daytrend

11/10/2016

Filed under: Market Stats — daytrend @ 10:08 am

Market Stats at 10:08 am ET
by daytrend on 20161110. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 854.

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

COMPARED TO YESTERDAY’S RANGE (20161110 10:08 am ET)
52.0% of stocks are above yesterday’s high.
80.6% are above yesterday’s midpoint. (19.4% are below.)
10.2% are below yesterday’s low.
37.8% are inside yesterday’s range.
71.8% of stocks with today’s high > yesterday’s high. (28.2% less than).
11.6% of stocks with today’s low < yesterday’s low. (88.4% greater than).

EVIDENCE OF INTRADAY TREND (20161110 10:08 am ET)
60.4% of stocks are above today’s open. (38.9% are below).
57.1% of stocks are above today’s open and yesterday’s close.
26.9% are below both.
39.6% of stocks opened above yesterday’s high.
80.9% of stocks opened above yesterday’s close. (17.3% opened below yesterday’s close).
0.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161110 10:08 am ET)
6.2% of stocks are in the top 10% of today’s range.
17.1% are in the top 20%.
50.1% are in the top half. 49.9% of stocks are in the bottom half of today’s range.
27.4% are in the bottom 20%.
19.7% are in the bottom 10%.

GAIN (20161110 10:08 am ET)
69.9% of stocks are above yesterday’s close. (30.1% are below.)
8.9% are up 4.5% or more. 2.8% are down 4.5% or more.
13.8% are up 3.5% or more. 4.8% are down 3.5% or more.
32.4% are between +1% and -1%.

