daytrend

11/02/2016

Filed under: Market Stats — daytrend @ 11:08 am

Market Stats at 12:08 pm 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 12:08 pm ET)
8.9% of stocks are above yesterday’s high.
28.2% are above yesterday’s midpoint. (71.8% are below.)
28.4% are below yesterday’s low.
62.7% are inside yesterday’s range.
17.7% of stocks with today’s high > yesterday’s high. (82.3% less than).
53.6% of stocks with today’s low < yesterday’s low. (46.4% greater than).

EVIDENCE OF INTRADAY TREND (20161102 12:08 pm ET)
47.6% of stocks are above today’s open. (50.7% are below).
35.0% of stocks are above today’s open and yesterday’s close.
47.1% 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 12:08 pm ET)
5.0% of stocks are in the top 10% of today’s range.
13.0% are in the top 20%.
46.6% are in the top half. 53.4% of stocks are in the bottom half of today’s range.
19.3% are in the bottom 20%.
8.8% are in the bottom 10%.

GAIN (20161102 12:08 pm ET)
40.0% of stocks are above yesterday’s close. (60.0% are below.)
1.7% are up 4.5% or more. 2.7% are down 4.5% or more.
2.7% are up 3.5% or more. 4.8% are down 3.5% or more.
58.0% are between +1% and -1%.

RSI on DAILY (20161102 12:08 pm ET)
2-day: >=95:2.6%…>=90:4.5%…>=80:9.7%…>=50:27.1%…<=20:45.2%…<=10:26.8%…<=5:13.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:26.6%…<=20:7.2%…<=10:0.6%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:27.5%…<=20:2.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161102 12:08 pm ET)
8.9% above previous 1 highs, 28.4% below previous 1 lows
7.7% above previous 2 highs, 25.9% below previous 2 lows
6.0% above previous 3 highs, 23.6% below previous 3 lows
5.4% above previous 4 highs, 22.8% below previous 4 lows
4.7% above previous 5 highs, 21.5% below previous 5 lows
4.3% above previous 6 highs, 21.2% below previous 6 lows
3.9% above previous 7 highs, 20.6% below previous 7 lows
3.9% above previous 8 highs, 18.4% below previous 8 lows
3.7% above previous 9 highs, 17.9% below previous 9 lows
3.3% above previous 10 highs, 17.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161102 12:08 pm ET)
40.0% are above or equal to 11/1 close (1 days ago), 60.0% are below.
21.9% are above or equal to 10/31 close (2 days ago), 78.1% are below.
31.0% are above or equal to 10/28 close (3 days ago), 69.0% are below.
34.6% are above or equal to 10/27 close (4 days ago), 65.4% are below.
27.3% are above or equal to 10/26 close (5 days ago), 72.7% are below.
27.8% are above or equal to 10/25 close (6 days ago), 72.2% are below.
23.9% are above or equal to 10/24 close (7 days ago), 76.1% are below.
27.7% are above or equal to 10/21 close (8 days ago), 72.3% are below.
29.0% are above or equal to 10/20 close (9 days ago), 71.0% are below.
27.5% are above or equal to 10/19 close (10 days ago), 72.5% are below.
33.0% are above or equal to 10/18 close (11 days ago), 67.0% are below.
37.3% are above or equal to 10/17 close (12 days ago), 62.7% are below.
34.5% are above or equal to 10/14 close (13 days ago), 65.5% are below.
35.7% are above or equal to 10/13 close (14 days ago), 64.3% are below.
33.5% are above or equal to 10/12 close (15 days ago), 66.5% are below.
34.1% are above or equal to 10/11 close (16 days ago), 65.9% are below.
27.2% are above or equal to 10/10 close (17 days ago), 72.8% are below.
29.3% are above or equal to 10/7 close (18 days ago), 70.7% are below.
27.3% are above or equal to 10/6 close (19 days ago), 72.7% are below.
28.2% are above or equal to 10/5 close (20 days ago), 71.8% are below.
31.6% are above or equal to 10/4 close (21 days ago), 68.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161102 12:08 pm ET)
20d: 5.4% new highs, 26.4% new lows
21d: 4.8% new highs, 26.3% new lows
42d: 2.1% new highs, 19.1% new lows
63d: 1.2% new highs, 16.0% new lows
126d: 0.9% new highs, 8.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161102 12:08 pm ET)
2-day: 38.6% above, 61.4% below
3-day: 26.7% above, 73.3% below
4-day: 26.9% above, 73.1% below
5-day: 29.4% above, 70.6% below
8-day: 26.1% above, 73.9% below
10-day: 25.2% above, 74.8% below
20-day: 30.0% above, 70.0% below
50-day: 28.8% above, 71.2% below
200-day: 57.3% above, 42.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161102 12:08 pm ET)
HEAL(49): 0.83% Top=AMSG EVHC ACHC HLS ANTM WCG ESRX XRAY ….. IART CNC A NUVA ZBH EW ABMD DXCM=Bottom (Health)
META(28): 0.71% Top=AG CCJ CDE AGI GG SSRI RGLD SLW ….. CENX FCX SCCO TCK SLCA ARNC FMSA CNX=Bottom (Metals & Mining)
TRAN(25): 0.20% Top=KSU CSX UNP ALK AAL FDX CNI UAL ….. SAVE LUV ODFL JBLU WAB GWR TRN NAT=Bottom (Transportation)
INSU(30): 0.10% Top=CNO AWH UNM MMC VR ALL AFL AGO ….. AON RDN FAF WLTW MET AIZ LNC L=Bottom (Insurance)
CONS(50): 0.02% Top=KS FL WWW TPX PBI WHR CRI LULU ….. GPK COH FOSL COTY HBI CLX EL KATE=Bottom (Consumer)
CHEM(26): -0.01% Top=MOS OLN POT GRA APD PPG AGU SHW ….. MON PAH EMN SMG CC WLK IFF FMC=Bottom (Chemicals/Fertilizers)
RETA(57): -0.06% Top=KR DKS FINL GES TSCO SBH GNC BIG ….. AMZN BURL MELI LL KSS BABA ETSY GME=Bottom (Retail & Specialty Retail)
LEIS(30): -0.09% Top=SONC GPRO SHAK DRI CMG SBUX WEN EAT ….. RCL EXPE MGM WYNN YUM LVS TXRH BYD=Bottom (Leisure)
MATE(23): -0.14% Top=SUM MLM EME EXP CAA RSG WCN WM ….. LEN OC SRCL FLR USG WY PHM TPH=Bottom (Materials & Construction)
COHW(32): -0.15% Top=BRCD HPQ ACIA CIEN HRS FNSR COMM AAPL ….. WDC STX CTL ARRS CCI PANW CDW VG=Bottom (Computer Hardware/Telecom)
ELEC(46): -0.24% Top=OCLR SIMO AVGO TEL SPWR KLAC MRVL INTC ….. GRMN HIMX SCTY CGNX AMD TRMB AMBA CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(36): -0.39% Top=MHK XYL ATI ITW SNA SWK RS KMT ….. AOS AGCO ITT CAT BWXT FLS DDD MRC=Bottom (Manufacturing)
REAL(94): -0.44% Top=CIM SHO RLJ CBL ESS MAA DRH HST ….. ACC KIM DOC VNO VTR OHI HCP MPW=Bottom (Real Estate)
DISV(44): -0.50% Top=BAH VRSK AMN WOOF ROL PAYX RHI G ….. V CTAS KBR URI SBAC XRS FLT MYGN=Bottom (Diversified Services)
COSW(79): -0.79% Top=YELP SHOP ADP SQ EA LOCK TWTR CDK ….. IAC JCOM TWLO SABR CERN MTCH DATA ZEN=Bottom (Computer Software/Internet)
FINA(84): -0.92% Top=WU NAVI CME ICE LAZ WDR NDAQ KKR ….. PACW TCB JNS CMA CFG YRD ZION WETF=Bottom (Banks/Financials)
ENER(84): -2.01% Top=NBL DVN APA XOM SWN OII SU APC ….. MRO SN CLR DK 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 12:08 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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