daytrend

10/24/2016

Filed under: Market Stats — daytrend @ 11:31 am

Market Stats at 12:31 pm 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 12:31 pm ET)
41.9% of stocks are above yesterday’s high.
70.8% are above yesterday’s midpoint. (29.2% are below.)
14.6% are below yesterday’s low.
43.6% are inside yesterday’s range.
80.7% of stocks with today’s high > yesterday’s high. (19.3% less than).
18.9% of stocks with today’s low < yesterday’s low. (81.1% greater than).

EVIDENCE OF INTRADAY TREND (20161024 12:31 pm ET)
35.4% of stocks are above today’s open. (62.8% are below).
34.9% of stocks are above today’s open and yesterday’s close.
33.9% 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 12:31 pm ET)
3.2% of stocks are in the top 10% of today’s range.
8.4% are in the top 20%.
29.4% are in the top half. 70.6% of stocks are in the bottom half of today’s range.
44.7% are in the bottom 20%.
31.1% are in the bottom 10%.

GAIN (20161024 12:31 pm ET)
65.5% of stocks are above yesterday’s close. (34.5% are below.)
0.1% are up 4.5% or more. 0.9% are down 4.5% or more.
0.7% are up 3.5% or more. 3.3% are down 3.5% or more.
61.2% are between +1% and -1%.

RSI on DAILY (20161024 12:31 pm ET)
2-day: >=95:10.0%…>=90:16.7%…>=80:30.5%…>=50:60.4%…<=20:19.4%…<=10:8.3%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:50.1%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:46.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161024 12:31 pm ET)
41.9% above previous 1 highs, 14.6% below previous 1 lows
23.3% above previous 2 highs, 12.3% below previous 2 lows
18.5% above previous 3 highs, 10.7% below previous 3 lows
16.6% above previous 4 highs, 8.0% below previous 4 lows
16.1% above previous 5 highs, 6.1% below previous 5 lows
13.8% above previous 6 highs, 6.1% below previous 6 lows
13.3% above previous 7 highs, 5.0% below previous 7 lows
11.5% above previous 8 highs, 5.0% below previous 8 lows
9.6% above previous 9 highs, 4.8% below previous 9 lows
7.5% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161024 12:31 pm ET)
65.5% are above or equal to 10/21 close (1 days ago), 34.5% are below.
56.4% are above or equal to 10/20 close (2 days ago), 43.6% are below.
46.6% are above or equal to 10/19 close (3 days ago), 53.4% are below.
58.6% are above or equal to 10/18 close (4 days ago), 41.4% are below.
67.3% are above or equal to 10/17 close (5 days ago), 32.7% are below.
63.6% are above or equal to 10/14 close (6 days ago), 36.4% are below.
61.5% are above or equal to 10/13 close (7 days ago), 38.5% are below.
54.7% are above or equal to 10/12 close (8 days ago), 45.3% are below.
57.0% are above or equal to 10/11 close (9 days ago), 43.0% are below.
40.5% are above or equal to 10/10 close (10 days ago), 59.5% are below.
47.6% are above or equal to 10/7 close (11 days ago), 52.4% are below.
42.2% are above or equal to 10/6 close (12 days ago), 57.8% are below.
43.2% are above or equal to 10/5 close (13 days ago), 56.8% are below.
47.2% are above or equal to 10/4 close (14 days ago), 52.8% are below.
42.3% are above or equal to 10/3 close (15 days ago), 57.7% are below.
38.4% are above or equal to 9/30 close (16 days ago), 61.6% are below.
43.7% are above or equal to 9/29 close (17 days ago), 56.3% are below.
38.1% are above or equal to 9/28 close (18 days ago), 61.9% are below.
44.6% are above or equal to 9/27 close (19 days ago), 55.4% are below.
49.0% are above or equal to 9/26 close (20 days ago), 51.0% are below.
41.9% are above or equal to 9/23 close (21 days ago), 58.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161024 12:31 pm ET)
20d: 14.1% new highs, 3.1% new lows
21d: 13.8% new highs, 3.1% new lows
42d: 9.1% new highs, 2.4% new lows
63d: 8.1% new highs, 2.1% new lows
126d: 5.6% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161024 12:31 pm ET)
2-day: 64.2% above, 35.8% below
3-day: 60.7% above, 39.3% below
4-day: 54.5% above, 45.5% below
5-day: 55.6% above, 44.4% below
8-day: 61.6% above, 38.4% below
10-day: 59.9% above, 40.1% below
20-day: 45.8% above, 54.2% below
50-day: 42.2% above, 57.8% below
200-day: 68.3% above, 31.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161024 12:31 pm ET)
COHW(41): 1.07% Top=TMUS ACIA S VG UBNT OLED EFII GIMO ….. BCE ZAYO PSTG BBRY QCOM CCI VRSN T=Bottom (Computer Hardware/Telecom)
ELEC(49): 1.02% Top=AMD PI QRVO CREE NVDA TER SIMO IDTI ….. FTV FLEX AYI HIMX FSLR FIT CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(27): 0.99% Top=EXP USG USCR MAS DY CAA OC BECN ….. MLM TTS FLR SRCL WCN PWR PHM WY=Bottom (Materials & Construction)
COSW(90): 0.75% Top=PAYC SYMC MDSO SINA YELP WB CTSH RHT ….. MTCH WUBA FTNT JD N LOCK SYNT FEYE=Bottom (Computer Software/Internet)
FINA(89): 0.70% Top=BXS KKR LPLA WETF BX WDR SYF SIVB ….. PVTB EV BLK HAWK BANC PYPL ETFC AMTD=Bottom (Banks/Financials)
DISV(47): 0.51% Top=YY FDC ADS GPN R G AHS ILG ….. RCII GEO MAN TMH RRD RBA CXW URI=Bottom (Diversified Services)
HEAL(44): 0.36% Top=DXCM CNC BABY TMO SYK ZLTQ LH OPK ….. EW CYH HLS XRAY UNH THC IRWD DVA=Bottom (Health)
LEIS(37): 0.27% Top=WYNN RCL SONC WYN CAKE MMYT PNRA LVS ….. FRGI BJRI BLMN EXPE MCD JACK QSR GPRO=Bottom (Leisure)
REAL(92): 0.25% Top=CBG LHO HST NRF LPT SC PEB RLGY ….. VER KRC CONE CSAL CBL WPG SLG DFT=Bottom (Real Estate)
INSU(30): 0.25% Top=FAF HIG AFL RDN CINF TRV WLTW LNC ….. AJG MMC CNO VR AWH UNM AFSI BRO=Bottom (Insurance)
RETA(61): 0.23% Top=WBA PAG GNC KMX DKS AMZN COST CVS ….. MELI KORS ETSY FIVE JCP KSS ANF AEO=Bottom (Retail & Specialty Retail)
CONS(55): 0.21% Top=FOSL WHR FBHS SCSS PKG BC SKX WRK ….. OI LULU CLX COTY KATE DECK VFC KMB=Bottom (Consumer)
CHEM(27): -0.03% Top=ASH CE POL AXTA RPM ALB PPG POT ….. PAH PX GPRE HUN OLN CC CF MEOH=Bottom (Chemicals/Fertilizers)
TRAN(29): -0.05% Top=WERN FDX ODFL UPS LSTR EXPD KSU CSX ….. WAB UAL CP ALK SAVE KEX HA NAT=Bottom (Transportation)
MANU(39): -0.06% Top=ITT DDD TTC PNR WOR AOS MHK IEX ….. CAT MRC ETN KMT PH ATU TEX ROK=Bottom (Manufacturing)
META(27): -1.86% Top=CLF CMC SCCO SWC AA NUE TCK STLD ….. ABX PAAS FMSA AGI FNV SSRI AG CNX=Bottom (Metals & Mining)
ENER(88): -2.13% Top=MPLX COP HFC VLO CPPL NFG TSO DK ….. RIG LPI SN REN WPX SM ATW 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 12:31 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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