daytrend

11/04/2016

Filed under: Market Stats — daytrend @ 9:08 am

Market Stats at 10:08 am ET
by daytrend on 20161104. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 831.

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

COMPARED TO YESTERDAY’S RANGE (20161104 10:08 am ET)
10.1% of stocks are above yesterday’s high.
36.3% are above yesterday’s midpoint. (63.7% are below.)
19.9% are below yesterday’s low.
70.0% are inside yesterday’s range.
18.5% of stocks with today’s high > yesterday’s high. (81.5% less than).
47.8% of stocks with today’s low < yesterday’s low. (52.2% greater than).

EVIDENCE OF INTRADAY TREND (20161104 10:08 am ET)
56.9% of stocks are above today’s open. (41.4% are below).
46.7% of stocks are above today’s open and yesterday’s close.
33.8% are below both.
3.7% of stocks opened above yesterday’s high.
46.0% of stocks opened above yesterday’s close. (47.2% opened below yesterday’s close).
12.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161104 10:08 am ET)
20.1% of stocks are in the top 10% of today’s range.
30.9% are in the top 20%.
59.7% are in the top half. 40.3% of stocks are in the bottom half of today’s range.
11.8% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN (20161104 10:08 am ET)
56.4% of stocks are above yesterday’s close. (43.6% are below.)
1.2% are up 4.5% or more. 1.9% are down 4.5% or more.
2.0% are up 3.5% or more. 2.4% are down 3.5% or more.
73.0% are between +1% and -1%.

RSI on DAILY (20161104 10:08 am ET)
2-day: >=95:1.2%…>=90:3.9%…>=80:10.8%…>=50:33.9%…<=20:32.1%…<=10:18.8%…<=5:10.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:25.8%…<=20:9.5%…<=10:0.7%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:24.7%…<=20:1.7%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161104 10:08 am ET)
10.1% above previous 1 highs, 19.9% below previous 1 lows
5.4% above previous 2 highs, 13.7% below previous 2 lows
3.2% above previous 3 highs, 13.2% below previous 3 lows
2.6% above previous 4 highs, 13.1% below previous 4 lows
2.3% above previous 5 highs, 12.0% below previous 5 lows
1.8% above previous 6 highs, 11.1% below previous 6 lows
1.7% above previous 7 highs, 10.1% below previous 7 lows
1.6% above previous 8 highs, 9.9% below previous 8 lows
1.3% above previous 9 highs, 9.7% below previous 9 lows
1.3% above previous 10 highs, 9.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161104 10:08 am ET)
56.4% are above or equal to 11/3 close (1 days ago), 43.6% are below.
46.6% are above or equal to 11/2 close (2 days ago), 53.4% are below.
31.3% are above or equal to 11/1 close (3 days ago), 68.7% are below.
22.5% are above or equal to 10/31 close (4 days ago), 77.5% are below.
26.8% are above or equal to 10/28 close (5 days ago), 73.2% are below.
30.0% are above or equal to 10/27 close (6 days ago), 70.0% are below.
24.8% are above or equal to 10/26 close (7 days ago), 75.2% are below.
24.4% are above or equal to 10/25 close (8 days ago), 75.6% are below.
20.0% are above or equal to 10/24 close (9 days ago), 80.0% are below.
24.5% are above or equal to 10/21 close (10 days ago), 75.5% are below.
25.5% are above or equal to 10/20 close (11 days ago), 74.5% are below.
25.9% are above or equal to 10/19 close (12 days ago), 74.1% are below.
30.4% are above or equal to 10/18 close (13 days ago), 69.6% are below.
34.4% are above or equal to 10/17 close (14 days ago), 65.6% are below.
31.9% are above or equal to 10/14 close (15 days ago), 68.1% are below.
33.0% are above or equal to 10/13 close (16 days ago), 67.0% are below.
28.9% are above or equal to 10/12 close (17 days ago), 71.1% are below.
29.5% are above or equal to 10/11 close (18 days ago), 70.5% are below.
24.9% are above or equal to 10/10 close (19 days ago), 75.1% are below.
27.3% are above or equal to 10/7 close (20 days ago), 72.7% are below.
25.2% are above or equal to 10/6 close (21 days ago), 74.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161104 10:08 am ET)
20d: 1.7% new highs, 20.0% new lows
21d: 1.7% new highs, 19.7% new lows
42d: 0.7% new highs, 14.9% new lows
63d: 0.6% new highs, 13.0% new lows
126d: 0.4% new highs, 6.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161104 10:08 am ET)
2-day: 55.1% above, 44.9% below
3-day: 47.3% above, 52.7% below
4-day: 36.2% above, 63.8% below
5-day: 29.8% above, 70.2% below
8-day: 26.1% above, 73.9% below
10-day: 23.5% above, 76.5% below
20-day: 26.7% above, 73.3% below
50-day: 25.8% above, 74.2% below
200-day: 54.6% above, 45.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161104 10:08 am ET)
HEAL(50): 0.99% Top=IRWD ELGX XRAY EVHC DXCM ZBH AMSG MOH ….. BDX STE DGX RMD BSX VWR ALGN HLS=Bottom (Health)
CONS(51): 0.63% Top=KATE FOSL SKX PVH TPX UA HAR WWW ….. CL CLX PG COTY BLL GIL PBI AVP=Bottom (Consumer)
CHEM(26): 0.46% Top=PAH FMC CF SHW RPM PPG MOS ASH ….. AGU HUN CE SMG WLK ALB CC IFF=Bottom (Chemicals/Fertilizers)
MATE(23): 0.44% Top=FAST MLM CAA SUM USG VMC LEN MAS ….. SRCL RSG WY WM WCN EME PWR FLR=Bottom (Materials & Construction)
RETA(57): 0.39% Top=MELI KMX ETSY TSCO KORS TIF WSM CHS ….. COST GME AN KSS JCP AMZN KAR W=Bottom (Retail & Specialty Retail)
MANU(36): 0.38% Top=MHK MRC TTC LII ATI IR AOS LECO ….. DE CAT EMR DOV BWXT FLS DDD ITT=Bottom (Manufacturing)
COHW(34): 0.28% Top=UBNT MSI PANW S CTL HRS JNPR COMM ….. ANET WDC AAPL BCE SSYS ARRS FNSR NTAP=Bottom (Computer Hardware/Telecom)
REAL(96): 0.17% Top=JLL AMH DEI TWO QTS MPW VNO HCP ….. VER TCO BAM CBL WPG CUZ HCN RLGY=Bottom (Real Estate)
LEIS(31): 0.17% Top=LVS SBUX JACK MGM DNKN BLMN SONC BYD ….. SEAS MCD PNRA EXPE QSR YUM DRI GPRO=Bottom (Leisure)
TRAN(25): 0.15% Top=SWFT UAL DAL WAB LUV AAL JBLU SAVE ….. NSC CSX EXPD CHRW CP ODFL XPO CNI=Bottom (Transportation)
COSW(80): 0.04% Top=FEYE TWLO CSC TWTR DATA PTC ADSK YELP ….. ADBE N EQIX EA SYNT ATVI SYMC MDRX=Bottom (Computer Software/Internet)
META(29): -0.03% Top=CMC NUE HL FCX AG STLD RGLD PAAS ….. SWC CDE TCK TAHO AGI CLD FMSA SLCA=Bottom (Metals & Mining)
DISV(43): -0.24% Top=AL YY GEO ALLE GPN MYGN CAR MA ….. FDC XRS ACM INFO LDOS JEC KBR AMN=Bottom (Diversified Services)
INSU(31): -0.38% Top=AGO RDN MTG FNF CLGX XL FAF MMC ….. UNM CINF ALL BRO PRU LNC CNO WLTW=Bottom (Insurance)
ELEC(49): -0.46% Top=SCTY FIT SPWR SWKS CGNX AMBA BRKR WAT ….. XLNX LRCX AMD MSCC FSLR OCLR CSIQ QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(85): -0.91% Top=CRC INT EGN MDU SWN RICE GPOR VVV ….. OII MUR NBR RDC LPI WPX ATW DO=Bottom (Energy)
FINA(85): -1.25% Top=YRD WDR ARCC WETF SLM EV BEN ACAS ….. SCHW HBAN WU LAZ TD BOFI FII ICE=Bottom (Banks/Financials)

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 10:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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