daytrend

11/01/2016

Filed under: Market Stats — daytrend @ 8:58 am

Market Stats at 9:57 am ET
by daytrend on 20161101. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 815.

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 (20161101 9:57 am ET)
14.0% of stocks are above yesterday’s high.
48.8% are above yesterday’s midpoint. (51.2% are below.)
13.6% are below yesterday’s low.
72.4% are inside yesterday’s range.
37.5% of stocks with today’s high > yesterday’s high. (62.5% less than).
24.9% of stocks with today’s low < yesterday’s low. (75.1% greater than).

EVIDENCE OF INTRADAY TREND (20161101 9:57 am ET)
31.4% of stocks are above today’s open. (67.0% are below).
26.1% of stocks are above today’s open and yesterday’s close.
43.8% are below both.
15.8% of stocks opened above yesterday’s high.
64.5% of stocks opened above yesterday’s close. (31.7% opened below yesterday’s close).
4.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161101 9:57 am ET)
6.3% of stocks are in the top 10% of today’s range.
12.0% are in the top 20%.
34.6% are in the top half. 65.4% of stocks are in the bottom half of today’s range.
31.7% are in the bottom 20%.
14.0% are in the bottom 10%.

GAIN (20161101 9:57 am ET)
50.8% of stocks are above yesterday’s close. (49.2% are below.)
0.7% are up 4.5% or more. 1.0% are down 4.5% or more.
1.8% are up 3.5% or more. 1.3% are down 3.5% or more.
76.4% are between +1% and -1%.

