daytrend

11/10/2016

Filed under: Market Stats — daytrend @ 10:27 am

Market Stats at 10:26 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 10:26 am ET)
44.1% of stocks are above yesterday’s high.
77.2% are above yesterday’s midpoint. (22.8% are below.)
10.9% are below yesterday’s low.
45.0% are inside yesterday’s range.
72.0% of stocks with today’s high > yesterday’s high. (28.0% less than).
13.5% of stocks with today’s low < yesterday’s low. (86.5% greater than).

EVIDENCE OF INTRADAY TREND (20161110 10:26 am ET)
51.4% of stocks are above today’s open. (47.7% are below).
49.2% of stocks are above today’s open and yesterday’s close.
34.3% 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 10:26 am ET)
3.4% of stocks are in the top 10% of today’s range.
9.7% are in the top 20%.
37.0% are in the top half. 63.0% of stocks are in the bottom half of today’s range.
36.9% are in the bottom 20%.
26.2% are in the bottom 10%.

GAIN (20161110 10:26 am ET)
63.3% of stocks are above yesterday’s close. (36.7% are below.)
5.5% are up 4.5% or more. 3.5% are down 4.5% or more.
10.0% are up 3.5% or more. 5.2% are down 3.5% or more.
36.4% are between +1% and -1%.

