daytrend

11/16/2016

Filed under: Market Stats — daytrend @ 9:56 am

Market Stats at 9:55 am ET
by daytrend on 20161116. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 893.

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

COMPARED TO YESTERDAY’S RANGE (20161116 9:55 am ET)
11.9% of stocks are above yesterday’s high.
55.4% are above yesterday’s midpoint. (44.6% are below.)
8.6% are below yesterday’s low.
79.5% are inside yesterday’s range.
27.0% of stocks with today’s high > yesterday’s high. (73.0% less than).
19.0% of stocks with today’s low < yesterday’s low. (81.0% greater than).

EVIDENCE OF INTRADAY TREND (20161116 9:55 am ET)
54.5% of stocks are above today’s open. (42.7% are below).
31.1% of stocks are above today’s open and yesterday’s close.
40.5% are below both.
4.3% of stocks opened above yesterday’s high.
15.6% of stocks opened above yesterday’s close. (77.7% opened below yesterday’s close).
7.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161116 9:55 am ET)
7.7% of stocks are in the top 10% of today’s range.
17.9% are in the top 20%.
48.2% are in the top half. 51.8% of stocks are in the bottom half of today’s range.
23.2% are in the bottom 20%.
12.5% are in the bottom 10%.

GAIN (20161116 9:55 am ET)
35.9% of stocks are above yesterday’s close. (64.1% are below.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
0.8% are up 3.5% or more. 0.8% are down 3.5% or more.
71.4% are between +1% and -1%.

