daytrend

10/21/2016

Filed under: Market Stats — daytrend @ 1:49 pm

Market Stats at 2:49 pm ET
by daytrend on 20161021. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 882.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161021 2:49 pm ET)
15.1% of stocks are above yesterday’s high.
44.3% are above yesterday’s midpoint. (55.7% are below.)
21.9% are below yesterday’s low.
63.0% are inside yesterday’s range.
28.5% of stocks with today’s high > yesterday’s high. (71.5% less than).
67.1% of stocks with today’s low < yesterday’s low. (32.9% greater than).

EVIDENCE OF INTRADAY TREND (20161021 2:49 pm ET)
69.0% of stocks are above today’s open. (29.6% are below).
35.9% of stocks are above today’s open and yesterday’s close.
28.6% 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 2:49 pm ET)
20.2% of stocks are in the top 10% of today’s range.
35.0% are in the top 20%.
69.8% are in the top half. 30.2% of stocks are in the bottom half of today’s range.
8.3% are in the bottom 20%.
3.2% are in the bottom 10%.

GAIN (20161021 2:49 pm ET)
38.8% of stocks are above yesterday’s close. (61.2% are below.)
0.9% are up 4.5% or more. 0.8% are down 4.5% or more.
1.4% are up 3.5% or more. 1.4% are down 3.5% or more.
69.7% are between +1% and -1%.

RSI on DAILY (20161021 2:49 pm ET)
2-day: >=95:7.0%…>=90:12.2%…>=80:21.4%…>=50:45.8%…<=20:24.7%…<=10:11.8%…<=5:4.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:42.1%…<=20:0.9%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:41.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161021 2:49 pm ET)
15.1% above previous 1 highs, 21.9% below previous 1 lows
10.4% above previous 2 highs, 16.3% below previous 2 lows
9.8% above previous 3 highs, 14.1% below previous 3 lows
8.6% above previous 4 highs, 12.0% below previous 4 lows
8.0% above previous 5 highs, 11.0% below previous 5 lows
7.3% above previous 6 highs, 7.5% below previous 6 lows
6.6% above previous 7 highs, 6.6% below previous 7 lows
5.9% above previous 8 highs, 6.5% below previous 8 lows
5.3% above previous 9 highs, 6.5% below previous 9 lows
5.2% above previous 10 highs, 6.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161021 2:49 pm ET)
38.8% are above or equal to 10/20 close (1 days ago), 61.2% are below.
37.0% are above or equal to 10/19 close (2 days ago), 63.0% are below.
53.4% are above or equal to 10/18 close (3 days ago), 46.6% are below.
66.0% are above or equal to 10/17 close (4 days ago), 34.0% are below.
58.2% are above or equal to 10/14 close (5 days ago), 41.8% are below.
55.7% are above or equal to 10/13 close (6 days ago), 44.3% are below.
48.4% are above or equal to 10/12 close (7 days ago), 51.6% are below.
52.2% are above or equal to 10/11 close (8 days ago), 47.8% are below.
34.0% are above or equal to 10/10 close (9 days ago), 66.0% are below.
43.0% are above or equal to 10/7 close (10 days ago), 57.0% are below.
38.4% are above or equal to 10/6 close (11 days ago), 61.6% are below.
40.5% are above or equal to 10/5 close (12 days ago), 59.5% are below.
44.8% are above or equal to 10/4 close (13 days ago), 55.2% are below.
39.3% are above or equal to 10/3 close (14 days ago), 60.7% are below.
33.8% are above or equal to 9/30 close (15 days ago), 66.2% are below.
41.8% are above or equal to 9/29 close (16 days ago), 58.2% are below.
34.6% are above or equal to 9/28 close (17 days ago), 65.4% are below.
40.5% are above or equal to 9/27 close (18 days ago), 59.5% are below.
44.6% are above or equal to 9/26 close (19 days ago), 55.4% are below.
37.6% are above or equal to 9/23 close (20 days ago), 62.4% are below.
35.1% are above or equal to 9/22 close (21 days ago), 64.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161021 2:49 pm ET)
20d: 5.9% new highs, 14.6% new lows
21d: 5.7% new highs, 14.6% new lows
42d: 4.4% new highs, 11.1% new lows
63d: 3.4% new highs, 8.8% new lows
126d: 2.8% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161021 2:49 pm ET)
2-day: 37.0% above, 63.0% below
3-day: 37.5% above, 62.5% below
4-day: 44.3% above, 55.7% below
5-day: 52.2% above, 47.8% below
8-day: 53.7% above, 46.3% below
10-day: 49.3% above, 50.7% below
20-day: 41.5% above, 58.5% below
50-day: 39.3% above, 60.7% below
200-day: 68.1% above, 31.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161021 2:49 pm ET)
LEIS(38): 0.56% Top=MCD MMYT SONC QSR JACK EXPE CMG EAT ….. VAC DNKN LVS FRGI CCL WYN RCL BYD=Bottom (Leisure)
FINA(89): 0.40% Top=PYPL SIVB ETFC SYF BK WBS NSAM BX ….. BLK SBNY FII BXS BOFI STI JNS BANC=Bottom (Banks/Financials)
MATE(28): 0.03% Top=USG VMC BECN DAR EXP TTS OC USCR ….. WY LEN CAA DHI TOL TPH FAST KBH=Bottom (Materials & Construction)
COSW(92): 0.03% Top=PFPT MSFT CYBR FEYE TWTR PAYC WBMD SABR ….. ATHM VIPS YELP IMPV MDRX CERN TWLO SYNT=Bottom (Computer Software/Internet)
CHEM(28): 0.02% Top=CF GPRE POT AGU GRA IFF DOW SHW ….. AXTA PAH MEOH ALB MON MOS FMC WLK=Bottom (Chemicals/Fertilizers)
RETA(62): 0.02% Top=NFLX TLRD KSS JWN JCP M MELI LOW ….. ETSY FIVE CPRT RH KORS KMX BID GNC=Bottom (Retail & Specialty Retail)
MANU(39): 0.01% Top=ROK CFX AGCO HON TEX DOV LII TKR ….. ATU IEX MRC AOS WOR DDD ITT RS=Bottom (Manufacturing)
DISV(46): -0.05% Top=MAN CXW GEO RHI SBAC R FDC VRSK ….. ULTA CAR TMH AHS WOOF ADS MCO ATHN=Bottom (Diversified Services)
COHW(41): -0.19% Top=VRSN CCI UBNT ANET PANW JNPR QCOM CTL ….. LITE SSYS OLED VZ FNSR S HPQ T=Bottom (Computer Hardware/Telecom)
TRAN(29): -0.24% Top=WERN KNX LSTR JBHT CP TRN ODFL EXPD ….. SAVE XPO KEX KSU ALK DAL UAL AAL=Bottom (Transportation)
REAL(96): -0.31% Top=NRF CLNY DFT STWD CBG CONE AMH CIM ….. WPG CXP SC PSA CUZ EXR PEB HCP=Bottom (Real Estate)
ENER(87): -0.34% Top=WNR HFC DK PBF MTDR MPC VLO CVE ….. COG SM GPOR RRC SLB DO RICE SWN=Bottom (Energy)
ELEC(49): -0.47% Top=MSCC KLAC DLB TER IPHI CY FSLR LRCX ….. CREE AYI ADI TTMI MU PI SCTY AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(30): -0.48% Top=BRO MTG AGO FNF AJG XL MMC AIG ….. ALL TRV PRU AWH UNM L CINF FAF=Bottom (Insurance)
CONS(55): -0.58% Top=AVP PAY GPK TUP VFC MAT MLHR ENR ….. RL COTY TPX KATE KS GIII DECK SKX=Bottom (Consumer)
META(26): -0.79% Top=X GG AA TCK AGI PAAS FMSA AEM ….. SSRI CDE NUE AG NEM FCX RGLD CNX=Bottom (Metals & Mining)
HEAL(47): -0.89% Top=MOH AET CNC EW RMD HLS GMED UNH ….. ESRX DXCM BKD ZLTQ ALGN AMSG EVHC 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 2:49 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: