daytrend

11/01/2016

Filed under: Market Stats — daytrend @ 9:18 am

Market Stats at 10:18 am ET
by daytrend on 20161101. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 815.

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

COMPARED TO YESTERDAY’S RANGE (20161101 10:18 am ET)
11.9% of stocks are above yesterday’s high.
40.4% are above yesterday’s midpoint. (59.6% are below.)
20.4% are below yesterday’s low.
67.7% are inside yesterday’s range.
38.9% of stocks with today’s high > yesterday’s high. (61.1% less than).
32.9% of stocks with today’s low < yesterday’s low. (67.1% greater than).

EVIDENCE OF INTRADAY TREND (20161101 10:18 am ET)
28.2% of stocks are above today’s open. (70.7% are below).
23.1% of stocks are above today’s open and yesterday’s close.
51.2% 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 10:18 am ET)
4.7% of stocks are in the top 10% of today’s range.
10.4% are in the top 20%.
28.1% are in the top half. 71.9% of stocks are in the bottom half of today’s range.
37.9% are in the bottom 20%.
18.9% are in the bottom 10%.

GAIN (20161101 10:18 am ET)
43.4% of stocks are above yesterday’s close. (56.6% are below.)
1.0% are up 4.5% or more. 1.1% are down 4.5% or more.
2.2% are up 3.5% or more. 1.7% are down 3.5% or more.
72.3% are between +1% and -1%.

RSI on DAILY (20161101 10:18 am ET)
2-day: >=95:4.3%…>=90:8.7%…>=80:14.5%…>=50:40.7%…<=20:24.7%…<=10:13.7%…<=5:9.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:35.0%…<=20:4.5%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:33.7%…<=20:1.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161101 10:18 am ET)
11.9% above previous 1 highs, 20.4% below previous 1 lows
9.7% above previous 2 highs, 11.7% below previous 2 lows
7.6% above previous 3 highs, 9.6% below previous 3 lows
7.0% above previous 4 highs, 8.5% below previous 4 lows
6.6% above previous 5 highs, 8.5% below previous 5 lows
5.6% above previous 6 highs, 8.2% below previous 6 lows
5.5% above previous 7 highs, 7.5% below previous 7 lows
5.0% above previous 8 highs, 7.5% below previous 8 lows
4.9% above previous 9 highs, 7.5% below previous 9 lows
4.9% above previous 10 highs, 7.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161101 10:18 am ET)
43.4% are above or equal to 10/31 close (1 days ago), 56.6% are below.
51.0% are above or equal to 10/28 close (2 days ago), 49.0% are below.
51.9% are above or equal to 10/27 close (3 days ago), 48.1% are below.
37.5% are above or equal to 10/26 close (4 days ago), 62.5% are below.
36.6% are above or equal to 10/25 close (5 days ago), 63.4% are below.
30.6% are above or equal to 10/24 close (6 days ago), 69.4% are below.
34.8% are above or equal to 10/21 close (7 days ago), 65.2% are below.
35.6% are above or equal to 10/20 close (8 days ago), 64.4% are below.
33.7% are above or equal to 10/19 close (9 days ago), 66.3% are below.
38.3% are above or equal to 10/18 close (10 days ago), 61.7% are below.
43.3% are above or equal to 10/17 close (11 days ago), 56.7% are below.
40.6% are above or equal to 10/14 close (12 days ago), 59.4% are below.
41.7% are above or equal to 10/13 close (13 days ago), 58.3% are below.
37.7% are above or equal to 10/12 close (14 days ago), 62.3% are below.
40.4% are above or equal to 10/11 close (15 days ago), 59.6% are below.
32.1% are above or equal to 10/10 close (16 days ago), 67.9% are below.
36.1% are above or equal to 10/7 close (17 days ago), 63.9% are below.
33.7% are above or equal to 10/6 close (18 days ago), 66.3% are below.
33.9% are above or equal to 10/5 close (19 days ago), 66.1% are below.
37.8% are above or equal to 10/4 close (20 days ago), 62.2% are below.
32.6% are above or equal to 10/3 close (21 days ago), 67.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161101 10:18 am ET)
20d: 6.0% new highs, 9.3% new lows
21d: 5.3% new highs, 9.1% new lows
42d: 4.0% new highs, 7.5% new lows
63d: 3.3% new highs, 5.8% new lows
126d: 1.8% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161101 10:18 am ET)
2-day: 41.8% above, 58.2% below
3-day: 46.1% above, 53.9% below
4-day: 48.2% above, 51.8% below
5-day: 41.5% above, 58.5% below
8-day: 35.8% above, 64.2% below
10-day: 35.2% above, 64.8% below
20-day: 36.3% above, 63.7% below
50-day: 32.4% above, 67.6% below
200-day: 59.9% above, 40.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161101 10:18 am ET)
META(28): 1.52% Top=AG HL CENX SSRI PAAS SWC ABX CDE ….. CMC STLD X FCX NUE SCCO CCJ AA=Bottom (Metals & Mining)
CHEM(25): 0.67% Top=MOS CF EMN HUN CC GRA IFF POT ….. RPM DOW MON SHW DD PPG APD OLN=Bottom (Chemicals/Fertilizers)
ENER(84): 0.35% Top=PBF HFC DO RDC MPLX VLO TSO MUR ….. REN COG MPC AR WMB OXY RRC SWN=Bottom (Energy)
ELEC(46): 0.22% Top=IDTI CRUS CSIQ FSLR SIMO SPWR OCLR GRMN ….. TXN XLNX AVGO FIT SNPS SWKS ADI CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(84): 0.16% Top=BX LAZ NAVI AMG PYPL CFG KKR SYF ….. NYCB CFR UMPQ ARCC FII NSAM ICE WDR=Bottom (Banks/Financials)
RETA(56): -0.03% Top=TSCO ETSY KORS WFM M GNC URBN ANF ….. AEO KMX DKS GME W SBH FINL LB=Bottom (Retail & Specialty Retail)
COSW(79): -0.05% Top=TWLO TRI FIS WB CRM SINA FEYE DATA ….. JCOM NTES AKAM ADSK EA CERN XRX PFPT=Bottom (Computer Software/Internet)
TRAN(25): -0.15% Top=TRN SWFT DAL ODFL JBHT XPO AAL NAT ….. CNI ALK KSU CSX NSC WAB FDX GWR=Bottom (Transportation)
DISV(45): -0.19% Top=GEO KBR AL R INFO LDOS ILG VNTV ….. FLT RRD CTAS WOOF SBAC URI CXW AMN=Bottom (Diversified Services)
CONS(50): -0.24% Top=COH ENR SKX RL AVP BC PVH KATE ….. CLX ECL COTY OI FBHS KS GT PBI=Bottom (Consumer)
INSU(29): -0.27% Top=CNO ORI LNC FNF UNM AGO MET CLGX ….. BRO AIG ALL AIZ AON TRV CINF RDN=Bottom (Insurance)
MATE(23): -0.28% Top=MLM VMC SUM EXP PHM FLR WY EME ….. KBH USG OC FAST SRCL RSG WM TPH=Bottom (Materials & Construction)
LEIS(30): -0.28% Top=WYNN SHAK BLMN MGM LVS JACK PNRA SONC ….. WYN CCL EXPE MCD DNKN HLT SBUX YUM=Bottom (Leisure)
COHW(34): -0.37% Top=HRS BBRY BRCD S MSI ZAYO CCI CDW ….. VRSN AAPL VG CIEN NTAP JNPR LVLT CTL=Bottom (Computer Hardware/Telecom)
HEAL(48): -0.42% Top=THC XRAY IRWD CNC STE SYK DXCM MOH ….. RMD ACHC VAR EW TFX AMSG ANTM BKD=Bottom (Health)
MANU(36): -0.68% Top=AME EMR RS IR PNR MRC ROP ROK ….. FLS DDD AGCO ETN TEX CMI XYL BWXT=Bottom (Manufacturing)
REAL(93): -0.98% Top=WPG GGP PEB BAM ARI CBG HST LHO ….. PKY QTS FR VTR EDR 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 10:18 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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