daytrend

11/15/2016

Filed under: Market Stats — daytrend @ 1:31 pm

Market Stats at 1:31 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 1:31 pm ET)
27.0% of stocks are above yesterday’s high.
63.9% are above yesterday’s midpoint. (36.1% are below.)
10.4% are below yesterday’s low.
62.6% are inside yesterday’s range.
51.5% of stocks with today’s high > yesterday’s high. (48.5% less than).
30.2% of stocks with today’s low < yesterday’s low. (69.8% greater than).

EVIDENCE OF INTRADAY TREND (20161115 1:31 pm ET)
53.3% of stocks are above today’s open. (45.6% are below).
45.6% of stocks are above today’s open and yesterday’s close.
38.0% 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 1:31 pm ET)
10.9% of stocks are in the top 10% of today’s range.
24.5% are in the top 20%.
54.2% are in the top half. 45.8% of stocks are in the bottom half of today’s range.
17.4% are in the bottom 20%.
5.9% are in the bottom 10%.

GAIN (20161115 1:31 pm ET)
54.5% of stocks are above yesterday’s close. (45.5% are below.)
4.3% are up 4.5% or more. 1.1% are down 4.5% or more.
7.2% are up 3.5% or more. 1.9% are down 3.5% or more.
51.7% are between +1% and -1%.

RSI on DAILY (20161115 1:31 pm ET)
2-day: >=95:13.5%…>=90:21.9%…>=80:37.8%…>=50:75.1%…<=20:6.3%…<=10:2.4%…<=5:0.8%…
9-day: >=95:0.1%…>=90:1.1%…>=80:14.1%…>=50:70.4%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:5.1%…>=50:65.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161115 1:31 pm ET)
27.0% above previous 1 highs, 10.4% below previous 1 lows
22.3% above previous 2 highs, 5.1% below previous 2 lows
15.9% above previous 3 highs, 3.8% below previous 3 lows
15.0% above previous 4 highs, 1.4% below previous 4 lows
14.4% above previous 5 highs, 1.2% below previous 5 lows
14.1% above previous 6 highs, 1.1% below previous 6 lows
13.9% above previous 7 highs, 0.9% below previous 7 lows
13.7% above previous 8 highs, 0.8% below previous 8 lows
13.5% above previous 9 highs, 0.7% below previous 9 lows
12.6% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161115 1:31 pm ET)
54.5% are above or equal to 11/14 close (1 days ago), 45.5% are below.
73.5% are above or equal to 11/11 close (2 days ago), 26.5% are below.
72.1% are above or equal to 11/10 close (3 days ago), 27.9% are below.
70.4% are above or equal to 11/9 close (4 days ago), 29.6% are below.
71.8% are above or equal to 11/8 close (5 days ago), 28.2% are below.
72.3% are above or equal to 11/7 close (6 days ago), 27.7% are below.
80.2% are above or equal to 11/4 close (7 days ago), 19.8% are below.
80.2% are above or equal to 11/3 close (8 days ago), 19.8% are below.
78.2% are above or equal to 11/2 close (9 days ago), 21.8% are below.
73.3% are above or equal to 11/1 close (10 days ago), 26.7% are below.
68.2% are above or equal to 10/31 close (11 days ago), 31.8% are below.
69.3% are above or equal to 10/28 close (12 days ago), 30.7% are below.
68.2% are above or equal to 10/27 close (13 days ago), 31.8% are below.
63.0% are above or equal to 10/26 close (14 days ago), 37.0% are below.
60.3% are above or equal to 10/25 close (15 days ago), 39.7% are below.
55.5% are above or equal to 10/24 close (16 days ago), 44.5% are below.
57.3% are above or equal to 10/21 close (17 days ago), 42.7% are below.
56.7% are above or equal to 10/20 close (18 days ago), 43.3% are below.
55.6% are above or equal to 10/19 close (19 days ago), 44.4% are below.
57.6% are above or equal to 10/18 close (20 days ago), 42.4% are below.
60.3% are above or equal to 10/17 close (21 days ago), 39.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161115 1:31 pm ET)
20d: 16.5% new highs, 2.6% new lows
21d: 16.5% new highs, 2.6% new lows
42d: 11.6% new highs, 2.3% new lows
63d: 10.3% new highs, 2.1% new lows
126d: 8.2% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161115 1:31 pm ET)
2-day: 53.6% above, 46.4% below
3-day: 71.0% above, 29.0% below
4-day: 73.7% above, 26.3% below
5-day: 73.4% above, 26.6% below
8-day: 74.7% above, 25.3% below
10-day: 76.5% above, 23.5% below
20-day: 67.9% above, 32.1% below
50-day: 59.3% above, 40.7% below
200-day: 65.0% above, 35.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161115 1:31 pm ET)
TRAN(27): 4.93% Top=DRYS UAL JBLU AAL BRS LUV CP XPO ….. EXPD KSU FDX NAT UNP CSX SAVE TRN=Bottom (Transportation)
ENER(88): 2.85% Top=CRC REN BBG MUR APA ECA NBR SM ….. VLO AR MPC VVV SXL PSX TSO CVI=Bottom (Energy)
META(32): 1.79% Top=PAAS SLW AGI SSRI AG HL AEM ABX ….. CNX TAHO TX CLF CMC SCCO AKS CLD=Bottom (Metals & Mining)
COSW(87): 1.23% Top=ATHM JD WB TWLO SHOP NTNX NTES SINA ….. CHKP SYMC MTCH WUBA SYNT CSRA ZEN SQ=Bottom (Computer Software/Internet)
HEAL(52): 1.14% Top=CNC DXCM BCR NUVA ALGN EW WCG WST ….. THC MD DVA PRAH ELGX AMED OPK ACHC=Bottom (Health)
ELEC(53): 0.99% Top=SIMO AMBA NVDA QRVO OCLR HIMX KLAC LRCX ….. CREE AYI DLB AMKR CY JBL FSLR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(37): 0.44% Top=ACIA FNSR PANW GOGO BBRY ZAYO VZ BCE ….. VIAV TMUS NTAP WDC TDC HRS HPQ SSYS=Bottom (Computer Hardware/Telecom)
DISV(48): 0.23% Top=TRU HRI VNTV ACM GPN GEO AMN EEFT ….. KBR MCO URI PAYX MMS WTW SERV MYGN=Bottom (Diversified Services)
MATE(24): 0.19% Top=PWR USG OC WY RSG CAA WM DAR ….. EXP LEN EME TOL TPH MLM KBH SUM=Bottom (Materials & Construction)
MANU(40): 0.11% Top=ZBRA MRC MIDD XYL TTC CMI AGCO LII ….. EMR FLS ITT PNR ETN LECO ATI DDD=Bottom (Manufacturing)
CHEM(26): 0.03% Top=CC ALB HUN OLN FMC AXTA SHW MON ….. APD CE WLK DOW DD GRA CF MOS=Bottom (Chemicals/Fertilizers)
CONS(50): -0.12% Top=UA GT PAY PVH CHD WHR HBI NWL ….. FL LULU TPX VFC HAS FOSL WWW KATE=Bottom (Consumer)
INSU(36): -0.20% Top=FNF CLGX LNC RGA ALL AGO WLTW UNM ….. AXS ORI TMK AFSI MET MTG AJG RDN=Bottom (Insurance)
LEIS(34): -0.35% Top=EXPE LVS WYNN WEN DPZ DNKN QSR RRR ….. JACK H SHAK RCL GPRO CMG ZOES ARMK=Bottom (Leisure)
FINA(90): -0.38% Top=EFX BOFI NSAM BX OMF RJF PYPL OZRK ….. SIVB MTB YRD WDR AMG WFC FII COF=Bottom (Banks/Financials)
REAL(100): -0.57% Top=EQY OUT CLNY NRF DDR RLGY GGP NNN ….. ESS HST APLE UDR REG RLJ PEB AIV=Bottom (Real Estate)
RETA(62): -1.08% Top=AAP AMZN W ETSY EBAY BID BABA ORLY ….. CHS 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 1:31 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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