daytrend

11/02/2016

Filed under: Market Stats — daytrend @ 9:00 am

Market Stats at 9:59 am ET
by daytrend on 20161102. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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 (20161102 9:59 am ET)
9.8% of stocks are above yesterday’s high.
35.5% are above yesterday’s midpoint. (64.5% are below.)
13.7% are below yesterday’s low.
76.5% are inside yesterday’s range.
13.6% of stocks with today’s high > yesterday’s high. (86.4% less than).
36.2% of stocks with today’s low < yesterday’s low. (63.8% greater than).

EVIDENCE OF INTRADAY TREND (20161102 9:59 am ET)
63.8% of stocks are above today’s open. (35.6% are below).
46.7% of stocks are above today’s open and yesterday’s close.
31.5% are below both.
4.0% of stocks opened above yesterday’s high.
30.0% of stocks opened above yesterday’s close. (65.8% opened below yesterday’s close).
10.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161102 9:59 am ET)
25.2% of stocks are in the top 10% of today’s range.
38.4% are in the top 20%.
70.0% are in the top half. 30.0% of stocks are in the bottom half of today’s range.
9.4% are in the bottom 20%.
3.8% are in the bottom 10%.

GAIN (20161102 9:59 am ET)
52.1% of stocks are above yesterday’s close. (47.9% are below.)
2.4% are up 4.5% or more. 1.8% are down 4.5% or more.
3.4% are up 3.5% or more. 2.6% are down 3.5% or more.
70.9% are between +1% and -1%.

