daytrend

11/11/2016

Filed under: Market Stats — daytrend @ 11:16 am

Market Stats at 11:15 am ET
by daytrend on 20161111. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 868.

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

COMPARED TO YESTERDAY’S RANGE (20161111 11:15 am ET)
7.0% of stocks are above yesterday’s high.
38.9% are above yesterday’s midpoint. (61.1% are below.)
25.2% are below yesterday’s low.
67.7% are inside yesterday’s range.
22.2% of stocks with today’s high > yesterday’s high. (77.8% less than).
39.1% of stocks with today’s low < yesterday’s low. (60.9% greater than).

EVIDENCE OF INTRADAY TREND (20161111 11:15 am ET)
47.4% of stocks are above today’s open. (52.0% are below).
37.0% of stocks are above today’s open and yesterday’s close.
49.5% are below both.
1.2% of stocks opened above yesterday’s high.
18.2% of stocks opened above yesterday’s close. (77.3% opened below yesterday’s close).
11.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161111 11:15 am ET)
3.0% of stocks are in the top 10% of today’s range.
8.8% are in the top 20%.
37.3% are in the top half. 62.7% of stocks are in the bottom half of today’s range.
33.6% are in the bottom 20%.
21.8% are in the bottom 10%.

GAIN (20161111 11:15 am ET)
40.7% of stocks are above yesterday’s close. (59.3% are below.)
0.3% are up 4.5% or more. 3.9% are down 4.5% or more.
0.8% are up 3.5% or more. 6.8% are down 3.5% or more.
53.8% are between +1% and -1%.

