daytrend

10/21/2016

Filed under: Market Stats — daytrend @ 9:46 am

Market Stats at 10:45 am ET
by daytrend on 20161021. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 883.

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

COMPARED TO YESTERDAY’S RANGE (20161021 10:45 am ET)
11.3% of stocks are above yesterday’s high.
42.4% are above yesterday’s midpoint. (57.6% are below.)
21.6% are below yesterday’s low.
67.0% are inside yesterday’s range.
15.2% of stocks with today’s high > yesterday’s high. (84.8% less than).
64.3% of stocks with today’s low < yesterday’s low. (35.7% greater than).

EVIDENCE OF INTRADAY TREND (20161021 10:45 am ET)
70.9% of stocks are above today’s open. (28.0% are below).
34.4% of stocks are above today’s open and yesterday’s close.
26.5% 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 10:45 am ET)
40.7% of stocks are in the top 10% of today’s range.
55.6% are in the top 20%.
82.1% are in the top half. 17.9% of stocks are in the bottom half of today’s range.
3.5% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN (20161021 10:45 am ET)
37.1% of stocks are above yesterday’s close. (62.9% are below.)
0.7% are up 4.5% or more. 0.5% are down 4.5% or more.
1.1% are up 3.5% or more. 0.6% are down 3.5% or more.
78.4% are between +1% and -1%.

RSI on DAILY (20161021 10:45 am ET)
2-day: >=95:6.7%…>=90:10.6%…>=80:17.9%…>=50:42.6%…<=20:26.7%…<=10:12.8%…<=5:4.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:42.6%…<=20:0.7%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:40.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161021 10:45 am ET)
11.3% above previous 1 highs, 21.6% below previous 1 lows
7.4% above previous 2 highs, 16.4% below previous 2 lows
6.2% above previous 3 highs, 14.0% below previous 3 lows
5.9% above previous 4 highs, 11.4% below previous 4 lows
5.4% above previous 5 highs, 10.9% below previous 5 lows
5.2% above previous 6 highs, 7.2% below previous 6 lows
4.8% above previous 7 highs, 6.9% below previous 7 lows
4.4% above previous 8 highs, 6.8% below previous 8 lows
3.9% above previous 9 highs, 6.8% below previous 9 lows
3.9% above previous 10 highs, 6.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161021 10:45 am ET)
37.1% are above or equal to 10/20 close (1 days ago), 62.9% are below.
34.4% are above or equal to 10/19 close (2 days ago), 65.6% are below.
53.1% are above or equal to 10/18 close (3 days ago), 46.9% are below.
64.0% are above or equal to 10/17 close (4 days ago), 36.0% are below.
57.8% are above or equal to 10/14 close (5 days ago), 42.2% are below.
54.5% are above or equal to 10/13 close (6 days ago), 45.5% are below.
48.4% are above or equal to 10/12 close (7 days ago), 51.6% are below.
50.4% are above or equal to 10/11 close (8 days ago), 49.6% are below.
34.3% are above or equal to 10/10 close (9 days ago), 65.7% are below.
43.4% are above or equal to 10/7 close (10 days ago), 56.6% are below.
37.8% are above or equal to 10/6 close (11 days ago), 62.2% are below.
39.6% are above or equal to 10/5 close (12 days ago), 60.4% are below.
44.6% are above or equal to 10/4 close (13 days ago), 55.4% are below.
38.7% are above or equal to 10/3 close (14 days ago), 61.3% are below.
34.3% are above or equal to 9/30 close (15 days ago), 65.7% are below.
40.9% are above or equal to 9/29 close (16 days ago), 59.1% are below.
34.1% are above or equal to 9/28 close (17 days ago), 65.9% are below.
40.0% are above or equal to 9/27 close (18 days ago), 60.0% are below.
43.5% are above or equal to 9/26 close (19 days ago), 56.5% are below.
36.8% are above or equal to 9/23 close (20 days ago), 63.2% are below.
33.4% are above or equal to 9/22 close (21 days ago), 66.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161021 10:45 am ET)
20d: 4.1% new highs, 13.7% new lows
21d: 3.9% new highs, 13.7% new lows
42d: 3.1% new highs, 10.3% new lows
63d: 2.4% new highs, 8.4% new lows
126d: 1.9% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161021 10:45 am ET)
2-day: 36.0% above, 64.0% below
3-day: 33.2% above, 66.8% below
4-day: 42.9% above, 57.1% below
5-day: 51.6% above, 48.4% below
8-day: 52.4% above, 47.6% below
10-day: 47.8% above, 52.2% below
20-day: 40.7% above, 59.3% below
50-day: 39.8% above, 60.2% below
200-day: 68.1% above, 31.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161021 10:45 am ET)
FINA(89): 0.32% Top=PYPL SIVB ETFC SYF NSAM SEIC KKR PACW ….. VLY BMO AMG FII BXS STI SBNY JNS=Bottom (Banks/Financials)
LEIS(38): 0.16% Top=MCD SONC CMG JACK EXPE GPRO BLMN WEN ….. WYN MMYT WYNN BYD CCL RCL BJRI VAC=Bottom (Leisure)
ENER(87): 0.12% Top=HLX WNR MTDR DK HFC PBF CPE WLL ….. XOM RRC COG HP GPOR DO SWN SLB=Bottom (Energy)
COHW(41): -0.05% Top=VRSN UBNT QCOM CCI CTL CUDA PANW NTAP ….. TDC WDC VZ S HPQ OLED CIEN SYNA=Bottom (Computer Hardware/Telecom)
REAL(96): -0.05% Top=CLNY NRF DFT STWD CONE DOC CPT CIM ….. CXP KRC PEB LHO PSA CUZ EXR SLG=Bottom (Real Estate)
CHEM(28): -0.08% Top=CF CC OLN POT GRA HUN AGU EMN ….. ASH SHW GPRE PAH AXTA FMC PPG WLK=Bottom (Chemicals/Fertilizers)
TRAN(29): -0.09% Top=SWFT NAT KNX TRN XPO JBHT UNP WERN ….. CNI WAB KSU SAVE UAL DAL ALK AAL=Bottom (Transportation)
META(27): -0.14% Top=X CLF AA FMSA PAAS STLD TAHO SLW ….. AGI NUE RGLD AEM SSRI ABX NEM CNX=Bottom (Metals & Mining)
COSW(92): -0.21% Top=PFPT MSFT CYBR GDDY WBMD SABR PEGA NOW ….. YELP IMPV ATHM VIPS DATA MDRX CERN TWLO=Bottom (Computer Software/Internet)
MANU(39): -0.22% Top=PH CFX TEX LII DCI AGCO KMT DOV ….. DHR GNRC AOS SNA AME GE ITT RS=Bottom (Manufacturing)
DISV(46): -0.23% Top=MAN GEO SBAC CXW RCII RHI URI VNTV ….. WOOF ALLE CAR RRD ACM ADS MCO ATHN=Bottom (Diversified Services)
RETA(62): -0.29% Top=JCP KSS W TIF BBBY AMZN JWN PAG ….. KMX RH BURL FIVE ETSY TSCO KORS GNC=Bottom (Retail & Specialty Retail)
MATE(28): -0.33% Top=OC BECN USG VMC TTS MAS DAR CAA ….. DHI TPH DY FAST SRCL WM USCR KBH=Bottom (Materials & Construction)
ELEC(49): -0.48% Top=KLAC LRCX SPWR CY DLB CSIQ MSCC OCLR ….. MXL FSLR CREE ADI TTMI MU PI AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(30): -0.55% Top=BRO MTG RDN AGO FNF AJG XL PGR ….. CNO FAF LNC AWH L ALL UNM TRV=Bottom (Insurance)
CONS(55): -0.78% Top=PAY AVP MLHR TUP KMB MAT GPK FBHS ….. KS BC RL TPX COTY GIII DECK SKX=Bottom (Consumer)
HEAL(47): -0.93% Top=IRWD CNC MOH HCA RMD EW HLS BABY ….. ESRX PKI XRAY DXCM EVHC AMSG VAR ALGN=Bottom (Health)

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 10:45 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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