RSI on DAILY (20161102 9:59 am ET)
2-day: >=95:3.2%…>=90:6.0%…>=80:10.9%…>=50:34.5%…<=20:34.0%…<=10:20.5%…<=5:12.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:30.6%…<=20:6.6%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:30.2%…<=20:1.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161102 9:59 am ET)
9.8% above previous 1 highs, 13.7% below previous 1 lows
8.1% above previous 2 highs, 12.2% below previous 2 lows
6.5% above previous 3 highs, 11.4% below previous 3 lows
5.5% above previous 4 highs, 11.1% below previous 4 lows
4.6% above previous 5 highs, 10.5% below previous 5 lows
4.3% above previous 6 highs, 10.1% below previous 6 lows
4.2% above previous 7 highs, 10.0% below previous 7 lows
4.2% above previous 8 highs, 9.7% below previous 8 lows
3.9% above previous 9 highs, 9.4% below previous 9 lows
3.9% above previous 10 highs, 9.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161102 9:59 am ET)
52.1% are above or equal to 11/1 close (1 days ago), 47.9% are below.
27.4% are above or equal to 10/31 close (2 days ago), 72.6% are below.
36.1% are above or equal to 10/28 close (3 days ago), 63.9% are below.
38.8% are above or equal to 10/27 close (4 days ago), 61.2% are below.
30.9% are above or equal to 10/26 close (5 days ago), 69.1% are below.
30.1% are above or equal to 10/25 close (6 days ago), 69.9% are below.
26.0% are above or equal to 10/24 close (7 days ago), 74.0% are below.
30.4% are above or equal to 10/21 close (8 days ago), 69.6% are below.
31.5% are above or equal to 10/20 close (9 days ago), 68.5% are below.
31.1% are above or equal to 10/19 close (10 days ago), 68.9% are below.
35.6% are above or equal to 10/18 close (11 days ago), 64.4% are below.
39.6% are above or equal to 10/17 close (12 days ago), 60.4% are below.
38.5% are above or equal to 10/14 close (13 days ago), 61.5% are below.
38.0% are above or equal to 10/13 close (14 days ago), 62.0% are below.
34.4% are above or equal to 10/12 close (15 days ago), 65.6% are below.
36.3% are above or equal to 10/11 close (16 days ago), 63.7% are below.
28.1% are above or equal to 10/10 close (17 days ago), 71.9% are below.
31.4% are above or equal to 10/7 close (18 days ago), 68.6% are below.
29.6% are above or equal to 10/6 close (19 days ago), 70.4% are below.
30.1% are above or equal to 10/5 close (20 days ago), 69.9% are below.
33.9% are above or equal to 10/4 close (21 days ago), 66.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161102 9:59 am ET)
20d: 4.6% new highs, 16.6% new lows
21d: 4.0% new highs, 16.5% new lows
42d: 1.6% new highs, 12.7% new lows
63d: 1.1% new highs, 10.4% new lows
126d: 0.9% new highs, 6.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161102 9:59 am ET)
2-day: 51.0% above, 49.0% below
3-day: 33.5% above, 66.5% below
4-day: 34.5% above, 65.5% below
5-day: 34.8% above, 65.2% below
8-day: 29.7% above, 70.3% below
10-day: 29.3% above, 70.7% below
20-day: 32.8% above, 67.2% below
50-day: 31.2% above, 68.8% below
200-day: 58.9% above, 41.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161102 9:59 am ET)
META(28): 1.60% Top=AG CCJ SSRI CDE AGI GG SLW HL ….. TCK SCCO ARNC X CENX SLCA FMSA CNX=Bottom (Metals & Mining)
COHW(33): 0.92% Top=BRCD ACIA FNSR CIEN INFN COMM HPQ ANET ….. PANW CTL LVLT CDW VRSN VZ CCI S=Bottom (Computer Hardware/Telecom)
HEAL(49): 0.71% Top=AMSG EVHC ACHC WCG BKD HLS ANTM XRAY ….. IART PRXL THC NUVA EW RMD ABMD DXCM=Bottom (Health)
TRAN(25): 0.61% Top=SWFT ALK UAL CSX GWR UNP NSC FDX ….. ODFL CHRW JBHT UPS SAVE WAB TRN NAT=Bottom (Transportation)
ELEC(46): 0.51% Top=OCLR TEL AVGO NVDA SIMO SCTY FIT MRVL ….. GRMN CGNX MU AMD CAVM AMBA IDTI TRMB=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(23): 0.43% Top=SUM OC EME EXP WCN RSG DHI PWR ….. WM WY SRCL PHM LEN MLM TPH VMC=Bottom (Materials & Construction)
INSU(30): 0.39% Top=CNO AWH MMC AIG AFL AIZ UNM CLGX ….. TRV XL VR ALL WLTW MTG MET RDN=Bottom (Insurance)
CHEM(26): 0.34% Top=OLN MOS POT PPG CF GRA RPM AGU ….. PX IFF DD MON ALB FMC CC PAH=Bottom (Chemicals/Fertilizers)
CONS(50): 0.33% Top=KS WWW PBI WHR FL OI WRK TPX ….. BLL AVY HAS COTY AVP CLX EL KATE=Bottom (Consumer)
LEIS(30): 0.22% Top=SONC GPRO CMG MAR HLT RCL QSR CCL ….. PNRA EXPE MGM DNKN LVS WYNN YUM TXRH=Bottom (Leisure)
MANU(36): 0.07% Top=XYL ATI RS SWK ETN ITW KMT DHR ….. CAT PNR GE FLS TEX DDD BWXT MRC=Bottom (Manufacturing)
RETA(57): 0.03% Top=KR DKS FINL BABA SFM SBH SPLS GES ….. AN MELI SIG WBA GNC KSS ETSY GME=Bottom (Retail & Specialty Retail)
REAL(94): -0.00% Top=CIM DEI SHO EQR LHO AIV CUZ EXR ….. QTS RLGY CBG VTR KIM HCP OHI MPW=Bottom (Real Estate)
COSW(79): -0.03% Top=YELP SHOP LOCK SQ EA CDK ADP TWTR ….. SPLK IAC JCOM MTCH CERN SABR ZEN DATA=Bottom (Computer Software/Internet)
DISV(44): -0.24% Top=BAH YY VRSK AMN ROL ACM JEC AL ….. CXW V CTAS ATHN SBAC XRS FLT MYGN=Bottom (Diversified Services)
FINA(84): -0.61% Top=WU NAVI CME SYF NDAQ LAZ CBOE ICE ….. WFC JNS RF YRD CFG VOYA WETF SIVB=Bottom (Banks/Financials)
ENER(84): -1.33% Top=NBL DVN APA PDCE SEP SWN SU ETP ….. EEP OKS WPZ PXD MTDR DK SM REN=Bottom (Energy)

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 9:59 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: