daytrend

11/03/2016

Filed under: Market Stats — daytrend @ 2:30 pm

Market Stats at 3:30 pm 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 3:30 pm ET)
12.1% of stocks are above yesterday’s high.
33.1% are above yesterday’s midpoint. (66.9% are below.)
31.3% are below yesterday’s low.
56.6% are inside yesterday’s range.
34.2% of stocks with today’s high > yesterday’s high. (65.8% less than).
52.2% of stocks with today’s low < yesterday’s low. (47.8% greater than).

EVIDENCE OF INTRADAY TREND (20161103 3:30 pm ET)
40.7% of stocks are above today’s open. (57.8% are below).
38.0% of stocks are above today’s open and yesterday’s close.
48.2% 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 3:30 pm ET)
3.4% of stocks are in the top 10% of today’s range.
9.1% are in the top 20%.
32.5% are in the top half. 67.5% of stocks are in the bottom half of today’s range.
33.9% are in the bottom 20%.
21.0% are in the bottom 10%.

GAIN (20161103 3:30 pm ET)
49.2% of stocks are above yesterday’s close. (50.8% are below.)
2.5% are up 4.5% or more. 2.9% are down 4.5% or more.
3.6% are up 3.5% or more. 4.4% are down 3.5% or more.
61.2% are between +1% and -1%.

