daytrend

11/30/2016

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20161130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 863.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161130 Closing)
25.3% of stocks are above yesterday’s high.
41.6% are above yesterday’s midpoint. (58.4% are below.)
34.4% are below yesterday’s low.
40.3% are inside yesterday’s range.
49.8% of stocks with today’s high > yesterday’s high. (50.2% less than).
51.0% of stocks with today’s low < yesterday’s low. (49.0% greater than).

EVIDENCE OF INTRADAY TREND (20161130 Closing)
32.0% of stocks are above today’s open. (65.0% are below).
28.7% of stocks are above today’s open and yesterday’s close.
53.2% are below both.
28.9% of stocks opened above yesterday’s high.
66.2% of stocks opened above yesterday’s close. (29.7% opened below yesterday’s close).
8.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161130 Closing)
4.3% of stocks are in the top 10% of today’s range.
10.9% are in the top 20%.
35.5% are in the top half. 64.5% of stocks are in the bottom half of today’s range.
36.5% are in the bottom 20%.
21.9% are in the bottom 10%.

GAIN (20161130 Closing)
43.2% of stocks are above yesterday’s close. (56.8% are below.)
8.8% are up 4.5% or more. 1.2% are down 4.5% or more.
10.7% are up 3.5% or more. 3.8% are down 3.5% or more.
37.9% are between +1% and -1%.

RSI on DAILY (20161130 Closing)
2-day: >=95:2.9%…>=90:6.0%…>=80:19.1%…>=50:41.5%…<=20:29.8%…<=10:15.3%…<=5:6.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.1%…>=50:68.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:70.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161130 Closing)
25.3% above previous 1 highs, 34.4% below previous 1 lows
19.2% above previous 2 highs, 30.2% below previous 2 lows
17.1% above previous 3 highs, 27.3% below previous 3 lows
15.6% above previous 4 highs, 20.9% below previous 4 lows
14.6% above previous 5 highs, 17.4% below previous 5 lows
13.8% above previous 6 highs, 14.9% below previous 6 lows
13.8% above previous 7 highs, 12.9% below previous 7 lows
13.7% above previous 8 highs, 10.7% below previous 8 lows
13.4% above previous 9 highs, 8.9% below previous 9 lows
13.2% above previous 10 highs, 7.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161130 Closing)
43.2% are above or equal to 11/29 close (1 days ago), 56.8% are below.
47.9% are above or equal to 11/28 close (2 days ago), 52.1% are below.
35.6% are above or equal to 11/25 close (3 days ago), 64.4% are below.
42.4% are above or equal to 11/23 close (4 days ago), 57.6% are below.
48.8% are above or equal to 11/22 close (5 days ago), 51.2% are below.
57.4% are above or equal to 11/21 close (6 days ago), 42.6% are below.
65.2% are above or equal to 11/18 close (7 days ago), 34.8% are below.
64.1% are above or equal to 11/17 close (8 days ago), 35.9% are below.
70.8% are above or equal to 11/16 close (9 days ago), 29.2% are below.
68.0% are above or equal to 11/15 close (10 days ago), 32.0% are below.
70.5% are above or equal to 11/14 close (11 days ago), 29.5% are below.
77.6% are above or equal to 11/11 close (12 days ago), 22.4% are below.
77.2% are above or equal to 11/10 close (13 days ago), 22.8% are below.
76.2% are above or equal to 11/9 close (14 days ago), 23.8% are below.
74.7% are above or equal to 11/8 close (15 days ago), 25.3% are below.
76.6% are above or equal to 11/7 close (16 days ago), 23.4% are below.
82.7% are above or equal to 11/4 close (17 days ago), 17.3% are below.
82.9% are above or equal to 11/3 close (18 days ago), 17.1% are below.
80.9% are above or equal to 11/2 close (19 days ago), 19.1% are below.
77.4% are above or equal to 11/1 close (20 days ago), 22.6% are below.
73.8% are above or equal to 10/31 close (21 days ago), 26.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161130 Closing)
20d: 23.4% new highs, 2.4% new lows
21d: 23.2% new highs, 2.4% new lows
42d: 18.3% new highs, 2.1% new lows
63d: 16.1% new highs, 2.0% new lows
126d: 14.1% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161130 Closing)
2-day: 40.6% above, 59.4% below
3-day: 43.5% above, 56.5% below
4-day: 39.5% above, 60.5% below
5-day: 40.7% above, 59.3% below
8-day: 50.8% above, 49.2% below
10-day: 56.2% above, 43.8% below
20-day: 76.8% above, 23.2% below
50-day: 67.9% above, 32.1% below
200-day: 67.2% above, 32.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161130 Closing)
ENER(87): 9.94% Top=CRC WLL OAS WPX SM CLR NBR CPE ….. SEP RICE SWN MDU RRC VLO COG PBF=Bottom (Energy)
CHEM(27): 1.52% Top=WLK CF MOS CC POT DD DOW CE ….. TROX SMG RPM PX ASH PPG GRA SHW=Bottom (Chemicals/Fertilizers)
TRAN(28): 1.31% Top=BRS TK EGLE TRN CSX CP NSC JBHT ….. UPS NAT ALK DAL AAL UAL LUV JBLU=Bottom (Transportation)
MANU(41): 1.30% Top=MRC ATI FLS CFX ITT DOV EMR AME ….. IR GE BWXT TTC SWK DDD MHK DHR=Bottom (Manufacturing)
FINA(90): 0.99% Top=BAC GS OMF CFG ZION SLM OZRK CMA ….. BX ISBC NDAQ PYPL YRD EFX CBSH BOFI=Bottom (Banks/Financials)
META(29): 0.81% Top=FMSA SLCA X FCX AKS SWC CNX SCCO ….. AEM FNV CDE SLW HL RGLD ABX NEM=Bottom (Metals & Mining)
INSU(34): -0.32% Top=MET LNC CNO MBI BRO PRU UNM TMK ….. MTG AXS AFSI AJG ORI FNF CLGX FAF=Bottom (Insurance)
DISV(46): -0.44% Top=URI HRI CXW KBR RBA AL INFO ATHN ….. FDC V MYGN TRU VNTV GPN WOOF YY=Bottom (Diversified Services)
COHW(37): -0.55% Top=BBRY JNPR QCOM HPQ WDC STX PANW NTAP ….. S CCI TMUS T ARRS FNSR VG CTL=Bottom (Computer Hardware/Telecom)
MATE(25): -0.59% Top=MDR EXP PWR USG FLR SUM FAST MLM ….. EME KBH CAA OC TOL SRCL LEN DHI=Bottom (Materials & Construction)
LEIS(35): -0.75% Top=WYNN GPRO HLT LVS DRI CMG SHAK SIX ….. ARMK RRR BYD RCL WEN H CCL SONC=Bottom (Leisure)
ELEC(50): -0.89% Top=CSIQ FSLR FIT MU TEL HIMX GRMN MCHP ….. OCLR WAT KLAC BRKR AVGO CRUS MXL IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(62): -0.89% Top=W TIF PAG CVS KAR BID TLRD AN ….. KR KORS URBN ETSY FINL MELI ANF AEO=Bottom (Retail & Specialty Retail)
HEAL(49): -0.93% Top=VWR THC AMSG EVHC ELGX UNH ABMD PRXL ….. HOLX ANTM BDX BCR ALGN COO XRAY DXCM=Bottom (Health)
REAL(94): -1.10% Top=HST LHO SC DRH PEB RLJ ALLY OUT ….. SRC BRX CONE AMT DFT WPG MGP GPT=Bottom (Real Estate)
CONS(50): -1.20% Top=SKX ENR BC OI WRK ECL MAT GIL ….. SEE WWW KATE CRI RL TUP FOSL COTY=Bottom (Consumer)
COSW(79): -1.25% Top=SQ TWTR TWLO CHKP MDSO MDRX SPLK WDAY ….. YELP GRUB BR ADSK ATVI PFPT MTCH NTNX=Bottom (Computer Software/Internet)

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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 3:09 pm

Market Stats at 3:09 pm ET
by daytrend on 20161130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 863.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161130 3:09 pm ET)
25.6% of stocks are above yesterday’s high.
40.8% are above yesterday’s midpoint. (59.2% are below.)
36.6% are below yesterday’s low.
37.8% are inside yesterday’s range.
50.8% of stocks with today’s high > yesterday’s high. (49.2% less than).
51.3% of stocks with today’s low < yesterday’s low. (48.7% greater than).

EVIDENCE OF INTRADAY TREND (20161130 3:09 pm ET)
31.3% of stocks are above today’s open. (67.2% are below).
27.1% of stocks are above today’s open and yesterday’s close.
54.0% are below both.
29.4% of stocks opened above yesterday’s high.
67.4% of stocks opened above yesterday’s close. (30.1% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161130 3:09 pm ET)
4.1% of stocks are in the top 10% of today’s range.
10.0% are in the top 20%.
32.3% are in the top half. 67.7% of stocks are in the bottom half of today’s range.
37.4% are in the bottom 20%.
24.7% are in the bottom 10%.

GAIN (20161130 3:09 pm ET)
41.7% of stocks are above yesterday’s close. (58.3% are below.)
8.6% are up 4.5% or more. 1.3% are down 4.5% or more.
10.5% are up 3.5% or more. 3.8% are down 3.5% or more.
39.2% are between +1% and -1%.

