daytrend

11/08/2016

Filed under: Market Stats — daytrend @ 10:09 am

Market Stats at 10:08 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 10:08 am ET)
13.8% of stocks are above yesterday’s high.
46.1% are above yesterday’s midpoint. (53.9% are below.)
23.9% are below yesterday’s low.
62.3% are inside yesterday’s range.
26.7% of stocks with today’s high > yesterday’s high. (73.3% less than).
37.2% of stocks with today’s low < yesterday’s low. (62.8% greater than).

EVIDENCE OF INTRADAY TREND (20161108 10:08 am ET)
40.9% of stocks are above today’s open. (57.2% are below).
27.8% of stocks are above today’s open and yesterday’s close.
55.1% 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 10:08 am ET)
12.6% of stocks are in the top 10% of today’s range.
22.5% are in the top 20%.
46.2% are in the top half. 53.8% of stocks are in the bottom half of today’s range.
25.4% are in the bottom 20%.
14.7% are in the bottom 10%.

GAIN (20161108 10:08 am ET)
31.1% of stocks are above yesterday’s close. (68.9% are below.)
0.4% are up 4.5% or more. 1.3% are down 4.5% or more.
0.5% are up 3.5% or more. 2.7% are down 3.5% or more.
65.0% are between +1% and -1%.