RSI on DAILY (20161116 9:55 am ET)
2-day: >=95:6.9%…>=90:12.7%…>=80:22.8%…>=50:68.6%…<=20:5.0%…<=10:1.7%…<=5:0.7%…
9-day: >=95:0.2%…>=90:0.7%…>=80:10.0%…>=50:70.8%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.2%…>=80:3.2%…>=50:66.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161116 9:55 am ET)
11.9% above previous 1 highs, 8.6% below previous 1 lows
7.8% above previous 2 highs, 3.8% below previous 2 lows
6.6% above previous 3 highs, 2.4% below previous 3 lows
5.0% above previous 4 highs, 1.8% below previous 4 lows
4.9% above previous 5 highs, 0.6% below previous 5 lows
4.6% above previous 6 highs, 0.6% below previous 6 lows
4.6% above previous 7 highs, 0.4% below previous 7 lows
4.4% above previous 8 highs, 0.2% below previous 8 lows
4.4% above previous 9 highs, 0.2% below previous 9 lows
4.3% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161116 9:55 am ET)
35.9% are above or equal to 11/15 close (1 days ago), 64.1% are below.
59.9% are above or equal to 11/14 close (2 days ago), 40.1% are below.
76.1% are above or equal to 11/11 close (3 days ago), 23.9% are below.
73.7% are above or equal to 11/10 close (4 days ago), 26.3% are below.
72.3% are above or equal to 11/9 close (5 days ago), 27.7% are below.
73.0% are above or equal to 11/8 close (6 days ago), 27.0% are below.
73.9% are above or equal to 11/7 close (7 days ago), 26.1% are below.
81.4% are above or equal to 11/4 close (8 days ago), 18.6% are below.
81.6% are above or equal to 11/3 close (9 days ago), 18.4% are below.
79.5% are above or equal to 11/2 close (10 days ago), 20.5% are below.
75.0% are above or equal to 11/1 close (11 days ago), 25.0% are below.
70.4% are above or equal to 10/31 close (12 days ago), 29.6% are below.
70.7% are above or equal to 10/28 close (13 days ago), 29.3% are below.
69.5% are above or equal to 10/27 close (14 days ago), 30.5% are below.
64.4% are above or equal to 10/26 close (15 days ago), 35.6% are below.
61.7% are above or equal to 10/25 close (16 days ago), 38.3% are below.
57.0% are above or equal to 10/24 close (17 days ago), 43.0% are below.
59.4% are above or equal to 10/21 close (18 days ago), 40.6% are below.
57.8% are above or equal to 10/20 close (19 days ago), 42.2% are below.
57.2% are above or equal to 10/19 close (20 days ago), 42.8% are below.
59.0% are above or equal to 10/18 close (21 days ago), 41.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161116 9:55 am ET)
20d: 8.6% new highs, 0.9% new lows
21d: 8.3% new highs, 0.9% new lows
42d: 6.4% new highs, 0.8% new lows
63d: 5.6% new highs, 0.8% new lows
126d: 4.9% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161116 9:55 am ET)
2-day: 33.6% above, 66.4% below
3-day: 52.4% above, 47.6% below
4-day: 67.0% above, 33.0% below
5-day: 73.7% above, 26.3% below
8-day: 74.1% above, 25.9% below
10-day: 76.6% above, 23.4% below
20-day: 70.8% above, 29.2% below
50-day: 60.6% above, 39.4% below
200-day: 66.3% above, 33.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161116 9:55 am ET)
ENER(88): 1.02% Top=PAGP CVI VLO TSO RICE HFC DK OXY ….. RES WLL SU BBG ATW MUR CRC REN=Bottom (Energy)
RETA(62): 0.61% Top=TGT TJX SBH DKS FINL ANF BURL TLRD ….. AAP BBY BID BLDR LL KR LOW WFM=Bottom (Retail & Specialty Retail)
ELEC(53): 0.21% Top=AMD NVDA OCLR FLEX SIMO AMAT HIMX AYI ….. APH FTV CAVM PI JBL FSLR MXL SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(38): 0.18% Top=ACIA VG SSYS CCI UBNT CDW ZAYO PANW ….. BCE CIEN WIN QCOM NTAP TDC GOGO TMUS=Bottom (Computer Hardware/Telecom)
TRAN(28): 0.06% Top=EGLE NAT JBHT BRS UAL ODFL UPS KSU ….. SAVE GWR JBLU CSX TRN AAL CP CNI=Bottom (Transportation)
COSW(87): -0.01% Top=TWLO BR CDNS WB MDRX NCR SHOP CDK ….. NTNX LOCK DATA YELP FB GRUB LC FEYE=Bottom (Computer Software/Internet)
DISV(47): -0.01% Top=XRS FDC GPN SERV VNTV ILG V YY ….. CAR MYGN R KBR HRI TRU URI HRB=Bottom (Diversified Services)
CONS(51): -0.02% Top=FOSL KS SKX IP WRK TUP NKE BMS ….. GIL COTY CCK GT PAY LULU TPX OI=Bottom (Consumer)
LEIS(35): -0.03% Top=DNKN ZOES MCD CMG DPZ EAT SIX ARMK ….. SONC PNRA JACK CCL LVS GPRO SHAK DRI=Bottom (Leisure)
REAL(102): -0.14% Top=AVB CPT AGNC CIM RLGY APLE LHO ELS ….. PSA SRC VER SC ESRT EXR CSAL SLG=Bottom (Real Estate)
CHEM(26): -0.38% Top=MON IFF ALB DOW AXTA SMG DD RPM ….. EMN PAH CF SHW POT MOS AGU HUN=Bottom (Chemicals/Fertilizers)
INSU(36): -0.52% Top=CLGX MTG CNO RDN MMC BRO AON ORI ….. ALL UNM AGO PGR MET PRU LNC HIG=Bottom (Insurance)
HEAL(53): -0.56% Top=A PKI BSX EVHC AMSG ANTM ALGN ISRG ….. MOH PRXL WCG HOLX ZBH BKD ACHC ELGX=Bottom (Health)
MANU(41): -0.61% Top=MFS TTC AME MHK DHR BWXT DDD LII ….. IR PH DOV WWD CFX RS ZBRA ATI=Bottom (Manufacturing)
MATE(24): -0.82% Top=WM WCN RSG EME SRCL DAR WY PHM ….. CAA TPH TOL USG FLR SUM MLM VMC=Bottom (Materials & Construction)
FINA(90): -1.09% Top=NDAQ YRD ARCC EFX BGCP WU ACAS BX ….. FITB KEY MS RF BOFI COF GS ZION=Bottom (Banks/Financials)
META(32): -1.35% Top=FNV AEM ABX CCJ SLW CLD CENX STLD ….. AGI SWC AG CDE AKS HL FMSA TX=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 9:55 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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