daytrend

11/08/2016

Filed under: Market Stats — daytrend @ 9:47 am

Market Stats at 9:46 am ET
by daytrend on 20161108. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 846.

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

COMPARED TO YESTERDAY’S RANGE (20161108 9:46 am ET)
10.5% of stocks are above yesterday’s high.
45.7% are above yesterday’s midpoint. (54.3% are below.)
18.7% are below yesterday’s low.
70.8% are inside yesterday’s range.
22.8% of stocks with today’s high > yesterday’s high. (77.2% less than).
33.1% of stocks with today’s low < yesterday’s low. (66.9% greater than).

EVIDENCE OF INTRADAY TREND (20161108 9:46 am ET)
41.5% of stocks are above today’s open. (56.3% are below).
24.5% of stocks are above today’s open and yesterday’s close.
53.2% are below both.
5.2% of stocks opened above yesterday’s high.
21.5% of stocks opened above yesterday’s close. (73.8% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161108 9:46 am ET)
7.3% of stocks are in the top 10% of today’s range.
16.0% are in the top 20%.
46.6% are in the top half. 53.4% of stocks are in the bottom half of today’s range.
23.4% are in the bottom 20%.
11.9% are in the bottom 10%.

GAIN (20161108 9:46 am ET)
29.6% of stocks are above yesterday’s close. (70.4% are below.)
0.2% are up 4.5% or more. 1.4% are down 4.5% or more.
0.4% are up 3.5% or more. 2.4% are down 3.5% or more.
73.3% are between +1% and -1%.

RSI on DAILY (20161108 9:46 am ET)
2-day: >=95:3.5%…>=90:7.9%…>=80:22.8%…>=50:71.5%…<=20:5.6%…<=10:2.2%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:46.8%…<=20:2.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:41.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161108 9:46 am ET)
10.5% above previous 1 highs, 18.7% below previous 1 lows
9.7% above previous 2 highs, 3.5% below previous 2 lows
8.0% above previous 3 highs, 3.0% below previous 3 lows
6.5% above previous 4 highs, 2.5% below previous 4 lows
4.1% above previous 5 highs, 2.4% below previous 5 lows
3.5% above previous 6 highs, 2.4% below previous 6 lows
3.2% above previous 7 highs, 2.1% below previous 7 lows
2.8% above previous 8 highs, 2.0% below previous 8 lows
2.6% above previous 9 highs, 2.0% below previous 9 lows
2.4% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161108 9:46 am ET)
29.6% are above or equal to 11/7 close (1 days ago), 70.4% are below.
86.2% are above or equal to 11/4 close (2 days ago), 13.8% are below.
81.8% are above or equal to 11/3 close (3 days ago), 18.2% are below.
76.6% are above or equal to 11/2 close (4 days ago), 23.4% are below.
60.3% are above or equal to 11/1 close (5 days ago), 39.7% are below.
46.3% are above or equal to 10/31 close (6 days ago), 53.7% are below.
50.1% are above or equal to 10/28 close (7 days ago), 49.9% are below.
48.5% are above or equal to 10/27 close (8 days ago), 51.5% are below.
41.8% are above or equal to 10/26 close (9 days ago), 58.2% are below.
39.4% are above or equal to 10/25 close (10 days ago), 60.6% are below.
34.9% are above or equal to 10/24 close (11 days ago), 65.1% are below.
37.1% are above or equal to 10/21 close (12 days ago), 62.9% are below.
36.6% are above or equal to 10/20 close (13 days ago), 63.4% are below.
36.2% are above or equal to 10/19 close (14 days ago), 63.8% are below.
40.1% are above or equal to 10/18 close (15 days ago), 59.9% are below.
45.0% are above or equal to 10/17 close (16 days ago), 55.0% are below.
41.8% are above or equal to 10/14 close (17 days ago), 58.2% are below.
42.3% are above or equal to 10/13 close (18 days ago), 57.7% are below.
39.5% are above or equal to 10/12 close (19 days ago), 60.5% are below.
42.2% are above or equal to 10/11 close (20 days ago), 57.8% are below.
32.2% are above or equal to 10/10 close (21 days ago), 67.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161108 9:46 am ET)
20d: 4.5% new highs, 3.1% new lows
21d: 4.1% new highs, 3.1% new lows
42d: 3.1% new highs, 2.7% new lows
63d: 2.1% new highs, 2.5% new lows
126d: 1.7% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161108 9:46 am ET)
2-day: 27.7% above, 72.3% below
3-day: 75.1% above, 24.9% below
4-day: 79.8% above, 20.2% below
5-day: 79.8% above, 20.2% below
8-day: 66.0% above, 34.0% below
10-day: 58.9% above, 41.1% below
20-day: 44.1% above, 55.9% below
50-day: 36.2% above, 63.8% below
200-day: 57.7% above, 42.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161108 9:46 am ET)
META(31): 0.54% Top=HL SLW X CDE PAAS TAHO CENX FNV ….. RGLD ARNC STLD NUE CMC TX SLCA FMSA=Bottom (Metals & Mining)
MANU(37): -0.05% Top=MRC MFS MWA IR TTC XYL GE AOS ….. PH FLS ITT KMT MHK TEX CFX DDD=Bottom (Manufacturing)
LEIS(31): -0.10% Top=SEAS MGM MCD GPRO WEN EXPE SHAK LVS ….. H WYN BLMN JACK WYNN SONC HLT CMG=Bottom (Leisure)
REAL(96): -0.17% Top=OUT DLR ESS DRE GLPI NLY FR PSA ….. RLGY HCN CSAL HCP NRF CLNY ALLY VTR=Bottom (Real Estate)
COHW(35): -0.20% Top=CTL LVLT ACIA CCI S VZ T HRS ….. WIN QCOM CIEN INFN VG ANET SSYS STX=Bottom (Computer Hardware/Telecom)
CONS(52): -0.22% Top=CHD CL NWL NKE LULU PG CLX ENR ….. WWW KS OI BC HAR FOSL PAY KATE=Bottom (Consumer)
INSU(32): -0.27% Top=XL VR AXS AIZ AGO AON TRV ALL ….. UNM AIG PRU MET LNC CNO RDN MTG=Bottom (Insurance)
COSW(82): -0.32% Top=TWLO EQIX SABR BR EA ACN DOX IT ….. IBM SPLK GRUB CHKP MTCH XRX TWTR WB=Bottom (Computer Software/Internet)
ELEC(50): -0.58% Top=MCHP OCLR AMKR LSCC TXN GLW DLB CREE ….. CGNX SIMO AMD FSLR MSCC AMBA ON PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(50): -0.62% Top=BKD ALGN WCG AET EW UHS AMED MD ….. TFX ABT ESRX THC ACHC OPK ZBH PKI=Bottom (Health)
ENER(86): -0.74% Top=REN ETP MDU MMP SXL COP MPLX PAA ….. CLR OII SPN ECA SM ATW RRC SWN=Bottom (Energy)
DISV(45): -0.81% Top=PCLN XRS YY SBAC SCI FDC MA FISV ….. R KBR MYGN CXW ADS URI HRI CAR=Bottom (Diversified Services)
CHEM(26): -0.86% Top=SHW CC POT AGU SMG RPM AXTA ASH ….. EMN PAH OLN CE HUN ALB WLK IFF=Bottom (Chemicals/Fertilizers)
TRAN(26): -0.91% Top=JBLU CHRW FDX UPS LUV UAL ALK ODFL ….. KSU WAB DAL XPO GWR CP EXPD BRS=Bottom (Transportation)
FINA(85): -1.14% Top=PYPL PSEC CME BMO TD ICE WU ARCC ….. RF NSAM KEY CFG HBAN COF WDR WETF=Bottom (Banks/Financials)
MATE(23): -1.14% Top=WM VMC RSG WY MLM WCN OC PWR ….. FLR USG TPH CAA LEN PHM KBH DHI=Bottom (Materials & Construction)
RETA(59): -1.31% Top=COST HD ETSY WMT KORS ROST MELI ORLY ….. PAG AN RH WBA KMX BID CVS W=Bottom (Retail & Specialty Retail)

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 9:46 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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