daytrend

11/16/2016

Filed under: Market Stats — daytrend @ 11:04 am

Market Stats at 11:03 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 11:03 am ET)
14.2% of stocks are above yesterday’s high.
53.9% are above yesterday’s midpoint. (46.1% are below.)
14.1% are below yesterday’s low.
71.7% are inside yesterday’s range.
36.5% of stocks with today’s high > yesterday’s high. (63.5% less than).
27.2% of stocks with today’s low < yesterday’s low. (72.8% greater than).

EVIDENCE OF INTRADAY TREND (20161116 11:03 am ET)
50.8% of stocks are above today’s open. (47.6% are below).
32.9% of stocks are above today’s open and yesterday’s close.
44.9% 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 11:03 am ET)
3.2% of stocks are in the top 10% of today’s range.
11.5% are in the top 20%.
42.8% are in the top half. 57.2% of stocks are in the bottom half of today’s range.
25.5% are in the bottom 20%.
14.1% are in the bottom 10%.

GAIN (20161116 11:03 am ET)
37.0% of stocks are above yesterday’s close. (63.0% are below.)
0.9% are up 4.5% or more. 0.7% are down 4.5% or more.
1.1% are up 3.5% or more. 1.3% are down 3.5% or more.
66.3% are between +1% and -1%.

RSI on DAILY (20161116 11:03 am ET)
2-day: >=95:6.8%…>=90:11.9%…>=80:23.5%…>=50:62.5%…<=20:5.9%…<=10:1.8%…<=5:0.7%…
9-day: >=95:0.2%…>=90:0.3%…>=80:9.2%…>=50:70.3%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.2%…>=80:2.8%…>=50:67.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161116 11:03 am ET)
14.2% above previous 1 highs, 14.1% below previous 1 lows
10.6% above previous 2 highs, 6.5% below previous 2 lows
9.7% above previous 3 highs, 3.4% below previous 3 lows
7.5% above previous 4 highs, 2.2% below previous 4 lows
7.3% above previous 5 highs, 1.0% below previous 5 lows
6.6% above previous 6 highs, 0.8% below previous 6 lows
6.6% above previous 7 highs, 0.8% below previous 7 lows
6.3% above previous 8 highs, 0.6% below previous 8 lows
6.3% above previous 9 highs, 0.6% below previous 9 lows
6.0% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161116 11:03 am ET)
37.0% are above or equal to 11/15 close (1 days ago), 63.0% are below.
56.6% are above or equal to 11/14 close (2 days ago), 43.4% are below.
73.2% are above or equal to 11/11 close (3 days ago), 26.8% are below.
72.9% are above or equal to 11/10 close (4 days ago), 27.1% are below.
72.5% are above or equal to 11/9 close (5 days ago), 27.5% are below.
73.1% are above or equal to 11/8 close (6 days ago), 26.9% are below.
73.2% are above or equal to 11/7 close (7 days ago), 26.8% are below.
80.9% are above or equal to 11/4 close (8 days ago), 19.1% are below.
80.6% are above or equal to 11/3 close (9 days ago), 19.4% are below.
79.1% are above or equal to 11/2 close (10 days ago), 20.9% are below.
74.8% are above or equal to 11/1 close (11 days ago), 25.2% are below.
70.2% are above or equal to 10/31 close (12 days ago), 29.8% are below.
70.0% are above or equal to 10/28 close (13 days ago), 30.0% are below.
69.2% are above or equal to 10/27 close (14 days ago), 30.8% are below.
64.3% are above or equal to 10/26 close (15 days ago), 35.7% are below.
61.1% are above or equal to 10/25 close (16 days ago), 38.9% are below.
56.8% are above or equal to 10/24 close (17 days ago), 43.2% are below.
59.2% are above or equal to 10/21 close (18 days ago), 40.8% are below.
58.2% are above or equal to 10/20 close (19 days ago), 41.8% are below.
56.7% are above or equal to 10/19 close (20 days ago), 43.3% 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 11:03 am ET)
20d: 12.0% new highs, 1.2% new lows
21d: 11.5% new highs, 1.2% new lows
42d: 8.3% new highs, 1.1% new lows
63d: 7.3% new highs, 1.1% new lows
126d: 5.9% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161116 11:03 am ET)
2-day: 35.2% above, 64.8% below
3-day: 49.4% above, 50.6% below
4-day: 62.5% above, 37.5% below
5-day: 69.5% above, 30.5% below
8-day: 74.7% above, 25.3% below
10-day: 77.4% above, 22.6% below
20-day: 70.2% above, 29.8% below
50-day: 60.9% above, 39.1% below
200-day: 65.1% above, 34.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161116 11:03 am ET)
ENER(88): 1.39% Top=PAGP CRC WPX CLR RICE DK OXY ECA ….. NOV FTI ATW RES RDC PBF BBG REN=Bottom (Energy)
RETA(62): 0.53% Top=TGT SBH TJX DKS BURL DLTR RH BABA ….. SFM LB AAP LL BID KR WFM LOW=Bottom (Retail & Specialty Retail)
COSW(87): 0.21% Top=WUBA NTNX VIPS BR PFPT ADSK MDRX CDK ….. TWTR SQ FFIV SYMC LC BITA SYNT FEYE=Bottom (Computer Software/Internet)
LEIS(35): 0.08% Top=ZOES EAT TXRH SBUX DNKN EXPE LQ SIX ….. MGM RCL GPRO PNRA DRI CCL LVS SHAK=Bottom (Leisure)
CONS(51): 0.03% Top=FOSL UA KS SKX BERY NKE COH COTY ….. GPK FBHS LULU PAY GT TPX OI WHR=Bottom (Consumer)
ELEC(53): -0.03% Top=AMD NVDA HIMX OCLR FLEX MSCC INVN CRUS ….. TRMB AMBA CAVM MXL SPWR FSLR JBL PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(38): -0.14% Top=BBRY ZAYO AAPL SSYS ACIA CCI UBNT PANW ….. INFN TDC QCOM PSTG GOGO WIN TMUS S=Bottom (Computer Hardware/Telecom)
TRAN(28): -0.14% Top=EGLE NAT KSU JBHT ODFL DRYS SAVE XPO ….. JBLU UAL FDX SWFT AAL NSC LUV TRN=Bottom (Transportation)
DISV(47): -0.22% Top=XRS GPN FDC SERV YY VNTV V ULTA ….. ACM R MYGN CAR HRI KBR URI HRB=Bottom (Diversified Services)
CHEM(26): -0.25% Top=MON IFF AXTA DD DOW ALB SMG PPG ….. FMC CC SHW EMN AGU PAH MOS HUN=Bottom (Chemicals/Fertilizers)
HEAL(53): -0.35% Top=A OPK PKI CNC BAX XRAY BSX MOH ….. WCG IART AMED BKD UHS ACHC PRXL ELGX=Bottom (Health)
REAL(102): -0.45% Top=RLGY CLNY AMT OUT CIM HR CPT LHO ….. DLR PGRE VNO BXP PSA SLG CBL EXR=Bottom (Real Estate)
INSU(36): -0.58% Top=CLGX MTG RDN ORI AFSI BRO CNO FNF ….. CINF UNM ALL PRU MET LNC PGR HIG=Bottom (Insurance)
MANU(41): -0.69% Top=MFS TTC DDD MRC DHR FLS MHK LII ….. IR PH WWD EMR CFX RS ZBRA ATI=Bottom (Manufacturing)
MATE(24): -1.06% Top=WCN WY PHM WM OC FAST EME LEN ….. MAS PWR FLR USG SUM KBH VMC MLM=Bottom (Materials & Construction)
FINA(90): -1.09% Top=NAVI JNS EFX NSAM WU ARCC ACAS NDAQ ….. JPM WDR GS RF FITB COF ZION YRD=Bottom (Banks/Financials)
META(32): -1.86% Top=CCJ FNV CNX STLD CENX CMC ABX TCK ….. AKS PAAS CDE AG SWC AGI HL 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 11:03 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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