daytrend

10/24/2016

Filed under: Market Stats — daytrend @ 9:28 am

Market Stats at 10:27 am ET
by daytrend on 20161024. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 872.

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 (20161024 10:27 am ET)
51.0% of stocks are above yesterday’s high.
80.2% are above yesterday’s midpoint. (19.8% are below.)
6.5% are below yesterday’s low.
42.4% are inside yesterday’s range.
79.4% of stocks with today’s high > yesterday’s high. (20.6% less than).
10.6% of stocks with today’s low < yesterday’s low. (89.4% greater than).

EVIDENCE OF INTRADAY TREND (20161024 10:27 am ET)
48.4% of stocks are above today’s open. (49.9% are below).
47.4% of stocks are above today’s open and yesterday’s close.
19.7% are below both.
54.5% of stocks opened above yesterday’s high.
88.8% of stocks opened above yesterday’s close. (8.8% opened below yesterday’s close).
2.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161024 10:27 am ET)
9.3% of stocks are in the top 10% of today’s range.
15.9% are in the top 20%.
43.3% are in the top half. 56.7% of stocks are in the bottom half of today’s range.
28.2% are in the bottom 20%.
15.5% are in the bottom 10%.

GAIN (20161024 10:27 am ET)
79.1% of stocks are above yesterday’s close. (20.9% are below.)
0.1% are up 4.5% or more. 0.0% are down 4.5% or more.
1.1% are up 3.5% or more. 0.2% are down 3.5% or more.
60.6% are between +1% and -1%.

