daytrend

11/04/2016

Filed under: Market Stats — daytrend @ 12:49 pm

Market Stats at 1:49 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 1:49 pm ET)
29.4% of stocks are above yesterday’s high.
63.5% are above yesterday’s midpoint. (36.5% are below.)
9.7% are below yesterday’s low.
60.9% are inside yesterday’s range.
44.9% of stocks with today’s high > yesterday’s high. (55.1% less than).
52.3% of stocks with today’s low < yesterday’s low. (47.7% greater than).

EVIDENCE OF INTRADAY TREND (20161104 1:49 pm ET)
76.7% of stocks are above today’s open. (21.8% are below).
70.9% of stocks are above today’s open and yesterday’s close.
17.9% 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 1:49 pm ET)
20.2% of stocks are in the top 10% of today’s range.
40.1% are in the top 20%.
79.3% are in the top half. 20.7% of stocks are in the bottom half of today’s range.
5.5% are in the bottom 20%.
2.9% are in the bottom 10%.

GAIN (20161104 1:49 pm ET)
75.9% of stocks are above yesterday’s close. (24.1% are below.)
2.3% are up 4.5% or more. 1.4% are down 4.5% or more.
4.7% are up 3.5% or more. 2.2% are down 3.5% or more.
51.3% are between +1% and -1%.

RSI on DAILY (20161104 1:49 pm ET)
2-day: >=95:2.3%…>=90:8.1%…>=80:19.9%…>=50:59.0%…<=20:17.1%…<=10:11.3%…<=5:7.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:33.0%…<=20:6.4%…<=10:0.4%…<=5:0.2%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:30.7%…<=20:1.6%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161104 1:49 pm ET)
29.4% above previous 1 highs, 9.7% below previous 1 lows
17.9% above previous 2 highs, 8.1% below previous 2 lows
11.1% above previous 3 highs, 7.7% below previous 3 lows
9.3% above previous 4 highs, 7.5% below previous 4 lows
7.6% above previous 5 highs, 7.3% below previous 5 lows
6.4% above previous 6 highs, 7.0% below previous 6 lows
4.9% above previous 7 highs, 6.5% below previous 7 lows
4.1% above previous 8 highs, 6.5% below previous 8 lows
3.5% above previous 9 highs, 6.4% below previous 9 lows
3.5% above previous 10 highs, 6.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161104 1:49 pm ET)
75.9% are above or equal to 11/3 close (1 days ago), 24.1% are below.
65.0% are above or equal to 11/2 close (2 days ago), 35.0% are below.
41.3% are above or equal to 11/1 close (3 days ago), 58.7% are below.
33.5% are above or equal to 10/31 close (4 days ago), 66.5% are below.
34.7% are above or equal to 10/28 close (5 days ago), 65.3% are below.
36.7% are above or equal to 10/27 close (6 days ago), 63.3% are below.
30.2% are above or equal to 10/26 close (7 days ago), 69.8% are below.
30.4% are above or equal to 10/25 close (8 days ago), 69.6% are below.
26.0% are above or equal to 10/24 close (9 days ago), 74.0% are below.
29.5% are above or equal to 10/21 close (10 days ago), 70.5% are below.
29.8% are above or equal to 10/20 close (11 days ago), 70.2% are below.
29.7% are above or equal to 10/19 close (12 days ago), 70.3% are below.
33.1% are above or equal to 10/18 close (13 days ago), 66.9% are below.
38.6% are above or equal to 10/17 close (14 days ago), 61.4% are below.
35.5% are above or equal to 10/14 close (15 days ago), 64.5% are below.
36.3% are above or equal to 10/13 close (16 days ago), 63.7% are below.
32.3% are above or equal to 10/12 close (17 days ago), 67.7% are below.
33.7% are above or equal to 10/11 close (18 days ago), 66.3% are below.
26.2% are above or equal to 10/10 close (19 days ago), 73.8% are below.
29.6% are above or equal to 10/7 close (20 days ago), 70.4% are below.
28.2% are above or equal to 10/6 close (21 days ago), 71.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161104 1:49 pm ET)
20d: 3.4% new highs, 22.0% new lows
21d: 3.4% new highs, 21.5% new lows
42d: 2.0% new highs, 16.5% new lows
63d: 1.7% new highs, 14.4% new lows
126d: 1.3% new highs, 6.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161104 1:49 pm ET)
2-day: 74.6% above, 25.4% below
3-day: 71.5% above, 28.5% below
4-day: 57.9% above, 42.1% below
5-day: 46.7% above, 53.3% below
8-day: 37.9% above, 62.1% below
10-day: 33.3% above, 66.7% below
20-day: 32.9% above, 67.1% below
50-day: 28.5% above, 71.5% below
200-day: 55.8% above, 44.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161104 1:49 pm ET)
HEAL(50): 1.87% Top=IRWD BKD EVHC AMSG DXCM HRC ELGX PKI ….. UNH VAR ALGN MD DGX HLS ANTM VWR=Bottom (Health)
MANU(36): 1.67% Top=MHK ATI CFX AOS IR CMI LII KMT ….. ROP DE FLS EMR BWXT DOV ITT DDD=Bottom (Manufacturing)
MATE(23): 1.63% Top=SUM TPH USG CAA KBH DHI EXP VMC ….. PWR WY SRCL RSG WCN EME WM FLR=Bottom (Materials & Construction)
CHEM(26): 1.35% Top=PAH FMC RPM CC HUN CF MOS PPG ….. EMN IFF DD MON DOW POT AGU SMG=Bottom (Chemicals/Fertilizers)
TRAN(25): 1.02% Top=UAL DAL LUV TRN WAB SWFT AAL JBLU ….. EXPD UPS ODFL CP CSX CHRW CNI NAT=Bottom (Transportation)
CONS(51): 1.01% Top=FOSL KATE KS HAR PAY SKX WRK LULU ….. BMS GIL CL COTY BLL PG PBI AVP=Bottom (Consumer)
RETA(57): 0.89% Top=KMX KORS RH ETSY LL MELI SFM TIF ….. URBN BBBY WMT CPRT AMZN COST AAP KAR=Bottom (Retail & Specialty Retail)
COHW(34): 0.87% Top=MSI UBNT VG HPQ HRS ANET COMM S ….. TMUS AAPL VRSN TDC T SSYS BCE NTAP=Bottom (Computer Hardware/Telecom)
REAL(96): 0.83% Top=RLGY AMH JLL QTS CBG MPW SHO RLJ ….. TCO VER SNH ELS KIM ACC WPG HCN=Bottom (Real Estate)
ELEC(49): 0.79% Top=SCTY SPWR FIT AMBA BRKR TRMB AYI CGNX ….. INTC AMD XLNX MSCC OCLR CSIQ FSLR QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(31): 0.73% Top=LVS SBUX BLMN MGM HLT BYD MAR WYNN ….. EXPE QSR YUM CMG MCD ARMK PNRA GPRO=Bottom (Leisure)
COSW(80): 0.72% Top=FEYE CSC DATA TWTR ADSK MTCH PTC SQ ….. FFIV XRX N SYNT SHOP ATVI SYMC MDRX=Bottom (Computer Software/Internet)
DISV(43): 0.37% Top=AL CAR HRI CXW MYGN ALLE TRU YY ….. G LDOS SBAC INFO FDC KBR JEC AMN=Bottom (Diversified Services)
META(29): 0.36% Top=CMC X FCX SWC CNX CENX SLCA NUE ….. FMSA FNV CDE SSRI SLW AGI TAHO AG=Bottom (Metals & Mining)
INSU(31): 0.06% Top=AGO RDN MTG MMC MET CLGX AXS TMK ….. FNF CNO TRV CINF AIG LNC ALL WLTW=Bottom (Insurance)
FINA(85): -0.20% Top=WDR BEN NAVI JNS YRD LM ZION BLK ….. BX JPM KKR BMO WFC TD FII ICE=Bottom (Banks/Financials)
ENER(85): -0.21% Top=CRC REN INT OAS NBR WNR EGN VVV ….. CRZO ATW LPI NFX WPX CLR MUR DO=Bottom (Energy)

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 1:49 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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