daytrend

10/27/2016

Filed under: Market Stats — daytrend @ 10:05 am

Market Stats at 11:05 am ET
by daytrend on 20161027. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 875.

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

COMPARED TO YESTERDAY’S RANGE (20161027 11:05 am ET)
12.3% of stocks are above yesterday’s high.
34.9% are above yesterday’s midpoint. (65.1% are below.)
38.2% are below yesterday’s low.
49.5% are inside yesterday’s range.
37.0% of stocks with today’s high > yesterday’s high. (63.0% less than).
47.4% of stocks with today’s low < yesterday’s low. (52.6% greater than).

EVIDENCE OF INTRADAY TREND (20161027 11:05 am ET)
18.5% of stocks are above today’s open. (80.8% are below).
16.0% of stocks are above today’s open and yesterday’s close.
63.9% are below both.
20.9% of stocks opened above yesterday’s high.
75.9% of stocks opened above yesterday’s close. (21.0% opened below yesterday’s close).
5.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161027 11:05 am ET)
3.1% of stocks are in the top 10% of today’s range.
7.1% are in the top 20%.
23.2% are in the top half. 76.8% of stocks are in the bottom half of today’s range.
48.9% are in the bottom 20%.
29.7% are in the bottom 10%.

GAIN (20161027 11:05 am ET)
33.9% of stocks are above yesterday’s close. (66.1% are below.)
1.6% are up 4.5% or more. 3.2% are down 4.5% or more.
2.7% are up 3.5% or more. 5.9% are down 3.5% or more.
54.5% are between +1% and -1%.

RSI on DAILY (20161027 11:05 am ET)
2-day: >=95:4.6%…>=90:8.2%…>=80:12.8%…>=50:28.3%…<=20:46.5%…<=10:33.7%…<=5:20.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:30.7%…<=20:5.1%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:32.5%…<=20:1.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161027 11:05 am ET)
12.3% above previous 1 highs, 38.2% below previous 1 lows
7.9% above previous 2 highs, 35.4% below previous 2 lows
6.6% above previous 3 highs, 33.6% below previous 3 lows
6.4% above previous 4 highs, 29.1% below previous 4 lows
5.9% above previous 5 highs, 28.1% below previous 5 lows
5.9% above previous 6 highs, 27.2% below previous 6 lows
5.7% above previous 7 highs, 25.5% below previous 7 lows
5.7% above previous 8 highs, 23.8% below previous 8 lows
5.5% above previous 9 highs, 23.1% below previous 9 lows
5.5% above previous 10 highs, 21.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161027 11:05 am ET)
33.9% are above or equal to 10/26 close (1 days ago), 66.1% are below.
32.6% are above or equal to 10/25 close (2 days ago), 67.4% are below.
24.5% are above or equal to 10/24 close (3 days ago), 75.5% are below.
31.0% are above or equal to 10/21 close (4 days ago), 69.0% are below.
31.7% are above or equal to 10/20 close (5 days ago), 68.3% are below.
30.5% are above or equal to 10/19 close (6 days ago), 69.5% are below.
36.6% are above or equal to 10/18 close (7 days ago), 63.4% are below.
43.4% are above or equal to 10/17 close (8 days ago), 56.6% are below.
41.5% are above or equal to 10/14 close (9 days ago), 58.5% are below.
41.1% are above or equal to 10/13 close (10 days ago), 58.9% are below.
37.4% are above or equal to 10/12 close (11 days ago), 62.6% are below.
39.1% are above or equal to 10/11 close (12 days ago), 60.9% are below.
28.8% are above or equal to 10/10 close (13 days ago), 71.2% are below.
34.4% are above or equal to 10/7 close (14 days ago), 65.6% are below.
31.5% are above or equal to 10/6 close (15 days ago), 68.5% are below.
32.5% are above or equal to 10/5 close (16 days ago), 67.5% are below.
36.0% are above or equal to 10/4 close (17 days ago), 64.0% are below.
33.0% are above or equal to 10/3 close (18 days ago), 67.0% are below.
30.4% are above or equal to 9/30 close (19 days ago), 69.6% are below.
34.5% are above or equal to 9/29 close (20 days ago), 65.5% are below.
31.8% are above or equal to 9/28 close (21 days ago), 68.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161027 11:05 am ET)
20d: 7.4% new highs, 22.7% new lows
21d: 7.4% new highs, 22.2% new lows
42d: 5.8% new highs, 19.3% new lows
63d: 5.6% new highs, 17.1% new lows
126d: 4.8% new highs, 6.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161027 11:05 am ET)
2-day: 32.3% above, 67.7% below
3-day: 32.0% above, 68.0% below
4-day: 26.7% above, 73.3% below
5-day: 27.4% above, 72.6% below
8-day: 29.7% above, 70.3% below
10-day: 33.7% above, 66.3% below
20-day: 32.3% above, 67.7% below
50-day: 34.2% above, 65.8% below
200-day: 60.6% above, 39.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161027 11:05 am ET)
ENER(88): 0.28% Top=WLL SU COP MPLX CVE AR OAS SWN ….. SPN HFC NBR PAA EPD MPC NOV MUR=Bottom (Energy)
TRAN(30): 0.17% Top=KEX KNX SWFT ODFL NSC WERN CP WAB ….. LSTR NAT HA SAVE LUV UPS GBX TRN=Bottom (Transportation)
ELEC(49): 0.07% Top=TTMI SCTY TER WAT ON AVGO CREE INTC ….. CSIQ FIT FTV CAVM IPHI AYI DLB OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): 0.06% Top=BWLD CAKE SONC BJRI MMYT PLAY QSR WEN ….. SBUX CMG BYD CCL WYNN LVS RCL PNRA=Bottom (Leisure)
CHEM(27): -0.06% Top=DD DOW GRA EMN PAH ALB CC OLN ….. GPRE POL MOS CF HUN SHW AXTA PX=Bottom (Chemicals/Fertilizers)
FINA(93): -0.09% Top=RJF LAZ SBNY VOYA USB OPB RF BKU ….. CBOE EV CME EFX IVZ WDR TROW YRD=Bottom (Banks/Financials)
COSW(91): -0.18% Top=NOW FFIV PTC VMW SPLK HPE BIDU AKAM ….. CSRA FEYE JD PAYC TWLO INXN EQIX NTCT=Bottom (Computer Software/Internet)
INSU(29): -0.36% Top=UNM LNC MET PRU CNO AIG CLGX L ….. AJG VR FNF MTG AIZ CINF RDN ORI=Bottom (Insurance)
CONS(56): -0.57% Top=TPX CRI FBHS SEE SKX GPK OI VFC ….. FL ENR WRK AVP BMS KS BC FOSL=Bottom (Consumer)
MANU(39): -0.77% Top=CFX GNRC DHR IR DE LECO CMI TTC ….. ROK MHK TKR ETN SWK WOR ATI KMT=Bottom (Manufacturing)
META(26): -1.08% Top=FMSA CDE SLCA CCJ ABX AA CNX SWC ….. RGLD TCK SLW PAAS GG NEM AGI CMC=Bottom (Metals & Mining)
HEAL(52): -1.14% Top=UHS CYNO TMO GMED HCA ABT A PKI ….. THC ZLTQ EVHC AMSG ADPT MD VAR ABMD=Bottom (Health)
DISV(48): -1.15% Top=XRS SERV MYGN KBR MA HRB MCO VRSK ….. RRD SCI CXW GEO FISV ALLE RCII RHI=Bottom (Diversified Services)
RETA(57): -1.26% Top=KSS WMT LB KR EBAY HD LOW SIG ….. PAG BBY BURL FIVE AAP MIK ORLY GNC=Bottom (Retail & Specialty Retail)
COHW(41): -1.27% Top=WDC QCOM SYNA VZ T HPQ NTAP JNPR ….. CIEN GIMO LITE FNSR ARRS TDC INFN ACIA=Bottom (Computer Hardware/Telecom)
MATE(26): -1.29% Top=DY WCN FLR PWR MAS WM RSG EXP ….. LEN CVA SUM PHM DHI USG KBH OC=Bottom (Materials & Construction)
REAL(86): -2.28% Top=KRC AMT NRZ BAM BXMT DRE CLNY NRF ….. MPW SKT NNN DDR EXR CONE DLR DFT=Bottom (Real Estate)

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 11:05 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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