daytrend

10/28/2016

Filed under: Market Stats — daytrend @ 9:00 am

Market Stats at 9:59 am ET
by daytrend on 20161028. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 893.

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

COMPARED TO YESTERDAY’S RANGE (20161028 9:59 am ET)
14.3% of stocks are above yesterday’s high.
44.8% are above yesterday’s midpoint. (55.2% are below.)
9.7% are below yesterday’s low.
75.9% are inside yesterday’s range.
24.3% of stocks with today’s high > yesterday’s high. (75.7% less than).
27.9% of stocks with today’s low < yesterday’s low. (72.1% greater than).

EVIDENCE OF INTRADAY TREND (20161028 9:59 am ET)
68.4% of stocks are above today’s open. (29.7% are below).
61.4% of stocks are above today’s open and yesterday’s close.
22.6% are below both.
4.6% of stocks opened above yesterday’s high.
54.2% of stocks opened above yesterday’s close. (41.2% opened below yesterday’s close).
10.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161028 9:59 am ET)
12.5% of stocks are in the top 10% of today’s range.
25.3% are in the top 20%.
60.0% are in the top half. 40.0% of stocks are in the bottom half of today’s range.
18.3% are in the bottom 20%.
11.9% are in the bottom 10%.

GAIN (20161028 9:59 am ET)
70.0% of stocks are above yesterday’s close. (30.0% are below.)
1.7% are up 4.5% or more. 1.2% are down 4.5% or more.
2.7% are up 3.5% or more. 1.8% are down 3.5% or more.
68.2% are between +1% and -1%.

