daytrend

11/01/2016

Filed under: Market Stats — daytrend @ 12:28 pm

Market Stats at 1:28 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 1:28 pm ET)
7.2% of stocks are above yesterday’s high.
18.5% are above yesterday’s midpoint. (81.5% are below.)
51.5% are below yesterday’s low.
41.2% are inside yesterday’s range.
41.3% of stocks with today’s high > yesterday’s high. (58.7% less than).
64.7% of stocks with today’s low < yesterday’s low. (35.3% greater than).

EVIDENCE OF INTRADAY TREND (20161101 1:28 pm ET)
13.0% of stocks are above today’s open. (86.4% are below).
11.0% of stocks are above today’s open and yesterday’s close.
78.7% 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 1:28 pm ET)
0.6% of stocks are in the top 10% of today’s range.
2.2% are in the top 20%.
9.8% are in the top half. 90.2% of stocks are in the bottom half of today’s range.
67.0% are in the bottom 20%.
39.1% are in the bottom 10%.

GAIN (20161101 1:28 pm ET)
19.0% of stocks are above yesterday’s close. (81.0% are below.)
1.1% are up 4.5% or more. 1.6% are down 4.5% or more.
1.6% are up 3.5% or more. 3.8% are down 3.5% or more.
45.0% are between +1% and -1%.

