daytrend

10/21/2016

Filed under: Market Stats — daytrend @ 11:05 am

Market Stats at 12:05 pm 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 12:05 pm ET)
13.3% of stocks are above yesterday’s high.
42.8% are above yesterday’s midpoint. (57.2% are below.)
23.8% are below yesterday’s low.
63.0% are inside yesterday’s range.
24.2% of stocks with today’s high > yesterday’s high. (75.8% less than).
65.6% of stocks with today’s low < yesterday’s low. (34.4% greater than).

EVIDENCE OF INTRADAY TREND (20161021 12:05 pm ET)
69.8% of stocks are above today’s open. (29.2% are below).
35.3% of stocks are above today’s open and yesterday’s close.
28.3% 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 12:05 pm ET)
17.2% of stocks are in the top 10% of today’s range.
37.1% are in the top 20%.
74.3% are in the top half. 25.7% of stocks are in the bottom half of today’s range.
9.2% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN (20161021 12:05 pm ET)
37.4% of stocks are above yesterday’s close. (62.6% are below.)
1.0% are up 4.5% or more. 0.5% are down 4.5% or more.
1.7% are up 3.5% or more. 1.2% are down 3.5% or more.
71.7% are between +1% and -1%.

RSI on DAILY (20161021 12:05 pm ET)
2-day: >=95:7.2%…>=90:11.4%…>=80:19.0%…>=50:44.5%…<=20:25.8%…<=10:12.1%…<=5:5.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:42.8%…<=20:1.0%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:41.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161021 12:05 pm ET)
13.3% above previous 1 highs, 23.8% below previous 1 lows
9.5% above previous 2 highs, 17.7% below previous 2 lows
7.8% above previous 3 highs, 14.9% below previous 3 lows
7.4% above previous 4 highs, 12.5% below previous 4 lows
6.6% above previous 5 highs, 11.7% below previous 5 lows
5.8% above previous 6 highs, 8.4% below previous 6 lows
5.3% above previous 7 highs, 7.8% below previous 7 lows
4.4% above previous 8 highs, 7.6% below previous 8 lows
3.7% above previous 9 highs, 7.4% below previous 9 lows
3.7% above previous 10 highs, 7.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161021 12:05 pm ET)
37.4% are above or equal to 10/20 close (1 days ago), 62.6% are below.
35.1% are above or equal to 10/19 close (2 days ago), 64.9% are below.
52.2% are above or equal to 10/18 close (3 days ago), 47.8% are below.
64.9% are above or equal to 10/17 close (4 days ago), 35.1% are below.
57.6% are above or equal to 10/14 close (5 days ago), 42.4% are below.
55.6% are above or equal to 10/13 close (6 days ago), 44.4% are below.
48.7% are above or equal to 10/12 close (7 days ago), 51.3% are below.
51.4% are above or equal to 10/11 close (8 days ago), 48.6% are below.
34.2% are above or equal to 10/10 close (9 days ago), 65.8% are below.
42.6% are above or equal to 10/7 close (10 days ago), 57.4% are below.
38.1% are above or equal to 10/6 close (11 days ago), 61.9% are below.
38.8% are above or equal to 10/5 close (12 days ago), 61.2% are below.
44.3% are above or equal to 10/4 close (13 days ago), 55.7% are below.
38.8% are above or equal to 10/3 close (14 days ago), 61.2% are below.
34.1% are above or equal to 9/30 close (15 days ago), 65.9% are below.
