daytrend

10/31/2019

Filed under: Market Stats — daytrend @ 9:38 am

Market Stats at 10:37 am ET
by daytrend on 20191031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 805.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20191031 10:37 am ET)
11.7% of stocks are above yesterday’s high.
31.2% are above yesterday’s midpoint. (68.8% are below.)
43.5% are below yesterday’s low.
44.8% are inside yesterday’s range.
32.3% of stocks with today’s high > yesterday’s high. (67.7% less than).
53.3% of stocks with today’s low < yesterday’s low. (46.7% greater than).

EVIDENCE OF INTRADAY TREND (20191031 10:37 am ET)
17.3% of stocks are above today’s open. (81.4% are below).
13.7% of stocks are above today’s open and yesterday’s close.
76.0% are below both.
13.5% of stocks opened above yesterday’s high.
30.2% of stocks opened above yesterday’s close. (66.0% opened below yesterday’s close).
8.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20191031 10:37 am ET)
3.9% of stocks are in the top 10% of today’s range.
6.2% are in the top 20%.
16.8% are in the top half. 83.2% of stocks are in the bottom half of today’s range.
50.9% are in the bottom 20%.
25.2% are in the bottom 10%.

GAIN (20191031 10:37 am ET)
19.6% of stocks are above yesterday’s close. (80.4% are below.)
1.9% are up 4.5% or more. 4.5% are down 4.5% or more.
2.4% are up 3.5% or more. 9.6% are down 3.5% or more.
35.4% are between +1% and -1%.

RSI on DAILY (20191031 10:37 am ET)
2-day: >=95:4.7%…>=90:8.4%…>=80:11.8%…>=50:27.2%…<=20:42.6%…<=10:22.7%…<=5:9.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.0%…>=50:54.4%…<=20:2.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:59.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20191031 10:37 am ET)
11.7% above previous 1 highs, 43.5% below previous 1 lows
8.7% above previous 2 highs, 37.6% below previous 2 lows
7.8% above previous 3 highs, 34.8% below previous 3 lows
6.7% above previous 4 highs, 25.0% below previous 4 lows
6.5% above previous 5 highs, 20.7% below previous 5 lows
6.3% above previous 6 highs, 18.0% below previous 6 lows
6.3% above previous 7 highs, 15.0% below previous 7 lows
6.0% above previous 8 highs, 12.7% below previous 8 lows
6.0% above previous 9 highs, 10.6% below previous 9 lows
6.0% above previous 10 highs, 9.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20191031 10:37 am ET)
19.6% are above or equal to 10/30 close (1 days ago), 80.4% are below.
33.0% are above or equal to 10/29 close (2 days ago), 67.0% are below.
34.4% are above or equal to 10/28 close (3 days ago), 65.6% are below.
40.2% are above or equal to 10/25 close (4 days ago), 59.8% are below.
45.1% are above or equal to 10/24 close (5 days ago), 54.9% are below.
47.2% are above or equal to 10/23 close (6 days ago), 52.8% are below.
49.9% are above or equal to 10/22 close (7 days ago), 50.1% are below.
51.8% are above or equal to 10/21 close (8 days ago), 48.2% are below.
61.2% are above or equal to 10/18 close (9 days ago), 38.8% are below.
58.6% are above or equal to 10/17 close (10 days ago), 41.4% are below.
60.6% are above or equal to 10/16 close (11 days ago), 39.4% are below.
57.3% are above or equal to 10/15 close (12 days ago), 42.7% are below.
65.1% are above or equal to 10/14 close (13 days ago), 34.9% are below.
61.5% are above or equal to 10/11 close (14 days ago), 38.5% are below.
70.4% are above or equal to 10/10 close (15 days ago), 29.6% are below.
73.3% are above or equal to 10/9 close (16 days ago), 26.7% are below.
76.1% are above or equal to 10/8 close (17 days ago), 23.9% are below.
67.8% are above or equal to 10/7 close (18 days ago), 32.2% are below.
65.8% are above or equal to 10/4 close (19 days ago), 34.2% are below.
71.7% are above or equal to 10/3 close (20 days ago), 28.3% are below.
74.5% are above or equal to 10/2 close (21 days ago), 25.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20191031 10:37 am ET)
20d: 11.6% new highs, 6.2% new lows
21d: 11.6% new highs, 5.8% new lows
42d: 8.3% new highs, 4.0% new lows
63d: 8.1% new highs, 3.0% new lows
126d: 6.0% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20191031 10:37 am ET)
2-day: 18.8% above, 81.2% below
3-day: 25.8% above, 74.2% below
4-day: 28.4% above, 71.6% below
5-day: 31.9% above, 68.1% below
8-day: 39.5% above, 60.5% below
10-day: 44.5% above, 55.5% below
20-day: 61.4% above, 38.6% below
50-day: 60.2% above, 39.8% below
200-day: 58.9% above, 41.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20191031 10:37 am ET)
REAL(99): -0.03% Top=SBRA AGNC TCO HCP SUI MAA NNN REXR ….. PEB DLR GEO ALLY SC RWT UNIT RLGY=Bottom (Real Estate)
META(21): -0.05% Top=EGO WPM KL AG AEM FNV SSRM NEM ….. NUE CMC CCJ FCX TECK AA CLF X=Bottom (Metals & Mining)
LEIS(38): -0.51% Top=DNKN TSG CAKE H WING SBUX DPZ QSR ….. RCL YUM BYD EAT WYND MLCO WYNN YUMC=Bottom (Leisure)
HEAL(39): -0.81% Top=ABMD NUVA RMD HOLX NTRA HRC BDX NEO ….. ALGN VAR MD CNC THC PKI MOH PINC=Bottom (Health)
DISV(45): -0.86% Top=GPN TNET MCO ATGE LDOS LRN FCN FISV ….. WW R ADS CHGG CAR MAN URI ULTA=Bottom (Diversified Services)
COHW(34): -1.13% Top=VIAV MAXR CDW AAPL RCI KN ANET LHX ….. JNPR COMM MSI TDC HPQ VCRA TDS WDC=Bottom (Computer Hardware/Telecom)
ELEC(44): -1.15% Top=CRUS SPWR ENPH TRMB APH AMD QRVO AVGO ….. KEYS GDI GRMN TER LRCX AMKR LSCC KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(32): -1.19% Top=RDN AXS ALL MTG CLGX CINF BRO PGR ….. MET PFG EHTH PRU CNO BHF FG LNC=Bottom (Insurance)
COSW(94): -1.36% Top=SABR CDAY IT FB FEYE BKI ZEN CARG ….. AVLR MANH APPS HQY MDB ZS PLAN TWLO=Bottom (Computer Software/Internet)
MATE(26): -1.40% Top=SRCL TPH TREX WCN DHI VMC PWR TMHC ….. KBH PHM FAST RSG WY SUM FLR MDC=Bottom (Materials & Construction)
MANU(32): -1.51% Top=ATI DDD CFX GNRC AME WBT ZBRA DHR ….. GTLS MHK KMT EAF FLS PH TEX XYL=Bottom (Manufacturing)
FINA(89): -1.86% Top=LM CME ICE EFX CBOE SMPL ESNT ARCC ….. UMPQ PACW SIVB CMA EWBC LAZ WBS OZK=Bottom (Banks/Financials)
CHEM(21): -1.92% Top=FMC ESI AXTA RPM PPG GRA SHW APD ….. POL MOS EMN OLN WLK ALB CC CF=Bottom (Chemicals/Fertilizers)
TRAN(25): -1.94% Top=CHRW JBHT UAL CNI JBLU EXPD DAL CP ….. LUV FDX AAL UNP NSC XPO DHT STNG=Bottom (Transportation)
ENER(58): -2.03% Top=OII MUR MPLX PBF COG HES NFG NBL ….. WLL PUMP EQM WES DCP CRZO HFC VET=Bottom (Energy)
RETA(55): -2.16% Top=SFM BJ BURL LOW KR CPRT ROST ORLY ….. BBBY MIK FRAN DBI SBH SIG W ETSY=Bottom (Retail & Specialty Retail)
CONS(53): -2.21% Top=TPX IP FNKO GIL VFC CL FL KMB ….. CHD BLL GT BOOT YETI EL HBI CROX=Bottom (Consumer)

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 10:37 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: