daytrend

11/16/2016

Filed under: Market Stats — daytrend @ 3:15 pm

Market Stats at 3:14 pm 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 3:14 pm ET)
21.2% of stocks are above yesterday’s high.
57.2% are above yesterday’s midpoint. (42.8% are below.)
13.9% are below yesterday’s low.
64.9% are inside yesterday’s range.
41.8% of stocks with today’s high > yesterday’s high. (58.2% less than).
33.9% of stocks with today’s low < yesterday’s low. (66.1% greater than).

EVIDENCE OF INTRADAY TREND (20161116 3:14 pm ET)
54.0% of stocks are above today’s open. (45.0% are below).
39.8% of stocks are above today’s open and yesterday’s close.
43.1% 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 3:14 pm ET)
13.4% of stocks are in the top 10% of today’s range.
24.0% are in the top 20%.
55.0% are in the top half. 45.0% of stocks are in the bottom half of today’s range.
13.4% are in the bottom 20%.
5.2% are in the bottom 10%.

GAIN (20161116 3:14 pm ET)
43.1% of stocks are above yesterday’s close. (56.9% are below.)
1.0% are up 4.5% or more. 0.6% are down 4.5% or more.
1.7% are up 3.5% or more. 1.7% are down 3.5% or more.
59.2% are between +1% and -1%.

