daytrend

11/07/2016

Filed under: Market Stats — daytrend @ 11:50 am

Market Stats at 11:49 am ET
by daytrend on 20161107. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

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

COMPARED TO YESTERDAY’S RANGE (20161107 11:49 am ET)
66.5% of stocks are above yesterday’s high.
90.5% are above yesterday’s midpoint. (9.5% are below.)
2.1% are below yesterday’s low.
31.4% are inside yesterday’s range.
85.6% of stocks with today’s high > yesterday’s high. (14.4% less than).
4.6% of stocks with today’s low < yesterday’s low. (95.4% greater than).

EVIDENCE OF INTRADAY TREND (20161107 11:49 am ET)
65.0% of stocks are above today’s open. (34.0% are below).
64.6% of stocks are above today’s open and yesterday’s close.
5.6% 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 11:49 am ET)
20.1% of stocks are in the top 10% of today’s range.
36.2% are in the top 20%.
66.3% are in the top half. 33.7% of stocks are in the bottom half of today’s range.
14.1% are in the bottom 20%.
6.4% are in the bottom 10%.

GAIN (20161107 11:49 am ET)
94.1% of stocks are above yesterday’s close. (5.9% are below.)
5.2% are up 4.5% or more. 0.7% are down 4.5% or more.
10.3% are up 3.5% or more. 1.4% are down 3.5% or more.
18.4% are between +1% and -1%.

