daytrend

11/02/2016

Filed under: Market Stats — daytrend @ 9:40 am

Market Stats at 10:40 am ET
by daytrend on 20161102. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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

COMPARED TO YESTERDAY’S RANGE (20161102 10:40 am ET)
8.6% of stocks are above yesterday’s high.
29.3% are above yesterday’s midpoint. (70.7% are below.)
27.8% are below yesterday’s low.
63.6% are inside yesterday’s range.
15.7% of stocks with today’s high > yesterday’s high. (84.3% less than).
47.4% of stocks with today’s low < yesterday’s low. (52.6% greater than).

EVIDENCE OF INTRADAY TREND (20161102 10:40 am ET)
48.6% of stocks are above today’s open. (50.8% are below).
37.9% of stocks are above today’s open and yesterday’s close.
46.4% are below both.
4.0% of stocks opened above yesterday’s high.
30.0% of stocks opened above yesterday’s close. (65.7% opened below yesterday’s close).
10.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161102 10:40 am ET)
11.0% of stocks are in the top 10% of today’s range.
17.6% are in the top 20%.
41.7% are in the top half. 58.3% of stocks are in the bottom half of today’s range.
23.9% are in the bottom 20%.
10.5% are in the bottom 10%.

GAIN (20161102 10:40 am ET)
43.6% of stocks are above yesterday’s close. (56.4% are below.)
2.0% are up 4.5% or more. 3.8% are down 4.5% or more.
2.8% are up 3.5% or more. 5.5% are down 3.5% or more.
61.6% are between +1% and -1%.

RSI on DAILY (20161102 10:40 am ET)
2-day: >=95:2.0%…>=90:4.2%…>=80:9.1%…>=50:29.1%…<=20:42.7%…<=10:25.8%…<=5:14.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:26.9%…<=20:7.7%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:27.1%…<=20:1.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161102 10:40 am ET)
8.6% above previous 1 highs, 27.8% below previous 1 lows
6.4% above previous 2 highs, 25.5% below previous 2 lows
4.9% above previous 3 highs, 23.7% below previous 3 lows
4.3% above previous 4 highs, 23.3% below previous 4 lows
3.7% above previous 5 highs, 21.7% below previous 5 lows
3.3% above previous 6 highs, 21.1% below previous 6 lows
3.2% above previous 7 highs, 20.4% below previous 7 lows
3.2% above previous 8 highs, 19.5% below previous 8 lows
2.8% above previous 9 highs, 18.6% below previous 9 lows
2.7% above previous 10 highs, 18.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161102 10:40 am ET)
43.6% are above or equal to 11/1 close (1 days ago), 56.4% are below.
23.0% are above or equal to 10/31 close (2 days ago), 77.0% are below.
32.2% are above or equal to 10/28 close (3 days ago), 67.8% are below.
35.9% are above or equal to 10/27 close (4 days ago), 64.1% are below.
28.0% are above or equal to 10/26 close (5 days ago), 72.0% are below.
28.4% are above or equal to 10/25 close (6 days ago), 71.6% are below.
24.2% are above or equal to 10/24 close (7 days ago), 75.8% are below.
28.5% are above or equal to 10/21 close (8 days ago), 71.5% are below.
29.1% are above or equal to 10/20 close (9 days ago), 70.9% are below.
28.6% are above or equal to 10/19 close (10 days ago), 71.4% are below.
33.9% are above or equal to 10/18 close (11 days ago), 66.1% are below.
38.2% are above or equal to 10/17 close (12 days ago), 61.8% are below.
36.1% are above or equal to 10/14 close (13 days ago), 63.9% are below.
35.9% are above or equal to 10/13 close (14 days ago), 64.1% are below.
33.9% are above or equal to 10/12 close (15 days ago), 66.1% are below.
35.1% are above or equal to 10/11 close (16 days ago), 64.9% are below.
27.2% are above or equal to 10/10 close (17 days ago), 72.8% are below.
29.9% are above or equal to 10/7 close (18 days ago), 70.1% are below.
27.8% are above or equal to 10/6 close (19 days ago), 72.2% are below.
28.5% are above or equal to 10/5 close (20 days ago), 71.5% are below.
31.2% are above or equal to 10/4 close (21 days ago), 68.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161102 10:40 am ET)
20d: 4.8% new highs, 23.9% new lows
21d: 4.3% new highs, 23.7% new lows
42d: 1.7% new highs, 17.1% new lows
63d: 1.1% new highs, 14.4% new lows
126d: 0.9% new highs, 8.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161102 10:40 am ET)
2-day: 41.7% above, 58.3% below
3-day: 27.3% above, 72.7% below
4-day: 28.3% above, 71.7% below
5-day: 30.6% above, 69.4% below
8-day: 27.1% above, 72.9% below
10-day: 25.8% above, 74.2% below
20-day: 29.5% above, 70.5% below
50-day: 28.9% above, 71.1% below
200-day: 58.0% above, 42.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161102 10:40 am ET)
HEAL(49): 0.86% Top=ACHC AMSG EVHC WCG ANTM HLS BKD XRAY ….. HOLX IART THC OPK EW NUVA ABMD DXCM=Bottom (Health)
COHW(32): 0.43% Top=BRCD ACIA FNSR CIEN HPQ INFN HRS TDC ….. ARRS LVLT VZ PANW CTL VG CCI CDW=Bottom (Computer Hardware/Telecom)
INSU(30): 0.28% Top=CNO AWH MMC ALL AFL UNM AIZ VR ….. ORI MTG L PRU FNF MET RDN LNC=Bottom (Insurance)
TRAN(25): 0.21% Top=ALK UNP CSX KSU FDX UAL CNI EXPD ….. CHRW CP ODFL SAVE GWR WAB TRN NAT=Bottom (Transportation)
MATE(23): 0.19% Top=SUM EME WCN RSG CAA WM DHI EXP ….. LEN TPH MLM MAS USG PHM WY VMC=Bottom (Materials & Construction)
CONS(50): 0.18% Top=WWW KS PBI FL TPX WHR WRK SKX ….. HBI NWL ENR HAS COTY CLX EL KATE=Bottom (Consumer)
RETA(57): 0.04% Top=DKS FINL GES LOW KR SPLS SBH TSCO ….. WBA JCP WFM MELI LL KSS ETSY GME=Bottom (Retail & Specialty Retail)
LEIS(30): -0.01% Top=GPRO SONC SHAK DRI MAR SBUX CMG CCL ….. DNKN YUM EXPE LVS MGM WYNN TXRH BYD=Bottom (Leisure)
CHEM(26): -0.07% Top=OLN GRA PPG SHW POT MOS APD RPM ….. EMN ALB PAH WLK IFF CF CC FMC=Bottom (Chemicals/Fertilizers)
META(28): -0.07% Top=AG CCJ SSRI GG SLW CDE CMC FNV ….. CENX SCCO TCK ARNC X SLCA FMSA CNX=Bottom (Metals & Mining)
ELEC(46): -0.10% Top=OCLR TEL AVGO SIMO NVDA INTC KLAC TXN ….. GRMN CGNX FSLR IDTI AMBA AMD TRMB CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(79): -0.29% Top=YELP SHOP SQ LOCK ADP EA CDK MENT ….. PTC SPLK IAC MTCH CERN SABR ZEN DATA=Bottom (Computer Software/Internet)
MANU(36): -0.33% Top=XYL MHK SWK DCI ETN ITW DHR RS ….. PNR ITT CAT FLS DDD BWXT TEX MRC=Bottom (Manufacturing)
DISV(44): -0.35% Top=BAH VRSK AMN YY WOOF ROL RHI ACM ….. RRD CAR CTAS URI SBAC XRS FLT MYGN=Bottom (Diversified Services)
REAL(94): -0.62% Top=CIM SHO ESS CPT EQR LHO MAA CUZ ….. REG ACC AMT KIM VTR OHI HCP MPW=Bottom (Real Estate)
FINA(84): -0.86% Top=WU NAVI WDR CME ICE LAZ NDAQ SYF ….. RF CMA CFG JNS ZION VOYA YRD WETF=Bottom (Banks/Financials)
ENER(84): -2.87% Top=NBL DVN SEP VLO XOM RDC OII MPC ….. CPE MRO WPZ OAS PXD MTDR REN SM=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 10:40 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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