RSI on DAILY (20161103 3:30 pm ET)
2-day: >=95:1.0%…>=90:3.8%…>=80:8.4%…>=50:29.4%…<=20:45.8%…<=10:28.0%…<=5:15.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:24.6%…<=20:10.8%…<=10:0.6%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:24.9%…<=20:2.2%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161103 3:30 pm ET)
12.1% above previous 1 highs, 31.3% below previous 1 lows
6.4% above previous 2 highs, 27.1% below previous 2 lows
5.2% above previous 3 highs, 26.0% below previous 3 lows
4.1% above previous 4 highs, 23.1% below previous 4 lows
3.3% above previous 5 highs, 21.4% below previous 5 lows
2.8% above previous 6 highs, 20.4% below previous 6 lows
2.2% above previous 7 highs, 19.7% below previous 7 lows
1.8% above previous 8 highs, 19.5% below previous 8 lows
1.8% above previous 9 highs, 18.7% below previous 9 lows
1.8% above previous 10 highs, 18.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161103 3:30 pm ET)
49.2% are above or equal to 11/2 close (1 days ago), 50.8% are below.
29.6% are above or equal to 11/1 close (2 days ago), 70.4% are below.
20.8% are above or equal to 10/31 close (3 days ago), 79.2% are below.
24.9% are above or equal to 10/28 close (4 days ago), 75.1% are below.
29.4% are above or equal to 10/27 close (5 days ago), 70.6% are below.
24.9% are above or equal to 10/26 close (6 days ago), 75.1% are below.
24.3% are above or equal to 10/25 close (7 days ago), 75.7% are below.
20.9% are above or equal to 10/24 close (8 days ago), 79.1% are below.
24.3% are above or equal to 10/21 close (9 days ago), 75.7% are below.
25.4% are above or equal to 10/20 close (10 days ago), 74.6% are below.
25.4% are above or equal to 10/19 close (11 days ago), 74.6% are below.
30.9% are above or equal to 10/18 close (12 days ago), 69.1% are below.
34.0% are above or equal to 10/17 close (13 days ago), 66.0% are below.
31.6% are above or equal to 10/14 close (14 days ago), 68.4% are below.
32.2% are above or equal to 10/13 close (15 days ago), 67.8% are below.
28.9% are above or equal to 10/12 close (16 days ago), 71.1% are below.
30.0% are above or equal to 10/11 close (17 days ago), 70.0% are below.
24.9% are above or equal to 10/10 close (18 days ago), 75.1% are below.
27.3% are above or equal to 10/7 close (19 days ago), 72.7% are below.
26.5% are above or equal to 10/6 close (20 days ago), 73.5% are below.
26.3% are above or equal to 10/5 close (21 days ago), 73.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161103 3:30 pm ET)
20d: 3.8% new highs, 26.8% new lows
21d: 3.5% new highs, 26.6% new lows
42d: 1.9% new highs, 22.3% new lows
63d: 1.8% new highs, 19.4% new lows
126d: 1.3% new highs, 10.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161103 3:30 pm ET)
2-day: 48.1% above, 51.9% below
3-day: 34.5% above, 65.5% below
4-day: 26.6% above, 73.4% below
5-day: 25.6% above, 74.4% below
8-day: 22.8% above, 77.2% below
10-day: 22.7% above, 77.3% below
20-day: 26.8% above, 73.2% below
50-day: 26.7% above, 73.3% below
200-day: 55.2% above, 44.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161103 3:30 pm ET)
META(28): 1.27% Top=RGLD X FMSA TCK STLD CMC FNV HL ….. SCCO TAHO AG GG CNX CCJ CENX ARNC=Bottom (Metals & Mining)
ENER(84): 0.79% Top=WPX LPI MRO RIG ECA MUR SN SPN ….. HFC EEP PAGP ETP ETE PAA XEC APA=Bottom (Energy)
TRAN(25): 0.50% Top=XPO CSX CHRW SWFT GWR WAB TRN FDX ….. NSC DAL EXPD UAL AAL CP JBHT ALK=Bottom (Transportation)
DISV(44): 0.48% Top=CAR LDOS AMN G CXW HRI URI BAH ….. ATHN INFO FLT WOOF KBR YY ULTA RRD=Bottom (Diversified Services)
INSU(31): 0.41% Top=LNC PRU AIZ UNM MET AXS MMC ALL ….. AGO RDN HIG CNO AWH FAF AIG FNF=Bottom (Insurance)
FINA(85): 0.23% Top=YRD CME LAZ CIT BOFI ICE AMP AMTD ….. C KKR FITB WDR LM FRC NYCB BX=Bottom (Banks/Financials)
MANU(36): 0.19% Top=DDD CFX ATI KMT LECO LII AME AGCO ….. IR ROK PH GE MHK ITT ETN BWXT=Bottom (Manufacturing)
CHEM(26): 0.10% Top=FMC CC SMG ALB EMN ASH PAH HUN ….. RPM MON WLK GRA AXTA OLN MOS CF=Bottom (Chemicals/Fertilizers)
COSW(79): -0.09% Top=TTWO N IAC ATVI EA TRIP SQ FFIV ….. PTC EQIX SABR MTCH FEYE TWLO FB SHOP=Bottom (Computer Software/Internet)
COHW(33): -0.36% Top=COMM S FNSR STX TMUS T CDW BRCD ….. HPQ ANET ARRS AAPL VG LVLT CTL ACIA=Bottom (Computer Hardware/Telecom)
HEAL(50): -0.39% Top=HOLX HRC BDX NUVA IRWD BKD ALGN DVA ….. WCG AMSG EVHC ESRX DXCM VWR THC ELGX=Bottom (Health)
REAL(96): -0.41% Top=CIM AMH CBG QTS CONE TWO MAA PPS ….. HCP HR VTR HST FRT MPW SNH WPG=Bottom (Real Estate)
MATE(23): -0.53% Top=VMC EME KBH FAST TOL FLR MAS TPH ….. PWR DHI PHM CAA USG EXP SUM SRCL=Bottom (Materials & Construction)
LEIS(30): -0.70% Top=EXPE CMG RCL MAR BYD QSR YUM WEN ….. PNRA DRI SHAK BLMN LVS SBUX GPRO WYNN=Bottom (Leisure)
CONS(50): -0.72% Top=KATE HAR AVY BLL PBI CCK BMS SEE ….. EL MAT KS PVH FOSL LULU SKX CHD=Bottom (Consumer)
RETA(57): -0.98% Top=W KMX LL SIG AAP CPRT WSM TSCO ….. MIK CVS KORS KR BURL GPS RH SFM=Bottom (Retail & Specialty Retail)
ELEC(47): -1.34% Top=MSCC OCLR QRVO CY XLNX FTV IDTI AYI ….. TXN INTC 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 3:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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