RSI on DAILY (20161110 10:26 am ET)
2-day: >=95:34.1%…>=90:45.2%…>=80:55.2%…>=50:69.8%…<=20:16.4%…<=10:7.3%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.5%…>=80:12.4%…>=50:63.6%…<=20:2.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.7%…>=50:60.1%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161110 10:26 am ET)
44.1% above previous 1 highs, 10.9% below previous 1 lows
41.0% above previous 2 highs, 10.5% below previous 2 lows
39.7% above previous 3 highs, 10.0% below previous 3 lows
39.2% above previous 4 highs, 8.5% below previous 4 lows
38.2% above previous 5 highs, 7.8% below previous 5 lows
37.4% above previous 6 highs, 7.6% below previous 6 lows
35.2% above previous 7 highs, 7.4% below previous 7 lows
34.7% above previous 8 highs, 6.9% below previous 8 lows
33.7% above previous 9 highs, 6.8% below previous 9 lows
31.6% above previous 10 highs, 6.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161110 10:26 am ET)
63.3% are above or equal to 11/9 close (1 days ago), 36.7% are below.
68.4% are above or equal to 11/8 close (2 days ago), 31.6% are below.
69.8% are above or equal to 11/7 close (3 days ago), 30.2% are below.
79.3% are above or equal to 11/4 close (4 days ago), 20.7% are below.
78.7% are above or equal to 11/3 close (5 days ago), 21.3% are below.
76.7% are above or equal to 11/2 close (6 days ago), 23.3% are below.
70.6% are above or equal to 11/1 close (7 days ago), 29.4% are below.
64.4% are above or equal to 10/31 close (8 days ago), 35.6% are below.
64.5% are above or equal to 10/28 close (9 days ago), 35.5% are below.
65.5% are above or equal to 10/27 close (10 days ago), 34.5% are below.
60.5% are above or equal to 10/26 close (11 days ago), 39.5% are below.
58.2% are above or equal to 10/25 close (12 days ago), 41.8% are below.
52.9% are above or equal to 10/24 close (13 days ago), 47.1% are below.
54.0% are above or equal to 10/21 close (14 days ago), 46.0% are below.
53.3% are above or equal to 10/20 close (15 days ago), 46.7% are below.
51.8% are above or equal to 10/19 close (16 days ago), 48.2% are below.
54.4% are above or equal to 10/18 close (17 days ago), 45.6% are below.
57.5% are above or equal to 10/17 close (18 days ago), 42.5% are below.
55.9% are above or equal to 10/14 close (19 days ago), 44.1% are below.
55.0% are above or equal to 10/13 close (20 days ago), 45.0% are below.
53.3% are above or equal to 10/12 close (21 days ago), 46.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161110 10:26 am ET)
20d: 35.4% new highs, 6.7% new lows
21d: 34.9% new highs, 6.4% new lows
42d: 26.2% new highs, 6.1% new lows
63d: 22.7% new highs, 6.0% new lows
126d: 19.1% new highs, 4.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161110 10:26 am ET)
2-day: 62.8% above, 37.2% below
3-day: 66.7% above, 33.3% below
4-day: 68.5% above, 31.5% below
5-day: 73.1% above, 26.9% below
8-day: 74.4% above, 25.6% below
10-day: 72.2% above, 27.8% below
20-day: 61.7% above, 38.3% below
50-day: 53.4% above, 46.6% below
200-day: 62.9% above, 37.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161110 10:26 am ET)
FINA(86): 2.80% Top=SBNY AMP VOYA RF OMF AMG BOFI ZION ….. MTB BEN PVTB WU BMO NSAM PYPL EFX=Bottom (Banks/Financials)
MANU(39): 2.29% Top=MRC ATI KMT ITT PNR CFX MWA MIDD ….. ITW DOV AOS MHK DHR TTC BWXT LII=Bottom (Manufacturing)
RETA(59): 2.19% Top=KSS URBN JWN RH JCP W BBBY M ….. EBAY KAR CPRT MELI WBA BABA AMZN NFLX=Bottom (Retail & Specialty Retail)
TRAN(26): 2.13% Top=NAT XPO SAVE GWR UNP JBLU WAB TRN ….. KSU CP UAL BRS CNI DAL UPS FDX=Bottom (Transportation)
INSU(33): 1.70% Top=CNO SLF MET LNC MTG AGO UNM PRU ….. PGR ALL AWH ORI TRV FAF FNF CLGX=Bottom (Insurance)
CHEM(26): 1.49% Top=OLN PAH POT MOS CF AGU HUN CC ….. RPM APD DOW DD ALB MON SMG IFF=Bottom (Chemicals/Fertilizers)
MATE(24): 1.07% Top=SUM VMC EXP FAST TOL MLM FLR MAS ….. EME PHM WM CAA RSG WY DAR WCN=Bottom (Materials & Construction)
LEIS(32): 0.92% Top=SHAK CMG SEAS LQ BLMN TXRH WEN EAT ….. MCD HLT SBUX QSR GPRO MGM WYNN DPZ=Bottom (Leisure)
DISV(46): 0.79% Top=MMS AMN HRI KBR RHI AL CAR ALLE ….. MA WOOF SBAC BAH TRU YY CXW SERV=Bottom (Diversified Services)
HEAL(51): 0.75% Top=AMED AET CNC IRWD A ANTM HRC LH ….. NUVA ABMD STE ZBH ALGN OPK HCA SYK=Bottom (Health)
CONS(51): 0.54% Top=EPC PVH FOSL KS BC RL TPX OI ….. EL CLX COTY KMB ENR PG CL CHD=Bottom (Consumer)
ENER(87): 0.29% Top=SXL CRC RIG NFX VLO SWN PBF FTI ….. BPL CPE COP SU MDU NFG BBG REN=Bottom (Energy)
ELEC(51): 0.12% Top=SPWR AYI FTV TEL TRMB QRVO BRKR CAVM ….. SWKS FIT FSLR MXL CSIQ SCTY AVGO AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(35): -0.21% Top=STX S COMM SSYS WDC INFN CIEN UBNT ….. VG BCE T AAPL WIN VZ CCI ACIA=Bottom (Computer Hardware/Telecom)
COSW(82): -0.69% Top=CSRA FEYE MDSO DOX IBM PFPT XRX SYNT ….. BIDU SINA TWTR FB WB NTES EQIX WUBA=Bottom (Computer Software/Internet)
META(32): -1.45% Top=SCCO FCX CLF AKS CENX NUE ARNC CCJ ….. SSRI SLCA AEM GG ABX CDE HL SLW=Bottom (Metals & Mining)
REAL(94): -2.11% Top=SC ALLY JLL CBG SLG BXP LHO RLGY ….. VER GPT VTR STOR CSAL HR HTA CONE=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 10:26 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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