daytrend

10/31/2016

Filed under: Market Stats — daytrend @ 8:48 am

Market Stats at 9:47 am ET
by daytrend on 20161031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 899.

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

COMPARED TO YESTERDAY’S RANGE (20161031 9:47 am ET)
9.3% of stocks are above yesterday’s high.
45.1% are above yesterday’s midpoint. (54.9% are below.)
12.2% are below yesterday’s low.
78.4% are inside yesterday’s range.
20.9% of stocks with today’s high > yesterday’s high. (79.1% less than).
21.2% of stocks with today’s low < yesterday’s low. (78.8% greater than).

EVIDENCE OF INTRADAY TREND (20161031 9:47 am ET)
38.2% of stocks are above today’s open. (59.1% are below).
34.0% of stocks are above today’s open and yesterday’s close.
37.4% are below both.
5.6% of stocks opened above yesterday’s high.
71.7% of stocks opened above yesterday’s close. (23.4% opened below yesterday’s close).
5.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161031 9:47 am ET)
6.1% of stocks are in the top 10% of today’s range.
13.8% are in the top 20%.
37.6% are in the top half. 62.4% of stocks are in the bottom half of today’s range.
31.6% are in the bottom 20%.
18.5% are in the bottom 10%.

GAIN (20161031 9:47 am ET)
58.5% of stocks are above yesterday’s close. (41.5% are below.)
0.7% are up 4.5% or more. 0.3% are down 4.5% or more.
1.0% are up 3.5% or more. 0.6% are down 3.5% or more.
80.4% are between +1% and -1%.

