daytrend

11/01/2016

Filed under: Market Stats — daytrend @ 1:06 pm

Market Stats at 2:06 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 2:06 pm ET)
5.8% of stocks are above yesterday’s high.
14.5% are above yesterday’s midpoint. (85.5% are below.)
63.1% are below yesterday’s low.
31.2% are inside yesterday’s range.
41.3% of stocks with today’s high > yesterday’s high. (58.7% less than).
69.7% of stocks with today’s low < yesterday’s low. (30.3% greater than).

EVIDENCE OF INTRADAY TREND (20161101 2:06 pm ET)
9.1% of stocks are above today’s open. (90.6% are below).
7.7% of stocks are above today’s open and yesterday’s close.
85.8% 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 2:06 pm ET)
0.7% of stocks are in the top 10% of today’s range.
1.2% are in the top 20%.
5.8% are in the top half. 94.2% of stocks are in the bottom half of today’s range.
78.8% are in the bottom 20%.
56.3% are in the bottom 10%.

GAIN (20161101 2:06 pm ET)
13.1% of stocks are above yesterday’s close. (86.9% are below.)
0.9% are up 4.5% or more. 2.3% are down 4.5% or more.
1.6% are up 3.5% or more. 4.5% are down 3.5% or more.
35.0% are between +1% and -1%.

RSI on DAILY (20161101 2:06 pm ET)
2-day: >=95:1.6%…>=90:3.8%…>=80:6.1%…>=50:15.2%…<=20:51.2%…<=10:30.9%…<=5:18.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:24.7%…<=20:8.2%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:25.6%…<=20:1.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161101 2:06 pm ET)
5.8% above previous 1 highs, 63.1% below previous 1 lows
5.2% above previous 2 highs, 47.9% below previous 2 lows
4.3% above previous 3 highs, 41.5% below previous 3 lows
3.9% above previous 4 highs, 35.6% below previous 4 lows
3.2% above previous 5 highs, 35.3% below previous 5 lows
2.7% above previous 6 highs, 34.7% below previous 6 lows
2.7% above previous 7 highs, 31.7% below previous 7 lows
2.6% above previous 8 highs, 30.7% below previous 8 lows
2.3% above previous 9 highs, 29.6% below previous 9 lows
2.3% above previous 10 highs, 28.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161101 2:06 pm ET)
13.1% are above or equal to 10/31 close (1 days ago), 86.9% are below.
22.3% are above or equal to 10/28 close (2 days ago), 77.7% are below.
29.0% are above or equal to 10/27 close (3 days ago), 71.0% are below.
23.2% are above or equal to 10/26 close (4 days ago), 76.8% are below.
25.4% are above or equal to 10/25 close (5 days ago), 74.6% are below.
21.1% are above or equal to 10/24 close (6 days ago), 78.9% are below.
25.9% are above or equal to 10/21 close (7 days ago), 74.1% are below.
26.4% are above or equal to 10/20 close (8 days ago), 73.6% are below.
25.9% are above or equal to 10/19 close (9 days ago), 74.1% are below.
30.4% are above or equal to 10/18 close (10 days ago), 69.6% are below.
34.8% are above or equal to 10/17 close (11 days ago), 65.2% are below.
33.4% are above or equal to 10/14 close (12 days ago), 66.6% are below.
34.5% are above or equal to 10/13 close (13 days ago), 65.5% are below.
32.1% are above or equal to 10/12 close (14 days ago), 67.9% are below.
33.5% are above or equal to 10/11 close (15 days ago), 66.5% are below.
24.5% are above or equal to 10/10 close (16 days ago), 75.5% are below.
28.8% are above or equal to 10/7 close (17 days ago), 71.2% are below.
26.1% are above or equal to 10/6 close (18 days ago), 73.9% are below.
27.0% are above or equal to 10/5 close (19 days ago), 73.0% are below.
29.8% are above or equal to 10/4 close (20 days ago), 70.2% are below.
26.1% are above or equal to 10/3 close (21 days ago), 73.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161101 2:06 pm ET)
20d: 6.7% new highs, 25.9% new lows
21d: 5.9% new highs, 25.9% new lows
42d: 4.4% new highs, 20.9% new lows
63d: 3.7% new highs, 17.4% new lows
126d: 2.1% new highs, 8.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161101 2:06 pm ET)
2-day: 12.4% above, 87.6% below
3-day: 14.5% above, 85.5% below
4-day: 19.1% above, 80.9% below
5-day: 20.1% above, 79.9% below
8-day: 20.7% above, 79.3% below
10-day: 21.6% above, 78.4% below
20-day: 26.5% above, 73.5% below
50-day: 28.1% above, 71.9% below
200-day: 57.8% above, 42.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161101 2:06 pm ET)
META(28): 0.96% Top=AG SSRI CNX ABX HL PAAS FNV NEM ….. CMC STLD SLCA NUE FMSA CCJ X AA=Bottom (Metals & Mining)
CHEM(25): -0.52% Top=MOS CF IFF CC GRA EMN OLN MON ….. RPM ALB PX WLK APD POT SHW AGU=Bottom (Chemicals/Fertilizers)
FINA(84): -0.89% Top=LAZ SLM CFG STT RF NAVI AMG SBNY ….. WU COF PACW SIVB ICE WDR FII YRD=Bottom (Banks/Financials)
ELEC(46): -0.96% Top=IDTI CRUS OCLR GRMN TEL SIMO FSLR CSIQ ….. AVGO SWKS TXN TRMB AMD NVDA CREE SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(79): -1.01% Top=TRI FIS TWLO FEYE DATA LOCK TEAM SINA ….. CHKP PFPT PTC XRX MDSO TWTR ADSK N=Bottom (Computer Software/Internet)
ENER(84): -1.04% Top=PBF MPLX CVX RDC QEP CPE HFC DO ….. AR PTEN OAS MPC WNR RRC OXY SWN=Bottom (Energy)
TRAN(25): -1.21% Top=SWFT JBHT CHRW TRN DAL EXPD ODFL UNP ….. NSC ALK FDX KSU NAT AAL XPO GWR=Bottom (Transportation)
MATE(23): -1.24% Top=MLM SUM VMC EXP WCN FLR PHM DHI ….. USG WY WM RSG OC MAS TPH SRCL=Bottom (Materials & Construction)
INSU(29): -1.27% Top=FNF ORI TMK VR HIG CNO MMC PGR ….. L TRV AON CINF MTG AIZ AIG RDN=Bottom (Insurance)
RETA(56): -1.31% Top=TSCO M WFM MELI URBN WSM ETSY ORLY ….. GME JWN W AN GPS LL KMX LB=Bottom (Retail & Specialty Retail)
DISV(45): -1.43% Top=CAR SERV AL G EEFT RRD TRU LDOS ….. YY SBAC ATHN HRI HRB CXW AMN URI=Bottom (Diversified Services)
COHW(34): -1.52% Top=HRS BRCD ZAYO CDW FNSR BBRY MSI SSYS ….. JNPR INFN STX WDC NTAP LVLT VG CTL=Bottom (Computer Hardware/Telecom)
LEIS(30): -1.63% Top=WYNN MGM SHAK LVS PNRA JACK SEAS TXRH ….. SBUX CMG CCL RCL BYD EXPE GPRO YUM=Bottom (Leisure)
MANU(36): -1.70% Top=AME EMR IR SWK ROP HON MRC LII ….. ATI CFX MHK DDD CMI ETN BWXT TEX=Bottom (Manufacturing)
CONS(50): -1.87% Top=COH GPK TPX WHR ENR PAY PG BERY ….. FBHS OI COTY KATE HBI FOSL GT PBI=Bottom (Consumer)
HEAL(48): -1.97% Top=XRAY OPK ABMD VWR STJ A SYK ESRX ….. THC NUVA TFX HLS EW ACHC ANTM BKD=Bottom (Health)
REAL(93): -2.39% Top=WPG CBG OUT TWO ARE SLG BAM PPS ….. AMH DLR DFT VTR CONE MPW 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 2:06 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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