RSI on DAILY (20161111 11:15 am ET)
2-day: >=95:15.6%…>=90:21.3%…>=80:30.3%…>=50:55.3%…<=20:18.0%…<=10:9.2%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:9.7%…>=50:56.8%…<=20:2.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:54.3%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161111 11:15 am ET)
7.0% above previous 1 highs, 25.2% below previous 1 lows
6.7% above previous 2 highs, 10.3% below previous 2 lows
6.0% above previous 3 highs, 7.7% below previous 3 lows
6.0% above previous 4 highs, 7.5% below previous 4 lows
6.0% above previous 5 highs, 5.9% below previous 5 lows
5.5% above previous 6 highs, 5.3% below previous 6 lows
5.3% above previous 7 highs, 5.3% below previous 7 lows
5.1% above previous 8 highs, 5.3% below previous 8 lows
4.8% above previous 9 highs, 5.1% below previous 9 lows
4.8% above previous 10 highs, 5.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161111 11:15 am ET)
40.7% are above or equal to 11/10 close (1 days ago), 59.3% are below.
51.8% are above or equal to 11/9 close (2 days ago), 48.2% are below.
61.2% are above or equal to 11/8 close (3 days ago), 38.8% are below.
63.1% are above or equal to 11/7 close (4 days ago), 36.9% are below.
74.3% are above or equal to 11/4 close (5 days ago), 25.7% are below.
73.8% are above or equal to 11/3 close (6 days ago), 26.2% are below.
71.9% are above or equal to 11/2 close (7 days ago), 28.1% are below.
66.0% are above or equal to 11/1 close (8 days ago), 34.0% are below.
59.8% are above or equal to 10/31 close (9 days ago), 40.2% are below.
61.6% are above or equal to 10/28 close (10 days ago), 38.4% are below.
60.0% are above or equal to 10/27 close (11 days ago), 40.0% are below.
54.4% are above or equal to 10/26 close (12 days ago), 45.6% are below.
53.7% are above or equal to 10/25 close (13 days ago), 46.3% are below.
48.7% are above or equal to 10/24 close (14 days ago), 51.3% are below.
50.9% are above or equal to 10/21 close (15 days ago), 49.1% are below.
49.9% are above or equal to 10/20 close (16 days ago), 50.1% are below.
48.8% are above or equal to 10/19 close (17 days ago), 51.2% are below.
50.9% are above or equal to 10/18 close (18 days ago), 49.1% are below.
54.3% are above or equal to 10/17 close (19 days ago), 45.7% are below.
52.3% are above or equal to 10/14 close (20 days ago), 47.7% are below.
52.3% are above or equal to 10/13 close (21 days ago), 47.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161111 11:15 am ET)
20d: 11.1% new highs, 7.0% new lows
21d: 10.9% new highs, 7.0% new lows
42d: 8.3% new highs, 6.7% new lows
63d: 6.9% new highs, 6.5% new lows
126d: 5.9% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161111 11:15 am ET)
2-day: 39.4% above, 60.6% below
3-day: 48.4% above, 51.6% below
4-day: 55.3% above, 44.7% below
5-day: 56.7% above, 43.3% below
8-day: 66.8% above, 33.2% below
10-day: 66.6% above, 33.4% below
20-day: 57.0% above, 43.0% below
50-day: 49.3% above, 50.7% below
200-day: 60.8% above, 39.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161111 11:15 am ET)
ELEC(51): 0.94% Top=NVDA AMD QRVO OCLR MSCC MXL CY CREE ….. SCTY WAT FLEX AYI SPWR SWKS FSLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(98): 0.71% Top=STOR VER SRC DOC WPG SLG VNO GPT ….. BXMT RLGY ALLY AMT DRE SC OUT BAM=Bottom (Real Estate)
COHW(36): 0.05% Top=SSYS WIN CDW ARRS FNSR PANW MSI JNPR ….. BBRY BCE CCI ZAYO VG ACIA S COMM=Bottom (Computer Hardware/Telecom)
LEIS(34): 0.03% Top=SHAK SEAS PNRA ZOES EAT CMG RCL SONC ….. YUM ARMK WYNN LQ MGM LVS GPRO QSR=Bottom (Leisure)
DISV(47): 0.03% Top=MMS BAH WTW HRB VNTV INFO RHI GEO ….. ATHN GPN TRU FLT R CXW XRS YY=Bottom (Diversified Services)
CONS(51): -0.04% Top=COTY WWW EPC CLX PG NWL HBI FOSL ….. WHR BLL WRK AVY CCK TPX FL OI=Bottom (Consumer)
COSW(84): -0.21% Top=LOCK NTNX JCOM CDNS TTWO AZPN MENT ATVI ….. CERN DATA JD NTES SHOP GRUB WUBA BITA=Bottom (Computer Software/Internet)
RETA(61): -0.28% Top=FINL DSW KSS TIF KMX DLTR TSCO LL ….. DKS RH BID CVS BABA BBY MELI KORS=Bottom (Retail & Specialty Retail)
INSU(34): -0.31% Top=CNO FNF BRO ORI VR WRB FAF TRV ….. AIZ PRU L AON MET CLGX SLF AFSI=Bottom (Insurance)
FINA(88): -0.38% Top=WU WBS SBNY KKR HOMB OMF VLY UMPQ ….. LAZ BEN CME JNS PFG AMG C WETF=Bottom (Banks/Financials)
MANU(40): -0.39% Top=DDD LII SWK TEX CFX DHR MFS GE ….. ZBRA AOS PNR RS AME ATI MRC ETN=Bottom (Manufacturing)
MATE(24): -0.43% Top=WM RSG EME USG KBH DHI TPH OC ….. FLR LEN WCN WY VMC EXP FAST MLM=Bottom (Materials & Construction)
TRAN(26): -0.68% Top=JBHT SWFT UPS ODFL CHRW KSU NSC FDX ….. CSX JBLU UNP CP CNI BRS GWR NAT=Bottom (Transportation)
HEAL(51): -1.25% Top=WCG DXCM NUVA ELGX UNH RMD ABMD EVHC ….. BCR BKD ACHC HCA MOH PRAH CNC PRXL=Bottom (Health)
CHEM(26): -1.50% Top=IFF AXTA CF CE MON RPM SMG OLN ….. PX WLK CC DD FMC HUN PAH MOS=Bottom (Chemicals/Fertilizers)
ENER(86): -2.97% Top=GPOR ETE AR INT RICE COG NFG PSX ….. CPE WLL MUR ECA SN DO ATW REN=Bottom (Energy)
META(31): -4.45% Top=X ARNC CMC CNX NUE CENX SLCA FCX ….. CLD CDE AEM SLW AGI PAAS AG SSRI=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 11:15 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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