Eli Lilly (LLY): RSI, moving averages, 52-week range · daily
On 2026-10-16, Eli Lilly (LLY) closed at 1257.03 USD, up 0.43% on the day. At the 2026-10-16 close, Eli Lilly (LLY) traded at 93.0% of its 52-week range. At the 2026-10-16 close, Eli Lilly (LLY) had an RSI(14) of 68.56, in the 90th percentile of its history since 1972. Its 20-day return of +9.03% is in the 87th percentile of its history since 1972. The RSI(14) of Eli Lilly (LLY) last entered the overbought zone 112 days ago (2026-06-26) and the oversold zone 203 days ago (2026-03-27). It is trading above its 20-, 50- and 200-day moving averages. At the 2026-10-16 close, the 20/50/200-day moving averages of Eli Lilly (LLY) were 1178.76 / 1180.35 / 1079.91 USD, with price +6.64% / +6.50% / +16.40% against them. Ranked from highest to lowest, its moving averages are the 50-day, 20-day and 200-day. At the 2026-10-16 close, the 52-week range of Eli Lilly (LLY) was 783.85–1292.65 USD; it closed 2.76% below the high (1.0× its typical daily range) and 60.37% above the low (13.2× its typical daily range). The high was set 58 days ago (2026-08-19) and the low 364 days ago (2025-10-17). At the 2026-10-16 close, Eli Lilly (LLY) was 2.76% below its all-time intraday high of 1292.65 USD, set 58 days ago (2026-08-19). Its 20-day volatility is 1.675% daily, in the 67th percentile of its history since 1972. Its daily realised volatility is 2.197% over 5 days, 1.675% over 20 days, 1.893% over 60 days and 2.141% over 120 days. Annualised, these are 34.9%, 26.6%, 30.1% and 34.0% respectively. Its 14-day average true range (ATR) is 35.8 USD, 2.85% of price. It has returned +6.59% (95th percentile since 1972) over 5 days, +9.99% (96th) over 10 days, +9.03% (87th) over 20 days, +6.00% (62nd) over 60 days, +44.77% (98th) over 120 days and +52.08% (90th) over 252 days. Against the S&P 500, its weekly returns show a beta of +0.01 and a correlation of +0.01 over 52 weeks; over 26 weeks, a beta of -0.68 and a correlation of -0.22. Relative to the S&P 500, it has returned +8.54% (5-day), +10.81% (10-day), +8.91% (20-day), +2.61% (60-day) and +37.26% (252-day). Its weekly-return correlation with changes in the US 10-year TIPS real yield is -0.25 over 52 weeks and -0.18 over 26 weeks. Next earnings are scheduled for 2026-10-29.
Figures reflect the official regular-session close for 2026-10-16.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-10-16, prior 2026-10-15)
close 1257.03
change +5.42 (+0.433%)
vs market S&P 500 -1.09% · Nasdaq 100 -2.50% (same day)
listing Exchange: NYSE, Currency: USD
range (as of 2026-10-16)
range 23.31
close pos 24.8% of range
moving averages (as of 2026-10-16)
20d MA 1178.76 price above by +6.64%
50d MA 1180.35 price above by +6.50%
200d MA 1079.91 price above by +16.40%
200d MA slope +1.27% over 20 sessions (rising)
price > all MAs
stack: 50d > 20d > 200d
20d MA last crossed below 50d MA: 2026-09-11 (35d ago)
20d MA last crossed above 200d MA: 2025-10-13 (368d ago)
50d MA last crossed above 200d MA: 2025-11-05 (345d ago)
volatility (as of 2026-10-16)
20d stdev 1.675% daily ≈ 26.6% annualised (×√252) (67th pct of own history, since 1972 (13673 obs))
5d vol 2.197% daily ≈ 34.9% annualised (×√252) (85th pct of own history, since 1972 (13688 obs))
60d vol 1.893% daily ≈ 30.1% annualised (×√252) (74th pct of own history, since 1972 (13633 obs))
120d vol 2.141% daily ≈ 34.0% annualised (×√252) (82nd pct of own history, since 1972 (13573 obs))
vs easing-2024 avg 0.74× (1.675% vs 2.258% era avg)
ATR (as of 2026-10-16)
ATR(14) 35.80
ATR% 2.85% (82nd pct of own history, since 1972 (13679 obs))
range/ATR 65.1%
relative volume (as of 2026-10-16)
RVOL 1.00x (today vs prior 20-day average, excl. today)
pctile 60th pct of own history, since 1972 (13673 obs)
avg vol 63d 2,470,217 (≈3-month average daily share volume)
52-week range (as of 2026-10-16)
high 1292.65 (-2.76% from high) [2026-08-19, 58d ago]
low 783.85 (+60.37% from low) [2025-10-17, 364d ago]
drawdown -2.76% from all-time intraday high, 58d 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 2026-10-16)
RSI(14) 68.56 (90th pct of own history, since 1972 (13679 obs))
last overbought 112d ago (2026-06-26)
last oversold 203d ago (2026-03-27)
MACD (as of 2026-10-16)
MACD(12,26,9) +15.46 (above signal) signal +5.07 hist +10.38
returns (as of 2026-10-16)
5d return +6.59% from 1179.27 on 2026-10-09 (95th pct of own history, since 1972 (13688 obs))
10d return +9.99% from 1142.85 on 2026-10-02 (96th pct of own history, since 1972 (13683 obs))
20d return +9.03% from 1152.93 on 2026-09-18 (87th pct of own history, since 1972 (13673 obs))
60d return +6.00% from 1185.87 on 2026-07-23 (62nd pct of own history, since 1972 (13633 obs))
120d return +44.77% from 868.27 on 2026-04-27 (98th pct of own history, since 1972 (13573 obs))
252d return +52.08% from 826.57 on 2025-10-15 (90th pct of own history, since 1972 (13441 obs))
YTD return +16.97% from 1074.68 on 2025-12-31
volatility by rate-era
pre-crisis (to 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 2026-10-15)
vs real yield (Δ) -0.18 (26w)
vs real yield (Δ) -0.25 (52w)
S&P 500 market factor (weekly returns) (as of 2026-10-16)
vs S&P 500 beta -0.68 corr -0.22 (26w)
vs S&P 500 beta +0.01 corr +0.01 (52w)
vs S&P 500 +8.54% rel (5d return)
vs S&P 500 +10.81% rel (10d return)
vs S&P 500 +8.91% rel (20d return)
vs S&P 500 +2.61% rel (60d return)
vs S&P 500 +37.26% rel (252d return)
vs Nasdaq 100 beta -0.50 corr -0.32 (26w)
vs Nasdaq 100 beta -0.21 corr -0.13 (52w)
vs Nasdaq 100 +12.11% rel (5d return)
vs Nasdaq 100 +15.30% rel (10d return)
vs Nasdaq 100 +10.64% rel (20d return)
vs Nasdaq 100 +3.42% rel (60d return)
vs Nasdaq 100 +34.21% rel (252d return)
vs XLV (Health Care) beta +1.41 corr +0.82 (26w)
vs XLV (Health Care) beta +1.55 corr +0.81 (52w)
vs XLV +3.14% rel (5d return)
vs XLV +3.65% rel (10d return)
vs XLV +4.09% rel (20d return)
vs XLV -3.46% rel (60d return)
vs XLV +28.12% rel (252d return)
earnings horizon
next earnings 2026-10-29 (13 days)
last reported 2026-08-05 (72 days ago)