daytrend

11/11/2016

Filed under: Market Stats — daytrend @ 11:05 am

Market Stats at 11:05 am ET
by daytrend on 20161111. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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

COMPARED TO YESTERDAY’S RANGE (20161111 11:05 am ET)
10.2% of stocks are above yesterday’s high.
43.0% are above yesterday’s midpoint. (57.0% are below.)
22.0% are below yesterday’s low.
67.8% are inside yesterday’s range.
22.1% of stocks with today’s high > yesterday’s high. (77.9% less than).
38.0% of stocks with today’s low < yesterday’s low. (62.0% greater than).

EVIDENCE OF INTRADAY TREND (20161111 11:05 am ET)
55.1% of stocks are above today’s open. (43.4% are below).
44.6% of stocks are above today’s open and yesterday’s close.
41.9% 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 11:05 am ET)
10.8% of stocks are in the top 10% of today’s range.
20.6% are in the top 20%.
50.3% are in the top half. 49.7% of stocks are in the bottom half of today’s range.
22.6% are in the bottom 20%.
10.8% are in the bottom 10%.

GAIN (20161111 11:05 am ET)
47.3% of stocks are above yesterday’s close. (52.7% are below.)
0.2% are up 4.5% or more. 2.9% are down 4.5% or more.
1.0% are up 3.5% or more. 5.3% are down 3.5% or more.
54.2% are between +1% and -1%.

RSI on DAILY (20161111 11:05 am ET)
2-day: >=95:18.4%…>=90:24.6%…>=80:35.6%…>=50:59.4%…<=20:15.3%…<=10:7.9%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.5%…>=80:11.7%…>=50:59.0%…<=20:2.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.9%…>=50:55.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161111 11:05 am ET)
10.2% above previous 1 highs, 22.0% below previous 1 lows
10.1% above previous 2 highs, 9.3% below previous 2 lows
9.2% above previous 3 highs, 7.2% below previous 3 lows
8.9% above previous 4 highs, 7.2% below previous 4 lows
8.9% above previous 5 highs, 5.6% below previous 5 lows
8.4% above previous 6 highs, 4.8% below previous 6 lows
8.2% above previous 7 highs, 4.7% below previous 7 lows
7.9% above previous 8 highs, 4.7% below previous 8 lows
7.6% above previous 9 highs, 4.5% below previous 9 lows
7.6% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161111 11:05 am ET)
47.3% are above or equal to 11/10 close (1 days ago), 52.7% are below.
54.4% are above or equal to 11/9 close (2 days ago), 45.6% are below.
63.8% are above or equal to 11/8 close (3 days ago), 36.2% are below.
65.1% are above or equal to 11/7 close (4 days ago), 34.9% are below.
76.4% are above or equal to 11/4 close (5 days ago), 23.6% are below.
75.0% are above or equal to 11/3 close (6 days ago), 25.0% are below.
73.0% are above or equal to 11/2 close (7 days ago), 27.0% are below.
67.0% are above or equal to 11/1 close (8 days ago), 33.0% are below.
61.3% are above or equal to 10/31 close (9 days ago), 38.7% are below.
62.9% are above or equal to 10/28 close (10 days ago), 37.1% are below.
61.2% are above or equal to 10/27 close (11 days ago), 38.8% are below.
55.7% are above or equal to 10/26 close (12 days ago), 44.3% are below.
54.8% are above or equal to 10/25 close (13 days ago), 45.2% are below.
49.8% are above or equal to 10/24 close (14 days ago), 50.2% are below.
52.1% are above or equal to 10/21 close (15 days ago), 47.9% are below.
50.5% are above or equal to 10/20 close (16 days ago), 49.5% are below.
49.5% are above or equal to 10/19 close (17 days ago), 50.5% are below.
51.7% are above or equal to 10/18 close (18 days ago), 48.3% are below.
55.0% are above or equal to 10/17 close (19 days ago), 45.0% are below.
53.4% are above or equal to 10/14 close (20 days ago), 46.6% are below.
53.4% are above or equal to 10/13 close (21 days ago), 46.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161111 11:05 am ET)
20d: 10.9% new highs, 6.9% new lows
21d: 10.8% new highs, 6.9% new lows
42d: 8.2% new highs, 6.6% new lows
63d: 6.8% new highs, 6.3% new lows
126d: 5.8% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161111 11:05 am ET)
2-day: 46.5% above, 53.5% below
3-day: 54.0% above, 46.0% below
4-day: 58.3% above, 41.7% below
5-day: 59.8% above, 40.2% below
8-day: 69.0% above, 31.0% below
10-day: 68.1% above, 31.9% below
20-day: 58.2% above, 41.8% below
50-day: 51.2% above, 48.8% below
200-day: 61.4% above, 38.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161111 11:05 am ET)
ELEC(51): 1.31% Top=NVDA AMD QRVO MXL OCLR CY IDTI MSCC ….. FLEX SPWR SCTY SWKS AYI WAT FSLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(98): 1.01% Top=VER STOR SRC WPG DOC SLG HASI CUZ ….. COR BXMT DRE RLGY AMT SC BAM OUT=Bottom (Real Estate)
COHW(36): 0.45% Top=SSYS FNSR WIN ARRS CDW CIEN INFN JNPR ….. BBRY ZAYO T BCE VG CCI S COMM=Bottom (Computer Hardware/Telecom)
DISV(47): 0.27% Top=MMS WTW BAH HRB VNTV INFO GEO RHI ….. GPN TRU ATHN FLT R CXW XRS YY=Bottom (Diversified Services)
LEIS(34): 0.26% Top=SHAK SEAS ZOES PNRA BLMN EAT SONC TXRH ….. GPRO EXPE YUM WYNN ARMK MGM LVS QSR=Bottom (Leisure)
CONS(51): 0.10% Top=WWW COTY EPC SKX CLX PG HBI FOSL ….. IP KS WRK BLL CCK AVY FL OI=Bottom (Consumer)
MATE(24): 0.01% Top=WM TPH KBH EME USG DHI RSG CAA ….. SUM LEN WCN WY VMC EXP FAST MLM=Bottom (Materials & Construction)
COSW(84): -0.02% Top=JCOM NTNX TTWO AZPN MENT CDNS LOCK ATVI ….. NTES CERN FB JD GRUB SHOP BITA WUBA=Bottom (Computer Software/Internet)
RETA(61): -0.02% Top=FINL KSS DSW TLRD TIF LL KMX BLDR ….. AMZN DKS BID CVS BABA BBY MELI KORS=Bottom (Retail & Specialty Retail)
MANU(40): -0.11% Top=DDD LII CFX TEX MIDD SWK KMT DHR ….. ZBRA ATI PNR EMR RS MRC AME ETN=Bottom (Manufacturing)
INSU(34): -0.16% Top=CNO FNF BRO ORI RDN TRV FAF WRB ….. L AFL AIZ MET AON CLGX SLF AFSI=Bottom (Insurance)
FINA(88): -0.24% Top=WU OMF WBS KKR SBNY HOMB UMPQ TCB ….. JNS EFX CME LAZ PFG WETF AMG C=Bottom (Banks/Financials)
TRAN(26): -0.45% Top=JBHT SWFT ODFL CHRW UPS KSU XPO UAL ….. CSX DAL BRS CP UNP CNI GWR NAT=Bottom (Transportation)
HEAL(51): -1.08% Top=WCG DXCM NUVA ELGX ABMD EVHC AET RMD ….. BCR HCA ACHC BKD PRAH MOH CNC PRXL=Bottom (Health)
CHEM(26): -1.22% Top=CF IFF AXTA RPM CE MON SHW SMG ….. PX HUN WLK CC DD FMC PAH MOS=Bottom (Chemicals/Fertilizers)
ENER(86): -2.56% Top=GPOR ETE AR INT RICE NFG HLX PAGP ….. ECA RDC EGN MUR SN DO ATW REN=Bottom (Energy)
META(32): -3.67% Top=X CMC ARNC CENX CNX NUE SLCA FCX ….. CDE CLD FMSA SLW AGI PAAS 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 11:05 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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