daytrend

10/31/2016

Filed under: Market Stats — daytrend @ 11:10 am

Market Stats at 12:09 pm ET
by daytrend on 20161031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 812.

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

COMPARED TO YESTERDAY’S RANGE (20161031 12:09 pm ET)
18.3% of stocks are above yesterday’s high.
54.8% are above yesterday’s midpoint. (45.2% are below.)
16.7% are below yesterday’s low.
64.9% are inside yesterday’s range.
32.0% of stocks with today’s high > yesterday’s high. (68.0% less than).
32.9% of stocks with today’s low < yesterday’s low. (67.1% greater than).

EVIDENCE OF INTRADAY TREND (20161031 12:09 pm ET)
53.2% of stocks are above today’s open. (45.3% are below).
51.1% of stocks are above today’s open and yesterday’s close.
32.8% are below both.
5.9% of stocks opened above yesterday’s high.
72.9% of stocks opened above yesterday’s close. (22.4% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161031 12:09 pm ET)
14.7% of stocks are in the top 10% of today’s range.
31.3% are in the top 20%.
60.2% are in the top half. 39.8% of stocks are in the bottom half of today’s range.
12.8% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN (20161031 12:09 pm ET)
65.5% of stocks are above yesterday’s close. (34.5% are below.)
0.5% are up 4.5% or more. 1.1% are down 4.5% or more.
1.0% are up 3.5% or more. 2.6% are down 3.5% or more.
62.9% are between +1% and -1%.

RSI on DAILY (20161031 12:09 pm ET)
2-day: >=95:3.8%…>=90:7.9%…>=80:19.0%…>=50:50.7%…<=20:24.0%…<=10:17.6%…<=5:11.7%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.7%…>=50:35.3%…<=20:4.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:34.0%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161031 12:09 pm ET)
18.3% above previous 1 highs, 16.7% below previous 1 lows
10.0% above previous 2 highs, 14.5% below previous 2 lows
7.8% above previous 3 highs, 12.3% below previous 3 lows
5.7% above previous 4 highs, 12.1% below previous 4 lows
4.9% above previous 5 highs, 12.1% below previous 5 lows
4.9% above previous 6 highs, 11.6% below previous 6 lows
4.6% above previous 7 highs, 11.3% below previous 7 lows
4.2% above previous 8 highs, 11.3% below previous 8 lows
4.2% above previous 9 highs, 10.7% below previous 9 lows
4.1% above previous 10 highs, 10.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161031 12:09 pm ET)
65.5% are above or equal to 10/28 close (1 days ago), 34.5% are below.
59.7% are above or equal to 10/27 close (2 days ago), 40.3% are below.
42.6% are above or equal to 10/26 close (3 days ago), 57.4% are below.
37.7% are above or equal to 10/25 close (4 days ago), 62.3% are below.
30.4% are above or equal to 10/24 close (5 days ago), 69.6% are below.
36.0% are above or equal to 10/21 close (6 days ago), 64.0% are below.
35.8% are above or equal to 10/20 close (7 days ago), 64.2% are below.
33.9% are above or equal to 10/19 close (8 days ago), 66.1% are below.
38.5% are above or equal to 10/18 close (9 days ago), 61.5% are below.
45.0% are above or equal to 10/17 close (10 days ago), 55.0% are below.
42.1% are above or equal to 10/14 close (11 days ago), 57.9% are below.
42.1% are above or equal to 10/13 close (12 days ago), 57.9% are below.
38.7% are above or equal to 10/12 close (13 days ago), 61.3% are below.
42.4% are above or equal to 10/11 close (14 days ago), 57.6% are below.
33.0% are above or equal to 10/10 close (15 days ago), 67.0% are below.
36.6% are above or equal to 10/7 close (16 days ago), 63.4% are below.
34.0% are above or equal to 10/6 close (17 days ago), 66.0% are below.
35.3% are above or equal to 10/5 close (18 days ago), 64.7% are below.
38.5% are above or equal to 10/4 close (19 days ago), 61.5% are below.
34.5% are above or equal to 10/3 close (20 days ago), 65.5% are below.
31.0% are above or equal to 9/30 close (21 days ago), 69.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161031 12:09 pm ET)
20d: 4.4% new highs, 15.5% new lows
21d: 4.3% new highs, 14.9% new lows
42d: 3.3% new highs, 10.3% new lows
63d: 3.0% new highs, 8.4% new lows
126d: 1.6% new highs, 3.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161031 12:09 pm ET)
2-day: 63.9% above, 36.1% below
3-day: 62.9% above, 37.1% below
4-day: 51.4% above, 48.6% below
5-day: 47.5% above, 52.5% below
8-day: 37.3% above, 62.7% below
10-day: 37.3% above, 62.7% below
20-day: 36.1% above, 63.9% below
50-day: 32.5% above, 67.5% below
200-day: 61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161031 12:09 pm ET)
META(27): 1.25% Top=AG NEM RGLD TCK SLW STLD SCCO AA ….. CNX CMC AGI X SLCA CENX CCJ FMSA=Bottom (Metals & Mining)
REAL(93): 0.81% Top=EQC BDN LPT FR KRC AIV UDR MAA ….. CBG MAC DFT PEB ALLY QTS CBL CONE=Bottom (Real Estate)
MANU(36): 0.79% Top=KMT ROP ITT DDD ETN DE IR LECO ….. PNR MHK XYL HON CAT LII SWK DOV=Bottom (Manufacturing)
INSU(29): 0.66% Top=L ORI UNM XL AIZ CNO LNC PRU ….. BRO MMC AFSI AJG AON TRV RDN MTG=Bottom (Insurance)
MATE(23): 0.63% Top=MLM WM KBH LEN VMC RSG DHI CAA ….. OC FAST WCN USG EME PWR FLR WY=Bottom (Materials & Construction)
DISV(45): 0.44% Top=CXW CAR GEO RHI HRI AMN SERV WOOF ….. XRS ACM AL EEFT KBR VNTV RRD YY=Bottom (Diversified Services)
ELEC(46): 0.36% Top=AMD SIMO QRVO OCLR FTV BRKR MU XLNX ….. DLB HIMX SCTY FLEX CSIQ CRUS SPWR FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(85): 0.34% Top=YRD JNS FITB RF EFX CIT NYCB BOFI ….. BX LM IVZ LAZ WDR NAVI AMG WETF=Bottom (Banks/Financials)
TRAN(24): 0.33% Top=TRN AAL CSX NSC LUV JBHT UAL SWFT ….. ODFL ALK XPO JBLU CNI SAVE KSU NAT=Bottom (Transportation)
LEIS(30): 0.24% Top=RCL DRI QSR MAR WYN EAT SIX HLT ….. JACK DNKN PNRA BLMN EXPE CMG SONC GPRO=Bottom (Leisure)
CONS(50): 0.22% Top=FOSL KATE GT FBHS SKX HAR AVY EL ….. PAY FL WWW AVP LULU NWL KS NKE=Bottom (Consumer)
RETA(55): 0.09% Top=ETSY M JCP AMZN WBA SIG CVS SBH ….. NFLX JWN COST URBN FINL WFM LB ANF=Bottom (Retail & Specialty Retail)
COSW(79): 0.07% Top=CHKP PFPT FFIV VIPS SHOP NOW YELP MSCI ….. NUAN WUBA XRX TWLO NTES TEAM SINA WB=Bottom (Computer Software/Internet)
HEAL(47): 0.02% Top=DVA ESRX EVHC AMSG PRXL LH BKD DXCM ….. IRWD HCA ABMD THC EW ACHC IART ZBH=Bottom (Health)
COHW(34): -0.09% Top=LVLT ZAYO ARRS PANW QCOM TMUS SSYS STX ….. BBRY CIEN S COMM MSI VG INFN CTL=Bottom (Computer Hardware/Telecom)
CHEM(25): -0.46% Top=ALB PAH CE AXTA FMC WLK PX PPG ….. ASH POT MOS DD CF IFF HUN CC=Bottom (Chemicals/Fertilizers)
ENER(84): -1.50% Top=HFC PBF MPLX PSX TSO MPC CVX VLO ….. WPX CRZO CPE ATW SN WLL REN OAS=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 12:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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