daytrend

10/27/2016

Filed under: Market Stats — daytrend @ 12:17 pm

Market Stats at 1:17 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 1:17 pm ET)
16.1% of stocks are above yesterday’s high.
35.2% are above yesterday’s midpoint. (64.8% are below.)
39.4% are below yesterday’s low.
44.5% are inside yesterday’s range.
39.0% of stocks with today’s high > yesterday’s high. (61.0% less than).
54.2% of stocks with today’s low < yesterday’s low. (45.8% greater than).

EVIDENCE OF INTRADAY TREND (20161027 1:17 pm ET)
23.0% of stocks are above today’s open. (76.1% are below).
21.0% of stocks are above today’s open and yesterday’s close.
63.1% 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 1:17 pm ET)
6.6% of stocks are in the top 10% of today’s range.
11.7% are in the top 20%.
32.7% are in the top half. 67.3% of stocks are in the bottom half of today’s range.
37.3% are in the bottom 20%.
17.8% are in the bottom 10%.

GAIN (20161027 1:17 pm ET)
35.0% of stocks are above yesterday’s close. (65.0% are below.)
2.6% are up 4.5% or more. 3.8% are down 4.5% or more.
3.3% are up 3.5% or more. 5.9% are down 3.5% or more.
46.9% are between +1% and -1%.

RSI on DAILY (20161027 1:17 pm ET)
2-day: >=95:6.4%…>=90:9.3%…>=80:13.5%…>=50:29.4%…<=20:46.6%…<=10:32.2%…<=5:20.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.0%…>=50:31.5%…<=20:4.8%…<=10:0.6%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:32.1%…<=20:1.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161027 1:17 pm ET)
16.1% above previous 1 highs, 39.4% below previous 1 lows
10.6% above previous 2 highs, 36.0% below previous 2 lows
8.7% above previous 3 highs, 34.5% below previous 3 lows
8.3% above previous 4 highs, 30.3% below previous 4 lows
7.9% above previous 5 highs, 29.5% below previous 5 lows
7.4% above previous 6 highs, 28.7% below previous 6 lows
7.2% above previous 7 highs, 27.0% below previous 7 lows
7.1% above previous 8 highs, 25.6% below previous 8 lows
6.7% above previous 9 highs, 24.9% below previous 9 lows
6.7% above previous 10 highs, 22.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161027 1:17 pm ET)
35.0% are above or equal to 10/26 close (1 days ago), 65.0% are below.
33.0% are above or equal to 10/25 close (2 days ago), 67.0% are below.
24.7% are above or equal to 10/24 close (3 days ago), 75.3% are below.
31.5% are above or equal to 10/21 close (4 days ago), 68.5% are below.
31.5% are above or equal to 10/20 close (5 days ago), 68.5% are below.
30.7% are above or equal to 10/19 close (6 days ago), 69.3% are below.
36.8% are above or equal to 10/18 close (7 days ago), 63.2% are below.
43.7% are above or equal to 10/17 close (8 days ago), 56.3% are below.
40.9% are above or equal to 10/14 close (9 days ago), 59.1% are below.
40.0% are above or equal to 10/13 close (10 days ago), 60.0% are below.
37.0% are above or equal to 10/12 close (11 days ago), 63.0% are below.
38.7% are above or equal to 10/11 close (12 days ago), 61.3% are below.
29.4% are above or equal to 10/10 close (13 days ago), 70.6% are below.
34.3% are above or equal to 10/7 close (14 days ago), 65.7% are below.
32.3% are above or equal to 10/6 close (15 days ago), 67.7% are below.
32.8% are above or equal to 10/5 close (16 days ago), 67.2% are below.
36.0% are above or equal to 10/4 close (17 days ago), 64.0% are below.
32.5% are above or equal to 10/3 close (18 days ago), 67.5% are below.
29.9% are above or equal to 9/30 close (19 days ago), 70.1% are below.
34.9% are above or equal to 9/29 close (20 days ago), 65.1% are below.
31.7% are above or equal to 9/28 close (21 days ago), 68.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161027 1:17 pm ET)
20d: 8.6% new highs, 25.5% new lows
21d: 8.6% new highs, 24.8% new lows
42d: 6.7% new highs, 21.7% new lows
63d: 6.5% new highs, 19.4% new lows
126d: 5.3% new highs, 7.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161027 1:17 pm ET)
2-day: 33.9% above, 66.1% below
3-day: 31.9% above, 68.1% below
4-day: 27.7% above, 72.3% below
5-day: 27.8% above, 72.2% below
8-day: 30.4% above, 69.6% below
10-day: 34.5% above, 65.5% below
20-day: 32.3% above, 67.7% below
50-day: 34.3% above, 65.7% below
200-day: 60.9% above, 39.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161027 1:17 pm ET)
TRAN(30): 0.73% Top=SWFT KEX KNX ODFL LUV WERN AAL NSC ….. SAVE JBLU LSTR XPO UPS NAT TRN GBX=Bottom (Transportation)
ENER(88): 0.64% Top=WLL COP MPLX SU AR SWN CVE RICE ….. NBR EPD SPN DRQ HFC CWEI MUR NOV=Bottom (Energy)
LEIS(37): 0.48% Top=BWLD CAKE SONC BJRI MMYT JACK DNKN PLAY ….. GPRO SEAS PNRA CCL WYNN LVS BYD RCL=Bottom (Leisure)
CHEM(27): 0.24% Top=DD DOW GRA EMN OLN ALB APD RPM ….. FMC POT SHW POL MOS AXTA CF PX=Bottom (Chemicals/Fertilizers)
FINA(93): 0.16% Top=RJF BX MTB BKU VOYA STT USB RF ….. IVZ EV CME BANC EFX WDR TROW YRD=Bottom (Banks/Financials)
COSW(91): -0.38% Top=NOW FFIV PTC VMW TWTR NCR AKAM HPE ….. PAYC JD EQIX MSCI N TWLO INXN NTCT=Bottom (Computer Software/Internet)
ELEC(49): -0.44% Top=TTMI TER SCTY WAT FLEX BRKR SIMO MSCC ….. SPWR QRVO AMD CAVM GRMN DLB MLNX OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(41): -0.49% Top=CTL LVLT WDC QCOM ZAYO VZ T HPQ ….. COMM CIEN FNSR GIMO ARRS TDC INFN ACIA=Bottom (Computer Hardware/Telecom)
INSU(29): -0.50% Top=UNM LNC MET AIG PRU CLGX CNO AFL ….. FAF VR CINF MTG FNF AIZ RDN ORI=Bottom (Insurance)
CONS(56): -0.61% Top=TPX CRI SEE OI GPK SKX FBHS IRBT ….. KS DECK BMS UA AVP FL BC FOSL=Bottom (Consumer)
META(26): -0.75% Top=CDE ABX SWC CNX FCX AA SLCA AEM ….. SLW X AG PAAS GG CMC NEM AGI=Bottom (Metals & Mining)
MANU(39): -0.83% Top=CFX DHR IR GNRC TTC PH CMI BWXT ….. AGCO AOS ROK WOR ETN ATI TKR KMT=Bottom (Manufacturing)
DISV(48): -1.03% Top=XRS SERV MYGN MA YY AL FLT HCSG ….. RCII FISV ATHN RRD TMH GEO ALLE RHI=Bottom (Diversified Services)
HEAL(52): -1.06% Top=UHS CYNO OPK PKI GMED HCA ABT TMO ….. IRWD ZLTQ EVHC AMSG ADPT MD VAR ABMD=Bottom (Health)
MATE(26): -1.10% Top=DY CAA AWI FLR VMC WY WM MAS ….. WCN SRCL KBH PHM TOL SUM OC USG=Bottom (Materials & Construction)
RETA(57): -1.48% Top=KR EBAY WMT SFM LOW HD AEO NFLX ….. SPLS RH PAG FIVE AAP MIK ORLY GNC=Bottom (Retail & Specialty Retail)
REAL(86): -2.45% Top=KRC AMT NRZ ALLY DRE BAM PKY CSAL ….. DDR PSA CBG CUBE DLR DFT 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 1:17 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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