daytrend

10/28/2016

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

Market Stats at 12:27 pm ET
by daytrend on 20161028. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 893.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161028 12:27 pm ET)
23.6% of stocks are above yesterday’s high.
54.6% are above yesterday’s midpoint. (45.4% are below.)
12.0% are below yesterday’s low.
64.4% are inside yesterday’s range.
35.2% of stocks with today’s high > yesterday’s high. (64.8% less than).
35.8% of stocks with today’s low < yesterday’s low. (64.2% greater than).

EVIDENCE OF INTRADAY TREND (20161028 12:27 pm ET)
71.3% of stocks are above today’s open. (27.7% are below).
65.6% of stocks are above today’s open and yesterday’s close.
21.1% 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 12:27 pm ET)
22.6% of stocks are in the top 10% of today’s range.
36.2% 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.
9.5% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN (20161028 12:27 pm ET)
73.2% of stocks are above yesterday’s close. (26.8% are below.)
2.5% are up 4.5% or more. 1.5% are down 4.5% or more.
4.4% are up 3.5% or more. 2.2% are down 3.5% or more.
53.4% are between +1% and -1%.

RSI on DAILY (20161028 12:27 pm ET)
2-day: >=95:6.2%…>=90:11.0%…>=80:19.9%…>=50:52.6%…<=20:20.3%…<=10:12.8%…<=5:9.3%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.9%…>=50:38.4%…<=20:3.7%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:38.1%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161028 12:27 pm ET)
23.6% above previous 1 highs, 12.0% below previous 1 lows
16.3% above previous 2 highs, 8.3% below previous 2 lows
11.8% above previous 3 highs, 8.2% below previous 3 lows
9.2% above previous 4 highs, 8.0% below previous 4 lows
9.1% above previous 5 highs, 7.1% below previous 5 lows
8.4% above previous 6 highs, 6.8% below previous 6 lows
8.3% above previous 7 highs, 6.7% below previous 7 lows
8.1% above previous 8 highs, 6.4% below previous 8 lows
8.1% above previous 9 highs, 5.7% below previous 9 lows
7.7% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161028 12:27 pm ET)
73.2% are above or equal to 10/27 close (1 days ago), 26.8% are below.
47.9% are above or equal to 10/26 close (2 days ago), 52.1% are below.
43.7% are above or equal to 10/25 close (3 days ago), 56.3% are below.
31.8% are above or equal to 10/24 close (4 days ago), 68.2% are below.
38.4% are above or equal to 10/21 close (5 days ago), 61.6% are below.
39.1% are above or equal to 10/20 close (6 days ago), 60.9% are below.
35.8% are above or equal to 10/19 close (7 days ago), 64.2% are below.
42.1% are above or equal to 10/18 close (8 days ago), 57.9% are below.
46.9% are above or equal to 10/17 close (9 days ago), 53.1% are below.
45.8% are above or equal to 10/14 close (10 days ago), 54.2% are below.
44.8% are above or equal to 10/13 close (11 days ago), 55.2% are below.
41.4% are above or equal to 10/12 close (12 days ago), 58.6% are below.
45.0% are above or equal to 10/11 close (13 days ago), 55.0% are below.
34.4% are above or equal to 10/10 close (14 days ago), 65.6% are below.
40.2% are above or equal to 10/7 close (15 days ago), 59.8% are below.
