daytrend

10/26/2016

Filed under: Market Stats — daytrend @ 1:46 pm

Market Stats at 2:46 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 2:46 pm ET)
13.5% of stocks are above yesterday’s high.
30.2% are above yesterday’s midpoint. (69.8% are below.)
43.7% are below yesterday’s low.
42.9% are inside yesterday’s range.
31.5% of stocks with today’s high > yesterday’s high. (68.5% less than).
73.8% of stocks with today’s low < yesterday’s low. (26.2% greater than).

EVIDENCE OF INTRADAY TREND (20161026 2:46 pm ET)
51.6% of stocks are above today’s open. (47.8% are below).
35.7% of stocks are above today’s open and yesterday’s close.
46.5% 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 2:46 pm ET)
4.0% of stocks are in the top 10% of today’s range.
10.9% are in the top 20%.
40.8% are in the top half. 59.2% of stocks are in the bottom half of today’s range.
24.3% are in the bottom 20%.
10.9% are in the bottom 10%.

GAIN (20161026 2:46 pm ET)
37.7% of stocks are above yesterday’s close. (62.3% are below.)
1.0% are up 4.5% or more. 3.7% are down 4.5% or more.
1.5% are up 3.5% or more. 6.6% are down 3.5% or more.
54.7% are between +1% and -1%.

