daytrend

11/03/2016

Filed under: Market Stats — daytrend @ 9:04 am

Market Stats at 10:04 am ET
by daytrend on 20161103. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 824.

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

COMPARED TO YESTERDAY’S RANGE (20161103 10:04 am ET)
13.0% of stocks are above yesterday’s high.
43.2% are above yesterday’s midpoint. (56.8% are below.)
18.6% are below yesterday’s low.
68.4% are inside yesterday’s range.
25.4% of stocks with today’s high > yesterday’s high. (74.6% less than).
35.9% of stocks with today’s low < yesterday’s low. (64.1% greater than).

EVIDENCE OF INTRADAY TREND (20161103 10:04 am ET)
51.0% of stocks are above today’s open. (47.0% are below).
48.2% of stocks are above today’s open and yesterday’s close.
33.3% are below both.
6.8% of stocks opened above yesterday’s high.
66.1% of stocks opened above yesterday’s close. (28.8% opened below yesterday’s close).
10.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161103 10:04 am ET)
7.8% of stocks are in the top 10% of today’s range.
17.0% are in the top 20%.
50.1% are in the top half. 49.9% of stocks are in the bottom half of today’s range.
25.1% are in the bottom 20%.
13.1% are in the bottom 10%.

GAIN (20161103 10:04 am ET)
63.6% of stocks are above yesterday’s close. (36.4% are below.)
2.7% are up 4.5% or more. 1.8% are down 4.5% or more.
3.4% are up 3.5% or more. 2.4% are down 3.5% or more.
70.3% are between +1% and -1%.

