daytrend

11/07/2016

Filed under: Market Stats — daytrend @ 2:54 pm

Market Stats at 2:53 pm 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 2:53 pm ET)
64.6% of stocks are above yesterday’s high.
88.2% are above yesterday’s midpoint. (11.8% are below.)
2.7% are below yesterday’s low.
32.7% are inside yesterday’s range.
86.9% of stocks with today’s high > yesterday’s high. (13.1% less than).
5.9% of stocks with today’s low < yesterday’s low. (94.1% greater than).

EVIDENCE OF INTRADAY TREND (20161107 2:53 pm ET)
63.4% of stocks are above today’s open. (35.7% are below).
62.7% of stocks are above today’s open and yesterday’s close.
6.9% 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 2:53 pm ET)
9.4% of stocks are in the top 10% of today’s range.
20.0% are in the top 20%.
59.5% are in the top half. 40.5% of stocks are in the bottom half of today’s range.
16.0% are in the bottom 20%.
9.7% are in the bottom 10%.

GAIN (20161107 2:53 pm ET)
92.4% of stocks are above yesterday’s close. (7.6% are below.)
5.2% are up 4.5% or more. 0.2% are down 4.5% or more.
10.5% are up 3.5% or more. 0.6% are down 3.5% or more.
18.5% are between +1% and -1%.

