daytrend

11/02/2016

Filed under: Market Stats — daytrend @ 10:29 am

Market Stats at 11:28 am ET
by daytrend on 20161102. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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 11:28 am ET)
10.0% of stocks are above yesterday’s high.
30.6% are above yesterday’s midpoint. (69.4% are below.)
28.3% are below yesterday’s low.
61.7% are inside yesterday’s range.
17.5% of stocks with today’s high > yesterday’s high. (82.5% less than).
51.2% of stocks with today’s low < yesterday’s low. (48.8% greater than).

EVIDENCE OF INTRADAY TREND (20161102 11:28 am ET)
48.6% of stocks are above today’s open. (50.3% are below).
38.1% of stocks are above today’s open and yesterday’s close.
47.2% 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 11:28 am ET)
6.2% of stocks are in the top 10% of today’s range.
16.8% are in the top 20%.
46.0% are in the top half. 54.0% of stocks are in the bottom half of today’s range.
20.2% are in the bottom 20%.
11.0% are in the bottom 10%.

GAIN (20161102 11:28 am ET)
42.4% of stocks are above yesterday’s close. (57.6% are below.)
2.0% are up 4.5% or more. 3.1% are down 4.5% or more.
2.7% are up 3.5% or more. 5.1% are down 3.5% or more.
56.8% are between +1% and -1%.

