daytrend

11/08/2016

Filed under: Market Stats — daytrend @ 1:46 pm

Market Stats at 1:45 pm ET
by daytrend on 20161108. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.

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

COMPARED TO YESTERDAY’S RANGE (20161108 1:45 pm ET)
44.3% of stocks are above yesterday’s high.
75.6% are above yesterday’s midpoint. (24.4% are below.)
7.8% are below yesterday’s low.
47.9% are inside yesterday’s range.
61.6% of stocks with today’s high > yesterday’s high. (38.4% less than).
41.0% of stocks with today’s low < yesterday’s low. (59.0% greater than).

EVIDENCE OF INTRADAY TREND (20161108 1:45 pm ET)
78.7% of stocks are above today’s open. (18.8% are below).
66.5% of stocks are above today’s open and yesterday’s close.
16.5% are below both.
5.2% of stocks opened above yesterday’s high.
21.4% of stocks opened above yesterday’s close. (73.9% opened below yesterday’s close).
8.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161108 1:45 pm ET)
25.0% of stocks are in the top 10% of today’s range.
51.2% are in the top 20%.
86.1% are in the top half. 13.9% of stocks are in the bottom half of today’s range.
2.5% are in the bottom 20%.
0.8% are in the bottom 10%.

GAIN (20161108 1:45 pm ET)
70.8% of stocks are above yesterday’s close. (29.2% are below.)
1.3% are up 4.5% or more. 0.9% are down 4.5% or more.
3.1% are up 3.5% or more. 1.2% are down 3.5% or more.
60.9% are between +1% and -1%.

RSI on DAILY (20161108 1:45 pm ET)
2-day: >=95:13.0%…>=90:32.2%…>=80:57.5%…>=50:84.0%…<=20:3.1%…<=10:1.5%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:56.9%…<=20:1.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:49.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161108 1:45 pm ET)
44.3% above previous 1 highs, 7.8% below previous 1 lows
42.9% above previous 2 highs, 2.1% below previous 2 lows
39.6% above previous 3 highs, 1.5% below previous 3 lows
35.1% above previous 4 highs, 1.5% below previous 4 lows
27.4% above previous 5 highs, 1.5% below previous 5 lows
24.5% above previous 6 highs, 1.5% below previous 6 lows
21.2% above previous 7 highs, 1.4% below previous 7 lows
18.7% above previous 8 highs, 1.2% below previous 8 lows
16.7% above previous 9 highs, 1.2% below previous 9 lows
14.6% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161108 1:45 pm ET)
70.8% are above or equal to 11/7 close (1 days ago), 29.2% are below.
90.3% are above or equal to 11/4 close (2 days ago), 9.7% are below.
87.9% are above or equal to 11/3 close (3 days ago), 12.1% are below.
83.3% are above or equal to 11/2 close (4 days ago), 16.7% are below.
71.4% are above or equal to 11/1 close (5 days ago), 28.6% are below.
59.2% are above or equal to 10/31 close (6 days ago), 40.8% are below.
61.6% are above or equal to 10/28 close (7 days ago), 38.4% are below.
59.6% are above or equal to 10/27 close (8 days ago), 40.4% are below.
51.1% are above or equal to 10/26 close (9 days ago), 48.9% are below.
47.2% are above or equal to 10/25 close (10 days ago), 52.8% are below.
41.3% are above or equal to 10/24 close (11 days ago), 58.7% are below.
43.6% are above or equal to 10/21 close (12 days ago), 56.4% are below.
43.7% are above or equal to 10/20 close (13 days ago), 56.3% are below.
42.0% are above or equal to 10/19 close (14 days ago), 58.0% are below.
46.8% are above or equal to 10/18 close (15 days ago), 53.2% are below.
50.3% are above or equal to 10/17 close (16 days ago), 49.7% are below.
48.3% are above or equal to 10/14 close (17 days ago), 51.7% are below.
47.6% are above or equal to 10/13 close (18 days ago), 52.4% are below.
43.6% are above or equal to 10/12 close (19 days ago), 56.4% are below.
47.5% are above or equal to 10/11 close (20 days ago), 52.5% are below.
37.9% are above or equal to 10/10 close (21 days ago), 62.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161108 1:45 pm ET)
20d: 14.5% new highs, 5.1% new lows
21d: 13.7% new highs, 5.1% new lows
42d: 9.5% new highs, 4.6% new lows
63d: 7.7% new highs, 4.2% new lows
126d: 5.5% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161108 1:45 pm ET)
2-day: 69.7% above, 30.3% below
3-day: 87.4% above, 12.6% below
4-day: 87.8% above, 12.2% below
5-day: 86.8% above, 13.2% below
8-day: 76.8% above, 23.2% below
10-day: 70.3% above, 29.7% below
20-day: 51.6% above, 48.4% below
50-day: 42.3% above, 57.7% below
200-day: 60.0% above, 40.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161108 1:45 pm ET)
META(32): 1.46% Top=HL FCX AKS CENX CCJ TCK CLD SCCO ….. CDE CMC SSRI ABX RGLD NEM AGI SLCA=Bottom (Metals & Mining)
MANU(37): 1.15% Top=MRC MFS ATI CFX EMR MWA IR XYL ….. TEX DE DOV SNA FLS HON KMT BWXT=Bottom (Manufacturing)
COHW(35): 1.08% Top=ACIA INFN COMM CTL S LVLT ARRS FNSR ….. QCOM VRSN WIN SSYS STX WDC VG CDW=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.94% Top=CF CC POT MOS AGU SHW RPM HUN ….. MON DD FMC DOW CE WLK ALB IFF=Bottom (Chemicals/Fertilizers)
ELEC(50): 0.86% Top=PI OCLR AMKR MCHP CSIQ SPWR QRVO AYI ….. TRMB FIT ON FSLR MSCC LSCC AMBA HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(51): 0.82% Top=ELGX AET UHS WCG MD IRWD CNC MOH ….. RMD STE TFX ESRX ACHC ZBH PKI OPK=Bottom (Health)
CONS(52): 0.75% Top=CHD LULU GIL KS NWL SKX LEG HAR ….. BC COH FL VFC PVH COTY KATE RL=Bottom (Consumer)
INSU(32): 0.71% Top=TRV XL AGO FAF PGR AON ALL TMK ….. PRU AWH MET VR ORI RDN MTG FNF=Bottom (Insurance)
LEIS(31): 0.67% Top=SEAS MGM MAR GPRO SHAK CCL HLT ARMK ….. DRI YUM SONC WEN PNRA WYNN JACK CMG=Bottom (Leisure)
COSW(82): 0.57% Top=TWLO SABR TRIP YELP SHOP PTC IT EQIX ….. CHKP JD VEEV LOCK SPLK WUBA SYNT WB=Bottom (Computer Software/Internet)
ENER(87): 0.56% Top=REN BBG SN OAS RIG MTDR ECA MDU ….. QEP GPOR RICE WNR HFC OII RRC SWN=Bottom (Energy)
DISV(45): 0.39% Top=PCLN AMN ACM WOOF R SCI SBAC JEC ….. FDC LDOS G MYGN HRI CXW YY CAR=Bottom (Diversified Services)
TRAN(26): 0.33% Top=JBHT SWFT JBLU KSU NSC XPO FDX SAVE ….. AAL GWR UNP NAT DAL WAB BRS EXPD=Bottom (Transportation)
REAL(96): 0.23% Top=OUT CUBE DLR DDR PSA SHO EXR CBL ….. JLL MAC AMH ALLY HCP RLGY VTR OHI=Bottom (Real Estate)
MATE(23): 0.06% Top=MLM PWR EXP OC VMC WM WCN SRCL ….. FLR USG TOL TPH CAA PHM LEN DHI=Bottom (Materials & Construction)
FINA(85): -0.07% Top=PYPL VOYA RJF CME WFC WU TD EFX ….. FITB CFG PACW HBAN CFR TCB YRD COF=Bottom (Banks/Financials)
RETA(59): -0.78% Top=MELI CHS COST URBN CPRT ROST M JWN ….. AN LL ETSY BBY KMX BID W CVS=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 1:45 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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