daytrend

11/10/2016

Filed under: Market Stats — daytrend @ 1:58 pm

Market Stats at 1:58 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 1:58 pm ET)
51.6% of stocks are above yesterday’s high.
76.2% are above yesterday’s midpoint. (23.8% are below.)
10.5% are below yesterday’s low.
37.8% are inside yesterday’s range.
76.1% of stocks with today’s high > yesterday’s high. (23.9% less than).
19.9% of stocks with today’s low < yesterday’s low. (80.1% greater than).

EVIDENCE OF INTRADAY TREND (20161110 1:58 pm ET)
58.4% of stocks are above today’s open. (41.0% are below).
56.7% of stocks are above today’s open and yesterday’s close.
32.7% 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 1:58 pm ET)
17.4% of stocks are in the top 10% of today’s range.
30.3% are in the top 20%.
61.2% are in the top half. 38.8% of stocks are in the bottom half of today’s range.
9.0% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN (20161110 1:58 pm ET)
65.5% of stocks are above yesterday’s close. (34.5% are below.)
10.3% are up 4.5% or more. 2.9% are down 4.5% or more.
17.6% are up 3.5% or more. 5.5% are down 3.5% or more.
27.9% are between +1% and -1%.

RSI on DAILY (20161110 1:58 pm ET)
2-day: >=95:39.2%…>=90:49.2%…>=80:58.5%…>=50:70.8%…<=20:16.0%…<=10:5.6%…<=5:1.8%…
9-day: >=95:0.0%…>=90:1.2%…>=80:13.7%…>=50:65.6%…<=20:1.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.9%…>=50:61.2%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161110 1:58 pm ET)
51.6% above previous 1 highs, 10.5% below previous 1 lows
48.4% above previous 2 highs, 10.0% below previous 2 lows
47.1% above previous 3 highs, 9.6% below previous 3 lows
46.7% above previous 4 highs, 7.5% below previous 4 lows
45.3% above previous 5 highs, 6.9% below previous 5 lows
44.1% above previous 6 highs, 6.4% below previous 6 lows
41.7% above previous 7 highs, 6.3% below previous 7 lows
40.5% above previous 8 highs, 6.1% below previous 8 lows
39.2% above previous 9 highs, 5.9% below previous 9 lows
37.4% above previous 10 highs, 5.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161110 1:58 pm ET)
65.5% are above or equal to 11/9 close (1 days ago), 34.5% are below.
69.8% are above or equal to 11/8 close (2 days ago), 30.2% are below.
70.7% are above or equal to 11/7 close (3 days ago), 29.3% are below.
81.0% are above or equal to 11/4 close (4 days ago), 19.0% are below.
80.4% are above or equal to 11/3 close (5 days ago), 19.6% are below.
77.9% are above or equal to 11/2 close (6 days ago), 22.1% are below.
72.2% are above or equal to 11/1 close (7 days ago), 27.8% are below.
66.0% are above or equal to 10/31 close (8 days ago), 34.0% are below.
66.7% are above or equal to 10/28 close (9 days ago), 33.3% are below.
66.6% are above or equal to 10/27 close (10 days ago), 33.4% are below.
61.0% are above or equal to 10/26 close (11 days ago), 39.0% are below.
59.6% are above or equal to 10/25 close (12 days ago), 40.4% are below.
53.7% are above or equal to 10/24 close (13 days ago), 46.3% are below.
56.3% are above or equal to 10/21 close (14 days ago), 43.7% are below.
55.5% are above or equal to 10/20 close (15 days ago), 44.5% are below.
54.3% are above or equal to 10/19 close (16 days ago), 45.7% are below.
56.3% are above or equal to 10/18 close (17 days ago), 43.7% are below.
59.3% are above or equal to 10/17 close (18 days ago), 40.7% are below.
58.1% are above or equal to 10/14 close (19 days ago), 41.9% are below.
57.0% are above or equal to 10/13 close (20 days ago), 43.0% are below.
55.9% are above or equal to 10/12 close (21 days ago), 44.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161110 1:58 pm ET)
20d: 38.6% new highs, 9.0% new lows
21d: 38.2% new highs, 8.8% new lows
42d: 28.2% new highs, 8.1% new lows
63d: 24.1% new highs, 7.6% new lows
126d: 20.0% new highs, 4.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161110 1:58 pm ET)
2-day: 64.6% above, 35.4% below
3-day: 68.6% above, 31.4% below
4-day: 69.8% above, 30.2% below
5-day: 74.4% above, 25.6% below
8-day: 75.8% above, 24.2% below
10-day: 74.0% above, 26.0% below
20-day: 63.7% above, 36.3% below
50-day: 55.9% above, 44.1% below
200-day: 65.2% above, 34.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161110 1:58 pm ET)
FINA(86): 3.35% Top=AMG AMP BOFI OZRK WFC VOYA NAVI FII ….. LAZ NYCB BMO SEIC ICE BEN PYPL EFX=Bottom (Banks/Financials)
RETA(59): 3.15% Top=KSS RH JWN BBBY W JCP URBN M ….. MIK EBAY KAR WBA BABA AMZN MELI NFLX=Bottom (Retail & Specialty Retail)
TRAN(26): 3.15% Top=NAT XPO ODFL GWR UNP JBLU SAVE TRN ….. NSC SWFT BRS DAL UPS AAL UAL KSU=Bottom (Transportation)
MANU(39): 3.01% Top=MRC MWA KMT ITT ATI PNR EMR LECO ….. AOS DE CMI HON DHR TTC BWXT LII=Bottom (Manufacturing)
INSU(33): 2.36% Top=SLF CNO MET PRU AGO AIG RDN WLTW ….. ALL MMC L ORI AWH FAF FNF CLGX=Bottom (Insurance)
MATE(24): 2.25% Top=SUM TOL USG VMC MLM KBH EXP PWR ….. LEN PHM WM DHI RSG WCN WY DAR=Bottom (Materials & Construction)
CHEM(26): 1.65% Top=MOS HUN POT SHW CF OLN AGU PAH ….. DD DOW RPM ASH FMC MON IFF SMG=Bottom (Chemicals/Fertilizers)
LEIS(32): 1.16% Top=SHAK CMG TXRH BLMN SEAS RCL EAT LQ ….. SBUX MGM LVS ARMK GPRO DNKN QSR DPZ=Bottom (Leisure)
DISV(46): 1.12% Top=MMS HRI AMN KBR HRB R RHI ALLE ….. WTW GPN YY CXW TRU SBAC SERV WOOF=Bottom (Diversified Services)
HEAL(51): 1.11% Top=ELGX AMED WCG ANTM CNC LH IRWD HRC ….. MD HCA IART OPK ZBH TFX SYK THC=Bottom (Health)
CONS(51): 0.97% Top=FOSL PVH BC EPC TPX GT RL FL ….. TUP NWL BLL COTY PG ENR CL CHD=Bottom (Consumer)
ENER(87): 0.70% Top=ATW CRC SWN SXL RIG EEP MUR ETP ….. RES LPI PAGP BBG NFG RICE VVV REN=Bottom (Energy)
COHW(35): -0.12% Top=STX INFN SSYS CIEN TDC COMM ARRS NTAP ….. VZ TMUS AAPL BCE VG CCI PANW ACIA=Bottom (Computer Hardware/Telecom)
COSW(82): -0.41% Top=CSRA FEYE IBM DOX MENT ACN SYNT CTSH ….. ATVI TWTR TTWO EQIX YELP WB NTES WUBA=Bottom (Computer Software/Internet)
ELEC(51): -0.46% Top=AYI FIT SPWR BRKR CREE TEL FTV GRMN ….. IDTI OCLR CAVM AMAT CRUS NVDA MXL AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(94): -0.86% Top=SC ALLY SLG BXP VNO CBL MAC OFC ….. HTA SNH CONE CSAL GPT STOR SRC VER=Bottom (Real Estate)
META(32): -1.29% Top=SCCO FCX CENX CCJ ARNC NUE AKS CLF ….. CNX AEM GG FNV 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 1:58 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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