RSI on DAILY (20161107 11:49 am ET)
2-day: >=95:8.7%…>=90:23.8%…>=80:53.6%…>=50:87.5%…<=20:5.3%…<=10:2.7%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:49.8%…<=20:1.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:43.3%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161107 11:49 am ET)
66.5% above previous 1 highs, 2.1% below previous 1 lows
55.2% above previous 2 highs, 2.0% below previous 2 lows
40.0% above previous 3 highs, 1.8% below previous 3 lows
24.9% above previous 4 highs, 1.8% below previous 4 lows
22.2% above previous 5 highs, 1.1% below previous 5 lows
18.6% above previous 6 highs, 0.7% below previous 6 lows
14.8% above previous 7 highs, 0.7% below previous 7 lows
12.8% above previous 8 highs, 0.7% below previous 8 lows
11.8% above previous 9 highs, 0.7% below previous 9 lows
9.6% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161107 11:49 am ET)
94.1% are above or equal to 11/4 close (1 days ago), 5.9% are below.
86.3% are above or equal to 11/3 close (2 days ago), 13.7% are below.
80.9% are above or equal to 11/2 close (3 days ago), 19.1% are below.
66.0% are above or equal to 11/1 close (4 days ago), 34.0% are below.
51.7% are above or equal to 10/31 close (5 days ago), 48.3% are below.
54.3% are above or equal to 10/28 close (6 days ago), 45.7% are below.
52.5% are above or equal to 10/27 close (7 days ago), 47.5% are below.
44.8% are above or equal to 10/26 close (8 days ago), 55.2% are below.
41.8% are above or equal to 10/25 close (9 days ago), 58.2% are below.
36.0% are above or equal to 10/24 close (10 days ago), 64.0% are below.
38.7% are above or equal to 10/21 close (11 days ago), 61.3% are below.
39.5% are above or equal to 10/20 close (12 days ago), 60.5% are below.
38.2% are above or equal to 10/19 close (13 days ago), 61.8% are below.
42.0% are above or equal to 10/18 close (14 days ago), 58.0% are below.
47.4% are above or equal to 10/17 close (15 days ago), 52.6% are below.
44.8% are above or equal to 10/14 close (16 days ago), 55.2% are below.
44.1% are above or equal to 10/13 close (17 days ago), 55.9% are below.
41.0% are above or equal to 10/12 close (18 days ago), 59.0% are below.
43.5% are above or equal to 10/11 close (19 days ago), 56.5% are below.
34.0% are above or equal to 10/10 close (20 days ago), 66.0% are below.
37.5% are above or equal to 10/7 close (21 days ago), 62.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161107 11:49 am ET)
20d: 11.0% new highs, 1.9% new lows
21d: 10.8% new highs, 1.9% new lows
42d: 7.4% new highs, 1.5% new lows
63d: 5.9% new highs, 1.3% new lows
126d: 4.5% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161107 11:49 am ET)
2-day: 93.8% above, 6.2% below
3-day: 91.8% above, 8.2% below
4-day: 87.5% above, 12.5% below
5-day: 83.7% above, 16.3% below
8-day: 68.4% above, 31.6% below
10-day: 59.7% above, 40.3% below
20-day: 45.8% above, 54.2% below
50-day: 36.9% above, 63.1% below
200-day: 58.2% above, 41.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161107 11:49 am ET)
HEAL(51): 2.91% Top=THC CYH MOH ACHC CNC HCA UHS HRC ….. PRXL RMD STJ XRAY DXCM ELGX OPK DVA=Bottom (Health)
COSW(82): 2.66% Top=LC FEYE MTCH ZEN WB LOCK PFPT CTSH ….. SABR SYNT CERN SQ XRX TRIP N ATVI=Bottom (Computer Software/Internet)
COHW(35): 2.58% Top=ACIA CIEN INFN SSYS STX NTAP WDC VG ….. S CTL CCI AAPL BCE T LVLT VZ=Bottom (Computer Hardware/Telecom)
ELEC(50): 2.56% Top=SPWR OCLR CGNX AMD NVDA AMKR CSIQ HIMX ….. ADI DLB SIMO LSCC AMBA FIT QRVO ON=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(26): 2.50% Top=XPO AAL JBLU KSU WAB SWFT TRN CSX ….. UNP UPS CHRW ODFL JBHT EXPD GWR SAVE=Bottom (Transportation)
FINA(85): 2.32% Top=YRD SIVB SCHW AMP BLK VOYA WDR PACW ….. PYPL FII NYCB PSEC WETF CBOE ARCC ACAS=Bottom (Banks/Financials)
MANU(36): 2.18% Top=DDD ROK CMI PH TEX KMT AGCO ITT ….. BWXT FLS SWK AME TTC RS ATI DE=Bottom (Manufacturing)
CHEM(26): 2.12% Top=CC OLN PAH WLK PX AGU ALB RPM ….. DOW HUN IFF SMG GRA MON ASH CF=Bottom (Chemicals/Fertilizers)
DISV(44): 2.10% Top=FDC CAR URI YY AMN HRI ATHN WOOF ….. AL LDOS VNTV KBR ULTA CXW FLT G=Bottom (Diversified Services)
RETA(59): 1.98% Top=BID BLDR KORS AMZN CHS BURL GPS GME ….. WFM TSCO WMT LL SBH ORLY GNC MIK=Bottom (Retail & Specialty Retail)
MATE(23): 1.88% Top=SUM SRCL USG PWR KBH EXP EME MLM ….. CAA DHI MAS RSG VMC LEN TPH FLR=Bottom (Materials & Construction)
CONS(52): 1.86% Top=FOSL AVP PBI TUP SKX HAR OI NWL ….. CLX BMS LULU AVY IP PKG KS WRK=Bottom (Consumer)
LEIS(31): 1.84% Top=CMG SBUX QSR SEAS WYN SIX MGM SONC ….. MCD BYD HLT EXPE DPZ WYNN LVS GPRO=Bottom (Leisure)
INSU(31): 1.58% Top=RDN PRU LNC AIG CNO MTG AON UNM ….. PGR AWH ALL TRV AIZ WLTW AGO FNF=Bottom (Insurance)
REAL(96): 1.56% Top=RLGY DLR VER EXR DOC MPW OHI HST ….. PPS NLY CPT EQR AVB ELS ACC AIV=Bottom (Real Estate)
ENER(86): 1.42% Top=HLX OAS EGN SWN RRC ECA MRO DVN ….. RDC OII HFC SXL PDCE SPN REN DO=Bottom (Energy)
META(29): -0.85% Top=FMSA SLCA TCK CLD STLD NUE CENX X ….. SSRI GG AGI NEM AEM AG TAHO 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 11:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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