daytrend

11/15/2016

Filed under: Market Stats — daytrend @ 10:55 am

Market Stats at 10:55 am ET
by daytrend on 20161115. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 886.

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

COMPARED TO YESTERDAY’S RANGE (20161115 10:55 am ET)
28.4% of stocks are above yesterday’s high.
64.3% are above yesterday’s midpoint. (35.7% are below.)
9.0% are below yesterday’s low.
62.5% are inside yesterday’s range.
46.5% of stocks with today’s high > yesterday’s high. (53.5% less than).
26.5% of stocks with today’s low < yesterday’s low. (73.5% greater than).

EVIDENCE OF INTRADAY TREND (20161115 10:55 am ET)
54.5% of stocks are above today’s open. (44.1% are below).
46.7% of stocks are above today’s open and yesterday’s close.
33.9% are below both.
20.7% of stocks opened above yesterday’s high.
59.6% of stocks opened above yesterday’s close. (36.1% opened below yesterday’s close).
5.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161115 10:55 am ET)
14.3% of stocks are in the top 10% of today’s range.
24.6% are in the top 20%.
59.0% are in the top half. 41.0% of stocks are in the bottom half of today’s range.
11.3% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN (20161115 10:55 am ET)
58.1% of stocks are above yesterday’s close. (41.9% are below.)
4.1% are up 4.5% or more. 0.8% are down 4.5% or more.
6.9% are up 3.5% or more. 1.0% are down 3.5% or more.
52.1% are between +1% and -1%.

RSI on DAILY (20161115 10:55 am ET)
2-day: >=95:13.4%…>=90:22.3%…>=80:37.8%…>=50:77.4%…<=20:5.8%…<=10:1.7%…<=5:0.6%…
9-day: >=95:0.1%…>=90:0.8%…>=80:12.9%…>=50:71.7%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:4.2%…>=50:66.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161115 10:55 am ET)
28.4% above previous 1 highs, 9.0% below previous 1 lows
24.2% above previous 2 highs, 3.7% below previous 2 lows
16.8% above previous 3 highs, 3.0% below previous 3 lows
15.7% above previous 4 highs, 1.1% below previous 4 lows
14.7% above previous 5 highs, 1.1% below previous 5 lows
14.3% above previous 6 highs, 1.1% below previous 6 lows
14.2% above previous 7 highs, 0.7% below previous 7 lows
14.1% above previous 8 highs, 0.6% below previous 8 lows
13.7% above previous 9 highs, 0.6% below previous 9 lows
12.1% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161115 10:55 am ET)
58.1% are above or equal to 11/14 close (1 days ago), 41.9% are below.
75.5% are above or equal to 11/11 close (2 days ago), 24.5% are below.
73.5% are above or equal to 11/10 close (3 days ago), 26.5% are below.
71.3% are above or equal to 11/9 close (4 days ago), 28.7% are below.
72.0% are above or equal to 11/8 close (5 days ago), 28.0% are below.
72.6% are above or equal to 11/7 close (6 days ago), 27.4% are below.
81.3% are above or equal to 11/4 close (7 days ago), 18.7% are below.
80.8% are above or equal to 11/3 close (8 days ago), 19.2% are below.
79.6% are above or equal to 11/2 close (9 days ago), 20.4% are below.
73.7% are above or equal to 11/1 close (10 days ago), 26.3% are below.
68.7% are above or equal to 10/31 close (11 days ago), 31.3% are below.
69.8% are above or equal to 10/28 close (12 days ago), 30.2% are below.
68.3% are above or equal to 10/27 close (13 days ago), 31.7% are below.
64.2% are above or equal to 10/26 close (14 days ago), 35.8% are below.
61.5% are above or equal to 10/25 close (15 days ago), 38.5% are below.
56.1% are above or equal to 10/24 close (16 days ago), 43.9% are below.
58.1% are above or equal to 10/21 close (17 days ago), 41.9% are below.
57.8% are above or equal to 10/20 close (18 days ago), 42.2% are below.
56.4% are above or equal to 10/19 close (19 days ago), 43.6% are below.
57.8% are above or equal to 10/18 close (20 days ago), 42.2% are below.
61.4% are above or equal to 10/17 close (21 days ago), 38.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161115 10:55 am ET)
20d: 14.1% new highs, 2.0% new lows
21d: 14.1% new highs, 2.0% new lows
42d: 9.8% new highs, 1.7% new lows
63d: 8.6% new highs, 1.6% new lows
126d: 6.9% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161115 10:55 am ET)
2-day: 56.8% above, 43.2% below
3-day: 72.1% above, 27.9% below
4-day: 76.1% above, 23.9% below
5-day: 75.5% above, 24.5% below
8-day: 75.8% above, 24.2% below
10-day: 77.1% above, 22.9% below
20-day: 70.1% above, 29.9% below
50-day: 60.7% above, 39.3% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161115 10:55 am ET)
ENER(88): 2.90% Top=CRC REN ECA MUR SM MTDR PTEN LPI ….. INT SXL PSX TSO ETP MPC VVV CVI=Bottom (Energy)
TRAN(27): 1.78% Top=DRYS AAL UAL JBLU LUV BRS CP ALK ….. WAB EXPD UPS NSC UNP FDX CSX TRN=Bottom (Transportation)
COSW(87): 1.46% Top=JD ATHM NTNX SINA WB SHOP NTES TWLO ….. LC ORCL ACN CSRA SYMC NCR ZEN SYNT=Bottom (Computer Software/Internet)
ELEC(53): 1.11% Top=SIMO SPWR NVDA MSCC QRVO HIMX AMD OCLR ….. GLW ISIL APH JBL WAT CY CSIQ PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(52): 1.01% Top=CNC DXCM EW MOH BCR NUVA ZBH ALGN ….. ESRX A TMO ELGX PRAH ACHC COO AMED=Bottom (Health)
META(32): 0.49% Top=PAAS SLW AG AGI SSRI AEM RGLD HL ….. TX SWC TCK SCCO CMC CLF AKS CLD=Bottom (Metals & Mining)
REAL(100): 0.35% Top=EQY RLGY NRF CLNY GGP OUT AMT CONE ….. PEB PGRE REG ARI ESS RLJ APLE AIV=Bottom (Real Estate)
COHW(37): 0.25% Top=ACIA PANW VZ ZAYO BCE FNSR QCOM AAPL ….. WIN NTAP TDC CTL VIAV GOGO HPQ SSYS=Bottom (Computer Hardware/Telecom)
DISV(48): 0.20% Top=GPN VNTV TRU GEO HRI FDC FISV MA ….. JEC R ILG MCO WTW SERV URI MYGN=Bottom (Diversified Services)
LEIS(34): 0.12% Top=ZOES EXPE WEN WYNN QSR LVS DPZ DRI ….. MCD WYN H PNRA RCL CMG GPRO ARMK=Bottom (Leisure)
MATE(24): 0.11% Top=PWR USG OC WY DAR WCN RSG CAA ….. FAST FLR EME TOL PHM MLM KBH SUM=Bottom (Materials & Construction)
CONS(50): -0.00% Top=GT PVH UA NWL FBHS PAY EL CHD ….. KS TPX VFC HAS PKG WWW FOSL KATE=Bottom (Consumer)
MANU(40): -0.01% Top=ZBRA MIDD MRC XYL DHR CMI LII AOS ….. CAT EMR PNR KMT DDD ETN LECO ATI=Bottom (Manufacturing)
CHEM(26): -0.37% Top=ALB CC OLN AXTA FMC SHW HUN IFF ….. CF WLK AGU POT PAH DOW DD MOS=Bottom (Chemicals/Fertilizers)
INSU(36): -0.43% Top=FNF CLGX RGA WLTW ALL PGR MMC CINF ….. AJG ORI CNO TMK PRU MET MTG RDN=Bottom (Insurance)
FINA(90): -0.63% Top=NSAM OMF BOFI EFX BX PYPL EV SLM ….. WBS DFS UMPQ CFR WFC COF FRC MTB=Bottom (Banks/Financials)
RETA(62): -0.81% Top=AAP MELI BABA AMZN W EBAY ORLY ETSY ….. JCP ASNA AEO GES DSW ANF DKS SBH=Bottom (Retail & Specialty Retail)

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 10:55 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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