daytrend

10/28/2016

Filed under: Market Stats — daytrend @ 10:15 am

Market Stats at 11:14 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 11:14 am ET)
21.7% of stocks are above yesterday’s high.
53.2% are above yesterday’s midpoint. (46.8% are below.)
10.2% are below yesterday’s low.
68.1% are inside yesterday’s range.
32.4% of stocks with today’s high > yesterday’s high. (67.6% less than).
33.3% of stocks with today’s low < yesterday’s low. (66.7% greater than).

EVIDENCE OF INTRADAY TREND (20161028 11:14 am ET)
70.9% of stocks are above today’s open. (27.5% are below).
65.7% of stocks are above today’s open and yesterday’s close.
19.9% 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 11:14 am ET)
14.0% of stocks are in the top 10% of today’s range.
33.3% are in the top 20%.
68.8% are in the top half. 31.2% of stocks are in the bottom half of today’s range.
9.0% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20161028 11:14 am ET)
75.0% of stocks are above yesterday’s close. (25.0% are below.)
2.0% are up 4.5% or more. 0.9% are down 4.5% or more.
4.0% are up 3.5% or more. 1.6% are down 3.5% or more.
59.6% are between +1% and -1%.

RSI on DAILY (20161028 11:14 am ET)
2-day: >=95:5.6%…>=90:9.9%…>=80:19.3%…>=50:51.0%…<=20:20.9%…<=10:13.1%…<=5:7.6%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.6%…>=50:37.7%…<=20:3.9%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.1%…>=50:37.5%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161028 11:14 am ET)
21.7% above previous 1 highs, 10.2% below previous 1 lows
15.1% above previous 2 highs, 7.1% below previous 2 lows
10.5% above previous 3 highs, 6.8% below previous 3 lows
8.2% above previous 4 highs, 6.7% below previous 4 lows
8.2% above previous 5 highs, 5.8% below previous 5 lows
7.4% above previous 6 highs, 5.4% below previous 6 lows
7.1% above previous 7 highs, 5.4% below previous 7 lows
6.6% above previous 8 highs, 5.3% below previous 8 lows
6.6% above previous 9 highs, 4.8% below previous 9 lows
6.2% above previous 10 highs, 4.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161028 11:14 am ET)
75.0% are above or equal to 10/27 close (1 days ago), 25.0% are below.
46.6% are above or equal to 10/26 close (2 days ago), 53.4% are below.
41.8% are above or equal to 10/25 close (3 days ago), 58.2% are below.
32.0% are above or equal to 10/24 close (4 days ago), 68.0% are below.
37.3% are above or equal to 10/21 close (5 days ago), 62.7% are below.
37.7% are above or equal to 10/20 close (6 days ago), 62.3% are below.
35.1% are above or equal to 10/19 close (7 days ago), 64.9% are below.
41.8% are above or equal to 10/18 close (8 days ago), 58.2% are below.
47.7% are above or equal to 10/17 close (9 days ago), 52.3% are below.
45.4% are above or equal to 10/14 close (10 days ago), 54.6% are below.
44.5% are above or equal to 10/13 close (11 days ago), 55.5% are below.
41.2% are above or equal to 10/12 close (12 days ago), 58.8% are below.
44.2% are above or equal to 10/11 close (13 days ago), 55.8% are below.
33.5% are above or equal to 10/10 close (14 days ago), 66.5% are below.
39.2% are above or equal to 10/7 close (15 days ago), 60.8% are below.
