daytrend

11/01/2016

Filed under: Market Stats — daytrend @ 11:42 am

Market Stats at 12:41 pm 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 12:41 pm ET)
8.8% of stocks are above yesterday’s high.
23.7% are above yesterday’s midpoint. (76.3% are below.)
45.9% are below yesterday’s low.
45.3% are inside yesterday’s range.
41.2% of stocks with today’s high > yesterday’s high. (58.8% less than).
57.8% of stocks with today’s low < yesterday’s low. (42.2% greater than).

EVIDENCE OF INTRADAY TREND (20161101 12:41 pm ET)
16.3% of stocks are above today’s open. (83.3% are below).
13.1% of stocks are above today’s open and yesterday’s close.
75.2% 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 12:41 pm ET)
1.1% of stocks are in the top 10% of today’s range.
2.9% are in the top 20%.
12.1% are in the top half. 87.9% of stocks are in the bottom half of today’s range.
60.1% are in the bottom 20%.
39.0% are in the bottom 10%.

GAIN (20161101 12:41 pm ET)
22.1% of stocks are above yesterday’s close. (77.9% are below.)
1.2% are up 4.5% or more. 1.5% are down 4.5% or more.
1.8% are up 3.5% or more. 2.9% are down 3.5% or more.
53.1% are between +1% and -1%.

