daytrend

10/21/2016

Filed under: Market Stats — daytrend @ 10:02 am

Market Stats at 11:01 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 11:01 am ET)
10.2% of stocks are above yesterday’s high.
38.1% are above yesterday’s midpoint. (61.9% are below.)
25.0% are below yesterday’s low.
64.8% are inside yesterday’s range.
17.6% of stocks with today’s high > yesterday’s high. (82.4% less than).
64.4% of stocks with today’s low < yesterday’s low. (35.6% greater than).

EVIDENCE OF INTRADAY TREND (20161021 11:01 am ET)
64.6% of stocks are above today’s open. (33.6% are below).
29.7% of stocks are above today’s open and yesterday’s close.
31.9% 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 11:01 am ET)
18.7% of stocks are in the top 10% of today’s range.
37.9% are in the top 20%.
74.7% are in the top half. 25.3% of stocks are in the bottom half of today’s range.
8.0% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN (20161021 11:01 am ET)
33.4% of stocks are above yesterday’s close. (66.6% are below.)
1.0% are up 4.5% or more. 0.6% are down 4.5% or more.
1.1% are up 3.5% or more. 0.8% are down 3.5% or more.
75.0% are between +1% and -1%.

RSI on DAILY (20161021 11:01 am ET)
2-day: >=95:6.6%…>=90:10.2%…>=80:16.9%…>=50:41.2%…<=20:29.0%…<=10:13.5%…<=5:5.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:40.8%…<=20:1.0%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:40.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161021 11:01 am ET)
10.2% above previous 1 highs, 25.0% below previous 1 lows
7.6% above previous 2 highs, 18.9% below previous 2 lows
6.7% above previous 3 highs, 16.6% below previous 3 lows
6.5% above previous 4 highs, 13.7% below previous 4 lows
5.9% above previous 5 highs, 12.9% below previous 5 lows
5.5% above previous 6 highs, 8.4% below previous 6 lows
5.0% above previous 7 highs, 8.0% below previous 7 lows
4.6% above previous 8 highs, 7.7% below previous 8 lows
3.5% above previous 9 highs, 7.6% below previous 9 lows
3.5% above previous 10 highs, 7.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161021 11:01 am ET)
33.4% are above or equal to 10/20 close (1 days ago), 66.6% are below.
31.5% are above or equal to 10/19 close (2 days ago), 68.5% are below.
50.8% are above or equal to 10/18 close (3 days ago), 49.2% are below.
63.5% are above or equal to 10/17 close (4 days ago), 36.5% are below.
55.8% are above or equal to 10/14 close (5 days ago), 44.2% are below.
54.2% are above or equal to 10/13 close (6 days ago), 45.8% are below.
46.5% are above or equal to 10/12 close (7 days ago), 53.5% are below.
48.1% are above or equal to 10/11 close (8 days ago), 51.9% are below.
33.9% are above or equal to 10/10 close (9 days ago), 66.1% are below.
41.2% are above or equal to 10/7 close (10 days ago), 58.8% are below.
37.3% are above or equal to 10/6 close (11 days ago), 62.7% are below.
38.3% are above or equal to 10/5 close (12 days ago), 61.7% are below.
43.1% are above or equal to 10/4 close (13 days ago), 56.9% are below.
37.8% are above or equal to 10/3 close (14 days ago), 62.2% are below.
33.5% are above or equal to 9/30 close (15 days ago), 66.5% are below.
40.5% are above or equal to 9/29 close (16 days ago), 59.5% are below.
34.0% are above or equal to 9/28 close (17 days ago), 66.0% are below.
39.6% are above or equal to 9/27 close (18 days ago), 60.4% are below.
43.5% are above or equal to 9/26 close (19 days ago), 56.5% are below.
36.5% are above or equal to 9/23 close (20 days ago), 63.5% are below.
32.7% are above or equal to 9/22 close (21 days ago), 67.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161021 11:01 am ET)
20d: 4.3% new highs, 13.9% new lows
21d: 4.1% new highs, 13.9% new lows
42d: 3.3% new highs, 10.5% new lows
63d: 2.6% new highs, 8.5% new lows
126d: 2.2% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161021 11:01 am ET)
2-day: 31.4% above, 68.6% below
3-day: 30.4% above, 69.6% below
4-day: 40.3% above, 59.7% below
5-day: 49.7% above, 50.3% below
8-day: 50.5% above, 49.5% below
10-day: 46.4% above, 53.6% below
20-day: 39.4% above, 60.6% below
50-day: 39.1% above, 60.9% below
200-day: 67.5% above, 32.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161021 11:01 am ET)
FINA(89): 0.28% Top=PYPL SIVB ETFC SYF NSAM SEIC KKR PACW ….. BMO FII BXS AMG STI JNS BANC SBNY=Bottom (Banks/Financials)
LEIS(38): 0.13% Top=MCD SONC CMG ZOES EXPE JACK BLMN WEN ….. MAR WYN WYNN VAC RCL CCL BYD BJRI=Bottom (Leisure)
CHEM(28): -0.01% Top=CF CC POT OLN AGU HUN MEOH GRA ….. MON PAH SHW ASH AXTA FMC WLK PPG=Bottom (Chemicals/Fertilizers)
MANU(39): -0.02% Top=ROK CFX HON TEX PH AGCO DCI DOV ….. IEX SWK SNA DHR AME RS ITT GE=Bottom (Manufacturing)
TRAN(29): -0.10% Top=SWFT KNX TRN NAT XPO JBHT UNP HA ….. UPS SAVE KSU CNI DAL UAL ALK AAL=Bottom (Transportation)
META(27): -0.13% Top=X FMSA AA PAAS SLW STLD CLF GG ….. AEM SCCO RGLD AGI ABX CCJ NEM CNX=Bottom (Metals & Mining)
COSW(92): -0.21% Top=PFPT MSFT CYBR PEGA GDDY WBMD SABR NOW ….. MANH ATHM VIPS YELP DATA MDRX CERN TWLO=Bottom (Computer Software/Internet)
ENER(87): -0.22% Top=HLX WNR DK MTDR HFC PBF FTI CRC ….. RICE XOM NFX RRC DO GPOR SLB SWN=Bottom (Energy)
REAL(96): -0.23% Top=NRF CLNY DFT STWD TCO DOC CONE BDN ….. DRH CUZ PSA KRC PEB EXR LHO SLG=Bottom (Real Estate)
DISV(46): -0.28% Top=MAN GEO SBAC RHI CXW VNTV AL R ….. PAYX TMH ACM WOOF RRD ADS MCO ATHN=Bottom (Diversified Services)
COHW(41): -0.31% Top=VRSN UBNT QCOM CCI CUDA CTL CDW NTAP ….. SYNA ACIA CIEN OLED HPQ VZ S T=Bottom (Computer Hardware/Telecom)
RETA(62): -0.34% Top=JCP KSS TLRD JWN MELI TIF W BBBY ….. FIVE BURL KMX RH ETSY KORS TSCO GNC=Bottom (Retail & Specialty Retail)
ELEC(49): -0.48% Top=KLAC LRCX MSCC SPWR CY CSIQ DLB IPHI ….. AYI CREE ADI TTMI MXL MU PI AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(28): -0.53% Top=BECN FLR OC DAR CAA USG WY MAS ….. MLM SRCL DY WM FAST SUM KBH USCR=Bottom (Materials & Construction)
INSU(30): -0.65% Top=BRO MTG RDN FNF AGO XL AJG PGR ….. FAF LNC CNO ALL UNM AWH L TRV=Bottom (Insurance)
CONS(55): -0.80% Top=PAY AVP TUP MLHR PKG GPK KMB MAT ….. BC RL TPX KS GIII COTY DECK SKX=Bottom (Consumer)
HEAL(47): -1.11% Top=CNC MOH IRWD HLS GMED RMD HWAY HCA ….. ESRX ZLTQ 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 11:01 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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