daytrend

10/26/2016

Filed under: Market Stats — daytrend @ 11:54 am

Market Stats at 12:53 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 12:53 pm ET)
20.0% of stocks are above yesterday’s high.
38.4% are above yesterday’s midpoint. (61.6% are below.)
32.4% are below yesterday’s low.
47.6% are inside yesterday’s range.
30.3% of stocks with today’s high > yesterday’s high. (69.7% less than).
69.7% of stocks with today’s low < yesterday’s low. (30.3% greater than).

EVIDENCE OF INTRADAY TREND (20161026 12:53 pm ET)
64.3% of stocks are above today’s open. (34.9% are below).
48.0% of stocks are above today’s open and yesterday’s close.
33.8% 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 12:53 pm ET)
22.1% of stocks are in the top 10% of today’s range.
31.7% are in the top 20%.
61.9% are in the top half. 38.1% of stocks are in the bottom half of today’s range.
14.7% are in the bottom 20%.
7.5% are in the bottom 10%.

GAIN (20161026 12:53 pm ET)
50.2% of stocks are above yesterday’s close. (49.8% are below.)
1.2% are up 4.5% or more. 2.3% are down 4.5% or more.
1.8% are up 3.5% or more. 4.1% are down 3.5% or more.
57.3% are between +1% and -1%.