36.1% are above or equal to 10/6 close (16 days ago), 63.9% are below.
36.5% are above or equal to 10/5 close (17 days ago), 63.5% are below.
39.5% are above or equal to 10/4 close (18 days ago), 60.5% are below.
35.6% are above or equal to 10/3 close (19 days ago), 64.4% are below.
33.7% are above or equal to 9/30 close (20 days ago), 66.3% are below.
37.5% are above or equal to 9/29 close (21 days ago), 62.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161028 11:14 am ET)
20d: 5.6% new highs, 12.9% new lows
21d: 5.5% new highs, 12.9% new lows
42d: 4.0% new highs, 10.3% new lows
63d: 3.9% new highs, 9.2% new lows
126d: 2.6% new highs, 3.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161028 11:14 am ET)
2-day: 73.5% above, 26.5% below
3-day: 56.7% above, 43.3% below
4-day: 48.9% above, 51.1% below
5-day: 41.5% above, 58.5% below
8-day: 36.5% above, 63.5% below
10-day: 38.7% above, 61.3% below
20-day: 37.7% above, 62.3% below
50-day: 37.7% above, 62.3% below
200-day: 62.4% above, 37.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161028 11:14 am ET)
MATE(29): 1.74% Top=SRCL AWI FLR DY SUM PHM DHI MLM ….. USCR TOL FAST BECN WCIC CVA WY TPH=Bottom (Materials & Construction)
LEIS(38): 1.23% Top=RCL EXPE CCL MMYT PLAY BJRI GPRO SONC ….. FRGI QSR MCD SBUX ARMK PZZA PLNT BLMN=Bottom (Leisure)
CHEM(29): 1.08% Top=HUN EMN KRA ALB GRA CC WLK ASH ….. DOW CF POL AXTA AGU SHW PAH MEOH=Bottom (Chemicals/Fertilizers)
HEAL(57): 1.02% Top=LPNT HLS IART EW BABY BSX SYK NUVA ….. IRWD ANTM PRXL CYNO AET GKOS MOH ESRX=Bottom (Health)
ELEC(49): 0.94% Top=CRUS FTV AMD FLEX TER NVDA JBL CY ….. FSLR WAT AVGO IDTI FIT SCTY SPWR SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): 0.87% Top=HBI DECK PBI SKX LEG WHR RL SEE ….. AVP FBHS AVY NWL PAY BLL FN GT=Bottom (Consumer)
COHW(41): 0.83% Top=GIMO VRSN LVLT ZAYO S LITE CUDA PANW ….. EFII SSYS VZ QCOM CTL TDC ACIA SYNA=Bottom (Computer Hardware/Telecom)
INSU(29): 0.81% Top=HIG AON CLGX XL VR AIZ MMC CINF ….. PGR FNF MET WLTW AGO CNO RDN UNM=Bottom (Insurance)
COSW(91): 0.80% Top=FTNT AZPN BIDU TRIP SPLK FFIV TWTR XRX ….. SINA LOCK CVLT VIPS TWLO CA EA TEAM=Bottom (Computer Software/Internet)
DISV(49): 0.73% Top=MA RCII ACM AMN CAR ALLE ATHN FISV ….. MCO SERV URI MYGN HRI YY TMH ASGN=Bottom (Diversified Services)
META(26): 0.58% Top=SWC FCX FMSA CNX X SLCA NUE CCJ ….. SLW TAHO SCCO CDE PAAS RGLD AGI CMC=Bottom (Metals & Mining)
MANU(41): 0.58% Top=KMT GE TEX XYL ATI BWXT DOV ROK ….. LECO DE AOS TKR SWK CRS FLS PRLB=Bottom (Manufacturing)
REAL(91): 0.57% Top=DFT AIV CPT TREE CUBE SNH AVB PSA ….. MAC CLNY OFC WPG FR PEB ALLY CBL=Bottom (Real Estate)
ENER(88): 0.48% Top=WLL PBF CVX COP AR SN MUR EOG ….. DRQ HLX OIS ATW SWN FET COG OII=Bottom (Energy)
RETA(57): 0.37% Top=ORLY FIVE SIG SPLS MIK LB CPRT WFM ….. MELI FINL KMX WBA AN CVS AMZN GNC=Bottom (Retail & Specialty Retail)
TRAN(30): 0.19% Top=UAL SAVE NSC AAL ALK LUV KSU WAB ….. CHRW GBX LSTR SWFT ODFL WERN NAT TRN=Bottom (Transportation)
FINA(92): -0.22% Top=PFG BX FII NAVI JNS ISBC TROW BANC ….. PBCT IVZ YRD BMO OPB 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 11:14 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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