daytrend

10/21/2016

Filed under: Market Stats — daytrend @ 11:52 am

Market Stats at 12:52 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 12:52 pm ET)
12.5% of stocks are above yesterday’s high.
40.1% are above yesterday’s midpoint. (59.9% are below.)
25.7% are below yesterday’s low.
61.8% are inside yesterday’s range.
25.7% of stocks with today’s high > yesterday’s high. (74.3% less than).
66.0% of stocks with today’s low < yesterday’s low. (34.0% greater than).

EVIDENCE OF INTRADAY TREND (20161021 12:52 pm ET)
66.3% of stocks are above today’s open. (32.4% are below).
32.0% of stocks are above today’s open and yesterday’s close.
31.1% 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 12:52 pm ET)
12.8% of stocks are in the top 10% of today’s range.
27.9% are in the top 20%.
66.6% are in the top half. 33.4% of stocks are in the bottom half of today’s range.
10.1% are in the bottom 20%.
4.6% are in the bottom 10%.

GAIN (20161021 12:52 pm ET)
35.2% of stocks are above yesterday’s close. (64.8% are below.)
1.0% are up 4.5% or more. 0.6% are down 4.5% or more.
1.5% are up 3.5% or more. 1.6% are down 3.5% or more.
70.0% are between +1% and -1%.