RSI on DAILY (20161108 10:08 am ET)
2-day: >=95:4.1%…>=90:10.6%…>=80:24.1%…>=50:67.3%…<=20:5.7%…<=10:2.5%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:45.4%…<=20:2.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:41.0%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161108 10:08 am ET)
13.8% above previous 1 highs, 23.9% below previous 1 lows
12.6% above previous 2 highs, 4.4% below previous 2 lows
11.0% above previous 3 highs, 3.9% below previous 3 lows
9.1% above previous 4 highs, 3.3% below previous 4 lows
6.0% above previous 5 highs, 3.2% below previous 5 lows
5.2% above previous 6 highs, 3.1% below previous 6 lows
4.8% above previous 7 highs, 2.8% below previous 7 lows
4.5% above previous 8 highs, 2.8% below previous 8 lows
4.1% above previous 9 highs, 2.8% below previous 9 lows
4.0% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161108 10:08 am ET)
31.1% are above or equal to 11/7 close (1 days ago), 68.9% are below.
84.6% are above or equal to 11/4 close (2 days ago), 15.4% are below.
81.0% are above or equal to 11/3 close (3 days ago), 19.0% are below.
74.9% are above or equal to 11/2 close (4 days ago), 25.1% are below.
60.9% are above or equal to 11/1 close (5 days ago), 39.1% are below.
45.3% are above or equal to 10/31 close (6 days ago), 54.7% are below.
49.5% are above or equal to 10/28 close (7 days ago), 50.5% are below.
47.6% are above or equal to 10/27 close (8 days ago), 52.4% are below.
41.5% are above or equal to 10/26 close (9 days ago), 58.5% are below.
38.9% are above or equal to 10/25 close (10 days ago), 61.1% are below.
33.8% are above or equal to 10/24 close (11 days ago), 66.2% are below.
36.8% are above or equal to 10/21 close (12 days ago), 63.2% are below.
36.4% are above or equal to 10/20 close (13 days ago), 63.6% are below.
36.3% are above or equal to 10/19 close (14 days ago), 63.7% are below.
39.7% are above or equal to 10/18 close (15 days ago), 60.3% are below.
44.8% are above or equal to 10/17 close (16 days ago), 55.2% are below.
41.7% are above or equal to 10/14 close (17 days ago), 58.3% are below.
41.8% are above or equal to 10/13 close (18 days ago), 58.2% are below.
39.1% are above or equal to 10/12 close (19 days ago), 60.9% are below.
41.6% are above or equal to 10/11 close (20 days ago), 58.4% are below.
32.7% are above or equal to 10/10 close (21 days ago), 67.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161108 10:08 am ET)
20d: 5.6% new highs, 4.5% new lows
21d: 5.2% new highs, 4.5% new lows
42d: 3.7% new highs, 4.0% new lows
63d: 2.5% new highs, 3.8% new lows
126d: 1.9% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161108 10:08 am ET)
2-day: 29.9% above, 70.1% below
3-day: 71.7% above, 28.3% below
4-day: 77.5% above, 22.5% below
5-day: 77.1% above, 22.9% below
8-day: 64.8% above, 35.2% below
10-day: 57.6% above, 42.4% below
20-day: 43.6% above, 56.4% below
50-day: 36.1% above, 63.9% below
200-day: 57.8% above, 42.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161108 10:08 am ET)
META(31): 0.66% Top=HL SLW CENX AG CDE PAAS X TAHO ….. NEM CNX NUE STLD TX CMC FMSA SLCA=Bottom (Metals & Mining)
REAL(96): -0.01% Top=OUT DLR ACC PSA CUBE DRE EXR KIM ….. CLNY HST NRF OHI HCP RLGY ALLY VTR=Bottom (Real Estate)
MANU(37): -0.14% Top=MRC MWA MFS IR TTC XYL ATI BWXT ….. ITT CFX CMI MHK FLS KMT TEX DDD=Bottom (Manufacturing)
COHW(35): -0.14% Top=CTL LVLT COMM ACIA CCI S ZAYO WIN ….. HPQ INFN JNPR CDW WDC ANET STX SSYS=Bottom (Computer Hardware/Telecom)
LEIS(31): -0.25% Top=SEAS MGM MCD WEN MAR LVS ARMK EXPE ….. WYN WYNN PNRA BLMN HLT JACK SONC CMG=Bottom (Leisure)
CONS(52): -0.28% Top=CHD CL NWL ENR PG KMB CLX LEG ….. CRI VFC TPX RL BC PAY FOSL KATE=Bottom (Consumer)
INSU(32): -0.35% Top=XL AGO TRV L AXS ALL AIZ CLGX ….. UNM CNO PRU AFSI MET RDN LNC MTG=Bottom (Insurance)
COSW(82): -0.35% Top=SABR EQIX TWLO DOX ZEN BR SINA IT ….. CHKP SPLK NTES VEEV MTCH XRX WB TWTR=Bottom (Computer Software/Internet)
CHEM(26): -0.41% Top=CC SHW POT CF AGU AXTA RPM SMG ….. PPG HUN ALB OLN CE PAH IFF WLK=Bottom (Chemicals/Fertilizers)
HEAL(50): -0.48% Top=BKD IRWD ALGN EW UHS WCG AET WST ….. ABT EVHC ESRX THC ACHC ZBH OPK PKI=Bottom (Health)
ELEC(50): -0.53% Top=MCHP OCLR LSCC TXN AMKR GLW CSIQ ADI ….. AMBA HIMX FIT MSCC PI AMD FSLR ON=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(45): -0.72% Top=PCLN SBAC SCI XRS CTAS MCO ALLE JEC ….. ILG MYGN LDOS URI CXW ADS HRI CAR=Bottom (Diversified Services)
TRAN(26): -0.97% Top=JBHT FDX UPS JBLU CHRW SWFT ODFL LUV ….. KSU GWR WAB CP EXPD NAT DAL BRS=Bottom (Transportation)
MATE(23): -1.03% Top=WM RSG PWR VMC WCN WY MLM OC ….. USG TOL KBH TPH CAA PHM LEN DHI=Bottom (Materials & Construction)
ENER(86): -1.09% Top=REN ETP SXL MDU PAA MPLX OKS MMP ….. SM HFC SPN LPI CRC RRC ATW SWN=Bottom (Energy)
FINA(85): -1.27% Top=PYPL CME EFX PSEC ACAS NDAQ WU ICE ….. KEY JNS TCB HBAN COF CFG WDR WETF=Bottom (Banks/Financials)
RETA(59): -1.76% Top=COST MELI MIK ORLY CPRT WMT HD TSCO ….. AN JCP LL 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 10:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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