daytrend

10/28/2016

Filed under: Market Stats — daytrend @ 9:33 am

Market Stats at 10:33 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 10:33 am ET)
20.2% of stocks are above yesterday’s high.
55.0% are above yesterday’s midpoint. (45.0% are below.)
9.4% are below yesterday’s low.
70.4% are inside yesterday’s range.
28.7% of stocks with today’s high > yesterday’s high. (71.3% less than).
32.4% of stocks with today’s low < yesterday’s low. (67.6% greater than).

EVIDENCE OF INTRADAY TREND (20161028 10:33 am ET)
74.8% of stocks are above today’s open. (23.4% are below).
69.8% of stocks are above today’s open and yesterday’s close.
17.6% 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 10:33 am ET)
29.7% of stocks are in the top 10% of today’s range.
43.4% are in the top 20%.
75.4% are in the top half. 24.6% of stocks are in the bottom half of today’s range.
4.8% are in the bottom 20%.
1.2% are in the bottom 10%.

GAIN (20161028 10:33 am ET)
77.3% of stocks are above yesterday’s close. (22.7% are below.)
2.0% are up 4.5% or more. 0.9% are down 4.5% or more.
2.9% are up 3.5% or more. 1.7% are down 3.5% or more.
59.9% are between +1% and -1%.

RSI on DAILY (20161028 10:33 am ET)
2-day: >=95:5.3%…>=90:10.3%…>=80:18.3%…>=50:53.0%…<=20:19.7%…<=10:11.8%…<=5:7.6%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.7%…>=50:38.2%…<=20:4.5%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:37.0%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161028 10:33 am ET)
20.2% above previous 1 highs, 9.4% below previous 1 lows
14.0% above previous 2 highs, 7.1% below previous 2 lows
10.4% above previous 3 highs, 6.9% below previous 3 lows
8.1% above previous 4 highs, 6.7% below previous 4 lows
8.1% above previous 5 highs, 5.7% below previous 5 lows
7.5% above previous 6 highs, 5.4% below previous 6 lows
6.8% above previous 7 highs, 5.3% below previous 7 lows
6.3% above previous 8 highs, 5.0% below previous 8 lows
6.3% above previous 9 highs, 4.7% below previous 9 lows
5.8% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161028 10:33 am ET)
77.3% are above or equal to 10/27 close (1 days ago), 22.7% are below.
47.3% are above or equal to 10/26 close (2 days ago), 52.7% are below.
42.8% are above or equal to 10/25 close (3 days ago), 57.2% are below.
33.1% are above or equal to 10/24 close (4 days ago), 66.9% are below.
38.3% are above or equal to 10/21 close (5 days ago), 61.7% are below.
39.2% are above or equal to 10/20 close (6 days ago), 60.8% are below.
36.2% are above or equal to 10/19 close (7 days ago), 63.8% are below.
41.9% are above or equal to 10/18 close (8 days ago), 58.1% are below.
47.7% are above or equal to 10/17 close (9 days ago), 52.3% are below.
45.7% are above or equal to 10/14 close (10 days ago), 54.3% are below.
45.6% are above or equal to 10/13 close (11 days ago), 54.4% are below.
41.7% are above or equal to 10/12 close (12 days ago), 58.3% are below.
43.9% are above or equal to 10/11 close (13 days ago), 56.1% are below.
34.0% are above or equal to 10/10 close (14 days ago), 66.0% are below.
39.0% are above or equal to 10/7 close (15 days ago), 61.0% are below.
35.9% are above or equal to 10/6 close (16 days ago), 64.1% are below.
36.8% are above or equal to 10/5 close (17 days ago), 63.2% are below.
39.3% are above or equal to 10/4 close (18 days ago), 60.7% are below.
35.5% are above or equal to 10/3 close (19 days ago), 64.5% are below.
33.1% are above or equal to 9/30 close (20 days ago), 66.9% are below.
37.4% are above or equal to 9/29 close (21 days ago), 62.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161028 10:33 am ET)
20d: 4.8% new highs, 12.7% new lows
21d: 4.6% new highs, 12.7% new lows
42d: 3.5% new highs, 10.1% new lows
63d: 3.4% new highs, 9.0% new lows
126d: 2.0% new highs, 3.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161028 10:33 am ET)
2-day: 76.1% above, 23.9% below
3-day: 59.0% above, 41.0% below
4-day: 51.4% above, 48.6% below
5-day: 42.8% above, 57.2% below
8-day: 39.6% above, 60.4% below
10-day: 40.9% above, 59.1% below
20-day: 38.6% above, 61.4% below
50-day: 38.0% above, 62.0% below
200-day: 62.8% above, 37.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161028 10:33 am ET)
MATE(29): 1.89% Top=SRCL AWI MLM SUM DHI FLR EXP USG ….. TOL WM BECN FAST CVA WCIC WY TPH=Bottom (Materials & Construction)
META(26): 1.58% Top=SWC FCX FMSA CNX AG X TAHO TCK ….. CDE NEM SCCO AA PAAS RGLD AGI CMC=Bottom (Metals & Mining)
CHEM(29): 1.28% Top=HUN EMN KRA CC WLK ALB POT GRA ….. DOW ASH POL MON OLN AXTA SHW MEOH=Bottom (Chemicals/Fertilizers)
LEIS(38): 1.18% Top=RCL EXPE BJRI MMYT CCL GPRO PLAY PNRA ….. SBUX QSR ARMK MCD SHAK PLNT PZZA BLMN=Bottom (Leisure)
ELEC(49): 0.98% Top=CRUS FTV AMD TER FLEX TTMI MLNX OCLR ….. HIMX SWKS IDTI TRMB AVGO SCTY SPWR SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(29): 0.98% Top=HIG AON XL VR AIZ CLGX AFSI CINF ….. FNF AIG WLTW AGO RDN CNO MET UNM=Bottom (Insurance)
HEAL(57): 0.96% Top=LPNT HLS IART SYK EW BSX BABY DXCM ….. UHS HCA ANTM CYNO AET GKOS MOH ESRX=Bottom (Health)
CONS(56): 0.95% Top=HBI DECK LEG PBI WHR SKX OI SEE ….. NWL PAY FBHS BLL AVP UA FN GT=Bottom (Consumer)
COHW(41): 0.93% Top=GIMO VRSN LVLT ZAYO OLED CUDA INFN BRCD ….. AAPL TMUS VZ ACIA QCOM TDC CTL SYNA=Bottom (Computer Hardware/Telecom)
COSW(91): 0.85% Top=FTNT AZPN TWTR FFIV INXN ZEN BIDU PAYC ….. WB SHOP NTES CVLT VIPS CA EA TEAM=Bottom (Computer Software/Internet)
DISV(49): 0.76% Top=CAR RCII ACM MA ALLE AMN XRS KBR ….. R ROL URI PAYX YY TMH HRI ASGN=Bottom (Diversified Services)
MANU(41): 0.55% Top=KMT GE TEX ATI DOV TTC XYL RS ….. TKR LECO AOS CFX SWK CRS FLS PRLB=Bottom (Manufacturing)
REAL(91): 0.52% Top=CPT DFT AIV CUBE PSA AVB COR MAA ….. WPG ALLY FR DDR PKY PEB MAC CBL=Bottom (Real Estate)
ENER(88): 0.33% Top=WLL AR SN CVX PBF COP RICE MUR ….. CWEI PSXP COG XOM WNR SWN ATW OII=Bottom (Energy)
RETA(57): 0.31% Top=ORLY FIVE RH SPLS MIK SIG BBY DKS ….. FINL W KMX WBA AN AMZN CVS GNC=Bottom (Retail & Specialty Retail)
TRAN(30): 0.25% Top=XPO UAL ALK AAL LUV NSC JBLU WAB ….. SWFT LSTR UPS GBX KEX ODFL WERN TRN=Bottom (Transportation)
FINA(92): -0.13% Top=PFG BANC NAVI FII BX JNS ISBC LAZ ….. EWBC RF BMO PBCT YRD 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 10:33 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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