RSI on DAILY (20161102 11:28 am ET)
2-day: >=95:2.8%…>=90:5.4%…>=80:10.2%…>=50:29.4%…<=20:43.3%…<=10:25.8%…<=5:13.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:27.2%…<=20:7.2%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:27.8%…<=20:1.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161102 11:28 am ET)
10.0% above previous 1 highs, 28.3% below previous 1 lows
7.7% above previous 2 highs, 26.1% below previous 2 lows
6.5% above previous 3 highs, 23.9% below previous 3 lows
5.3% above previous 4 highs, 22.8% below previous 4 lows
4.4% above previous 5 highs, 21.5% below previous 5 lows
4.0% above previous 6 highs, 21.1% below previous 6 lows
3.9% above previous 7 highs, 20.6% below previous 7 lows
3.9% above previous 8 highs, 18.8% below previous 8 lows
3.7% above previous 9 highs, 18.1% below previous 9 lows
3.3% above previous 10 highs, 17.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161102 11:28 am ET)
42.4% are above or equal to 11/1 close (1 days ago), 57.6% are below.
23.9% are above or equal to 10/31 close (2 days ago), 76.1% are below.
32.6% are above or equal to 10/28 close (3 days ago), 67.4% are below.
36.1% are above or equal to 10/27 close (4 days ago), 63.9% are below.
28.0% are above or equal to 10/26 close (5 days ago), 72.0% are below.
27.8% are above or equal to 10/25 close (6 days ago), 72.2% are below.
24.6% are above or equal to 10/24 close (7 days ago), 75.4% are below.
27.7% are above or equal to 10/21 close (8 days ago), 72.3% are below.
29.5% are above or equal to 10/20 close (9 days ago), 70.5% are below.
28.5% are above or equal to 10/19 close (10 days ago), 71.5% are below.
33.9% are above or equal to 10/18 close (11 days ago), 66.1% are below.
37.7% are above or equal to 10/17 close (12 days ago), 62.3% are below.
35.1% are above or equal to 10/14 close (13 days ago), 64.9% are below.
35.9% are above or equal to 10/13 close (14 days ago), 64.1% are below.
33.7% are above or equal to 10/12 close (15 days ago), 66.3% are below.
35.3% are above or equal to 10/11 close (16 days ago), 64.7% are below.
26.9% are above or equal to 10/10 close (17 days ago), 73.1% are below.
29.7% are above or equal to 10/7 close (18 days ago), 70.3% are below.
27.3% are above or equal to 10/6 close (19 days ago), 72.7% are below.
28.3% are above or equal to 10/5 close (20 days ago), 71.7% are below.
31.9% are above or equal to 10/4 close (21 days ago), 68.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161102 11:28 am ET)
20d: 5.4% new highs, 25.3% new lows
21d: 4.8% new highs, 25.2% new lows
42d: 2.0% new highs, 18.2% new lows
63d: 1.2% new highs, 15.2% new lows
126d: 0.9% new highs, 8.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161102 11:28 am ET)
2-day: 41.4% above, 58.6% below
3-day: 28.6% above, 71.4% below
4-day: 29.0% above, 71.0% below
5-day: 31.7% above, 68.3% below
8-day: 26.7% above, 73.3% below
10-day: 26.2% above, 73.8% below
20-day: 29.7% above, 70.3% below
50-day: 28.8% above, 71.2% below
200-day: 57.5% above, 42.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161102 11:28 am ET)
HEAL(49): 1.02% Top=AMSG EVHC ACHC WCG HLS ANTM XRAY ESRX ….. IART HOLX OPK ZBH EW NUVA ABMD DXCM=Bottom (Health)
META(28): 0.51% Top=AG CCJ SSRI GG SLW CDE AGI AEM ….. FCX X SCCO TCK FMSA SLCA ARNC CNX=Bottom (Metals & Mining)
TRAN(25): 0.22% Top=UNP KSU CSX ALK FDX SWFT XPO CNI ….. GWR CHRW LUV JBLU WAB SAVE TRN NAT=Bottom (Transportation)
COHW(32): 0.19% Top=BRCD ACIA FNSR HPQ CIEN COMM TDC HRS ….. LVLT ARRS VZ CTL PANW CCI CDW VG=Bottom (Computer Hardware/Telecom)
CONS(50): 0.18% Top=KS PBI WWW TPX FL WHR LULU OI ….. HAS GPK HBI COTY FOSL CLX EL KATE=Bottom (Consumer)
INSU(30): 0.14% Top=CNO AWH MMC VR CLGX AGO ALL AFL ….. FNF PRU WLTW ORI RDN L MET LNC=Bottom (Insurance)
MATE(23): 0.10% Top=SUM EME MLM EXP WCN CAA RSG WM ….. PWR FAST FLR USG WY TPH PHM SRCL=Bottom (Materials & Construction)
LEIS(30): 0.10% Top=SONC GPRO SHAK CMG DRI SBUX MAR QSR ….. RCL EXPE WYNN MGM YUM LVS TXRH BYD=Bottom (Leisure)
RETA(57): 0.05% Top=KR DKS GES FINL SBH SPLS LOW BIG ….. AN JCP MELI AMZN LL KSS ETSY GME=Bottom (Retail & Specialty Retail)
CHEM(26): -0.00% Top=OLN MOS POT PPG GRA RPM APD SHW ….. MON ALB CC SMG EMN WLK IFF FMC=Bottom (Chemicals/Fertilizers)
ELEC(46): -0.09% Top=OCLR SIMO TEL AVGO KLAC INTC MRVL ON ….. CGNX SCTY HIMX FIT AMD TRMB AMBA CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(79): -0.36% Top=YELP SHOP SQ ADP LOCK EA CDK TWTR ….. IAC PTC JCOM SABR CERN MTCH ZEN DATA=Bottom (Computer Software/Internet)
MANU(36): -0.36% Top=MHK XYL SWK ITW DE SNA RS KMT ….. LECO CAT FLS CFX BWXT TEX DDD MRC=Bottom (Manufacturing)
DISV(44): -0.40% Top=BAH VRSK AMN WOOF YY ROL AL FISV ….. RRD CTAS KBR URI SBAC XRS FLT MYGN=Bottom (Diversified Services)
REAL(94): -0.70% Top=CIM SHO RLJ ESS LHO CPT CBL DRH ….. AMT DOC ACC KIM VTR OHI HCP MPW=Bottom (Real Estate)
FINA(84): -0.89% Top=WU WDR NAVI ICE CME LAZ NDAQ BOFI ….. OZRK PACW TCB CFG CMA JNS ZION WETF=Bottom (Banks/Financials)
ENER(84): -2.45% Top=NBL DVN XOM SU ETP APC APA VLO ….. DK HP MRO OAS MTDR PXD 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 11:28 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: