d: 1.2% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161021 10:02 am ET)
2-day: 18.4% above, 81.6% below
3-day: 19.8% above, 80.2% below
4-day: 30.6% above, 69.4% below
5-day: 42.4% above, 57.6% below
8-day: 43.9% above, 56.1% below
10-day: 40.7% above, 59.3% below
20-day: 36.2% above, 63.8% below
50-day: 36.6% above, 63.4% below
200-day: 66.9% above, 33.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161021 10:02 am ET)
FINA(89): 0.00% Top=SIVB PYPL ETFC SYF NSAM CFG SEIC PBCT ….. STT BOFI FII BMO BANC BXS STI SBNY=Bottom (Banks/Financials)
LEIS(38): -0.07% Top=MCD SONC GPRO EXPE JACK CAKE CMG MGM ….. RCL MAR WYN DNKN CCL BJRI BYD VAC=Bottom (Leisure)
COSW(92): -0.15% Top=PFPT MSFT GDDY CYBR WBMD TWTR DST FTNT ….. ATHM WB YELP VIPS DATA CERN MDRX TWLO=Bottom (Computer Software/Internet)
COHW(41): -0.18% Top=VRSN UBNT QCOM CUDA ACIA ZAYO CCI PANW ….. WDC BBRY PSTG VZ SYNA HPQ CIEN OLED=Bottom (Computer Hardware/Telecom)
REAL(96): -0.43% Top=NRF CLNY CPT STWD UDR GPT AGNC CIM ….. CUZ EXR DRH LHO PEB RLGY HST SLG=Bottom (Real Estate)
TRAN(29): -0.49% Top=HA NAT SWFT XPO TRN CP LSTR JBHT ….. KSU DAL SAVE WERN WAB CNI AAL ALK=Bottom (Transportation)
ENER(87): -0.51% Top=PBF HFC WNR MTDR HLX DK CRC CPE ….. RIG RICE HP NFX RRC SLB NBR DO=Bottom (Energy)
RETA(62): -0.57% Top=JCP BBBY TIF W AMZN MELI M BBY ….. DSW KMX SBH TSCO FINL BURL KORS GNC=Bottom (Retail & Specialty Retail)
ELEC(49): -0.63% Top=KLAC LRCX OCLR DLB MSCC CSIQ AMBA FTV ….. XLNX MLNX GRMN ADI TTMI PI SIMO AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(30): -0.64% Top=BRO MTG RDN FNF HIG AIZ VR AGO ….. AFL LNC L CNO PRU MET UNM TRV=Bottom (Insurance)
CHEM(28): -0.68% Top=CC CF OLN EMN IFF SHW GRA POT ….. MEOH GPRE ALB AXTA FMC MOS WLK PPG=Bottom (Chemicals/Fertilizers)
DISV(46): -0.69% Top=MAN FDC SBAC VNTV URI MA SCI GEO ….. CXW RRD ALLE CAR ADS ACM MCO ATHN=Bottom (Diversified Services)
MATE(28): -0.84% Top=BECN TTS MLM PHM OC WCN MAS USG ….. WY TPH WM SRCL FAST KBH USCR SUM=Bottom (Materials & Construction)
MANU(39): -0.93% Top=PH LII DDD TEX HON ITW DHR BWXT ….. IR WOR SNA ITT FLS GE ATI RS=Bottom (Manufacturing)
HEAL(47): -1.07% Top=GMED RMD MOH HWAY IRWD HCA STJ UNH ….. PKI ACHC THC VAR AMSG EVHC ALGN CYH=Bottom (Health)
CONS(55): -1.11% Top=PAY AVP KMB SCSS TUP CL MLHR GPK ….. KS FOSL TPX COTY RL DECK GIII SKX=Bottom (Consumer)
META(26): -1.20% Top=SLW AA GG FNV TCK PAAS SCCO AGI ….. SLCA SWC STLD NEM CMC NUE X CNX=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 10:02 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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