daytrend

11/02/2016

Filed under: Market Stats — daytrend @ 2:00 pm

Market Stats at 3:00 pm 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 3:00 pm ET)
6.7% of stocks are above yesterday’s high.
20.4% are above yesterday’s midpoint. (79.6% are below.)
42.4% are below yesterday’s low.
50.9% are inside yesterday’s range.
18.7% of stocks with today’s high > yesterday’s high. (81.3% less than).
65.5% of stocks with today’s low < yesterday’s low. (34.5% greater than).

EVIDENCE OF INTRADAY TREND (20161102 3:00 pm ET)
32.9% of stocks are above today’s open. (65.9% are below).
23.6% of stocks are above today’s open and yesterday’s close.
62.7% 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 3:00 pm ET)
4.0% of stocks are in the top 10% of today’s range.
9.3% are in the top 20%.
28.3% are in the top half. 71.7% of stocks are in the bottom half of today’s range.
31.5% are in the bottom 20%.
15.2% are in the bottom 10%.

GAIN (20161102 3:00 pm ET)
27.2% of stocks are above yesterday’s close. (72.8% are below.)
1.8% are up 4.5% or more. 3.8% are down 4.5% or more.
2.8% are up 3.5% or more. 6.1% are down 3.5% or more.
49.8% are between +1% and -1%.