41.1% are above or equal to 9/29 close (16 days ago), 58.9% are below.
34.1% are above or equal to 9/28 close (17 days ago), 65.9% are below.
41.1% are above or equal to 9/27 close (18 days ago), 58.9% are below.
44.8% are above or equal to 9/26 close (19 days ago), 55.2% are below.
37.6% are above or equal to 9/23 close (20 days ago), 62.4% are below.
34.0% are above or equal to 9/22 close (21 days ago), 66.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161021 12:05 pm ET)
20d: 5.0% new highs, 14.3% new lows
21d: 4.9% new highs, 14.3% new lows
42d: 3.9% new highs, 10.8% new lows
63d: 3.1% new highs, 8.7% new lows
126d: 2.5% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161021 12:05 pm ET)
2-day: 36.2% above, 63.8% below
3-day: 36.5% above, 63.5% below
4-day: 42.9% above, 57.1% below
5-day: 52.3% above, 47.7% below
8-day: 51.9% above, 48.1% below
10-day: 48.6% above, 51.4% below
20-day: 40.3% above, 59.7% below
50-day: 40.1% above, 59.9% below
200-day: 67.7% above, 32.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161021 12:05 pm ET)
LEIS(38): 0.51% Top=SONC MCD GPRO CMG ZOES QSR JACK EXPE ….. MAR LVS VAC WYN CCL WYNN RCL BYD=Bottom (Leisure)
FINA(89): 0.34% Top=PYPL SIVB ETFC SYF SEIC NSAM KKR BK ….. BANC BLK FII BXS STI CBOE SBNY JNS=Bottom (Banks/Financials)
MANU(39): 0.11% Top=ROK CFX PH TKR TEX HON AGCO LII ….. SWK CAT DHR AME SNA ITT GE RS=Bottom (Manufacturing)
COSW(92): 0.05% Top=PFPT MSFT CYBR TRIP GDDY PAYC WBMD PEGA ….. VIPS WB DATA YELP CERN SYNT TWLO MDRX=Bottom (Computer Software/Internet)
TRAN(29): 0.01% Top=SWFT KNX LSTR JBHT CP UNP TRN CHRW ….. NSC SAVE UPS KSU ALK DAL AAL UAL=Bottom (Transportation)
RETA(62): -0.03% Top=KSS JCP TLRD NFLX JWN M DDS TGT ….. FIVE TSCO ETSY BID CPRT KMX KORS GNC=Bottom (Retail & Specialty Retail)
COHW(41): -0.07% Top=VRSN CCI QCOM UBNT CTL SSYS PANW JNPR ….. TDC SYNA ACIA HPQ OLED S VZ T=Bottom (Computer Hardware/Telecom)
DISV(46): -0.07% Top=MAN GEO SBAC FDC RHI CXW HRB AL ….. FISV PAYX ZG ACM WOOF ADS MCO ATHN=Bottom (Diversified Services)
REAL(96): -0.14% Top=NRF CLNY STWD AMH CBG CONE TCO CIM ….. SNH CXP CUZ PSA EXR LHO HCP SLG=Bottom (Real Estate)
CHEM(28): -0.14% Top=CF AGU POT CC GRA OLN IFF GPRE ….. PAH ASH MOS ALB AXTA PPG FMC WLK=Bottom (Chemicals/Fertilizers)
ELEC(49): -0.29% Top=KLAC MSCC SPWR DLB FIT OCLR LRCX CY ….. MLNX ADI XLNX AYI MU TTMI PI AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(28): -0.31% Top=BECN OC TTS USG VMC DAR FLR PWR ….. DY PHM TOL USCR DHI SUM FAST KBH=Bottom (Materials & Construction)
ENER(87): -0.57% Top=WNR HLX HFC DK MTDR PBF MPC FET ….. NFX RSPP APA GPOR DO RRC SLB SWN=Bottom (Energy)
CONS(55): -0.71% Top=AVP PAY TUP GPK MLHR PKG MAT KMB ….. BC RL COTY KATE DECK GIII KS SKX=Bottom (Consumer)
META(27): -0.73% Top=X AA STLD GG CMC TCK CLF PAAS ….. AEM CDE SSRI ABX AG RGLD NEM CNX=Bottom (Metals & Mining)
INSU(30): -0.79% Top=BRO MTG FNF AGO ORI RDN XL TMK ….. CNO ALL AWH UNM AIZ L CINF TRV=Bottom (Insurance)
HEAL(47): -0.91% Top=IRWD MOH CNC GMED HWAY HLS RMD AET ….. XRAY ESRX BKD DXCM AMSG EVHC ALGN VAR=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 12:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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