daytrend

11/02/2016

Filed under: Market Stats — daytrend @ 12:51 pm

Market Stats at 1:51 pm ET
by daytrend on 20161102. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.

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

COMPARED TO YESTERDAY’S RANGE (20161102 1:51 pm ET)
7.5% of stocks are above yesterday’s high.
21.0% are above yesterday’s midpoint. (79.0% are below.)
43.8% are below yesterday’s low.
48.8% are inside yesterday’s range.
17.9% of stocks with today’s high > yesterday’s high. (82.1% less than).
61.2% of stocks with today’s low < yesterday’s low. (38.8% greater than).

EVIDENCE OF INTRADAY TREND (20161102 1:51 pm ET)
31.6% of stocks are above today’s open. (67.0% are below).
23.4% of stocks are above today’s open and yesterday’s close.
63.7% 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 1:51 pm ET)
1.8% of stocks are in the top 10% of today’s range.
5.1% are in the top 20%.
24.9% are in the top half. 75.1% of stocks are in the bottom half of today’s range.
42.4% are in the bottom 20%.
23.7% are in the bottom 10%.

GAIN (20161102 1:51 pm ET)
27.8% of stocks are above yesterday’s close. (72.2% are below.)
1.5% are up 4.5% or more. 3.8% are down 4.5% or more.
2.7% are up 3.5% or more. 6.9% are down 3.5% or more.
47.9% are between +1% and -1%.

