daytrend

10/24/2016

Filed under: Market Stats — daytrend @ 10:49 am

Market Stats at 11:49 am ET
by daytrend on 20161024. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 872.

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

COMPARED TO YESTERDAY’S RANGE (20161024 11:49 am ET)
45.1% of stocks are above yesterday’s high.
73.3% are above yesterday’s midpoint. (26.7% are below.)
11.7% are below yesterday’s low.
43.2% are inside yesterday’s range.
80.7% of stocks with today’s high > yesterday’s high. (19.3% less than).
16.1% of stocks with today’s low < yesterday’s low. (83.9% greater than).

EVIDENCE OF INTRADAY TREND (20161024 11:49 am ET)
40.7% of stocks are above today’s open. (57.7% are below).
40.0% of stocks are above today’s open and yesterday’s close.
31.1% 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 11:49 am ET)
4.5% of stocks are in the top 10% of today’s range.
9.6% are in the top 20%.
33.0% are in the top half. 67.0% of stocks are in the bottom half of today’s range.
38.1% are in the bottom 20%.
24.1% are in the bottom 10%.

GAIN (20161024 11:49 am ET)
68.2% of stocks are above yesterday’s close. (31.8% are below.)
0.1% are up 4.5% or more. 0.1% are down 4.5% or more.
0.9% are up 3.5% or more. 0.9% are down 3.5% or more.
63.0% are between +1% and -1%.