RSI on DAILY (20161101 1:28 pm ET)
2-day: >=95:2.7%…>=90:4.4%…>=80:8.3%…>=50:19.6%…<=20:44.0%…<=10:27.2%…<=5:16.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:27.1%…<=20:7.1%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:28.0%…<=20:1.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161101 1:28 pm ET)
7.2% above previous 1 highs, 51.5% below previous 1 lows
6.1% above previous 2 highs, 36.7% below previous 2 lows
5.4% above previous 3 highs, 30.8% below previous 3 lows
5.0% above previous 4 highs, 27.9% below previous 4 lows
3.9% above previous 5 highs, 27.2% below previous 5 lows
3.6% above previous 6 highs, 26.6% below previous 6 lows
3.6% above previous 7 highs, 25.3% below previous 7 lows
3.2% above previous 8 highs, 24.7% below previous 8 lows
3.1% above previous 9 highs, 24.0% below previous 9 lows
2.9% above previous 10 highs, 23.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161101 1:28 pm ET)
19.0% are above or equal to 10/31 close (1 days ago), 81.0% are below.
28.5% are above or equal to 10/28 close (2 days ago), 71.5% are below.
35.6% are above or equal to 10/27 close (3 days ago), 64.4% are below.
27.6% are above or equal to 10/26 close (4 days ago), 72.4% are below.
29.6% are above or equal to 10/25 close (5 days ago), 70.4% are below.
22.7% are above or equal to 10/24 close (6 days ago), 77.3% are below.
28.6% are above or equal to 10/21 close (7 days ago), 71.4% are below.
28.1% are above or equal to 10/20 close (8 days ago), 71.9% are below.
28.2% are above or equal to 10/19 close (9 days ago), 71.8% are below.
32.3% are above or equal to 10/18 close (10 days ago), 67.7% are below.
36.9% are above or equal to 10/17 close (11 days ago), 63.1% are below.
35.2% are above or equal to 10/14 close (12 days ago), 64.8% are below.
36.3% are above or equal to 10/13 close (13 days ago), 63.7% are below.
33.1% are above or equal to 10/12 close (14 days ago), 66.9% are below.
35.5% are above or equal to 10/11 close (15 days ago), 64.5% are below.
26.7% are above or equal to 10/10 close (16 days ago), 73.3% are below.
30.2% are above or equal to 10/7 close (17 days ago), 69.8% are below.
28.0% are above or equal to 10/6 close (18 days ago), 72.0% are below.
28.8% are above or equal to 10/5 close (19 days ago), 71.2% are below.
32.0% are above or equal to 10/4 close (20 days ago), 68.0% are below.
27.5% are above or equal to 10/3 close (21 days ago), 72.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161101 1:28 pm ET)
20d: 6.7% new highs, 23.2% new lows
21d: 5.9% new highs, 23.2% new lows
42d: 4.4% new highs, 18.2% new lows
63d: 3.7% new highs, 15.0% new lows
126d: 2.1% new highs, 7.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161101 1:28 pm ET)
2-day: 18.8% above, 81.2% below
3-day: 19.5% above, 80.5% below
4-day: 24.8% above, 75.2% below
5-day: 23.4% above, 76.6% below
8-day: 24.7% above, 75.3% below
10-day: 24.9% above, 75.1% below
20-day: 28.7% above, 71.3% below
50-day: 29.4% above, 70.6% below
200-day: 57.9% above, 42.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161101 1:28 pm ET)
META(28): 1.10% Top=AG CNX SSRI HL ABX PAAS NEM FNV ….. SLCA CMC STLD NUE FMSA CCJ X AA=Bottom (Metals & Mining)
CHEM(25): -0.27% Top=MOS CF IFF CC GRA OLN EMN MON ….. PPG FMC PX WLK APD POT AGU SHW=Bottom (Chemicals/Fertilizers)
ENER(84): -0.44% Top=PBF MPLX HFC CPE QEP CVX XEC PE ….. WNR ETE SN PTEN WMB RRC OXY SWN=Bottom (Energy)
ELEC(46): -0.50% Top=IDTI CRUS OCLR GRMN TEL SIMO CSIQ QRVO ….. SPWR AVGO TRMB TXN SWKS NVDA SCTY CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(84): -0.50% Top=SLM CFG LAZ NAVI STT RF SBNY SYF ….. CIT NYCB PACW SIVB ICE FII WDR YRD=Bottom (Banks/Financials)
COSW(79): -0.71% Top=TRI FIS TWLO FEYE LOCK SABR CSRA SINA ….. PTC ADSK CERN XRX PFPT NTES TWTR N=Bottom (Computer Software/Internet)
MATE(23): -0.95% Top=MLM SUM VMC EXP FLR WCN EME PHM ….. USG RSG WM WY OC MAS TPH SRCL=Bottom (Materials & Construction)
INSU(29): -0.98% Top=FNF ORI CNO HIG TMK VR WLTW UNM ….. AON L CINF TRV MTG AIZ AIG RDN=Bottom (Insurance)
RETA(56): -1.03% Top=TSCO MELI ETSY M WFM RH WSM URBN ….. FINL JWN KMX GNC GPS GME LL LB=Bottom (Retail & Specialty Retail)
TRAN(25): -1.12% Top=JBHT CHRW SWFT TRN DAL ODFL EXPD UAL ….. ALK KSU CP FDX AAL XPO GWR NAT=Bottom (Transportation)
DISV(45): -1.15% Top=AL SERV EEFT TRU R LDOS G VNTV ….. HRB SBAC YY GEO ATHN AMN URI CXW=Bottom (Diversified Services)
MANU(36): -1.18% Top=AME EMR IR ROP SWK LII DOV PNR ….. ATI DDD XYL MHK CMI BWXT ETN TEX=Bottom (Manufacturing)
COHW(34): -1.20% Top=HRS BRCD FNSR ZAYO ANET ACIA CDW BBRY ….. STX WDC INFN JNPR NTAP VG LVLT CTL=Bottom (Computer Hardware/Telecom)
LEIS(30): -1.26% Top=WYNN MGM SHAK LVS JACK PNRA SEAS QSR ….. SBUX CMG HLT EXPE RCL BYD GPRO YUM=Bottom (Leisure)
CONS(50): -1.51% Top=COH GPK RL TPX PG BC ENR PAY ….. COTY MAT WRK HBI KATE FOSL GT PBI=Bottom (Consumer)
HEAL(48): -1.54% Top=XRAY OPK DXCM A STJ VWR SYK ABMD ….. RMD NUVA TFX HLS EW ACHC ANTM BKD=Bottom (Health)
REAL(93): -2.46% Top=CBG WPG OUT TWO SLG BAM ARI ARE ….. DRE WRI DFT VTR MPW 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 1:28 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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