daytrend

11/04/2016

Filed under: Market Stats — daytrend @ 1:21 pm

Market Stats at 2:21 pm 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 2:21 pm ET)
28.0% of stocks are above yesterday’s high.
60.2% are above yesterday’s midpoint. (39.8% are below.)
10.2% are below yesterday’s low.
61.8% are inside yesterday’s range.
45.7% of stocks with today’s high > yesterday’s high. (54.3% less than).
52.7% of stocks with today’s low < yesterday’s low. (47.3% greater than).

EVIDENCE OF INTRADAY TREND (20161104 2:21 pm ET)
75.9% of stocks are above today’s open. (22.9% are below).
70.2% of stocks are above today’s open and yesterday’s close.
19.0% 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 2:21 pm ET)
16.7% of stocks are in the top 10% of today’s range.
32.9% are in the top 20%.
74.7% are in the top half. 25.3% of stocks are in the bottom half of today’s range.
7.7% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20161104 2:21 pm ET)
75.3% of stocks are above yesterday’s close. (24.7% are below.)
2.4% are up 4.5% or more. 1.9% are down 4.5% or more.
4.1% are up 3.5% or more. 2.4% are down 3.5% or more.
54.0% are between +1% and -1%.

RSI on DAILY (20161104 2:21 pm ET)
2-day: >=95:2.5%…>=90:7.8%…>=80:18.8%…>=50:54.9%…<=20:17.5%…<=10:11.6%…<=5:7.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:31.8%…<=20:6.4%…<=10:0.4%…<=5:0.2%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:30.0%…<=20:1.4%…<=10:0.2%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161104 2:21 pm ET)
28.0% above previous 1 highs, 10.2% below previous 1 lows
17.8% above previous 2 highs, 8.4% below previous 2 lows
11.1% above previous 3 highs, 8.2% below previous 3 lows
9.3% above previous 4 highs, 8.0% below previous 4 lows
7.7% above previous 5 highs, 7.8% below previous 5 lows
6.6% above previous 6 highs, 7.2% below previous 6 lows
5.3% above previous 7 highs, 6.7% below previous 7 lows
4.6% above previous 8 highs, 6.7% below previous 8 lows
4.0% above previous 9 highs, 6.5% below previous 9 lows
4.0% above previous 10 highs, 6.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161104 2:21 pm ET)
75.3% are above or equal to 11/3 close (1 days ago), 24.7% are below.
63.0% are above or equal to 11/2 close (2 days ago), 37.0% are below.
40.1% are above or equal to 11/1 close (3 days ago), 59.9% are below.
31.8% are above or equal to 10/31 close (4 days ago), 68.2% are below.
33.4% are above or equal to 10/28 close (5 days ago), 66.6% are below.
35.2% are above or equal to 10/27 close (6 days ago), 64.8% are below.
29.9% are above or equal to 10/26 close (7 days ago), 70.1% are below.
29.3% are above or equal to 10/25 close (8 days ago), 70.7% are below.
24.9% are above or equal to 10/24 close (9 days ago), 75.1% are below.
28.3% are above or equal to 10/21 close (10 days ago), 71.7% are below.
29.0% are above or equal to 10/20 close (11 days ago), 71.0% are below.
29.2% are above or equal to 10/19 close (12 days ago), 70.8% are below.
33.1% are above or equal to 10/18 close (13 days ago), 66.9% are below.
37.6% are above or equal to 10/17 close (14 days ago), 62.4% are below.
35.3% are above or equal to 10/14 close (15 days ago), 64.7% are below.
35.1% are above or equal to 10/13 close (16 days ago), 64.9% are below.
31.9% are above or equal to 10/12 close (17 days ago), 68.1% are below.
33.5% are above or equal to 10/11 close (18 days ago), 66.5% are below.
26.3% are above or equal to 10/10 close (19 days ago), 73.7% are below.
29.0% are above or equal to 10/7 close (20 days ago), 71.0% are below.
27.7% are above or equal to 10/6 close (21 days ago), 72.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161104 2:21 pm ET)
20d: 3.6% new highs, 22.3% new lows
21d: 3.6% new highs, 21.8% new lows
42d: 2.0% new highs, 16.7% new lows
63d: 1.7% new highs, 14.7% new lows
126d: 1.3% new highs, 7.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161104 2:21 pm ET)
2-day: 74.6% above, 25.4% below
3-day: 69.3% above, 30.7% below
4-day: 54.6% above, 45.4% below
5-day: 44.2% above, 55.8% below
8-day: 36.0% above, 64.0% below
10-day: 31.9% above, 68.1% below
20-day: 32.2% above, 67.8% below
50-day: 28.7% above, 71.3% below
200-day: 55.9% above, 44.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161104 2:21 pm ET)
HEAL(50): 1.84% Top=IRWD BKD ELGX EVHC AMSG ACHC DXCM HRC ….. IART DGX VAR PRXL ANTM HLS MD VWR=Bottom (Health)
MATE(23): 1.67% Top=SUM TPH EXP VMC CAA DHI USG FAST ….. WY PWR SRCL RSG WCN EME WM FLR=Bottom (Materials & Construction)
MANU(36): 1.54% Top=MHK ATI CFX AOS IR CMI TEX MRC ….. EMR ROP DE FLS BWXT DOV ITT DDD=Bottom (Manufacturing)
CHEM(26): 1.26% Top=PAH FMC RPM CF HUN CC PPG MOS ….. OLN EMN PX MON DOW POT AGU SMG=Bottom (Chemicals/Fertilizers)
REAL(96): 0.99% Top=RLGY AMH MPW JLL HCP QTS VTR SHO ….. TCO BAM ELS CBL KIM ACC HCN WPG=Bottom (Real Estate)
CONS(50): 0.98% Top=FOSL KATE KS HAR WWW WRK TPX PAY ….. KMB ENR GIL CL PG BLL COTY PBI=Bottom (Consumer)
TRAN(25): 0.93% Top=UAL DAL LUV TRN AAL SWFT WAB ALK ….. UNP UPS ODFL CP CHRW CSX CNI NAT=Bottom (Transportation)
COHW(34): 0.75% Top=MSI UBNT VG HPQ S HRS ACIA COMM ….. ARRS VRSN AAPL T ZAYO BCE SSYS NTAP=Bottom (Computer Hardware/Telecom)
RETA(57): 0.69% Top=KMX SFM ETSY KORS RH LL WSM TIF ….. URBN BBBY WMT CPRT COST AMZN AAP KAR=Bottom (Retail & Specialty Retail)
ELEC(49): 0.64% Top=SCTY SPWR FIT AMBA BRKR AYI TRMB AMKR ….. SIMO XLNX AMD MSCC OCLR CSIQ FSLR QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(31): 0.54% Top=LVS MGM SBUX BYD HLT BLMN MAR WYNN ….. RCL QSR YUM MCD CMG ARMK PNRA GPRO=Bottom (Leisure)
COSW(80): 0.51% Top=FEYE CSC DATA MTCH TWTR ADSK PTC YELP ….. FFIV N SYNT TWLO SHOP ATVI SYMC MDRX=Bottom (Computer Software/Internet)
DISV(43): 0.25% Top=AL CAR HRI CXW YY TRU ALLE MYGN ….. G LDOS SBAC INFO JEC KBR FDC AMN=Bottom (Diversified Services)
INSU(31): 0.11% Top=AGO RDN MTG MMC MET CLGX VR TMK ….. CNO UNM AIG TRV CINF LNC ALL WLTW=Bottom (Insurance)
META(29): 0.09% Top=CMC X FCX NUE CNX SWC CENX SLCA ….. ABX FNV SSRI CDE SLW AGI TAHO AG=Bottom (Metals & Mining)
ENER(85): -0.16% Top=CRC INT OAS VVV NBR SPN REN WNR ….. EEP MRO WPX LPI OII ATW MUR DO=Bottom (Energy)
FINA(85): -0.35% Top=YRD BEN WDR BLK NSAM JNS NDAQ ZION ….. BX JPM KKR BMO TD WFC 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 2:21 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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