RSI on DAILY (20161024 11:49 am ET)
2-day: >=95:10.8%…>=90:19.3%…>=80:32.7%…>=50:61.8%…<=20:17.1%…<=10:7.5%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:51.1%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:48.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161024 11:49 am ET)
45.1% above previous 1 highs, 11.7% below previous 1 lows
26.0% above previous 2 highs, 8.9% below previous 2 lows
20.6% above previous 3 highs, 7.7% below previous 3 lows
18.1% above previous 4 highs, 5.4% below previous 4 lows
17.4% above previous 5 highs, 4.4% below previous 5 lows
14.8% above previous 6 highs, 4.2% below previous 6 lows
14.1% above previous 7 highs, 3.3% below previous 7 lows
11.9% above previous 8 highs, 2.9% below previous 8 lows
10.2% above previous 9 highs, 2.9% below previous 9 lows
7.9% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161024 11:49 am ET)
68.2% are above or equal to 10/21 close (1 days ago), 31.8% are below.
58.1% are above or equal to 10/20 close (2 days ago), 41.9% are below.
49.5% are above or equal to 10/19 close (3 days ago), 50.5% are below.
61.5% are above or equal to 10/18 close (4 days ago), 38.5% are below.
69.6% are above or equal to 10/17 close (5 days ago), 30.4% are below.
65.3% are above or equal to 10/14 close (6 days ago), 34.7% are below.
63.4% are above or equal to 10/13 close (7 days ago), 36.6% are below.
56.4% are above or equal to 10/12 close (8 days ago), 43.6% are below.
58.3% are above or equal to 10/11 close (9 days ago), 41.7% are below.
40.9% are above or equal to 10/10 close (10 days ago), 59.1% are below.
49.0% are above or equal to 10/7 close (11 days ago), 51.0% are below.
43.1% are above or equal to 10/6 close (12 days ago), 56.9% are below.
44.2% are above or equal to 10/5 close (13 days ago), 55.8% are below.
48.9% are above or equal to 10/4 close (14 days ago), 51.1% are below.
43.3% are above or equal to 10/3 close (15 days ago), 56.7% are below.
39.4% are above or equal to 9/30 close (16 days ago), 60.6% are below.
45.1% are above or equal to 9/29 close (17 days ago), 54.9% are below.
40.5% are above or equal to 9/28 close (18 days ago), 59.5% are below.
46.0% are above or equal to 9/27 close (19 days ago), 54.0% are below.
49.9% are above or equal to 9/26 close (20 days ago), 50.1% are below.
42.9% are above or equal to 9/23 close (21 days ago), 57.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161024 11:49 am ET)
20d: 13.9% new highs, 2.5% new lows
21d: 13.5% new highs, 2.5% new lows
42d: 8.9% new highs, 2.1% new lows
63d: 8.1% new highs, 1.7% new lows
126d: 5.6% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161024 11:49 am ET)
2-day: 67.4% above, 32.6% below
3-day: 63.3% above, 36.7% below
4-day: 57.6% above, 42.4% below
5-day: 58.4% above, 41.6% below
8-day: 63.9% above, 36.1% below
10-day: 62.0% above, 38.0% below
20-day: 47.2% above, 52.8% below
50-day: 44.0% above, 56.0% below
200-day: 68.8% above, 31.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161024 11:49 am ET)
COHW(41): 1.18% Top=TMUS ACIA UBNT S VG GIMO OLED PANW ….. STX BBRY BCE ZAYO QCOM VRSN CCI T=Bottom (Computer Hardware/Telecom)
ELEC(49): 1.04% Top=QRVO AMD CREE NVDA PI TER CRUS OCLR ….. INTC HIMX FLEX AYI FIT FSLR CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(27): 0.91% Top=USG MAS DY EXP CAA KBH OC BECN ….. SUM FLR PWR MLM PHM WCN SRCL WY=Bottom (Materials & Construction)
COSW(90): 0.89% Top=PAYC MDSO SYMC SINA YELP WB CSOD CTSH ….. WUBA MTCH FTNT JD LOCK N SYNT FEYE=Bottom (Computer Software/Internet)
FINA(89): 0.84% Top=KKR BXS LPLA BX SYF WDR WBS WETF ….. EV IBKR BLK PVTB HAWK PYPL ETFC AMTD=Bottom (Banks/Financials)
DISV(47): 0.60% Top=FDC YY R GPN AHS ADS FISV SBAC ….. RRD MAN MYGN RBA GEO TMH URI CXW=Bottom (Diversified Services)
RETA(61): 0.46% Top=TLRD GNC PAG WBA AMZN FINL BID DKS ….. BBY MIK ETSY JCP KSS FIVE ANF AEO=Bottom (Retail & Specialty Retail)
CONS(55): 0.40% Top=FOSL SCSS PKG FBHS WHR MLHR RL BC ….. UA LULU OI KATE CLX VFC COTY KMB=Bottom (Consumer)
INSU(30): 0.39% Top=HIG FAF AFL RDN FNF LNC MTG MET ….. ORI MMC UNM VR AIZ AWH AFSI BRO=Bottom (Insurance)
LEIS(37): 0.35% Top=WYNN SEAS RCL EAT LVS WYN PNRA CAKE ….. BJRI MCD ZOES BLMN CMG JACK QSR GPRO=Bottom (Leisure)
MANU(39): 0.33% Top=ITT DDD WOR ATI AGCO AOS TTC PNR ….. CMI MRC ETN KMT PH ATU ROK TEX=Bottom (Manufacturing)
CHEM(27): 0.31% Top=ASH POL CE POT MOS ALB APD PPG ….. EMN PX GRA PAH HUN CC CF MEOH=Bottom (Chemicals/Fertilizers)
HEAL(44): 0.28% Top=DXCM BABY CNC ZLTQ BKD SYK BAX HWAY ….. EVHC EW HLS XRAY IRWD THC UNH DVA=Bottom (Health)
TRAN(29): 0.15% Top=WERN FDX LSTR UPS NSC EXPD ODFL JBHT ….. UAL WAB CP ALK KEX SAVE HA NAT=Bottom (Transportation)
REAL(92): -0.07% Top=CBG LHO SC PEB HST NRF RLGY ALLY ….. BAM KRC DDR SNH CBL WPG DFT SLG=Bottom (Real Estate)
ENER(88): -0.90% Top=MPLX COP MTDR HFC PBF PAA VLO HLX ….. REN WPX AR GPOR RIG CRC ATW SM=Bottom (Energy)
META(27): -1.55% Top=CLF SWC CMC SCCO AA NUE SLCA X ….. PAAS RGLD ABX AGI FNV AG SSRI CNX=Bottom (Metals & Mining)

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 11:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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