RSI on DAILY (20161130 3:09 pm ET)
2-day: >=95:2.9%…>=90:6.5%…>=80:18.9%…>=50:40.2%…<=20:29.2%…<=10:14.9%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.0%…>=50:67.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:70.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161130 3:09 pm ET)
25.6% above previous 1 highs, 36.6% below previous 1 lows
18.7% above previous 2 highs, 31.2% below previous 2 lows
16.6% above previous 3 highs, 28.0% below previous 3 lows
15.1% above previous 4 highs, 21.3% below previous 4 lows
14.5% above previous 5 highs, 17.6% below previous 5 lows
13.6% above previous 6 highs, 15.9% below previous 6 lows
13.6% above previous 7 highs, 13.4% below previous 7 lows
13.4% above previous 8 highs, 11.1% below previous 8 lows
13.0% above previous 9 highs, 9.5% below previous 9 lows
12.7% above previous 10 highs, 7.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161130 3:09 pm ET)
41.7% are above or equal to 11/29 close (1 days ago), 58.3% are below.
45.5% are above or equal to 11/28 close (2 days ago), 54.5% are below.
35.7% are above or equal to 11/25 close (3 days ago), 64.3% are below.
42.9% are above or equal to 11/23 close (4 days ago), 57.1% are below.
48.4% are above or equal to 11/22 close (5 days ago), 51.6% are below.
58.1% are above or equal to 11/21 close (6 days ago), 41.9% are below.
65.6% are above or equal to 11/18 close (7 days ago), 34.4% are below.
64.9% are above or equal to 11/17 close (8 days ago), 35.1% are below.
71.0% are above or equal to 11/16 close (9 days ago), 29.0% are below.
68.0% are above or equal to 11/15 close (10 days ago), 32.0% are below.
70.8% are above or equal to 11/14 close (11 days ago), 29.2% are below.
77.4% are above or equal to 11/11 close (12 days ago), 22.6% are below.
76.7% are above or equal to 11/10 close (13 days ago), 23.3% are below.
75.4% are above or equal to 11/9 close (14 days ago), 24.6% are below.
75.6% are above or equal to 11/8 close (15 days ago), 24.4% are below.
76.8% are above or equal to 11/7 close (16 days ago), 23.2% are below.
82.9% are above or equal to 11/4 close (17 days ago), 17.1% are below.
83.0% are above or equal to 11/3 close (18 days ago), 17.0% are below.
81.0% are above or equal to 11/2 close (19 days ago), 19.0% are below.
77.3% are above or equal to 11/1 close (20 days ago), 22.7% are below.
73.9% are above or equal to 10/31 close (21 days ago), 26.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161130 3:09 pm ET)
20d: 23.9% new highs, 2.3% new lows
21d: 23.6% new highs, 2.3% new lows
42d: 18.4% new highs, 2.0% new lows
63d: 16.1% new highs, 1.9% new lows
126d: 14.3% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161130 3:09 pm ET)
2-day: 40.8% above, 59.2% below
3-day: 41.9% above, 58.1% below
4-day: 38.8% above, 61.2% below
5-day: 40.3% above, 59.7% below
8-day: 50.9% above, 49.1% below
10-day: 57.6% above, 42.4% below
20-day: 76.4% above, 23.6% below
50-day: 67.6% above, 32.4% below
200-day: 66.9% above, 33.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161130 3:09 pm ET)
ENER(87): 9.17% Top=CRC WLL OAS WPX CLR SM NBR SN ….. AR MDU RICE SWN RRC VLO COG PBF=Bottom (Energy)
CHEM(27): 1.63% Top=WLK CF MOS POT CC AGU DOW CE ….. IFF AXTA RPM ASH PX PPG SHW GRA=Bottom (Chemicals/Fertilizers)
TRAN(28): 1.37% Top=BRS TK TRN EGLE CSX CP NSC JBHT ….. CHRW ALK DAL UAL AAL LUV NAT JBLU=Bottom (Transportation)
MANU(41): 1.31% Top=MRC ATI FLS DOV CFX ITT EMR AME ….. TTC GE AOS BWXT SWK MHK DDD DHR=Bottom (Manufacturing)
FINA(90): 0.97% Top=BAC GS OZRK CFG OMF SLM ZION CMA ….. HOMB NSAM PYPL NDAQ YRD EFX CBSH BOFI=Bottom (Banks/Financials)
META(29): 0.56% Top=FMSA SLCA X FCX SCCO CNX AKS STLD ….. ARNC AEM SLW CDE RGLD ABX HL NEM=Bottom (Metals & Mining)
INSU(34): -0.27% Top=MET CNO LNC MBI BRO TMK PRU HIG ….. MTG FNF ORI AJG AXS AFSI CLGX FAF=Bottom (Insurance)
DISV(46): -0.45% Top=URI HRI KBR CXW RBA JEC ACM INFO ….. FDC V GPN TRU VNTV MYGN WOOF YY=Bottom (Diversified Services)
MATE(25): -0.48% Top=MDR PWR EXP FLR USG FAST SUM MLM ….. PHM TPH MAS TOL OC LEN DHI SRCL=Bottom (Materials & Construction)
COHW(37): -0.63% Top=BBRY JNPR HPQ QCOM WDC PANW STX ZAYO ….. VSAT TMUS CCI VIAV VG CTL ARRS FNSR=Bottom (Computer Hardware/Telecom)
LEIS(35): -0.78% Top=GPRO WYNN HLT LVS SIX CMG PNRA DRI ….. QSR ARMK WEN RCL H BYD CCL SONC=Bottom (Leisure)
ELEC(50): -0.80% Top=FSLR HIMX TEL MU GRMN FIT CSIQ NVDA ….. WAT SPWR AVGO CRUS BRKR MXL OCLR IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(62): -1.05% Top=W TIF BID CVS KAR PAG CHS DSW ….. LB BIG ETSY URBN FINL MELI ANF AEO=Bottom (Retail & Specialty Retail)
REAL(94): -1.08% Top=LHO HST PEB DRH OUT RLJ ALLY SHO ….. VER SRC AMT DFT MGP CONE WPG GPT=Bottom (Real Estate)
HEAL(49): -1.10% Top=VWR AMSG THC EVHC UNH ACHC ABMD PRXL ….. HOLX ANTM BDX BCR ALGN COO XRAY DXCM=Bottom (Health)
COSW(79): -1.21% Top=SQ SPLK TWLO TWTR CHKP AZPN SYMC WDAY ….. BR TTD GRUB YELP ATVI PFPT NTNX MTCH=Bottom (Computer Software/Internet)
CONS(50): -1.22% Top=SKX BC ENR OI WRK MAT PVH ECL ….. CRI COH TUP WWW KATE RL FOSL COTY=Bottom (Consumer)

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 3:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

 

Filed under: Market Stats — daytrend @ 10:51 am

Market Stats at 10:50 am ET
by daytrend on 20161130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 863.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161130 10:50 am ET)
26.1% of stocks are above yesterday’s high.
48.0% are above yesterday’s midpoint. (52.0% are below.)
21.2% are below yesterday’s low.
52.7% are inside yesterday’s range.
48.3% of stocks with today’s high > yesterday’s high. (51.7% less than).
40.1% of stocks with today’s low < yesterday’s low. (59.9% greater than).

EVIDENCE OF INTRADAY TREND (20161130 10:50 am ET)
37.1% of stocks are above today’s open. (61.6% are below).
30.2% of stocks are above today’s open and yesterday’s close.
42.8% are below both.
29.4% of stocks opened above yesterday’s high.
67.4% of stocks opened above yesterday’s close. (30.1% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161130 10:50 am ET)
8.7% of stocks are in the top 10% of today’s range.
16.2% are in the top 20%.
39.5% are in the top half. 60.5% of stocks are in the bottom half of today’s range.
27.9% are in the bottom 20%.
16.9% are in the bottom 10%.

GAIN (20161130 10:50 am ET)
50.4% of stocks are above yesterday’s close. (49.6% are below.)
7.4% are up 4.5% or more. 0.6% are down 4.5% or more.
9.2% are up 3.5% or more. 0.8% are down 3.5% or more.
57.9% are between +1% and -1%.

