daytrend

10/26/2016

Filed under: Market Stats — daytrend @ 11:40 am

Market Stats at 12:40 pm ET
by daytrend on 20161026. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 868.

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

COMPARED TO YESTERDAY’S RANGE (20161026 12:40 pm ET)
18.2% of stocks are above yesterday’s high.
37.3% are above yesterday’s midpoint. (62.7% are below.)
32.8% are below yesterday’s low.
49.0% are inside yesterday’s range.
29.7% of stocks with today’s high > yesterday’s high. (70.3% less than).
69.5% of stocks with today’s low < yesterday’s low. (30.5% greater than).

EVIDENCE OF INTRADAY TREND (20161026 12:40 pm ET)
63.8% of stocks are above today’s open. (34.8% are below).
47.7% of stocks are above today’s open and yesterday’s close.
33.9% are below both.
3.5% of stocks opened above yesterday’s high.
8.9% of stocks opened above yesterday’s close. (89.9% opened below yesterday’s close).
42.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161026 12:40 pm ET)
17.1% of stocks are in the top 10% of today’s range.
29.0% are in the top 20%.
62.1% are in the top half. 37.9% of stocks are in the bottom half of today’s range.
12.9% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN (20161026 12:40 pm ET)
49.7% of stocks are above yesterday’s close. (50.3% are below.)
1.0% are up 4.5% or more. 2.2% are down 4.5% or more.
1.6% are up 3.5% or more. 3.7% are down 3.5% or more.
58.1% are between +1% and -1%.

RSI on DAILY (20161026 12:40 pm ET)
2-day: >=95:6.9%…>=90:10.0%…>=80:18.0%…>=50:39.6%…<=20:36.4%…<=10:22.6%…<=5:14.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:39.2%…<=20:2.8%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:39.7%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161026 12:40 pm ET)
18.2% above previous 1 highs, 32.8% below previous 1 lows
10.6% above previous 2 highs, 29.7% below previous 2 lows
10.3% above previous 3 highs, 24.1% below previous 3 lows
9.6% above previous 4 highs, 22.8% below previous 4 lows
8.8% above previous 5 highs, 21.7% below previous 5 lows
8.3% above previous 6 highs, 19.8% below previous 6 lows
7.9% above previous 7 highs, 18.4% below previous 7 lows
7.6% above previous 8 highs, 17.6% below previous 8 lows
7.6% above previous 9 highs, 15.3% below previous 9 lows
6.9% above previous 10 highs, 14.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161026 12:40 pm ET)
49.7% are above or equal to 10/25 close (1 days ago), 50.3% are below.
31.9% are above or equal to 10/24 close (2 days ago), 68.1% are below.
42.6% are above or equal to 10/21 close (3 days ago), 57.4% are below.
41.4% are above or equal to 10/20 close (4 days ago), 58.6% are below.
37.9% are above or equal to 10/19 close (5 days ago), 62.1% are below.
45.4% are above or equal to 10/18 close (6 days ago), 54.6% are below.
52.3% are above or equal to 10/17 close (7 days ago), 47.7% are below.
49.2% are above or equal to 10/14 close (8 days ago), 50.8% are below.
48.3% are above or equal to 10/13 close (9 days ago), 51.7% are below.
43.4% are above or equal to 10/12 close (10 days ago), 56.6% are below.
47.0% are above or equal to 10/11 close (11 days ago), 53.0% are below.
34.1% are above or equal to 10/10 close (12 days ago), 65.9% are below.
40.1% are above or equal to 10/7 close (13 days ago), 59.9% are below.
36.8% are above or equal to 10/6 close (14 days ago), 63.2% are below.
37.9% are above or equal to 10/5 close (15 days ago), 62.1% are below.
41.7% are above or equal to 10/4 close (16 days ago), 58.3% are below.
37.2% are above or equal to 10/3 close (17 days ago), 62.8% are below.
32.5% are above or equal to 9/30 close (18 days ago), 67.5% are below.
39.5% are above or equal to 9/29 close (19 days ago), 60.5% are below.
34.2% are above or equal to 9/28 close (20 days ago), 65.8% are below.
41.2% are above or equal to 9/27 close (21 days ago), 58.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161026 12:40 pm ET)
20d: 6.5% new highs, 20.2% new lows
21d: 6.5% new highs, 19.4% new lows
42d: 4.7% new highs, 16.2% new lows
63d: 4.0% new highs, 13.1% new lows
126d: 3.2% new highs, 4.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161026 12:40 pm ET)
2-day: 48.7% above, 51.3% below
3-day: 36.1% above, 63.9% below
4-day: 38.7% above, 61.3% below
5-day: 39.7% above, 60.3% below
8-day: 42.6% above, 57.4% below
10-day: 45.4% above, 54.6% below
20-day: 38.9% above, 61.1% below
50-day: 37.4% above, 62.6% below
200-day: 64.9% above, 35.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161026 12:40 pm ET)
COHW(41): 1.17% Top=VG JNPR ACIA CIEN WDC STX UBNT CSCO ….. ZAYO SYNA VRSN CUDA CTL S CCI AAPL=Bottom (Computer Hardware/Telecom)
MANU(40): 0.62% Top=GNRC DDD IR ITW ROK LECO TKR ETN ….. SWK SNA RS MRC CAT DHR AOS ATI=Bottom (Manufacturing)
ELEC(50): 0.53% Top=SIMO MSCC MRVL MLNX FIT FLEX TEL SCTY ….. AYI ADI TTMI SPWR CRUS WAT AMD CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(30): 0.48% Top=HIG CLGX MET PRU LNC MMC CNO AIG ….. TRV ORI MTG XL AIZ AWH CINF FAF=Bottom (Insurance)
CONS(56): 0.42% Top=OI SKX LULU KATE VFC FOSL NKE PAY ….. NWL SCSS TPX WHR AVP UA BERY AVY=Bottom (Consumer)
RETA(57): 0.35% Top=GPS SFM SIG JCP DLTR PAG KSS KMX ….. MELI ORLY W LOW SBH AMZN ETSY GNC=Bottom (Retail & Specialty Retail)
COSW(90): 0.28% Top=NCR AKAM TSS DBD FFIV TWLO VIPS NUAN ….. EQIX MDSO NTES WUBA BIDU PTC TRIP GRUB=Bottom (Computer Software/Internet)
FINA(92): 0.26% Top=HBAN KEY VLY ASB NTRS FITB DFS RF ….. BOFI FII WU OPB BANC NDAQ YRD AMP=Bottom (Banks/Financials)
DISV(46): 0.08% Top=VNTV R CAR ACM RHI FDC JEC AL ….. RRD ILG AHS TMH SERV ATHN ZG WOOF=Bottom (Diversified Services)
MATE(26): -0.06% Top=WM SRCL FLR FAST CAA EXP VMC RSG ….. TOL DHI USCR SUM TTS AWI WY DY=Bottom (Materials & Construction)
CHEM(26): -0.23% Top=HUN POT CC CF SHW EMN MOS PPG ….. CE DOW ALB GPRE AXTA DD GRA POL=Bottom (Chemicals/Fertilizers)
LEIS(36): -0.53% Top=SIX MMYT GPRO SEAS WYNN CAKE SONC MGM ….. RCL VAC HLT SHAK EAT QSR WYN CMG=Bottom (Leisure)
TRAN(30): -0.62% Top=ODFL WERN JBHT WAB FDX KNX DAL UPS ….. HA CP JBLU NSC GBX CNI CHRW LUV=Bottom (Transportation)
ENER(87): -0.98% Top=MPC EPD RDC DO APA TSO LPI HFC ….. HES SM WPX SWN RRC CRC RICE REN=Bottom (Energy)
REAL(88): -1.27% Top=UDR EQR AVB NLY AGNC PKY CPT PSA ….. SRC BXP CBL GGP HTA WPG SPG ALLY=Bottom (Real Estate)
META(27): -1.33% Top=STLD X AA CMC FCX CCJ NUE TCK ….. AEM SSRI AGI CDE AG PAAS SLCA FMSA=Bottom (Metals & Mining)
HEAL(46): -2.35% Top=AET VWR A STJ ANTM ABT BKD TMO ….. EVHC AMSG DXCM RMD THC NUVA LH EW=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 12:40 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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