daytrend

11/04/2016

Filed under: Market Stats — daytrend @ 11:23 am

Market Stats at 12:22 pm 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 12:22 pm ET)
31.9% of stocks are above yesterday’s high.
65.5% are above yesterday’s midpoint. (34.5% are below.)
8.2% are below yesterday’s low.
59.9% are inside yesterday’s range.
40.4% of stocks with today’s high > yesterday’s high. (59.6% less than).
52.2% of stocks with today’s low < yesterday’s low. (47.8% greater than).

EVIDENCE OF INTRADAY TREND (20161104 12:22 pm ET)
80.1% of stocks are above today’s open. (18.9% are below).
74.8% of stocks are above today’s open and yesterday’s close.
15.9% 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 12:22 pm ET)
46.1% of stocks are in the top 10% of today’s range.
61.9% are in the top 20%.
86.0% are in the top half. 14.0% of stocks are in the bottom half of today’s range.
3.6% are in the bottom 20%.
1.7% are in the bottom 10%.

GAIN (20161104 12:22 pm ET)
78.7% of stocks are above yesterday’s close. (21.3% are below.)
2.3% are up 4.5% or more. 1.2% are down 4.5% or more.
4.9% are up 3.5% or more. 1.7% are down 3.5% or more.
50.3% are between +1% and -1%.

RSI on DAILY (20161104 12:22 pm ET)
2-day: >=95:2.4%…>=90:8.4%…>=80:20.7%…>=50:60.4%…<=20:16.1%…<=10:9.1%…<=5:6.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:33.6%…<=20:6.3%…<=10:0.4%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:31.5%…<=20:1.6%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161104 12:22 pm ET)
31.9% above previous 1 highs, 8.2% below previous 1 lows
20.2% above previous 2 highs, 6.7% below previous 2 lows
11.6% above previous 3 highs, 6.5% below previous 3 lows
9.7% above previous 4 highs, 6.3% below previous 4 lows
7.9% above previous 5 highs, 6.1% below previous 5 lows
6.5% above previous 6 highs, 5.8% below previous 6 lows
5.5% above previous 7 highs, 5.4% below previous 7 lows
4.7% above previous 8 highs, 5.3% below previous 8 lows
4.2% above previous 9 highs, 5.2% below previous 9 lows
4.2% above previous 10 highs, 4.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161104 12:22 pm ET)
78.7% are above or equal to 11/3 close (1 days ago), 21.3% are below.
66.7% are above or equal to 11/2 close (2 days ago), 33.3% are below.
43.7% are above or equal to 11/1 close (3 days ago), 56.3% are below.
34.1% are above or equal to 10/31 close (4 days ago), 65.9% are below.
36.7% are above or equal to 10/28 close (5 days ago), 63.3% are below.
36.2% are above or equal to 10/27 close (6 days ago), 63.8% are below.
31.5% are above or equal to 10/26 close (7 days ago), 68.5% are below.
30.9% are above or equal to 10/25 close (8 days ago), 69.1% are below.
26.0% are above or equal to 10/24 close (9 days ago), 74.0% are below.
29.1% are above or equal to 10/21 close (10 days ago), 70.9% are below.
30.3% are above or equal to 10/20 close (11 days ago), 69.7% are below.
30.0% are above or equal to 10/19 close (12 days ago), 70.0% are below.
34.4% are above or equal to 10/18 close (13 days ago), 65.6% are below.
39.2% are above or equal to 10/17 close (14 days ago), 60.8% are below.
36.5% are above or equal to 10/14 close (15 days ago), 63.5% are below.
37.2% are above or equal to 10/13 close (16 days ago), 62.8% are below.
33.3% are above or equal to 10/12 close (17 days ago), 66.7% are below.
33.9% are above or equal to 10/11 close (18 days ago), 66.1% are below.
27.4% are above or equal to 10/10 close (19 days ago), 72.6% are below.
30.0% are above or equal to 10/7 close (20 days ago), 70.0% are below.
28.5% are above or equal to 10/6 close (21 days ago), 71.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161104 12:22 pm ET)
20d: 3.2% new highs, 21.9% new lows
21d: 3.2% new highs, 21.4% new lows
42d: 1.9% new highs, 16.4% new lows
63d: 1.6% new highs, 14.3% new lows
126d: 1.3% new highs, 6.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161104 12:22 pm ET)
2-day: 77.7% above, 22.3% below
3-day: 71.6% above, 28.4% below
4-day: 59.0% above, 41.0% below
5-day: 50.9% above, 49.1% below
8-day: 40.2% above, 59.8% below
10-day: 34.4% above, 65.6% below
20-day: 33.6% above, 66.4% below
50-day: 28.9% above, 71.1% below
200-day: 56.4% above, 43.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161104 12:22 pm ET)
MATE(23): 1.98% Top=SUM TPH CAA EXP VMC LEN KBH DHI ….. WY SRCL RSG PWR WM EME WCN FLR=Bottom (Materials & Construction)
HEAL(50): 1.70% Top=IRWD EVHC AMSG ELGX BKD DXCM HRC ZBH ….. NUVA ALGN MD VAR DGX ANTM HLS VWR=Bottom (Health)
MANU(36): 1.69% Top=MHK ATI CFX CMI MRC IR LII ETN ….. FLS HON EMR DOV DE BWXT ITT DDD=Bottom (Manufacturing)
CONS(51): 1.29% Top=FOSL KATE KS HAR TPX MAT PVH WWW ….. CLX GIL COTY CL BLL PBI PG AVP=Bottom (Consumer)
CHEM(26): 1.14% Top=PAH FMC HUN CF RPM MOS ASH CC ….. ALB MON IFF DD POT DOW AGU SMG=Bottom (Chemicals/Fertilizers)
TRAN(25): 0.95% Top=UAL LUV DAL SWFT WAB TRN AAL ALK ….. UPS NSC EXPD CP CSX CHRW CNI NAT=Bottom (Transportation)
COHW(34): 0.92% Top=MSI UBNT HPQ VG S HRS JNPR STX ….. SSYS ACIA T INFN AAPL VRSN BCE NTAP=Bottom (Computer Hardware/Telecom)
RETA(57): 0.87% Top=KMX KORS LL RH TIF ETSY MELI ANF ….. KR WMT AAP AMZN CPRT COST WFM KAR=Bottom (Retail & Specialty Retail)
LEIS(31): 0.86% Top=LVS MGM SBUX BLMN HLT BYD SEAS MAR ….. QSR SHAK YUM ARMK MCD CMG PNRA GPRO=Bottom (Leisure)
REAL(96): 0.81% Top=AMH MPW JLL RLGY HST PEB NRF PKY ….. CBL BDN ELS REG ACC KIM HCN WPG=Bottom (Real Estate)
ELEC(49): 0.78% Top=SCTY SPWR AMBA FIT BRKR AYI AMKR TRMB ….. DLB TXN XLNX MSCC CSIQ OCLR FSLR QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(80): 0.77% Top=FEYE CSC DATA YELP TWTR ADSK MTCH HPE ….. WUBA FFIV IAC SYNT N ATVI SYMC MDRX=Bottom (Computer Software/Internet)
DISV(43): 0.60% Top=AL CAR CXW GEO HRI URI YY MAN ….. FDC SBAC G LDOS INFO JEC KBR AMN=Bottom (Diversified Services)
META(29): 0.43% Top=FCX CMC CNX SWC X CENX NUE CCJ ….. CLD CDE FNV SSRI SLW AGI AG TAHO=Bottom (Metals & Mining)
INSU(31): 0.25% Top=AGO RDN MTG MET MMC CLGX AIZ AXS ….. BRO ORI CNO LNC TRV CINF ALL WLTW=Bottom (Insurance)
ENER(85): 0.06% Top=CRC VVV WNR REN INT OAS NBR ECA ….. CLR EEP WPX OII MUR MRO CRZO DO=Bottom (Energy)
FINA(85): 0.00% Top=YRD WDR NAVI ZION BEN OZRK WAL NSAM ….. SEIC JPM KKR WFC BMO 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 12:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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