RSI on DAILY (20161130 10:50 am ET)
2-day: >=95:4.6%…>=90:7.2%…>=80:20.2%…>=50:50.2%…<=20:19.4%…<=10:9.8%…<=5:3.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.1%…>=50:74.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:73.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161130 10:50 am ET)
26.1% above previous 1 highs, 21.2% below previous 1 lows
18.0% above previous 2 highs, 17.4% below previous 2 lows
15.2% above previous 3 highs, 15.6% below previous 3 lows
13.6% above previous 4 highs, 11.9% below previous 4 lows
12.6% above previous 5 highs, 10.2% below previous 5 lows
11.7% above previous 6 highs, 9.2% below previous 6 lows
11.6% above previous 7 highs, 7.9% below previous 7 lows
11.1% above previous 8 highs, 6.3% below previous 8 lows
10.9% above previous 9 highs, 5.0% below previous 9 lows
10.5% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161130 10:50 am ET)
50.4% are above or equal to 11/29 close (1 days ago), 49.6% are below.
56.9% are above or equal to 11/28 close (2 days ago), 43.1% are below.
41.3% are above or equal to 11/25 close (3 days ago), 58.7% are below.
48.8% are above or equal to 11/23 close (4 days ago), 51.2% are below.
55.6% are above or equal to 11/22 close (5 days ago), 44.4% are below.
62.8% are above or equal to 11/21 close (6 days ago), 37.2% are below.
70.8% are above or equal to 11/18 close (7 days ago), 29.2% are below.
69.1% are above or equal to 11/17 close (8 days ago), 30.9% are below.
73.8% are above or equal to 11/16 close (9 days ago), 26.2% are below.
71.1% are above or equal to 11/15 close (10 days ago), 28.9% are below.
74.6% are above or equal to 11/14 close (11 days ago), 25.4% are below.
81.1% are above or equal to 11/11 close (12 days ago), 18.9% are below.
80.4% are above or equal to 11/10 close (13 days ago), 19.6% are below.
78.0% are above or equal to 11/9 close (14 days ago), 22.0% are below.
78.0% are above or equal to 11/8 close (15 days ago), 22.0% are below.
78.6% are above or equal to 11/7 close (16 days ago), 21.4% are below.
84.4% are above or equal to 11/4 close (17 days ago), 15.6% are below.
84.1% are above or equal to 11/3 close (18 days ago), 15.9% are below.
82.2% are above or equal to 11/2 close (19 days ago), 17.8% are below.
78.9% are above or equal to 11/1 close (20 days ago), 21.1% are below.
75.7% are above or equal to 10/31 close (21 days ago), 24.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161130 10:50 am ET)
20d: 20.7% new highs, 1.4% new lows
21d: 20.6% new highs, 1.4% new lows
42d: 15.1% new highs, 1.2% new lows
63d: 13.1% new highs, 1.0% new lows
126d: 11.2% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161130 10:50 am ET)
2-day: 49.0% above, 51.0% below
3-day: 52.3% above, 47.7% below
4-day: 47.2% above, 52.8% below
5-day: 47.3% above, 52.7% below
8-day: 59.0% above, 41.0% below
10-day: 64.7% above, 35.3% below
20-day: 79.5% above, 20.5% below
50-day: 70.3% above, 29.7% below
200-day: 69.1% above, 30.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161130 10:50 am ET)
ENER(87): 7.44% Top=OAS CLR WPX SM CRC SN ATW CPE ….. VVV COG RICE MDU AR TSO VLO PBF=Bottom (Energy)
TRAN(28): 1.32% Top=BRS TK CSX CP TRN NSC GWR JBHT ….. SAVE LUV EXPD ALK DAL AAL JBLU UAL=Bottom (Transportation)
MANU(41): 1.08% Top=MRC FLS DOV CFX EMR ATI ITT AME ….. MHK RS AOS SWK MIDD DHR BWXT DDD=Bottom (Manufacturing)
CHEM(27): 1.03% Top=WLK CF POT CE ALB TROX MOS AGU ….. IFF ASH PPG RPM AXTA PX SHW GRA=Bottom (Chemicals/Fertilizers)
FINA(90): 0.95% Top=OMF GS ZION WETF SIVB CFG BAC CFR ….. YRD NDAQ PYPL JNS NSAM BOFI EFX CBSH=Bottom (Banks/Financials)
META(29): 0.47% Top=FMSA SLCA X CNX AKS FCX NUE CCJ ….. CDE AEM SLW RGLD HL GG ABX NEM=Bottom (Metals & Mining)
INSU(34): 0.11% Top=CNO BRO MET LNC HIG PRU SLF UNM ….. PGR MTG FNF AFSI FAF AXS AJG CLGX=Bottom (Insurance)
DISV(46): -0.09% Top=HRI URI KBR RBA ACM SBAC INFO JEC ….. SERV BAH FLT V MA GPN WOOF YY=Bottom (Diversified Services)
COHW(37): -0.15% Top=BBRY ZAYO WDC S JNPR STX HPQ NTAP ….. VZ T VSAT SSYS VG FNSR CCI VIAV=Bottom (Computer Hardware/Telecom)
MATE(25): -0.21% Top=MDR PWR EXP FLR DAR FAST MLM USG ….. MAS SRCL PHM TOL CAA DHI LEN OC=Bottom (Materials & Construction)
ELEC(50): -0.30% Top=AMBA AMD FIT GRMN AMAT TEL NVDA CY ….. JBL CRUS KLAC OCLR AVGO SPWR MXL IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(50): -0.33% Top=SKX OI BC ENR BERY MAT ECL CCK ….. GT FBHS NWL FOSL CRI RL TUP KATE=Bottom (Consumer)
LEIS(35): -0.34% Top=GPRO WYNN CMG SHAK SIX DRI LVS SEAS ….. QSR EXPE WYN ZOES SONC RCL CCL H=Bottom (Leisure)
RETA(62): -0.37% Top=TIF W NFLX PAG CVS DSW GME BID ….. GNC KR CASY LB ETSY MELI ANF AEO=Bottom (Retail & Specialty Retail)
REAL(94): -0.46% Top=HST ALLY PEB LHO SC DRH PSA SHO ….. CLNY COR DFT CUZ SNH GPT CONE WPG=Bottom (Real Estate)
COSW(79): -0.58% Top=SPLK SQ TWTR TWLO JD SYMC WDAY DOX ….. TTD VIPS TEAM YELP MTCH GRUB NTNX ADSK=Bottom (Computer Software/Internet)
HEAL(49): -0.79% Top=VWR UNH ACHC IRWD HLS WCG OPK CNC ….. HOLX BDX VAR PRAH ALGN COO BAX DXCM=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 10:50 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

11/29/2016

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20161129. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161129 Closing)
20.4% of stocks are above yesterday’s high.
42.3% are above yesterday’s midpoint. (57.7% are below.)
30.1% are below yesterday’s low.
49.5% are inside yesterday’s range.
41.1% of stocks with today’s high > yesterday’s high. (58.9% less than).
53.2% of stocks with today’s low < yesterday’s low. (46.8% greater than).

EVIDENCE OF INTRADAY TREND (20161129 Closing)
56.5% of stocks are above today’s open. (42.2% are below).
46.8% of stocks are above today’s open and yesterday’s close.
35.8% are below both.
2.6% of stocks opened above yesterday’s high.
47.8% of stocks opened above yesterday’s close. (47.9% opened below yesterday’s close).
21.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161129 Closing)
4.9% of stocks are in the top 10% of today’s range.
13.5% are in the top 20%.
50.4% are in the top half. 49.6% of stocks are in the bottom half of today’s range.
22.6% are in the bottom 20%.
12.3% are in the bottom 10%.

GAIN (20161129 Closing)
54.4% of stocks are above yesterday’s close. (45.6% are below.)
0.3% are up 4.5% or more. 1.2% are down 4.5% or more.
1.4% are up 3.5% or more. 3.7% are down 3.5% or more.
57.4% are between +1% and -1%.

RSI on DAILY (20161129 Closing)
2-day: >=95:7.8%…>=90:13.2%…>=80:21.9%…>=50:44.6%…<=20:29.7%…<=10:14.5%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.0%…>=50:71.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:70.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161129 Closing)
20.4% above previous 1 highs, 30.1% below previous 1 lows
16.5% above previous 2 highs, 28.5% below previous 2 lows
16.0% above previous 3 highs, 23.7% below previous 3 lows
14.2% above previous 4 highs, 19.7% below previous 4 lows
13.5% above previous 5 highs, 16.8% below previous 5 lows
12.9% above previous 6 highs, 12.4% below previous 6 lows
12.1% above previous 7 highs, 11.4% below previous 7 lows
11.9% above previous 8 highs, 9.9% below previous 8 lows
10.5% above previous 9 highs, 7.7% below previous 9 lows
9.8% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161129 Closing)
54.4% are above or equal to 11/28 close (1 days ago), 45.6% are below.
34.2% are above or equal to 11/25 close (2 days ago), 65.8% are below.
40.2% are above or equal to 11/23 close (3 days ago), 59.8% are below.
48.6% are above or equal to 11/22 close (4 days ago), 51.4% are below.
55.0% are above or equal to 11/21 close (5 days ago), 45.0% are below.
64.1% are above or equal to 11/18 close (6 days ago), 35.9% are below.
64.6% are above or equal to 11/17 close (7 days ago), 35.4% are below.
70.4% are above or equal to 11/16 close (8 days ago), 29.6% are below.
64.2% are above or equal to 11/15 close (9 days ago), 35.8% are below.
70.5% are above or equal to 11/14 close (10 days ago), 29.5% are below.
79.2% are above or equal to 11/11 close (11 days ago), 20.8% are below.
76.9% are above or equal to 11/10 close (12 days ago), 23.1% are below.
76.1% are above or equal to 11/9 close (13 days ago), 23.9% are below.
78.4% are above or equal to 11/8 close (14 days ago), 21.6% are below.
78.7% are above or equal to 11/7 close (15 days ago), 21.3% are below.
85.6% are above or equal to 11/4 close (16 days ago), 14.4% are below.
85.0% are above or equal to 11/3 close (17 days ago), 15.0% are below.
83.5% are above or equal to 11/2 close (18 days ago), 16.5% are below.
79.1% are above or equal to 11/1 close (19 days ago), 20.9% are below.
76.4% are above or equal to 10/31 close (20 days ago), 23.6% are below.
75.3% are above or equal to 10/28 close (21 days ago), 24.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161129 Closing)
20d: 16.5% new highs, 1.7% new lows
21d: 16.3% new highs, 1.6% new lows
42d: 11.9% new highs, 1.4% new lows
63d: 9.2% new highs, 1.3% new lows
126d: 7.6% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161129 Closing)
2-day: 52.9% above, 47.1% below
3-day: 39.9% above, 60.1% below
4-day: 39.4% above, 60.6% below
5-day: 42.2% above, 57.8% below
8-day: 52.8% above, 47.2% below
10-day: 59.5% above, 40.5% below
20-day: 78.3% above, 21.7% below
50-day: 66.2% above, 33.8% below
200-day: 68.0% above, 32.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161129 Closing)
REAL(97): 0.91% Top=APLE GPT TWO VER DLR HST LHO PEB ….. OFC RLGY ARE CSAL AMH KIM ALLY SC=Bottom (Real Estate)
CHEM(27): 0.80% Top=PAH CC TROX PX ALB HUN SMG RPM ….. OLN FMC EMN DOW POT MOS WLK CF=Bottom (Chemicals/Fertilizers)
HEAL(50): 0.74% Top=EVHC CNC AMSG UNH HLS AET WCG RMD ….. OPK BKD HRC IART ELGX THC DXCM BAX=Bottom (Health)
MATE(25): 0.39% Top=USG TOL TPH FAST VMC CAA DHI LEN ….. WCN OC WY EXP SRCL MDR FLR DAR=Bottom (Materials & Construction)
FINA(90): 0.27% Top=YRD OZRK WAL CFG EWBC ICE HOMB BOFI ….. STI IVZ AXP AMG OMF NAVI WDR JNS=Bottom (Banks/Financials)
COSW(78): 0.26% Top=MTCH JD EA TTWO NTNX ATHM VEEV VMW ….. SABR TRIP CERN DOX NUAN SSNC WUBA MDRX=Bottom (Computer Software/Internet)
RETA(62): 0.02% Top=JCP RH TIF AEO LL W ANF BURL ….. SBH M KR MIK GME SFM DSW ASNA=Bottom (Retail & Specialty Retail)
INSU(35): 0.02% Top=AGO ORI RDN AON CINF PGR FAF AFL ….. MET MTG CNO SLF FNF HIG XL ALL=Bottom (Insurance)
CONS(50): -0.02% Top=BERY CRI TUP ENR LULU HAS GT KS ….. HBI PVH RL PBI VFC KATE SKX WWW=Bottom (Consumer)
COHW(38): -0.06% Top=VG S GOGO JNPR CIEN COMM CCI VIAV ….. LVLT TDC VRSN CTL PANW WIN SSYS ACIA=Bottom (Computer Hardware/Telecom)
LEIS(35): -0.13% Top=CCL RCL QSR MAR SBUX DNKN RRR YUM ….. SEAS MCD CMG DRI EAT WYNN ZOES SONC=Bottom (Leisure)
DISV(46): -0.21% Top=BAH HRB PAYX LDOS AMN WOOF YY MYGN ….. GPN CAR ADS FDC MAN ACM KBR ATHN=Bottom (Diversified Services)
TRAN(28): -0.27% Top=SAVE CHRW AAL UAL UPS JBLU JBHT ALK ….. LUV ODFL KSU SWFT TRN NAT EGLE BRS=Bottom (Transportation)
ELEC(50): -0.43% Top=CAVM BRKR XLNX AMD SIMO AMAT WAT LRCX ….. AMBA GRMN ON KEYS OCLR MU SPWR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): -0.74% Top=ZBRA ROK ITW MHK AOS IR SWK LECO ….. TEX KMT DDD CFX MFS ITT FLS ATI=Bottom (Manufacturing)
META(30): -1.21% Top=AG CNX HL SWC PAAS RGLD AGI CDE ….. TCK CCJ SLCA X FMSA FCX CENX CLF=Bottom (Metals & Mining)
ENER(87): -1.92% Top=AR COG NFG PBF PXD VVV MDU ETE ….. CLR MTDR SN RDC WPX ATW DO CRC=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:55 pm

