daytrend

10/31/2016

Filed under: Market Stats — daytrend @ 8:33 am

Market Stats at 9:33 am ET
by daytrend on 20161031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 897.

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

COMPARED TO YESTERDAY’S RANGE (20161031 9:33 am ET)
6.4% of stocks are above yesterday’s high.
48.5% are above yesterday’s midpoint. (51.5% are below.)
9.0% are below yesterday’s low.
84.6% are inside yesterday’s range.
12.5% of stocks with today’s high > yesterday’s high. (87.5% less than).
13.8% of stocks with today’s low < yesterday’s low. (86.2% greater than).

EVIDENCE OF INTRADAY TREND (20161031 9:33 am ET)
40.0% of stocks are above today’s open. (53.6% are below).
34.2% of stocks are above today’s open and yesterday’s close.
27.8% are below both.
5.6% of stocks opened above yesterday’s high.
71.9% of stocks opened above yesterday’s close. (23.5% opened below yesterday’s close).
5.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161031 9:33 am ET)
17.7% of stocks are in the top 10% of today’s range.
23.9% are in the top 20%.
46.8% are in the top half. 53.2% of stocks are in the bottom half of today’s range.
31.3% are in the bottom 20%.
23.6% are in the bottom 10%.

GAIN (20161031 9:33 am ET)
65.9% of stocks are above yesterday’s close. (34.1% are below.)
0.4% are up 4.5% or more. 0.2% are down 4.5% or more.
0.8% are up 3.5% or more. 0.2% are down 3.5% or more.
86.5% are between +1% and -1%.

RSI on DAILY (20161031 9:33 am ET)
2-day: >=95:3.0%…>=90:6.0%…>=80:14.9%…>=50:45.0%…<=20:25.0%…<=10:15.6%…<=5:10.5%…
9-day: >=95:0.1%…>=90:0.2%…>=80:1.3%…>=50:34.3%…<=20:4.8%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:33.9%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161031 9:33 am ET)
6.4% above previous 1 highs, 9.0% below previous 1 lows
3.7% above previous 2 highs, 7.6% below previous 2 lows
3.0% above previous 3 highs, 6.4% below previous 3 lows
2.5% above previous 4 highs, 6.2% below previous 4 lows
1.9% above previous 5 highs, 6.1% below previous 5 lows
1.8% above previous 6 highs, 5.9% below previous 6 lows
1.8% above previous 7 highs, 5.9% below previous 7 lows
1.8% above previous 8 highs, 5.8% below previous 8 lows
1.8% above previous 9 highs, 5.8% below previous 9 lows
1.8% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161031 9:33 am ET)
65.9% are above or equal to 10/28 close (1 days ago), 34.1% are below.
56.0% are above or equal to 10/27 close (2 days ago), 44.0% are below.
38.5% are above or equal to 10/26 close (3 days ago), 61.5% are below.
34.3% are above or equal to 10/25 close (4 days ago), 65.7% are below.
28.2% are above or equal to 10/24 close (5 days ago), 71.8% are below.
33.7% are above or equal to 10/21 close (6 days ago), 66.3% are below.
34.7% are above or equal to 10/20 close (7 days ago), 65.3% are below.
32.4% are above or equal to 10/19 close (8 days ago), 67.6% are below.
37.3% are above or equal to 10/18 close (9 days ago), 62.7% are below.
43.5% are above or equal to 10/17 close (10 days ago), 56.5% are below.
40.8% are above or equal to 10/14 close (11 days ago), 59.2% are below.
40.9% are above or equal to 10/13 close (12 days ago), 59.1% are below.
38.2% are above or equal to 10/12 close (13 days ago), 61.8% are below.
40.0% are above or equal to 10/11 close (14 days ago), 60.0% are below.
31.3% are above or equal to 10/10 close (15 days ago), 68.7% are below.
35.7% are above or equal to 10/7 close (16 days ago), 64.3% are below.
32.8% are above or equal to 10/6 close (17 days ago), 67.2% are below.
33.8% are above or equal to 10/5 close (18 days ago), 66.2% are below.
36.5% are above or equal to 10/4 close (19 days ago), 63.5% are below.
32.3% are above or equal to 10/3 close (20 days ago), 67.7% are below.
30.2% are above or equal to 9/30 close (21 days ago), 69.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161031 9:33 am ET)
20d: 1.9% new highs, 6.4% new lows
21d: 1.8% new highs, 6.2% new lows
42d: 1.6% new highs, 3.3% new lows
63d: 1.4% new highs, 2.2% new lows
126d: 1.0% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161031 9:33 am ET)
2-day: 62.9% above, 37.1% below
3-day: 59.4% above, 40.6% below
4-day: 46.7% above, 53.3% below
5-day: 40.4% above, 59.6% below
8-day: 33.6% above, 66.4% below
10-day: 33.7% above, 66.3% below
20-day: 34.7% above, 65.3% below
50-day: 33.1% above, 66.9% below
200-day: 61.0% above, 39.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161031 9:33 am ET)
DISV(50): 0.67% Top=TMH ASGN AMN MA HRI CXW RHI ZG ….. VNTV YY ILG SBAC AL SERV ATHN XRS=Bottom (Diversified Services)
ELEC(49): 0.47% Top=SIMO MU OCLR AMD SCTY QRVO NVDA XLNX ….. FLEX JBL TTMI SWKS AVGO CSIQ CRUS SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(31): 0.37% Top=SAVE SWFT DAL LUV UAL AAL LSTR CSX ….. WERN AIRM ALK KSU CNI NAT GBX TRN=Bottom (Transportation)
MANU(41): 0.37% Top=KMT ROP DDD DE FLS ETN ITT ATI ….. AOS DCI MHK SWK ROK CRS MRC PRLB=Bottom (Manufacturing)
INSU(29): 0.36% Top=L XL HIG AIG LNC MET WLTW AFL ….. MMC AON FNF RDN AFSI VR CLGX MTG=Bottom (Insurance)
MATE(27): 0.36% Top=WM CVA LEN VMC RSG DY PHM DHI ….. SUM SRCL EME WCIC USG WCN BECN AWI=Bottom (Materials & Construction)
COHW(41): 0.30% Top=LVLT ZAYO ACIA FNSR INFN LITE QCOM STX ….. CUDA BCE MSI COMM NTGR BBRY GIMO CTL=Bottom (Computer Hardware/Telecom)
FINA(91): 0.30% Top=YRD SLM WU MS SEIC AMTD VOYA EFX ….. HAWK IVZ AMP KKR BANC ISBC BX CBOE=Bottom (Banks/Financials)
COSW(91): 0.28% Top=CHKP TWLO MB MSCI JCOM CRM ADSK CVLT ….. PFPT MDRX SABR MDSO VIPS WB WUBA TEAM=Bottom (Computer Software/Internet)
REAL(94): 0.22% Top=AIV LPT WRI COR RLGY GGP NLY EQR ….. CUZ MPW QTS O ALLY CONE CBL EDR=Bottom (Real Estate)
RETA(57): 0.18% Top=GNC M ETSY AMZN BABA TIF SIG WBA ….. URBN CPRT OLLI W FINL DSW AN LB=Bottom (Retail & Specialty Retail)
LEIS(38): 0.11% Top=FRGI HLT DRI MAR TXRH LVS RCL WYN ….. WEN DNKN SBUX BLMN EXPE PLAY BWLD GPRO=Bottom (Leisure)
CONS(56): -0.03% Top=FOSL GT AVP FBHS CCK PKG SEE HAR ….. IRBT CRI KS HBI LULU GIII KATE NKE=Bottom (Consumer)
CHEM(29): -0.07% Top=KRA PAH CC CE SHW AXTA ALB POL ….. AGU ASH CF EMN MOS GPRE MEOH HUN=Bottom (Chemicals/Fertilizers)
HEAL(57): -0.20% Top=INCR DVA AMSG MOH ESRX PRXL EVHC DXCM ….. CYNO IRWD XRAY RMD SYK ABMD EW ZBH=Bottom (Health)
META(27): -0.24% Top=CNX SCCO STLD AA NUE TCK CDE NEM ….. SLW AG X AGI CENX SLCA CMC FMSA=Bottom (Metals & Mining)
ENER(89): -0.59% Top=HFC WMB MPC MPLX WNR VLO INT PSX ….. WPX MTDR EEP SM OAS CRZO ATW SN=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 9:33 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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