RSI on DAILY (20161031 9:47 am ET)
2-day: >=95:2.7%…>=90:6.7%…>=80:14.6%…>=50:43.7%…<=20:27.4%…<=10:18.8%…<=5:12.2%…
9-day: >=95:0.1%…>=90:0.3%…>=80:1.3%…>=50:34.0%…<=20:5.6%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.3%…>=50:33.0%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161031 9:47 am ET)
9.3% above previous 1 highs, 12.2% below previous 1 lows
5.0% above previous 2 highs, 10.5% below previous 2 lows
3.6% above previous 3 highs, 9.0% below previous 3 lows
2.9% above previous 4 highs, 8.9% below previous 4 lows
2.3% above previous 5 highs, 8.8% below previous 5 lows
2.3% above previous 6 highs, 8.6% below previous 6 lows
2.2% above previous 7 highs, 8.5% below previous 7 lows
2.2% above previous 8 highs, 8.3% below previous 8 lows
2.2% above previous 9 highs, 7.9% below previous 9 lows
2.1% above previous 10 highs, 7.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161031 9:47 am ET)
58.5% are above or equal to 10/28 close (1 days ago), 41.5% are below.
55.2% are above or equal to 10/27 close (2 days ago), 44.8% are below.
37.4% are above or equal to 10/26 close (3 days ago), 62.6% are below.
33.5% are above or equal to 10/25 close (4 days ago), 66.5% are below.
28.6% are above or equal to 10/24 close (5 days ago), 71.4% are below.
33.3% are above or equal to 10/21 close (6 days ago), 66.7% are below.
33.5% are above or equal to 10/20 close (7 days ago), 66.5% are below.
31.7% are above or equal to 10/19 close (8 days ago), 68.3% are below.
37.0% are above or equal to 10/18 close (9 days ago), 63.0% are below.
43.3% are above or equal to 10/17 close (10 days ago), 56.7% are below.
41.2% are above or equal to 10/14 close (11 days ago), 58.8% are below.
41.5% are above or equal to 10/13 close (12 days ago), 58.5% are below.
37.3% are above or equal to 10/12 close (13 days ago), 62.7% are below.
40.3% are above or equal to 10/11 close (14 days ago), 59.7% are below.
31.0% are above or equal to 10/10 close (15 days ago), 69.0% are below.
35.9% are above or equal to 10/7 close (16 days ago), 64.1% are below.
32.5% are above or equal to 10/6 close (17 days ago), 67.5% are below.
33.7% are above or equal to 10/5 close (18 days ago), 66.3% are below.
36.3% are above or equal to 10/4 close (19 days ago), 63.7% are below.
32.1% are above or equal to 10/3 close (20 days ago), 67.9% are below.
30.1% are above or equal to 9/30 close (21 days ago), 69.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161031 9:47 am ET)
20d: 2.8% new highs, 9.6% new lows
21d: 2.7% new highs, 9.5% new lows
42d: 2.2% new highs, 6.2% new lows
63d: 2.1% new highs, 4.8% new lows
126d: 1.1% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161031 9:47 am ET)
2-day: 55.6% above, 44.4% below
3-day: 55.6% above, 44.4% below
4-day: 44.7% above, 55.3% below
5-day: 39.0% above, 61.0% below
8-day: 33.0% above, 67.0% below
10-day: 33.1% above, 66.9% below
20-day: 34.6% above, 65.4% below
50-day: 32.8% above, 67.2% below
200-day: 60.8% above, 39.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161031 9:47 am ET)
DISV(50): 0.62% Top=TMH CXW ZG CAR GEO ASGN HRI AAN ….. ULTA PAYX RRD YY FISV XRS FLT VNTV=Bottom (Diversified Services)
LEIS(38): 0.40% Top=RCL FRGI DRI TXRH PZZA HLT EAT BLMN ….. MGM SEAS DNKN SBUX BYD SHAK EXPE GPRO=Bottom (Leisure)
MANU(41): 0.37% Top=ROP KMT AGCO DE ITT ETN GE EMR ….. WOR DCI LII XYL MRC DOV CRS PRLB=Bottom (Manufacturing)
ELEC(49): 0.37% Top=SIMO OCLR AMD MU NVDA TER ADI SNPS ….. CREE MLNX CSIQ AMBA FIT FLEX CRUS SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(94): 0.36% Top=AIV DRH SHO EQR HST PEB MAA UDR ….. TREE CUZ NRF ALLY EDR CLNY CBL CONE=Bottom (Real Estate)
INSU(29): 0.32% Top=L UNM XL ORI AIG AFL AIZ CNO ….. VR MMC FAF AJG MTG AON RDN CLGX=Bottom (Insurance)
TRAN(31): 0.26% Top=KNX SWFT AAL CSX ODFL WAB LUV DAL ….. CNI KSU CP ALK HA SAVE GBX NAT=Bottom (Transportation)
MATE(28): 0.23% Top=WM MLM CVA VMC RSG LEN EXP CAA ….. SUM DY FLR WY SRCL EME WCIC AWI=Bottom (Materials & Construction)
META(27): 0.18% Top=STLD SCCO CNX ABX SWC NEM TCK PAAS ….. AGI FNV X CCJ SLCA CMC FMSA CENX=Bottom (Metals & Mining)
COSW(92): 0.10% Top=CHKP TWTR BIDU VMW SSNC NOW MSCI FTNT ….. IMPV MANH XRX ELLI FIS MDSO WUBA TEAM=Bottom (Computer Software/Internet)
RETA(57): 0.07% Top=M ETSY JCP CVS KORS WBA TIF AMZN ….. JWN HD WFM COST DSW SBH URBN ANF=Bottom (Retail & Specialty Retail)
COHW(41): 0.04% Top=LVLT ACIA ZAYO PANW OLED FNSR QCOM STX ….. VG EFII COMM TDC LITE SYNA GIMO CTL=Bottom (Computer Hardware/Telecom)
CONS(56): 0.03% Top=FOSL FBHS HAR GT GIII EL AVY IP ….. CRI UFS VFC HBI NWL WWW DECK NKE=Bottom (Consumer)
HEAL(57): -0.05% Top=INCR DVA AMSG EVHC ESRX DXCM PRXL ADPT ….. BSX GKOS RMD ABMD NUVA IART EW ZBH=Bottom (Health)
FINA(91): -0.08% Top=YRD CIT JNS MS VOYA EFX STT BX ….. WDR OPB IVZ NSAM AMG WETF AMP BANC=Bottom (Banks/Financials)
CHEM(29): -0.23% Top=PAH SHW GRA CE AXTA MON PX PPG ….. DOW DD CF GPRE IFF MOS HUN MEOH=Bottom (Chemicals/Fertilizers)
ENER(89): -0.75% Top=HFC MPC DO VLO PSX CVX WNR SWN ….. EGN CRZO WPX SN CRC OAS REN EEP=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 9:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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