Market Stats at 2:54 pm ET
by daytrend on 20161129. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161129 2:54 pm ET)
25.5% of stocks are above yesterday’s high.
50.9% are above yesterday’s midpoint. (49.1% are below.)
23.2% are below yesterday’s low.
51.2% are inside yesterday’s range.
41.1% of stocks with today’s high > yesterday’s high. (58.9% less than).
51.2% of stocks with today’s low < yesterday’s low. (48.8% greater than).

EVIDENCE OF INTRADAY TREND (20161129 2:54 pm ET)
67.5% of stocks are above today’s open. (31.2% are below).
56.6% of stocks are above today’s open and yesterday’s close.
26.6% are below both.
2.6% of stocks opened above yesterday’s high.
47.9% of stocks opened above yesterday’s close. (47.9% opened below yesterday’s close).
21.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161129 2:54 pm ET)
17.8% of stocks are in the top 10% of today’s range.
34.6% are in the top 20%.
67.4% are in the top half. 32.6% of stocks are in the bottom half of today’s range.
12.2% are in the bottom 20%.
7.6% are in the bottom 10%.

GAIN (20161129 2:54 pm ET)
62.5% of stocks are above yesterday’s close. (37.5% are below.)
0.5% are up 4.5% or more. 0.9% are down 4.5% or more.
1.7% are up 3.5% or more. 1.6% are down 3.5% or more.
56.7% are between +1% and -1%.

RSI on DAILY (20161129 2:54 pm ET)
2-day: >=95:8.4%…>=90:15.5%…>=80:25.2%…>=50:53.6%…<=20:24.4%…<=10:11.2%…<=5:4.5%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.6%…>=50:74.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:72.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161129 2:54 pm ET)
25.5% above previous 1 highs, 23.2% below previous 1 lows
20.7% above previous 2 highs, 22.2% below previous 2 lows
19.3% above previous 3 highs, 18.5% below previous 3 lows
16.9% above previous 4 highs, 15.3% below previous 4 lows
16.1% above previous 5 highs, 13.7% below previous 5 lows
15.4% above previous 6 highs, 10.2% below previous 6 lows
14.2% above previous 7 highs, 9.2% below previous 7 lows
13.9% above previous 8 highs, 7.7% below previous 8 lows
12.4% above previous 9 highs, 6.0% below previous 9 lows
11.7% above previous 10 highs, 3.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161129 2:54 pm ET)
62.5% are above or equal to 11/28 close (1 days ago), 37.5% are below.
39.5% are above or equal to 11/25 close (2 days ago), 60.5% are below.
46.0% are above or equal to 11/23 close (3 days ago), 54.0% are below.
52.4% are above or equal to 11/22 close (4 days ago), 47.6% are below.
60.6% are above or equal to 11/21 close (5 days ago), 39.4% are below.
68.7% are above or equal to 11/18 close (6 days ago), 31.3% are below.
69.2% are above or equal to 11/17 close (7 days ago), 30.8% are below.
73.4% are above or equal to 11/16 close (8 days ago), 26.6% are below.
66.7% are above or equal to 11/15 close (9 days ago), 33.3% are below.
73.2% are above or equal to 11/14 close (10 days ago), 26.8% are below.
81.1% are above or equal to 11/11 close (11 days ago), 18.9% are below.
79.1% are above or equal to 11/10 close (12 days ago), 20.9% are below.
77.6% are above or equal to 11/9 close (13 days ago), 22.4% are below.
79.2% are above or equal to 11/8 close (14 days ago), 20.8% are below.
79.9% are above or equal to 11/7 close (15 days ago), 20.1% are below.
86.3% are above or equal to 11/4 close (16 days ago), 13.7% are below.
86.7% are above or equal to 11/3 close (17 days ago), 13.3% are below.
84.2% are above or equal to 11/2 close (18 days ago), 15.8% are below.
79.4% are above or equal to 11/1 close (19 days ago), 20.6% are below.
76.1% are above or equal to 10/31 close (20 days ago), 23.9% are below.
76.2% are above or equal to 10/28 close (21 days ago), 23.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161129 2:54 pm ET)
20d: 16.2% new highs, 1.6% new lows
21d: 16.1% new highs, 1.5% new lows
42d: 11.7% new highs, 1.3% new lows
63d: 9.1% new highs, 1.2% new lows
126d: 7.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161129 2:54 pm ET)
2-day: 61.4% above, 38.6% below
3-day: 47.1% above, 52.9% below
4-day: 46.1% above, 53.9% below
5-day: 48.1% above, 51.9% below
8-day: 59.0% above, 41.0% below
10-day: 63.3% above, 36.7% below
20-day: 80.3% above, 19.7% below
50-day: 68.2% above, 31.8% below
200-day: 68.8% above, 31.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161129 2:54 pm ET)
CHEM(27): 0.97% Top=PAH PX CC ALB TROX HUN SMG RPM ….. AGU OLN FMC DOW POT MOS WLK CF=Bottom (Chemicals/Fertilizers)
REAL(97): 0.93% Top=TWO APLE GPT DLR VER HST LHO NNN ….. MGP RLGY PSA AMH EXR KIM ALLY SC=Bottom (Real Estate)
HEAL(50): 0.88% Top=CNC EVHC UNH AMSG RMD HLS WCG SYK ….. OPK BKD IART ELGX HRC THC BAX DXCM=Bottom (Health)
COSW(78): 0.66% Top=MTCH JD TTWO EA CSRA VEEV TTD RHT ….. SABR DOX TRIP CERN MDRX NUAN WUBA SSNC=Bottom (Computer Software/Internet)
FINA(90): 0.65% Top=YRD OZRK BOFI CFG WAL EWBC HOMB CMA ….. KKR AMG PSEC OMF APO NAVI WDR JNS=Bottom (Banks/Financials)
MATE(25): 0.63% Top=USG TOL KBH CAA TPH PHM FAST LEN ….. SRCL WCN OC WY EXP MDR DAR FLR=Bottom (Materials & Construction)
COHW(38): 0.45% Top=VG S CIEN WDC GOGO COMM JNPR VIAV ….. LVLT TDC PANW VRSN CTL ACIA SSYS WIN=Bottom (Computer Hardware/Telecom)
TRAN(28): 0.35% Top=SAVE CHRW JBHT XPO SWFT JBLU CSX CP ….. UNP EXPD KSU ODFL TRN EGLE NAT BRS=Bottom (Transportation)
INSU(35): 0.28% Top=AGO RDN ORI CINF MBI AON MTG LNC ….. AWH TRV CNO AFSI FNF HIG XL ALL=Bottom (Insurance)
RETA(62): 0.14% Top=JCP RH TIF BURL AEO BABA SPLS DKS ….. M CHS KR MIK GME DSW ASNA SFM=Bottom (Retail & Specialty Retail)
DISV(46): 0.14% Top=BAH HRB PAYX LDOS AMN WOOF YY RHI ….. ROL GPN MAN ADS FDC ACM KBR ATHN=Bottom (Diversified Services)
CONS(50): 0.12% Top=BERY LULU CRI ENR GT TUP GPK KS ….. HBI PVH PBI VFC KATE RL SKX WWW=Bottom (Consumer)
LEIS(35): 0.06% Top=CCL QSR RCL MAR SBUX RRR STAY MGM ….. CMG SEAS MCD DRI EAT WYNN SONC ZOES=Bottom (Leisure)
ELEC(50): 0.06% Top=CAVM BRKR AMD WAT SIMO AMAT XLNX CGNX ….. KEYS CSIQ AMBA FIT GRMN MU SPWR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): -0.45% Top=ZBRA AOS ITW ROK SWK IR WWD MHK ….. MFS KMT DDD DOV CFX ITT FLS ATI=Bottom (Manufacturing)
META(30): -0.59% Top=CNX AG HL RGLD SWC AGI PAAS CDE ….. TCK SCCO ARNC SLCA FCX FMSA CENX CLF=Bottom (Metals & Mining)
ENER(87): -1.30% Top=AR COG ETE PBF GPOR VVV PXD XEC ….. CLR MRO HES RDC CRC RIG ATW DO=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 2:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:04 pm

Market Stats at 1:04 pm ET
by daytrend on 20161129. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161129 1:04 pm ET)
22.3% of stocks are above yesterday’s high.
46.5% are above yesterday’s midpoint. (53.5% are below.)
24.6% are below yesterday’s low.
53.0% are inside yesterday’s range.
37.3% of stocks with today’s high > yesterday’s high. (62.7% less than).
50.5% of stocks with today’s low < yesterday’s low. (49.5% greater than).

EVIDENCE OF INTRADAY TREND (20161129 1:04 pm ET)
63.3% of stocks are above today’s open. (35.4% are below).
52.4% of stocks are above today’s open and yesterday’s close.
30.0% are below both.
2.6% of stocks opened above yesterday’s high.
47.9% of stocks opened above yesterday’s close. (47.9% opened below yesterday’s close).
21.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161129 1:04 pm ET)
15.4% of stocks are in the top 10% of today’s range.
29.9% are in the top 20%.
63.1% are in the top half. 36.9% of stocks are in the bottom half of today’s range.
14.2% are in the bottom 20%.
6.7% are in the bottom 10%.

GAIN (20161129 1:04 pm ET)
58.9% of stocks are above yesterday’s close. (41.1% are below.)
0.3% are up 4.5% or more. 1.2% are down 4.5% or more.
1.2% are up 3.5% or more. 3.2% are down 3.5% or more.
59.3% are between +1% and -1%.

RSI on DAILY (20161129 1:04 pm ET)
2-day: >=95:7.7%…>=90:14.8%…>=80:24.4%…>=50:48.9%…<=20:25.5%…<=10:13.2%…<=5:5.1%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.1%…>=50:73.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:72.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161129 1:04 pm ET)
22.3% above previous 1 highs, 24.6% below previous 1 lows
18.4% above previous 2 highs, 23.0% below previous 2 lows
17.5% above previous 3 highs, 18.9% below previous 3 lows
15.0% above previous 4 highs, 15.7% below previous 4 lows
14.3% above previous 5 highs, 14.4% below previous 5 lows
13.8% above previous 6 highs, 11.3% below previous 6 lows
12.8% above previous 7 highs, 10.4% below previous 7 lows
12.4% above previous 8 highs, 9.1% below previous 8 lows
10.9% above previous 9 highs, 7.0% below previous 9 lows
10.4% above previous 10 highs, 3.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161129 1:04 pm ET)
58.9% are above or equal to 11/28 close (1 days ago), 41.1% are below.
37.1% are above or equal to 11/25 close (2 days ago), 62.9% are below.
42.6% are above or equal to 11/23 close (3 days ago), 57.4% are below.
51.9% are above or equal to 11/22 close (4 days ago), 48.1% are below.
58.9% are above or equal to 11/21 close (5 days ago), 41.1% are below.
67.2% are above or equal to 11/18 close (6 days ago), 32.8% are below.
67.3% are above or equal to 11/17 close (7 days ago), 32.7% are below.
72.8% are above or equal to 11/16 close (8 days ago), 27.2% are below.
67.1% are above or equal to 11/15 close (9 days ago), 32.9% are below.
71.9% are above or equal to 11/14 close (10 days ago), 28.1% are below.
80.9% are above or equal to 11/11 close (11 days ago), 19.1% are below.
78.6% are above or equal to 11/10 close (12 days ago), 21.4% are below.
77.1% are above or equal to 11/9 close (13 days ago), 22.9% are below.
78.1% are above or equal to 11/8 close (14 days ago), 21.9% are below.
78.6% are above or equal to 11/7 close (15 days ago), 21.4% are below.
86.2% are above or equal to 11/4 close (16 days ago), 13.8% are below.
85.5% are above or equal to 11/3 close (17 days ago), 14.5% are below.
83.8% are above or equal to 11/2 close (18 days ago), 16.2% are below.
79.2% are above or equal to 11/1 close (19 days ago), 20.8% are below.
75.6% are above or equal to 10/31 close (20 days ago), 24.4% are below.
75.0% are above or equal to 10/28 close (21 days ago), 25.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161129 1:04 pm ET)
20d: 13.6% new highs, 1.6% new lows
21d: 13.5% new highs, 1.5% new lows
42d: 9.6% new highs, 1.3% new lows
63d: 7.1% new highs, 1.2% new lows
126d: 6.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161129 1:04 pm ET)
2-day: 58.2% above, 41.8% below
3-day: 43.6% above, 56.4% below
4-day: 43.4% above, 56.6% below
5-day: 45.6% above, 54.4% below
8-day: 55.6% above, 44.4% below
10-day: 61.9% above, 38.1% below
20-day: 79.1% above, 20.9% below
50-day: 67.3% above, 32.7% below
200-day: 68.2% above, 31.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161129 1:04 pm ET)
HEAL(50): 1.04% Top=EVHC CNC AMSG UNH WCG NUVA MOH SYK ….. BKD OPK HRC ELGX IART THC BAX DXCM=Bottom (Health)
REAL(97): 0.95% Top=MAA GPT TWO APLE VER DLR ACC EDR ….. CLNY AMH MPW KIM BAM CSAL ALLY SC=Bottom (Real Estate)
CHEM(27): 0.60% Top=CC PAH ALB SMG ASH RPM IFF PX ….. AGU DOW GRA POT OLN MOS WLK CF=Bottom (Chemicals/Fertilizers)
MATE(25): 0.60% Top=USG TPH DHI PHM CAA KBH MLM VMC ….. RSG WCN OC EXP WY MDR DAR FLR=Bottom (Materials & Construction)
FINA(90): 0.41% Top=YRD OZRK CFG WBS HOMB WAL EWBC CMA ….. IVZ WDR KKR NAVI OMF PSEC AMG JNS=Bottom (Banks/Financials)
COSW(78): 0.39% Top=JD TTD EA TEAM VEEV ATHM MTCH BIDU ….. TRIP SABR MDRX TWLO NUAN CERN WUBA SSNC=Bottom (Computer Software/Internet)
TRAN(28): 0.27% Top=SAVE SWFT CSX XPO JBHT CHRW AAL ALK ….. WAB EXPD TRN TK KSU NAT EGLE BRS=Bottom (Transportation)
COHW(38): 0.26% Top=VG S COMM CIEN WDC TMUS CCI HPQ ….. LVLT VRSN ACIA TDC CTL PANW SSYS WIN=Bottom (Computer Hardware/Telecom)
CONS(50): 0.17% Top=BERY TUP ENR CRI LULU HAS GT BC ….. PVH KATE UA VFC RL PBI WWW SKX=Bottom (Consumer)
INSU(35): 0.11% Top=AGO RDN ORI LNC CINF AON TMK AFL ….. AFSI BRO AWH WLTW FNF HIG XL ALL=Bottom (Insurance)
DISV(46): 0.06% Top=HRB LDOS PAYX AMN YY BAH WOOF RHI ….. GPN ROL AL ADS MMS XRS KBR ATHN=Bottom (Diversified Services)
RETA(62): 0.02% Top=TIF JCP RH BURL LL DKS SPLS BABA ….. KR FINL M CHS DSW GME SFM ASNA=Bottom (Retail & Specialty Retail)
ELEC(50): -0.01% Top=AMD CAVM BRKR WAT SIMO AVGO XLNX FLEX ….. MSCC GRMN AMBA MU CSIQ FIT SPWR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(35): -0.02% Top=MAR CCL QSR GPRO RCL YUM DNKN MGM ….. LQ SEAS MCD DRI EAT WYNN SONC ZOES=Bottom (Leisure)
MANU(41): -0.38% Top=ZBRA ROK SWK LECO MHK MWA ITW DCI ….. DOV DDD DE CFX MRC ITT FLS ATI=Bottom (Manufacturing)
META(30): -0.73% Top=AG SWC AGI HL CNX RGLD PAAS AKS ….. SCCO TCK ARNC SLCA CENX FCX FMSA CLF=Bottom (Metals & Mining)
ENER(87): -2.05% Top=AR COG ETE MDU XEC VLO NFG PBF ….. APC CLR RDC WPX RIG ATW DO CRC=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 1:04 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:07 am

Market Stats at 11:07 am ET
by daytrend on 20161129. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 870.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161129 11:07 am ET)
16.1% of stocks are above yesterday’s high.
45.4% are above yesterday’s midpoint. (54.6% are below.)
22.8% are below yesterday’s low.
61.1% are inside yesterday’s range.
31.3% of stocks with today’s high > yesterday’s high. (68.7% less than).
46.8% of stocks with today’s low < yesterday’s low. (53.2% greater than).

EVIDENCE OF INTRADAY TREND (20161129 11:07 am ET)
63.7% of stocks are above today’s open. (35.2% are below).
52.4% of stocks are above today’s open and yesterday’s close.
27.7% are below both.
2.6% of stocks opened above yesterday’s high.
47.9% of stocks opened above yesterday’s close. (47.8% opened below yesterday’s close).
21.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161129 11:07 am ET)
14.5% of stocks are in the top 10% of today’s range.
30.7% are in the top 20%.
63.4% are in the top half. 36.6% of stocks are in the bottom half of today’s range.
13.1% are in the bottom 20%.
6.4% are in the bottom 10%.

GAIN (20161129 11:07 am ET)
60.8% of stocks are above yesterday’s close. (39.2% are below.)
0.5% are up 4.5% or more. 1.5% are down 4.5% or more.
0.8% are up 3.5% or more. 3.6% are down 3.5% or more.
65.3% are between +1% and -1%.