37.0% are above or equal to 10/6 close (16 days ago), 63.0% are below.
37.0% are above or equal to 10/5 close (17 days ago), 63.0% are below.
41.0% are above or equal to 10/4 close (18 days ago), 59.0% are below.
36.5% are above or equal to 10/3 close (19 days ago), 63.5% are below.
33.8% are above or equal to 9/30 close (20 days ago), 66.2% are below.
38.1% are above or equal to 9/29 close (21 days ago), 61.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161028 12:27 pm ET)
20d: 6.2% new highs, 14.2% new lows
21d: 6.0% new highs, 14.1% new lows
42d: 4.5% new highs, 11.2% new lows
63d: 4.4% new highs, 10.0% new lows
126d: 2.8% new highs, 4.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161028 12:27 pm ET)
2-day: 72.3% above, 27.7% below
3-day: 58.3% above, 41.7% below
4-day: 50.7% above, 49.3% below
5-day: 43.6% above, 56.4% below
8-day: 38.7% above, 61.3% below
10-day: 39.9% above, 60.1% below
20-day: 39.1% above, 60.9% below
50-day: 38.2% above, 61.8% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161028 12:27 pm ET)
MATE(29): 2.02% Top=SRCL AWI FLR CAA LEN KBH DHI PHM ….. OC FAST WCN BECN WCIC CVA TPH WY=Bottom (Materials & Construction)
LEIS(38): 1.49% Top=RCL EXPE CCL BJRI PLAY MMYT PNRA DRI ….. MCD SBUX QSR BLMN PZZA PLNT ARMK FRGI=Bottom (Leisure)
CHEM(29): 1.10% Top=HUN EMN CC KRA ALB GRA WLK FMC ….. MOS MON CF SHW AXTA OLN MEOH PAH=Bottom (Chemicals/Fertilizers)
ELEC(49): 1.09% Top=CRUS FTV AMD FLEX TER CAVM NVDA JBL ….. AVGO AYI WAT CREE FIT TRMB SPWR SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(57): 1.05% Top=HLS LPNT IART SYK BSX EW BABY BCR ….. PRXL ANTM INCR HCA CYNO AET MOH ESRX=Bottom (Health)
CONS(56): 0.98% Top=HBI DECK PBI LEG WHR SKX LULU HAR ….. FOSL CRI NWL BLL AVY GPK FN GT=Bottom (Consumer)
MANU(41): 0.98% Top=KMT ATI GE XYL TEX BWXT DOV LII ….. DHR DDD DE SWK ROP FLS CRS PRLB=Bottom (Manufacturing)
COSW(91): 0.87% Top=FTNT AZPN XRX TRIP BIDU SPLK TWTR FFIV ….. SINA VIPS CVLT LOCK TWLO TEAM CA EA=Bottom (Computer Software/Internet)
COHW(41): 0.85% Top=GIMO VRSN LVLT S ZAYO CUDA FNSR PANW ….. VZ EFII SSYS CTL QCOM TDC ACIA SYNA=Bottom (Computer Hardware/Telecom)
DISV(49): 0.72% Top=MA RCII ACM CAR KBR ALLE FDC ILG ….. MYGN TRU GEO HRI YY TMH CXW ASGN=Bottom (Diversified Services)
INSU(29): 0.72% Top=AON HIG XL VR CLGX MMC FAF CINF ….. FNF PGR RDN MET AGO AFL CNO UNM=Bottom (Insurance)
RETA(57): 0.71% Top=ORLY MIK RH SIG FIVE JCP LB DKS ….. W MELI KMX WBA CVS AMZN AN GNC=Bottom (Retail & Specialty Retail)
REAL(91): 0.58% Top=CUBE DFT SNH AIV CPT PSA EXR AVB ….. KIM WPG PEB OFC MAC FR ALLY CBL=Bottom (Real Estate)
TRAN(30): 0.48% Top=UAL ALK NSC AAL KSU KNX WAB SAVE ….. WERN GBX HA LSTR ODFL XPO NAT TRN=Bottom (Transportation)
META(26): 0.30% Top=FCX SWC NUE FMSA SLCA CNX TCK X ….. AG SSRI SLW CDE RGLD CMC PAAS AGI=Bottom (Metals & Mining)
FINA(92): -0.12% Top=PFG JNS FII BX NAVI CBOE TROW SYF ….. CFG HBAN PBCT BMO OPB LM WETF BOFI=Bottom (Banks/Financials)
ENER(88): -0.14% Top=WLL CVX PBF COP MDU HES AR MUR ….. ATW DRQ SWN FET OIS COG HLX OII=Bottom (Energy)

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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: