daytrend

10/27/2016

Filed under: Market Stats — daytrend @ 8:50 am

Market Stats at 9:50 am ET
by daytrend on 20161027. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 876.

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

COMPARED TO YESTERDAY’S RANGE (20161027 9:50 am ET)
14.7% of stocks are above yesterday’s high.
47.0% are above yesterday’s midpoint. (53.0% are below.)
19.4% are below yesterday’s low.
65.9% are inside yesterday’s range.
34.2% of stocks with today’s high > yesterday’s high. (65.8% less than).
28.3% of stocks with today’s low < yesterday’s low. (71.7% greater than).

EVIDENCE OF INTRADAY TREND (20161027 9:50 am ET)
26.4% of stocks are above today’s open. (71.9% are below).
22.9% of stocks are above today’s open and yesterday’s close.
43.6% are below both.
20.9% of stocks opened above yesterday’s high.
75.8% of stocks opened above yesterday’s close. (21.1% opened below yesterday’s close).
5.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161027 9:50 am ET)
4.6% of stocks are in the top 10% of today’s range.
9.4% are in the top 20%.
31.3% are in the top half. 68.7% of stocks are in the bottom half of today’s range.
32.9% are in the bottom 20%.
18.9% are in the bottom 10%.

GAIN (20161027 9:50 am ET)
53.1% of stocks are above yesterday’s close. (46.9% are below.)
1.7% are up 4.5% or more. 1.8% are down 4.5% or more.
2.5% are up 3.5% or more. 2.7% are down 3.5% or more.
70.1% are between +1% and -1%.

RSI on DAILY (20161027 9:50 am ET)
2-day: >=95:5.7%…>=90:10.0%…>=80:16.4%…>=50:37.2%…<=20:34.0%…<=10:23.2%…<=5:15.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:36.4%…<=20:4.0%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:37.2%…<=20:1.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161027 9:50 am ET)
14.7% above previous 1 highs, 19.4% below previous 1 lows
8.3% above previous 2 highs, 18.6% below previous 2 lows
6.4% above previous 3 highs, 17.7% below previous 3 lows
6.3% above previous 4 highs, 15.4% below previous 4 lows
5.8% above previous 5 highs, 14.7% below previous 5 lows
5.4% above previous 6 highs, 14.3% below previous 6 lows
5.0% above previous 7 highs, 13.9% below previous 7 lows
5.0% above previous 8 highs, 12.8% below previous 8 lows
5.0% above previous 9 highs, 12.4% below previous 9 lows
5.0% above previous 10 highs, 11.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161027 9:50 am ET)
53.1% are above or equal to 10/26 close (1 days ago), 46.9% are below.
41.9% are above or equal to 10/25 close (2 days ago), 58.1% are below.
28.1% are above or equal to 10/24 close (3 days ago), 71.9% are below.
37.7% are above or equal to 10/21 close (4 days ago), 62.3% are below.
37.9% are above or equal to 10/20 close (5 days ago), 62.1% are below.
34.8% are above or equal to 10/19 close (6 days ago), 65.2% are below.
41.8% are above or equal to 10/18 close (7 days ago), 58.2% are below.
48.6% are above or equal to 10/17 close (8 days ago), 51.4% are below.
45.8% are above or equal to 10/14 close (9 days ago), 54.2% are below.
45.1% are above or equal to 10/13 close (10 days ago), 54.9% are below.
41.0% are above or equal to 10/12 close (11 days ago), 59.0% are below.
43.7% are above or equal to 10/11 close (12 days ago), 56.3% are below.
32.5% are above or equal to 10/10 close (13 days ago), 67.5% are below.
37.8% are above or equal to 10/7 close (14 days ago), 62.2% are below.
34.8% are above or equal to 10/6 close (15 days ago), 65.2% are below.
35.5% are above or equal to 10/5 close (16 days ago), 64.5% are below.
39.6% are above or equal to 10/4 close (17 days ago), 60.4% are below.
36.0% are above or equal to 10/3 close (18 days ago), 64.0% are below.
32.3% are above or equal to 9/30 close (19 days ago), 67.7% are below.
37.6% are above or equal to 9/29 close (20 days ago), 62.4% are below.
34.1% are above or equal to 9/28 close (21 days ago), 65.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161027 9:50 am ET)
20d: 6.8% new highs, 14.3% new lows
21d: 6.8% new highs, 13.7% new lows
42d: 5.4% new highs, 11.8% new lows
63d: 5.1% new highs, 11.0% new lows
126d: 4.5% new highs, 4.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161027 9:50 am ET)
2-day: 50.6% above, 49.4% below
3-day: 44.7% above, 55.3% below
4-day: 34.5% above, 65.5% below
5-day: 34.5% above, 65.5% below
8-day: 35.0% above, 65.0% below
10-day: 40.8% above, 59.2% below
20-day: 36.6% above, 63.4% below
50-day: 37.3% above, 62.7% below
200-day: 62.8% above, 37.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161027 9:50 am ET)
ELEC(49): 0.86% Top=TTMI SCTY TER WAT ON CRUS AMAT MCHP ….. FSLR CSIQ FLEX QRVO AYI DLB FTV OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(91): 0.68% Top=NOW FFIV PTC VMW SPLK TWTR EA WDAY ….. XRX NCR MSCI JD VIPS EQIX FIS NTCT=Bottom (Computer Software/Internet)
LEIS(37): 0.50% Top=CAKE BWLD BJRI MMYT FRGI JACK PLAY PZZA ….. WYN SEAS PNRA WYNN HLT CCL LVS RCL=Bottom (Leisure)
MATE(26): 0.36% Top=CAA WCN DY MAS AWI EXP WM MLM ….. KBH WY PHM SRCL SUM USG USCR OC=Bottom (Materials & Construction)
TRAN(30): 0.30% Top=ODFL KNX KEX SWFT NAT NSC XPO WERN ….. UNP LUV JBHT SAVE GBX HA TRN UPS=Bottom (Transportation)
CONS(56): 0.24% Top=TPX CRI FBHS SEE LULU COH HBI SKX ….. FL GT BC DECK IP KS WRK FOSL=Bottom (Consumer)
ENER(88): 0.22% Top=MPLX WLL COP SU RICE FTI AR OAS ….. WNR NBR DRQ HFC PTEN MUR MPC NOV=Bottom (Energy)
INSU(29): 0.20% Top=XL UNM RDN MET LNC PRU CLGX L ….. HIG AFL VR AJG PGR CINF AIZ ORI=Bottom (Insurance)
CHEM(27): 0.06% Top=MEOH DOW CC OLN ALB DD PPG PAH ….. ASH MOS HUN POL AXTA SHW PX APD=Bottom (Chemicals/Fertilizers)
FINA(93): -0.06% Top=RJF LAZ CFR BX BKU FITB SBNY RF ….. BOFI AMG CBOE EFX TROW CME YRD IVZ=Bottom (Banks/Financials)
COHW(41): -0.43% Top=WDC QCOM SYNA CUDA JNPR NTAP STX VZ ….. TMUS VG COMM CIEN ACIA ARRS TDC INFN=Bottom (Computer Hardware/Telecom)
MANU(39): -0.43% Top=CFX GNRC DDD IR TTC AOS DHR LII ….. MRC RS WOR ETN TKR ATI SWK KMT=Bottom (Manufacturing)
RETA(57): -0.63% Top=ETSY BABA W RH LOW KR SFM EBAY ….. GME DSW KMX AN AAP MIK ORLY GNC=Bottom (Retail & Specialty Retail)
DISV(48): -0.66% Top=XRS SERV FLT MYGN JEC TRU SBAC KBR ….. TMH CXW SCI ALLE FISV GEO RHI RCII=Bottom (Diversified Services)
META(26): -0.93% Top=ABX CDE FMSA SLCA AA FCX AEM FNV ….. GG AG NUE AGI X NEM TCK CMC=Bottom (Metals & Mining)
REAL(86): -1.15% Top=KRC AMT DRE HIW NRZ CSAL BXMT PKY ….. NNN BXP SPG OHI CBG CONE EXR DFT=Bottom (Real Estate)
HEAL(53): -1.16% Top=UHS TMO HCA A PKI GMED GKOS NUVA ….. AET EVHC AMSG ADPT VAR MD ABMD CYH=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 9:50 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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