RSI on DAILY (20161116 3:14 pm ET)
2-day: >=95:8.8%…>=90:17.0%…>=80:27.9%…>=50:66.1%…<=20:5.5%…<=10:2.0%…<=5:0.6%…
9-day: >=95:0.2%…>=90:0.7%…>=80:9.6%…>=50:71.6%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.2%…>=80:3.6%…>=50:67.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161116 3:14 pm ET)
21.2% above previous 1 highs, 13.9% below previous 1 lows
15.3% above previous 2 highs, 6.9% below previous 2 lows
14.1% above previous 3 highs, 3.9% below previous 3 lows
10.5% above previous 4 highs, 2.7% below previous 4 lows
10.2% above previous 5 highs, 1.1% below previous 5 lows
9.1% above previous 6 highs, 0.8% below previous 6 lows
9.1% above previous 7 highs, 0.8% below previous 7 lows
8.5% above previous 8 highs, 0.4% below previous 8 lows
8.5% above previous 9 highs, 0.4% below previous 9 lows
8.2% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161116 3:14 pm ET)
43.1% are above or equal to 11/15 close (1 days ago), 56.9% are below.
58.1% are above or equal to 11/14 close (2 days ago), 41.9% are below.
76.3% are above or equal to 11/11 close (3 days ago), 23.7% are below.
74.4% are above or equal to 11/10 close (4 days ago), 25.6% are below.
73.3% are above or equal to 11/9 close (5 days ago), 26.7% are below.
73.6% are above or equal to 11/8 close (6 days ago), 26.4% are below.
74.1% are above or equal to 11/7 close (7 days ago), 25.9% are below.
81.2% are above or equal to 11/4 close (8 days ago), 18.8% are below.
80.7% are above or equal to 11/3 close (9 days ago), 19.3% are below.
79.8% are above or equal to 11/2 close (10 days ago), 20.2% are below.
74.9% are above or equal to 11/1 close (11 days ago), 25.1% are below.
70.7% are above or equal to 10/31 close (12 days ago), 29.3% are below.
70.4% are above or equal to 10/28 close (13 days ago), 29.6% are below.
70.1% are above or equal to 10/27 close (14 days ago), 29.9% are below.
65.7% are above or equal to 10/26 close (15 days ago), 34.3% are below.
62.9% are above or equal to 10/25 close (16 days ago), 37.1% are below.
57.8% are above or equal to 10/24 close (17 days ago), 42.2% are below.
59.4% are above or equal to 10/21 close (18 days ago), 40.6% are below.
58.7% are above or equal to 10/20 close (19 days ago), 41.3% are below.
57.9% are above or equal to 10/19 close (20 days ago), 42.1% are below.
59.1% are above or equal to 10/18 close (21 days ago), 40.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161116 3:14 pm ET)
20d: 13.7% new highs, 1.2% new lows
21d: 13.1% new highs, 1.2% new lows
42d: 9.9% new highs, 1.1% new lows
63d: 8.3% new highs, 1.1% new lows
126d: 6.9% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161116 3:14 pm ET)
2-day: 41.9% above, 58.1% below
3-day: 53.2% above, 46.8% below
4-day: 64.2% above, 35.8% below
5-day: 71.6% above, 28.4% below
8-day: 74.2% above, 25.8% below
10-day: 76.7% above, 23.3% below
20-day: 71.0% above, 29.0% below
50-day: 61.4% above, 38.6% below
200-day: 65.3% above, 34.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161116 3:14 pm ET)
ENER(88): 1.20% Top=PAGP WNR VVV HFC CVI DK CLR VLO ….. EEP COG RDC PBF GEL SWN CRZO REN=Bottom (Energy)
RETA(62): 0.63% Top=TGT SBH TJX BURL RH DKS ASNA ANF ….. AAP PAG LB SFM LOW KR WFM BID=Bottom (Retail & Specialty Retail)
COSW(87): 0.58% Top=TWLO VIPS ADSK PFPT BR ULTI RHT MANH ….. DATA DOX LC SYMC ATHM BITA FEYE SYNT=Bottom (Computer Software/Internet)
ELEC(53): 0.45% Top=AMD OCLR NVDA HIMX FLEX IDTI CRUS MSCC ….. BRKR TEL SPWR FIT FSLR TRMB JBL PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(38): 0.41% Top=ZAYO AAPL CCI FNSR CDW ACIA UBNT VRSN ….. CTL HRS PSTG S QCOM TMUS MSI TDC=Bottom (Computer Hardware/Telecom)
DISV(47): 0.18% Top=FDC XRS VNTV GPN FISV V SBAC WOOF ….. WTW ALLE URI MYGN CAR HRI KBR HRB=Bottom (Diversified Services)
LEIS(35): 0.17% Top=ZOES H LQ SBUX QSR SIX EXPE WEN ….. PNRA RCL EAT BLMN DRI LVS GPRO SHAK=Bottom (Leisure)
CHEM(26): -0.15% Top=IFF ALB MON SMG ASH DD APD CC ….. EMN POT OLN AGU GRA SHW HUN MOS=Bottom (Chemicals/Fertilizers)
CONS(51): -0.19% Top=FOSL KS NKE BERY UA WRK SKX COH ….. CCK MAT GIL FBHS GT OI TPX WHR=Bottom (Consumer)
INSU(36): -0.24% Top=CLGX MTG RDN AFSI BRO AIZ WRB ORI ….. TMK PRU LNC MET XL UNM PGR HIG=Bottom (Insurance)
REAL(102): -0.29% Top=HASI LHO CLNY AMT OUT SHO NRF AMH ….. PDM DLR GGP SLG EXR CBG PGRE CBL=Bottom (Real Estate)
HEAL(53): -0.35% Top=EVHC AMSG A PRAH CNC BDX BSX OPK ….. ESRX RMD ACHC BKD IRWD PRXL UHS ELGX=Bottom (Health)
TRAN(28): -0.38% Top=NAT EGLE SAVE ODFL CHRW CP BRS DRYS ….. UNP LUV CNI EXPD WAB NSC CSX TRN=Bottom (Transportation)
MANU(41): -0.63% Top=MFS DDD DHR TEX MWA MRC DE SWK ….. CFX DOV PH RS EMR AOS ZBRA ATI=Bottom (Manufacturing)
FINA(90): -1.08% Top=NAVI NSAM EFX AMTD SLM AMG OMF JNS ….. WDR FITB PBCT STI BOFI ZION RF YRD=Bottom (Banks/Financials)
META(32): -1.15% Top=CCJ FNV CNX CENX TCK SLW ABX RGLD ….. ARNC AG CLD SLCA SWC TX HL AGI=Bottom (Metals & Mining)
MATE(24): -1.17% Top=DAR WCN EME FAST WM WY LEN OC ….. DHI TPH FLR PWR SUM KBH VMC MLM=Bottom (Materials & Construction)

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 3:14 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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