daytrend

11/09/2016

Filed under: Market Stats — daytrend @ 10:02 am

Market Stats at 10:01 am ET
by daytrend on 20161109. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 843.

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

COMPARED TO YESTERDAY’S RANGE (20161109 10:01 am ET)
30.8% of stocks are above yesterday’s high.
50.2% are above yesterday’s midpoint. (49.8% are below.)
28.4% are below yesterday’s low.
40.8% are inside yesterday’s range.
41.4% of stocks with today’s high > yesterday’s high. (58.6% less than).
59.8% of stocks with today’s low < yesterday’s low. (40.2% greater than).

EVIDENCE OF INTRADAY TREND (20161109 10:01 am ET)
75.6% of stocks are above today’s open. (23.7% are below).
38.3% of stocks are above today’s open and yesterday’s close.
19.0% are below both.
17.1% of stocks opened above yesterday’s high.
24.3% of stocks opened above yesterday’s close. (75.0% opened below yesterday’s close).
44.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161109 10:01 am ET)
14.2% of stocks are in the top 10% of today’s range.
34.3% are in the top 20%.
77.6% are in the top half. 22.4% of stocks are in the bottom half of today’s range.
6.3% are in the bottom 20%.
3.6% are in the bottom 10%.

GAIN (20161109 10:01 am ET)
43.8% of stocks are above yesterday’s close. (56.2% are below.)
7.6% are up 4.5% or more. 3.3% are down 4.5% or more.
11.9% are up 3.5% or more. 6.5% are down 3.5% or more.
34.4% are between +1% and -1%.

RSI on DAILY (20161109 10:01 am ET)
2-day: >=95:15.3%…>=90:23.4%…>=80:35.3%…>=50:55.6%…<=20:12.0%…<=10:3.2%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.6%…>=50:50.2%…<=20:2.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:45.6%…<=20:1.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161109 10:01 am ET)
30.8% above previous 1 highs, 28.4% below previous 1 lows
27.5% above previous 2 highs, 21.7% below previous 2 lows
27.0% above previous 3 highs, 10.0% below previous 3 lows
25.5% above previous 4 highs, 8.7% below previous 4 lows
24.1% above previous 5 highs, 8.1% below previous 5 lows
21.8% above previous 6 highs, 7.4% below previous 6 lows
20.8% above previous 7 highs, 7.4% below previous 7 lows
19.2% above previous 8 highs, 6.9% below previous 8 lows
17.8% above previous 9 highs, 6.5% below previous 9 lows
16.8% above previous 10 highs, 6.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161109 10:01 am ET)
43.8% are above or equal to 11/8 close (1 days ago), 56.2% are below.
51.2% are above or equal to 11/7 close (2 days ago), 48.8% are below.
77.7% are above or equal to 11/4 close (3 days ago), 22.3% are below.
76.5% are above or equal to 11/3 close (4 days ago), 23.5% are below.
71.2% are above or equal to 11/2 close (5 days ago), 28.8% are below.
61.3% are above or equal to 11/1 close (6 days ago), 38.7% are below.
52.4% are above or equal to 10/31 close (7 days ago), 47.6% are below.
54.1% are above or equal to 10/28 close (8 days ago), 45.9% are below.
52.8% are above or equal to 10/27 close (9 days ago), 47.2% are below.
48.3% are above or equal to 10/26 close (10 days ago), 51.7% are below.
46.7% are above or equal to 10/25 close (11 days ago), 53.3% are below.
38.9% are above or equal to 10/24 close (12 days ago), 61.1% are below.
40.9% are above or equal to 10/21 close (13 days ago), 59.1% are below.
42.2% are above or equal to 10/20 close (14 days ago), 57.8% are below.
41.4% are above or equal to 10/19 close (15 days ago), 58.6% are below.
45.0% are above or equal to 10/18 close (16 days ago), 55.0% are below.
48.0% are above or equal to 10/17 close (17 days ago), 52.0% are below.
45.4% are above or equal to 10/14 close (18 days ago), 54.6% are below.
45.6% are above or equal to 10/13 close (19 days ago), 54.4% are below.
42.8% are above or equal to 10/12 close (20 days ago), 57.2% are below.
43.8% are above or equal to 10/11 close (21 days ago), 56.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161109 10:01 am ET)
20d: 17.4% new highs, 16.3% new lows
21d: 16.5% new highs, 16.3% new lows
42d: 13.5% new highs, 14.6% new lows
63d: 12.2% new highs, 14.1% new lows
126d: 10.4% new highs, 9.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161109 10:01 am ET)
2-day: 42.9% above, 57.1% below
3-day: 47.9% above, 52.1% below
4-day: 60.0% above, 40.0% below
5-day: 65.7% above, 34.3% below
8-day: 62.2% above, 37.8% below
10-day: 60.7% above, 39.3% below
20-day: 50.4% above, 49.6% below
50-day: 41.0% above, 59.0% below
200-day: 57.5% above, 42.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161109 10:01 am ET)
META(31): 5.07% Top=CLD X CMC CLF NUE AKS AG SSRI ….. FNV SLW AEM CDE CCJ ARNC TCK TX=Bottom (Metals & Mining)
FINA(86): 2.61% Top=NAVI SLM WDR BEN RF OMF BAC CFG ….. PVTB KKR PYPL BMO TD EFX NSAM WU=Bottom (Banks/Financials)
MANU(37): 2.36% Top=TEX RS CAT BWXT ATI DOV MFS KMT ….. ITW DHR GE SNA ROP DDD TTC MHK=Bottom (Manufacturing)
ENER(86): 2.00% Top=ETE ETP CRC SXL PBF HFC ATW COG ….. SLB PSX CVX SEP SE XOM AR VVV=Bottom (Energy)
DISV(44): 1.82% Top=CXW GEO URI ACM HRI JEC KBR MYGN ….. GPN VRSK G ULTA ATHN HRB SBAC AMN=Bottom (Diversified Services)
MATE(23): 1.53% Top=VMC MLM SUM FLR PWR EXP EME FAST ….. TOL WY DHI CAA KBH SRCL WCN LEN=Bottom (Materials & Construction)
INSU(32): 0.81% Top=UNM LNC MET MTG PRU CNO AIG RDN ….. CINF PGR AON WLTW FAF FNF CLGX TRV=Bottom (Insurance)
TRAN(26): 0.65% Top=TRN BRS CSX GWR NSC WAB JBHT UNP ….. NAT SAVE FDX ALK CP CNI EXPD KSU=Bottom (Transportation)
COHW(35): -0.23% Top=S TMUS HRS PANW TDC ZAYO WIN HPQ ….. WDC ANET QCOM AAPL STX ACIA CCI UBNT=Bottom (Computer Hardware/Telecom)
LEIS(31): -0.29% Top=SEAS PNRA DRI TXRH EAT SONC BLMN DNKN ….. WEN MAR EXPE CCL SBUX WYN HLT GPRO=Bottom (Leisure)
RETA(59): -0.53% Top=W CVS KMX GNC GPS WBA KR SPLS ….. CHS FINL RH M AMZN BABA JWN MELI=Bottom (Retail & Specialty Retail)
CHEM(26): -0.88% Top=SMG WLK OLN CF PAH CC CE HUN ….. APD DOW POT AGU ALB IFF PPG ASH=Bottom (Chemicals/Fertilizers)
COSW(81): -0.98% Top=TWTR MTCH NTES WB ZEN DATA TSS IT ….. ACN SABR EQIX CERN CTSH MDRX DOX TRIP=Bottom (Computer Software/Internet)
CONS(51): -1.33% Top=WRK PKG BC TPX FL GPK EPC PAY ….. PG CL GIL PVH SEE COH OI COTY=Bottom (Consumer)
ELEC(51): -1.48% Top=TRMB AYI WAT FTV QRVO CREE MSCC CRUS ….. CAVM FIT OCLR HIMX FSLR SCTY CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(94): -2.20% Top=SC PEB OFC LHO NRZ STWD ALLY RLGY ….. SRC NNN MPW HCN O NRF PLD VTR=Bottom (Real Estate)
HEAL(50): -3.28% Top=IRWD OPK AET PRXL ESRX IART VWR ABT ….. WCG UHS MOH AMSG EVHC HCA CNC THC=Bottom (Health)

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 10:01 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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