RSI on DAILY (20161026 12:53 pm ET)
2-day: >=95:7.4%…>=90:10.7%…>=80:18.4%…>=50:41.1%…<=20:35.3%…<=10:22.9%…<=5:14.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:39.6%…<=20:2.8%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:40.6%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161026 12:53 pm ET)
20.0% above previous 1 highs, 32.4% below previous 1 lows
11.8% above previous 2 highs, 28.9% below previous 2 lows
11.4% above previous 3 highs, 23.6% below previous 3 lows
10.3% above previous 4 highs, 22.7% below previous 4 lows
9.6% above previous 5 highs, 21.4% below previous 5 lows
9.1% above previous 6 highs, 20.3% below previous 6 lows
9.0% above previous 7 highs, 18.3% below previous 7 lows
8.4% above previous 8 highs, 17.5% below previous 8 lows
8.4% above previous 9 highs, 15.4% below previous 9 lows
7.7% above previous 10 highs, 14.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161026 12:53 pm ET)
50.2% are above or equal to 10/25 close (1 days ago), 49.8% are below.
32.9% are above or equal to 10/24 close (2 days ago), 67.1% are below.
42.6% are above or equal to 10/21 close (3 days ago), 57.4% are below.
42.7% are above or equal to 10/20 close (4 days ago), 57.3% are below.
37.9% are above or equal to 10/19 close (5 days ago), 62.1% are below.
45.9% are above or equal to 10/18 close (6 days ago), 54.1% are below.
52.8% are above or equal to 10/17 close (7 days ago), 47.2% are below.
49.7% are above or equal to 10/14 close (8 days ago), 50.3% are below.
49.0% are above or equal to 10/13 close (9 days ago), 51.0% are below.
44.5% are above or equal to 10/12 close (10 days ago), 55.5% are below.
47.1% are above or equal to 10/11 close (11 days ago), 52.9% are below.
34.6% are above or equal to 10/10 close (12 days ago), 65.4% are below.
40.3% are above or equal to 10/7 close (13 days ago), 59.7% are below.
36.8% are above or equal to 10/6 close (14 days ago), 63.2% are below.
38.5% are above or equal to 10/5 close (15 days ago), 61.5% are below.
42.3% are above or equal to 10/4 close (16 days ago), 57.7% are below.
37.3% are above or equal to 10/3 close (17 days ago), 62.7% are below.
32.8% are above or equal to 9/30 close (18 days ago), 67.2% are below.
39.9% are above or equal to 9/29 close (19 days ago), 60.1% are below.
34.6% are above or equal to 9/28 close (20 days ago), 65.4% are below.
41.7% are above or equal to 9/27 close (21 days ago), 58.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161026 12:53 pm ET)
20d: 6.8% new highs, 20.3% new lows
21d: 6.8% new highs, 19.5% new lows
42d: 5.1% new highs, 16.6% new lows
63d: 4.4% new highs, 13.4% new lows
126d: 3.3% new highs, 4.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161026 12:53 pm ET)
2-day: 49.0% above, 51.0% below
3-day: 37.7% above, 62.3% below
4-day: 40.2% above, 59.8% below
5-day: 40.7% above, 59.3% below
8-day: 43.1% above, 56.9% below
10-day: 46.2% above, 53.8% below
20-day: 39.2% above, 60.8% below
50-day: 38.4% above, 61.6% below
200-day: 64.6% above, 35.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161026 12:53 pm ET)
COHW(41): 1.20% Top=VG JNPR WDC CIEN ACIA STX UBNT SSYS ….. ZAYO CUDA T VRSN CTL CCI S AAPL=Bottom (Computer Hardware/Telecom)
MANU(40): 0.74% Top=GNRC DDD IR ITW ROK LECO TKR DOV ….. SWK SNA CAT RS MRC DHR AOS ATI=Bottom (Manufacturing)
ELEC(50): 0.60% Top=MSCC SIMO MLNX FLEX MRVL FIT MU TEL ….. AYI SPWR TTMI ADI CRUS WAT AMD CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): 0.53% Top=OI SKX LULU KATE VFC FOSL NKE PAY ….. TPX NWL SCSS AVP WHR UA BERY AVY=Bottom (Consumer)
INSU(30): 0.52% Top=HIG MET CNO LNC CLGX PRU AIG MMC ….. FNF MTG XL ORI AIZ AWH CINF FAF=Bottom (Insurance)
RETA(57): 0.40% Top=SFM GPS SIG JCP PAG AEO KSS DLTR ….. OLLI W ORLY LOW SBH AMZN ETSY GNC=Bottom (Retail & Specialty Retail)
FINA(92): 0.36% Top=HBAN KEY VLY DFS FITB NTRS RF VOYA ….. FII JNS WU OPB BANC NDAQ AMP YRD=Bottom (Banks/Financials)
COSW(90): 0.30% Top=NCR AKAM TSS DBD NUAN TWLO FFIV VIPS ….. WB NTES EQIX WUBA BIDU PTC TRIP GRUB=Bottom (Computer Software/Internet)
DISV(46): 0.13% Top=R VNTV CAR ACM RHI FDC JEC MAN ….. ILG AHS RRD ATHN SERV TMH ZG WOOF=Bottom (Diversified Services)
MATE(26): 0.02% Top=WM SRCL FLR EXP VMC FAST CAA RSG ….. TOL DHI USCR SUM AWI TTS WY DY=Bottom (Materials & Construction)
CHEM(26): -0.14% Top=HUN POT CC MOS CF SHW EMN PPG ….. CE DOW AXTA GPRE ALB DD GRA POL=Bottom (Chemicals/Fertilizers)
TRAN(30): -0.15% Top=ODFL WERN DAL WAB JBHT FDX AAL SAVE ….. UNP CSX CP NSC CNI GBX CHRW LUV=Bottom (Transportation)
LEIS(36): -0.54% Top=SIX MMYT SEAS GPRO WYNN CAKE ARMK MGM ….. FRGI VAC HLT SHAK EAT QSR WYN CMG=Bottom (Leisure)
ENER(87): -0.93% Top=MPC DO EPD RDC HFC TSO VLO APA ….. SM SN CRZO RRC CRC SWN RICE REN=Bottom (Energy)
REAL(88): -1.36% Top=UDR EQR AVB NLY AGNC CLNY CBG CPT ….. DOC AMH SRC GGP HTA WPG SPG ALLY=Bottom (Real Estate)
META(27): -1.47% Top=X STLD CMC AA FCX NUE SCCO CCJ ….. AGI AEM SSRI CDE SLCA AG FMSA PAAS=Bottom (Metals & Mining)
HEAL(46): -2.39% Top=VWR AET A ANTM STJ OPK ESRX ABT ….. 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 12:53 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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