RSI on DAILY (20161021 12:52 pm ET)
2-day: >=95:6.3%…>=90:10.2%…>=80:18.2%…>=50:41.2%…<=20:27.0%…<=10:12.6%…<=5:5.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:41.3%…<=20:1.0%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:40.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161021 12:52 pm ET)
12.5% above previous 1 highs, 25.7% below previous 1 lows
8.4% above previous 2 highs, 19.4% below previous 2 lows
7.2% above previous 3 highs, 16.8% below previous 3 lows
6.8% above previous 4 highs, 14.4% below previous 4 lows
6.0% above previous 5 highs, 13.1% below previous 5 lows
5.3% above previous 6 highs, 8.6% below previous 6 lows
5.0% above previous 7 highs, 8.2% below previous 7 lows
4.3% above previous 8 highs, 8.0% below previous 8 lows
3.6% above previous 9 highs, 7.8% below previous 9 lows
3.5% above previous 10 highs, 7.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161021 12:52 pm ET)
35.2% are above or equal to 10/20 close (1 days ago), 64.8% are below.
33.7% are above or equal to 10/19 close (2 days ago), 66.3% are below.
50.4% are above or equal to 10/18 close (3 days ago), 49.6% are below.
63.4% are above or equal to 10/17 close (4 days ago), 36.6% are below.
55.9% are above or equal to 10/14 close (5 days ago), 44.1% are below.
54.1% are above or equal to 10/13 close (6 days ago), 45.9% are below.
47.2% are above or equal to 10/12 close (7 days ago), 52.8% are below.
50.3% are above or equal to 10/11 close (8 days ago), 49.7% are below.
33.5% are above or equal to 10/10 close (9 days ago), 66.5% are below.
41.4% are above or equal to 10/7 close (10 days ago), 58.6% are below.
37.7% are above or equal to 10/6 close (11 days ago), 62.3% are below.
38.6% are above or equal to 10/5 close (12 days ago), 61.4% are below.
43.4% are above or equal to 10/4 close (13 days ago), 56.6% are below.
38.6% are above or equal to 10/3 close (14 days ago), 61.4% are below.
32.8% are above or equal to 9/30 close (15 days ago), 67.2% are below.
40.8% are above or equal to 9/29 close (16 days ago), 59.2% are below.
33.9% are above or equal to 9/28 close (17 days ago), 66.1% are below.
40.0% are above or equal to 9/27 close (18 days ago), 60.0% are below.
44.4% are above or equal to 9/26 close (19 days ago), 55.6% are below.
37.4% are above or equal to 9/23 close (20 days ago), 62.6% are below.
34.1% are above or equal to 9/22 close (21 days ago), 65.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161021 12:52 pm ET)
20d: 5.2% new highs, 14.4% new lows
21d: 5.1% new highs, 14.4% new lows
42d: 4.1% new highs, 10.9% new lows
63d: 3.3% new highs, 8.7% new lows
126d: 2.7% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161021 12:52 pm ET)
2-day: 33.2% above, 66.8% below
3-day: 32.4% above, 67.6% below
4-day: 40.3% above, 59.7% below
5-day: 49.6% above, 50.4% below
8-day: 51.6% above, 48.4% below
10-day: 46.4% above, 53.6% below
20-day: 39.6% above, 60.4% below
50-day: 38.7% above, 61.3% below
200-day: 67.5% above, 32.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161021 12:52 pm ET)
FINA(89): 0.37% Top=PYPL SIVB ETFC SYF KKR PACW BK SEIC ….. BOFI BLK FII SBNY STI BANC BXS JNS=Bottom (Banks/Financials)
LEIS(38): 0.30% Top=MMYT MCD SONC GPRO QSR EXPE CMG JACK ….. FRGI LVS WYN VAC CCL RCL WYNN BYD=Bottom (Leisure)
COSW(92): -0.03% Top=PFPT MSFT CYBR PEGA TRIP PAYC FEYE GDDY ….. IMPV VIPS DATA YELP CERN MDRX TWLO SYNT=Bottom (Computer Software/Internet)
MANU(39): -0.05% Top=ROK CFX TEX AGCO TKR PH HON LII ….. AOS SWK CAT IEX SNA GE ITT RS=Bottom (Manufacturing)
DISV(46): -0.10% Top=MAN GEO FDC RHI SBAC HRB R CXW ….. TMH AHS RRD ZG WOOF ADS MCO ATHN=Bottom (Diversified Services)
TRAN(29): -0.10% Top=SWFT KNX LSTR JBHT CP TRN WERN ODFL ….. CNI SAVE UPS KSU ALK DAL AAL UAL=Bottom (Transportation)
COHW(41): -0.17% Top=VRSN UBNT CCI QCOM CTL ANET PANW JNPR ….. SSYS SYNA TDC VZ OLED HPQ S T=Bottom (Computer Hardware/Telecom)
CHEM(28): -0.19% Top=CF AGU POT CC GRA GPRE OLN IFF ….. MON ALB AXTA PAH PPG WLK FMC MOS=Bottom (Chemicals/Fertilizers)
RETA(62): -0.27% Top=NFLX TLRD JCP KSS JWN AMZN M MELI ….. BID KAR SFM BURL KMX CPRT KORS GNC=Bottom (Retail & Specialty Retail)
REAL(96): -0.29% Top=NRF CLNY STWD CBG AMH DFT BDN CIM ….. HIW SRC PEB PSA EXR SLG CXP HCP=Bottom (Real Estate)
MATE(28): -0.30% Top=OC BECN DAR USG VMC FLR TTS WCN ….. USCR PHM TOL WM DHI SUM FAST KBH=Bottom (Materials & Construction)
ENER(87): -0.44% Top=WNR HFC HLX PBF DK MTDR MPC VLO ….. EEP RSPP RICE DO GPOR SLB RRC SWN=Bottom (Energy)
ELEC(49): -0.55% Top=KLAC DLB OCLR MSCC CRUS FTV LRCX IPHI ….. XLNX AYI ADI MU SCTY TTMI PI AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(30): -0.72% Top=BRO FNF AGO MTG XL ORI RDN AJG ….. PRU CNO ALL AWH L UNM CINF TRV=Bottom (Insurance)
META(27): -0.72% Top=X AA GG STLD TCK CMC FMSA CLF ….. NUE CCJ ABX SSRI AG RGLD NEM CNX=Bottom (Metals & Mining)
CONS(55): -0.83% Top=PAY GPK TUP PKG AVP MLHR ENR KMB ….. LULU COTY RL KATE KS DECK GIII SKX=Bottom (Consumer)
HEAL(47): -1.01% Top=MOH CNC AET HLS GMED IRWD RMD UNH ….. NVRO DXCM ZLTQ BKD ALGN EVHC AMSG 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 12:52 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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