daytrend

11/14/2016

Filed under: Market Stats — daytrend @ 10:28 am

Market Stats at 10:27 am ET
by daytrend on 20161114. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 878.

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

COMPARED TO YESTERDAY’S RANGE (20161114 10:27 am ET)
49.4% of stocks are above yesterday’s high.
70.4% are above yesterday’s midpoint. (29.6% are below.)
11.4% are below yesterday’s low.
39.2% are inside yesterday’s range.
63.4% of stocks with today’s high > yesterday’s high. (36.6% less than).
18.0% of stocks with today’s low < yesterday’s low. (82.0% greater than).

EVIDENCE OF INTRADAY TREND (20161114 10:27 am ET)
63.3% of stocks are above today’s open. (35.6% are below).
60.0% of stocks are above today’s open and yesterday’s close.
25.9% are below both.
32.3% of stocks opened above yesterday’s high.
71.3% of stocks opened above yesterday’s close. (25.1% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161114 10:27 am ET)
11.8% of stocks are in the top 10% of today’s range.
28.6% are in the top 20%.
61.8% are in the top half. 38.2% of stocks are in the bottom half of today’s range.
19.5% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN (20161114 10:27 am ET)
70.5% of stocks are above yesterday’s close. (29.5% are below.)
4.0% are up 4.5% or more. 0.7% are down 4.5% or more.
10.4% are up 3.5% or more. 1.5% are down 3.5% or more.
42.0% are between +1% and -1%.

RSI on DAILY (20161114 10:27 am ET)
2-day: >=95:33.3%…>=90:40.3%…>=80:50.2%…>=50:68.9%…<=20:14.7%…<=10:9.9%…<=5:5.8%…
9-day: >=95:0.0%…>=90:3.2%…>=80:19.2%…>=50:64.0%…<=20:2.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:8.9%…>=50:61.6%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161114 10:27 am ET)
49.4% above previous 1 highs, 11.4% below previous 1 lows
36.1% above previous 2 highs, 9.2% below previous 2 lows
35.5% above previous 3 highs, 7.3% below previous 3 lows
33.9% above previous 4 highs, 7.2% below previous 4 lows
33.4% above previous 5 highs, 7.1% below previous 5 lows
33.3% above previous 6 highs, 6.8% below previous 6 lows
32.8% above previous 7 highs, 6.5% below previous 7 lows
32.2% above previous 8 highs, 6.2% below previous 8 lows
31.0% above previous 9 highs, 6.2% below previous 9 lows
30.6% above previous 10 highs, 6.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161114 10:27 am ET)
70.5% are above or equal to 11/11 close (1 days ago), 29.5% are below.
66.6% are above or equal to 11/10 close (2 days ago), 33.4% are below.
64.6% are above or equal to 11/9 close (3 days ago), 35.4% are below.
68.9% are above or equal to 11/8 close (4 days ago), 31.1% are below.
68.9% are above or equal to 11/7 close (5 days ago), 31.1% are below.
77.9% are above or equal to 11/4 close (6 days ago), 22.1% are below.
76.5% are above or equal to 11/3 close (7 days ago), 23.5% are below.
74.5% are above or equal to 11/2 close (8 days ago), 25.5% are below.
70.6% are above or equal to 11/1 close (9 days ago), 29.4% are below.
64.9% are above or equal to 10/31 close (10 days ago), 35.1% are below.
64.5% are above or equal to 10/28 close (11 days ago), 35.5% are below.
63.6% are above or equal to 10/27 close (12 days ago), 36.4% are below.
60.5% are above or equal to 10/26 close (13 days ago), 39.5% are below.
58.2% are above or equal to 10/25 close (14 days ago), 41.8% are below.
54.1% are above or equal to 10/24 close (15 days ago), 45.9% are below.
56.4% are above or equal to 10/21 close (16 days ago), 43.6% are below.
55.2% are above or equal to 10/20 close (17 days ago), 44.8% are below.
54.3% are above or equal to 10/19 close (18 days ago), 45.7% are below.
56.4% are above or equal to 10/18 close (19 days ago), 43.6% are below.
58.8% are above or equal to 10/17 close (20 days ago), 41.2% are below.
57.9% are above or equal to 10/14 close (21 days ago), 42.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161114 10:27 am ET)
20d: 30.2% new highs, 6.6% new lows
21d: 30.1% new highs, 6.5% new lows
42d: 25.1% new highs, 6.0% new lows
63d: 21.8% new highs, 5.7% new lows
126d: 18.9% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161114 10:27 am ET)
2-day: 69.4% above, 30.6% below
3-day: 66.6% above, 33.4% below
4-day: 65.6% above, 34.4% below
5-day: 67.5% above, 32.5% below
8-day: 73.3% above, 26.7% below
10-day: 73.7% above, 26.3% below
20-day: 63.1% above, 36.9% below
50-day: 56.5% above, 43.5% below
200-day: 64.1% above, 35.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161114 10:27 am ET)
TRAN(27): 3.52% Top=DRYS BRS KSU UNP ODFL XPO GWR ALK ….. AAL NAT FDX CHRW CNI EXPD CP UPS=Bottom (Transportation)
FINA(89): 2.67% Top=RF BOFI OZRK BAC VOYA BKU WETF PACW ….. PVTB ARCC ACAS EFX NSAM ICE NDAQ PYPL=Bottom (Banks/Financials)
RETA(62): 2.38% Top=CHS ASNA FINL JWN M URBN KSS RH ….. WMT EBAY MELI AMZN TIF NFLX BABA KORS=Bottom (Retail & Specialty Retail)
INSU(36): 1.34% Top=AIZ LNC UNM CNO RDN SLF MET AFSI ….. PGR FNF CINF AWH WLTW AON FAF CLGX=Bottom (Insurance)
CONS(50): 1.29% Top=KATE FOSL RL CRI TPX WWW KS COH ….. ECL CLX PG EL CL COTY NWL ENR=Bottom (Consumer)
LEIS(34): 1.16% Top=ZOES SHAK LQ TXRH EAT PNRA BYD RCL ….. CCL MGM WYNN EXPE SIX LVS QSR DPZ=Bottom (Leisure)
MATE(24): 1.04% Top=EME SUM CAA PHM TPH KBH TOL DHI ….. RSG VMC MAS PWR SRCL WM OC WCN=Bottom (Materials & Construction)
MANU(40): 1.01% Top=ATI CFX TTC MIDD KMT LECO CAT TEX ….. ETN SWK GE DHR LII AOS ZBRA DDD=Bottom (Manufacturing)
DISV(47): 0.98% Top=CXW GEO URI AMN MMS HRB KBR CAR ….. ADS MA ACM PCLN V SBAC VNTV XRS=Bottom (Diversified Services)
ELEC(52): 0.87% Top=SPWR GRMN PI SNPS FIT SIMO FSLR CGNX ….. TEL WAT AVGO QRVO CRUS HIMX SCTY NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(51): 0.75% Top=THC DXCM MOH EVHC AMSG ACHC DGX HCA ….. BCR XRAY SYK EW RMD BDX ZBH IRWD=Bottom (Health)
COHW(37): 0.64% Top=VG S NTAP STX CDW CIEN JNPR COMM ….. T VRSN BCE QCOM ACIA AAPL SSYS CCI=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.33% Top=MOS OLN CE PAH HUN AGU CF POT ….. CC APD PX EMN WLK IFF ALB AXTA=Bottom (Chemicals/Fertilizers)
ENER(88): 0.29% Top=SWN PBF CVI RICE RDC RRC INT DO ….. CVE PDCE SE FANG SN PE REN CRC=Bottom (Energy)
COSW(86): 0.15% Top=SQ LC MDSO ATHM SYNT TWLO MDRX CERN ….. YHOO EQIX VIPS FB NTES SINA BITA WB=Bottom (Computer Software/Internet)
META(31): 0.08% Top=AKS X CENX CMC CLD CLF CNX NUE ….. NEM AGI PAAS AEM ABX TAHO RGLD FNV=Bottom (Metals & Mining)
REAL(98): -0.05% Top=PEB SHO SC DRH SLG HST ALLY RLJ ….. STOR PSA CONE ELS DLR HASI AMT CSAL=Bottom (Real Estate)

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 10:27 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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