RSI on DAILY (20161024 10:27 am ET)
2-day: >=95:12.0%…>=90:20.5%…>=80:38.2%…>=50:70.5%…<=20:8.9%…<=10:3.2%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:55.5%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:50.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161024 10:27 am ET)
51.0% above previous 1 highs, 6.5% below previous 1 lows
29.1% above previous 2 highs, 4.0% below previous 2 lows
23.6% above previous 3 highs, 3.2% below previous 3 lows
21.4% above previous 4 highs, 2.1% below previous 4 lows
20.6% above previous 5 highs, 1.8% below previous 5 lows
18.0% above previous 6 highs, 1.8% below previous 6 lows
17.3% above previous 7 highs, 1.5% below previous 7 lows
15.1% above previous 8 highs, 1.5% below previous 8 lows
13.1% above previous 9 highs, 1.4% below previous 9 lows
10.4% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161024 10:27 am ET)
79.1% are above or equal to 10/21 close (1 days ago), 20.9% are below.
66.3% are above or equal to 10/20 close (2 days ago), 33.7% are below.
54.8% are above or equal to 10/19 close (3 days ago), 45.2% are below.
66.4% are above or equal to 10/18 close (4 days ago), 33.6% are below.
73.6% are above or equal to 10/17 close (5 days ago), 26.4% are below.
68.7% are above or equal to 10/14 close (6 days ago), 31.3% are below.
66.3% are above or equal to 10/13 close (7 days ago), 33.7% are below.
58.9% are above or equal to 10/12 close (8 days ago), 41.1% are below.
59.4% are above or equal to 10/11 close (9 days ago), 40.6% are below.
43.8% are above or equal to 10/10 close (10 days ago), 56.2% are below.
50.3% are above or equal to 10/7 close (11 days ago), 49.7% are below.
44.7% are above or equal to 10/6 close (12 days ago), 55.3% are below.
46.4% are above or equal to 10/5 close (13 days ago), 53.6% are below.
51.3% are above or equal to 10/4 close (14 days ago), 48.7% are below.
45.4% are above or equal to 10/3 close (15 days ago), 54.6% are below.
40.7% are above or equal to 9/30 close (16 days ago), 59.3% are below.
46.8% are above or equal to 9/29 close (17 days ago), 53.2% are below.
41.4% are above or equal to 9/28 close (18 days ago), 58.6% are below.
46.4% are above or equal to 9/27 close (19 days ago), 53.6% are below.
50.5% are above or equal to 9/26 close (20 days ago), 49.5% are below.
43.7% are above or equal to 9/23 close (21 days ago), 56.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161024 10:27 am ET)
20d: 13.1% new highs, 1.9% new lows
21d: 12.4% new highs, 1.9% new lows
42d: 8.8% new highs, 1.5% new lows
63d: 8.0% new highs, 1.1% new lows
126d: 5.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161024 10:27 am ET)
2-day: 78.4% above, 21.6% below
3-day: 72.8% above, 27.2% below
4-day: 65.3% above, 34.7% below
5-day: 65.7% above, 34.3% below
8-day: 68.7% above, 31.3% below
10-day: 67.2% above, 32.8% below
20-day: 50.5% above, 49.5% below
50-day: 45.4% above, 54.6% below
200-day: 69.5% above, 30.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161024 10:27 am ET)
COHW(41): 1.22% Top=TMUS ACIA GIMO UBNT OLED VG LITE S ….. CTL BBRY COMM VRSN QCOM CCI BCE T=Bottom (Computer Hardware/Telecom)
ELEC(49): 1.17% Top=QRVO AMD SIMO CRUS PI TER IDTI NVDA ….. GLW DLB AYI SCTY FIT CSIQ FSLR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(27): 1.00% Top=DY KBH MAS OC DAR TOL BECN DHI ….. WM TTS VMC PHM MLM WY PWR WCN=Bottom (Materials & Construction)
COSW(90): 0.97% Top=MDSO SINA TWLO SYMC WB CSOD YELP PFPT ….. NTCT WUBA TWTR FTNT JD N FEYE SYNT=Bottom (Computer Software/Internet)
FINA(89): 0.91% Top=KKR BX YRD WDR WETF BXS LPLA SYF ….. AXP HAWK PVTB BAC BLK ETFC BANC AMTD=Bottom (Banks/Financials)
DISV(47): 0.85% Top=EEFT YY R MAN ILG ADS AHS ACM ….. INFO ULTA MYGN TMH GEO RBA URI CXW=Bottom (Diversified Services)
HEAL(44): 0.74% Top=BABY ZLTQ OPK BKD GMED MOH DXCM PKI ….. STJ CYH EW RMD XRAY DVA IRWD UNH=Bottom (Health)
CONS(55): 0.70% Top=FOSL SCSS PKG BC FBHS WRK SKX MLHR ….. CHD HBI VFC KATE OI CLX COTY KMB=Bottom (Consumer)
RETA(61): 0.63% Top=GNC PAG DKS FINL EBAY TLRD KMX CHS ….. BURL SIG TSCO KSS JCP ANF FIVE AEO=Bottom (Retail & Specialty Retail)
MANU(39): 0.53% Top=ITT DDD ATI AOS DCI WOR TKR DHR ….. CAT SNA ETN MRC PH ATU ROK TEX=Bottom (Manufacturing)
INSU(30): 0.53% Top=HIG AFSI MTG AFL XL WLTW FAF MET ….. AWH AGO AJG VR ORI UNM CNO BRO=Bottom (Insurance)
LEIS(37): 0.51% Top=RCL WYN VAC WYNN SIX PNRA SEAS MMYT ….. YUM DRI CMG BLMN MCD JACK QSR GPRO=Bottom (Leisure)
REAL(92): 0.48% Top=PEB LHO HST CBG SHO RLGY DRH CLNY ….. WPG DDR SNH GPT PKY BAM DFT SLG=Bottom (Real Estate)
TRAN(29): 0.34% Top=XPO NSC UPS FDX LSTR WERN CSX JBHT ….. LUV KEX CNI CP ALK HA SAVE NAT=Bottom (Transportation)
CHEM(27): 0.29% Top=ASH POL CE RPM ALB WLK PPG AXTA ….. GRA POT DOW EMN MON CC MEOH CF=Bottom (Chemicals/Fertilizers)
META(27): -0.51% Top=CLF SWC CMC SCCO TAHO CDE AA TCK ….. FCX AEM GG CNX SSRI ABX RGLD FNV=Bottom (Metals & Mining)
ENER(88): -0.65% Top=MPLX MTDR COP HFC PBF MUR VLO PSX ….. AR SN LPI WPX RIG ATW REN CRC=Bottom (Energy)

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 10:27 am 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: