daytrend

11/07/2016

Filed under: Market Stats — daytrend @ 10:02 am

Market Stats at 10:01 am ET
by daytrend on 20161107. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 841.

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

COMPARED TO YESTERDAY’S RANGE (20161107 10:01 am ET)
65.3% of stocks are above yesterday’s high.
91.3% are above yesterday’s midpoint. (8.7% are below.)
1.5% are below yesterday’s low.
33.2% are inside yesterday’s range.
81.8% of stocks with today’s high > yesterday’s high. (18.2% less than).
3.3% of stocks with today’s low < yesterday’s low. (96.7% greater than).

EVIDENCE OF INTRADAY TREND (20161107 10:01 am ET)
60.4% of stocks are above today’s open. (37.0% are below).
59.2% of stocks are above today’s open and yesterday’s close.
2.5% are below both.
62.1% of stocks opened above yesterday’s high.
97.3% of stocks opened above yesterday’s close. (2.5% opened below yesterday’s close).
1.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161107 10:01 am ET)
21.2% of stocks are in the top 10% of today’s range.
34.1% are in the top 20%.
64.3% are in the top half. 35.7% of stocks are in the bottom half of today’s range.
15.0% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN (20161107 10:01 am ET)
96.3% of stocks are above yesterday’s close. (3.7% are below.)
3.2% are up 4.5% or more. 0.1% are down 4.5% or more.
8.6% are up 3.5% or more. 0.4% are down 3.5% or more.
16.1% are between +1% and -1%.

RSI on DAILY (20161107 10:01 am ET)
2-day: >=95:8.0%…>=90:21.9%…>=80:50.9%…>=50:87.6%…<=20:3.6%…<=10:1.8%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:46.8%…<=20:1.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:41.5%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161107 10:01 am ET)
65.3% above previous 1 highs, 1.5% below previous 1 lows
53.2% above previous 2 highs, 1.4% below previous 2 lows
37.0% above previous 3 highs, 1.3% below previous 3 lows
22.7% above previous 4 highs, 1.3% below previous 4 lows
19.3% above previous 5 highs, 0.2% below previous 5 lows
16.2% above previous 6 highs, 0.2% below previous 6 lows
13.8% above previous 7 highs, 0.2% below previous 7 lows
11.7% above previous 8 highs, 0.2% below previous 8 lows
9.9% above previous 9 highs, 0.2% below previous 9 lows
8.4% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161107 10:01 am ET)
96.3% are above or equal to 11/4 close (1 days ago), 3.7% are below.
88.0% are above or equal to 11/3 close (2 days ago), 12.0% are below.
79.1% are above or equal to 11/2 close (3 days ago), 20.9% are below.
63.3% are above or equal to 11/1 close (4 days ago), 36.7% are below.
49.7% are above or equal to 10/31 close (5 days ago), 50.3% are below.
52.7% are above or equal to 10/28 close (6 days ago), 47.3% are below.
50.3% are above or equal to 10/27 close (7 days ago), 49.7% are below.
44.0% are above or equal to 10/26 close (8 days ago), 56.0% are below.
40.1% are above or equal to 10/25 close (9 days ago), 59.9% are below.
34.0% are above or equal to 10/24 close (10 days ago), 66.0% are below.
37.1% are above or equal to 10/21 close (11 days ago), 62.9% are below.
37.3% are above or equal to 10/20 close (12 days ago), 62.7% are below.
36.4% are above or equal to 10/19 close (13 days ago), 63.6% are below.
40.4% are above or equal to 10/18 close (14 days ago), 59.6% are below.
45.7% are above or equal to 10/17 close (15 days ago), 54.3% are below.
42.6% are above or equal to 10/14 close (16 days ago), 57.4% are below.
43.5% are above or equal to 10/13 close (17 days ago), 56.5% are below.
39.7% are above or equal to 10/12 close (18 days ago), 60.3% are below.
41.5% are above or equal to 10/11 close (19 days ago), 58.5% are below.
33.5% are above or equal to 10/10 close (20 days ago), 66.5% are below.
36.3% are above or equal to 10/7 close (21 days ago), 63.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161107 10:01 am ET)
20d: 8.9% new highs, 1.3% new lows
21d: 8.7% new highs, 1.3% new lows
42d: 6.1% new highs, 0.8% new lows
63d: 4.9% new highs, 0.7% new lows
126d: 3.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161107 10:01 am ET)
2-day: 96.1% above, 3.9% below
3-day: 93.0% above, 7.0% below
4-day: 87.9% above, 12.1% below
5-day: 82.6% above, 17.4% below
8-day: 66.1% above, 33.9% below
10-day: 57.9% above, 42.1% below
20-day: 44.0% above, 56.0% below
50-day: 35.8% above, 64.2% below
200-day: 58.4% above, 41.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161107 10:01 am ET)
FINA(85): 2.40% Top=SIVB YRD VOYA BOFI SCHW KEY HBAN RF ….. CME NYCB NDAQ PSEC ARCC PYPL CBOE ACAS=Bottom (Banks/Financials)
HEAL(50): 2.26% Top=THC CNC HCA ACHC MOH UHS HRC WCG ….. VAR STE DVA IART DXCM IRWD XRAY PRXL=Bottom (Health)
TRAN(26): 2.20% Top=TRN KSU XPO NAT AAL JBLU SWFT WAB ….. ODFL SAVE CNI UNP UPS JBHT EXPD CHRW=Bottom (Transportation)
COHW(35): 2.15% Top=ACIA NTAP VG CIEN STX INFN FNSR WDC ….. CTL CCI AAPL VRSN LVLT T BCE VZ=Bottom (Computer Hardware/Telecom)
MANU(36): 2.14% Top=ROK DDD CMI KMT ATI PH ITT TEX ….. AME EMR MRC XYL PNR MHK DE TTC=Bottom (Manufacturing)
CHEM(26): 2.13% Top=CC OLN PAH WLK ALB IFF APD PX ….. PPG CE GRA AXTA SMG DD DOW MON=Bottom (Chemicals/Fertilizers)
COSW(82): 2.13% Top=LC WB FEYE MTCH NTES ZEN SINA CTSH ….. EA FB TEAM ATVI N TRIP XRX CERN=Bottom (Computer Software/Internet)
ELEC(50): 2.06% Top=SPWR CGNX CSIQ AMD NVDA OCLR AMKR FSLR ….. SWKS CAVM KLAC MSCC LSCC FIT QRVO ON=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(86): 1.86% Top=CRC HLX OAS SWN EGN LPI CRZO SM ….. RDC OII HP ATW WPZ RIG DO SXL=Bottom (Energy)
MATE(23): 1.86% Top=SUM KBH SRCL USG CAA PHM PWR DHI ….. MAS TOL VMC WM MLM RSG FLR WCN=Bottom (Materials & Construction)
DISV(44): 1.75% Top=FDC URI CAR YY HRI AMN WOOF TRU ….. CTAS VNTV LDOS INFO CXW MYGN ULTA GEO=Bottom (Diversified Services)
LEIS(31): 1.69% Top=MGM SEAS SONC JACK BYD WEN SHAK WYN ….. DPZ MCD ARMK PNRA RCL EXPE LVS GPRO=Bottom (Leisure)
CONS(52): 1.68% Top=AVP FOSL OI PBI BC TUP PVH TPX ….. MAT PKG CRI EL FL NKE WRK LULU=Bottom (Consumer)
REAL(96): 1.67% Top=RLGY HPT WPG SLG CBG VER JLL GPT ….. PPS ESS CPT VTR AIV MAA ACC ELS=Bottom (Real Estate)
INSU(31): 1.58% Top=RDN LNC PRU MTG CNO MET HIG UNM ….. CINF AWH WLTW PGR AXS ALL TRV FNF=Bottom (Insurance)
RETA(59): 1.53% Top=BID KORS BABA SIG CHS TIF BLDR AMZN ….. KR SBH WFM ORLY AAP WMT AEO MIK=Bottom (Retail & Specialty Retail)
META(29): 0.38% Top=FMSA SLCA CENX X CLD NUE TCK STLD ….. TAHO FNV SSRI AEM AG GG NEM ABX=Bottom (Metals & Mining)

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 10:01 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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