RSI on DAILY (20161101 12:41 pm ET)
2-day: >=95:2.7%…>=90:6.4%…>=80:10.3%…>=50:23.9%…<=20:39.9%…<=10:24.9%…<=5:16.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:28.8%…<=20:6.5%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:29.4%…<=20:1.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161101 12:41 pm ET)
8.8% above previous 1 highs, 45.9% below previous 1 lows
7.2% above previous 2 highs, 30.1% below previous 2 lows
6.1% above previous 3 highs, 24.5% below previous 3 lows
5.6% above previous 4 highs, 21.8% below previous 4 lows
4.5% above previous 5 highs, 21.7% below previous 5 lows
4.2% above previous 6 highs, 21.0% below previous 6 lows
4.2% above previous 7 highs, 20.1% below previous 7 lows
3.8% above previous 8 highs, 19.5% below previous 8 lows
3.7% above previous 9 highs, 19.0% below previous 9 lows
3.7% above previous 10 highs, 18.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161101 12:41 pm ET)
22.1% are above or equal to 10/31 close (1 days ago), 77.9% are below.
33.7% are above or equal to 10/28 close (2 days ago), 66.3% are below.
39.1% are above or equal to 10/27 close (3 days ago), 60.9% are below.
31.0% are above or equal to 10/26 close (4 days ago), 69.0% are below.
30.8% are above or equal to 10/25 close (5 days ago), 69.2% are below.
25.2% are above or equal to 10/24 close (6 days ago), 74.8% are below.
31.0% are above or equal to 10/21 close (7 days ago), 69.0% are below.
29.9% are above or equal to 10/20 close (8 days ago), 70.1% are below.
30.2% are above or equal to 10/19 close (9 days ago), 69.8% are below.
34.2% are above or equal to 10/18 close (10 days ago), 65.8% are below.
37.7% are above or equal to 10/17 close (11 days ago), 62.3% are below.
36.0% are above or equal to 10/14 close (12 days ago), 64.0% are below.
36.7% are above or equal to 10/13 close (13 days ago), 63.3% are below.
34.6% are above or equal to 10/12 close (14 days ago), 65.4% are below.
36.6% are above or equal to 10/11 close (15 days ago), 63.4% are below.
27.7% are above or equal to 10/10 close (16 days ago), 72.3% are below.
32.0% are above or equal to 10/7 close (17 days ago), 68.0% are below.
29.4% are above or equal to 10/6 close (18 days ago), 70.6% are below.
30.4% are above or equal to 10/5 close (19 days ago), 69.6% are below.
32.0% are above or equal to 10/4 close (20 days ago), 68.0% are below.
28.7% are above or equal to 10/3 close (21 days ago), 71.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161101 12:41 pm ET)
20d: 6.7% new highs, 18.4% new lows
21d: 5.9% new highs, 18.4% new lows
42d: 4.4% new highs, 14.0% new lows
63d: 3.7% new highs, 11.5% new lows
126d: 2.1% new highs, 5.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161101 12:41 pm ET)
2-day: 21.5% above, 78.5% below
3-day: 26.1% above, 73.9% below
4-day: 30.4% above, 69.6% below
5-day: 27.7% above, 72.3% below
8-day: 27.0% above, 73.0% below
10-day: 27.9% above, 72.1% below
20-day: 30.6% above, 69.4% below
50-day: 29.8% above, 70.2% below
200-day: 58.7% above, 41.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161101 12:41 pm ET)
META(28): 1.32% Top=AG SSRI CNX HL PAAS ABX FNV SWC ….. STLD SLCA CMC NUE FMSA X CCJ AA=Bottom (Metals & Mining)
CHEM(25): -0.12% Top=MOS CF IFF CC OLN GRA EMN MON ….. PX APD AGU WLK DD PAH POT SHW=Bottom (Chemicals/Fertilizers)
ELEC(46): -0.24% Top=IDTI CRUS CSIQ OCLR SIMO TEL FSLR GRMN ….. AVGO SWKS FTV FIT NVDA SPWR SCTY CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(79): -0.34% Top=TWLO TRI FIS FEYE DATA SPLK CRM LOCK ….. EQIX ADSK N PTC XRX PFPT TWTR NTES=Bottom (Computer Software/Internet)
FINA(84): -0.47% Top=LAZ CFG NAVI SLM STT PYPL BKU SBNY ….. UMPQ NSAM NYCB SIVB ICE FII WDR YRD=Bottom (Banks/Financials)
ENER(84): -0.52% Top=PBF HFC MPLX CPE QEP PE DO VLO ….. AR HLX NBR SN RRC WMB OXY SWN=Bottom (Energy)
MATE(23): -0.54% Top=MLM VMC SUM EXP FLR PHM DHI WCN ….. USG OC RSG WY MAS WM TPH SRCL=Bottom (Materials & Construction)
RETA(56): -0.73% Top=TSCO MELI ETSY WFM RH M WSM KORS ….. GPS FINL JWN KMX AEO GME LL LB=Bottom (Retail & Specialty Retail)
COHW(34): -0.74% Top=HRS BRCD ACIA FNSR ANET BBRY ZAYO S ….. VRSN STX INFN NTAP JNPR VG LVLT CTL=Bottom (Computer Hardware/Telecom)
TRAN(25): -0.77% Top=DAL JBHT CHRW TRN UAL ODFL SWFT SAVE ….. CNI KSU NSC CP FDX AAL NAT GWR=Bottom (Transportation)
DISV(45): -0.95% Top=AL SERV INFO R LDOS G ILG TRU ….. CTAS SBAC AMN XRS GEO HRB URI CXW=Bottom (Diversified Services)
INSU(29): -0.98% Top=FNF CNO VR WLTW ORI TMK HIG FAF ….. L AON TRV CINF AIG MTG AIZ RDN=Bottom (Insurance)
MANU(36): -1.03% Top=AME EMR IR ROP SWK PNR GE ROK ….. DDD CFX MHK XYL CMI TEX BWXT ETN=Bottom (Manufacturing)
LEIS(30): -1.07% Top=WYNN MGM LVS SHAK JACK PNRA SEAS BLMN ….. SBUX EXPE DNKN HLT BYD RCL GPRO YUM=Bottom (Leisure)
CONS(50): -1.23% Top=COH GPK RL BC PAY WHR PVH TPX ….. FBHS KS KATE WRK HBI FOSL GT PBI=Bottom (Consumer)
HEAL(48): -1.27% Top=XRAY OPK DXCM SYK STJ VWR A UHS ….. RMD ACHC NUVA EW HLS TFX ANTM BKD=Bottom (Health)
REAL(93): -2.00% Top=WPG CBG PEB OUT SLG RLGY PPS AIV ….. DRE WRI EDR MPW VTR CONE 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 12:41 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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