daytrend

10/25/2019

Filed under: Market Stats — daytrend @ 12:04 pm

Market Stats at 1:04 pm ET
by daytrend on 20191025. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 796.

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

COMPARED TO YESTERDAY’S RANGE (20191025 1:04 pm ET)
36.8% of stocks are above yesterday’s high.
69.8% are above yesterday’s midpoint. (30.2% are below.)
9.3% are below yesterday’s low.
53.9% are inside yesterday’s range.
52.0% of stocks with today’s high > yesterday’s high. (48.0% less than).
31.7% of stocks with today’s low < yesterday’s low. (68.3% greater than).

EVIDENCE OF INTRADAY TREND (20191025 1:04 pm ET)
76.4% of stocks are above today’s open. (22.9% are below).
67.7% of stocks are above today’s open and yesterday’s close.
20.6% are below both.
5.5% of stocks opened above yesterday’s high.
26.9% of stocks opened above yesterday’s close. (68.8% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20191025 1:04 pm ET)
23.4% of stocks are in the top 10% of today’s range.
43.3% are in the top 20%.
77.8% are in the top half. 22.2% of stocks are in the bottom half of today’s range.
8.9% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN (20191025 1:04 pm ET)
70.7% of stocks are above yesterday’s close. (29.3% are below.)
3.3% are up 4.5% or more. 1.1% are down 4.5% or more.
6.2% are up 3.5% or more. 1.6% are down 3.5% or more.
50.0% are between +1% and -1%.

