daytrend

10/31/2016

Filed under: Market Stats — daytrend @ 10:02 am

Market Stats at 11:01 am ET
by daytrend on 20161031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 812.

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

COMPARED TO YESTERDAY’S RANGE (20161031 11:01 am ET)
11.9% of stocks are above yesterday’s high.
44.3% are above yesterday’s midpoint. (55.7% are below.)
19.6% are below yesterday’s low.
68.5% are inside yesterday’s range.
27.3% of stocks with today’s high > yesterday’s high. (72.7% less than).
31.7% of stocks with today’s low < yesterday’s low. (68.3% greater than).

EVIDENCE OF INTRADAY TREND (20161031 11:01 am ET)
37.1% of stocks are above today’s open. (61.6% are below).
34.0% of stocks are above today’s open and yesterday’s close.
44.0% are below both.
5.9% of stocks opened above yesterday’s high.
72.9% of stocks opened above yesterday’s close. (22.4% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161031 11:01 am ET)
4.8% of stocks are in the top 10% of today’s range.
12.3% are in the top 20%.
39.4% are in the top half. 60.6% of stocks are in the bottom half of today’s range.
28.1% are in the bottom 20%.
11.1% are in the bottom 10%.

GAIN (20161031 11:01 am ET)
53.1% of stocks are above yesterday’s close. (46.9% are below.)
0.4% are up 4.5% or more. 1.6% are down 4.5% or more.
0.7% are up 3.5% or more. 3.0% are down 3.5% or more.
70.0% are between +1% and -1%.