RSI on DAILY (20161129 11:07 am ET)
2-day: >=95:7.0%…>=90:12.5%…>=80:21.0%…>=50:48.6%…<=20:21.7%…<=10:12.6%…<=5:5.7%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.5%…>=50:72.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:70.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161129 11:07 am ET)
16.1% above previous 1 highs, 22.8% below previous 1 lows
12.8% above previous 2 highs, 20.3% below previous 2 lows
12.4% above previous 3 highs, 16.6% below previous 3 lows
11.5% above previous 4 highs, 14.6% below previous 4 lows
10.8% above previous 5 highs, 13.4% below previous 5 lows
10.5% above previous 6 highs, 11.0% below previous 6 lows
9.9% above previous 7 highs, 10.3% below previous 7 lows
9.8% above previous 8 highs, 9.0% below previous 8 lows
8.4% above previous 9 highs, 7.7% below previous 9 lows
7.9% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161129 11:07 am ET)
60.8% are above or equal to 11/28 close (1 days ago), 39.2% are below.
33.3% are above or equal to 11/25 close (2 days ago), 66.7% are below.
42.0% are above or equal to 11/23 close (3 days ago), 58.0% are below.
51.6% are above or equal to 11/22 close (4 days ago), 48.4% are below.
58.2% are above or equal to 11/21 close (5 days ago), 41.8% are below.
67.8% are above or equal to 11/18 close (6 days ago), 32.2% are below.
66.7% are above or equal to 11/17 close (7 days ago), 33.3% are below.
71.3% are above or equal to 11/16 close (8 days ago), 28.7% are below.
67.1% are above or equal to 11/15 close (9 days ago), 32.9% are below.
71.6% are above or equal to 11/14 close (10 days ago), 28.4% are below.
80.0% are above or equal to 11/11 close (11 days ago), 20.0% are below.
77.5% are above or equal to 11/10 close (12 days ago), 22.5% are below.
76.1% are above or equal to 11/9 close (13 days ago), 23.9% are below.
76.9% are above or equal to 11/8 close (14 days ago), 23.1% are below.
77.8% are above or equal to 11/7 close (15 days ago), 22.2% are below.
85.4% are above or equal to 11/4 close (16 days ago), 14.6% are below.
84.9% are above or equal to 11/3 close (17 days ago), 15.1% are below.
83.4% are above or equal to 11/2 close (18 days ago), 16.6% are below.
78.4% are above or equal to 11/1 close (19 days ago), 21.6% are below.
75.3% are above or equal to 10/31 close (20 days ago), 24.7% are below.
74.8% are above or equal to 10/28 close (21 days ago), 25.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161129 11:07 am ET)
20d: 10.6% new highs, 1.3% new lows
21d: 10.6% new highs, 1.1% new lows
42d: 7.1% new highs, 0.9% new lows
63d: 6.0% new highs, 0.8% new lows
126d: 4.9% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161129 11:07 am ET)
2-day: 59.1% above, 40.9% below
3-day: 42.9% above, 57.1% below
4-day: 41.6% above, 58.4% below
5-day: 44.1% above, 55.9% below
8-day: 57.4% above, 42.6% below
10-day: 62.9% above, 37.1% below
20-day: 78.0% above, 22.0% below
50-day: 66.3% above, 33.7% below
200-day: 68.6% above, 31.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161129 11:07 am ET)
HEAL(50): 0.81% Top=UNH EVHC AMSG SYK CNC MOH RMD NUVA ….. TMO TFX IART OPK STE BAX THC DXCM=Bottom (Health)
REAL(97): 0.73% Top=MAA DLR EDR SNH CONE HST GPT PEB ….. AMT BAM EXR PSA SC ALLY KIM AMH=Bottom (Real Estate)
FINA(90): 0.71% Top=YRD CFG BOFI HOMB WBS CMA EWBC OZRK ….. AXP AMG LAZ NAVI KKR OMF PSEC JNS=Bottom (Banks/Financials)
RETA(63): 0.49% Top=TIF JCP PIR DKS SPLS RH LL W ….. URBN KR FINL GME BLDR ANF SFM ASNA=Bottom (Retail & Specialty Retail)
INSU(35): 0.34% Top=AGO RDN ORI MTG LNC TMK UNM AFL ….. BRO WLTW AFSI CLGX SLF HIG XL ALL=Bottom (Insurance)
MATE(25): 0.31% Top=USG VMC KBH PHM DHI TPH FAST CAA ….. OC WY SRCL WCN EXP FLR DAR MDR=Bottom (Materials & Construction)
COHW(38): 0.24% Top=WDC STX CIEN S COMM FNSR HPQ INFN ….. VZ AAPL CTL TDC ZAYO ACIA PANW WIN=Bottom (Computer Hardware/Telecom)
COSW(78): 0.17% Top=JD EA ATHM VEEV AKAM HPE MDSO TWTR ….. ZEN WUBA NOW NUAN NTNX SSNC TWLO VIPS=Bottom (Computer Software/Internet)
CONS(50): 0.13% Top=BERY LULU CRI KS TPX BC GT HAS ….. FOSL HBI KMB RL KATE PBI WWW SKX=Bottom (Consumer)
LEIS(35): 0.12% Top=GPRO CCL MAR HLT RCL BLMN RRR YUM ….. WEN ZOES CMG SONC EAT MCD WYNN DRI=Bottom (Leisure)
ELEC(50): 0.10% Top=CAVM AMD BRKR FLEX XLNX WAT CGNX MU ….. TER LSCC KEYS GRMN FIT CSIQ SPWR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(28): 0.09% Top=SAVE XPO ALK AAL JBLU UAL DAL CSX ….. EXPD WAB TK TRN KSU EGLE NAT BRS=Bottom (Transportation)
DISV(46): -0.01% Top=LDOS AMN HRB PAYX MYGN WOOF RHI URI ….. ROL CXW MMS XRS KBR GPN MAN ATHN=Bottom (Diversified Services)
CHEM(27): -0.04% Top=SMG CC PAH SHW CE AXTA MON ASH ….. GRA DOW APD CF OLN PX MOS WLK=Bottom (Chemicals/Fertilizers)
MANU(41): -0.35% Top=MWA ZBRA WWD MHK LECO HUBB DDD PH ….. KMT DOV CFX DE ITT MRC FLS ATI=Bottom (Manufacturing)
META(30): -1.74% Top=CNX SWC HL NEM FNV PAAS NUE AGI ….. SLW SLCA ARNC X FCX CENX FMSA CLF=Bottom (Metals & Mining)
ENER(87): -2.34% Top=AR MDU VLO PBF VVV GPOR HFC EEP ….. MTDR WLL CLR SPN WPX DO RIG ATW=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 11:07 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

11/28/2016

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
by daytrend on 20161128. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 873.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161128 Closing)
11.8% of stocks are above yesterday’s high.
26.9% are above yesterday’s midpoint. (73.1% are below.)
52.2% are below yesterday’s low.
36.0% are inside yesterday’s range.
40.5% of stocks with today’s high > yesterday’s high. (59.5% less than).
68.6% of stocks with today’s low < yesterday’s low. (31.4% greater than).

EVIDENCE OF INTRADAY TREND (20161128 Closing)
27.6% of stocks are above today’s open. (71.0% are below).
19.9% of stocks are above today’s open and yesterday’s close.
68.7% are below both.
8.6% of stocks opened above yesterday’s high.
29.1% of stocks opened above yesterday’s close. (67.2% opened below yesterday’s close).
14.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161128 Closing)
3.1% of stocks are in the top 10% of today’s range.
6.4% are in the top 20%.
24.9% are in the top half. 75.1% of stocks are in the bottom half of today’s range.
42.0% are in the bottom 20%.
24.9% are in the bottom 10%.

GAIN (20161128 Closing)
23.4% of stocks are above yesterday’s close. (76.6% are below.)
0.5% are up 4.5% or more. 4.0% are down 4.5% or more.
1.3% are up 3.5% or more. 6.5% are down 3.5% or more.
46.5% are between +1% and -1%.