RSI on DAILY (20161102 3:00 pm ET)
2-day: >=95:1.5%…>=90:3.1%…>=80:7.5%…>=50:21.4%…<=20:52.8%…<=10:34.0%…<=5:20.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.1%…>=50:23.3%…<=20:9.3%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:24.2%…<=20:2.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161102 3:00 pm ET)
6.7% above previous 1 highs, 42.4% below previous 1 lows
5.5% above previous 2 highs, 38.6% below previous 2 lows
4.7% above previous 3 highs, 33.4% below previous 3 lows
4.2% above previous 4 highs, 31.8% below previous 4 lows
3.1% above previous 5 highs, 29.9% below previous 5 lows
2.6% above previous 6 highs, 29.0% below previous 6 lows
2.6% above previous 7 highs, 28.6% below previous 7 lows
2.6% above previous 8 highs, 25.9% below previous 8 lows
2.2% above previous 9 highs, 24.7% below previous 9 lows
2.1% above previous 10 highs, 24.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161102 3:00 pm ET)
27.2% are above or equal to 11/1 close (1 days ago), 72.8% are below.
17.4% are above or equal to 10/31 close (2 days ago), 82.6% are below.
24.4% are above or equal to 10/28 close (3 days ago), 75.6% are below.
30.0% are above or equal to 10/27 close (4 days ago), 70.0% are below.
24.5% are above or equal to 10/26 close (5 days ago), 75.5% are below.
24.6% are above or equal to 10/25 close (6 days ago), 75.4% are below.
21.8% are above or equal to 10/24 close (7 days ago), 78.2% are below.
25.3% are above or equal to 10/21 close (8 days ago), 74.7% are below.
25.6% are above or equal to 10/20 close (9 days ago), 74.4% are below.
24.6% are above or equal to 10/19 close (10 days ago), 75.4% are below.
30.7% are above or equal to 10/18 close (11 days ago), 69.3% are below.
35.3% are above or equal to 10/17 close (12 days ago), 64.7% are below.
32.9% are above or equal to 10/14 close (13 days ago), 67.1% are below.
33.3% are above or equal to 10/13 close (14 days ago), 66.7% are below.
31.0% are above or equal to 10/12 close (15 days ago), 69.0% are below.
32.3% are above or equal to 10/11 close (16 days ago), 67.7% are below.
24.8% are above or equal to 10/10 close (17 days ago), 75.2% are below.
27.9% are above or equal to 10/7 close (18 days ago), 72.1% are below.
25.7% are above or equal to 10/6 close (19 days ago), 74.3% are below.
26.8% are above or equal to 10/5 close (20 days ago), 73.2% are below.
29.9% are above or equal to 10/4 close (21 days ago), 70.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161102 3:00 pm ET)
20d: 5.8% new highs, 32.6% new lows
21d: 5.0% new highs, 32.2% new lows
42d: 2.2% new highs, 23.6% new lows
63d: 1.3% new highs, 19.6% new lows
126d: 1.0% new highs, 10.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161102 3:00 pm ET)
2-day: 26.8% above, 73.2% below
3-day: 20.3% above, 79.7% below
4-day: 20.8% above, 79.2% below
5-day: 21.9% above, 78.1% below
8-day: 21.7% above, 78.3% below
10-day: 21.7% above, 78.3% below
20-day: 26.3% above, 73.7% below
50-day: 26.8% above, 73.2% below
200-day: 56.5% above, 43.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161102 3:00 pm ET)
HEAL(49): 0.42% Top=AMSG EVHC ACHC HLS ANTM ESRX BKD XRAY ….. CNC HRC ABMD ZBH THC NUVA EW DXCM=Bottom (Health)
TRAN(25): 0.02% Top=KSU CSX UNP CP XPO FDX NSC DAL ….. SWFT ODFL GWR SAVE JBLU WAB TRN NAT=Bottom (Transportation)
LEIS(30): -0.04% Top=GPRO SONC SHAK CMG JACK QSR WEN SBUX ….. RCL YUM WYNN MGM EXPE LVS TXRH BYD=Bottom (Leisure)
INSU(30): -0.13% Top=CNO AWH UNM MMC VR ALL XL AGO ….. ORI LNC RDN AON WLTW CINF L MET=Bottom (Insurance)
RETA(57): -0.39% Top=KR DKS GES FINL TSCO SFM LOW BIG ….. BURL MELI URBN AN AMZN BABA GME ETSY=Bottom (Retail & Specialty Retail)
CHEM(26): -0.43% Top=MOS POT GRA APD AGU SHW ASH PAH ….. ALB PX WLK HUN EMN FMC IFF CC=Bottom (Chemicals/Fertilizers)
CONS(50): -0.54% Top=KS FL TPX WWW PBI WRK UA AVP ….. HAS HAR FOSL HBI CLX COH EL KATE=Bottom (Consumer)
MANU(36): -0.83% Top=ITW SNA ETN KMT DCI MHK DE IR ….. PNR LII ITT EMR LECO AGCO DDD MRC=Bottom (Manufacturing)
MATE(23): -0.84% Top=SUM EME EXP RSG WCN WM PWR FAST ….. USG KBH WY SRCL MAS PHM TPH VMC=Bottom (Materials & Construction)
DISV(44): -0.93% Top=BAH VRSK AMN ATHN WOOF SERV MAN ROL ….. TRU CTAS URI KBR SBAC XRS FLT MYGN=Bottom (Diversified Services)
COHW(32): -0.95% Top=BRCD HPQ FNSR CIEN AAPL HRS ACIA COMM ….. ARRS STX JNPR CTL WDC CDW PANW VG=Bottom (Computer Hardware/Telecom)
REAL(94): -0.99% Top=CIM CBL SHO ESS AIV ARI MAA DRH ….. VER WRE VNO VTR OHI DOC HCP MPW=Bottom (Real Estate)
COSW(79): -1.15% Top=YELP SHOP LOCK SQ ADP EA MENT ACN ….. SPLK IAC TWLO CERN SABR DATA MTCH ZEN=Bottom (Computer Software/Internet)
FINA(84): -1.19% Top=CME NAVI LAZ WDR WU ICE NDAQ NSAM ….. JNS TCB PACW CMA CFG RF ZION WETF=Bottom (Banks/Financials)
META(28): -1.24% Top=CCJ AG NUE CMC RGLD CDE FNV SSRI ….. FCX CENX TCK X SLCA ARNC FMSA CNX=Bottom (Metals & Mining)
ELEC(46): -1.26% Top=SIMO AVGO OCLR KLAC SPWR INTC ADI WAT ….. CREE HIMX CGNX SCTY TRMB AMD CAVM AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(84): -1.78% Top=DVN NBL OKS PDCE APC APA OII RSPP ….. DK WPZ OAS WNR PXD 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 3:00 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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