RSI on DAILY (20161102 1:51 pm ET)
2-day: >=95:2.2%…>=90:4.2%…>=80:7.8%…>=50:20.3%…<=20:53.2%…<=10:33.8%…<=5:19.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.1%…>=50:22.9%…<=20:8.9%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:24.9%…<=20:2.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161102 1:51 pm ET)
7.5% above previous 1 highs, 43.8% below previous 1 lows
5.9% above previous 2 highs, 39.5% below previous 2 lows
5.4% above previous 3 highs, 34.8% below previous 3 lows
4.5% above previous 4 highs, 33.6% below previous 4 lows
4.2% above previous 5 highs, 31.9% below previous 5 lows
3.6% above previous 6 highs, 31.1% below previous 6 lows
3.3% above previous 7 highs, 30.5% below previous 7 lows
3.3% above previous 8 highs, 28.4% below previous 8 lows
3.1% above previous 9 highs, 27.1% below previous 9 lows
2.8% above previous 10 highs, 26.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161102 1:51 pm ET)
27.8% are above or equal to 11/1 close (1 days ago), 72.2% are below.
17.5% are above or equal to 10/31 close (2 days ago), 82.5% are below.
24.4% are above or equal to 10/28 close (3 days ago), 75.6% are below.
30.6% are above or equal to 10/27 close (4 days ago), 69.4% are below.
24.9% are above or equal to 10/26 close (5 days ago), 75.1% are below.
24.9% are above or equal to 10/25 close (6 days ago), 75.1% are below.
21.1% are above or equal to 10/24 close (7 days ago), 78.9% are below.
25.1% are above or equal to 10/21 close (8 days ago), 74.9% are below.
26.0% are above or equal to 10/20 close (9 days ago), 74.0% are below.
24.8% are above or equal to 10/19 close (10 days ago), 75.2% are below.
31.4% are above or equal to 10/18 close (11 days ago), 68.6% are below.
35.4% are above or equal to 10/17 close (12 days ago), 64.6% are below.
33.6% are above or equal to 10/14 close (13 days ago), 66.4% are below.
33.1% are above or equal to 10/13 close (14 days ago), 66.9% are below.
31.1% are above or equal to 10/12 close (15 days ago), 68.9% are below.
32.2% are above or equal to 10/11 close (16 days ago), 67.8% are below.
24.6% are above or equal to 10/10 close (17 days ago), 75.4% are below.
27.6% are above or equal to 10/7 close (18 days ago), 72.4% are below.
25.9% are above or equal to 10/6 close (19 days ago), 74.1% are below.
26.3% are above or equal to 10/5 close (20 days ago), 73.7% are below.
29.7% are above or equal to 10/4 close (21 days ago), 70.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161102 1:51 pm ET)
20d: 5.5% new highs, 30.5% new lows
21d: 4.9% new highs, 30.1% new lows
42d: 2.1% new highs, 22.1% new lows
63d: 1.2% new highs, 18.5% new lows
126d: 0.9% new highs, 9.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161102 1:51 pm ET)
2-day: 27.2% above, 72.8% below
3-day: 19.6% above, 80.4% below
4-day: 19.5% above, 80.5% below
5-day: 21.9% above, 78.1% 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: 26.3% above, 73.7% below
200-day: 56.7% above, 43.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161102 1:51 pm ET)
HEAL(49): 0.53% Top=AMSG EVHC HLS ACHC ANTM ESRX XRAY WCG ….. THC PKI ZBH HOLX ABMD NUVA EW DXCM=Bottom (Health)
META(28): 0.29% Top=AG CCJ CDE SSRI AGI GG HL SLW ….. SCCO FCX TCK X SLCA ARNC FMSA CNX=Bottom (Metals & Mining)
TRAN(25): -0.20% Top=KSU CSX UNP CP FDX CHRW UPS CNI ….. SWFT XPO SAVE GWR JBLU WAB NAT TRN=Bottom (Transportation)
LEIS(30): -0.21% Top=GPRO SONC SHAK CMG QSR SBUX WEN DRI ….. RCL YUM WYNN EXPE MGM LVS BYD TXRH=Bottom (Leisure)
INSU(30): -0.21% Top=CNO AWH MMC VR UNM ALL AFL TMK ….. AIZ PRU MTG WLTW RDN MET LNC L=Bottom (Insurance)
RETA(57): -0.35% Top=KR DKS FINL GES TSCO MIK LOW SFM ….. BURL W AMZN KSS AN BABA ETSY GME=Bottom (Retail & Specialty Retail)
CHEM(26): -0.43% Top=MOS POT APD SHW AGU GRA OLN PPG ….. SMG PAH CC HUN EMN WLK IFF FMC=Bottom (Chemicals/Fertilizers)
CONS(50): -0.43% Top=KS FL WWW PBI WRK UA TPX SON ….. COTY HAR CLX HBI FOSL COH EL KATE=Bottom (Consumer)
MATE(23): -0.71% Top=SUM EME EXP WCN RSG PWR FAST WM ….. LEN FLR WY MAS VMC SRCL TPH PHM=Bottom (Materials & Construction)
MANU(36): -0.76% Top=ITW XYL MHK SNA KMT SWK DCI DHR ….. PNR FLS CAT GE TEX AGCO DDD MRC=Bottom (Manufacturing)
REAL(94): -0.77% Top=CIM CBL SHO ESS AIV MAA EXR CPT ….. WPG KIM GPT VNO OHI DOC HCP MPW=Bottom (Real Estate)
COHW(32): -0.81% Top=BRCD HPQ ACIA HRS CIEN AAPL FNSR CSCO ….. JNPR CCI STX ARRS WDC CDW PANW VG=Bottom (Computer Hardware/Telecom)
DISV(44): -0.90% Top=BAH VRSK AMN WOOF SERV ROL INFO G ….. YY CTAS URI KBR SBAC XRS FLT MYGN=Bottom (Diversified Services)
ELEC(46): -1.12% Top=OCLR SIMO AVGO KLAC INTC FTV ADI WAT ….. SCTY FIT CGNX HIMX TRMB AMD CAVM AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(79): -1.30% Top=YELP SHOP LOCK ADP SQ MENT CDK ACN ….. SPLK IAC CERN TWLO SABR MTCH DATA ZEN=Bottom (Computer Software/Internet)
FINA(84): -1.33% Top=NAVI CME LAZ WU ICE NDAQ WDR VOYA ….. PACW YRD JNS CMA TCB CFG ZION WETF=Bottom (Banks/Financials)
ENER(83): -2.60% Top=NBL DVN XOM MMP APC OKS NFG OII ….. EEP TSO PXD DK OAS MTDR 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 1:51 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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