RSI on DAILY (20161128 Closing)
2-day: >=95:4.6%…>=90:8.4%…>=80:15.7%…>=50:35.2%…<=20:26.3%…<=10:7.8%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.4%…>=50:73.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:72.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161128 Closing)
11.8% above previous 1 highs, 52.2% below previous 1 lows
9.9% above previous 2 highs, 33.2% below previous 2 lows
7.4% above previous 3 highs, 22.1% below previous 3 lows
6.9% above previous 4 highs, 15.9% below previous 4 lows
6.6% above previous 5 highs, 11.3% below previous 5 lows
5.8% above previous 6 highs, 8.8% below previous 6 lows
5.5% above previous 7 highs, 7.1% below previous 7 lows
4.6% above previous 8 highs, 5.6% below previous 8 lows
4.5% above previous 9 highs, 4.1% below previous 9 lows
4.4% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161128 Closing)
23.4% are above or equal to 11/25 close (1 days ago), 76.6% are below.
34.0% are above or equal to 11/23 close (2 days ago), 66.0% are below.
45.2% are above or equal to 11/22 close (3 days ago), 54.8% are below.
54.1% are above or equal to 11/21 close (4 days ago), 45.9% are below.
67.0% are above or equal to 11/18 close (5 days ago), 33.0% are below.
65.4% are above or equal to 11/17 close (6 days ago), 34.6% are below.
70.3% are above or equal to 11/16 close (7 days ago), 29.7% are below.
65.8% are above or equal to 11/15 close (8 days ago), 34.2% are below.
71.4% are above or equal to 11/14 close (9 days ago), 28.6% are below.
81.3% are above or equal to 11/11 close (10 days ago), 18.7% are below.
79.3% are above or equal to 11/10 close (11 days ago), 20.7% are below.
77.1% are above or equal to 11/9 close (12 days ago), 22.9% are below.
77.8% are above or equal to 11/8 close (13 days ago), 22.2% are below.
78.6% are above or equal to 11/7 close (14 days ago), 21.4% are below.
85.1% are above or equal to 11/4 close (15 days ago), 14.9% are below.
84.4% are above or equal to 11/3 close (16 days ago), 15.6% are below.
82.9% are above or equal to 11/2 close (17 days ago), 17.1% are below.
79.5% are above or equal to 11/1 close (18 days ago), 20.5% are below.
75.6% are above or equal to 10/31 close (19 days ago), 24.4% are below.
74.7% are above or equal to 10/28 close (20 days ago), 25.3% are below.
72.9% are above or equal to 10/27 close (21 days ago), 27.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161128 Closing)
20d: 14.9% new highs, 1.0% new lows
21d: 14.3% new highs, 0.9% new lows
42d: 9.3% new highs, 0.8% new lows
63d: 7.9% new highs, 0.7% new lows
126d: 6.3% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161128 Closing)
2-day: 22.8% above, 77.2% below
3-day: 27.8% above, 72.2% below
4-day: 34.0% above, 66.0% below
5-day: 41.7% above, 58.3% below
8-day: 57.6% above, 42.4% below
10-day: 61.7% above, 38.3% below
20-day: 80.1% above, 19.9% below
50-day: 67.0% above, 33.0% below
200-day: 68.8% above, 31.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161128 Closing)
META(30): 1.01% Top=AGI FNV NEM SLW RGLD ABX GG SSRI ….. NUE SCCO CLF ARNC AKS X FMSA CENX=Bottom (Metals & Mining)
REAL(97): 0.27% Top=PSA PLD UDR DRE CUBE AIV AVB DEI ….. AMT PEB CBG AGNC ALLY LHO MPW SC=Bottom (Real Estate)
COSW(79): -0.53% Top=WB SINA MTCH NTES BIDU GRUB YHOO TWTR ….. FEYE ZEN DATA PFPT NOW TWLO VIPS TTD=Bottom (Computer Software/Internet)
ELEC(51): -0.66% Top=FSLR SPWR AMKR AMD CAVM AMBA SWKS KLAC ….. FIT WAT MXL LSCC ON AYI OCLR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): -0.69% Top=PAH DOW AGU APD FMC IFF ALB POT ….. CE CF OLN EMN ASH GRA CC HUN=Bottom (Chemicals/Fertilizers)
COHW(39): -0.73% Top=FNSR ANET WDC VZ T STX TMUS TDC ….. QCOM WIN SSYS GOGO VSAT PANW CIEN ACIA=Bottom (Computer Hardware/Telecom)
INSU(35): -0.79% Top=FAF AXS TRV CLGX MTG RDN VR PGR ….. PRU LNC FNF AIG UNM MET TMK SLF=Bottom (Insurance)
CONS(50): -0.82% Top=BMS UA AVY GIL ENR KMB SKX CCK ….. FBHS PAY HBI MAT HAS FOSL TPX TUP=Bottom (Consumer)
LEIS(35): -1.16% Top=MCD WYNN SBUX MGM BYD YUM WEN LQ ….. HLT SEAS PNRA H SHAK JACK CMG BLMN=Bottom (Leisure)
HEAL(50): -1.21% Top=RMD NUVA SYK DGX BDX DVA ESRX BAX ….. BKD CNC TMO A DXCM VWR THC IRWD=Bottom (Health)
TRAN(28): -1.26% Top=KSU LUV CNI CHRW TRN NSC ALK UPS ….. SWFT WAB JBLU ODFL XPO EGLE NAT BRS=Bottom (Transportation)
RETA(62): -1.27% Top=WBA CVS BABA DLTR TSCO CASY AEO KAR ….. ASNA ANF JWN LL URBN JCP GNC BLDR=Bottom (Retail & Specialty Retail)
DISV(46): -1.31% Top=CXW INFO BAH LDOS PCLN ROL KBR VRSK ….. FLT TRU R FDC MYGN HRI YY HRB=Bottom (Diversified Services)
MANU(41): -1.46% Top=TTC LECO HON AGCO MFS ROP GE ITT ….. DOV MRC TEX XYL AME MWA KMT DDD=Bottom (Manufacturing)
MATE(25): -1.56% Top=KBH MDR RSG WM FAST TOL WCN CAA ….. PWR USG WY EXP DAR MLM SUM VMC=Bottom (Materials & Construction)
FINA(90): -1.63% Top=BMO CBOE NSAM BOFI YRD PVTB TD GS ….. BAC APO BX FITB LAZ OZRK HOMB KKR=Bottom (Banks/Financials)
ENER(88): -2.84% Top=SWN MDU RRC NFG VVV PSXP SE ATW ….. NBR OAS MTDR SM SN CPE REN CRC=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:23 pm

Market Stats at 1:22 pm ET
by daytrend on 20161128. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161128 1:22 pm ET)
15.3% of stocks are above yesterday’s high.
34.1% are above yesterday’s midpoint. (65.9% are below.)
42.6% are below yesterday’s low.
42.1% are inside yesterday’s range.
39.4% of stocks with today’s high > yesterday’s high. (60.6% less than).
66.2% of stocks with today’s low < yesterday’s low. (33.8% greater than).

EVIDENCE OF INTRADAY TREND (20161128 1:22 pm ET)
37.5% of stocks are above today’s open. (61.1% are below).
26.3% of stocks are above today’s open and yesterday’s close.
57.8% are below both.
8.6% of stocks opened above yesterday’s high.
29.2% of stocks opened above yesterday’s close. (67.2% opened below yesterday’s close).
14.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161128 1:22 pm ET)
7.0% of stocks are in the top 10% of today’s range.
13.3% are in the top 20%.
39.7% are in the top half. 60.3% of stocks are in the bottom half of today’s range.
20.7% are in the bottom 20%.
8.5% are in the bottom 10%.

GAIN (20161128 1:22 pm ET)
30.8% of stocks are above yesterday’s close. (69.2% are below.)
0.3% are up 4.5% or more. 1.0% are down 4.5% or more.
1.3% are up 3.5% or more. 2.7% are down 3.5% or more.
56.3% are between +1% and -1%.

RSI on DAILY (20161128 1:22 pm ET)
2-day: >=95:7.2%…>=90:12.1%…>=80:21.6%…>=50:42.1%…<=20:16.8%…<=10:4.6%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:6.2%…>=50:78.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:75.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161128 1:22 pm ET)
15.3% above previous 1 highs, 42.6% below previous 1 lows
12.6% above previous 2 highs, 23.3% below previous 2 lows
9.6% above previous 3 highs, 14.0% below previous 3 lows
9.2% above previous 4 highs, 10.1% below previous 4 lows
8.9% above previous 5 highs, 5.6% below previous 5 lows
8.1% above previous 6 highs, 4.1% below previous 6 lows
8.0% above previous 7 highs, 3.5% below previous 7 lows
7.0% above previous 8 highs, 3.0% below previous 8 lows
6.8% above previous 9 highs, 2.7% below previous 9 lows
6.5% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161128 1:22 pm ET)
30.8% are above or equal to 11/25 close (1 days ago), 69.2% are below.
40.2% are above or equal to 11/23 close (2 days ago), 59.8% are below.
53.1% are above or equal to 11/22 close (3 days ago), 46.9% are below.
60.8% are above or equal to 11/21 close (4 days ago), 39.2% are below.
72.5% are above or equal to 11/18 close (5 days ago), 27.5% are below.
70.7% are above or equal to 11/17 close (6 days ago), 29.3% are below.
75.4% are above or equal to 11/16 close (7 days ago), 24.6% are below.
70.4% are above or equal to 11/15 close (8 days ago), 29.6% are below.
75.5% are above or equal to 11/14 close (9 days ago), 24.5% are below.
83.4% are above or equal to 11/11 close (10 days ago), 16.6% are below.
81.7% are above or equal to 11/10 close (11 days ago), 18.3% are below.
79.7% are above or equal to 11/9 close (12 days ago), 20.3% are below.
79.1% are above or equal to 11/8 close (13 days ago), 20.9% are below.
79.7% are above or equal to 11/7 close (14 days ago), 20.3% are below.
85.7% are above or equal to 11/4 close (15 days ago), 14.3% are below.
85.2% are above or equal to 11/3 close (16 days ago), 14.8% are below.
84.0% are above or equal to 11/2 close (17 days ago), 16.0% are below.
80.4% are above or equal to 11/1 close (18 days ago), 19.6% are below.
76.7% are above or equal to 10/31 close (19 days ago), 23.3% are below.
76.5% are above or equal to 10/28 close (20 days ago), 23.5% are below.
75.6% are above or equal to 10/27 close (21 days ago), 24.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161128 1:22 pm ET)
20d: 13.7% new highs, 0.9% new lows
21d: 13.2% new highs, 0.8% new lows
42d: 8.9% new highs, 0.7% new lows
63d: 7.8% new highs, 0.6% new lows
126d: 6.2% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161128 1:22 pm ET)
2-day: 29.6% above, 70.4% below
3-day: 34.6% above, 65.4% below
4-day: 40.7% above, 59.3% below
5-day: 48.7% above, 51.3% below
8-day: 64.3% above, 35.7% below
10-day: 69.6% above, 30.4% below
20-day: 82.6% above, 17.4% below
50-day: 68.3% above, 31.7% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161128 1:22 pm ET)
META(31): 1.25% Top=FNV AG SSRI GG ABX SLW NEM RGLD ….. NUE SCCO FCX ARNC FMSA X AKS CENX=Bottom (Metals & Mining)
REAL(97): 0.43% Top=DRE PSA STOR UDR CUBE CIM AIV PLD ….. ALLY AMT CBG LHO PEB AGNC SC MPW=Bottom (Real Estate)
COSW(79): -0.23% Top=WB SINA NTES GRUB BIDU GOOG VEEV XRX ….. SPLK NTNX PFPT DATA NOW FEYE VIPS TTD=Bottom (Computer Software/Internet)
INSU(35): -0.41% Top=RDN MTG FAF TRV CLGX VR AXS CINF ….. PRU AJG WLTW AIG UNM MET TMK SLF=Bottom (Insurance)
ELEC(51): -0.51% Top=AMD FSLR AMKR FLEX CRUS SWKS QRVO AMBA ….. HIMX SIMO ON MXL OCLR LSCC AYI PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(39): -0.52% Top=FNSR WDC T VZ TDC PSTG S TMUS ….. VRSN GOGO QCOM SSYS VSAT PANW CIEN ACIA=Bottom (Computer Hardware/Telecom)
LEIS(35): -0.62% Top=WYNN LQ MCD SBUX SONC WEN MGM STAY ….. HLT SHAK CMG RCL WYN JACK PNRA BLMN=Bottom (Leisure)
CHEM(27): -0.64% Top=PAH FMC APD AGU ALB POT MOS SHW ….. DD PPG EMN CE GRA ASH CC HUN=Bottom (Chemicals/Fertilizers)
CONS(50): -0.74% Top=UA BMS GIL AVY KMB CCK BLL EL ….. WHR HBI FBHS FOSL MAT HAS TPX TUP=Bottom (Consumer)
HEAL(50): -0.81% Top=RMD NUVA PRXL SYK BAX ESRX ZBH BCR ….. CNC ACHC A DXCM TMO IRWD THC VWR=Bottom (Health)
DISV(46): -0.96% Top=INFO CXW PCLN LDOS AMN VRSK SCI MCO ….. ACM FDC FLT MYGN R CAR YY HRB=Bottom (Diversified Services)
FINA(90): -1.02% Top=BMO OMF TD CBOE FHN PVTB BOFI NSAM ….. FRC FITB OZRK LM APO LAZ KKR BX=Bottom (Banks/Financials)
RETA(62): -1.07% Top=WBA BABA CVS TSCO AEO LB WFM MELI ….. BBY LL GME JWN URBN BLDR GNC JCP=Bottom (Retail & Specialty Retail)
MANU(41): -1.16% Top=LECO ITT GE MFS AGCO FLS TTC DHR ….. ATI BWXT MWA KMT TEX AME CMI DDD=Bottom (Manufacturing)
ENER(88): -1.16% Top=SWN RRC ATW MDU RICE COG GPOR COP ….. PE ETE SXL MTDR SN NBR REN CRC=Bottom (Energy)
TRAN(28): -1.20% Top=KSU CHRW LUV CNI CP UPS NSC EXPD ….. AAL SAVE WAB XPO ODFL JBLU EGLE BRS=Bottom (Transportation)
MATE(25): -1.58% Top=MDR RSG WM KBH WCN FAST TOL SRCL ….. MAS WY OC EXP USG MLM SUM VMC=Bottom (Materials & Construction)

