daytrend

10/31/2016

Filed under: Market Stats — daytrend @ 12:57 pm

Market Stats at 1:57 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 1:57 pm ET)
17.7% of stocks are above yesterday’s high.
52.7% are above yesterday’s midpoint. (47.3% are below.)
19.0% are below yesterday’s low.
63.3% are inside yesterday’s range.
34.9% of stocks with today’s high > yesterday’s high. (65.1% less than).
34.0% of stocks with today’s low < yesterday’s low. (66.0% greater than).

EVIDENCE OF INTRADAY TREND (20161031 1:57 pm ET)
48.6% of stocks are above today’s open. (50.5% are below).
47.2% of stocks are above today’s open and yesterday’s close.
37.8% 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 1:57 pm ET)
9.1% of stocks are in the top 10% of today’s range.
20.9% are in the top 20%.
53.6% are in the top half. 46.4% of stocks are in the bottom half of today’s range.
19.5% are in the bottom 20%.
11.7% are in the bottom 10%.

GAIN (20161031 1:57 pm ET)
60.8% of stocks are above yesterday’s close. (39.2% are below.)
0.6% are up 4.5% or more. 2.0% are down 4.5% or more.
1.4% are up 3.5% or more. 3.4% are down 3.5% or more.
59.5% are between +1% and -1%.

RSI on DAILY (20161031 1:57 pm ET)
2-day: >=95:3.6%…>=90:7.9%…>=80:18.3%…>=50:48.5%…<=20:26.1%…<=10:18.8%…<=5:13.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:35.6%…<=20:4.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:33.1%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161031 1:57 pm ET)
17.7% above previous 1 highs, 19.0% below previous 1 lows
10.6% above previous 2 highs, 16.5% below previous 2 lows
7.9% above previous 3 highs, 14.5% below previous 3 lows
5.9% above previous 4 highs, 14.3% below previous 4 lows
5.2% above previous 5 highs, 14.2% below previous 5 lows
5.2% above previous 6 highs, 13.4% below previous 6 lows
4.8% above previous 7 highs, 13.2% below previous 7 lows
4.6% above previous 8 highs, 12.9% below previous 8 lows
4.3% above previous 9 highs, 12.6% below previous 9 lows
4.2% above previous 10 highs, 11.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161031 1:57 pm ET)
60.8% are above or equal to 10/28 close (1 days ago), 39.2% are below.
56.9% are above or equal to 10/27 close (2 days ago), 43.1% are below.
42.1% are above or equal to 10/26 close (3 days ago), 57.9% are below.
37.8% are above or equal to 10/25 close (4 days ago), 62.2% are below.
30.3% are above or equal to 10/24 close (5 days ago), 69.7% are below.
35.3% are above or equal to 10/21 close (6 days ago), 64.7% are below.
36.7% are above or equal to 10/20 close (7 days ago), 63.3% are below.
32.9% are above or equal to 10/19 close (8 days ago), 67.1% are below.
38.4% are above or equal to 10/18 close (9 days ago), 61.6% are below.
44.5% are above or equal to 10/17 close (10 days ago), 55.5% 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.
38.2% are above or equal to 10/12 close (13 days ago), 61.8% are below.
42.0% are above or equal to 10/11 close (14 days ago), 58.0% are below.
32.4% are above or equal to 10/10 close (15 days ago), 67.6% are below.
36.7% are above or equal to 10/7 close (16 days ago), 63.3% are below.
34.2% are above or equal to 10/6 close (17 days ago), 65.8% are below.
34.5% are above or equal to 10/5 close (18 days ago), 65.5% are below.
37.6% are above or equal to 10/4 close (19 days ago), 62.4% are below.
32.8% are above or equal to 10/3 close (20 days ago), 67.2% are below.
30.7% are above or equal to 9/30 close (21 days ago), 69.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161031 1:57 pm ET)
20d: 5.0% new highs, 16.9% new lows
21d: 4.8% new highs, 16.3% new lows
42d: 3.7% new highs, 11.1% new lows
63d: 3.4% new highs, 9.1% new lows
126d: 1.8% new highs, 4.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161031 1:57 pm ET)
2-day: 60.1% above, 39.9% below
3-day: 59.2% above, 40.8% below
4-day: 49.1% above, 50.9% below
5-day: 44.3% above, 55.7% below
8-day: 37.3% above, 62.7% below
10-day: 36.9% above, 63.1% below
20-day: 35.7% above, 64.3% 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 1:57 pm ET)
META(27): 1.19% Top=NEM RGLD AG TCK AA AEM SLW ABX ….. SWC X AGI SLCA CNX CENX CCJ FMSA=Bottom (Metals & Mining)
REAL(93): 0.89% Top=BDN HST EQC MAA UDR LPT AIV DRE ….. MAC LHO DFT PEB ALLY QTS CBL CONE=Bottom (Real Estate)
MANU(36): 0.81% Top=ROP KMT ITT AGCO ETN DDD RS DE ….. HON DHR MHK XYL SWK CAT LII DOV=Bottom (Manufacturing)
MATE(23): 0.69% Top=WM MLM VMC RSG LEN KBH CAA EXP ….. FAST PWR WCN FLR WY USG EME TPH=Bottom (Materials & Construction)
INSU(29): 0.56% Top=L ORI XL FNF UNM PRU FAF ALL ….. PGR AJG LNC TRV AON AFSI MTG RDN=Bottom (Insurance)
COHW(34): 0.56% Top=BRCD LVLT PANW ARRS HPQ SSYS ZAYO STX ….. MSI VRSN BBRY ACIA S INFN VG CTL=Bottom (Computer Hardware/Telecom)
TRAN(24): 0.51% Top=TRN AAL LUV UAL CSX NSC JBLU DAL ….. CP UPS XPO ODFL CNI SAVE KSU NAT=Bottom (Transportation)
DISV(45): 0.36% Top=CXW HRI RHI GEO SERV CAR WOOF JEC ….. G MCO URI KBR EEFT VNTV RRD YY=Bottom (Diversified Services)
LEIS(30): 0.23% Top=RCL DRI SIX EAT QSR MAR HLT WYN ….. SEAS DNKN BYD PNRA EXPE SONC CMG GPRO=Bottom (Leisure)
ELEC(46): 0.17% Top=QRVO FTV OCLR SNPS BRKR SIMO ON AMAT ….. WAT HIMX CRUS FIT FLEX CSIQ SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(50): 0.15% Top=GT FOSL KATE FBHS HAR AVY EL PVH ….. TUP WHR AVP FL LULU KS NWL NKE=Bottom (Consumer)
FINA(85): 0.12% Top=YRD EFX NYCB SBNY CIT JNS NSAM RF ….. BEN BX NAVI WDR IVZ LM AMG WETF=Bottom (Banks/Financials)
RETA(55): -0.04% Top=ETSY M WBA JCP AMZN PAG KORS SBH ….. NFLX COST JWN FINL URBN ANF WFM LB=Bottom (Retail & Specialty Retail)
COSW(79): -0.09% Top=CHKP FFIV MSCI VIPS SHOP PFPT HPE YELP ….. MTCH EA XRX TEAM NTES TWLO SINA WB=Bottom (Computer Software/Internet)
HEAL(47): -0.14% Top=DVA EVHC AMSG ESRX PRXL DXCM LH SYK ….. THC RMD CNC IRWD EW ACHC IART ZBH=Bottom (Health)
CHEM(25): -0.56% Top=PAH ALB CE WLK PPG EMN RPM AXTA ….. AGU DD POT MOS CF IFF HUN CC=Bottom (Chemicals/Fertilizers)
ENER(84): -1.89% Top=HFC MPC NBR TSO MPLX CVX MDU PSX ….. RIG CPE REN CRC ATW WLL SN 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 1:57 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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