RSI on DAILY (20161028 9:59 am ET)
2-day: >=95:4.0%…>=90:7.2%…>=80:14.0%…>=50:42.1%…<=20:22.3%…<=10:13.4%…<=5:8.1%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.2%…>=50:35.3%…<=20:4.7%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.1%…>=50:34.8%…<=20:1.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161028 9:59 am ET)
14.3% above previous 1 highs, 9.7% below previous 1 lows
10.1% above previous 2 highs, 6.6% below previous 2 lows
7.4% above previous 3 highs, 6.3% below previous 3 lows
5.8% above previous 4 highs, 6.2% below previous 4 lows
5.8% above previous 5 highs, 5.3% below previous 5 lows
5.0% above previous 6 highs, 5.0% below previous 6 lows
4.7% above previous 7 highs, 4.8% below previous 7 lows
4.4% above previous 8 highs, 4.6% below previous 8 lows
4.4% above previous 9 highs, 4.3% below previous 9 lows
4.3% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161028 9:59 am ET)
70.0% are above or equal to 10/27 close (1 days ago), 30.0% are below.
40.6% are above or equal to 10/26 close (2 days ago), 59.4% are below.
36.8% are above or equal to 10/25 close (3 days ago), 63.2% are below.
29.0% are above or equal to 10/24 close (4 days ago), 71.0% are below.
34.8% are above or equal to 10/21 close (5 days ago), 65.2% are below.
36.6% are above or equal to 10/20 close (6 days ago), 63.4% are below.
34.2% are above or equal to 10/19 close (7 days ago), 65.8% are below.
38.9% are above or equal to 10/18 close (8 days ago), 61.1% are below.
45.4% are above or equal to 10/17 close (9 days ago), 54.6% are below.
43.7% are above or equal to 10/14 close (10 days ago), 56.3% are below.
43.9% are above or equal to 10/13 close (11 days ago), 56.1% are below.
39.5% are above or equal to 10/12 close (12 days ago), 60.5% are below.
41.3% are above or equal to 10/11 close (13 days ago), 58.7% are below.
32.1% are above or equal to 10/10 close (14 days ago), 67.9% are below.
36.7% are above or equal to 10/7 close (15 days ago), 63.3% are below.
34.2% are above or equal to 10/6 close (16 days ago), 65.8% are below.
35.1% are above or equal to 10/5 close (17 days ago), 64.9% are below.
37.1% are above or equal to 10/4 close (18 days ago), 62.9% are below.
34.5% are above or equal to 10/3 close (19 days ago), 65.5% are below.
30.7% are above or equal to 9/30 close (20 days ago), 69.3% are below.
35.7% are above or equal to 9/29 close (21 days ago), 64.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161028 9:59 am ET)
20d: 3.9% new highs, 11.2% new lows
21d: 3.7% new highs, 11.2% new lows
42d: 2.9% new highs, 8.8% new lows
63d: 2.8% new highs, 8.0% new lows
126d: 1.7% new highs, 3.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161028 9:59 am ET)
2-day: 68.8% above, 31.2% below
3-day: 48.7% above, 51.3% below
4-day: 42.7% above, 57.3% below
5-day: 35.7% above, 64.3% below
8-day: 33.8% above, 66.2% below
10-day: 35.6% above, 64.4% below
20-day: 36.1% above, 63.9% below
50-day: 36.1% above, 63.9% below
200-day: 61.5% above, 38.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161028 9:59 am ET)
MATE(29): 1.20% Top=SRCL AWI EME DHI RSG EXP MLM WCN ….. SUM FAST TOL USCR BECN WCIC WY TPH=Bottom (Materials & Construction)
LEIS(38): 0.94% Top=RCL EXPE CCL SONC PNRA CAKE MMYT SEAS ….. DNKN SIX QSR MCD YUM PZZA SHAK BLMN=Bottom (Leisure)
CHEM(29): 0.90% Top=EMN HUN KRA CC WLK ALB APD PX ….. MON MOS SHW OLN AXTA AGU CF MEOH=Bottom (Chemicals/Fertilizers)
META(26): 0.86% Top=SWC FCX TAHO CNX AEM TCK ABX AG ….. X PAAS CCJ RGLD AA SCCO AGI CMC=Bottom (Metals & Mining)
ELEC(49): 0.75% Top=CRUS FTV OCLR TER CY AMD FLEX IPHI ….. IDTI FIT HIMX CSIQ TRMB MLNX SPWR SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(41): 0.74% Top=GIMO VRSN LITE LVLT INFN ZAYO PANW CUDA ….. BCE NTAP TMUS QCOM VZ TDC CTL SYNA=Bottom (Computer Hardware/Telecom)
INSU(29): 0.73% Top=HIG AON XL ORI AIZ VR CLGX CINF ….. FNF PRU AGO AIG MTG CNO MET UNM=Bottom (Insurance)
CONS(56): 0.70% Top=HBI DECK LEG WHR SKX PBI OI LULU ….. COH CRI NWL PAY FN FBHS UA GT=Bottom (Consumer)
HEAL(57): 0.63% Top=LPNT SYK HLS IART BABY BSX EW ADPT ….. ACHC THC ANTM AET CYNO GKOS ESRX MOH=Bottom (Health)
REAL(91): 0.60% Top=CUBE DFT CPT PSA AIV COR EXR MAA ….. DLR DDR CBG OFC RLGY ALLY FR PEB=Bottom (Real Estate)
COSW(91): 0.59% Top=BIDU FTNT AZPN FFIV INXN ZEN FEYE NOW ….. CVLT NTES SHOP VIPS N CA EA TEAM=Bottom (Computer Software/Internet)
DISV(49): 0.44% Top=MA CAR AMN ALLE FISV ZG V RCII ….. ATHN HRI URI R ROL YY TMH ASGN=Bottom (Diversified Services)
MANU(41): 0.42% Top=KMT GE ATI ETN DOV CFX AME XYL ….. SNA TKR SWK WOR AOS CRS FLS PRLB=Bottom (Manufacturing)
TRAN(30): -0.02% Top=XPO NAT UAL ALK AAL NSC EXPD LUV ….. KNX UPS SAVE LSTR SWFT WERN TRN ODFL=Bottom (Transportation)
RETA(57): -0.05% Top=RH FIVE ORLY SIG BBY JCP OLLI MIK ….. JWN W KMX WBA AMZN AN CVS GNC=Bottom (Retail & Specialty Retail)
ENER(88): -0.12% Top=WLL PBF AR CVX RICE MUR COP FTI ….. RRC ECA FET WNR XOM COG ATW OII=Bottom (Energy)
FINA(92): -0.36% Top=BANC FII NAVI BX PFG JNS LAZ EFX ….. KEY BMO YRD OPB PBCT LM WETF BOFI=Bottom (Banks/Financials)

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 9:59 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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