Eli Lilly (LLY): RSI, moving averages, 52-week range · daily
On 2026-10-20, Eli Lilly (LLY) closed at 1283.66 USD, up 3.49% on the day. At the 2026-10-20 close, Eli Lilly (LLY) traded at 94.6% of its 52-week range. At the 2026-10-20 close, Eli Lilly (LLY) had an RSI(14) of 69.77, in the 92nd percentile of its history since 1972. Its 20-day return of +9.70% is in the 89th percentile of its history since 1972. The RSI(14) of Eli Lilly (LLY) last entered the overbought zone 116 days ago (2026-06-26) and the oversold zone 207 days ago (2026-03-27). It is trading above its 20-, 50- and 200-day moving averages. At the 2026-10-20 close, the 20/50/200-day moving averages of Eli Lilly (LLY) were 1188.21 / 1182.47 / 1081.75 USD, with price +8.03% / +8.56% / +18.66% against them. Ranked from highest to lowest, its moving averages are the 20-day, 50-day and 200-day. At the 2026-10-20 close, the 52-week range of Eli Lilly (LLY) was 793.82–1311.75 USD; it closed 2.14% below the high (0.8× its typical daily range) and 61.71% above the low (13.1× its typical daily range). The high was set today (2026-10-20) and the low 363 days ago (2025-10-22). At the 2026-10-20 close, Eli Lilly (LLY) was 2.14% below its all-time intraday high of 1311.75 USD, set today (2026-10-20). Its 20-day volatility is 1.855% daily, in the 74th percentile of its history since 1972. Its daily realised volatility is 2.278% over 5 days, 1.855% over 20 days, 1.950% over 60 days and 2.149% over 120 days. Annualised, these are 36.2%, 29.4%, 31.0% and 34.1% respectively. Its 14-day average true range (ATR) is 37.34 USD, 2.91% of price. It has returned +10.04% (99th percentile since 1972) over 5 days, +10.90% (97th) over 10 days, +9.70% (89th) over 20 days, +7.19% (66th) over 60 days, +50.80% (99th) over 120 days and +59.89% (93rd) over 252 days. Against the S&P 500, its weekly returns show a beta of -0.00 and a correlation of -0.00 over 52 weeks; over 26 weeks, a beta of -0.64 and a correlation of -0.22. Relative to the S&P 500, it has returned +11.23% (5-day), +12.26% (10-day), +10.37% (20-day), +3.15% (60-day) and +44.16% (252-day). Its weekly-return correlation with changes in the US 10-year TIPS real yield is -0.27 over 52 weeks and -0.25 over 26 weeks. Next earnings are scheduled for 2026-10-29.
Figures reflect the official regular-session close for 2026-10-20.
=== ELI LILLY (LLY) (USD) ===
price & change (as of 2026-10-20, prior 2026-10-19)
close 1283.66
change +43.32 (+3.493%)
vs market S&P 500 +0.28% · Nasdaq 100 -0.10% (same day)
listing Exchange: NYSE, Currency: USD
range (as of 2026-10-20)
range 51.58
close pos 45.5% of range
moving averages (as of 2026-10-20)
20d MA 1188.21 price above by +8.03%
50d MA 1182.47 price above by +8.56%
200d MA 1081.75 price above by +18.66%
200d MA slope +1.32% over 20 sessions (rising)
price > all MAs
stack: 20d > 50d > 200d
20d MA last crossed above 50d MA: 2026-10-19 (1d ago)
20d MA last crossed above 200d MA: 2025-10-13 (372d ago)
50d MA last crossed above 200d MA: 2025-11-05 (349d ago)
volatility (as of 2026-10-20)
20d stdev 1.855% daily ≈ 29.4% annualised (×√252) (74th pct of own history, since 1972 (13675 obs))
5d vol 2.278% daily ≈ 36.2% annualised (×√252) (87th pct of own history, since 1972 (13690 obs))
60d vol 1.950% daily ≈ 31.0% annualised (×√252) (76th pct of own history, since 1972 (13635 obs))
120d vol 2.149% daily ≈ 34.1% annualised (×√252) (83rd pct of own history, since 1972 (13575 obs))
vs easing-2024 avg 0.82× (1.855% vs 2.259% era avg)
ATR (as of 2026-10-20)
ATR(14) 37.34
ATR% 2.91% (84th pct of own history, since 1972 (13681 obs))
range/ATR 138.1%
relative volume (as of 2026-10-20)
RVOL 1.30x (today vs prior 20-day average, excl. today)
pctile 80th pct of own history, since 1972 (13675 obs)
avg vol 63d 2,490,506 (≈3-month average daily share volume)
52-week range (as of 2026-10-20)
high 1311.75 (-2.14% from high) [2026-10-20, 0d ago]
low 793.82 (+61.71% from low) [2025-10-22, 363d ago]
drawdown -2.14% from all-time intraday high, 0d ago (2026-10-20)
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 2026-10-20)
RSI(14) 69.77 (92nd pct of own history, since 1972 (13681 obs))
last overbought 116d ago (2026-06-26)
last oversold 207d ago (2026-03-27)
MACD (as of 2026-10-20)
MACD(12,26,9) +22.80 (above signal) signal +10.65 hist +12.15
returns (as of 2026-10-20)
5d return +10.04% from 1166.51 on 2026-10-13 (99th pct of own history, since 1972 (13690 obs))
10d return +10.90% from 1157.49 on 2026-10-06 (97th pct of own history, since 1972 (13685 obs))
20d return +9.70% from 1170.14 on 2026-09-22 (89th pct of own history, since 1972 (13675 obs))
60d return +7.19% from 1197.53 on 2026-07-27 (66th pct of own history, since 1972 (13635 obs))
120d return +50.80% from 851.21 on 2026-04-29 (99th pct of own history, since 1972 (13575 obs))
252d return +59.89% from 802.83 on 2025-10-17 (93rd pct of own history, since 1972 (13443 obs))
YTD return +19.45% 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 2026-10-19)
vs real yield (Δ) -0.25 (26w)
vs real yield (Δ) -0.27 (52w)
S&P 500 market factor (weekly returns) (as of 2026-10-20)
vs S&P 500 beta -0.64 corr -0.22 (26w)
vs S&P 500 beta -0.00 corr -0.00 (52w)
vs S&P 500 +11.23% rel (5d return)
vs S&P 500 +12.26% rel (10d return)
vs S&P 500 +10.37% rel (20d return)
vs S&P 500 +3.15% rel (60d return)
vs S&P 500 +44.16% rel (252d return)
vs Nasdaq 100 beta -0.44 corr -0.30 (26w)
vs Nasdaq 100 beta -0.22 corr -0.13 (52w)
vs Nasdaq 100 +13.53% rel (5d return)
vs Nasdaq 100 +16.43% rel (10d return)
vs Nasdaq 100 +13.69% rel (20d return)
vs Nasdaq 100 +1.99% rel (60d return)
vs Nasdaq 100 +41.07% rel (252d return)
vs XLV (Health Care) beta +1.39 corr +0.80 (26w)
vs XLV (Health Care) beta +1.55 corr +0.81 (52w)
vs XLV +4.05% rel (5d return)
vs XLV +3.28% rel (10d return)
vs XLV +3.86% rel (20d return)
vs XLV -2.86% rel (60d return)
vs XLV +34.38% rel (252d return)
earnings horizon
next earnings 2026-10-29 (9 days)
last reported 2026-08-05 (76 days ago)