daytrend

10/11/2016

Filed under: Market Stats — daytrend @ 10:04 am

Market Stats at 11:04 am ET
by daytrend on 20161011. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 916.

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

COMPARED TO YESTERDAY’S RANGE (20161011 11:04 am ET)
1.6% of stocks are above yesterday’s high.
10.6% are above yesterday’s midpoint. (89.4% are below.)
65.3% are below yesterday’s low.
33.1% are inside yesterday’s range.
11.9% of stocks with today’s high > yesterday’s high. (88.1% less than).
76.3% of stocks with today’s low < yesterday’s low. (23.7% greater than).

EVIDENCE OF INTRADAY TREND (20161011 11:04 am ET)
11.6% of stocks are above today’s open. (87.6% are below).
4.8% of stocks are above today’s open and yesterday’s close.
85.3% are below both.
2.8% of stocks opened above yesterday’s high.
16.9% of stocks opened above yesterday’s close. (77.1% opened below yesterday’s close).
26.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161011 11:04 am ET)
0.3% of stocks are in the top 10% of today’s range.
1.2% are in the top 20%.
12.2% are in the top half. 87.8% of stocks are in the bottom half of today’s range.
67.2% are in the bottom 20%.
52.8% are in the bottom 10%.

GAIN (20161011 11:04 am ET)
7.8% of stocks are above yesterday’s close. (92.2% are below.)
0.0% are up 4.5% or more. 1.7% are down 4.5% or more.
0.0% are up 3.5% or more. 3.5% are down 3.5% or more.
44.9% are between +1% and -1%.

RSI on DAILY (20161011 11:04 am ET)
2-day: >=95:0.9%…>=90:1.2%…>=80:3.9%…>=50:18.0%…<=20:37.7%…<=10:17.7%…<=5:8.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:35.6%…<=20:1.5%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:39.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161011 11:04 am ET)
1.6% above previous 1 highs, 65.3% below previous 1 lows
1.3% above previous 2 highs, 38.1% below previous 2 lows
1.3% above previous 3 highs, 33.0% below previous 3 lows
1.1% above previous 4 highs, 30.5% below previous 4 lows
0.9% above previous 5 highs, 25.9% below previous 5 lows
0.7% above previous 6 highs, 23.7% below previous 6 lows
0.5% above previous 7 highs, 20.6% below previous 7 lows
0.5% above previous 8 highs, 18.6% below previous 8 lows
0.5% above previous 9 highs, 16.9% below previous 9 lows
0.5% above previous 10 highs, 14.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161011 11:04 am ET)
7.8% are above or equal to 10/10 close (1 days ago), 92.2% are below.
38.4% are above or equal to 10/7 close (2 days ago), 61.6% are below.
28.9% are above or equal to 10/6 close (3 days ago), 71.1% are below.
32.5% are above or equal to 10/5 close (4 days ago), 67.5% are below.
41.5% are above or equal to 10/4 close (5 days ago), 58.5% are below.
35.8% are above or equal to 10/3 close (6 days ago), 64.2% are below.
33.2% are above or equal to 9/30 close (7 days ago), 66.8% are below.
44.0% are above or equal to 9/29 close (8 days ago), 56.0% are below.
35.8% are above or equal to 9/28 close (9 days ago), 64.2% are below.
41.2% are above or equal to 9/27 close (10 days ago), 58.8% are below.
48.1% are above or equal to 9/26 close (11 days ago), 51.9% are below.
39.6% are above or equal to 9/23 close (12 days ago), 60.4% are below.
35.6% are above or equal to 9/22 close (13 days ago), 64.4% are below.
42.4% are above or equal to 9/21 close (14 days ago), 57.6% are below.
54.5% are above or equal to 9/20 close (15 days ago), 45.5% are below.
50.4% are above or equal to 9/19 close (16 days ago), 49.6% are below.
52.6% are above or equal to 9/16 close (17 days ago), 47.4% are below.
50.0% are above or equal to 9/15 close (18 days ago), 50.0% are below.
57.9% are above or equal to 9/14 close (19 days ago), 42.1% are below.
55.6% are above or equal to 9/13 close (20 days ago), 44.4% are below.
43.3% are above or equal to 9/12 close (21 days ago), 56.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161011 11:04 am ET)
20d: 3.1% new highs, 10.7% new lows
21d: 3.1% new highs, 9.7% new lows
42d: 2.5% new highs, 8.4% new lows
63d: 2.4% new highs, 5.9% new lows
126d: 2.1% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161011 11:04 am ET)
2-day: 7.0% above, 93.0% below
3-day: 20.5% above, 79.5% below
4-day: 23.5% above, 76.5% below
5-day: 26.1% above, 73.9% below
8-day: 29.1% above, 70.9% below
10-day: 31.8% above, 68.2% below
20-day: 41.6% above, 58.4% below
50-day: 42.7% above, 57.3% below
200-day: 69.0% above, 31.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161011 11:04 am ET)
REAL(98): -0.47% Top=CBL CUZ AMH WRI COR SNH SBRA PKY ….. SHO O SC DRH HST RLJ PEB LHO=Bottom (Real Estate)
INSU(32): -0.68% Top=AFSI AWH VR UNM AXS MET MTG XL ….. AJG MMC AON CNO HIG PRI BRO WLTW=Bottom (Insurance)
TRAN(30): -0.70% Top=KSU JBLU LUV AAL NSC ALK CNI CP ….. SWFT DAL KEX TRN HA AIRM NAT BRS=Bottom (Transportation)
LEIS(37): -0.76% Top=YUM WYNN ZOES LVS TXRH ISLE MGM BLMN ….. BYD PNRA WYN HLT SHAK QSR CMG GPRO=Bottom (Leisure)
FINA(95): -0.96% Top=OZRK CBOE BANC HBHC SBNY ISBC VOYA SYF ….. HAWK WETF LM JNS BOFI AMG BEN YRD=Bottom (Banks/Financials)
CONS(59): -1.07% Top=HBI UA EL COTY NLS BMS NKE CHD ….. CCK BLL ENR MAT HAR KATE GIII FN=Bottom (Consumer)
MANU(38): -1.10% Top=CMI DOV AGCO GE CAT DE GNRC KMT ….. CFX SNA ATU DHR SWK DDD IR ATI=Bottom (Manufacturing)
MATE(31): -1.15% Top=USCR WCN WM WCIC KBH OC CAA WY ….. PWR TPH AWI EXP TTS DY FAST SUM=Bottom (Materials & Construction)
RETA(64): -1.19% Top=KR GPS DDS TIF M JWN SIG KSS ….. WSM SPLS FINL BABA SHLD ETSY BID RH=Bottom (Retail & Specialty Retail)
ENER(90): -1.34% Top=TSO PE FANG CPPL MTDR MPC WNR CWEI ….. FTI PBF WLL MUR REN MRO DK SN=Bottom (Energy)
DISV(44): -1.48% Top=CXW SBAC ADS SCI HRB CATM BAH SCOR ….. TRU GEO VNTV URI CAR GPN YY KBR=Bottom (Diversified Services)
COSW(94): -1.59% Top=TWTR TIVO IMPV IMS GOOG VMW GDDY N ….. WDAY CRM MSCI BITA ATHM MDRX VIPS WB=Bottom (Computer Software/Internet)
CHEM(30): -1.67% Top=MEOH CHMT POT MON GPRE CE DD AGU ….. UNVR PPG APD FTK PAH OLN CC HUN=Bottom (Chemicals/Fertilizers)
COHW(42): -1.70% Top=AAPL ACIA CCI CTL BCE S T ZAYO ….. INFN SSYS ANET WDC GIMO STX LITE OLED=Bottom (Computer Hardware/Telecom)
META(26): -1.73% Top=CCJ CMC NUE ABX SCCO STLD SLCA CNX ….. SWC TCK PAAS CDE X AG FCX AA=Bottom (Metals & Mining)
ELEC(52): -1.98% Top=SIMO SCTY FTV ISIL NPTN GLW JBL FSLR ….. AMBA CY MSCC FIT AMD HIMX MU PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(54): -2.01% Top=PINC HCA HLS UHS WST DVA VAR DGX ….. PKI NUVA MOH ZBH CYH IRWD STJ ABT=Bottom (Health)

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 11:04 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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