RSI on DAILY (20161031 11:01 am ET)
2-day: >=95:3.0%…>=90:6.4%…>=80:15.8%…>=50:42.9%…<=20:30.5%…<=10:21.9%…<=5:14.0%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.4%…>=50:33.3%…<=20:5.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:31.3%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161031 11:01 am ET)
11.9% above previous 1 highs, 19.6% below previous 1 lows
7.3% above previous 2 highs, 16.9% below previous 2 lows
5.2% above previous 3 highs, 14.4% below previous 3 lows
4.2% above previous 4 highs, 14.2% below previous 4 lows
3.3% above previous 5 highs, 13.9% below previous 5 lows
3.3% above previous 6 highs, 13.2% below previous 6 lows
3.1% above previous 7 highs, 13.1% below previous 7 lows
3.1% above previous 8 highs, 12.7% below previous 8 lows
3.1% above previous 9 highs, 11.9% below previous 9 lows
3.1% above previous 10 highs, 11.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161031 11:01 am ET)
53.1% are above or equal to 10/28 close (1 days ago), 46.9% are below.
53.0% are above or equal to 10/27 close (2 days ago), 47.0% are below.
36.8% are above or equal to 10/26 close (3 days ago), 63.2% are below.
34.1% are above or equal to 10/25 close (4 days ago), 65.9% are below.
27.7% are above or equal to 10/24 close (5 days ago), 72.3% are below.
32.6% are above or equal to 10/21 close (6 days ago), 67.4% are below.
34.4% are above or equal to 10/20 close (7 days ago), 65.6% are below.
31.5% are above or equal to 10/19 close (8 days ago), 68.5% are below.
36.3% are above or equal to 10/18 close (9 days ago), 63.7% are below.
42.7% are above or equal to 10/17 close (10 days ago), 57.3% are below.
40.6% are above or equal to 10/14 close (11 days ago), 59.4% are below.
40.6% are above or equal to 10/13 close (12 days ago), 59.4% are below.
37.2% are above or equal to 10/12 close (13 days ago), 62.8% are below.
40.4% are above or equal to 10/11 close (14 days ago), 59.6% are below.
30.9% are above or equal to 10/10 close (15 days ago), 69.1% are below.
34.1% are above or equal to 10/7 close (16 days ago), 65.9% are below.
31.9% are above or equal to 10/6 close (17 days ago), 68.1% are below.
32.6% are above or equal to 10/5 close (18 days ago), 67.4% are below.
35.8% are above or equal to 10/4 close (19 days ago), 64.2% are below.
32.5% are above or equal to 10/3 close (20 days ago), 67.5% are below.
28.8% are above or equal to 9/30 close (21 days ago), 71.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161031 11:01 am ET)
20d: 3.9% new highs, 15.0% new lows
21d: 3.8% new highs, 14.5% new lows
42d: 3.0% new highs, 10.1% new lows
63d: 2.7% new highs, 8.1% new lows
126d: 1.4% new highs, 3.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161031 11:01 am ET)
2-day: 51.5% above, 48.5% below
3-day: 52.7% above, 47.3% below
4-day: 44.6% above, 55.4% below
5-day: 39.8% above, 60.2% below
8-day: 32.9% above, 67.1% below
10-day: 33.7% above, 66.3% below
20-day: 34.0% above, 66.0% below
50-day: 31.3% above, 68.7% below
200-day: 61.0% above, 39.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161031 11:01 am ET)
MATE(23): 0.59% Top=WM MLM CAA LEN RSG KBH PHM VMC ….. FAST WY SRCL WCN USG EME PWR FLR=Bottom (Materials & Construction)
MANU(36): 0.55% Top=ROP KMT ITT DE AGCO IR ETN TTC ….. MRC CAT LII HON XYL SWK DOV ATI=Bottom (Manufacturing)
INSU(29): 0.39% Top=L XL ORI UNM AIZ CNO PRU FAF ….. MMC HIG AFSI VR TRV AON RDN MTG=Bottom (Insurance)
REAL(93): 0.35% Top=UDR LPT AIV BDN EQR MAA EQC CPT ….. CBG ALLY EDR DFT MAC QTS CBL CONE=Bottom (Real Estate)
CONS(50): 0.20% Top=FOSL FBHS KATE GT SKX HAR AVY EL ….. WWW ENR KS PAY FL NWL AVP NKE=Bottom (Consumer)
DISV(45): 0.16% Top=CXW GEO RHI CAR FDC AMN SERV MYGN ….. INFO SBAC ACM AL KBR VNTV RRD YY=Bottom (Diversified Services)
META(27): 0.10% Top=NEM STLD SCCO AG RGLD ABX SLW AEM ….. SSRI CMC AGI SLCA X CCJ FMSA CENX=Bottom (Metals & Mining)
TRAN(24): 0.08% Top=TRN CSX SWFT NSC AAL WAB FDX JBHT ….. CNI ODFL ALK DAL KSU JBLU SAVE NAT=Bottom (Transportation)
ELEC(46): 0.02% Top=BRKR FTV QRVO SIMO MU SNPS AMD LRCX ….. SCTY CAVM DLB HIMX SPWR CRUS FLEX FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(47): -0.02% Top=DVA EVHC AMSG ESRX DXCM PRXL BKD DGX ….. ABMD ACHC HCA NUVA THC IART EW ZBH=Bottom (Health)
RETA(55): -0.04% Top=ETSY M KORS AMZN JCP WBA SIG CVS ….. LOW COST NFLX URBN FINL WFM LB ANF=Bottom (Retail & Specialty Retail)
LEIS(30): -0.04% Top=DRI WYN MAR HLT RCL QSR EAT TXRH ….. BYD DNKN JACK BLMN CMG EXPE SONC GPRO=Bottom (Leisure)
FINA(85): -0.06% Top=YRD BOFI EFX CIT MTB NYCB FITB RF ….. LAZ AMP IVZ NAVI WDR LM AMG WETF=Bottom (Banks/Financials)
COSW(79): -0.06% Top=CHKP PFPT SHOP VIPS NOW FFIV MSCI FTNT ….. MTCH NUAN XRX TWLO WUBA SINA WB TEAM=Bottom (Computer Software/Internet)
COHW(34): -0.42% Top=LVLT ZAYO QCOM PANW STX ARRS JNPR TMUS ….. TDC S MSI BBRY COMM INFN VG CTL=Bottom (Computer Hardware/Telecom)
CHEM(25): -0.61% Top=ALB CE PPG PX SHW GRA PAH MON ….. DOW OLN DD CF MOS IFF HUN CC=Bottom (Chemicals/Fertilizers)
ENER(84): -1.88% Top=HFC MPLX MPC MDU PSX NFG CVX VLO ….. ATW SN CPE EEP CRC WLL OAS REN=Bottom (Energy)

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 11:01 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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