daytrend

11/09/2016

Filed under: Market Stats — daytrend @ 2:07 pm

Market Stats at 2:07 pm ET
by daytrend on 20161109. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 843.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161109 2:07 pm ET)
52.0% of stocks are above yesterday’s high.
71.1% are above yesterday’s midpoint. (28.9% are below.)
17.3% are below yesterday’s low.
30.7% are inside yesterday’s range.
63.6% of stocks with today’s high > yesterday’s high. (36.4% less than).
61.6% of stocks with today’s low < yesterday’s low. (38.4% greater than).

EVIDENCE OF INTRADAY TREND (20161109 2:07 pm ET)
85.1% of stocks are above today’s open. (14.6% are below).
65.4% of stocks are above today’s open and yesterday’s close.
12.2% 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 2:07 pm ET)
36.8% of stocks are in the top 10% of today’s range.
58.8% are in the top 20%.
85.2% are in the top half. 14.8% of stocks are in the bottom half of today’s range.
3.8% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN (20161109 2:07 pm ET)
68.3% of stocks are above yesterday’s close. (31.7% are below.)
16.1% are up 4.5% or more. 3.9% are down 4.5% or more.
24.4% are up 3.5% or more. 5.9% are down 3.5% or more.
30.2% are between +1% and -1%.

RSI on DAILY (20161109 2:07 pm ET)
2-day: >=95:27.3%…>=90:42.8%…>=80:57.7%…>=50:73.0%…<=20:9.1%…<=10:1.7%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:7.1%…>=50:61.6%…<=20:1.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:57.8%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161109 2:07 pm ET)
52.0% above previous 1 highs, 17.3% below previous 1 lows
47.3% above previous 2 highs, 13.9% below previous 2 lows
46.7% above previous 3 highs, 7.8% below previous 3 lows
44.6% above previous 4 highs, 6.8% below previous 4 lows
41.5% above previous 5 highs, 6.5% below previous 5 lows
38.0% above previous 6 highs, 5.9% below previous 6 lows
35.7% above previous 7 highs, 5.7% below previous 7 lows
32.6% above previous 8 highs, 5.7% below previous 8 lows
31.0% above previous 9 highs, 5.3% below previous 9 lows
29.2% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161109 2:07 pm ET)
68.3% are above or equal to 11/8 close (1 days ago), 31.7% are below.
69.3% are above or equal to 11/7 close (2 days ago), 30.7% are below.
83.6% are above or equal to 11/4 close (3 days ago), 16.4% are below.
83.7% are above or equal to 11/3 close (4 days ago), 16.3% are below.
79.8% are above or equal to 11/2 close (5 days ago), 20.2% are below.
70.9% are above or equal to 11/1 close (6 days ago), 29.1% are below.
61.2% are above or equal to 10/31 close (7 days ago), 38.8% are below.
64.1% are above or equal to 10/28 close (8 days ago), 35.9% are below.
63.6% are above or equal to 10/27 close (9 days ago), 36.4% are below.
55.9% are above or equal to 10/26 close (10 days ago), 44.1% are below.
54.9% are above or equal to 10/25 close (11 days ago), 45.1% are below.
47.9% are above or equal to 10/24 close (12 days ago), 52.1% are below.
50.9% are above or equal to 10/21 close (13 days ago), 49.1% are below.
50.1% are above or equal to 10/20 close (14 days ago), 49.9% are below.
48.2% are above or equal to 10/19 close (15 days ago), 51.8% are below.
51.5% are above or equal to 10/18 close (16 days ago), 48.5% are below.
54.1% are above or equal to 10/17 close (17 days ago), 45.9% are below.
51.5% are above or equal to 10/14 close (18 days ago), 48.5% are below.
50.9% are above or equal to 10/13 close (19 days ago), 49.1% are below.
49.6% are above or equal to 10/12 close (20 days ago), 50.4% are below.
51.4% are above or equal to 10/11 close (21 days ago), 48.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161109 2:07 pm ET)
20d: 26.7% new highs, 17.7% new lows
21d: 25.1% new highs, 17.7% new lows
42d: 19.5% new highs, 15.8% new lows
63d: 16.6% new highs, 15.2% new lows
126d: 14.0% new highs, 9.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161109 2:07 pm ET)
2-day: 67.9% above, 32.1% below
3-day: 69.0% above, 31.0% below
4-day: 75.8% above, 24.2% below
5-day: 78.4% above, 21.6% below
8-day: 73.9% above, 26.1% below
10-day: 70.8% above, 29.2% below
20-day: 58.7% above, 41.3% below
50-day: 48.9% above, 51.1% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161109 2:07 pm ET)
META(31): 5.51% Top=CMC X CLF CLD AKS AG NUE SSRI ….. PAAS CCJ ARNC TAHO TCK ABX CDE TX=Bottom (Metals & Mining)
FINA(86): 4.91% Top=NAVI SLM WDR BEN AMP VOYA WETF BOFI ….. BMO TD PYPL KKR BX NSAM WU EFX=Bottom (Banks/Financials)
MANU(37): 3.98% Top=TEX RS ATI KMT CAT MWA BWXT DOV ….. SWK SNA DHR ROP AGCO GE TTC MHK=Bottom (Manufacturing)
ENER(86): 3.74% Top=ETE HFC PBF CRC REN ETP SXL OAS ….. EOG NBL SLB OXY BPL CXO SE VVV=Bottom (Energy)
DISV(44): 3.19% Top=CXW GEO URI HRI ACM KBR JEC MYGN ….. PCLN XRS G ATHN TRU HRB SBAC AMN=Bottom (Diversified Services)
MATE(23): 3.06% Top=MLM VMC FLR SUM FAST EXP EME PWR ….. SRCL WCN TOL DHI PHM CAA LEN KBH=Bottom (Materials & Construction)
INSU(32): 2.12% Top=LNC UNM MET PRU MTG AFSI TMK CNO ….. VR PGR FAF AON WLTW TRV FNF CLGX=Bottom (Insurance)
TRAN(26): 1.67% Top=BRS TRN GWR CSX UNP WAB NAT NSC ….. XPO FDX UPS SWFT CP CNI EXPD KSU=Bottom (Transportation)
LEIS(31): 1.45% Top=SEAS BLMN SONC TXRH PNRA DRI EAT BYD ….. SBUX YUM LVS ARMK CCL CMG EXPE GPRO=Bottom (Leisure)
CHEM(26): 1.42% Top=CF OLN RPM WLK CE CC MOS HUN ….. FMC APD POT AGU MON IFF ALB ASH=Bottom (Chemicals/Fertilizers)
RETA(59): 1.37% Top=KR SPLS GES CVS KSS PAG CHS KMX ….. ROST BURL DLTR ETSY MELI NFLX AMZN BABA=Bottom (Retail & Specialty Retail)
COHW(35): 0.88% Top=S TMUS HRS ACIA PANW VG INFN NTAP ….. QCOM UBNT AAPL COMM ANET BCE CCI WIN=Bottom (Computer Hardware/Telecom)
CONS(51): 0.31% Top=WRK TPX RL PKG FOSL PAY FL SKX ….. CHD OI NWL BLL GIL PG CL COTY=Bottom (Consumer)
COSW(81): -0.30% Top=CSRA TWTR TWLO MDSO WB PFPT JCOM LOCK ….. TEAM EQIX SHOP WUBA DOX CERN CTSH TRIP=Bottom (Computer Software/Internet)
ELEC(51): -0.54% Top=PI AYI TRMB CREE MSCC MXL FTV GRMN ….. NVDA AVGO FIT FSLR OCLR SCTY CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(94): -1.34% Top=SC PEB DRH ALLY OFC LHO RLGY RLJ ….. NNN DOC PLD NRF HR STOR O AMT=Bottom (Real Estate)
HEAL(50): -2.64% Top=IRWD ESRX PRXL OPK AET DVA ALGN BKD ….. WCG HRC AMSG HCA EVHC MOH 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 2:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: