daytrend

11/15/2016

Filed under: Market Stats — daytrend @ 12:46 pm

Market Stats at 12:46 pm 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 12:46 pm ET)
25.8% of stocks are above yesterday’s high.
62.1% are above yesterday’s midpoint. (37.9% are below.)
10.9% are below yesterday’s low.
63.2% are inside yesterday’s range.
50.1% of stocks with today’s high > yesterday’s high. (49.9% less than).
29.7% of stocks with today’s low < yesterday’s low. (70.3% greater than).

EVIDENCE OF INTRADAY TREND (20161115 12:46 pm ET)
51.5% of stocks are above today’s open. (47.5% are below).
42.7% of stocks are above today’s open and yesterday’s close.
38.8% 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 12:46 pm ET)
12.2% of stocks are in the top 10% of today’s range.
23.4% are in the top 20%.
53.3% are in the top half. 46.7% of stocks are in the bottom half of today’s range.
23.6% are in the bottom 20%.
14.8% are in the bottom 10%.

GAIN (20161115 12:46 pm ET)
52.5% of stocks are above yesterday’s close. (47.5% are below.)
4.6% are up 4.5% or more. 1.5% are down 4.5% or more.
7.1% are up 3.5% or more. 2.8% are down 3.5% or more.
50.8% are between +1% and -1%.

RSI on DAILY (20161115 12:46 pm ET)
2-day: >=95:12.8%…>=90:21.6%…>=80:36.1%…>=50:74.3%…<=20:7.6%…<=10:2.4%…<=5:1.0%…
9-day: >=95:0.1%…>=90:1.2%…>=80:14.4%…>=50:69.4%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:5.4%…>=50:65.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161115 12:46 pm ET)
25.8% above previous 1 highs, 10.9% below previous 1 lows
21.8% above previous 2 highs, 5.9% below previous 2 lows
16.5% above previous 3 highs, 4.4% below previous 3 lows
15.6% above previous 4 highs, 1.7% below previous 4 lows
15.2% above previous 5 highs, 1.7% below previous 5 lows
14.8% above previous 6 highs, 1.5% below previous 6 lows
14.6% above previous 7 highs, 1.2% below previous 7 lows
14.3% above previous 8 highs, 1.1% below previous 8 lows
14.2% above previous 9 highs, 1.0% below previous 9 lows
13.3% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161115 12:46 pm ET)
52.5% are above or equal to 11/14 close (1 days ago), 47.5% are below.
72.2% are above or equal to 11/11 close (2 days ago), 27.8% are below.
70.9% are above or equal to 11/10 close (3 days ago), 29.1% are below.
69.4% are above or equal to 11/9 close (4 days ago), 30.6% are below.
71.7% are above or equal to 11/8 close (5 days ago), 28.3% are below.
72.2% are above or equal to 11/7 close (6 days ago), 27.8% are below.
79.2% are above or equal to 11/4 close (7 days ago), 20.8% are below.
79.6% are above or equal to 11/3 close (8 days ago), 20.4% are below.
78.2% are above or equal to 11/2 close (9 days ago), 21.8% are below.
72.9% are above or equal to 11/1 close (10 days ago), 27.1% are below.
67.5% are above or equal to 10/31 close (11 days ago), 32.5% are below.
68.6% are above or equal to 10/28 close (12 days ago), 31.4% are below.
67.7% are above or equal to 10/27 close (13 days ago), 32.3% are below.
63.0% are above or equal to 10/26 close (14 days ago), 37.0% are below.
60.0% are above or equal to 10/25 close (15 days ago), 40.0% are below.
55.5% are above or equal to 10/24 close (16 days ago), 44.5% are below.
57.4% are above or equal to 10/21 close (17 days ago), 42.6% are below.
56.4% are above or equal to 10/20 close (18 days ago), 43.6% are below.
55.1% are above or equal to 10/19 close (19 days ago), 44.9% are below.
57.1% are above or equal to 10/18 close (20 days ago), 42.9% are below.
59.9% are above or equal to 10/17 close (21 days ago), 40.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161115 12:46 pm ET)
20d: 15.5% new highs, 2.6% new lows
21d: 15.5% new highs, 2.6% new lows
42d: 10.8% new highs, 2.3% new lows
63d: 9.6% new highs, 2.1% new lows
126d: 7.7% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161115 12:46 pm ET)
2-day: 51.6% above, 48.4% below
3-day: 68.1% above, 31.9% below
4-day: 73.3% above, 26.7% below
5-day: 72.7% above, 27.3% below
8-day: 74.2% above, 25.8% below
10-day: 75.3% above, 24.7% below
20-day: 67.4% above, 32.6% below
50-day: 58.9% above, 41.1% below
200-day: 64.8% above, 35.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161115 12:46 pm ET)
ENER(88): 2.85% Top=CRC REN MUR ECA APA SM MTDR LPI ….. VLO AR SXL VVV PSX TSO ATW CVI=Bottom (Energy)
TRAN(27): 2.65% Top=DRYS UAL AAL JBLU BRS LUV CP XPO ….. EXPD KSU FDX SAVE NAT UNP CSX TRN=Bottom (Transportation)
META(32): 1.51% Top=PAAS SLW AGI AG SSRI HL AEM ABX ….. TAHO CNX FCX CMC CLF SCCO AKS CLD=Bottom (Metals & Mining)
HEAL(52): 1.25% Top=CNC DXCM NUVA ALGN BCR EVHC AMSG WCG ….. RMD MD DVA PRAH OPK AMED ACHC ELGX=Bottom (Health)
COSW(87): 1.08% Top=JD ATHM WB SHOP NTES SINA TWLO NUAN ….. CHKP SYMC ACN SYNT ZEN CSRA WUBA SQ=Bottom (Computer Software/Internet)
ELEC(53): 0.96% Top=SIMO NVDA QRVO AMBA OCLR HIMX KLAC LRCX ….. MXL CREE DLB AMKR JBL CY FSLR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(24): 0.23% Top=PWR USG OC WY RSG CAA DAR WM ….. EME EXP TOL TPH FLR MLM KBH SUM=Bottom (Materials & Construction)
COHW(37): 0.23% Top=ACIA ZAYO GOGO S FNSR PANW BCE VZ ….. TMUS JNPR HRS NTAP WDC TDC HPQ SSYS=Bottom (Computer Hardware/Telecom)
DISV(48): 0.14% Top=TRU HRI VNTV GPN GEO ACM FISV MA ….. ADS MCO MMS PAYX KBR WTW SERV MYGN=Bottom (Diversified Services)
MANU(40): 0.10% Top=ZBRA MRC MIDD XYL CMI TTC LII DHR ….. MFS FLS ITT PNR ETN LECO ATI DDD=Bottom (Manufacturing)
CHEM(26): 0.06% Top=CC ALB HUN OLN FMC AXTA SHW EMN ….. RPM PAH WLK DOW GRA DD CF MOS=Bottom (Chemicals/Fertilizers)
INSU(36): -0.13% Top=FNF CLGX RGA LNC UNM ALL AGO WLTW ….. AXS ORI XL TMK MET MTG RDN AJG=Bottom (Insurance)
CONS(50): -0.24% Top=GT UA PAY CHD PVH FBHS BERY KS ….. COH LULU HAS VFC TPX FOSL WWW KATE=Bottom (Consumer)
FINA(90): -0.38% Top=EFX BOFI NSAM BX OZRK OMF PYPL RJF ….. SYF YRD MTB FII AMG WDR WFC COF=Bottom (Banks/Financials)
LEIS(34): -0.45% Top=EXPE WYNN WEN DPZ LVS QSR DNKN SEAS ….. SHAK SONC H RCL CMG GPRO ZOES ARMK=Bottom (Leisure)
REAL(100): -0.88% Top=EQY OUT CLNY NRF DDR AMT NNN AGNC ….. EQR ESS ACC UDR RLJ REG PEB AIV=Bottom (Real Estate)
RETA(62): -1.36% Top=AAP AMZN EBAY ORLY BID W ETSY BABA ….. WSM RH JCP GES ANF DSW 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 12:46 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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