RSI on DAILY (20191025 1:04 pm ET)
2-day: >=95:11.9%…>=90:21.0%…>=80:37.4%…>=50:72.2%…<=20:11.1%…<=10:5.9%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:5.2%…>=50:73.2%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:70.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20191025 1:04 pm ET)
36.8% above previous 1 highs, 9.3% below previous 1 lows
29.1% above previous 2 highs, 6.7% below previous 2 lows
23.6% above previous 3 highs, 5.9% below previous 3 lows
22.6% above previous 4 highs, 5.3% below previous 4 lows
21.0% above previous 5 highs, 4.0% below previous 5 lows
19.3% above previous 6 highs, 3.4% below previous 6 lows
18.6% above previous 7 highs, 3.0% below previous 7 lows
18.3% above previous 8 highs, 2.8% below previous 8 lows
17.8% above previous 9 highs, 2.5% below previous 9 lows
16.6% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20191025 1:04 pm ET)
70.7% are above or equal to 10/24 close (1 days ago), 29.3% are below.
64.8% are above or equal to 10/23 close (2 days ago), 35.2% are below.
68.5% are above or equal to 10/22 close (3 days ago), 31.5% are below.
63.8% are above or equal to 10/21 close (4 days ago), 36.2% are below.
71.9% are above or equal to 10/18 close (5 days ago), 28.1% are below.
70.1% are above or equal to 10/17 close (6 days ago), 29.9% are below.
72.5% are above or equal to 10/16 close (7 days ago), 27.5% are below.
68.7% are above or equal to 10/15 close (8 days ago), 31.3% are below.
76.1% are above or equal to 10/14 close (9 days ago), 23.9% are below.
71.9% are above or equal to 10/11 close (10 days ago), 28.1% are below.
78.1% are above or equal to 10/10 close (11 days ago), 21.9% are below.
79.3% are above or equal to 10/9 close (12 days ago), 20.7% are below.
83.3% are above or equal to 10/8 close (13 days ago), 16.7% are below.
73.7% are above or equal to 10/7 close (14 days ago), 26.3% are below.
72.0% are above or equal to 10/4 close (15 days ago), 28.0% are below.
76.4% are above or equal to 10/3 close (16 days ago), 23.6% are below.
79.1% are above or equal to 10/2 close (17 days ago), 20.9% are below.
71.4% are above or equal to 10/1 close (18 days ago), 28.6% are below.
61.2% are above or equal to 9/30 close (19 days ago), 38.8% are below.
64.9% are above or equal to 9/27 close (20 days ago), 35.1% are below.
59.9% are above or equal to 9/26 close (21 days ago), 40.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20191025 1:04 pm ET)
20d: 20.4% new highs, 4.6% new lows
21d: 19.6% new highs, 4.6% new lows
42d: 13.2% new highs, 2.9% new lows
63d: 9.8% new highs, 2.5% new lows
126d: 6.7% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20191025 1:04 pm ET)
2-day: 69.7% above, 30.3% below
3-day: 69.6% above, 30.4% below
4-day: 68.7% above, 31.3% below
5-day: 69.0% above, 31.0% below
8-day: 72.5% above, 27.5% below
10-day: 74.0% above, 26.0% below
20-day: 76.1% above, 23.9% below
50-day: 66.8% above, 33.2% below
200-day: 60.8% above, 39.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20191025 1:04 pm ET)
MANU(29): 2.14% Top=MHK ITW KMT CAT SWK TEX RS GTLS ….. DE DOV ROP RXN HON GNRC GGG DHR=Bottom (Manufacturing)
META(22): 1.55% Top=FCX SLCA TECK X CMC PAAS NUE CNX ….. CLF LTHM NEM EGO FNV KL SSRM RGLD=Bottom (Metals & Mining)
TRAN(24): 1.54% Top=DHT ALK AAL TRN XPO FDX CHRW NSC ….. CSX UNP JBHT CNI CP KSU STNG LUV=Bottom (Transportation)
RETA(57): 1.40% Top=SIG CARS HOME W SFIX JWN KSS MIK ….. WMT COST DLTR CPRT GME TSCO TGT AMZN=Bottom (Retail & Specialty Retail)
LEIS(38): 1.20% Top=EAT BLMN CAKE DPZ TXRH WYND WYNN BYD ….. MCD SEAS PZZA PLNT SIX CMG QSR PK=Bottom (Leisure)
ENER(61): 1.13% Top=PTEN PUMP PSX CRC PBF WLL SM COG ….. EQM MRO SLB MDU HLX DCP HEP APA=Bottom (Energy)
ELEC(41): 1.07% Top=INTC FLEX ENPH NVDA AMD ON GLW AVGO ….. MCHP SNPS IPHI APH SPWR RUN FTV FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(53): 1.05% Top=GT UFS IRBT ELY TPR PVH BC RL ….. EPC BLL HBI HAS CHD PG GIL VFC=Bottom (Consumer)
FINA(89): 1.02% Top=FBP SIVB NAVI FITB CADE EWBC SLM CVBF ….. SMPL ICE VOYA CME BEN CBOE FII NDAQ=Bottom (Banks/Financials)
COHW(34): 1.00% Top=JNPR VRSN ATUS WDC COMM ANET RCI MAXR ….. VIAV TU VG MRCY VZ CCI LHX KN=Bottom (Computer Hardware/Telecom)
CHEM(21): 0.79% Top=OLN WLK MOS CC AXTA GRA NTR ESI ….. SHW FMC IFF PPG CE EMN HUN ALB=Bottom (Chemicals/Fertilizers)
COSW(96): 0.78% Top=STNE GRUB NTNX SMAR YELP PS TRIP DXC ….. FFIV SPLK ZS CERN CTXS SHOP PTC PFPT=Bottom (Computer Software/Internet)
HEAL(36): 0.69% Top=RMD NTRA MOH PKI PINC ABMD HCA BSX ….. THC EW PODD ALGN ACHC BAX VAR UHS=Bottom (Health)
DISV(43): 0.42% Top=LRN GDOT HCSG AAN ZG URI CHGG ULTA ….. EEFT G ROL ADS KTOS TRU SBAC SERV=Bottom (Diversified Services)
REAL(96): -0.63% Top=MAC ALLY GEO RLGY SKT UNIT BRX ABR ….. EXR PSA AMT WELL PEB HCP CUBE VTR=Bottom (Real Estate)
INSU(31): -0.64% Top=RDN AFL CNO MTG PRU LNC FAF MET ….. WLTW ORI WRB BRO AJG CINF EHTH PFG=Bottom (Insurance)
MATE(25): -0.72% Top=SUM BECN OC FLR VMC MLM MAS KBH ….. DHI TREX MDC PHM WCN RSG WM GVA=Bottom (Materials & Construction)

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 1:04 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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