daytrend

11/04/2016

Filed under: Market Stats — daytrend @ 10:01 am

Market Stats at 11:01 am ET
by daytrend on 20161104. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 830.

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

COMPARED TO YESTERDAY’S RANGE (20161104 11:01 am ET)
17.5% of stocks are above yesterday’s high.
50.4% are above yesterday’s midpoint. (49.6% are below.)
13.7% are below yesterday’s low.
68.8% are inside yesterday’s range.
27.2% of stocks with today’s high > yesterday’s high. (72.8% less than).
51.3% of stocks with today’s low < yesterday’s low. (48.7% greater than).

EVIDENCE OF INTRADAY TREND (20161104 11:01 am ET)
65.5% of stocks are above today’s open. (32.9% are below).
56.6% of stocks are above today’s open and yesterday’s close.
24.8% are below both.
3.7% of stocks opened above yesterday’s high.
46.0% of stocks opened above yesterday’s close. (47.1% opened below yesterday’s close).
12.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161104 11:01 am ET)
26.0% of stocks are in the top 10% of today’s range.
41.2% are in the top 20%.
72.5% are in the top half. 27.5% of stocks are in the bottom half of today’s range.
9.9% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN (20161104 11:01 am ET)
66.1% of stocks are above yesterday’s close. (33.9% are below.)
1.7% are up 4.5% or more. 1.4% are down 4.5% or more.
2.2% are up 3.5% or more. 2.0% are down 3.5% or more.
65.2% are between +1% and -1%.

RSI on DAILY (20161104 11:01 am ET)
2-day: >=95:1.3%…>=90:5.8%…>=80:14.1%…>=50:47.5%…<=20:25.5%…<=10:15.4%…<=5:8.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:28.1%…<=20:8.2%…<=10:0.6%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:27.7%…<=20:1.9%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161104 11:01 am ET)
17.5% above previous 1 highs, 13.7% below previous 1 lows
10.8% above previous 2 highs, 10.4% below previous 2 lows
5.1% above previous 3 highs, 9.9% below previous 3 lows
4.1% above previous 4 highs, 9.4% below previous 4 lows
3.1% above previous 5 highs, 9.3% below previous 5 lows
2.7% above previous 6 highs, 8.9% below previous 6 lows
2.3% above previous 7 highs, 8.2% below previous 7 lows
1.9% above previous 8 highs, 8.1% below previous 8 lows
1.8% above previous 9 highs, 8.0% below previous 9 lows
1.8% above previous 10 highs, 7.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161104 11:01 am ET)
66.1% are above or equal to 11/3 close (1 days ago), 33.9% are below.
56.0% are above or equal to 11/2 close (2 days ago), 44.0% are below.
35.2% are above or equal to 11/1 close (3 days ago), 64.8% are below.
26.9% are above or equal to 10/31 close (4 days ago), 73.1% are below.
30.2% are above or equal to 10/28 close (5 days ago), 69.8% are below.
31.7% are above or equal to 10/27 close (6 days ago), 68.3% are below.
26.9% are above or equal to 10/26 close (7 days ago), 73.1% are below.
26.7% are above or equal to 10/25 close (8 days ago), 73.3% are below.
23.6% are above or equal to 10/24 close (9 days ago), 76.4% are below.
26.4% are above or equal to 10/21 close (10 days ago), 73.6% are below.
28.1% are above or equal to 10/20 close (11 days ago), 71.9% are below.
27.6% are above or equal to 10/19 close (12 days ago), 72.4% are below.
32.7% are above or equal to 10/18 close (13 days ago), 67.3% are below.
36.9% are above or equal to 10/17 close (14 days ago), 63.1% are below.
34.3% are above or equal to 10/14 close (15 days ago), 65.7% are below.
34.7% are above or equal to 10/13 close (16 days ago), 65.3% are below.
31.4% are above or equal to 10/12 close (17 days ago), 68.6% are below.
31.4% are above or equal to 10/11 close (18 days ago), 68.6% are below.
26.1% are above or equal to 10/10 close (19 days ago), 73.9% are below.
28.3% are above or equal to 10/7 close (20 days ago), 71.7% are below.
26.9% are above or equal to 10/6 close (21 days ago), 73.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161104 11:01 am ET)
20d: 2.4% new highs, 21.6% new lows
21d: 2.4% new highs, 21.1% new lows
42d: 1.2% new highs, 16.0% new lows
63d: 0.8% new highs, 14.1% new lows
126d: 0.6% new highs, 6.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161104 11:01 am ET)
2-day: 64.7% above, 35.3% below
3-day: 59.9% above, 40.1% below
4-day: 47.3% above, 52.7% below
5-day: 39.2% above, 60.8% below
8-day: 31.0% above, 69.0% below
10-day: 27.8% above, 72.2% below
20-day: 30.2% above, 69.8% below
50-day: 26.7% above, 73.3% below
200-day: 54.8% above, 45.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161104 11:01 am ET)
MATE(23): 1.23% Top=SUM CAA USG TPH EXP LEN VMC MAS ….. SRCL RSG WY WCN WM EME PWR FLR=Bottom (Materials & Construction)
MANU(36): 1.08% Top=MHK MRC ATI LII CFX AOS ETN IR ….. ROP FLS HON SNA DE BWXT ITT DDD=Bottom (Manufacturing)
CONS(50): 1.00% Top=FOSL KATE TPX HAR KS SKX MAT LULU ….. KMB CLX GIL CL BLL PG COTY PBI=Bottom (Consumer)
HEAL(50): 0.98% Top=IRWD DXCM EVHC AMSG XRAY ZBH HRC ABT ….. VWR ALGN LH DGX ANTM MD THC HLS=Bottom (Health)
CHEM(26): 0.83% Top=PAH FMC CF MOS HUN RPM PPG SHW ….. EMN APD DD DOW ALB POT AGU SMG=Bottom (Chemicals/Fertilizers)
COHW(34): 0.63% Top=MSI UBNT VG S CTL PANW LVLT JNPR ….. INFN TMUS ZAYO AAPL ARRS FNSR BCE NTAP=Bottom (Computer Hardware/Telecom)
TRAN(25): 0.49% Top=LUV DAL UAL WAB SWFT JBLU AAL XPO ….. NAT CP ODFL CSX JBHT EXPD CNI CHRW=Bottom (Transportation)
RETA(57): 0.44% Top=KMX LL KORS ETSY RH MELI TIF GPS ….. KR WMT BIG AMZN W COST CPRT KAR=Bottom (Retail & Specialty Retail)
COSW(80): 0.27% Top=FEYE CSC TWLO TWTR DATA YELP MTCH GRUB ….. FFIV SHOP ADBE SYNT N ATVI SYMC MDRX=Bottom (Computer Software/Internet)
LEIS(31): 0.19% Top=LVS SBUX MGM JACK BLMN HLT WEN DNKN ….. YUM SEAS TXRH EAT DRI CMG PNRA GPRO=Bottom (Leisure)
ELEC(49): 0.14% Top=SCTY SPWR FIT AMBA BRKR TRMB MU AMKR ….. AMD ADI XLNX MSCC CSIQ OCLR FSLR QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(43): 0.13% Top=AL YY GEO CXW CAR ALLE MYGN URI ….. ACM FDC PAYX INFO LDOS KBR JEC AMN=Bottom (Diversified Services)
INSU(31): 0.10% Top=AGO RDN MTG MET FNF MMC CLGX VR ….. AJG L TRV BRO PGR CINF ALL WLTW=Bottom (Insurance)
REAL(96): 0.10% Top=AMH HST PKY TWO JLL PEB MPW DEI ….. ACC ELS BDN CUZ WPG HCN CBL RLGY=Bottom (Real Estate)
META(29): -0.07% Top=CCJ FCX CMC CNX X NUE STLD SWC ….. FMSA SSRI FNV AGI SLW AG CLD TAHO=Bottom (Metals & Mining)
ENER(85): -0.11% Top=CRC EGN ECA INT EOG OAS REN WNR ….. RDC EEP OII WPX MUR EPD ATW DO=Bottom (Energy)
FINA(85): -0.43% Top=YRD NAVI WDR SIVB ZION SBNY CIT OZRK ….. KKR WFC JNS BMO WU TD 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 11:01 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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