RSI on DAILY (20161103 10:04 am ET)
2-day: >=95:1.5%…>=90:4.5%…>=80:10.3%…>=50:34.3%…<=20:30.8%…<=10:17.8%…<=5:11.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:26.2%…<=20:8.3%…<=10:0.6%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:26.3%…<=20:2.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161103 10:04 am ET)
13.0% above previous 1 highs, 18.6% below previous 1 lows
5.8% above previous 2 highs, 15.7% below previous 2 lows
4.6% above previous 3 highs, 14.8% below previous 3 lows
3.4% above previous 4 highs, 13.7% below previous 4 lows
3.0% above previous 5 highs, 12.3% below previous 5 lows
2.7% above previous 6 highs, 11.0% below previous 6 lows
2.3% above previous 7 highs, 10.9% below previous 7 lows
1.9% above previous 8 highs, 10.8% below previous 8 lows
1.6% above previous 9 highs, 10.1% below previous 9 lows
1.2% above previous 10 highs, 10.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161103 10:04 am ET)
63.6% are above or equal to 11/2 close (1 days ago), 36.4% are below.
34.2% are above or equal to 11/1 close (2 days ago), 65.8% are below.
23.4% are above or equal to 10/31 close (3 days ago), 76.6% are below.
27.4% are above or equal to 10/28 close (4 days ago), 72.6% are below.
32.2% are above or equal to 10/27 close (5 days ago), 67.8% are below.
26.8% are above or equal to 10/26 close (6 days ago), 73.2% are below.
27.3% are above or equal to 10/25 close (7 days ago), 72.7% are below.
22.1% are above or equal to 10/24 close (8 days ago), 77.9% are below.
26.3% are above or equal to 10/21 close (9 days ago), 73.7% are below.
26.8% are above or equal to 10/20 close (10 days ago), 73.2% are below.
27.2% are above or equal to 10/19 close (11 days ago), 72.8% are below.
31.9% are above or equal to 10/18 close (12 days ago), 68.1% are below.
35.6% are above or equal to 10/17 close (13 days ago), 64.4% are below.
33.5% are above or equal to 10/14 close (14 days ago), 66.5% are below.
34.5% are above or equal to 10/13 close (15 days ago), 65.5% are below.
31.3% are above or equal to 10/12 close (16 days ago), 68.7% are below.
32.6% are above or equal to 10/11 close (17 days ago), 67.4% are below.
25.4% are above or equal to 10/10 close (18 days ago), 74.6% are below.
29.0% are above or equal to 10/7 close (19 days ago), 71.0% are below.
27.1% are above or equal to 10/6 close (20 days ago), 72.9% are below.
27.4% are above or equal to 10/5 close (21 days ago), 72.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161103 10:04 am ET)
20d: 2.1% new highs, 17.4% new lows
21d: 1.9% new highs, 17.0% new lows
42d: 1.1% new highs, 14.4% new lows
63d: 1.1% new highs, 12.5% new lows
126d: 0.8% new highs, 6.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161103 10:04 am ET)
2-day: 62.4% above, 37.6% below
3-day: 41.4% above, 58.6% below
4-day: 31.1% above, 68.9% below
5-day: 28.0% above, 72.0% below
8-day: 25.6% above, 74.4% below
10-day: 25.1% above, 74.9% below
20-day: 27.8% above, 72.2% below
50-day: 27.4% above, 72.6% below
200-day: 56.3% above, 43.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161103 10:04 am ET)
META(28): 1.79% Top=X RGLD FMSA TCK HL CDE CENX PAAS ….. CMC SWC SLCA NUE FNV SCCO ARNC CCJ=Bottom (Metals & Mining)
HEAL(50): 1.15% Top=HOLX HRC ACHC NUVA AMSG EVHC BDX IRWD ….. LH TMO PRXL ABMD STE OPK DXCM VWR=Bottom (Health)
ENER(84): 1.04% Top=LPI MRO WPX RIG ECA RDC SN PE ….. RICE REN SE EEP ETP PAA PAGP APA=Bottom (Energy)
INSU(31): 0.71% Top=LNC PRU MET AIZ ORI AXS UNM PGR ….. L VR AWH HIG CLGX FAF FNF AIG=Bottom (Insurance)
FINA(85): 0.43% Top=BOFI VOYA ZION NAVI RF ICE CIT LM ….. LAZ SYF ARCC NYCB PSEC PYPL FRC BX=Bottom (Banks/Financials)
TRAN(25): 0.38% Top=XPO LUV UAL AAL KSU DAL SAVE JBLU ….. WAB UNP SWFT JBHT ALK CNI CP TRN=Bottom (Transportation)
DISV(44): 0.30% Top=CAR LDOS CXW BAH G GEO HRI XRS ….. GPN PAYX INFO JEC YY ACM KBR RRD=Bottom (Diversified Services)
COHW(33): 0.23% Top=COMM S HPQ CDW STX T WDC TMUS ….. ARRS HRS AAPL FNSR INFN CIEN CTL ACIA=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.15% Top=FMC SMG HUN CC PAH ALB EMN GRA ….. IFF AXTA MON OLN POT AGU MOS CF=Bottom (Chemicals/Fertilizers)
LEIS(30): 0.14% Top=RCL BYD EXPE MGM SONC WEN JACK HLT ….. DRI MCD PNRA SHAK LVS SBUX GPRO WYNN=Bottom (Leisure)
MANU(36): 0.12% Top=DDD ATI RS LECO DOV AGCO CFX DHR ….. HON FLS TEX CAT ITT PH BWXT ETN=Bottom (Manufacturing)
REAL(96): 0.08% Top=CIM CSAL CBG NLY TWO RLGY EQR NRZ ….. VTR HCN HST SNH MPW HCP WPG FRT=Bottom (Real Estate)
RETA(57): 0.01% Top=WFM GNC PAG W KMX KSS SIG M ….. RH GME KR KORS BABA GPS ETSY SFM=Bottom (Retail & Specialty Retail)
COSW(79): -0.14% Top=TTWO IAC TRIP CDK EA NCR ADBE MSCI ….. MTCH TWTR NTES FEYE SINA YELP FB SHOP=Bottom (Computer Software/Internet)
MATE(23): -0.28% Top=TPH TOL WY MAS KBH PHM DHI LEN ….. USG WM VMC EXP MLM FLR SRCL PWR=Bottom (Materials & Construction)
CONS(50): -0.30% Top=HAR AVY PBI AVP BLL CCK BMS SON ….. MAT LULU KS KATE PAY SKX FOSL CHD=Bottom (Consumer)
ELEC(47): -1.06% Top=MSCC CY SCTY AMBA CGNX SWKS HIMX SIMO ….. AMD GRMN CSIQ NVDA MRVL SPWR FSLR FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 10:04 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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