daytrend

11/03/2016

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

Market Stats at 11:28 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 11:28 am ET)
19.4% of stocks are above yesterday’s high.
48.1% are above yesterday’s midpoint. (51.9% are below.)
13.5% are below yesterday’s low.
67.1% are inside yesterday’s range.
31.6% of stocks with today’s high > yesterday’s high. (68.4% less than).
40.8% of stocks with today’s low < yesterday’s low. (59.2% greater than).

EVIDENCE OF INTRADAY TREND (20161103 11:28 am ET)
61.7% of stocks are above today’s open. (37.3% are below).
59.0% of stocks are above today’s open and yesterday’s close.
26.8% 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 11:28 am ET)
19.3% of stocks are in the top 10% of today’s range.
32.8% are in the top 20%.
61.5% are in the top half. 38.5% of stocks are in the bottom half of today’s range.
13.0% are in the bottom 20%.
6.1% are in the bottom 10%.

GAIN (20161103 11:28 am ET)
70.8% of stocks are above yesterday’s close. (29.2% are below.)
2.5% are up 4.5% or more. 1.6% are down 4.5% or more.
4.0% are up 3.5% or more. 2.5% are down 3.5% or more.
60.8% are between +1% and -1%.

RSI on DAILY (20161103 11:28 am ET)
2-day: >=95:1.8%…>=90:5.3%…>=80:12.6%…>=50:43.3%…<=20:26.6%…<=10:15.3%…<=5:10.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:29.0%…<=20:7.9%…<=10:0.6%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:27.8%…<=20:2.2%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161103 11:28 am ET)
19.4% above previous 1 highs, 13.5% below previous 1 lows
8.0% above previous 2 highs, 11.7% below previous 2 lows
7.0% above previous 3 highs, 11.4% below previous 3 lows
5.2% above previous 4 highs, 10.4% below previous 4 lows
3.9% above previous 5 highs, 9.6% below previous 5 lows
3.2% above previous 6 highs, 8.9% below previous 6 lows
2.7% above previous 7 highs, 8.7% below previous 7 lows
2.2% above previous 8 highs, 8.7% below previous 8 lows
2.2% above previous 9 highs, 8.4% below previous 9 lows
1.8% above previous 10 highs, 8.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161103 11:28 am ET)
70.8% are above or equal to 11/2 close (1 days ago), 29.2% are below.
41.5% are above or equal to 11/1 close (2 days ago), 58.5% are below.
27.3% are above or equal to 10/31 close (3 days ago), 72.7% are below.
31.3% are above or equal to 10/28 close (4 days ago), 68.7% are below.
36.4% are above or equal to 10/27 close (5 days ago), 63.6% are below.
29.1% are above or equal to 10/26 close (6 days ago), 70.9% are below.
28.6% are above or equal to 10/25 close (7 days ago), 71.4% are below.
23.5% are above or equal to 10/24 close (8 days ago), 76.5% are below.
26.9% are above or equal to 10/21 close (9 days ago), 73.1% are below.
29.0% are above or equal to 10/20 close (10 days ago), 71.0% are below.
28.4% are above or equal to 10/19 close (11 days ago), 71.6% are below.
34.2% are above or equal to 10/18 close (12 days ago), 65.8% are below.
37.1% are above or equal to 10/17 close (13 days ago), 62.9% are below.
35.1% are above or equal to 10/14 close (14 days ago), 64.9% are below.
35.8% are above or equal to 10/13 close (15 days ago), 64.2% are below.
32.6% are above or equal to 10/12 close (16 days ago), 67.4% are below.
33.0% are above or equal to 10/11 close (17 days ago), 67.0% are below.
27.1% are above or equal to 10/10 close (18 days ago), 72.9% are below.
30.3% are above or equal to 10/7 close (19 days ago), 69.7% are below.
28.5% are above or equal to 10/6 close (20 days ago), 71.5% are below.
29.7% are above or equal to 10/5 close (21 days ago), 70.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161103 11:28 am ET)
20d: 3.3% new highs, 19.9% new lows
21d: 3.2% new highs, 19.7% new lows
42d: 1.8% new highs, 16.9% new lows
63d: 1.7% new highs, 14.7% new lows
126d: 1.3% new highs, 7.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161103 11:28 am ET)
2-day: 69.9% above, 30.1% below
3-day: 50.6% above, 49.4% below
4-day: 39.7% above, 60.3% below
5-day: 35.8% above, 64.2% below
8-day: 29.5% above, 70.5% below
10-day: 28.4% above, 71.6% below
20-day: 30.0% above, 70.0% below
50-day: 28.0% above, 72.0% below
200-day: 56.6% above, 43.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161103 11:28 am ET)
META(28): 1.90% Top=X RGLD FMSA TCK FCX STLD CMC SLCA ….. FNV SWC GG SCCO TAHO AG ARNC CCJ=Bottom (Metals & Mining)
INSU(31): 1.17% Top=LNC PRU MET AIZ UNM AXS AJG AON ….. AGO VR RDN CNO FAF AWH FNF AIG=Bottom (Insurance)
TRAN(25): 0.89% Top=XPO KSU GWR UAL CSX UPS JBLU LUV ….. WAB CP SAVE TRN SWFT EXPD JBHT ALK=Bottom (Transportation)
FINA(85): 0.88% Top=YRD BOFI VOYA AMP OZRK LAZ EV WAL ….. AXP PSEC HBAN SYF FRC NYCB PYPL BX=Bottom (Banks/Financials)
DISV(44): 0.84% Top=CAR LDOS G CXW HRI BAH URI YY ….. FISV WOOF INFO KBR ULTA FLT MYGN RRD=Bottom (Diversified Services)
ENER(84): 0.73% Top=MRO WPX RIG LPI ECA RDC MUR SN ….. ETE CLR PAGP REN HFC XEC APA ETP=Bottom (Energy)
CHEM(26): 0.63% Top=FMC CC SMG HUN ALB PAH EMN ASH ….. POT DOW IFF OLN AXTA MON MOS CF=Bottom (Chemicals/Fertilizers)
MANU(36): 0.60% Top=DDD ATI CFX KMT RS LECO CMI TEX ….. MHK GE TTC AOS MRC ITT ETN BWXT=Bottom (Manufacturing)
HEAL(50): 0.48% Top=HOLX HRC BDX NUVA ALGN EW BCR IRWD ….. MD LH ANTM ELGX STE THC DXCM VWR=Bottom (Health)
COHW(33): 0.43% Top=COMM S STX FNSR PANW T TMUS VG ….. BCE ZAYO HRS AAPL ACIA QCOM LVLT CTL=Bottom (Computer Hardware/Telecom)
COSW(79): 0.35% Top=TTWO IAC FFIV TRIP WB ADBE EA NCR ….. DOX CRM SPLK VEEV TWLO SABR FB SHOP=Bottom (Computer Software/Internet)
MATE(23): 0.30% Top=EME KBH TPH VMC TOL MAS FLR FAST ….. OC CAA WCN WM MLM EXP USG SRCL=Bottom (Materials & Construction)
REAL(96): 0.27% Top=CBG CIM CONE AMH TWO CLI ESS NRZ ….. SNH HCN DOC VTR HCP MPW FRT WPG=Bottom (Real Estate)
RETA(57): 0.04% Top=WFM SIG KMX GNC ETSY W AMZN M ….. GME CVS KORS KR BURL RH GPS SFM=Bottom (Retail & Specialty Retail)
LEIS(30): 0.00% Top=EXPE RCL QSR SONC HLT WEN BYD CCL ….. DRI BLMN MCD LVS SBUX SHAK GPRO WYNN=Bottom (Leisure)
CONS(50): -0.53% Top=HAR AVY PBI BLL CCK BMS GT BERY ….. UA MAT LULU SKX KS FOSL AVP CHD=Bottom (Consumer)
ELEC(47): -0.78% Top=MSCC OCLR CY CGNX AYI QRVO SWKS HIMX ….. TXN GRMN MRVL AMKR CSIQ 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 11:28 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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