RSI on DAILY (20161110 10:08 am ET)
2-day: >=95:38.8%…>=90:50.2%…>=80:60.1%…>=50:73.8%…<=20:14.5%…<=10:6.6%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.7%…>=80:13.6%…>=50:66.5%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.7%…>=50:62.3%…<=20:1.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161110 10:08 am ET)
52.0% above previous 1 highs, 10.2% below previous 1 lows
47.5% above previous 2 highs, 9.5% below previous 2 lows
45.7% above previous 3 highs, 9.0% below previous 3 lows
45.3% above previous 4 highs, 7.8% below previous 4 lows
43.6% above previous 5 highs, 7.4% below previous 5 lows
42.2% above previous 6 highs, 6.9% below previous 6 lows
39.5% above previous 7 highs, 6.8% below previous 7 lows
38.5% above previous 8 highs, 6.4% below previous 8 lows
36.8% above previous 9 highs, 6.4% below previous 9 lows
35.1% above previous 10 highs, 6.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161110 10:08 am ET)
69.9% are above or equal to 11/9 close (1 days ago), 30.1% are below.
71.3% are above or equal to 11/8 close (2 days ago), 28.7% are below.
71.5% are above or equal to 11/7 close (3 days ago), 28.5% are below.
81.0% are above or equal to 11/4 close (4 days ago), 19.0% are below.
80.1% are above or equal to 11/3 close (5 days ago), 19.9% are below.
78.5% are above or equal to 11/2 close (6 days ago), 21.5% are below.
72.7% are above or equal to 11/1 close (7 days ago), 27.3% are below.
66.5% are above or equal to 10/31 close (8 days ago), 33.5% are below.
67.6% are above or equal to 10/28 close (9 days ago), 32.4% are below.
66.3% are above or equal to 10/27 close (10 days ago), 33.7% are below.
61.9% are above or equal to 10/26 close (11 days ago), 38.1% are below.
59.7% are above or equal to 10/25 close (12 days ago), 40.3% are below.
54.8% are above or equal to 10/24 close (13 days ago), 45.2% are below.
55.7% are above or equal to 10/21 close (14 days ago), 44.3% are below.
55.6% are above or equal to 10/20 close (15 days ago), 44.4% are below.
54.6% are above or equal to 10/19 close (16 days ago), 45.4% are below.
55.3% are above or equal to 10/18 close (17 days ago), 44.7% are below.
58.5% are above or equal to 10/17 close (18 days ago), 41.5% are below.
57.3% are above or equal to 10/14 close (19 days ago), 42.7% are below.
56.7% are above or equal to 10/13 close (20 days ago), 43.3% are below.
54.7% are above or equal to 10/12 close (21 days ago), 45.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161110 10:08 am ET)
20d: 35.1% new highs, 6.1% new lows
21d: 34.5% new highs, 5.9% new lows
42d: 26.0% new highs, 5.7% new lows
63d: 22.4% new highs, 5.6% new lows
126d: 19.0% new highs, 4.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161110 10:08 am ET)
2-day: 69.2% above, 30.8% below
3-day: 71.7% above, 28.3% below
4-day: 72.1% above, 27.9% below
5-day: 76.5% above, 23.5% below
8-day: 77.2% above, 22.8% below
10-day: 74.5% above, 25.5% below
20-day: 63.7% above, 36.3% below
50-day: 55.9% above, 44.1% below
200-day: 64.2% above, 35.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161110 10:08 am ET)
FINA(86): 3.63% Top=SBNY AMG VOYA AMP RF TROW SIVB ZION ….. TD ACAS PVTB WU BMO NSAM PYPL EFX=Bottom (Banks/Financials)
RETA(59): 3.06% Top=KSS M URBN JWN SPLS FINL CHS JCP ….. CPRT ORLY KAR MELI WBA BABA AMZN NFLX=Bottom (Retail & Specialty Retail)
MANU(39): 2.28% Top=MRC KMT DDD ATI CFX ITT PNR MIDD ….. SNA HON DE MFS DHR LII BWXT TTC=Bottom (Manufacturing)
TRAN(26): 2.27% Top=NAT XPO GWR JBLU UNP SAVE TRN ODFL ….. ALK CP CHRW DAL FDX CNI BRS UPS=Bottom (Transportation)
INSU(33): 1.95% Top=CNO MET SLF LNC MTG UNM AGO PRU ….. AWH ORI ALL PGR FAF TRV FNF CLGX=Bottom (Insurance)
CHEM(26): 1.52% Top=OLN PAH CF HUN POT MOS AGU CC ….. PX APD ALB DOW DD SMG MON IFF=Bottom (Chemicals/Fertilizers)
LEIS(32): 1.50% Top=SHAK CMG BLMN LQ TXRH EAT SEAS WEN ….. BYD MGM DNKN HLT SBUX WYNN MCD DPZ=Bottom (Leisure)
DISV(46): 1.45% Top=MMS AMN HRI CAR AL RHI KBR URI ….. GPN CXW FISV VNTV MA SBAC BAH SERV=Bottom (Diversified Services)
MATE(24): 1.19% Top=FLR SUM EXP FAST TOL MAS USG VMC ….. PWR CAA PHM WM RSG DAR WY WCN=Bottom (Materials & Construction)
HEAL(51): 1.12% Top=CNC AMED IRWD A ACHC HRC BKD LH ….. PRAH BCR ZBH ABMD STE OPK TFX SYK=Bottom (Health)
CONS(51): 1.04% Top=FOSL EPC PVH RL BC KS TPX KATE ….. BLL ENR COTY CLX KMB CHD PG CL=Bottom (Consumer)
ELEC(51): 0.77% Top=SPWR AYI FTV MRVL ON TRMB TEL CREE ….. INTC FSLR FIT CSIQ SIMO SCTY AVGO AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(35): 0.47% Top=STX SSYS COMM INFN WDC S CIEN ARRS ….. TMUS AAPL QCOM BCE T WIN VZ CCI=Bottom (Computer Hardware/Telecom)
ENER(87): 0.31% Top=SXL ETP ETE HFC VLO PBF FTI TSO ….. BPL CPE REN NFG COP SU MDU BBG=Bottom (Energy)
COSW(82): 0.08% Top=FEYE CSRA IBM CTSH ADSK SYNT TWLO SYMC ….. BIDU WB BR TWTR FB NTES EQIX WUBA=Bottom (Computer Software/Internet)
META(32): -1.68% Top=SCCO FCX CLF AKS CENX CCJ ARNC TX ….. AG RGLD SSRI GG ABX CDE SLW HL=Bottom (Metals & Mining)
REAL(94): -2.19% Top=SC ALLY JLL CBG SLG RLGY PEB HST ….. STOR NNN SRC CONE OUT VTR HR HTA=Bottom (Real Estate)

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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