RSI on DAILY (20161107 2:53 pm ET)
2-day: >=95:8.4%…>=90:22.0%…>=80:52.6%…>=50:85.7%…<=20:5.2%…<=10:2.6%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:49.6%…<=20:2.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:41.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161107 2:53 pm ET)
64.6% above previous 1 highs, 2.7% below previous 1 lows
53.3% above previous 2 highs, 2.5% below previous 2 lows
40.1% above previous 3 highs, 2.0% below previous 3 lows
25.9% above previous 4 highs, 2.0% below previous 4 lows
23.2% above previous 5 highs, 1.2% below previous 5 lows
18.6% above previous 6 highs, 0.8% below previous 6 lows
15.8% above previous 7 highs, 0.8% below previous 7 lows
13.9% above previous 8 highs, 0.8% below previous 8 lows
12.1% above previous 9 highs, 0.8% below previous 9 lows
10.3% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161107 2:53 pm ET)
92.4% are above or equal to 11/4 close (1 days ago), 7.6% are below.
86.1% are above or equal to 11/3 close (2 days ago), 13.9% are below.
80.4% are above or equal to 11/2 close (3 days ago), 19.6% are below.
65.4% are above or equal to 11/1 close (4 days ago), 34.6% are below.
51.4% are above or equal to 10/31 close (5 days ago), 48.6% are below.
52.4% are above or equal to 10/28 close (6 days ago), 47.6% are below.
51.4% are above or equal to 10/27 close (7 days ago), 48.6% are below.
44.9% are above or equal to 10/26 close (8 days ago), 55.1% are below.
42.0% are above or equal to 10/25 close (9 days ago), 58.0% are below.
35.7% are above or equal to 10/24 close (10 days ago), 64.3% are below.
39.1% are above or equal to 10/21 close (11 days ago), 60.9% are below.
38.8% are above or equal to 10/20 close (12 days ago), 61.2% are below.
38.2% are above or equal to 10/19 close (13 days ago), 61.8% are below.
40.5% are above or equal to 10/18 close (14 days ago), 59.5% are below.
46.4% are above or equal to 10/17 close (15 days ago), 53.6% are below.
43.8% are above or equal to 10/14 close (16 days ago), 56.2% are below.
43.6% are above or equal to 10/13 close (17 days ago), 56.4% are below.
40.9% are above or equal to 10/12 close (18 days ago), 59.1% are below.
42.4% are above or equal to 10/11 close (19 days ago), 57.6% are below.
33.8% are above or equal to 10/10 close (20 days ago), 66.2% are below.
36.8% are above or equal to 10/7 close (21 days ago), 63.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161107 2:53 pm ET)
20d: 12.4% new highs, 2.6% new lows
21d: 12.1% new highs, 2.6% new lows
42d: 8.3% new highs, 2.1% new lows
63d: 6.5% new highs, 1.9% new lows
126d: 5.0% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161107 2:53 pm ET)
2-day: 91.9% above, 8.1% below
3-day: 90.4% above, 9.6% below
4-day: 86.0% above, 14.0% below
5-day: 82.2% above, 17.8% below
8-day: 69.2% above, 30.8% below
10-day: 60.2% above, 39.8% below
20-day: 45.1% above, 54.9% below
50-day: 37.1% above, 62.9% below
200-day: 57.8% above, 42.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161107 2:53 pm ET)
TRAN(26): 2.72% Top=XPO JBLU KSU SWFT AAL TRN WAB CSX ….. ODFL UNP CHRW UAL UPS EXPD GWR SAVE=Bottom (Transportation)
HEAL(51): 2.70% Top=THC CYH MOH CNC HCA ACHC AMSG ESRX ….. XRAY STJ MD RMD ZBH VWR OPK DVA=Bottom (Health)
CHEM(26): 2.55% Top=CC PAH OLN AGU WLK ALB POT MOS ….. EMN HUN SMG DD MON DOW ASH GRA=Bottom (Chemicals/Fertilizers)
COSW(81): 2.40% Top=FEYE ZEN MTCH WB LOCK SPLK PFPT CTSH ….. IAC XRX FFIV TRIP TSS N ATVI TWLO=Bottom (Computer Software/Internet)
COHW(35): 2.34% Top=CIEN NTAP SSYS INFN STX ACIA WDC VG ….. WIN AAPL BCE CTL T LVLT VZ UBNT=Bottom (Computer Hardware/Telecom)
MANU(36): 2.32% Top=DDD ROK CMI PH KMT TEX MHK ITW ….. ITT MWA AME BWXT RS ATI FLS DE=Bottom (Manufacturing)
FINA(85): 2.26% Top=YRD SIVB RF SCHW OZRK VOYA AMP EWBC ….. AMG TROW LAZ WETF CBOE PSEC ACAS ARCC=Bottom (Banks/Financials)
ELEC(50): 2.24% Top=CGNX SPWR OCLR AMD NVDA AMKR KEYS FSLR ….. CRUS FIT AMBA AYI SIMO QRVO ON PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(23): 1.79% Top=SUM USG FAST MLM EXP WM SRCL WCN ….. MAS RSG VMC TOL CAA LEN TPH FLR=Bottom (Materials & Construction)
DISV(44): 1.79% Top=FDC URI HRI ATHN AMN YY CAR R ….. XRS G JEC HRB CXW AL KBR FLT=Bottom (Diversified Services)
RETA(59): 1.78% Top=BID W TIF BURL BLDR SPLS AMZN GPS ….. WSM AEO WFM KAR ORLY LL GNC MIK=Bottom (Retail & Specialty Retail)
CONS(52): 1.67% Top=FOSL PBI TUP NWL PVH FBHS GIL OI ….. GPK IP BMS RL CLX PKG LULU WRK=Bottom (Consumer)
LEIS(31): 1.66% Top=CMG YUM SBUX WYN QSR DNKN JACK TXRH ….. RCL BYD HLT SEAS DPZ WYNN LVS GPRO=Bottom (Leisure)
REAL(96): 1.61% Top=OHI CUZ HST EXR OUT DOC DFT WRE ….. EQR AIV NLY ACC MAA AVB PPS CPT=Bottom (Real Estate)
ENER(86): 1.55% Top=SWN HLX OAS EGN RRC CRZO ECA WLL ….. OII INT HP PBF REN HFC SXL DO=Bottom (Energy)
INSU(31): 1.48% Top=PRU LNC RDN AIG AON HIG MET UNM ….. WLTW PGR L VR TRV AIZ ALL FNF=Bottom (Insurance)
META(30): 0.40% Top=FMSA CLF SLCA X TCK STLD CENX NUE ….. FNV AG GG TAHO NEM AGI AEM 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 2:53 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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