daytrend

11/10/2016

Filed under: Market Stats — daytrend @ 11:28 am

Market Stats at 11:28 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 11:28 am ET)
41.5% of stocks are above yesterday’s high.
74.4% are above yesterday’s midpoint. (25.6% are below.)
11.8% are below yesterday’s low.
46.7% are inside yesterday’s range.
74.0% of stocks with today’s high > yesterday’s high. (26.0% less than).
18.9% of stocks with today’s low < yesterday’s low. (81.1% greater than).

EVIDENCE OF INTRADAY TREND (20161110 11:28 am ET)
47.0% of stocks are above today’s open. (52.3% are below).
45.0% of stocks are above today’s open and yesterday’s close.
40.3% 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 11:28 am ET)
8.7% of stocks are in the top 10% of today’s range.
15.8% are in the top 20%.
38.5% are in the top half. 61.5% of stocks are in the bottom half of today’s range.
19.2% are in the bottom 20%.
7.5% are in the bottom 10%.

GAIN (20161110 11:28 am ET)
58.1% of stocks are above yesterday’s close. (41.9% are below.)
5.2% are up 4.5% or more. 3.5% are down 4.5% or more.
9.7% are up 3.5% or more. 6.3% are down 3.5% or more.
32.9% are between +1% and -1%.

RSI on DAILY (20161110 11:28 am ET)
2-day: >=95:33.8%…>=90:44.5%…>=80:51.8%…>=50:67.6%…<=20:17.9%…<=10:7.1%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.5%…>=80:11.6%…>=50:62.5%…<=20:1.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:57.4%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161110 11:28 am ET)
41.5% above previous 1 highs, 11.8% below previous 1 lows
39.2% above previous 2 highs, 11.4% below previous 2 lows
37.9% above previous 3 highs, 10.9% below previous 3 lows
37.4% above previous 4 highs, 9.0% below previous 4 lows
36.9% above previous 5 highs, 8.8% below previous 5 lows
35.7% above previous 6 highs, 8.5% below previous 6 lows
34.0% above previous 7 highs, 8.0% below previous 7 lows
33.4% above previous 8 highs, 7.6% below previous 8 lows
31.9% above previous 9 highs, 7.4% below previous 9 lows
30.1% above previous 10 highs, 7.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161110 11:28 am ET)
58.1% are above or equal to 11/9 close (1 days ago), 41.9% are below.
65.1% are above or equal to 11/8 close (2 days ago), 34.9% are below.
68.1% are above or equal to 11/7 close (3 days ago), 31.9% are below.
78.8% are above or equal to 11/4 close (4 days ago), 21.2% are below.
78.0% are above or equal to 11/3 close (5 days ago), 22.0% are below.
75.8% are above or equal to 11/2 close (6 days ago), 24.2% are below.
69.2% are above or equal to 11/1 close (7 days ago), 30.8% are below.
63.2% are above or equal to 10/31 close (8 days ago), 36.8% are below.
64.5% are above or equal to 10/28 close (9 days ago), 35.5% are below.
64.2% are above or equal to 10/27 close (10 days ago), 35.8% are below.
58.4% are above or equal to 10/26 close (11 days ago), 41.6% are below.
56.6% are above or equal to 10/25 close (12 days ago), 43.4% are below.
52.8% are above or equal to 10/24 close (13 days ago), 47.2% are below.
53.2% are above or equal to 10/21 close (14 days ago), 46.8% are below.
52.3% are above or equal to 10/20 close (15 days ago), 47.7% are below.
51.4% are above or equal to 10/19 close (16 days ago), 48.6% are below.
53.9% are above or equal to 10/18 close (17 days ago), 46.1% are below.
56.6% are above or equal to 10/17 close (18 days ago), 43.4% are below.
55.0% are above or equal to 10/14 close (19 days ago), 45.0% are below.
55.2% are above or equal to 10/13 close (20 days ago), 44.8% are below.
53.2% are above or equal to 10/12 close (21 days ago), 46.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161110 11:28 am ET)
20d: 37.1% new highs, 8.9% new lows
21d: 36.5% new highs, 8.7% new lows
42d: 27.6% new highs, 8.0% new lows
63d: 23.5% new highs, 7.5% new lows
126d: 19.6% new highs, 4.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161110 11:28 am ET)
2-day: 57.1% above, 42.9% below
3-day: 63.1% above, 36.9% below
4-day: 65.6% above, 34.4% below
5-day: 70.8% above, 29.2% below
8-day: 73.2% above, 26.8% below
10-day: 71.1% above, 28.9% below
20-day: 60.4% above, 39.6% below
50-day: 52.7% above, 47.3% below
200-day: 63.3% above, 36.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161110 11:28 am ET)
RETA(59): 2.72% Top=KSS M JWN URBN JCP RH SPLS BBBY ….. CPRT EBAY WBA KAR MELI BABA AMZN NFLX=Bottom (Retail & Specialty Retail)
MANU(39): 2.50% Top=MRC ATI MWA KMT ITT PNR CFX MIDD ….. CMI HON ITW DHR DE TTC BWXT LII=Bottom (Manufacturing)
TRAN(26): 2.15% Top=NAT XPO WAB UNP JBLU ODFL GWR SAVE ….. BRS CSX FDX UPS AAL UAL DAL KSU=Bottom (Transportation)
FINA(86): 1.98% Top=BOFI AMG AMP OZRK WFC NAVI VOYA ZION ….. LAZ WU BMO NSAM MTB BEN PYPL EFX=Bottom (Banks/Financials)
INSU(33): 1.49% Top=SLF CNO MET AGO RDN AFL AIG MTG ….. ORI BRO AWH MMC L FAF FNF CLGX=Bottom (Insurance)
CHEM(26): 1.48% Top=OLN POT HUN MOS AGU SHW GRA WLK ….. RPM ALB DD DOW FMC MON SMG IFF=Bottom (Chemicals/Fertilizers)
MATE(24): 1.17% Top=SUM VMC FAST EXP MLM TOL SRCL USG ….. KBH LEN PHM DHI WY CAA WCN DAR=Bottom (Materials & Construction)
LEIS(32): 1.10% Top=SHAK CMG TXRH BLMN SEAS LQ RCL SONC ….. EXPE SBUX WYNN DNKN GPRO MGM QSR DPZ=Bottom (Leisure)
DISV(46): 0.78% Top=MMS HRI KBR AMN ALLE GEO RHI R ….. FLT GPN VNTV WOOF TRU SBAC MA SERV=Bottom (Diversified Services)
HEAL(51): 0.70% Top=AMED CNC HRC ELGX VWR A RMD LH ….. MD TFX OPK HCA ALGN ZBH SYK THC=Bottom (Health)
CONS(51): 0.43% Top=FOSL EPC RL BC PVH KS HAR TPX ….. KMB NWL BLL PG CHD ENR COTY CL=Bottom (Consumer)
ENER(87): -0.23% Top=CRC SWN SXL FTI NOV WPZ ETP EEP ….. CPE SU COP OAS CRZO NFG BBG REN=Bottom (Energy)
COHW(35): -0.55% Top=COMM SSYS STX INFN ANET ZAYO TDC HRS ….. VZ TMUS BCE QCOM AAPL CCI PANW ACIA=Bottom (Computer Hardware/Telecom)
ELEC(51): -0.93% Top=AYI FTV FIT BRKR GRMN TEL KEYS CREE ….. CSIQ NVDA MXL HIMX SCTY PI AVGO AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): -1.05% Top=CSRA FEYE IBM MDSO DOX SYNT ACN EPAM ….. FB GRUB ADBE YELP WB EQIX NTES WUBA=Bottom (Computer Software/Internet)
REAL(94): -1.25% Top=SC ALLY SLG JLL BXP VNO CBL CBG ….. OUT VTR AMT CSAL CONE STOR VER SRC=Bottom (Real Estate)
META(32): -1.88% Top=SCCO FCX CCJ AKS CLF NUE CENX ARNC ….. CDE SLCA AEM CLD SSRI ABX HL SLW=Bottom (Metals & Mining)

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 11:28 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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