daytrend

10/27/2016

Filed under: Market Stats — daytrend @ 11:28 am

Market Stats at 12:27 pm 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 12:27 pm ET)
16.3% of stocks are above yesterday’s high.
36.2% are above yesterday’s midpoint. (63.8% are below.)
38.2% are below yesterday’s low.
45.5% are inside yesterday’s range.
38.4% of stocks with today’s high > yesterday’s high. (61.6% less than).
51.8% of stocks with today’s low < yesterday’s low. (48.2% greater than).

EVIDENCE OF INTRADAY TREND (20161027 12:27 pm ET)
23.8% of stocks are above today’s open. (75.3% are below).
21.4% of stocks are above today’s open and yesterday’s close.
61.4% 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 12:27 pm ET)
7.4% of stocks are in the top 10% of today’s range.
13.8% are in the top 20%.
33.1% are in the top half. 66.9% of stocks are in the bottom half of today’s range.
33.0% are in the bottom 20%.
17.5% are in the bottom 10%.

GAIN (20161027 12:27 pm ET)
36.2% of stocks are above yesterday’s close. (63.8% are below.)
2.3% are up 4.5% or more. 3.2% are down 4.5% or more.
3.0% are up 3.5% or more. 5.6% are down 3.5% or more.
49.1% are between +1% and -1%.

RSI on DAILY (20161027 12:27 pm ET)
2-day: >=95:5.6%…>=90:9.1%…>=80:13.6%…>=50:29.3%…<=20:45.4%…<=10:30.7%…<=5:18.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:32.5%…<=20:4.8%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:33.0%…<=20:1.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161027 12:27 pm ET)
16.3% above previous 1 highs, 38.2% below previous 1 lows
10.5% above previous 2 highs, 34.6% below previous 2 lows
8.7% above previous 3 highs, 33.4% below previous 3 lows
8.1% above previous 4 highs, 28.7% below previous 4 lows
7.8% above previous 5 highs, 28.3% below previous 5 lows
7.5% above previous 6 highs, 27.2% below previous 6 lows
7.2% above previous 7 highs, 25.6% below previous 7 lows
7.1% above previous 8 highs, 24.2% below previous 8 lows
6.7% above previous 9 highs, 23.5% below previous 9 lows
6.7% above previous 10 highs, 21.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161027 12:27 pm ET)
36.2% are above or equal to 10/26 close (1 days ago), 63.8% are below.
34.9% are above or equal to 10/25 close (2 days ago), 65.1% are below.
25.3% are above or equal to 10/24 close (3 days ago), 74.7% are below.
32.5% are above or equal to 10/21 close (4 days ago), 67.5% are below.
32.0% are above or equal to 10/20 close (5 days ago), 68.0% are below.
31.1% are above or equal to 10/19 close (6 days ago), 68.9% are below.
37.5% are above or equal to 10/18 close (7 days ago), 62.5% are below.
44.1% are above or equal to 10/17 close (8 days ago), 55.9% are below.
42.2% are above or equal to 10/14 close (9 days ago), 57.8% are below.
41.1% are above or equal to 10/13 close (10 days ago), 58.9% are below.
38.2% are above or equal to 10/12 close (11 days ago), 61.8% are below.
39.7% are above or equal to 10/11 close (12 days ago), 60.3% are below.
29.7% are above or equal to 10/10 close (13 days ago), 70.3% are below.
34.2% are above or equal to 10/7 close (14 days ago), 65.8% are below.
32.3% are above or equal to 10/6 close (15 days ago), 67.7% are below.
33.0% are above or equal to 10/5 close (16 days ago), 67.0% are below.
36.7% are above or equal to 10/4 close (17 days ago), 63.3% are below.
32.6% are above or equal to 10/3 close (18 days ago), 67.4% are below.
30.1% are above or equal to 9/30 close (19 days ago), 69.9% are below.
35.3% are above or equal to 9/29 close (20 days ago), 64.7% are below.
32.1% are above or equal to 9/28 close (21 days ago), 67.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161027 12:27 pm ET)
20d: 8.2% new highs, 24.6% new lows
21d: 8.2% new highs, 24.0% new lows
42d: 6.4% new highs, 21.1% new lows
63d: 6.2% new highs, 18.9% new lows
126d: 5.0% new highs, 7.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161027 12:27 pm ET)
2-day: 35.1% above, 64.9% below
3-day: 34.4% above, 65.6% below
4-day: 28.5% above, 71.5% below
5-day: 29.0% above, 71.0% below
8-day: 31.7% above, 68.3% below
10-day: 34.9% above, 65.1% below
20-day: 32.7% above, 67.3% below
50-day: 34.4% above, 65.6% below
200-day: 61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161027 12:27 pm ET)
ENER(88): 0.66% Top=WLL MPLX SU SWN CVE COP AR RICE ….. NBR EPD DRQ MPC CWEI HFC MUR NOV=Bottom (Energy)
TRAN(30): 0.50% Top=SWFT KEX KNX ODFL WERN AAL CP LUV ….. SAVE LSTR XPO UPS JBLU NAT GBX TRN=Bottom (Transportation)
LEIS(37): 0.39% Top=BWLD SONC CAKE BJRI MMYT PLAY WEN JACK ….. MGM FRGI PNRA CCL BYD LVS WYNN RCL=Bottom (Leisure)
FINA(93): 0.28% Top=RJF BX STT USB MTB RF FITB VOYA ….. EV CME CBOE BANC YRD WDR EFX TROW=Bottom (Banks/Financials)
CHEM(27): 0.13% Top=DOW DD GRA EMN APD OLN ALB RPM ….. POL MEOH SHW POT AXTA MOS CF PX=Bottom (Chemicals/Fertilizers)
COSW(91): -0.27% Top=NOW FFIV PTC VMW NCR AKAM SPLK HPE ….. JD CSRA MSCI EQIX N INXN TWLO NTCT=Bottom (Computer Software/Internet)
ELEC(49): -0.30% Top=TTMI TER WAT SCTY FLEX BRKR AVGO XLNX ….. QRVO AYI IPHI CAVM MLNX GRMN DLB OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(29): -0.40% Top=UNM LNC MET AIG PRU CNO AFL CLGX ….. AGO VR CINF FNF MTG AIZ RDN ORI=Bottom (Insurance)
CONS(56): -0.46% Top=TPX CRI SEE OI GPK SKX FBHS BERY ….. UA ENR FL KS BMS AVP BC FOSL=Bottom (Consumer)
META(26): -0.77% Top=CDE ABX FCX CNX SWC AA SLCA STLD ….. TAHO RGLD AG PAAS GG CMC NEM AGI=Bottom (Metals & Mining)
MANU(39): -0.84% Top=CFX DHR GNRC IR TTC ITW CMI PH ….. AOS SWK ROK WOR ETN ATI TKR KMT=Bottom (Manufacturing)
HEAL(52): -0.91% Top=UHS GMED TMO OPK ABT PKI CYNO HCA ….. IRWD ZLTQ ADPT EVHC AMSG VAR MD ABMD=Bottom (Health)
MATE(26): -0.93% Top=DY MAS VMC WY CAA FLR AWI EXP ….. PHM OC TOL SUM KBH CVA SRCL USG=Bottom (Materials & Construction)
DISV(48): -0.97% Top=XRS SERV MYGN MA HCSG YY ILG AL ….. ATHN CXW FISV TMH GEO ALLE RCII RHI=Bottom (Diversified Services)
COHW(41): -1.21% Top=WDC QCOM SYNA VZ HPQ T STX JNPR ….. GIMO COMM CIEN FNSR ARRS TDC INFN ACIA=Bottom (Computer Hardware/Telecom)
RETA(57): -1.33% Top=KR WMT EBAY LB AMZN HD LOW SFM ….. PAG RH FIVE AAP SPLS MIK ORLY GNC=Bottom (Retail & Specialty Retail)
REAL(86): -2.28% Top=KRC AMT NRZ BAM DRE TWO CUZ OUT ….. PSA CBG DDR CUBE DFT DLR EXR CONE=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 12:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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