RSI on DAILY (20161101 9:57 am ET)
2-day: >=95:4.7%…>=90:9.6%…>=80:16.7%…>=50:46.0%…<=20:19.9%…<=10:11.5%…<=5:6.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:35.1%…<=20:3.9%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:34.7%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161101 9:57 am ET)
14.0% above previous 1 highs, 13.6% below previous 1 lows
10.4% above previous 2 highs, 8.6% below previous 2 lows
8.2% above previous 3 highs, 7.0% below previous 3 lows
7.0% above previous 4 highs, 6.1% below previous 4 lows
5.9% above previous 5 highs, 6.1% below previous 5 lows
5.0% above previous 6 highs, 6.0% below previous 6 lows
5.0% above previous 7 highs, 5.4% below previous 7 lows
4.9% above previous 8 highs, 5.4% below previous 8 lows
4.7% above previous 9 highs, 5.4% below previous 9 lows
4.7% above previous 10 highs, 4.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161101 9:57 am ET)
50.8% are above or equal to 10/31 close (1 days ago), 49.2% are below.
57.2% are above or equal to 10/28 close (2 days ago), 42.8% are below.
55.1% are above or equal to 10/27 close (3 days ago), 44.9% are below.
41.3% are above or equal to 10/26 close (4 days ago), 58.7% are below.
37.8% are above or equal to 10/25 close (5 days ago), 62.2% are below.
31.0% are above or equal to 10/24 close (6 days ago), 69.0% are below.
36.4% are above or equal to 10/21 close (7 days ago), 63.6% are below.
36.3% are above or equal to 10/20 close (8 days ago), 63.7% are below.
34.7% are above or equal to 10/19 close (9 days ago), 65.3% are below.
38.9% are above or equal to 10/18 close (10 days ago), 61.1% are below.
44.0% are above or equal to 10/17 close (11 days ago), 56.0% are below.
41.6% are above or equal to 10/14 close (12 days ago), 58.4% are below.
42.5% are above or equal to 10/13 close (13 days ago), 57.5% are below.
38.9% are above or equal to 10/12 close (14 days ago), 61.1% are below.
41.5% are above or equal to 10/11 close (15 days ago), 58.5% are below.
32.6% are above or equal to 10/10 close (16 days ago), 67.4% are below.
36.6% are above or equal to 10/7 close (17 days ago), 63.4% are below.
34.2% are above or equal to 10/6 close (18 days ago), 65.8% are below.
35.3% are above or equal to 10/5 close (19 days ago), 64.7% are below.
38.5% are above or equal to 10/4 close (20 days ago), 61.5% are below.
33.5% are above or equal to 10/3 close (21 days ago), 66.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161101 9:57 am ET)
20d: 5.6% new highs, 6.9% new lows
21d: 4.9% new highs, 6.7% new lows
42d: 3.8% new highs, 5.5% new lows
63d: 3.1% new highs, 4.3% new lows
126d: 1.8% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161101 9:57 am ET)
2-day: 49.4% above, 50.6% below
3-day: 53.3% above, 46.7% below
4-day: 54.4% above, 45.6% below
5-day: 46.3% above, 53.7% below
8-day: 38.7% above, 61.3% below
10-day: 36.9% above, 63.1% below
20-day: 37.1% above, 62.9% below
50-day: 34.6% above, 65.4% below
200-day: 60.9% above, 39.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161101 9:57 am ET)
META(28): 1.42% Top=AG HL CENX SSRI CDE PAAS ABX FNV ….. STLD NUE FCX X CNX CCJ SCCO AA=Bottom (Metals & Mining)
ENER(84): 0.60% Top=PBF HFC DO SM VLO RDC MPLX PE ….. WMB COG RES AR RICE OXY RRC SWN=Bottom (Energy)
ELEC(46): 0.45% Top=IDTI CSIQ CRUS SIMO SPWR OCLR FSLR TER ….. SWKS NVDA FTV AVGO SNPS ADI CREE HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(84): 0.28% Top=BX KKR AMG LAZ CFG NAVI RF LM ….. ACAS CBOE DFS WDR CFR ARCC NSAM ICE=Bottom (Banks/Financials)
CHEM(25): 0.26% Top=MOS GRA EMN CF HUN CC AXTA IFF ….. PX DD SHW RPM WLK APD PAH OLN=Bottom (Chemicals/Fertilizers)
MATE(23): 0.16% Top=MLM VMC EXP SUM PHM PWR USG WCN ….. TOL MAS SRCL KBH FAST RSG TPH WM=Bottom (Materials & Construction)
DISV(45): 0.04% Top=KBR GEO AL ILG R ALLE LDOS HRB ….. SERV XRS CTAS FLT WOOF AMN HRI CXW=Bottom (Diversified Services)
INSU(29): 0.01% Top=CNO ORI UNM LNC FNF MET VR FAF ….. CLGX WLTW AIZ AON ALL AIG TRV CINF=Bottom (Insurance)
COSW(79): -0.02% Top=TRI TWLO FIS CRM WB SPLK FEYE YELP ….. JCOM MDSO EA CERN XRX YHOO NTES PFPT=Bottom (Computer Software/Internet)
TRAN(25): -0.02% Top=NAT TRN SWFT DAL ODFL JBHT SAVE WAB ….. NSC FDX CNI KSU CSX LUV ALK GWR=Bottom (Transportation)
RETA(56): -0.03% Top=ETSY TSCO KORS WFM URBN GNC M AMZN ….. W JCP DKS FINL GME BABA SBH LB=Bottom (Retail & Specialty Retail)
CONS(50): -0.12% Top=COH KATE ENR RL WHR NWL LEG BC ….. OI IP FBHS COTY ECL KS GT PBI=Bottom (Consumer)
COHW(34): -0.24% Top=HRS ACIA BBRY BRCD CCI MSI CDW S ….. FNSR CIEN VG SSYS NTAP JNPR LVLT CTL=Bottom (Computer Hardware/Telecom)
HEAL(48): -0.27% Top=THC XRAY DXCM ZBH CNC STE IRWD MOH ….. HRC NUVA COO EVHC ANTM DVA AMSG BKD=Bottom (Health)
LEIS(30): -0.29% Top=WYNN BLMN SHAK MGM LVS JACK SONC SEAS ….. MCD WYN BYD DRI SBUX HLT GPRO YUM=Bottom (Leisure)
MANU(36): -0.39% Top=AME EMR RS IR MRC TEX ROK PNR ….. LECO DOV FLS AGCO CMI ETN BWXT XYL=Bottom (Manufacturing)
REAL(93): -0.79% Top=GGP WPG CBG BAM ARI PPS ALLY MAA ….. DRH EDR VNO VTR CONE O CSAL HCP=Bottom (Real Estate)

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 9:57 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: