daytrend

11/11/2016

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

Market Stats at 10:07 am ET
by daytrend on 20161111. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161111 10:07 am ET)
7.7% of stocks are above yesterday’s high.
43.6% are above yesterday’s midpoint. (56.4% are below.)
17.3% are below yesterday’s low.
75.0% are inside yesterday’s range.
17.7% of stocks with today’s high > yesterday’s high. (82.3% less than).
33.9% of stocks with today’s low < yesterday’s low. (66.1% greater than).

EVIDENCE OF INTRADAY TREND (20161111 10:07 am ET)
60.9% of stocks are above today’s open. (38.2% are below).
45.7% of stocks are above today’s open and yesterday’s close.
36.1% are below both.
1.2% of stocks opened above yesterday’s high.
18.3% of stocks opened above yesterday’s close. (77.2% opened below yesterday’s close).
11.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161111 10:07 am ET)
9.3% of stocks are in the top 10% of today’s range.
23.8% are in the top 20%.
55.9% are in the top half. 44.1% of stocks are in the bottom half of today’s range.
14.2% are in the bottom 20%.
7.4% are in the bottom 10%.

GAIN (20161111 10:07 am ET)
48.4% of stocks are above yesterday’s close. (51.6% are below.)
0.5% are up 4.5% or more. 1.7% are down 4.5% or more.
0.9% are up 3.5% or more. 3.5% are down 3.5% or more.
61.2% are between +1% and -1%.

RSI on DAILY (20161111 10:07 am ET)
2-day: >=95:19.0%…>=90:25.4%…>=80:36.7%…>=50:62.4%…<=20:14.0%…<=10:7.1%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:9.7%…>=50:60.6%…<=20:2.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.6%…>=50:56.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161111 10:07 am ET)
7.7% above previous 1 highs, 17.3% below previous 1 lows
7.4% above previous 2 highs, 6.8% below previous 2 lows
6.8% above previous 3 highs, 6.1% below previous 3 lows
6.7% above previous 4 highs, 5.9% below previous 4 lows
6.7% above previous 5 highs, 4.8% below previous 5 lows
6.1% above previous 6 highs, 4.3% below previous 6 lows
6.0% above previous 7 highs, 4.1% below previous 7 lows
5.9% above previous 8 highs, 4.1% below previous 8 lows
5.5% above previous 9 highs, 4.0% below previous 9 lows
5.5% above previous 10 highs, 3.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161111 10:07 am ET)
48.4% are above or equal to 11/10 close (1 days ago), 51.6% are below.
55.9% are above or equal to 11/9 close (2 days ago), 44.1% are below.
64.9% are above or equal to 11/8 close (3 days ago), 35.1% are below.
66.3% are above or equal to 11/7 close (4 days ago), 33.7% are below.
77.3% are above or equal to 11/4 close (5 days ago), 22.7% are below.
76.8% are above or equal to 11/3 close (6 days ago), 23.2% are below.
73.8% are above or equal to 11/2 close (7 days ago), 26.2% are below.
68.5% are above or equal to 11/1 close (8 days ago), 31.5% are below.
62.9% are above or equal to 10/31 close (9 days ago), 37.1% are below.
63.3% are above or equal to 10/28 close (10 days ago), 36.7% are below.
63.1% are above or equal to 10/27 close (11 days ago), 36.9% are below.
57.0% are above or equal to 10/26 close (12 days ago), 43.0% are below.
55.1% are above or equal to 10/25 close (13 days ago), 44.9% are below.
50.5% are above or equal to 10/24 close (14 days ago), 49.5% are below.
52.5% are above or equal to 10/21 close (15 days ago), 47.5% are below.
51.4% are above or equal to 10/20 close (16 days ago), 48.6% are below.
50.1% are above or equal to 10/19 close (17 days ago), 49.9% are below.
52.8% are above or equal to 10/18 close (18 days ago), 47.2% are below.
55.7% are above or equal to 10/17 close (19 days ago), 44.3% are below.
54.3% are above or equal to 10/14 close (20 days ago), 45.7% are below.
54.1% are above or equal to 10/13 close (21 days ago), 45.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161111 10:07 am ET)
20d: 8.7% new highs, 6.0% new lows
21d: 8.6% new highs, 6.0% new lows
42d: 6.8% new highs, 5.4% new lows
63d: 5.8% new highs, 5.2% new lows
126d: 4.7% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161111 10:07 am ET)
2-day: 47.8% above, 52.2% below
3-day: 53.4% above, 46.6% below
4-day: 60.2% above, 39.8% below
5-day: 62.4% above, 37.6% below
8-day: 70.9% above, 29.1% below
10-day: 68.9% above, 31.1% below
20-day: 59.6% above, 40.4% below
50-day: 52.0% above, 48.0% below
200-day: 62.5% above, 37.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161111 10:07 am ET)
ELEC(51): 1.25% Top=NVDA QRVO AMD MSCC OCLR MXL IDTI CY ….. WAT FLEX CSIQ TRMB FSLR PI HIMX SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(98): 1.06% Top=VER STOR WPG GPT SRC SLG VNO CUZ ….. AMT SC PLD ALLY COR OUT BXMT BAM=Bottom (Real Estate)
COHW(36): 0.38% Top=ACIA SSYS WIN FNSR CDW CIEN INFN WDC ….. BBRY LVLT T BCE VG CCI S COMM=Bottom (Computer Hardware/Telecom)
DISV(47): 0.17% Top=MMS BAH FDC HRB WTW VNTV KBR MYGN ….. ULTA TRU ACM CXW FLT R YY XRS=Bottom (Diversified Services)
LEIS(34): 0.10% Top=BLMN SEAS SONC RCL JACK ZOES PNRA RRR ….. CCL SHAK ARMK LVS MGM EXPE QSR WYNN=Bottom (Leisure)
CONS(51): 0.05% Top=COTY FOSL EPC HAS WWW SKX HBI UA ….. SEE BLL PVH WRK FL CCK ENR OI=Bottom (Consumer)
FINA(88): -0.08% Top=WU BOFI KKR SBNY WBS VLY NSAM UMPQ ….. PFG CME WFC LAZ C AMG JNS YRD=Bottom (Banks/Financials)
INSU(34): -0.13% Top=CNO ORI RDN BRO TRV FNF AXS AJG ….. AIZ WLTW MET PRU CLGX AGO SLF AFSI=Bottom (Insurance)
COSW(84): -0.14% Top=MENT CDNS ANSS NTNX JCOM MDSO TTWO NCR ….. JD VIPS WB SINA WUBA NTES BITA GRUB=Bottom (Computer Software/Internet)
MANU(40): -0.18% Top=DDD DHR LII GE CFX ITT MIDD MHK ….. MRC AGCO DE RS ZBRA EMR ETN ATI=Bottom (Manufacturing)
RETA(61): -0.26% Top=KSS FINL TLRD LL DLTR BLDR TSCO DSW ….. DKS BID W BABA CVS MELI BBY KORS=Bottom (Retail & Specialty Retail)
MATE(24): -0.33% Top=KBH DHI WM TPH CAA USG RSG OC ….. FLR DAR PWR FAST VMC SUM EXP MLM=Bottom (Materials & Construction)
TRAN(26): -0.49% Top=TRN JBHT CHRW UPS XPO SWFT WAB SAVE ….. DAL NAT CSX CP BRS CNI UNP GWR=Bottom (Transportation)
HEAL(51): -0.49% Top=WCG ELGX AET DXCM NUVA RMD UNH ABMD ….. HCA IRWD BKD MOH ACHC CNC PRAH PRXL=Bottom (Health)
CHEM(26): -0.87% Top=CF IFF CE RPM MON PPG AXTA APD ….. POT AGU HUN CC WLK FMC PAH MOS=Bottom (Chemicals/Fertilizers)
ENER(86): -1.79% Top=ETE GPOR VVV INT HLX PAGP NOV PSX ….. MRO EGN MUR REN WLL RIG DO ATW=Bottom (Energy)
META(32): -3.35% Top=ARNC CNX X SLCA TAHO CMC NUE FNV ….. FMSA CDE CLD PAAS AEM AGI SSRI AG=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 10:07 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: