Eli Lilly (LLY): RSI, moving averages, 52-week range · daily
On 2026-10-15, Eli Lilly (LLY) closed at 1251.61 USD, up 3.55% on the day. At the 2026-10-15 close, Eli Lilly (LLY) traded at 91.9% of its 52-week range. At the 2026-10-15 close, Eli Lilly (LLY) had an RSI(14) of 67.77, in the 89th percentile of its history since 1972. Its 20-day return of +8.61% is in the 86th percentile of its history since 1972. The RSI(14) of Eli Lilly (LLY) last entered the overbought zone 111 days ago (2026-06-26) and the oversold zone 202 days ago (2026-03-27). It is trading above its 20-, 50- and 200-day moving averages. At the 2026-10-15 close, the 20/50/200-day moving averages of Eli Lilly (LLY) were 1173.56 / 1179.04 / 1079.02 USD, with price +6.65% / +6.15% / +15.99% against them. Ranked from highest to lowest, its moving averages are the 50-day, 20-day and 200-day. At the 2026-10-15 close, the 52-week range of Eli Lilly (LLY) was 783.85–1292.65 USD; it closed 3.17% below the high (1.1× its typical daily range) and 59.67% above the low (12.7× its typical daily range). The high was set 57 days ago (2026-08-19) and the low 363 days ago (2025-10-17). At the 2026-10-15 close, Eli Lilly (LLY) was 3.17% below its all-time intraday high of 1292.65 USD, set 57 days ago (2026-08-19). Its 20-day volatility is 1.678% daily, in the 67th percentile of its history since 1972. Its daily realised volatility is 2.164% over 5 days, 1.678% over 20 days, 1.908% over 60 days and 2.150% over 120 days. Annualised, these are 34.4%, 26.6%, 30.3% and 34.1% respectively. Its 14-day average true range (ATR) is 36.76 USD, 2.94% of price. It has returned +7.01% (96th percentile since 1972) over 5 days, +8.85% (94th) over 10 days, +8.61% (86th) over 20 days, +7.62% (67th) over 60 days, +41.59% (97th) over 120 days and +54.07% (91st) over 252 days. Against the S&P 500, its weekly returns show a beta of +0.06 and a correlation of +0.02 over 52 weeks; over 26 weeks, a beta of -0.60 and a correlation of -0.19. Relative to the S&P 500, it has returned +7.29% (5-day), +7.84% (10-day), +7.21% (20-day), +4.35% (60-day) and +37.52% (252-day). Its weekly-return correlation with changes in the US 10-year TIPS real yield is -0.22 over 52 weeks and -0.11 over 26 weeks. Next earnings are scheduled for 2026-10-29.
Figures reflect the official regular-session close for 2026-10-15.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-10-15, prior 2026-10-14)
close 1251.61
change +42.87 (+3.547%)
vs market S&P 500 +0.33% · Nasdaq 100 -0.13% (same day)
listing Exchange: NYSE, Currency: USD
range (as of 2026-10-15)
range 45.22
close pos 46.3% of range
moving averages (as of 2026-10-15)
20d MA 1173.56 price above by +6.65%
50d MA 1179.04 price above by +6.15%
200d MA 1079.02 price above by +15.99%
200d MA slope +1.23% over 20 sessions (rising)
price > all MAs
stack: 50d > 20d > 200d
20d MA last crossed below 50d MA: 2026-09-11 (34d ago)
20d MA last crossed above 200d MA: 2025-10-13 (367d ago)
50d MA last crossed above 200d MA: 2025-11-05 (344d ago)
volatility (as of 2026-10-15)
20d stdev 1.678% daily ≈ 26.6% annualised (×√252) (67th pct of own history, since 1972 (13672 obs))
5d vol 2.164% daily ≈ 34.4% annualised (×√252) (84th pct of own history, since 1972 (13687 obs))
60d vol 1.908% daily ≈ 30.3% annualised (×√252) (74th pct of own history, since 1972 (13632 obs))
120d vol 2.150% daily ≈ 34.1% annualised (×√252) (83rd pct of own history, since 1972 (13572 obs))
vs easing-2024 avg 0.74× (1.678% vs 2.260% era avg)
ATR (as of 2026-10-15)
ATR(14) 36.76
ATR% 2.94% (85th pct of own history, since 1972 (13678 obs))
range/ATR 123.0%
relative volume (as of 2026-10-15)
RVOL 1.62x (today vs prior 20-day average, excl. today)
pctile 90th pct of own history, since 1972 (13672 obs)
avg vol 63d 2,473,890 (≈3-month average daily share volume)
52-week range (as of 2026-10-15)
high 1292.65 (-3.17% from high) [2026-08-19, 57d ago]
low 783.85 (+59.67% from low) [2025-10-17, 363d ago]
drawdown -3.17% from all-time intraday high, 57d ago (2026-08-19)
max drawdown (10-year, close-basis) -34.83% (2024-08-30 960.02 -> 2025-08-08 625.65, 343d peak-to-trough); recovered 2025-11-10 (94d after trough)
momentum (as of 2026-10-15)
RSI(14) 67.77 (89th pct of own history, since 1972 (13678 obs))
last overbought 111d ago (2026-06-26)
last oversold 202d ago (2026-03-27)
MACD (as of 2026-10-15)
MACD(12,26,9) +10.61 (above signal) signal +2.48 hist +8.13
returns (as of 2026-10-15)
5d return +7.01% from 1169.60 on 2026-10-08 (96th pct of own history, since 1972 (13687 obs))
10d return +8.85% from 1149.85 on 2026-10-01 (94th pct of own history, since 1972 (13682 obs))
20d return +8.61% from 1152.44 on 2026-09-17 (86th pct of own history, since 1972 (13672 obs))
60d return +7.62% from 1163.01 on 2026-07-22 (67th pct of own history, since 1972 (13632 obs))
120d return +41.59% from 883.96 on 2026-04-24 (97th pct of own history, since 1972 (13572 obs))
252d return +54.07% from 812.35 on 2025-10-14 (91st pct of own history, since 1972 (13440 obs))
YTD return +16.46% from 1074.68 on 2025-12-31
volatility by rate-era
pre-crisis (through 2008) 1.77% (from 1972-06-01)
ZIRP (2009–2015) 1.29%
tightening (2015–2018) 1.34%
ZIRP (2019–2021) 2.07%
tightening (2022–2023) 1.77%
easing (2024– ) 2.26%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-10-14)
vs real yield (Δ) -0.11 (26w)
vs real yield (Δ) -0.22 (52w)
S&P 500 market factor (weekly returns) (as of 2026-10-15)
vs S&P 500 beta -0.60 corr -0.19 (26w)
vs S&P 500 beta +0.06 corr +0.02 (52w)
vs S&P 500 +7.29% rel (5d return)
vs S&P 500 +7.84% rel (10d return)
vs S&P 500 +7.21% rel (20d return)
vs S&P 500 +4.35% rel (60d return)
vs S&P 500 +37.52% rel (252d return)
vs Nasdaq 100 beta -0.48 corr -0.29 (26w)
vs Nasdaq 100 beta -0.18 corr -0.11 (52w)
vs Nasdaq 100 +9.63% rel (5d return)
vs Nasdaq 100 +10.74% rel (10d return)
vs Nasdaq 100 +7.06% rel (20d return)
vs Nasdaq 100 +4.41% rel (60d return)
vs Nasdaq 100 +32.33% rel (252d return)
vs XLV (Health Care) beta +1.40 corr +0.82 (26w)
vs XLV (Health Care) beta +1.54 corr +0.81 (52w)
vs XLV +1.64% rel (5d return)
vs XLV +2.24% rel (10d return)
vs XLV +3.64% rel (20d return)
vs XLV -3.52% rel (60d return)
vs XLV +29.59% rel (252d return)
earnings horizon
next earnings 2026-10-29 (14 days)
last reported 2026-08-05 (71 days ago)