daytrend

11/10/2016

Filed under: Market Stats — daytrend @ 1:04 pm

Market Stats at 1:04 pm 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 1:04 pm ET)
47.1% of stocks are above yesterday’s high.
75.5% are above yesterday’s midpoint. (24.5% are below.)
11.4% are below yesterday’s low.
41.6% are inside yesterday’s range.
75.8% of stocks with today’s high > yesterday’s high. (24.2% less than).
19.7% of stocks with today’s low < yesterday’s low. (80.3% greater than).

EVIDENCE OF INTRADAY TREND (20161110 1:04 pm ET)
54.7% of stocks are above today’s open. (44.8% are below).
53.2% of stocks are above today’s open and yesterday’s close.
35.5% 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 1:04 pm ET)
12.1% of stocks are in the top 10% of today’s range.
23.1% are in the top 20%.
53.5% are in the top half. 46.5% of stocks are in the bottom half of today’s range.
13.1% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN (20161110 1:04 pm ET)
63.0% of stocks are above yesterday’s close. (37.0% are below.)
8.2% are up 4.5% or more. 3.5% are down 4.5% or more.
14.8% are up 3.5% or more. 6.3% are down 3.5% or more.
29.3% are between +1% and -1%.

RSI on DAILY (20161110 1:04 pm ET)
2-day: >=95:36.3%…>=90:46.7%…>=80:55.0%…>=50:68.7%…<=20:17.0%…<=10:6.6%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.7%…>=80:13.3%…>=50:64.1%…<=20:1.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.7%…>=50:59.6%…<=20:1.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161110 1:04 pm ET)
47.1% above previous 1 highs, 11.4% below previous 1 lows
44.4% above previous 2 highs, 10.5% below previous 2 lows
43.1% above previous 3 highs, 10.3% below previous 3 lows
42.6% above previous 4 highs, 8.1% below previous 4 lows
41.6% above previous 5 highs, 7.4% below previous 5 lows
40.4% above previous 6 highs, 7.1% below previous 6 lows
38.3% above previous 7 highs, 7.0% below previous 7 lows
37.5% above previous 8 highs, 6.7% below previous 8 lows
36.3% above previous 9 highs, 6.4% below previous 9 lows
34.7% above previous 10 highs, 6.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161110 1:04 pm ET)
63.0% are above or equal to 11/9 close (1 days ago), 37.0% are below.
67.7% are above or equal to 11/8 close (2 days ago), 32.3% are below.
69.0% are above or equal to 11/7 close (3 days ago), 31.0% are below.
79.6% are above or equal to 11/4 close (4 days ago), 20.4% are below.
78.9% are above or equal to 11/3 close (5 days ago), 21.1% are below.
76.9% are above or equal to 11/2 close (6 days ago), 23.1% are below.
70.8% are above or equal to 11/1 close (7 days ago), 29.2% are below.
63.9% are above or equal to 10/31 close (8 days ago), 36.1% are below.
65.9% are above or equal to 10/28 close (9 days ago), 34.1% are below.
66.0% are above or equal to 10/27 close (10 days ago), 34.0% are below.
60.1% are above or equal to 10/26 close (11 days ago), 39.9% are below.
58.5% are above or equal to 10/25 close (12 days ago), 41.5% are below.
53.4% are above or equal to 10/24 close (13 days ago), 46.6% are below.
54.7% are above or equal to 10/21 close (14 days ago), 45.3% are below.
53.7% are above or equal to 10/20 close (15 days ago), 46.3% are below.
53.0% are above or equal to 10/19 close (16 days ago), 47.0% are below.
55.4% are above or equal to 10/18 close (17 days ago), 44.6% are below.
58.2% are above or equal to 10/17 close (18 days ago), 41.8% are below.
56.8% are above or equal to 10/14 close (19 days ago), 43.2% are below.
56.1% are above or equal to 10/13 close (20 days ago), 43.9% are below.
54.6% are above or equal to 10/12 close (21 days ago), 45.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161110 1:04 pm ET)
20d: 37.7% new highs, 9.0% new lows
21d: 37.4% new highs, 8.8% new lows
42d: 27.8% new highs, 8.1% new lows
63d: 23.7% new highs, 7.6% new lows
126d: 19.6% new highs, 4.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161110 1:04 pm ET)
2-day: 62.6% above, 37.4% below
3-day: 65.1% above, 34.9% below
4-day: 67.4% above, 32.6% below
5-day: 71.8% above, 28.2% below
8-day: 74.4% above, 25.6% below
10-day: 72.0% above, 28.0% below
20-day: 62.8% above, 37.2% below
50-day: 54.0% above, 46.0% below
200-day: 64.8% above, 35.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161110 1:04 pm ET)
TRAN(26): 2.98% Top=NAT XPO ODFL UNP GWR JBLU TRN WAB ….. FDX CSX NSC UPS DAL AAL UAL KSU=Bottom (Transportation)
FINA(86): 2.93% Top=BOFI AMG AMP OZRK WFC VOYA NAVI ZION ….. PVTB LAZ MTB ICE BMO BEN PYPL EFX=Bottom (Banks/Financials)
MANU(39): 2.84% Top=MRC MWA ATI KMT ITT PNR EMR CFX ….. CMI DE TEX HON DHR TTC BWXT LII=Bottom (Manufacturing)
RETA(59): 2.62% Top=KSS JWN RH JCP M BBBY URBN SPLS ….. EBAY BURL WBA KAR BABA MELI AMZN NFLX=Bottom (Retail & Specialty Retail)
INSU(33): 1.99% Top=SLF CNO MET AGO RDN AIG PRU MTG ….. ALL ORI MMC L AWH FAF FNF CLGX=Bottom (Insurance)
MATE(24): 1.81% Top=SUM TOL VMC MLM USG EXP TPH FLR ….. CAA WM PHM RSG WY WCN DHI DAR=Bottom (Materials & Construction)
CHEM(26): 1.66% Top=MOS HUN OLN POT AGU SHW CF PAH ….. ASH DD DOW RPM FMC MON IFF SMG=Bottom (Chemicals/Fertilizers)
LEIS(32): 1.04% Top=SHAK CMG TXRH BLMN SEAS RCL LQ EAT ….. LVS EXPE WYNN SBUX ARMK DNKN QSR DPZ=Bottom (Leisure)
HEAL(51): 0.96% Top=AMED ELGX IRWD ANTM CNC LH HRC ACHC ….. HCA NUVA IART OPK TFX ZBH SYK THC=Bottom (Health)
DISV(46): 0.85% Top=MMS HRI AMN KBR R HRB RHI ALLE ….. VNTV GPN CXW YY SBAC TRU WOOF SERV=Bottom (Diversified Services)
CONS(51): 0.62% Top=FOSL EPC PVH BC RL TPX GT KS ….. TUP COTY NWL PG BLL CHD ENR CL=Bottom (Consumer)
ENER(87): 0.51% Top=ATW CRC SXL SWN ETP EEP OII FTI ….. LPI RES BBG COP SU NFG VVV REN=Bottom (Energy)
COHW(35): -0.45% Top=STX INFN COMM SSYS TDC HRS CIEN NTAP ….. VZ CCI BCE AAPL QCOM TMUS PANW ACIA=Bottom (Computer Hardware/Telecom)
REAL(94): -0.75% Top=SC ALLY SLG BXP CBL VNO MAC SPG ….. VTR AMT GPT STOR CONE CSAL SRC VER=Bottom (Real Estate)
COSW(82): -0.91% Top=CSRA FEYE IBM DOX MDSO MENT SYNT ADSK ….. TWTR EQIX GRUB WB TTWO YELP NTES WUBA=Bottom (Computer Software/Internet)
ELEC(51): -0.95% Top=FIT AYI BRKR FTV GRMN TEL GLW CREE ….. XLNX IDTI CAVM AMAT NVDA CRUS MXL AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(32): -1.29% Top=SCCO FCX CCJ CENX AKS ARNC CLF NUE ….. CDE AEM GG SSRI CNX 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 1:04 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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