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 1:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

11/25/2016

Filed under: Market Stats — daytrend @ 1:16 pm

Market Stats at 1:15 pm ET
by daytrend on 20161125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 877.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161125 1:15 pm ET)
37.9% of stocks are above yesterday’s high.
75.9% are above yesterday’s midpoint. (24.1% are below.)
5.0% are below yesterday’s low.
57.1% are inside yesterday’s range.
62.8% of stocks with today’s high > yesterday’s high. (37.2% less than).
18.8% of stocks with today’s low < yesterday’s low. (81.2% greater than).

EVIDENCE OF INTRADAY TREND (20161125 1:15 pm ET)
58.0% of stocks are above today’s open. (39.9% are below).
53.5% of stocks are above today’s open and yesterday’s close.
30.3% are below both.
20.8% of stocks opened above yesterday’s high.
60.9% of stocks opened above yesterday’s close. (32.8% opened below yesterday’s close).
1.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161125 1:15 pm ET)
19.6% of stocks are in the top 10% of today’s range.
30.4% are in the top 20%.
61.8% are in the top half. 38.2% of stocks are in the bottom half of today’s range.
9.9% are in the bottom 20%.
3.1% are in the bottom 10%.

GAIN (20161125 1:15 pm ET)
65.6% of stocks are above yesterday’s close. (34.4% are below.)
0.2% are up 4.5% or more. 0.3% are down 4.5% or more.
0.3% are up 3.5% or more. 0.8% are down 3.5% or more.
73.7% are between +1% and -1%.

RSI on DAILY (20161125 1:15 pm ET)
2-day: >=95:18.2%…>=90:29.8%…>=80:45.0%…>=50:77.9%…<=20:4.1%…<=10:1.0%…<=5:0.2%…
9-day: >=95:0.1%…>=90:1.1%…>=80:13.9%…>=50:82.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:6.2%…>=50:78.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161125 1:15 pm ET)
37.9% above previous 1 highs, 5.0% below previous 1 lows
28.4% above previous 2 highs, 2.6% below previous 2 lows
25.4% above previous 3 highs, 2.1% below previous 3 lows
24.1% above previous 4 highs, 1.0% below previous 4 lows
22.0% above previous 5 highs, 0.8% below previous 5 lows
20.2% above previous 6 highs, 0.7% below previous 6 lows
17.9% above previous 7 highs, 0.5% below previous 7 lows
16.6% above previous 8 highs, 0.2% below previous 8 lows
15.8% above previous 9 highs, 0.1% below previous 9 lows
15.1% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161125 1:15 pm ET)
65.6% are above or equal to 11/23 close (1 days ago), 34.4% are below.
70.4% are above or equal to 11/22 close (2 days ago), 29.6% are below.
73.3% are above or equal to 11/21 close (3 days ago), 26.7% are below.
82.7% are above or equal to 11/18 close (4 days ago), 17.3% are below.
80.7% are above or equal to 11/17 close (5 days ago), 19.3% are below.
82.7% are above or equal to 11/16 close (6 days ago), 17.3% are below.
78.6% are above or equal to 11/15 close (7 days ago), 21.4% are below.
80.0% are above or equal to 11/14 close (8 days ago), 20.0% are below.
86.4% are above or equal to 11/11 close (9 days ago), 13.6% are below.
84.7% are above or equal to 11/10 close (10 days ago), 15.3% are below.
82.7% are above or equal to 11/9 close (11 days ago), 17.3% are below.
80.4% are above or equal to 11/8 close (12 days ago), 19.6% are below.
80.5% are above or equal to 11/7 close (13 days ago), 19.5% are below.
86.4% are above or equal to 11/4 close (14 days ago), 13.6% are below.
86.8% are above or equal to 11/3 close (15 days ago), 13.2% are below.
85.1% are above or equal to 11/2 close (16 days ago), 14.9% are below.
81.6% are above or equal to 11/1 close (17 days ago), 18.4% are below.
77.3% are above or equal to 10/31 close (18 days ago), 22.7% are below.
77.2% are above or equal to 10/28 close (19 days ago), 22.8% are below.
76.6% are above or equal to 10/27 close (20 days ago), 23.4% are below.
73.0% are above or equal to 10/26 close (21 days ago), 27.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161125 1:15 pm ET)
20d: 22.9% new highs, 0.2% new lows
21d: 22.2% new highs, 0.2% new lows
42d: 17.4% new highs, 0.1% new lows
63d: 15.2% new highs, 0.1% new lows
126d: 12.0% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161125 1:15 pm ET)
2-day: 63.9% above, 36.1% below
3-day: 69.0% above, 31.0% below
4-day: 74.5% above, 25.5% below
5-day: 79.6% above, 20.4% below
8-day: 82.8% above, 17.2% below
10-day: 85.5% above, 14.5% below
20-day: 83.9% above, 16.1% below
50-day: 70.9% above, 29.1% below
200-day: 71.0% above, 29.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161125 1:15 pm ET)
COHW(39): 0.79% Top=ACIA S WIN HPQ ZAYO VRSN PANW CSCO ….. QCOM TDC VG FNSR VIAV ANET INFN SSYS=Bottom (Computer Hardware/Telecom)
MATE(25): 0.72% Top=VMC SRCL PHM OC USG FLR TOL TPH ….. PWR FAST DHI CAA DAR SUM WCN MDR=Bottom (Materials & Construction)
REAL(98): 0.65% Top=CLNY NRF MGP CONE EDR PEB ELS CUZ ….. MAC SLG PGRE CUBE KRC CBG HCP ALLY=Bottom (Real Estate)
LEIS(35): 0.56% Top=H RRR WEN BYD SHAK SONC HLT QSR ….. STAY JACK CMG EAT SBUX PNRA WYN BLMN=Bottom (Leisure)
HEAL(50): 0.49% Top=MD RMD VWR ZBH BDX TFX BCR OPK ….. MOH DVA THC UNH WCG PKI EW ELGX=Bottom (Health)
META(30): 0.38% Top=CLF AEM AKS HL NEM ARNC AG ABX ….. TAHO FNV CNX AGI FCX SLW SSRI FMSA=Bottom (Metals & Mining)
INSU(35): 0.34% Top=FNF CINF VR MTG XL WRB ORI AFSI ….. CNO LNC ALL RDN BRO HIG UNM L=Bottom (Insurance)
MANU(41): 0.31% Top=MIDD DE AOS SWK BWXT CFX SNA ROK ….. ZBRA TEX ATI CAT ROP ITT DDD MRC=Bottom (Manufacturing)
ELEC(51): 0.29% Top=CSIQ SPWR FSLR CREE TRMB KEYS MU AYI ….. PI SIMO LSCC SWKS HIMX FIT AMKR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): 0.25% Top=SERV MYGN HRB R MA RHI CTAS AL ….. XRS ATHN RBA AMN HRI YY KBR CXW=Bottom (Diversified Services)
CONS(50): 0.22% Top=TPX KS CLX HAS MAT EL KMB PG ….. HBI FL UA BLL OI FOSL KATE SKX=Bottom (Consumer)
FINA(91): 0.22% Top=ARCC KKR NSAM BX BAC PSEC APO ACAS ….. FITB PB SYF KEY NAVI YRD WETF OMF=Bottom (Banks/Financials)
COSW(80): 0.14% Top=CTSH SQ BITA WUBA SINA PTC XRX SPLK ….. YELP HPE TWLO WB NTES MTCH VIPS TTD=Bottom (Computer Software/Internet)
TRAN(28): 0.03% Top=JBHT AAL CNI ODFL CSX FDX UNP SWFT ….. ALK KSU WAB NAT XPO TK BRS EGLE=Bottom (Transportation)
CHEM(27): 0.02% Top=DD SHW CF AXTA APD WLK PPG POT ….. MOS HUN FMC PAH TROX CC CE EMN=Bottom (Chemicals/Fertilizers)
RETA(63): -0.37% Top=BLDR KORS LOW PAG WMT DKS KR CVS ….. KSS TIF JCP M MELI URBN PIR GPS=Bottom (Retail & Specialty Retail)
ENER(88): -1.20% Top=REN MDU MPC BPL TSO DK VVV NFG ….. DO MRO BBG CXO OAS CRC ATW SN=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 1:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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