RSI on DAILY (20161026 2:46 pm ET)
2-day: >=95:5.3%…>=90:8.8%…>=80:14.9%…>=50:31.8%…<=20:43.2%…<=10:28.2%…<=5:16.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:35.1%…<=20:3.1%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:37.1%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161026 2:46 pm ET)
13.5% above previous 1 highs, 43.7% below previous 1 lows
8.4% above previous 2 highs, 39.1% below previous 2 lows
8.1% above previous 3 highs, 30.0% below previous 3 lows
7.4% above previous 4 highs, 28.9% below previous 4 lows
6.6% above previous 5 highs, 27.5% below previous 5 lows
6.2% above previous 6 highs, 25.7% below previous 6 lows
6.2% above previous 7 highs, 23.7% below previous 7 lows
5.8% above previous 8 highs, 22.7% below previous 8 lows
5.8% above previous 9 highs, 20.2% below previous 9 lows
5.4% above previous 10 highs, 19.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161026 2:46 pm ET)
37.7% are above or equal to 10/25 close (1 days ago), 62.3% are below.
26.3% are above or equal to 10/24 close (2 days ago), 73.7% are below.
37.3% are above or equal to 10/21 close (3 days ago), 62.7% are below.
36.6% are above or equal to 10/20 close (4 days ago), 63.4% are below.
33.9% are above or equal to 10/19 close (5 days ago), 66.1% are below.
41.6% are above or equal to 10/18 close (6 days ago), 58.4% are below.
49.7% are above or equal to 10/17 close (7 days ago), 50.3% are below.
46.8% are above or equal to 10/14 close (8 days ago), 53.2% are below.
46.3% are above or equal to 10/13 close (9 days ago), 53.7% are below.
41.4% are above or equal to 10/12 close (10 days ago), 58.6% are below.
45.0% are above or equal to 10/11 close (11 days ago), 55.0% are below.
31.5% are above or equal to 10/10 close (12 days ago), 68.5% are below.
38.0% are above or equal to 10/7 close (13 days ago), 62.0% are below.
34.1% are above or equal to 10/6 close (14 days ago), 65.9% are below.
34.8% are above or equal to 10/5 close (15 days ago), 65.2% are below.
39.7% are above or equal to 10/4 close (16 days ago), 60.3% are below.
35.1% are above or equal to 10/3 close (17 days ago), 64.9% are below.
31.0% are above or equal to 9/30 close (18 days ago), 69.0% are below.
37.6% are above or equal to 9/29 close (19 days ago), 62.4% are below.
32.7% are above or equal to 9/28 close (20 days ago), 67.3% are below.
39.2% are above or equal to 9/27 close (21 days ago), 60.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161026 2:46 pm ET)
20d: 6.9% new highs, 22.0% new lows
21d: 6.9% new highs, 21.2% new lows
42d: 5.2% new highs, 18.3% new lows
63d: 4.5% new highs, 14.6% new lows
126d: 3.3% new highs, 5.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161026 2:46 pm ET)
2-day: 37.1% above, 62.9% below
3-day: 28.3% above, 71.7% below
4-day: 31.0% above, 69.0% below
5-day: 32.1% above, 67.9% below
8-day: 37.7% above, 62.3% below
10-day: 40.6% above, 59.4% below
20-day: 36.5% above, 63.5% below
50-day: 36.1% above, 63.9% below
200-day: 63.6% above, 36.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161026 2:46 pm ET)
COHW(41): 0.62% Top=VG JNPR WDC CIEN STX ACIA UBNT PANW ….. T LITE ZAYO CTL CCI CUDA S AAPL=Bottom (Computer Hardware/Telecom)
MANU(40): 0.21% Top=GNRC IR DDD ROK LECO ITW ETN FLS ….. RS SNA AGCO DHR KMT MRC AOS ATI=Bottom (Manufacturing)
INSU(30): 0.15% Top=HIG CNO CLGX MET LNC PRU AIG VR ….. FNF XL RDN AIZ AWH CINF MTG FAF=Bottom (Insurance)
CONS(56): 0.06% Top=OI LULU VFC SEE SKX NKE KATE FBHS ….. BC MAT DECK WHR SCSS UA BERY AVY=Bottom (Consumer)
ELEC(50): -0.06% Top=MSCC FIT SIMO TEL MRVL FLEX MLNX BRKR ….. PI ON AYI CRUS TTMI AMD SPWR CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(57): -0.08% Top=SFM SIG AN PAG DLTR GPS TGT KMX ….. OLLI BABA AMZN SBH LOW ETSY W GNC=Bottom (Retail & Specialty Retail)
FINA(92): -0.15% Top=HBAN KEY VLY FITB NTRS DFS SCHW VOYA ….. FII BANC JNS WU NDAQ BOFI YRD AMP=Bottom (Banks/Financials)
COSW(90): -0.21% Top=NCR AKAM TSS DBD NUAN TWLO FFIV VIPS ….. FEYE MTCH BIDU TRIP ZEN MDSO PTC GRUB=Bottom (Computer Software/Internet)
DISV(46): -0.26% Top=R VNTV CAR AL RHI ACM FDC JEC ….. RRD GEO ILG ATHN ZG TMH SERV WOOF=Bottom (Diversified Services)
CHEM(26): -0.28% Top=HUN CC SHW PPG POT MOS OLN ASH ….. WLK CE PAH DD AXTA ALB GRA POL=Bottom (Chemicals/Fertilizers)
MATE(26): -0.51% Top=WM SRCL FLR VMC FAST RSG EXP OC ….. TOL USCR DHI TTS SUM AWI WY DY=Bottom (Materials & Construction)
LEIS(36): -0.91% Top=SIX SEAS ARMK MMYT GPRO MGM WYNN CCL ….. PNRA VAC FRGI EAT QSR SHAK WYN CMG=Bottom (Leisure)
TRAN(30): -1.13% Top=ODFL JBHT WERN FDX UPS DAL XPO EXPD ….. NAT JBLU NSC CP CHRW CNI GBX LUV=Bottom (Transportation)
ENER(87): -1.16% Top=EPD MPC RIG PBF DO TSO RDC HFC ….. CRZO NBR GPOR SM SWN REN RRC SN=Bottom (Energy)
REAL(88): -1.34% Top=UDR EQR EXR AVB PSA AGNC NLY AIV ….. MPW BDN SKT DOC CBL WPG SPG ALLY=Bottom (Real Estate)
META(27): -1.76% Top=X STLD AA CMC CCJ NUE FCX SCCO ….. TAHO CDE CNX SLCA AG AGI FMSA PAAS=Bottom (Metals & Mining)
HEAL(46): -2.90% Top=VWR ESRX STJ A BKD AET ANTM ABT ….. AMSG DXCM EVHC RMD THC LH NUVA 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 2:46 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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